yuxuanhui
147 lines
4.7 KiB
Python
147 lines
4.7 KiB
Python
from datetime import UTC, date, datetime
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from decimal import Decimal
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import pytest
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from zhixing_server.modules.sector_radar.domain.facts import aggregate_sector_snapshot
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from zhixing_server.modules.sector_radar.domain.models import (
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MembershipStatus,
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PublicationStatus,
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RadarPublication,
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SectorMembershipSnapshot,
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SectorType,
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StockDailyFact,
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StockFactStatus,
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)
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TARGET_DATE = date(2026, 8, 28)
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def test_point_in_time_aggregation_distinguishes_suspension_missing_and_zero() -> None:
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snapshot = SectorMembershipSnapshot(
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trade_date=TARGET_DATE,
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sector_type=SectorType.CONCEPT,
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sector_code="BK0001.DC",
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sector_name="示例概念",
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member_codes=("000001.SZ", "000002.SZ", "000003.SZ", "000004.SZ"),
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status=MembershipStatus.AVAILABLE,
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source_version="dc-member-20260828-a",
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)
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facts = (
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StockDailyFact(
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trade_date=TARGET_DATE,
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ts_code="000001.SZ",
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status=StockFactStatus.AVAILABLE,
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turnover_yuan=Decimal("1000"),
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net_amount_yuan=Decimal("100"),
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),
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StockDailyFact(
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trade_date=TARGET_DATE,
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ts_code="000002.SZ",
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status=StockFactStatus.AVAILABLE,
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turnover_yuan=Decimal("2000"),
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net_amount_yuan=Decimal("0"),
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),
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StockDailyFact(
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trade_date=TARGET_DATE,
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ts_code="000003.SZ",
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status=StockFactStatus.SUSPENDED,
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),
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StockDailyFact(
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trade_date=TARGET_DATE,
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ts_code="000004.SZ",
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status=StockFactStatus.MISSING,
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),
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)
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aggregate = aggregate_sector_snapshot(snapshot, facts)
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assert aggregate.member_count == 4
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assert aggregate.valid_sample_count == 2
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assert aggregate.net_amount_yuan == Decimal("100")
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assert aggregate.turnover_yuan == Decimal("3000")
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assert aggregate.membership_coverage == Decimal("1")
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assert aggregate.moneyflow_coverage == Decimal("2") / Decimal("3")
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def test_unknown_membership_never_falls_back_to_available_stock_facts() -> None:
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snapshot = SectorMembershipSnapshot(
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trade_date=TARGET_DATE,
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sector_type=SectorType.INDUSTRY,
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sector_code="BK1001.DC",
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sector_name="示例行业",
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member_codes=(),
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status=MembershipStatus.UNKNOWN,
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source_version="dc-member-missing",
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)
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fact = StockDailyFact(
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trade_date=TARGET_DATE,
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ts_code="000001.SZ",
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status=StockFactStatus.AVAILABLE,
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turnover_yuan=Decimal("1000"),
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net_amount_yuan=Decimal("100"),
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)
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aggregate = aggregate_sector_snapshot(snapshot, (fact,))
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assert aggregate.member_count == 0
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assert aggregate.net_amount_yuan is None
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assert aggregate.turnover_yuan is None
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assert aggregate.membership_coverage == Decimal("0")
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def test_stock_fact_rejects_non_finite_values_and_invalid_status_payloads() -> None:
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with pytest.raises(ValueError, match="finite"):
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StockDailyFact(
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trade_date=TARGET_DATE,
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ts_code="000001.SZ",
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status=StockFactStatus.AVAILABLE,
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turnover_yuan=Decimal("Infinity"),
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net_amount_yuan=Decimal("1"),
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)
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with pytest.raises(ValueError, match="must not expose amounts"):
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StockDailyFact(
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trade_date=TARGET_DATE,
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ts_code="000001.SZ",
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status=StockFactStatus.SUSPENDED,
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turnover_yuan=Decimal("0"),
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)
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def test_publication_requires_terminal_completion_and_replay_identity() -> None:
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started_at = datetime(2026, 8, 28, 17, 30, tzinfo=UTC)
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publication = RadarPublication(
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publication_id="radar-20260828-a",
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target_trade_date=TARGET_DATE,
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status=PublicationStatus.SUCCESS,
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source_version="tushare-pro-v1",
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universe_version="eastmoney-dc-20260828-a",
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metric_versions=(
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"zhixing_amount_net_bn_v1",
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"zhixing_ratio_turnover_v1",
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"zhixing_swing_equal_3_10_v1",
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),
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input_hash="a" * 64,
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coverage=Decimal("0.995"),
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started_at=started_at,
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finished_at=datetime(2026, 8, 28, 17, 35, tzinfo=UTC),
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)
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assert publication.status is PublicationStatus.SUCCESS
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with pytest.raises(ValueError, match="finished_at"):
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RadarPublication(
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publication_id="radar-20260828-running",
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target_trade_date=TARGET_DATE,
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status=PublicationStatus.RUNNING,
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source_version="tushare-pro-v1",
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universe_version="eastmoney-dc-20260828-a",
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metric_versions=("zhixing_amount_net_bn_v1",),
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input_hash=None,
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coverage=Decimal("0"),
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started_at=started_at,
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finished_at=started_at,
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)
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