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feat(selection): 集成 B1 FastDTW 图形评分

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yuxuanhui
2026-08-31 16:14:16 +08:00
parent 86762c0d9a
commit 6ce291e242
51 changed files with 2917 additions and 41 deletions
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zhixing-server/tests/unit/selection/test_postgres_runs.py
+95 -10
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@@ -8,6 +8,12 @@ import pytest
from psycopg.types.json import Jsonb
from zhixing_server.modules.selection.domain.models import SelectionSignal, ZhixingB1Category
from zhixing_server.modules.selection.domain.pattern_scoring import (
PATTERN_SCORING_VERSION,
ZHIXING_B1_PATTERN_CASES,
PatternScore,
PatternScoreBreakdown,
)
from zhixing_server.modules.selection.domain.runs import (
SelectionExecutionSource,
SelectionRerunRequired,
@@ -222,6 +228,14 @@ def test_record_items_uses_one_delete_and_two_batch_upserts(
name="平安银行",
status="selected",
signal_count=2,
pattern_score=PatternScore(
status="matched",
value=86.4,
threshold=60.0,
version=PATTERN_SCORING_VERSION,
case=ZHIXING_B1_PATTERN_CASES[0],
breakdown=PatternScoreBreakdown(71.2, 83.0, 88.0, 90.1),
),
signals=(first, second),
),
SelectionRunItem(
@@ -238,6 +252,28 @@ def test_record_items_uses_one_delete_and_two_batch_upserts(
assert delete_parameters == ("run-1", ["000001.SZ", "600000.SH"])
assert len(connection.executemany_calls) == 2
assert "INSERT INTO selection_run_item" in connection.executemany_calls[0][0]
item_parameters = connection.executemany_calls[0][1]
assert item_parameters[0][6:13] == (
"matched",
86.4,
60.0,
PATTERN_SCORING_VERSION,
"case_001",
"华纳药厂",
date(2025, 5, 12),
)
assert isinstance(item_parameters[0][13], Jsonb)
assert item_parameters[1][6:] == (
"not_executed",
None,
None,
None,
None,
None,
None,
None,
None,
)
assert "INSERT INTO selection_signal" in connection.executemany_calls[1][0]
signal_parameters = connection.executemany_calls[1][1]
assert len(signal_parameters) == 2
@@ -281,11 +317,35 @@ class LoadConnection:
None,
)
)
if "FROM selection_run_item" in query:
return LoadResult(rows=[("000001.SZ", "平安银行", "selected", 2, None)])
if "COUNT(DISTINCT ts_code) FROM selection_signal" in query:
if "FROM selection_run_item\n" in query:
return LoadResult(
rows=[
(
"000001.SZ",
"平安银行",
"selected",
2,
None,
"matched",
Decimal("86.40"),
Decimal("60.00"),
PATTERN_SCORING_VERSION,
"case_001",
"华纳药厂",
date(2025, 5, 12),
{
"trend_structure": 71.2,
"kdj_state": 83.0,
"volume_pattern": 88.0,
"price_shape": 90.1,
},
None,
)
]
)
if "SELECT COUNT(*) FROM selection_run_item AS item" in query:
return LoadResult(row=(2,))
if "SELECT DISTINCT ts_code" in query:
if "SELECT item.ts_code" in query:
return LoadResult(rows=[("000001.SZ",)])
return LoadResult(
rows=[
@@ -315,7 +375,7 @@ class EmptyStockPageConnection(LoadConnection):
"""Return a non-zero filtered total with no stocks on the requested page."""
def execute(self, query: str, parameters: tuple[object, ...]) -> "LoadResult":
if "SELECT DISTINCT ts_code" in query:
if "SELECT item.ts_code" in query:
self.statements.append((query, parameters))
return LoadResult(rows=[])
return super().execute(query, parameters)
@@ -355,6 +415,7 @@ def test_get_run_pages_stocks_and_loads_all_signals_for_category_matches(
page_size=1,
search="100%",
category="pullback",
sort="score_desc",
),
)
@@ -364,19 +425,21 @@ def test_get_run_pages_stocks_and_loads_all_signals_for_category_matches(
ZHIXING_B1_SIGNAL_ORDER[-1],
]
assert run.stocks_total == 2
assert run.items[0].pattern_score.status == "matched"
assert run.items[0].pattern_score.value == 86.4
count_query, count_parameters = next(
(query, parameters)
for query, parameters in connection.statements
if "COUNT(DISTINCT ts_code) FROM selection_signal" in query
if "SELECT COUNT(*) FROM selection_run_item AS item" in query
)
assert "name ILIKE %s ESCAPE" in count_query
assert count_parameters == ("run-1", "%100\\%%", "%100\\%%", "zhixing_b1_pullback_%")
stock_page_query, page_parameters = next(
(query, parameters)
for query, parameters in connection.statements
if "SELECT DISTINCT ts_code" in query
if "SELECT item.ts_code" in query
)
assert "ORDER BY ts_code" in stock_page_query
assert "ORDER BY item.score_value DESC NULLS LAST, item.ts_code ASC" in stock_page_query
assert page_parameters[-2:] == (1, 0)
signal_query, signal_parameters = next(
(query, parameters)
@@ -409,8 +472,30 @@ def test_get_run_does_not_load_signals_for_an_empty_stock_page(
stock_page_query, stock_page_parameters = next(
(query, parameters)
for query, parameters in connection.statements
if "SELECT DISTINCT ts_code" in query
if "SELECT item.ts_code" in query
)
assert "ORDER BY ts_code" in stock_page_query
assert "ORDER BY item.ts_code ASC" in stock_page_query
assert stock_page_parameters[-2:] == (1, 2)
assert not any("ts_code = ANY(%s)" in query for query, _ in connection.statements)
def test_get_run_sorts_scores_ascending_with_nulls_last_and_code_tiebreak(
monkeypatch: pytest.MonkeyPatch,
) -> None:
connection = LoadConnection()
def connect(database_url: str) -> LoadConnection:
assert database_url == "postgresql://test"
return connection
monkeypatch.setattr(psycopg, "connect", connect)
run = PostgresSelectionRunRepository("postgresql://test").get_run(
"run-1",
query=SelectionResultQuery(sort="score_asc"),
)
assert run is not None
stock_page_query = next(
query for query, _ in connection.statements if "SELECT item.ts_code" in query
)
assert "ORDER BY item.score_value ASC NULLS LAST, item.ts_code ASC" in stock_page_query