fix(sector-radar): 支持当前上市股票资金流补拉

This commit is contained in:
yuxuanhui
2026-08-31 14:26:28 +08:00
parent 1cd7b5cb38
commit 2ffd0163f2
20 changed files with 1077 additions and 93 deletions
@@ -1,4 +1,5 @@
import logging
import threading
from collections.abc import Mapping
from datetime import UTC, date, datetime
from decimal import Decimal
@@ -24,11 +25,13 @@ class QueryClient:
def __init__(self, responses: Mapping[tuple[str, str], object]) -> None:
self.responses = dict(responses)
self.calls: list[tuple[str, dict[str, object]]] = []
self._lock = threading.Lock()
def query(self, api_name: str, **kwargs: object) -> object:
self.calls.append((api_name, kwargs))
partition = str(kwargs.get("ts_code") or kwargs.get("list_status") or "")
response = self.responses.get((api_name, partition), ())
with self._lock:
self.calls.append((api_name, kwargs))
response = self.responses.get((api_name, partition), ())
if isinstance(response, BaseException):
raise response
return response
@@ -44,6 +47,22 @@ def make_adapter(client: object) -> TushareSectorRadarAdapter:
)
def moneyflow_record(
ts_code: str,
*,
trade_date: str = "20260828",
) -> dict[str, object]:
return {
"trade_date": trade_date,
"ts_code": ts_code,
"name": ts_code,
"net_amount": "1",
"net_amount_rate": "0.1",
"pct_change": "1",
"close": "10",
}
def test_daily_and_moneyflow_keep_source_units_and_distinguish_missing_from_zero() -> None:
client = QueryClient(
{
@@ -98,7 +117,7 @@ def test_daily_and_moneyflow_keep_source_units_and_distinguish_missing_from_zero
adapter = make_adapter(client)
daily = adapter.fetch_daily(TARGET_DATE)
moneyflow = adapter.fetch_moneyflow_dc(TARGET_DATE)
moneyflow = adapter.fetch_moneyflow_dc(TARGET_DATE, ("000001.SZ", "000002.SZ"))
assert daily.rows[0].amount_thousand_yuan == Decimal("12.5")
assert daily.rows[0].turnover_yuan == Decimal("12500.0")
@@ -109,6 +128,168 @@ def test_daily_and_moneyflow_keep_source_units_and_distinguish_missing_from_zero
assert client.calls[0][1]["fields"] == ",".join(source_module.FIELDS["daily"])
def test_moneyflow_accepts_a_full_initial_snapshot_at_the_provider_limit(
monkeypatch: pytest.MonkeyPatch,
) -> None:
monkeypatch.setitem(source_module.ROW_LIMITS, "moneyflow_dc", 2)
client = QueryClient(
{
("moneyflow_dc", ""): (
moneyflow_record("000001.SZ"),
moneyflow_record("000002.SZ"),
)
}
)
result = make_adapter(client).fetch_moneyflow_dc(
TARGET_DATE,
("000001.SZ", "000002.SZ"),
)
assert result.snapshots[0].limit_reached is True
assert [row.ts_code for row in result.rows] == ["000001.SZ", "000002.SZ"]
assert len(client.calls) == 1
@pytest.mark.parametrize(
("initial_rows", "message"),
(
((moneyflow_record("000001.SZ", trade_date="20260827"),), "trade_date"),
(
(moneyflow_record("000001.SZ"), moneyflow_record("000001.SZ")),
"duplicate business keys",
),
),
)
def test_moneyflow_initial_contract_errors_fail_closed(
initial_rows: tuple[dict[str, object], ...],
message: str,
) -> None:
client = QueryClient({("moneyflow_dc", ""): initial_rows})
with pytest.raises(SourceContractError, match=message):
make_adapter(client).fetch_moneyflow_dc(TARGET_DATE, ())
def test_moneyflow_refills_only_missing_codes_in_stable_snapshot_order(
monkeypatch: pytest.MonkeyPatch,
) -> None:
monkeypatch.setitem(source_module.ROW_LIMITS, "moneyflow_dc", 3)
third_finished = threading.Event()
completion_order: list[str] = []
completion_lock = threading.Lock()
class ReverseCompletionClient(QueryClient):
def query(self, api_name: str, **kwargs: object) -> object:
response = super().query(api_name, **kwargs)
ts_code = str(kwargs.get("ts_code") or "")
if ts_code == "000004.SZ":
if not third_finished.wait(timeout=2):
raise AssertionError("second moneyflow worker did not start")
elif ts_code == "000005.SZ":
third_finished.set()
if ts_code:
with completion_lock:
completion_order.append(ts_code)
return response
client = ReverseCompletionClient(
{
("moneyflow_dc", ""): tuple(
moneyflow_record(f"00000{index}.SZ") for index in range(1, 4)
),
("moneyflow_dc", "000004.SZ"): (moneyflow_record("000004.SZ"),),
("moneyflow_dc", "000005.SZ"): (moneyflow_record("000005.SZ"),),
}
)
result = make_adapter(client).fetch_moneyflow_dc(
TARGET_DATE,
tuple(f"00000{index}.SZ" for index in range(1, 6)),
)
assert completion_order == ["000005.SZ", "000004.SZ"]
assert [snapshot.partition_key for snapshot in result.snapshots] == [
"all",
"000004.SZ",
"000005.SZ",
]
assert [row.ts_code for row in result.rows] == [
"000001.SZ",
"000002.SZ",
"000003.SZ",
"000004.SZ",
"000005.SZ",
]
assert len(client.calls) == 3
def test_moneyflow_empty_and_exhausted_refills_remain_real_gaps(
caplog: pytest.LogCaptureFixture,
) -> None:
client = QueryClient(
{
("moneyflow_dc", ""): (moneyflow_record("000001.SZ"),),
("moneyflow_dc", "000002.SZ"): (),
("moneyflow_dc", "000003.SZ"): RuntimeError("private provider payload"),
}
)
caplog.set_level(
logging.WARNING,
logger="zhixing_server.modules.sector_radar.infrastructure.tushare",
)
result = make_adapter(client).fetch_moneyflow_dc(
TARGET_DATE,
("000001.SZ", "000002.SZ", "000003.SZ"),
)
assert [row.ts_code for row in result.rows] == ["000001.SZ"]
assert [snapshot.partition_key for snapshot in result.snapshots] == ["all"]
messages = "\n".join(record.getMessage() for record in caplog.records)
assert "partition_empty partition_key=000002.SZ" in messages
assert "partition_failed partition_key=000003.SZ" in messages
assert "private provider payload" not in messages
@pytest.mark.parametrize(
("partition_rows", "row_limit", "message"),
(
((moneyflow_record("000002.SZ", trade_date="20260827"),), 6_000, "trade_date"),
((moneyflow_record("000099.SZ"),), 6_000, "different ts_code"),
(
(moneyflow_record("000002.SZ"), moneyflow_record("000002.SZ")),
6_000,
"duplicate business keys",
),
(
(moneyflow_record("000002.SZ"), moneyflow_record("000002.SZ")),
2,
"provider row limit",
),
),
)
def test_moneyflow_partition_contract_errors_fail_closed(
monkeypatch: pytest.MonkeyPatch,
partition_rows: tuple[dict[str, object], ...],
row_limit: int,
message: str,
) -> None:
monkeypatch.setitem(source_module.ROW_LIMITS, "moneyflow_dc", row_limit)
client = QueryClient(
{
("moneyflow_dc", ""): (moneyflow_record("000001.SZ"),),
("moneyflow_dc", "000002.SZ"): partition_rows,
}
)
with pytest.raises(SourceContractError, match=message):
make_adapter(client).fetch_moneyflow_dc(
TARGET_DATE,
("000001.SZ", "000002.SZ"),
)
def test_non_finite_source_values_are_rejected() -> None:
client = QueryClient(
{
@@ -305,32 +486,54 @@ def test_dc_member_preserves_an_explicit_empty_partition() -> None:
assert result.snapshots[1].row_count == 0
def test_stock_basic_explicitly_requests_all_lifecycle_statuses() -> None:
responses = {
(
"stock_basic",
status,
): (
{
"ts_code": f"00000{index}.SZ",
"symbol": f"00000{index}",
"name": status,
"market": None if status == "D" else "主板",
"exchange": "SZSE",
"list_status": status,
"list_date": "20200101",
"delist_date": None,
},
)
for index, status in enumerate(("L", "D", "P", "G", "UN"), start=1)
}
client = QueryClient(responses)
def test_stock_basic_requests_only_current_listings() -> None:
client = QueryClient(
{
(
"stock_basic",
"L",
): (
{
"ts_code": "000001.SZ",
"symbol": "000001",
"name": "L",
"market": "主板",
"exchange": "SZSE",
"list_status": "L",
"list_date": "20200101",
"delist_date": None,
},
)
}
)
result = make_adapter(client).fetch_stock_basics()
assert {row.list_status for row in result.rows} == {"L", "D", "P", "G", "UN"}
assert next(row for row in result.rows if row.list_status == "D").market is None
assert [call[1]["list_status"] for call in client.calls] == ["L", "D", "P", "G", "UN"]
assert {row.list_status for row in result.rows} == {"L"}
assert [snapshot.partition_key for snapshot in result.snapshots] == ["L"]
assert [call[1]["list_status"] for call in client.calls] == ["L"]
def test_stock_basic_rejects_a_non_listed_row_from_the_l_partition() -> None:
client = QueryClient(
{
("stock_basic", "L"): (
{
"ts_code": "000001.SZ",
"symbol": "000001",
"name": "unexpected",
"market": "主板",
"exchange": "SZSE",
"list_status": "D",
"list_date": "20200101",
"delist_date": "20260828",
},
)
}
)
with pytest.raises(SourceContractError, match="unexpected list_status"):
make_adapter(client).fetch_stock_basics()
def test_suspend_timing_may_be_missing_while_suspend_type_remains_required() -> None: