feat(selection): 迁移知行B1选股策略

2026-08-08 22:41:45 +08:00
parent 0c999fb828
commit e9d06df5de
32 changed files with 2423 additions and 0 deletions
@@ -0,0 +1,41 @@
+"""Offline golden checks for fixed, non-legacy selection fixtures."""
+
+import csv
+import json
+from datetime import date
+from pathlib import Path
+
+from zhixing_server.modules.selection.domain.models import SelectionBar, StockHistory
+from zhixing_server.modules.selection.domain.zhixing_b1 import ZhixingB1Strategy
+
+FIXTURE_ROOT = Path(__file__).parents[1] / "fixtures" / "selection" / "zhixing_b1"
+
+
+def _read_history(path: Path, ts_code: str) -> StockHistory:
+    with path.open(newline="") as file:
+        bars = tuple(
+            SelectionBar(
+                trade_date=date.fromisoformat(row["trade_date"]),
+                open=float(row["open"]),
+                high=float(row["high"]),
+                low=float(row["low"]),
+                close=float(row["close"]),
+                volume=float(row["volume"]),
+            )
+            for row in csv.DictReader(file)
+        )
+    return StockHistory(ts_code=ts_code, name="fixture", bars=bars)
+
+
+def test_fixed_ordinary_and_wide_limit_goldens_are_reproducible() -> None:
+    with (FIXTURE_ROOT / "golden.json").open() as file:
+        golden = json.load(file)
+
+    strategy = ZhixingB1Strategy()
+    for key in ("ordinary", "wide_limit"):
+        expected = golden[key]
+        history = _read_history(FIXTURE_ROOT / expected["file"], expected["ts_code"])
+        target = date.fromisoformat(expected["target_trade_date"])
+        result = strategy.evaluate(history, target)
+        assert result.status == expected["status"]
+        assert [signal.category.value for signal in result.signals] == expected["categories"]