42 lines
1.5 KiB
Python
42 lines
1.5 KiB
Python
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"""Offline golden checks for fixed, non-legacy selection fixtures."""
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import csv
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import json
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from datetime import date
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from pathlib import Path
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from zhixing_server.modules.selection.domain.models import SelectionBar, StockHistory
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from zhixing_server.modules.selection.domain.zhixing_b1 import ZhixingB1Strategy
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FIXTURE_ROOT = Path(__file__).parents[1] / "fixtures" / "selection" / "zhixing_b1"
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def _read_history(path: Path, ts_code: str) -> StockHistory:
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with path.open(newline="") as file:
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bars = tuple(
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SelectionBar(
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trade_date=date.fromisoformat(row["trade_date"]),
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open=float(row["open"]),
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high=float(row["high"]),
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low=float(row["low"]),
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close=float(row["close"]),
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volume=float(row["volume"]),
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)
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for row in csv.DictReader(file)
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)
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return StockHistory(ts_code=ts_code, name="fixture", bars=bars)
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def test_fixed_ordinary_and_wide_limit_goldens_are_reproducible() -> None:
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with (FIXTURE_ROOT / "golden.json").open() as file:
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golden = json.load(file)
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strategy = ZhixingB1Strategy()
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for key in ("ordinary", "wide_limit"):
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expected = golden[key]
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history = _read_history(FIXTURE_ROOT / expected["file"], expected["ts_code"])
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target = date.fromisoformat(expected["target_trade_date"])
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result = strategy.evaluate(history, target)
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assert result.status == expected["status"]
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assert [signal.category.value for signal in result.signals] == expected["categories"]
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