refactor: enforce market data quality contracts

2026-07-29 17:34:21 +08:00
parent 7c8b8ca21e
commit 831291c818
8 changed files with 433 additions and 3 deletions
@@ -1,8 +1,16 @@
 from __future__ import annotations

 import unittest
+from datetime import datetime, timedelta

-from backend.data import DataPolicyError, DataSourcePolicy, build_data_gateway
+from backend.data import (
+    DataPolicyError,
+    DataQualityError,
+    DataSourcePolicy,
+    QualityEvidence,
+    build_data_gateway,
+)
+from backend.data.quality import market_timezone


 class DataGatewayTests(unittest.TestCase):
@@ -43,6 +51,101 @@ class DataGatewayTests(unittest.TestCase):
        self.assertEqual(source.count("TushareClient(self.token)"), 1)
        self.assertIn("return gateway.tushare()", source)

+    def test_quality_gate_accepts_matching_daily_evidence(self) -> None:
+        timezone = market_timezone()
+        now = datetime(2026, 7, 29, 16, 0, tzinfo=timezone)
+        gateway = build_data_gateway({})
+        report = gateway.require_quality(
+            QualityEvidence(
+                dataset_id="market.stock_daily",
+                provider_id="tushare",
+                data_time="2026-07-29",
+                observed_at=now,
+                actual_count=5000,
+                expected_count=5000,
+                adjustment="current-unadjusted",
+                units={
+                    "open": "CNY/share", "high": "CNY/share", "low": "CNY/share",
+                    "close": "CNY/share", "pct_chg": "percent",
+                    "volume_shares": "share", "amount_yuan": "CNY",
+                },
+            ),
+            "calculation",
+            now,
+        )
+        self.assertTrue(report.accepted)
+        self.assertEqual(report.coverage_ratio, 1.0)
+
+    def test_quality_gate_rejects_stale_dynamic_auction(self) -> None:
+        timezone = market_timezone()
+        now = datetime(2026, 7, 29, 9, 24, tzinfo=timezone)
+        gateway = build_data_gateway({})
+        with self.assertRaises(DataQualityError):
+            gateway.require_quality(
+                QualityEvidence(
+                    dataset_id="market.auction_dynamic",
+                    provider_id="ifind",
+                    data_time=now - timedelta(seconds=30),
+                    observed_at=now - timedelta(seconds=29),
+                    units={
+                        "price": "CNY/share", "volume_shares": "share",
+                        "amount_yuan": "CNY", "pre_close": "CNY/share",
+                        "turnover_rate_pct": "percent", "volume_ratio": "ratio",
+                        "float_share": "share",
+                    },
+                ),
+                "calculation",
+                now,
+            )
+
+    def test_quality_gate_rejects_low_coverage_and_wrong_adjustment(self) -> None:
+        timezone = market_timezone()
+        now = datetime(2026, 7, 29, 16, 0, tzinfo=timezone)
+        gateway = build_data_gateway({})
+        report = gateway.quality.evaluate(
+            QualityEvidence(
+                dataset_id="market.stock_daily",
+                provider_id="tushare",
+                data_time="2026-07-29",
+                observed_at=now,
+                actual_count=4000,
+                expected_count=5000,
+                adjustment="forward1",
+            ),
+            "calculation",
+            now,
+        )
+        self.assertFalse(report.accepted)
+        self.assertTrue(any("Coverage" in issue for issue in report.issues))
+        self.assertTrue(any("Adjustment" in issue for issue in report.issues))
+
+    def test_quality_gate_enforces_financial_point_in_time(self) -> None:
+        timezone = market_timezone()
+        now = datetime(2026, 7, 29, 16, 0, tzinfo=timezone)
+        gateway = build_data_gateway({})
+        report = gateway.quality.evaluate(
+            QualityEvidence(
+                dataset_id="market.fundamentals",
+                provider_id="tushare",
+                data_time="2026-06-30",
+                observed_at=now,
+                available_at="2026-08-15",
+            ),
+            "calculation",
+            now,
+        )
+        self.assertFalse(report.accepted)
+        self.assertTrue(any("not available" in issue for issue in report.issues))
+
+    def test_provider_chain_never_silently_promotes_display_fallback(self) -> None:
+        gateway = build_data_gateway({})
+        self.assertEqual(
+            gateway.provider_chain("chart.intraday", "display"),
+            ("ifind", "eastmoney"),
+        )
+        with self.assertRaises(RuntimeError):
+            gateway.provider_chain("chart.intraday", "calculation")
+

 if __name__ == "__main__":
    unittest.main()