feat: redesign workspaces and stabilize screeners

2026-07-26 13:31:45 +08:00
parent 149c468240
commit 6adeb54458
21 changed files with 18786 additions and 917 deletions
@@ -0,0 +1,114 @@
+import sqlite3
+import tempfile
+import unittest
+from pathlib import Path
+
+from database import ReviewDatabase
+from screener import (
+    CURATED_STRATEGIES,
+    FACTOR_FIELDS,
+    FACTOR_GROUPS,
+    ScreenerEngine,
+    _quarter_periods,
+)
+
+
+class CuratedScreenerTests(unittest.TestCase):
+    def test_first_batch_contains_ten_distinct_curated_strategies(self):
+        self.assertEqual(10, len(CURATED_STRATEGIES))
+        self.assertEqual(10, len({item["name"] for item in CURATED_STRATEGIES}))
+        self.assertTrue(
+            all(item["formula"]["meta"]["library"] == "curated" for item in CURATED_STRATEGIES)
+        )
+
+    def test_every_curated_formula_uses_supported_factors(self):
+        with tempfile.TemporaryDirectory() as root:
+            database = ReviewDatabase(Path(root) / "review.db")
+            engine = ScreenerEngine(database)
+            for strategy in CURATED_STRATEGIES:
+                formula = engine.validate_formula(strategy["formula"])
+                fields = {
+                    item["field"]
+                    for item in formula["filters"] + formula["score"]
+                }
+                self.assertTrue(fields.issubset(FACTOR_FIELDS), strategy["name"])
+
+    def test_factor_groups_cover_every_quant_factor(self):
+        grouped = [field for fields in FACTOR_GROUPS.values() for field in fields]
+        self.assertEqual(set(FACTOR_FIELDS), set(grouped))
+        self.assertEqual(len(grouped), len(set(grouped)))
+
+    def test_database_migrates_valuation_and_fundamental_columns(self):
+        with tempfile.TemporaryDirectory() as root:
+            path = Path(root) / "review.db"
+            ReviewDatabase(path)
+            connection = sqlite3.connect(path)
+            try:
+                indicator_columns = {
+                    row[1] for row in connection.execute("PRAGMA table_info(daily_indicators)")
+                }
+                tables = {
+                    row[0] for row in connection.execute(
+                        "SELECT name FROM sqlite_master WHERE type='table'"
+                    )
+                }
+            finally:
+                connection.close()
+            self.assertTrue({"pe_ttm", "pb", "ps_ttm", "dv_ttm"}.issubset(indicator_columns))
+            self.assertIn("fundamental_indicators", tables)
+
+    def test_quarter_periods_stop_at_selected_date(self):
+        periods = _quarter_periods("20260722", 5)
+        self.assertEqual(
+            ["20250630", "20250930", "20251231", "20260331", "20260630"],
+            periods,
+        )
+
+    def test_factor_health_summary_uses_availability_counts(self):
+        with tempfile.TemporaryDirectory() as root:
+            database = ReviewDatabase(Path(root) / "review.db")
+            with database.connect() as connection:
+                connection.execute(
+                    "INSERT INTO daily_bars (trade_date, ts_code) VALUES (?, ?)",
+                    ("20260722", "600000.SH"),
+                )
+                connection.execute(
+                    """
+                    INSERT INTO daily_indicators
+                        (trade_date, ts_code, pe_ttm)
+                    VALUES (?, ?, ?)
+                    """,
+                    ("20260722", "600000.SH", 8.5),
+                )
+                connection.executemany(
+                    "INSERT INTO daily_indicators (trade_date, ts_code) VALUES (?, ?)",
+                    [(f"{year}1231", f"{year % 100:02d}0000.SZ") for year in range(2022, 2026)],
+                )
+                connection.execute(
+                    "INSERT INTO auction_factors (trade_date, ts_code) VALUES (?, ?)",
+                    ("20260722", "600000.SH"),
+                )
+                connection.executemany(
+                    """
+                    INSERT INTO fundamental_indicators (end_date, ann_date, ts_code, roe)
+                    VALUES (?, ?, ?, ?)
+                    """,
+                    [
+                        ("20251231", "20260430", f"{index:06d}.SZ", 10.0)
+                        for index in range(100)
+                    ],
+                )
+
+            health = database.factor_health_summary("20260722")
+            self.assertTrue(health["market"])
+            self.assertTrue(health["auction"])
+            self.assertTrue(health["valuation"])
+            self.assertTrue(health["fundamental"])
+            self.assertTrue(health["dividend_history"])
+            self.assertEqual(health["valuation_rows"], 1)
+            self.assertEqual(health["fundamental_rows"], 100)
+            self.assertEqual(health["dividend_years"], 5)
+
+
+if __name__ == "__main__":
+    unittest.main()