from __future__ import annotations import tempfile import unittest from datetime import datetime, timedelta, timezone from pathlib import Path from database import ReviewDatabase from market_insights import MarketInsightsService from screener import FACTOR_FIELDS, ScreenerEngine from tushare_client import TushareError class FakeMarketClient: def resolve_trade_context(self, requested: str): value = str(requested).replace("-", "") return value, "20260723" def query(self, api_name, params=None, fields=""): params = params or {} date = params.get("trade_date", "") if api_name == "trade_cal": return [ {"cal_date": f"202607{day:02d}", "is_open": 1} for day in range(14, 24) ] if api_name == "stock_basic": return [ {"ts_code": "000001.SZ", "name": "平安银行", "industry": "银行", "market": "主板", "list_date": "19910403"}, {"ts_code": "000002.SZ", "name": "万科A", "industry": "房地产", "market": "主板", "list_date": "19910129"}, ] if api_name == "stk_auction": if date == "20260724": return [] return [ {"ts_code": "000001.SZ", "trade_date": date, "price": 10.5, "pre_close": 10, "vol": 20000, "amount": 5_000_000, "turnover_rate": 0.12, "volume_ratio": 1.8}, {"ts_code": "000002.SZ", "trade_date": date, "price": 9.8, "pre_close": 10, "vol": 10000, "amount": 2_000_000, "turnover_rate": 0.05, "volume_ratio": 0.8}, ] if api_name == "stk_limit": return [ {"ts_code": "000001.SZ", "trade_date": date, "up_limit": 11, "down_limit": 9}, {"ts_code": "000002.SZ", "trade_date": date, "up_limit": 11, "down_limit": 9}, ] if api_name == "ths_index": return [{"ts_code": "885001.TI", "name": "人工智能", "count": 2, "exchange": "A", "list_date": "20200101", "type": "N"}] if api_name == "ths_daily": if params.get("ts_code"): return [ {"ts_code": "885001.TI", "trade_date": "20260722", "open": 99, "high": 102, "low": 98, "close": 101, "pct_change": 1, "vol": 100}, {"ts_code": "885001.TI", "trade_date": "20260723", "open": 101, "high": 104, "low": 100, "close": 103, "pct_change": 1.98, "vol": 120}, ] if date == "20260724": return [] return [{"ts_code": "885001.TI", "trade_date": date, "close": 103, "pct_change": 1.98, "vol": 120, "turnover_rate": 2.3}] if api_name == "ths_member": return [ {"ts_code": "885001.TI", "con_code": "000001.SZ", "con_name": "平安银行"}, {"ts_code": "885001.TI", "con_code": "000002.SZ", "con_name": "万科A"}, ] if api_name == "daily": return [ {"ts_code": "000001.SZ", "trade_date": date, "open": 10, "high": 11, "low": 9.8, "close": 10.5, "pct_chg": 5, "vol": 100, "amount": 200000}, {"ts_code": "000002.SZ", "trade_date": date, "open": 10, "high": 10, "low": 9.7, "close": 9.8, "pct_chg": -2, "vol": 100, "amount": 100000}, ] if api_name == "ths_hot": if date == "20260724": return [] return [ {"trade_date": date, "data_type": "热股", "ts_code": "000001.SZ", "ts_name": "平安银行", "rank": 1, "pct_change": 5, "current_price": 10.5, "hot": 1000, "concept": '["银行"]'}, {"trade_date": date, "data_type": "概念板块", "ts_code": "885001.TI", "ts_name": "人工智能", "rank": 1, "pct_change": 1.98, "hot": 800}, ] if api_name == "dc_hot": if date == "20260724": return [] return [{"trade_date": date, "data_type": "A股市场", "ts_code": "000001.SZ", "ts_name": "平安银行", "rank": 3, "pct_change": 5, "current_price": 10.5}] return [] class ConfiguredIfind: configured = True class MarketInsightsTests(unittest.TestCase): def setUp(self): self.temp = tempfile.TemporaryDirectory() self.database = ReviewDatabase(Path(self.temp.name) / "review.db") self.service = MarketInsightsService( self.database, FakeMarketClient(), now_provider=lambda: datetime( 2026, 7, 24, 9, 20, tzinfo=timezone(timedelta(hours=8)) ), ) def tearDown(self): self.temp.cleanup() def test_auction_falls_back_and_normalizes_factors(self): payload = self.service.auction_center("20260724") self.assertEqual(payload["meta"]["trade_date"], "2026-07-23") self.assertTrue(payload["meta"]["carried_forward"]) self.assertEqual(payload["meta"]["phase"], "observing") self.assertEqual(payload["summary"]["stock_count"], 2) self.assertEqual(payload["rows"][0]["amount_million"], 5) self.assertEqual(payload["rows"][0]["change"], 5) self.assertEqual(payload["rows"][0]["expectation"], "超预期") self.assertEqual(set(payload["expectations"]), {"超预期", "符合预期", "低于预期"}) self.assertFalse(payload["news_feedback"]["available"]) self.assertEqual(len(payload["amount_history"]), 10) self.assertEqual(payload["amount_history"][-1]["stock_count"], 2) self.assertEqual(payload["focus_rows"][0]["code"], "000001") def test_auction_amount_history_uses_the_same_a_share_universe_as_summary(self): self.database.upsert_stock_master([ {"ts_code": "000001.SZ", "name": "平安银行", "industry": "银行", "market": "主板", "list_date": "19910403"}, {"ts_code": "688001.SH", "name": "首日上市", "industry": "半导体", "market": "科创板", "list_date": "20260723"}, ]) self.database.upsert_auction_factors([ {"ts_code": "000001.SZ", "trade_date": "20260723", "price": 10.5, "pre_close": 10, "amount": 5_000_000, "vol": 20_000}, {"ts_code": "688001.SH", "trade_date": "20260723", "price": 50, "pre_close": 10, "amount": 150_000_000, "vol": 3_000_000}, {"ts_code": "159001.SZ", "trade_date": "20260723", "price": 1.1, "pre_close": 1, "amount": 90_000_000, "vol": 90_000_000}, ]) history = self.service._auction_amount_history("20260723") self.assertEqual(history[-1]["stock_count"], 1) self.assertEqual(history[-1]["amount_billion"], 0.05) def test_real_limit_price_is_isolated_from_scored_candidates(self): class OnePriceClient(FakeMarketClient): def query(self, api_name, params=None, fields=""): if api_name == "stk_limit": return [ {"ts_code": "000001.SZ", "trade_date": "20260723", "up_limit": 10.5, "down_limit": 9}, {"ts_code": "000002.SZ", "trade_date": "20260723", "up_limit": 11, "down_limit": 9}, ] return super().query(api_name, params, fields) service = MarketInsightsService(self.database, OnePriceClient(), self.service._now_provider) payload = service.auction_center("20260724", force=True) self.assertEqual([row["code"] for row in payload["one_price_rows"]], ["000001"]) self.assertNotIn("000001", {row["code"] for row in payload["rows"]}) def test_core_broken_pool_and_watchlist_are_kept_separate(self): self.database.save_snapshot( "20260723", "test", { "limits": [{"code": "000001", "name": "平安银行", "sector": "银行", "streak": 3, "amount_billion": 8}], "broken": [{"code": "000002", "name": "万科A", "sector": "房地产", "streak": 1}], "sectors": [{"name": "银行", "count": 1, "leader": "平安银行"}], }, ) user = self.database.create_user("auction-user", "salt", "hash") self.database.save_watchlist(user["id"], "000002", "万科A", "房地产", "red") payload = self.service.auction_center("20260724", force=True, user_id=user["id"]) rows = {row["code"]: row for row in payload["rows"]} self.assertIn("昨日炸板", rows["000002"]["candidate_sources"]) self.assertIn("三板以上", rows["000001"]["core_tags"]) self.assertIn("000001", {row["code"] for row in payload["focus_rows"]}) self.assertEqual([row["code"] for row in payload["watchlist_rows"]], ["000002"]) anonymous = self.service.auction_center("20260724", user_id=0) self.assertEqual(anonymous["watchlist_rows"], []) def test_selection_window_does_not_disguise_previous_day_as_current(self): service = MarketInsightsService( self.database, FakeMarketClient(), now_provider=lambda: datetime( 2026, 7, 24, 9, 26, tzinfo=timezone(timedelta(hours=8)) ), ) payload = service.auction_center("20260724", force=True) self.assertEqual(payload["meta"]["phase"], "selection") self.assertFalse(payload["meta"]["available"]) self.assertFalse(payload["meta"]["carried_forward"]) self.assertEqual(payload["rows"], []) def test_finalized_window_uses_and_persists_ifind_closing_snapshot(self): service = MarketInsightsService( self.database, FakeMarketClient(), now_provider=lambda: datetime( 2026, 7, 24, 9, 31, tzinfo=timezone(timedelta(hours=8)) ), ifind=ConfiguredIfind(), ) calls = [] service._dynamic_auction_rows = lambda trade_date, baseline_date, user_id: ( calls.append((trade_date, baseline_date, user_id)) or [ { "ts_code": "000001.SZ", "trade_date": trade_date, "price": 10.5, "pre_close": 10, "vol": 20_000, "amount": 5_000_000, "turnover_rate": 0.12, "volume_ratio": 1.8, "dynamic": True, } ] ) payload = service.auction_center("20260724") cached = service.auction_center("20260724") self.assertEqual(payload["meta"]["phase"], "finalized") self.assertTrue(payload["meta"]["available"]) self.assertEqual(payload["summary"]["stock_count"], 1) self.assertEqual(payload["rows"][0]["code"], "000001") self.assertEqual(len(calls), 1) self.assertTrue(cached["meta"]["cached"]) self.assertEqual(cached["summary"]["stock_count"], 1) def test_theme_library_detail_and_popularity(self): library = self.service.theme_library("20260724") self.assertEqual(library["meta"]["trade_date"], "2026-07-23") self.assertEqual(library["items"][0]["hot_rank"], 1) detail = self.service.theme_detail("885001.TI", "20260724") self.assertEqual(detail["summary"]["member_count"], 2) self.assertEqual(detail["members"][0]["code"], "000001") hot = self.service.popularity("20260724") self.assertEqual(hot["summary"]["dual_count"], 1) self.assertEqual(hot["combined"][0]["name"], "平安银行") def test_feature_pages_use_local_data_when_trade_context_is_offline(self): class OfflineClient: def resolve_trade_context(self, requested: str): raise TushareError("offline") def query(self, api_name, params=None, fields=""): raise TushareError("offline") self.database.save_snapshot( "20260723", "test", {"meta": {"trade_date": "2026-07-23"}} ) self.database.save_snapshot( "20260724", "test", {"meta": {"trade_date": "2026-07-24"}} ) self.database.upsert_stock_master([ {"ts_code": "000001.SZ", "name": "平安银行", "industry": "银行", "market": "主板", "list_date": "19910403"} ]) self.database.upsert_auction_factors([ {"ts_code": "000001.SZ", "trade_date": "20260724", "price": 10.5, "pre_close": 10, "amount": 5_000_000, "vol": 20_000, "turnover_rate": 0.12, "volume_ratio": 1.8} ]) self.database.save_data_snapshot( "theme_library_v1", "20260724", "market", {"meta": {"trade_date": "2026-07-24"}, "summary": {"theme_count": 1}, "items": [{"code": "885001.TI", "name": "人工智能", "member_count": 2}]}, ) self.database.save_data_snapshot( "popularity_v1", "20260724", "market", {"meta": {"trade_date": "2026-07-24"}, "summary": {"ths_count": 1, "dc_count": 0, "dual_count": 0}, "combined": [{"name": "平安银行"}], "ths": [], "dc": []}, ) service = MarketInsightsService(self.database, OfflineClient(), self.service._now_provider) auction = service.auction_center("20260725") self.assertEqual(auction["meta"]["trade_date"], "2026-07-24") self.assertEqual(auction["summary"]["stock_count"], 1) themes = service.theme_library("20260725") self.assertTrue(themes["meta"]["cached"]) self.assertEqual(themes["items"][0]["name"], "人工智能") popularity = service.popularity("20260725") self.assertTrue(popularity["meta"]["cached"]) self.assertEqual(popularity["combined"][0]["name"], "平安银行") class AuctionScreenerFactorTests(unittest.TestCase): def test_auction_fields_are_available_to_formula_and_factor_rows(self): with tempfile.TemporaryDirectory() as temporary: database = ReviewDatabase(Path(temporary) / "review.db") database.upsert_stock_master([ {"ts_code": "000001.SZ", "name": "平安银行", "industry": "银行", "market": "主板", "list_date": "19910403"} ]) dates = [f"202606{day:02d}" for day in range(1, 22)] database.upsert_daily_bars([ {"ts_code": "000001.SZ", "trade_date": trade_date, "open": 10, "high": 11, "low": 9, "close": 10 + index * 0.1, "pct_chg": 1, "vol": 1000 + index, "amount": 200000} for index, trade_date in enumerate(dates) ]) database.upsert_daily_indicators([ {"ts_code": "000001.SZ", "trade_date": dates[-1], "turnover_rate": 2, "volume_ratio": 1.2, "circ_mv": 100000, "total_mv": 120000} ]) database.upsert_auction_factors([ {"ts_code": "000001.SZ", "trade_date": dates[-1], "price": 12.6, "pre_close": 12, "amount": 8_000_000, "vol": 30000, "turnover_rate": 0.18, "volume_ratio": 2.1} ]) rows, actual_date = ScreenerEngine(database).build_factors(dates[-1]) self.assertEqual(actual_date, dates[-1]) self.assertEqual(rows[0]["auction_change"], 5) self.assertEqual(rows[0]["auction_amount_million"], 8) self.assertEqual(rows[0]["auction_volume_ratio"], 2.1) self.assertIn("auction_change", FACTOR_FIELDS) if __name__ == "__main__": unittest.main()