worldquant-alpha-system/backend/tests/browser_server.py

"""Isolated browser acceptance server: temporary database, synthetic upstream, no real network."""

import tempfile
from contextlib import asynccontextmanager
from datetime import datetime, timedelta, timezone

import httpx
from cryptography.fernet import Fernet

from app.config import Settings
from app.main import create_app
from app.models import Base
from app.worldquant import WqClient

TEST_PASSWORD = "browser-test-password"


def sample(index):
    super_alpha = index % 7 == 0
    language = "PYTHON" if index % 11 == 0 and not super_alpha else "FASTEXPR"
    names = [
        "短期价格反转",
        "成交量与价格背离",
        "分析师预期修正",
        "行业中性动量",
        "低波动质量信号",
        "资金流向偏离",
        "组合选择实验",
    ]
    return {
        "id": f"TEST{index:04}",
        "name": names[index % len(names)] + f" · {index:03}",
        "type": "SUPER" if super_alpha else "REGULAR",
        "stage": "OS" if index % 3 == 0 else "IS",
        "status": "ACTIVE" if index % 3 == 0 else "UNSUBMITTED",
        "hidden": index % 5 == 0,
        "regular": None
        if super_alpha
        else {
            "code": "def alpha(data):\n    return -data.close.rank()"
            if language == "PYTHON"
            else "group_neutralize(-rank(ts_delta(close, 5)), industry)"
        },
        "selection": {"code": "self_correlation < 0.5"} if super_alpha else None,
        "combo": {"code": "alpha"} if super_alpha else None,
        "settings": {
            "region": ["USA", "CHN", "EUR"][index % 3],
            "universe": "TOP3000",
            "language": language,
            "delay": 1,
            "decay": 4,
            "neutralization": "INDUSTRY",
            "truncation": 0.08,
            "pasteurization": "ON",
        },
        "is": {
            "sharpe": None if index % 13 == 0 else round(0.8 + (index % 25) * 0.1, 2),
            "fitness": round(0.3 + (index % 20) * 0.06, 2),
            "turnover": round(0.08 + (index % 12) * 0.015, 3),
            "returns": 0.09,
            "margin": 0.0002,
            "drawdown": 0.11,
            "checks": [{"name": "LOW_SHARPE", "result": "PASS", "value": 2.1, "limit": 1.58}],
        },
        "os": {"sharpe": 1.1} if index % 3 == 0 else None,
        "dateCreated": (datetime(2025, 1, 1, tzinfo=timezone.utc) + timedelta(days=index)).isoformat(),
    }


def create_test_app():
    temporary = tempfile.TemporaryDirectory(prefix="wq-browser-test-")
    settings = Settings(
        _env_file=None,
        database_url=f"sqlite+aiosqlite:///{temporary.name}/test.db",
        admin_password=TEST_PASSWORD,
        encryption_key=Fernet.generate_key().decode(),
        public_origin="http://127.0.0.1:5179",
    )
    records = [sample(i) for i in range(620)]

    def upstream(request):
        path = request.url.path
        if path == "/authentication" and request.method == "POST":
            return httpx.Response(
                201, json={"user": {"id": "TEST_USER"}}, headers={"Set-Cookie": "mock=only; Path=/"}
            )
        if request.method != "GET":
            raise AssertionError("Browser acceptance attempted an upstream mutation")
        if path == "/users/self":
            return httpx.Response(
                200, json={"id": "TEST_USER", "name": "模拟研究员", "email": "test@example.com"}
            )
        if path == "/users/self/alphas":
            unsubmitted = "status" in request.url.params
            hidden = request.url.params.get("hidden") == "true"
            matched = [
                r for r in records if (r["status"] == "UNSUBMITTED") == unsubmitted and r["hidden"] == hidden
            ]
            offset, limit = (
                int(request.url.params.get("offset", 0)),
                int(request.url.params.get("limit", 100)),
            )
            return httpx.Response(
                200, json={"count": len(matched), "results": matched[offset : offset + limit]}
            )
        if path.endswith("/recordsets/pnl"):
            return httpx.Response(
                200,
                json={
                    "schema": {"properties": [{"name": "date"}, {"name": "pnl"}]},
                    "records": [
                        [
                            (datetime(2025, 1, 1) + timedelta(days=i)).date().isoformat(),
                            i * 250 + (i % 13) * 85,
                        ]
                        for i in range(180)
                    ],
                },
            )
        record = next((r for r in records if path == f"/alphas/{r['id']}"), None)
        return httpx.Response(200, json=record) if record else httpx.Response(404)

    application = create_app(settings, WqClient(settings, transport=httpx.MockTransport(upstream)))
    original_lifespan = application.router.lifespan_context

    @asynccontextmanager
    async def lifespan(app):
        async with app.state.engine.begin() as connection:
            await connection.run_sync(Base.metadata.create_all)
        async with original_lifespan(app):
            yield
        temporary.cleanup()

    application.router.lifespan_context = lifespan
    return application