rebuild(stage-5): establish market data gateway and charts

2026-07-30 02:35:42 +08:00
parent 40ad5d6836
commit cf0ab7026f
45 changed files with 2701 additions and 46 deletions
@@ -0,0 +1,118 @@
+const fs = require("node:fs");
+const path = require("node:path");
+
+const { expect, test } = require("@playwright/test");
+
+const evidence = path.resolve(__dirname, "../../docs/evidence/stage-5");
+
+test.beforeAll(() => fs.mkdirSync(evidence, { recursive: true }));
+
+async function authenticate(page) {
+  await page.goto("/");
+  await page.getByLabel("账号名").fill("stage5admin");
+  await page.getByLabel("密码").fill("Stage5-pass-123!");
+  await page.getByRole("button", { name: "登录", exact: true }).click();
+  await expect(page.locator(".sidebar, .field-error")).toBeVisible();
+  if (!(await page.locator(".sidebar").isVisible())) {
+    await page.getByRole("tab", { name: "注册" }).click();
+    await page.getByRole("button", { name: "注册并登录" }).click();
+  }
+}
+
+function chartPayload(interval) {
+  const daily = [
+    ["2026-07-23", 3500, 3540, 3480, 3530],
+    ["2026-07-24", 3530, 3568, 3510, 3552],
+    ["2026-07-25", 3550, 3580, 3524, 3540],
+    ["2026-07-28", 3542, 3590, 3530, 3582],
+    ["2026-07-29", 3585, 3612, 3570, 3604],
+  ];
+  const minute = [
+    ["09:30", 3600, 3608, 3594, 3604, 3602],
+    ["10:30", 3604, 3616, 3600, 3610, 3607],
+    ["11:30", 3610, 3614, 3602, 3606, 3608],
+    ["14:00", 3606, 3620, 3604, 3618, 3610],
+    ["15:00", 3618, 3622, 3608, 3612, 3613],
+  ];
+  return {
+    entity_type: "index",
+    identifier: "000001.SH",
+    code: "000001",
+    name: "上证指数",
+    interval,
+    trade_date: "2026-07-29",
+    observed_at: "2026-07-29T15:00:00+08:00",
+    previous_close: 3594,
+    range_start: interval === "minute" ? "09:30" : null,
+    range_end: interval === "minute" ? "15:00" : null,
+    points: (interval === "day" ? daily : minute).map((row) => ({
+      time: row[0],
+      open: row[1],
+      high: row[2],
+      low: row[3],
+      close: row[4],
+      volume: 100000,
+      amount: 360000000,
+      average: interval === "minute" ? row[5] : null,
+    })),
+  };
+}
+
+test("latest snapshot, grouped search, chart preview and entity detail", async ({ page }) => {
+  const consoleErrors = [];
+  page.on("console", (message) => {
+    if (message.type() === "error" && !message.text().includes("401 (Unauthorized)")) {
+      consoleErrors.push(message.text());
+    }
+  });
+  await page.route("**/api/market/summary", (route) =>
+    route.fulfill({
+      contentType: "application/json",
+      body: JSON.stringify({
+        context: {
+          requested_date: "2026-07-30",
+          actual_date: "2026-07-29",
+          previous_date: "2026-07-28",
+          observed_at: "2026-07-29T15:00:00+08:00",
+          state: "final",
+          carried_forward: true,
+          message: "沿用最近真实收盘快照",
+        },
+        values: { temperature: 42, limit_up: 68, limit_down: 4, broken: 24, seal_rate: 73.9, amount: 1628000000000 },
+      }),
+    }),
+  );
+  await page.route("**/api/market/entities/index/000001.SH/charts/*", (route) => {
+    const interval = route.request().url().endsWith("/minute") ? "minute" : "day";
+    return route.fulfill({ contentType: "application/json", body: JSON.stringify(chartPayload(interval)) });
+  });
+
+  await authenticate(page);
+  await expect(page.locator(".market-strip-row")).toContainText("涨停 68");
+  await expect(page.locator(".market-strip-row")).toContainText("07/29 15:00");
+
+  await page.keyboard.press("Control+K");
+  const dialog = page.getByRole("dialog", { name: "全局搜索" });
+  await dialog.getByPlaceholder("搜索股票、板块、题材或指数").fill("上证");
+  await expect(dialog.getByRole("button", { name: /上证指数/ })).toBeVisible();
+  await expect(dialog.locator(".market-chart")).toBeVisible();
+  await expect(dialog).toContainText("数据日期 2026-07-29");
+  await page.screenshot({ path: path.join(evidence, "search-preview-light-1920x1080.jpg"), type: "jpeg", quality: 82 });
+
+  await dialog.getByRole("button", { name: /上证指数/ }).click();
+  await expect(page).toHaveURL(/\/market\/index\/000001.SH/);
+  await expect(page.getByRole("heading", { name: "上证指数" })).toBeVisible();
+  await page.getByRole("button", { name: "分时" }).click();
+  await expect(page.locator(".chart-zero")).toHaveCount(1);
+  await expect(page.locator(".preview-meta")).toContainText("09:30–15:00");
+
+  await page.getByRole("button", { name: "夜间" }).click();
+  await page.screenshot({ path: path.join(evidence, "entity-detail-dark-1920x1080.jpg"), type: "jpeg", quality: 82 });
+  expect(await page.evaluate(() => document.documentElement.scrollWidth - window.innerWidth)).toBe(0);
+
+  await page.setViewportSize({ width: 390, height: 844 });
+  await expect(page.locator(".market-chart")).toBeVisible();
+  expect(await page.evaluate(() => document.documentElement.scrollWidth - window.innerWidth)).toBe(0);
+  await page.screenshot({ path: path.join(evidence, "entity-detail-dark-390x844.jpg"), type: "jpeg", quality: 82 });
+  expect(consoleErrors).toEqual([]);
+});
@@ -0,0 +1,258 @@
+from __future__ import annotations
+
+import json
+from datetime import datetime
+from zoneinfo import ZoneInfo
+
+import httpx
+import pytest
+
+from backend.bootstrap.application import create_application
+from backend.bootstrap.settings import Settings
+from backend.data.contracts import (
+    DataSource,
+    DataUsage,
+    ObservationMetadata,
+    ProviderResult,
+    SnapshotState,
+)
+from backend.data.gateway import DataGateway
+from backend.data.policy import DataPolicyError, DataSourcePolicy
+from backend.data.providers.ifind import IfindProvider
+from backend.data.repository import MarketRepository
+from backend.database.connection import Database
+from backend.database.migrations import MIGRATIONS, MigrationRunner
+from tests.support import run_scenario
+
+SHANGHAI = ZoneInfo("Asia/Shanghai")
+
+
+class FakeProvider:
+    source = DataSource.IFIND
+    configured = True
+
+    def calendar(self, start_date: str, end_date: str) -> ProviderResult:
+        raise AssertionError("not used")
+
+    def entities(self) -> ProviderResult:
+        raise AssertionError("not used")
+
+    def daily(self, entity_type: str, identifier: str, end_date: str) -> ProviderResult:
+        return ProviderResult(
+            (
+                {
+                    "time": "2026-07-28 15:00:00",
+                    "open": 10,
+                    "high": 11,
+                    "low": 9.8,
+                    "close": 10.8,
+                    "volume": 1000,
+                    "amount": 10800,
+                },
+                {
+                    "time": "2026-07-29 15:00:00",
+                    "open": 11,
+                    "high": 11.2,
+                    "low": 10.7,
+                    "close": 11.1,
+                    "volume": 1200,
+                    "amount": 13320,
+                },
+                {
+                    "time": "2026-07-30 09:15:00",
+                    "open": 0,
+                    "high": 0,
+                    "low": 0,
+                    "close": 11.1,
+                    "volume": 0,
+                    "amount": 0,
+                },
+            ),
+            metadata(DataSource.IFIND, SnapshotState.ARCHIVE),
+        )
+
+    def minute(self, entity_type: str, identifier: str, trade_date: str) -> ProviderResult:
+        rows = (
+            {
+                "time": f"{trade_date} 09:30:00",
+                "open": 11,
+                "high": 11.1,
+                "low": 10.9,
+                "close": 11.05,
+                "volume": 100,
+                "amount": 1105,
+                "avgPrice": 11.03,
+                "preClose": 11,
+            },
+        )
+        return ProviderResult(rows, metadata(DataSource.IFIND, SnapshotState.REALTIME))
+
+
+def metadata(source: DataSource, state: SnapshotState) -> ObservationMetadata:
+    return ObservationMetadata(
+        source=source,
+        observed_at=datetime(2026, 7, 30, 9, 15, tzinfo=SHANGHAI),
+        unit="yuan/share",
+        adjustment="forward",
+        freshness_seconds=0,
+        coverage=1,
+        state=state,
+        usage=DataUsage.DISPLAY,
+    )
+
+
+def gateway(tmp_path) -> DataGateway:
+    database = Database(tmp_path / "market.db")
+    MigrationRunner(database).upgrade(MIGRATIONS)
+    repository = MarketRepository()
+    with database.transaction() as connection:
+        repository.replace_stocks(
+            connection,
+            (
+                {
+                    "ts_code": "000001.SZ",
+                    "symbol": "000001",
+                    "name": "平安银行",
+                    "industry": "银行",
+                    "list_status": "L",
+                },
+            ),
+            "tushare",
+            "2026-07-29T15:00:00+08:00",
+        )
+        connection.execute(
+            """
+            INSERT INTO market_summaries
+                (trade_date, observed_at, state, source, coverage, payload_json, created_at)
+            VALUES (?, ?, 'final', 'tushare', 1, ?, ?)
+            """,
+            (
+                "2026-07-29",
+                "2026-07-29T15:00:00+08:00",
+                json.dumps({"limit_up": 46, "limit_down": 3}),
+                "2026-07-29T15:05:00+08:00",
+            ),
+        )
+    return DataGateway(database, repository, (FakeProvider(),), DataSourcePolicy())
+
+
+def test_public_sources_cannot_enter_calculations() -> None:
+    policy = DataSourcePolicy()
+    with pytest.raises(DataPolicyError):
+        policy.assert_allowed(DataSource.EASTMONEY, DataUsage.CALCULATION)
+    policy.assert_allowed(DataSource.EASTMONEY, DataUsage.DISPLAY)
+
+
+def test_ifind_top_level_tables_and_expired_access_token_are_handled() -> None:
+    provider = IfindProvider("refresh-token", "expired-token")
+    calls: list[tuple[str, str]] = []
+
+    def post(endpoint, body, access, refresh=""):
+        calls.append((endpoint, access or refresh))
+        if endpoint == "get_access_token":
+            return {"errorcode": 0, "data": {"access_token": "fresh-token"}}
+        if access == "expired-token":
+            return {"errorcode": -1302, "errmsg": "token expired"}
+        return {
+            "errorcode": 0,
+            "tables": [
+                {
+                    "thscode": ["000001.SZ"],
+                    "time": ["2026-07-29 15:00:00"],
+                    "table": {
+                        "open": [10],
+                        "high": [11],
+                        "low": [9],
+                        "close": [10.5],
+                        "volume": [100],
+                        "amount": [1050],
+                    },
+                }
+            ],
+        }
+
+    provider._post = post
+    result = provider.daily("stock", "000001.SZ", "2026-07-29")
+    assert result.rows[0]["time"] == "2026-07-29 15:00:00"
+    assert result.rows[0]["thscode"] == "000001.SZ"
+    assert calls == [
+        ("cmd_history_quotation", "expired-token"),
+        ("get_access_token", "refresh-token"),
+        ("cmd_history_quotation", "fresh-token"),
+    ]
+
+
+def test_trade_context_keeps_real_snapshot_date(tmp_path) -> None:
+    market = gateway(tmp_path)
+    context = market.trade_context(
+        "2026-07-30", datetime(2026, 7, 30, 9, 10, tzinfo=SHANGHAI)
+    )
+    assert context.requested_date == "2026-07-30"
+    assert context.actual_date == "2026-07-29"
+    assert context.carried_forward is True
+    assert context.observed_at.isoformat() == "2026-07-29T15:00:00+08:00"
+
+
+def test_latest_daily_chart_drops_empty_premarket_bar(tmp_path) -> None:
+    series = gateway(tmp_path).chart(
+        "stock", "000001.SZ", "day", datetime(2026, 7, 30, 9, 15, tzinfo=SHANGHAI)
+    )
+    assert series.trade_date == "2026-07-29"
+    assert [point.time for point in series.points] == ["2026-07-28", "2026-07-29"]
+    assert series.points[-1].amount == 13320
+
+
+def test_minute_chart_contract_has_real_session_bounds_and_hides_source(tmp_path) -> None:
+    application = create_application(Settings.for_test(tmp_path))
+
+    async def scenario(client: httpx.AsyncClient) -> None:
+        registered = await client.post(
+            "/api/auth/register",
+            json={"username": "market-user", "password": "Market-pass-123!"},
+        )
+        assert registered.status_code == 201
+        fake_market = type(
+            "FakeMarketService",
+            (),
+            {
+                "chart": lambda self, *_: {
+                    "entity_type": "stock",
+                    "identifier": "000001.SZ",
+                    "code": "000001",
+                    "name": "平安银行",
+                    "interval": "minute",
+                    "trade_date": "2026-07-29",
+                    "observed_at": "2026-07-29T15:00:00+08:00",
+                    "previous_close": 10.9,
+                    "range_start": "09:30",
+                    "range_end": "15:00",
+                    "points": [],
+                }
+            },
+        )()
+        object.__setattr__(application.state.container, "market", fake_market)
+        response = await client.get("/api/market/entities/stock/000001.SZ/charts/minute")
+        assert response.status_code == 200
+        assert response.json()["range_start"] == "09:30"
+        assert response.json()["range_end"] == "15:00"
+        assert "source" not in response.text
+
+    run_scenario(application, scenario)
+
+
+def test_search_groups_are_fixed_and_require_authentication(tmp_path) -> None:
+    application = create_application(Settings.for_test(tmp_path))
+
+    async def scenario(client: httpx.AsyncClient) -> None:
+        assert (await client.get("/api/market/search?q=上证")).status_code == 401
+        await client.post(
+            "/api/auth/register",
+            json={"username": "search-user", "password": "Search-pass-123!"},
+        )
+        response = await client.get("/api/market/search?q=上证")
+        assert response.status_code == 200
+        groups = response.json()["groups"]
+        assert [group["label"] for group in groups] == ["股票", "板块", "题材", "指数"]
+        assert groups[-1]["items"][0]["name"] == "上证指数"
+
+    run_scenario(application, scenario)
@@ -110,7 +110,7 @@ def test_real_account_schema_can_upgrade_and_rollback(tmp_path) -> None:
    database = Database(tmp_path / "app.db")
    runner = MigrationRunner(database)

-    assert runner.upgrade(MIGRATIONS) == (1, 2)
+    assert runner.upgrade(MIGRATIONS) == (1, 2, 3)
    assert {
        "users",
        "memberships",
@@ -120,8 +120,12 @@ def test_real_account_schema_can_upgrade_and_rollback(tmp_path) -> None:
        "system_credentials",
        "llm_models",
        "llm_configuration",
+        "trading_days",
+        "market_entities",
+        "market_summaries",
+        "chart_series",
    } <= table_names(database)

-    assert runner.downgrade(MIGRATIONS, target_version=0) == (2, 1)
+    assert runner.downgrade(MIGRATIONS, target_version=0) == (3, 2, 1)
    assert "users" not in table_names(database)
    assert "llm_models" not in table_names(database)