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 +1,84 @@
+"""PostgreSQL reader contract tests using a fake connection."""
+
+from datetime import date
+from typing import cast
+
+import psycopg
+import pytest
+
+from zhixing_server.modules.selection.infrastructure.postgres_reader import (
+    PostgresMarketDataReader,
+)
+
+
+class FakeConnection:
+    def __init__(self, rows: list[tuple[object, ...]]) -> None:
+        self.rows = rows
+        self.query: str | None = None
+        self.parameters: tuple[object, ...] | None = None
+
+    def __enter__(self) -> "FakeConnection":
+        return self
+
+    def __exit__(self, *args: object) -> None:
+        return None
+
+    def execute(self, query: str, parameters: tuple[object, ...]) -> "FakeResult":
+        self.query = query
+        self.parameters = parameters
+        return FakeResult(self.rows)
+
+
+class FakeResult:
+    def __init__(self, rows: list[tuple[object, ...]]) -> None:
+        self.rows = rows
+
+    def fetchall(self) -> list[tuple[object, ...]]:
+        return self.rows
+
+
+def test_reader_parameterizes_target_and_maps_left_join(monkeypatch: pytest.MonkeyPatch) -> None:
+    connection = FakeConnection(
+        [
+            (
+                "000001.SZ",
+                "平安银行",
+                date(2024, 1, 2),
+                "10",
+                "11",
+                "9",
+                "10.5",
+                "1000",
+                None,
+                None,
+            ),
+            (
+                "000001.SZ",
+                "平安银行",
+                date(2024, 1, 3),
+                "10.5",
+                "11",
+                "10",
+                "10.8",
+                "1200",
+                "1.2",
+                "100000",
+            ),
+        ]
+    )
+
+    def connect(database_url: str) -> FakeConnection:
+        assert database_url == "postgresql://test"
+        return connection
+
+    monkeypatch.setattr(psycopg, "connect", connect)
+    history = PostgresMarketDataReader("postgresql://test").load_history(
+        "000001.SZ", date(2024, 1, 3)
+    )
+
+    assert [bar.trade_date for bar in history.bars] == [date(2024, 1, 2), date(2024, 1, 3)]
+    assert history.daily_basic[date(2024, 1, 2)].turnover_rate is None
+    assert history.daily_basic[date(2024, 1, 3)].total_mv == 100000.0
+    assert connection.parameters == ("000001.SZ", date(2024, 1, 3))
+    assert "source_adj = 'qfq'" in cast(str, connection.query)
+    assert "trade_date <= %s" in cast(str, connection.query)