310 lines
12 KiB
Python
310 lines
12 KiB
Python
from __future__ import annotations
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import http.client
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import json
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import unittest
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from unittest.mock import MagicMock, patch
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from heaven_engine import _market_line_scores, build_manual_market_hexagram
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from realtime_aggregator import WebRealtimeAggregator
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from server import DashboardService
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from tushare_client import TushareClient
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class HeavenMarketLineTests(unittest.TestCase):
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def test_index_external_uses_only_current_index_change(self):
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dashboard = {
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"overview": {
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"up_count": 1740,
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"down_count": 3710,
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"amount_billion": 27180.8,
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"sentiment_score": 27,
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"seal_rate": 57.3,
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"limit_up_count": 55,
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"limit_down_count": 267,
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},
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"sectors": [],
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"sector_rotation": [],
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}
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index_context = {
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"aggregate": {
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"average_pct_chg": 0.187,
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"average_return_5d": -5.606,
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}
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}
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scores = _market_line_scores(
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dashboard,
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[{"amount_billion": 25000}],
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index_context,
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{},
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{},
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[],
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)
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self.assertAlmostEqual(scores[5]["score"], 0.187 / 3)
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self.assertGreater(scores[5]["score"], 0)
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self.assertIn("不参与外显阴阳", scores[5]["evidence"][1])
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def test_manual_calibration_preserves_six_lines_and_marks_user_evidence(self):
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chart = build_manual_market_hexagram(
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[8, 7, 6, 9, 8, 7],
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"20260722",
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{"name": "元件", "taxonomy": "sw_l2"},
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{"code": "002141", "name": "贤丰控股"},
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{},
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"人工核对",
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)
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self.assertTrue(chart["manual_calibration"])
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self.assertEqual([line["value"] for line in chart["hexagram"]["lines"]], [8, 7, 6, 9, 8, 7])
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self.assertEqual(chart["hexagram"]["moving_lines"], [3, 4])
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self.assertIn("用户手动校准", chart["hexagram"]["lines"][0]["evidence"][0])
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def test_quantitative_supplement_repairs_only_failed_lines_and_recalculates(self):
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trade_date = "20260722"
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dashboard = {
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"overview": {
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"sentiment_score": 32,
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"seal_rate": 48,
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"amount_billion": 16500,
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"up_count": 1800,
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"down_count": 3500,
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"limit_up_count": 35,
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"limit_down_count": 192,
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},
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"limits": [{"amount_billion": 12}, {"amount_billion": 25}],
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"sectors": [],
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"sector_rotation": [],
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}
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history = [{"amount_billion": 16000}, {"amount_billion": 15800}]
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index_context = {
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"trade_date": trade_date,
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"source": "tushare",
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"realtime": False,
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"precise": False,
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"indices": [
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{"ts_code": code, "trade_date": "20260721", "pct_chg": 0.1}
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for code in ("000001.SH", "399001.SZ", "399006.SZ")
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],
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}
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sector = {"taxonomy": "sw_l2", "precise": False, "error": "行业日线尚未返回"}
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stock = {
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"code": "002141", "name": "贤丰控股", "trade_date": trade_date,
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"data_source": "tushare", "realtime": False, "precise": True,
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"amount_billion": 20, "turnover_rate": 8.5, "seal_amount_million": 0,
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"open_times": 0, "change": 2.4, "streak": 0, "status": "普通",
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}
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automatic = DashboardService._heaven_line_checks(
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trade_date, dashboard, history, index_context, sector, stock, "closed", {}
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)
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self.assertEqual(
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[item["line"] for item in automatic if not item["passed"]], [3, 4, 6]
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)
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manual = {
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"sector_name": "元件", "sector_up_count": 18, "sector_down_count": 42,
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"sector_coverage": 96, "sector_member_equal_change": -2.2,
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"sector_change": -2.6, "sector_leading_pct": 3.1,
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"index_sh_change": -0.9, "index_sz_change": -1.4, "index_cy_change": -1.8,
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}
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merged = DashboardService._apply_heaven_manual_data(
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dashboard, index_context, sector, stock, manual, "closed", trade_date, "002141"
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)
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repaired = DashboardService._heaven_line_checks(
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trade_date, merged[0], history, merged[1], merged[2], merged[3], "closed", manual
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)
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self.assertTrue(all(item["passed"] for item in repaired))
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self.assertEqual(
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[item["line"] for item in repaired if item["status"] == "manual"], [3, 4, 6]
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)
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self.assertEqual(repaired[5]["line_value"], 8)
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self.assertAlmostEqual(repaired[5]["score"], (-0.9 - 1.4 - 1.8) / 3 / 3, places=3)
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def test_sector_inner_and_outer_have_independent_quality_gates(self):
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trade_date = "20260722"
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dashboard = {
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"overview": {
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"sentiment_score": 30, "seal_rate": 50, "amount_billion": 15000,
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"up_count": 2000, "down_count": 3000,
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"limit_up_count": 40, "limit_down_count": 80,
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},
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"limits": [], "sectors": [], "sector_rotation": [],
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}
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history = [{"amount_billion": 14800}, {"amount_billion": 14900}]
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indices = {
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"trade_date": trade_date, "source": "tushare", "realtime": False,
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"precise": True,
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"indices": [
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{"ts_code": code, "trade_date": trade_date, "pct_chg": -1}
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for code in ("000001.SH", "399001.SZ", "399006.SZ")
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],
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"aggregate": {"average_pct_chg": -1},
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}
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sector = {
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"name": "元件", "code": "801083.SI", "taxonomy": "sw_l2",
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"trade_date": trade_date, "realtime": False, "finalized": True,
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"inner_precise": True, "outer_precise": False, "precise": False,
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"coverage": 98, "up_count": 19, "down_count": 46,
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"member_equal_change": -2.15, "leading_pct": 5.2,
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"outer_error": "申万日线尚未发布", "source": "tushare_member_daily",
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}
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stock = {
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"code": "002141", "trade_date": trade_date, "precise": True,
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"realtime": False, "data_source": "tushare", "amount_billion": 10,
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"turnover_rate": 5, "seal_amount_million": 0, "open_times": 0,
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"change": 2, "streak": 0, "status": "普通",
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}
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checks = DashboardService._heaven_line_checks(
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trade_date, dashboard, history, indices, sector, stock, "closed", {}
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)
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self.assertTrue(checks[2]["passed"])
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self.assertFalse(checks[3]["passed"])
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self.assertIn("申万日线尚未发布", checks[3]["reasons"])
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manual = {"sector_change": -3.85}
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merged = DashboardService._apply_heaven_manual_data(
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dashboard, indices, sector, stock, manual, "closed", trade_date, "002141"
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)
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repaired = DashboardService._heaven_line_checks(
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trade_date, merged[0], history, merged[1], merged[2], merged[3], "closed", manual
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)
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self.assertTrue(repaired[3]["passed"])
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self.assertEqual(repaired[3]["status"], "manual")
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self.assertEqual(
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[field["key"] for field in repaired[3]["fields"] if field["manual"]],
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["sector_change"],
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)
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missing_leader_sector = {**merged[2], "leading_pct": None}
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still_blocked = DashboardService._heaven_line_checks(
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trade_date,
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merged[0],
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history,
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merged[1],
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missing_leader_sector,
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merged[3],
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"closed",
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manual,
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)
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self.assertFalse(still_blocked[3]["passed"])
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self.assertIn("需补充：行业领涨股涨跌幅", still_blocked[3]["reasons"])
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class ShenwanMembershipTests(unittest.TestCase):
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@patch.object(TushareClient, "query")
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def test_latest_effective_membership_wins_over_stale_is_new_row(self, query: MagicMock):
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stale_y = {
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"l1_code": "801010.SI", "l1_name": "农林牧渔",
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"l2_code": "801018.SI", "l2_name": "动物保健Ⅱ",
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"l3_code": "850181.SI", "l3_name": "动物保健Ⅲ",
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"ts_code": "002141.SZ", "in_date": "20240730", "out_date": None, "is_new": "Y",
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}
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current_y = {
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"l1_code": "801080.SI", "l1_name": "电子",
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"l2_code": "801083.SI", "l2_name": "元件",
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"l3_code": "850822.SI", "l3_name": "印制电路板",
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"ts_code": "002141.SZ", "in_date": "20260701", "out_date": None, "is_new": "Y",
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}
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closed_n = {**stale_y, "out_date": "20260630", "is_new": "N"}
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query.side_effect = lambda _api, params, _fields: (
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[stale_y, current_y] if params["is_new"] == "Y" else [closed_n]
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)
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industry = TushareClient("token").sw_stock_industry("002141.SZ", "20260722")
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self.assertEqual(industry["l2_code"], "801083.SI")
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self.assertEqual(industry["l2_name"], "元件")
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class RealtimeAggregatorTests(unittest.TestCase):
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def setUp(self):
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WebRealtimeAggregator._response_cache.clear()
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@staticmethod
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def _response(payload: dict) -> MagicMock:
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response = MagicMock()
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response.headers.get.return_value = "application/json"
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response.read.return_value = json.dumps(payload).encode("utf-8")
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context = MagicMock()
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context.__enter__.return_value = response
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return context
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@patch("realtime_aggregator.urllib.request.urlopen")
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def test_transport_failure_is_retried(self, urlopen: MagicMock):
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urlopen.side_effect = [
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http.client.RemoteDisconnected("temporary disconnect"),
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self._response({"rc": 0, "data": {"diff": []}}),
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]
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aggregator = WebRealtimeAggregator(retry_delay_seconds=0)
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payload = aggregator._get_json("https://example.test", {}, "https://example.test")
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self.assertEqual(payload["rc"], 0)
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self.assertEqual(urlopen.call_count, 2)
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@patch("realtime_aggregator.urllib.request.urlopen")
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def test_recent_success_is_used_after_retries_fail(self, urlopen: MagicMock):
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aggregator = WebRealtimeAggregator(retry_delay_seconds=0)
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urlopen.return_value = self._response({"rc": 0, "data": {"diff": []}})
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aggregator._get_json("https://example.test", {}, "https://example.test")
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urlopen.side_effect = http.client.RemoteDisconnected("temporary disconnect")
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payload = aggregator._get_json("https://example.test", {}, "https://example.test")
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self.assertIn("_aggregate_cache", payload)
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self.assertEqual(urlopen.call_count, 4)
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@patch.object(WebRealtimeAggregator, "_get_text")
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def test_tencent_indices_include_verifiable_quote_times(self, get_text: MagicMock):
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def quote_line(
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symbol: str,
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name: str,
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code: str,
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price: str,
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previous_close: str,
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quote_time: str,
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change_amount: str,
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change: str,
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amount: str,
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) -> str:
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fields = [""] * 38
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fields[1] = name
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fields[2] = code
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fields[3] = price
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fields[4] = previous_close
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fields[5] = price
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fields[30] = quote_time
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fields[31] = change_amount
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fields[32] = change
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fields[33] = price
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fields[34] = price
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fields[37] = amount
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return f'v_{symbol}="{"~".join(fields)}";'
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get_text.return_value = (
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'\n'.join(
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[
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quote_line("sh000001", "上证指数", "000001", "3796.28", "3764.15", "20260720155402", "32.13", "0.85", "129465190"),
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quote_line("sz399001", "深证成指", "399001", "13610.23", "13706.88", "20260720155330", "-96.65", "-0.71", "140747525"),
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quote_line("sz399006", "创业板指", "399006", "3443.10", "3428.63", "20260720155345", "14.47", "0.42", "67120487"),
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]
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),
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0,
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)
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rows = WebRealtimeAggregator().tencent_indices()
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self.assertEqual(len(rows), 3)
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self.assertEqual(rows[0]["source"], "tencent_qt")
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self.assertEqual(rows[0]["quote_time"][:10], "2026-07-20")
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self.assertAlmostEqual(rows[0]["amount_billion"], 12946.52)
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if __name__ == "__main__":
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unittest.main()
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