feat(sector-radar): 建立独立指标与排名领域模型

2026-08-29 16:52:45 +08:00
parent 5e4fe7220b
commit 3789008ea6
11 changed files with 1248 additions and 7 deletions
@@ -0,0 +1,146 @@
+from datetime import UTC, date, datetime
+from decimal import Decimal
+
+import pytest
+
+from zhixing_server.modules.sector_radar.domain.facts import aggregate_sector_snapshot
+from zhixing_server.modules.sector_radar.domain.models import (
+    MembershipStatus,
+    PublicationStatus,
+    RadarPublication,
+    SectorMembershipSnapshot,
+    SectorType,
+    StockDailyFact,
+    StockFactStatus,
+)
+
+TARGET_DATE = date(2026, 8, 28)
+
+
+def test_point_in_time_aggregation_distinguishes_suspension_missing_and_zero() -> None:
+    snapshot = SectorMembershipSnapshot(
+        trade_date=TARGET_DATE,
+        sector_type=SectorType.CONCEPT,
+        sector_code="BK0001.DC",
+        sector_name="示例概念",
+        member_codes=("000001.SZ", "000002.SZ", "000003.SZ", "000004.SZ"),
+        status=MembershipStatus.AVAILABLE,
+        source_version="dc-member-20260828-a",
+    )
+    facts = (
+        StockDailyFact(
+            trade_date=TARGET_DATE,
+            ts_code="000001.SZ",
+            status=StockFactStatus.AVAILABLE,
+            turnover_yuan=Decimal("1000"),
+            net_amount_yuan=Decimal("100"),
+        ),
+        StockDailyFact(
+            trade_date=TARGET_DATE,
+            ts_code="000002.SZ",
+            status=StockFactStatus.AVAILABLE,
+            turnover_yuan=Decimal("2000"),
+            net_amount_yuan=Decimal("0"),
+        ),
+        StockDailyFact(
+            trade_date=TARGET_DATE,
+            ts_code="000003.SZ",
+            status=StockFactStatus.SUSPENDED,
+        ),
+        StockDailyFact(
+            trade_date=TARGET_DATE,
+            ts_code="000004.SZ",
+            status=StockFactStatus.MISSING,
+        ),
+    )
+
+    aggregate = aggregate_sector_snapshot(snapshot, facts)
+
+    assert aggregate.member_count == 4
+    assert aggregate.valid_sample_count == 2
+    assert aggregate.net_amount_yuan == Decimal("100")
+    assert aggregate.turnover_yuan == Decimal("3000")
+    assert aggregate.membership_coverage == Decimal("1")
+    assert aggregate.moneyflow_coverage == Decimal("2") / Decimal("3")
+
+
+def test_unknown_membership_never_falls_back_to_available_stock_facts() -> None:
+    snapshot = SectorMembershipSnapshot(
+        trade_date=TARGET_DATE,
+        sector_type=SectorType.INDUSTRY,
+        sector_code="BK1001.DC",
+        sector_name="示例行业",
+        member_codes=(),
+        status=MembershipStatus.UNKNOWN,
+        source_version="dc-member-missing",
+    )
+    fact = StockDailyFact(
+        trade_date=TARGET_DATE,
+        ts_code="000001.SZ",
+        status=StockFactStatus.AVAILABLE,
+        turnover_yuan=Decimal("1000"),
+        net_amount_yuan=Decimal("100"),
+    )
+
+    aggregate = aggregate_sector_snapshot(snapshot, (fact,))
+
+    assert aggregate.member_count == 0
+    assert aggregate.net_amount_yuan is None
+    assert aggregate.turnover_yuan is None
+    assert aggregate.membership_coverage == Decimal("0")
+
+
+def test_stock_fact_rejects_non_finite_values_and_invalid_status_payloads() -> None:
+    with pytest.raises(ValueError, match="finite"):
+        StockDailyFact(
+            trade_date=TARGET_DATE,
+            ts_code="000001.SZ",
+            status=StockFactStatus.AVAILABLE,
+            turnover_yuan=Decimal("Infinity"),
+            net_amount_yuan=Decimal("1"),
+        )
+
+    with pytest.raises(ValueError, match="must not expose amounts"):
+        StockDailyFact(
+            trade_date=TARGET_DATE,
+            ts_code="000001.SZ",
+            status=StockFactStatus.SUSPENDED,
+            turnover_yuan=Decimal("0"),
+        )
+
+
+def test_publication_requires_terminal_completion_and_replay_identity() -> None:
+    started_at = datetime(2026, 8, 28, 17, 30, tzinfo=UTC)
+
+    publication = RadarPublication(
+        publication_id="radar-20260828-a",
+        target_trade_date=TARGET_DATE,
+        status=PublicationStatus.SUCCESS,
+        source_version="tushare-pro-v1",
+        universe_version="eastmoney-dc-20260828-a",
+        metric_versions=(
+            "zhixing_amount_net_bn_v1",
+            "zhixing_ratio_turnover_v1",
+            "zhixing_swing_equal_3_10_v1",
+        ),
+        input_hash="a" * 64,
+        coverage=Decimal("0.995"),
+        started_at=started_at,
+        finished_at=datetime(2026, 8, 28, 17, 35, tzinfo=UTC),
+    )
+
+    assert publication.status is PublicationStatus.SUCCESS
+
+    with pytest.raises(ValueError, match="finished_at"):
+        RadarPublication(
+            publication_id="radar-20260828-running",
+            target_trade_date=TARGET_DATE,
+            status=PublicationStatus.RUNNING,
+            source_version="tushare-pro-v1",
+            universe_version="eastmoney-dc-20260828-a",
+            metric_versions=("zhixing_amount_net_bn_v1",),
+            input_hash=None,
+            coverage=Decimal("0"),
+            started_at=started_at,
+            finished_at=started_at,
+        )