rebuild(stage-5): establish market data gateway and charts
This commit is contained in:
leefer
@@ -0,0 +1,258 @@
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from __future__ import annotations
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import json
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from datetime import datetime
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from zoneinfo import ZoneInfo
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import httpx
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import pytest
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from backend.bootstrap.application import create_application
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from backend.bootstrap.settings import Settings
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from backend.data.contracts import (
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DataSource,
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DataUsage,
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ObservationMetadata,
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ProviderResult,
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SnapshotState,
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)
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from backend.data.gateway import DataGateway
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from backend.data.policy import DataPolicyError, DataSourcePolicy
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from backend.data.providers.ifind import IfindProvider
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from backend.data.repository import MarketRepository
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from backend.database.connection import Database
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from backend.database.migrations import MIGRATIONS, MigrationRunner
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from tests.support import run_scenario
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SHANGHAI = ZoneInfo("Asia/Shanghai")
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class FakeProvider:
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source = DataSource.IFIND
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configured = True
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def calendar(self, start_date: str, end_date: str) -> ProviderResult:
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raise AssertionError("not used")
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def entities(self) -> ProviderResult:
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raise AssertionError("not used")
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def daily(self, entity_type: str, identifier: str, end_date: str) -> ProviderResult:
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return ProviderResult(
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(
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{
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"time": "2026-07-28 15:00:00",
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"open": 10,
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"high": 11,
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"low": 9.8,
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"close": 10.8,
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"volume": 1000,
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"amount": 10800,
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},
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{
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"time": "2026-07-29 15:00:00",
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"open": 11,
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"high": 11.2,
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"low": 10.7,
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"close": 11.1,
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"volume": 1200,
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"amount": 13320,
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},
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{
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"time": "2026-07-30 09:15:00",
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"open": 0,
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"high": 0,
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"low": 0,
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"close": 11.1,
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"volume": 0,
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"amount": 0,
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},
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),
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metadata(DataSource.IFIND, SnapshotState.ARCHIVE),
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)
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def minute(self, entity_type: str, identifier: str, trade_date: str) -> ProviderResult:
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rows = (
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{
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"time": f"{trade_date} 09:30:00",
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"open": 11,
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"high": 11.1,
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"low": 10.9,
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"close": 11.05,
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"volume": 100,
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"amount": 1105,
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"avgPrice": 11.03,
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"preClose": 11,
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},
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)
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return ProviderResult(rows, metadata(DataSource.IFIND, SnapshotState.REALTIME))
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def metadata(source: DataSource, state: SnapshotState) -> ObservationMetadata:
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return ObservationMetadata(
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source=source,
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observed_at=datetime(2026, 7, 30, 9, 15, tzinfo=SHANGHAI),
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unit="yuan/share",
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adjustment="forward",
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freshness_seconds=0,
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coverage=1,
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state=state,
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usage=DataUsage.DISPLAY,
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)
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def gateway(tmp_path) -> DataGateway:
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database = Database(tmp_path / "market.db")
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MigrationRunner(database).upgrade(MIGRATIONS)
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repository = MarketRepository()
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with database.transaction() as connection:
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repository.replace_stocks(
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connection,
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(
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{
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"ts_code": "000001.SZ",
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"symbol": "000001",
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"name": "平安银行",
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"industry": "银行",
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"list_status": "L",
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},
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),
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"tushare",
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"2026-07-29T15:00:00+08:00",
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)
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connection.execute(
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"""
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INSERT INTO market_summaries
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(trade_date, observed_at, state, source, coverage, payload_json, created_at)
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VALUES (?, ?, 'final', 'tushare', 1, ?, ?)
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""",
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(
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"2026-07-29",
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"2026-07-29T15:00:00+08:00",
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json.dumps({"limit_up": 46, "limit_down": 3}),
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"2026-07-29T15:05:00+08:00",
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),
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)
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return DataGateway(database, repository, (FakeProvider(),), DataSourcePolicy())
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def test_public_sources_cannot_enter_calculations() -> None:
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policy = DataSourcePolicy()
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with pytest.raises(DataPolicyError):
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policy.assert_allowed(DataSource.EASTMONEY, DataUsage.CALCULATION)
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policy.assert_allowed(DataSource.EASTMONEY, DataUsage.DISPLAY)
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def test_ifind_top_level_tables_and_expired_access_token_are_handled() -> None:
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provider = IfindProvider("refresh-token", "expired-token")
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calls: list[tuple[str, str]] = []
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def post(endpoint, body, access, refresh=""):
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calls.append((endpoint, access or refresh))
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if endpoint == "get_access_token":
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return {"errorcode": 0, "data": {"access_token": "fresh-token"}}
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if access == "expired-token":
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return {"errorcode": -1302, "errmsg": "token expired"}
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return {
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"errorcode": 0,
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"tables": [
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{
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"thscode": ["000001.SZ"],
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"time": ["2026-07-29 15:00:00"],
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"table": {
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"open": [10],
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"high": [11],
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"low": [9],
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"close": [10.5],
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"volume": [100],
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"amount": [1050],
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},
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}
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],
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}
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provider._post = post
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result = provider.daily("stock", "000001.SZ", "2026-07-29")
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assert result.rows[0]["time"] == "2026-07-29 15:00:00"
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assert result.rows[0]["thscode"] == "000001.SZ"
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assert calls == [
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("cmd_history_quotation", "expired-token"),
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("get_access_token", "refresh-token"),
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("cmd_history_quotation", "fresh-token"),
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]
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def test_trade_context_keeps_real_snapshot_date(tmp_path) -> None:
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market = gateway(tmp_path)
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context = market.trade_context(
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"2026-07-30", datetime(2026, 7, 30, 9, 10, tzinfo=SHANGHAI)
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)
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assert context.requested_date == "2026-07-30"
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assert context.actual_date == "2026-07-29"
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assert context.carried_forward is True
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assert context.observed_at.isoformat() == "2026-07-29T15:00:00+08:00"
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def test_latest_daily_chart_drops_empty_premarket_bar(tmp_path) -> None:
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series = gateway(tmp_path).chart(
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"stock", "000001.SZ", "day", datetime(2026, 7, 30, 9, 15, tzinfo=SHANGHAI)
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)
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assert series.trade_date == "2026-07-29"
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assert [point.time for point in series.points] == ["2026-07-28", "2026-07-29"]
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assert series.points[-1].amount == 13320
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def test_minute_chart_contract_has_real_session_bounds_and_hides_source(tmp_path) -> None:
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application = create_application(Settings.for_test(tmp_path))
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async def scenario(client: httpx.AsyncClient) -> None:
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registered = await client.post(
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"/api/auth/register",
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json={"username": "market-user", "password": "Market-pass-123!"},
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)
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assert registered.status_code == 201
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fake_market = type(
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"FakeMarketService",
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(),
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{
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"chart": lambda self, *_: {
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"entity_type": "stock",
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"identifier": "000001.SZ",
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"code": "000001",
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"name": "平安银行",
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"interval": "minute",
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"trade_date": "2026-07-29",
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"observed_at": "2026-07-29T15:00:00+08:00",
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"previous_close": 10.9,
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"range_start": "09:30",
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"range_end": "15:00",
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"points": [],
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}
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},
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)()
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object.__setattr__(application.state.container, "market", fake_market)
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response = await client.get("/api/market/entities/stock/000001.SZ/charts/minute")
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assert response.status_code == 200
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assert response.json()["range_start"] == "09:30"
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assert response.json()["range_end"] == "15:00"
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assert "source" not in response.text
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run_scenario(application, scenario)
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def test_search_groups_are_fixed_and_require_authentication(tmp_path) -> None:
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application = create_application(Settings.for_test(tmp_path))
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async def scenario(client: httpx.AsyncClient) -> None:
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assert (await client.get("/api/market/search?q=上证")).status_code == 401
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await client.post(
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"/api/auth/register",
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json={"username": "search-user", "password": "Search-pass-123!"},
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)
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response = await client.get("/api/market/search?q=上证")
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assert response.status_code == 200
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groups = response.json()["groups"]
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assert [group["label"] for group in groups] == ["股票", "板块", "题材", "指数"]
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assert groups[-1]["items"][0]["name"] == "上证指数"
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run_scenario(application, scenario)
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