yuxuanhui
42 lines
1.5 KiB
Python
42 lines
1.5 KiB
Python
"""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"]
|