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
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+"""Boundary tests for TDX-style selection indicators."""
+
+import numpy as np
+import pandas as pd
+import pytest
+
+from zhixing_server.modules.selection.domain.indicators import (
+    BARSLAST,
+    COUNT,
+    CROSS,
+    EVERY,
+    HHVBARS,
+    MA,
+    REF,
+    compute_amplitude_params,
+    compute_kdj,
+    compute_rsi,
+)
+
+
+def test_rolling_primitives_use_trading_rows_and_keep_every_warmup() -> None:
+    values = pd.Series([1.0, 2.0, 3.0, 2.0])
+
+    assert MA(values, 3).tolist() == [1.0, 1.5, 2.0, 7 / 3]
+    assert REF(values, 1).isna().iloc[0]
+    assert EVERY(pd.Series([True, True, True]), 3).tolist() == [False, False, True]
+    assert COUNT(pd.Series([True, False, True]), 2).tolist() == [1.0, 1.0, 1.0]
+
+
+def test_hhvbars_and_barslast_are_stable_for_ties_and_missing_prefix() -> None:
+    values = pd.Series([1.0, 3.0, 3.0, 2.0])
+    assert HHVBARS(values, 3).tolist() == [0.0, 0.0, 0.0, 1.0]
+    bars_last = BARSLAST(pd.Series([False, True, False, True]))
+    assert np.isnan(bars_last.iloc[0])
+    assert bars_last.iloc[1:].tolist() == [0.0, 1.0, 0.0]
+
+
+def test_cross_does_not_match_without_a_previous_complete_row() -> None:
+    assert CROSS(pd.Series([1.0, 3.0, 2.0]), pd.Series([2.0, 2.0, 2.0])).tolist() == [
+        False,
+        True,
+        False,
+    ]
+
+
+def test_zero_range_and_zero_rsi_denominator_do_not_create_finite_signals() -> None:
+    frame = pd.DataFrame(
+        {
+            "low": [10.0, 10.0, 10.0],
+            "high": [10.0, 10.0, 10.0],
+            "close": [10.0, 10.0, 10.0],
+        }
+    )
+    kdj = compute_kdj(frame, 3)
+    rsi = compute_rsi(frame["close"], 3)
+    assert kdj["J"].isna().all()
+    assert rsi.isna().all()
+
+
+def test_amplitude_parameters_cover_wide_prefix_and_historical_wide_move() -> None:
+    close = pd.Series([10.0, 10.0, 11.6, 11.0])
+    assert compute_amplitude_params("688001", close) == (8.0, 0.9)
+    assert compute_amplitude_params("000001", close) == (8.0, 0.9)
+    assert compute_amplitude_params("000001", pd.Series([10.0, 10.1])) == (5.0, 1.0)
+
+
+def test_invalid_indicator_windows_fail_loudly() -> None:
+    with pytest.raises(ValueError):
+        MA(pd.Series([1.0]), 0)