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feat(selection): implement gold brick resonance strategy with evaluation and logging enhancements

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yuxuanhui
2026-09-05 10:22:08 +08:00
parent 9163590070
commit 79476252b1
20 changed files with 1060 additions and 97 deletions
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zhixing-server/tests/unit/selection/test_postgres_reader.py
+11 -4
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@@ -109,7 +109,7 @@ def test_reader_parameterizes_target_and_maps_left_join(monkeypatch: pytest.Monk
assert "trade_date <= %s" in cast(str, connection.query)
def test_reader_batches_qfq_rows_by_stock_without_historical_basic_join() -> None:
def test_reader_batches_qfq_rows_with_target_day_turnover_only() -> None:
connection = FakeConnection(
[
(
@@ -131,6 +131,8 @@ def test_reader_batches_qfq_rows_by_stock_without_historical_basic_join() -> Non
"10",
"10.8",
"1200",
"1.2",
"100000",
),
(
"000001.SZ",
@@ -160,10 +162,15 @@ def test_reader_batches_qfq_rows_by_stock_without_historical_basic_join() -> Non
date(2024, 1, 2),
date(2024, 1, 3),
]
assert histories[0].daily_basic == {}
assert connection.parameters == (["000001.SZ", "600000.SH"], date(2024, 1, 3))
assert histories[0].daily_basic[date(2024, 1, 3)].turnover_rate == 1.2
assert connection.parameters == (
date(2024, 1, 3),
["000001.SZ", "600000.SH"],
date(2024, 1, 3),
)
assert "bar.ts_code = ANY(%s)" in cast(str, connection.query)
assert "market_daily_basic" not in cast(str, connection.query)
assert "market_daily_basic" in cast(str, connection.query)
assert "basic.trade_date = %s" in cast(str, connection.query)
assert pool.opened == 1