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 +1,147 @@
+from datetime import date
+from decimal import Decimal
+
+from zhixing_server.modules.sector_radar.domain.models import (
+    MetricKind,
+    MetricObservation,
+    MetricQuality,
+    MetricUnit,
+    RankSide,
+    SectorType,
+)
+from zhixing_server.modules.sector_radar.domain.ranking import (
+    rank_metric_observations,
+    select_percentile_side,
+    select_rank_change_side,
+    with_rank_changes,
+)
+
+TARGET_DATE = date(2026, 8, 28)
+
+
+def make_observation(
+    sector_code: str,
+    sector_type: SectorType,
+    value: str | None,
+    *,
+    trade_date: date = TARGET_DATE,
+) -> MetricObservation:
+    metric_value = Decimal(value) if value is not None else None
+    return MetricObservation(
+        trade_date=trade_date,
+        sector_type=sector_type,
+        sector_code=sector_code,
+        sector_name=sector_code,
+        metric_kind=MetricKind.AMOUNT,
+        metric_version="zhixing_amount_net_bn_v1",
+        implementation_kind="independent",
+        unit=MetricUnit.CNY_100M,
+        value=metric_value,
+        quality=(
+            MetricQuality.AVAILABLE if metric_value is not None else MetricQuality.UNAVAILABLE
+        ),
+        member_count=10,
+        valid_sample_count=10 if metric_value is not None else 0,
+        membership_coverage=Decimal("1"),
+        moneyflow_coverage=Decimal("1"),
+    )
+
+
+def test_ranking_separates_types_and_uses_code_as_stable_tie_breaker() -> None:
+    observations = (
+        make_observation("BK2002.DC", SectorType.INDUSTRY, "20"),
+        make_observation("BK1002.DC", SectorType.CONCEPT, "30"),
+        make_observation("BK2001.DC", SectorType.INDUSTRY, "20"),
+        make_observation("BK1001.DC", SectorType.CONCEPT, "10"),
+    )
+
+    ranked = rank_metric_observations(tuple(reversed(observations)))
+    by_code = {row.observation.sector_code: row for row in ranked}
+
+    assert by_code["BK1002.DC"].rank_position == 1
+    assert by_code["BK1002.DC"].rank_percentile == Decimal("100")
+    assert by_code["BK1001.DC"].rank_position == 2
+    assert by_code["BK1001.DC"].rank_percentile == Decimal("50")
+
+    assert by_code["BK2001.DC"].rank_position == 1
+    assert by_code["BK2002.DC"].rank_position == 2
+
+
+def test_ranking_handles_empty_and_single_element_pools() -> None:
+    assert rank_metric_observations(()) == ()
+
+    [single] = rank_metric_observations((make_observation("BK0001.DC", SectorType.CONCEPT, "0"),))
+
+    assert single.rank_position == 1
+    assert single.rank_percentile == Decimal("100")
+
+
+def test_percentile_sides_use_confirmed_inclusive_thresholds() -> None:
+    ranked = rank_metric_observations(
+        make_observation(f"BK{position:04d}.DC", SectorType.CONCEPT, str(11 - position))
+        for position in range(1, 11)
+    )
+
+    top = select_percentile_side(ranked, RankSide.TOP)
+    bottom = select_percentile_side(ranked, RankSide.BOTTOM)
+
+    assert [row.observation.sector_code for row in top] == ["BK0001.DC", "BK0002.DC"]
+    assert [row.observation.sector_code for row in bottom] == ["BK0010.DC"]
+
+
+def test_rank_change_is_past_rank_minus_current_and_preserves_missing_history() -> None:
+    current = rank_metric_observations(
+        (
+            make_observation("BK0001.DC", SectorType.CONCEPT, "30"),
+            make_observation("BK0002.DC", SectorType.CONCEPT, "20"),
+        )
+    )
+    previous = rank_metric_observations(
+        (
+            make_observation(
+                "BK0001.DC",
+                SectorType.CONCEPT,
+                "10",
+                trade_date=date(2026, 8, 27),
+            ),
+            make_observation(
+                "BK0002.DC",
+                SectorType.CONCEPT,
+                "40",
+                trade_date=date(2026, 8, 27),
+            ),
+        )
+    )
+
+    changed = with_rank_changes(current, {1: previous, 5: ()})
+    by_code = {row.observation.sector_code: row for row in changed}
+
+    assert by_code["BK0001.DC"].rank_change(1) == 1
+    assert by_code["BK0002.DC"].rank_change(1) == -1
+    assert by_code["BK0001.DC"].rank_change(5) is None
+
+
+def test_rank_change_sides_take_ceiling_ten_percent_per_pool() -> None:
+    current = rank_metric_observations(
+        make_observation(f"BK{position:04d}.DC", SectorType.CONCEPT, str(12 - position))
+        for position in range(1, 12)
+    )
+    previous = rank_metric_observations(
+        make_observation(
+            f"BK{position:04d}.DC",
+            SectorType.CONCEPT,
+            str(position),
+            trade_date=date(2026, 8, 27),
+        )
+        for position in range(1, 12)
+    )
+    changed = with_rank_changes(current, {1: previous})
+
+    top = select_rank_change_side(changed, days=1, side=RankSide.TOP)
+    bottom = select_rank_change_side(changed, days=1, side=RankSide.BOTTOM)
+
+    assert [row.observation.sector_code for row in top] == ["BK0001.DC", "BK0002.DC"]
+    assert [row.observation.sector_code for row in bottom] == [
+        "BK0011.DC",
+        "BK0010.DC",
+    ]