simon
fb6608193b
说明：本提交**不是本轮会话所做**，而是工作区里此前遗留的未提交改动。
为把历史分开，先单独提交它，再提交本轮会话的修改。
包含：
- Web 前端：web/index.html、web/app.js（统一 SPA，含回测/画像/Walk-forward 页面）
- 后端接口：web/server.py 路由、web/analysis.py（新增个股分析）
- 报告层：report/format.py（新增统一数字格式化 NumFmt）、
report/{backtest,profile,sensitivity,universe,walkforward}_report.py 接入 NumFmt、
report/renderer.py
- 股息率口径：factor/dividend_yield.py（毛刺消除 smooth_spikes）
- 筛选：universe/selector.py、universe/filters/dividend.py
- 绩效/敏感性：analysis/performance.py、analysis/sensitivity.py
- 部署：deploy/install-service.sh
- 测试：tests/test_format.py、tests/test_dividend_smoothing.py（新增）、
tests/test_web.py、tests/test_universe.py
提交时全量测试 403 项通过。
950 lines
37 KiB
Python
950 lines
37 KiB
Python
"""Web 层测试：API 契约、软删除语义、站点归一化、路径重写。
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**为什么要有契约测试**：前端（``web/app.js``）与后端（``web/server.py``）是
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两个独立文件，改动其中一个很容易忘记另一个。这里把「前端会调用的接口」
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写成断言 —— 只要后端删掉某个路由，测试立刻失败，而不是等到页面上报错。
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"""
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from __future__ import annotations
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import json
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import re
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from pathlib import Path
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import pytest
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from hdiv.core.paths import project_root
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from hdiv.web import site
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from hdiv.web.server import ROUTES
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# ---------------------------------------------------------------------------
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# 前端 ↔ 后端 接口契约
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# ---------------------------------------------------------------------------
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#: 前端实际会调用的接口（method, 路径样例）
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#: 路径样例用于匹配路由正则；改前端时需同步此表。
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FRONTEND_CALLS: list[tuple[str, str]] = [
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("GET", "/api/health"),
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("GET", "/api/config/display"),
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("GET", "/api/summary"),
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("GET", "/api/universes"),
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("GET", "/api/universes/abc123"),
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("GET", "/api/universes/abc123/members"),
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("GET", "/api/universes/abc123/members/600519.SH"),
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("GET", "/api/universes/abc123/backtests"),
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("PATCH", "/api/universes/abc123"),
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("GET", "/api/stocks/600519.SH"),
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("GET", "/api/backtests"),
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("GET", "/api/backtests/abc123"),
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("GET", "/api/backtests/abc123/metrics"),
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("GET", "/api/backtests/abc123/equity"),
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("GET", "/api/backtests/abc123/trades"),
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# 净值曲线右轴可叠加的基准指数
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("GET", "/api/indices"),
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("GET", "/api/backtests/abc123/signals"),
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("PATCH", "/api/backtests/abc123"),
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# 回测内分析：任意日持仓 + 个股买卖点
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("GET", "/api/backtests/abc123/portfolio"),
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("GET", "/api/backtests/abc123/position-dates"),
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("GET", "/api/backtests/abc123/stocks"),
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("GET", "/api/backtests/abc123/stocks/600519.SH"),
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# Walk-forward 样本外
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("GET", "/api/walkforwards"),
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("GET", "/api/walkforwards/abc123"),
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]
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def _match(method: str, path: str) -> bool:
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return any(m == method and pat.match(path) for m, pat, _ in ROUTES)
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@pytest.mark.parametrize("method,path", FRONTEND_CALLS)
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def test_frontend_api_calls_have_routes(method: str, path: str) -> None:
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assert _match(method, path), f"前端会调用 {method} {path}，但后端没有对应路由"
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def test_app_js_only_calls_known_api_prefixes() -> None:
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"""app.js 里出现的接口路径必须在契约表中有覆盖。"""
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js = (project_root() / "web" / "app.js").read_text(encoding="utf-8")
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# 抓取 api(`xxx`) / api('xxx') / patch(`xxx`, ...) 的首段
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calls = re.findall(r"\b(?:api|patch)\(\s*[`'\"]([a-z][\w/\-${}.\[\]]*)", js)
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assert calls, "未从 app.js 中解析出任何接口调用（解析逻辑需更新）"
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# FRONTEND_CALLS 里是绝对路径 /api/xxx；app.js 里的参数是相对 api 基址的
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# （api('summary') 实际请求 /api/summary），因此要去掉 api/ 前缀再比较。
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known = {
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p.removeprefix("/api/").strip("/").split("/")[0]
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for _m, p in FRONTEND_CALLS
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}
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unknown = {
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c.split("/")[0].split("?")[0]
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for c in calls
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if c.split("/")[0].split("?")[0] not in known
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}
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# 允许 ${...} 模板片段（这些是动态拼出的 run_id / symbol，前缀已在表中）
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unknown = {u for u in unknown if not u.startswith("$")}
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assert not unknown, f"app.js 调用了契约表未覆盖的接口前缀：{sorted(unknown)}"
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def test_members_endpoint_defaults_to_selected() -> None:
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"""接口层默认值：不传 passed 时应等价于 passed=1，而非全部候选。"""
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import inspect
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from hdiv.web import server
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src = inspect.getsource(server._members)
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assert 'passed_raw == "all"' in src or "passed_raw == 'all'" in src, \
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"默认值应只把显式的 all 当作「全部候选」"
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assert 'passed_raw != "0"' in src or "passed_raw != '0'" in src, \
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"未指定 passed 时应视为 1（仅入选）"
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def test_every_route_is_covered_by_the_contract() -> None:
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"""反向检查：每条后端路由都必须出现在契约表里。
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这样契约表就是「前后端接口清单」的唯一事实来源：
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新增接口忘了登记会被发现，删接口忘了清契约也会被发现。
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早期版本给两个「可选下钻」接口开了后门（阈值 <= 2），
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结果新增的三个接口漏登记却被放行 —— 所以现在零容忍。
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"""
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known = {p for _m, p in FRONTEND_CALLS}
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uncovered = []
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for method, pat, _fn in ROUTES:
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if not any(m == method and pat.match(p) for m, p in FRONTEND_CALLS) and \
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not any(pat.match(p) for p in known):
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uncovered.append((method, pat.pattern))
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assert not uncovered, (
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f"以下路由未登记在 FRONTEND_CALLS 中：{uncovered}\n"
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"新增接口时请同步更新契约表，否则前端改动无法被发现。"
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)
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# ---------------------------------------------------------------------------
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# 资源路径重写（归档后图表不能失效）
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# ---------------------------------------------------------------------------
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def test_rewrite_asset_paths_depth0() -> None:
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html = '<script src="assets/echarts.min.js"></script>'
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assert site.rewrite_asset_paths(html, 0) == html
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def test_rewrite_asset_paths_depth2() -> None:
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html = '<script src="assets/echarts.min.js"></script>'
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out = site.rewrite_asset_paths(html, 2)
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assert 'src="../../assets/echarts.min.js"' in out
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def test_rewrite_does_not_touch_absolute_or_external() -> None:
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for html in (
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'<script src="/assets/echarts.min.js"></script>',
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'<script src="https://cdn.example.com/echarts.min.js"></script>',
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'<script src="//cdn.example.com/echarts.min.js"></script>',
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'<script src="../assets/echarts.min.js"></script>',
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):
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assert site.rewrite_asset_paths(html, 2) == html, f"不该改写：{html}"
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def test_rewrite_handles_href_too() -> None:
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html = '<link href="assets/app.css" rel="stylesheet">'
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assert '../../assets/app.css' in site.rewrite_asset_paths(html, 2)
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# ---------------------------------------------------------------------------
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# 前端文件
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# ---------------------------------------------------------------------------
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def test_frontend_source_files_exist() -> None:
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src = project_root() / "web"
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for name in ("index.html", "app.css", "app.js"):
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assert (src / name).is_file(), f"缺少前端文件 web/{name}"
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def test_frontend_index_references_local_assets_only() -> None:
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html = (project_root() / "web" / "index.html").read_text(encoding="utf-8")
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refs = re.findall(r'(?:src|href)="([^"]+)"', html)
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external = [r for r in refs if r.startswith(("http://", "https://", "//"))]
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assert not external, f"前端引用了外部资源（违反离线约束）：{external}"
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assert "app/app.js" in refs and "app/app.css" in refs
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assert "assets/echarts.min.js" in refs
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def test_frontend_uses_hash_routing_only() -> None:
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"""hash 路由是刻意的：nginx 只需托管静态文件，不必配置 rewrite。"""
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js = (project_root() / "web" / "app.js").read_text(encoding="utf-8")
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assert "location.hash" in js
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# 不应出现 history.pushState 这类需要服务端配合的写法
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assert "pushState" not in js
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def test_frontend_escapes_html() -> None:
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"""用户可输入记录名称/备注，必须转义以避免 XSS。"""
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js = (project_root() / "web" / "app.js").read_text(encoding="utf-8")
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assert "function esc(" in js or "const esc =" in js
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assert """ in js and "<" in js
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# ---------------------------------------------------------------------------
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# API 行为（需要数据库）
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# ---------------------------------------------------------------------------
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def _db_ready() -> bool:
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try:
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from hdiv.core.config import load_config
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from hdiv.data import db
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db.load_dotenv_once()
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db.list_tables(load_config("datasource"))
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return True
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except Exception:
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return False
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requires_db = pytest.mark.skipif(not _db_ready(), reason="数据库不可用")
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@requires_db
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def test_service_summary_shape() -> None:
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from hdiv.web import service
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s = service.summary()
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for k in ("universes", "backtests", "profiles", "db"):
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assert k in s, f"summary 缺少字段 {k}"
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@requires_db
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def test_soft_delete_is_reversible_and_never_physical() -> None:
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"""软删除语义：记录仍在库中，可通过 include_deleted 找回。"""
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from hdiv.web import service
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runs = service.list_universes()
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if not runs:
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pytest.skip("没有筛选记录可供测试")
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rid = runs[0]["run_id"]
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try:
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service.update_universe(rid, {"deleted": True})
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visible = {r["run_id"] for r in service.list_universes()}
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assert rid not in visible, "软删除后不应出现在默认列表"
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allruns = {r["run_id"] for r in service.list_universes(include_deleted=True)}
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assert rid in allruns, "软删除的记录必须仍可通过 include_deleted 找回（不做物理删除）"
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finally:
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service.update_universe(rid, {"deleted": False})
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assert rid in {r["run_id"] for r in service.list_universes()}
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@requires_db
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def test_archive_toggles_visibility() -> None:
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from hdiv.web import service
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runs = service.list_universes()
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if not runs:
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pytest.skip("没有筛选记录可供测试")
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rid = runs[0]["run_id"]
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try:
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service.update_universe(rid, {"archived": True})
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assert rid not in {r["run_id"] for r in service.list_universes()}
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assert rid in {r["run_id"] for r in service.list_universes(include_archived=True)}
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finally:
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service.update_universe(rid, {"archived": False})
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@requires_db
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def test_rename_persists_and_nullable() -> None:
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from hdiv.web import service
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runs = service.list_universes()
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if not runs:
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pytest.skip("没有筛选记录可供测试")
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rid = runs[0]["run_id"]
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original = runs[0]["display_name"]
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try:
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got = service.update_universe(rid, {"display_name": "单元测试名称"})
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assert got["display_name"] == "单元测试名称"
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assert got["title"] == "单元测试名称"
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# 清空后应回落到自动标题，而不是留空
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got = service.update_universe(rid, {"display_name": ""})
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assert got["display_name"] is None
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assert got["title"], "清空命名后应回落到自动标题"
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finally:
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service.update_universe(rid, {"display_name": original or ""})
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@requires_db
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def test_universe_backtest_link_is_bidirectional() -> None:
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from hdiv.web import service
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runs = service.list_universes()
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bts = service.list_backtests()
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if not runs or not bts:
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pytest.skip("缺少筛选记录或回测记录")
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rid, bid = runs[0]["run_id"], bts[0]["run_id"]
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original = bts[0]["universe_run_id"]
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try:
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service.update_backtest(bid, {"universe_run_id": rid})
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linked = service.list_backtests(universe_run_id=rid)
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assert bid in {x["run_id"] for x in linked}, "回测侧应能按股票池过滤到"
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u = service.get_universe(rid)
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assert u["linked_backtests"] >= 1, "股票池侧应统计到关联回测数"
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finally:
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service.update_backtest(bid, {"universe_run_id": original})
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@requires_db
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def test_link_rejects_nonexistent_universe() -> None:
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from hdiv.web import service
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bts = service.list_backtests()
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if not bts:
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pytest.skip("没有回测记录")
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with pytest.raises(ValueError):
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service.update_backtest(bts[0]["run_id"], {"universe_run_id": "不存在的runid"})
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@requires_db
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def test_update_rejects_empty_patch() -> None:
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from hdiv.web import service
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runs = service.list_universes()
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if not runs:
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pytest.skip("没有筛选记录")
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with pytest.raises(ValueError):
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service.update_universe(runs[0]["run_id"], {})
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@requires_db
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def test_all_api_payloads_are_json_serializable() -> None:
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"""回归：pandas 的 numpy 标量曾导致接口 500。"""
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from hdiv.web import service
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from hdiv.web.server import _Encoder
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runs = service.list_universes()
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payloads: list[object] = [service.summary(), runs]
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if runs:
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rid = runs[0]["run_id"]
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payloads += [
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service.get_universe(rid),
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service.list_members(rid, size=2),
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service.list_backtests(universe_run_id=rid),
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]
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bts = service.list_backtests()
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if bts:
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bid = bts[0]["run_id"]
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payloads += [
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service.get_backtest(bid),
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service.get_backtest_metrics(bid),
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service.get_backtest_equity(bid),
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service.list_backtest_trades(bid, size=2),
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service.list_backtest_signals(bid),
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]
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for p in payloads:
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if p is None:
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continue
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json.dumps(p, ensure_ascii=False, cls=_Encoder) # 不应抛异常
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@requires_db
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def test_equity_index_overlay_is_date_aligned() -> None:
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"""净值曲线右轴叠加的指数必须与日期**逐点对齐**。
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类目轴上每个类目一个点：指数序列只要少一天，
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整条指数线就会相对净值曲线整体错位，画出错误的对比。
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"""
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from hdiv.core.errors import HdivError
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from hdiv.web import service
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rid = _sample_backtest_run()
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if not rid:
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pytest.skip("没有可用的回测")
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items = service.list_indices()
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if not items:
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pytest.skip("hd_index_daily 没有指数行情")
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assert [x["code"] for x in items if x["is_default"]] == [service.DEFAULT_INDEX_CODE], \
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"应恰好把默认指数（沪深300）标成 default"
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base = service.get_backtest_equity(rid)
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if not base["dates"]:
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pytest.skip("该回测没有净值曲线")
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assert base["index"] is None, "不传 index 时不应凭空叠加指数"
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for it in items:
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ix = service.get_backtest_equity(rid, index_code=it["code"])["index"]
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assert ix["code"] == it["code"] and ix["name"]
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assert len(ix["close"]) == len(base["dates"]), f"{it['code']} 未与净值曲线对齐"
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vals = [v for v in ix["close"] if v is not None]
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# 叠加的是指数点位，不是净值；量级错了说明取错了列
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assert not vals or min(vals) > 10, f"{it['code']} 取值不像指数点位：{vals[:3]}"
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json.dumps(ix, allow_nan=False)
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# 库里没有的指数应当明确报错，而不是画一条空线
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with pytest.raises(HdivError):
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service.get_backtest_equity(rid, index_code="999999.XX")
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@requires_db
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def test_reason_text_is_human_readable() -> None:
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"""成交理由必须渲染成人话，而不是丢一坨 JSON 给前端。"""
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from hdiv.web.service import _reason_text
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|
||
txt = _reason_text({
|
||
"dividend_yield": 0.0575, "yield_percentile": 83.4,
|
||
"rule": "股息率历史分位 83.4% >= P75", "observation_count": 1200,
|
||
})
|
||
assert "股息率 5.75%" in txt
|
||
assert "历史分位 83.4%" in txt
|
||
assert "{" not in txt and "}" not in txt
|
||
|
||
|
||
# ---------------------------------------------------------------------------
|
||
# 部署资产（缺了它们就会出现「API 不可用」）
|
||
# ---------------------------------------------------------------------------
|
||
|
||
|
||
def test_nginx_example_has_api_proxy_before_static() -> None:
|
||
"""回归：nginx 示例必须包含 /api 反代，且排在静态规则之前。
|
||
|
||
漏掉反代块时，/ggx/api/health 会被当静态文件去 output/api/health 找 → 404，
|
||
页面能打开但显示「API 不可用」。
|
||
"""
|
||
cfg = (project_root() / "deploy" / "nginx.conf.example").read_text(encoding="utf-8")
|
||
proxy = cfg.find("proxy_pass")
|
||
assert proxy != -1, "nginx 示例缺少 proxy_pass（API 无法访问）"
|
||
# 反代块必须出现在静态 location 之前（nginx 前缀匹配取最长者，但顺位更易读且不易误删）
|
||
static = cfg.find("alias /srv/hddiv/site/")
|
||
assert static == -1 or proxy < static, "API 反代块应排在静态规则之前"
|
||
# location 与 proxy_pass 的末尾斜杠必须成对，否则路径会被改写错
|
||
assert re.search(r"location\s+/ggx/api/\s*\{", cfg)
|
||
assert "proxy_pass http://127.0.0.1:8099/api/;" in cfg
|
||
|
||
|
||
def test_launchd_template_is_valid_and_placeholder_based() -> None:
|
||
"""launchd 模板必须可渲染：占位符齐全、plist 结构完整。"""
|
||
import plistlib
|
||
|
||
tpl = (project_root() / "deploy" / "com.hddiv.web.plist.example")
|
||
assert tpl.is_file(), "缺少 launchd 模板"
|
||
raw = tpl.read_text(encoding="utf-8")
|
||
for ph in ("__PYTHON__", "__PROJECT_ROOT__"):
|
||
assert ph in raw, f"模板缺少占位符 {ph}"
|
||
# 注释里也有 __，解析时先剥掉注释
|
||
body = re.sub(r"<!--.*?-->", "", raw, flags=re.DOTALL)
|
||
data = plistlib.loads(body.encode("utf-8"))
|
||
assert data["Label"] == "com.hddiv.web"
|
||
assert data["RunAtLoad"] is True
|
||
assert data["KeepAlive"] == {"SuccessfulExit": False}, "应支持崩溃自愈"
|
||
assert "--api-only" in data["ProgramArguments"]
|
||
|
||
|
||
def test_install_service_script_placeholder_guard() -> None:
|
||
"""安装脚本必须检测未替换的占位符 —— 否则 launchd 会静默失败。"""
|
||
sh = (project_root() / "deploy" / "install-service.sh").read_text(encoding="utf-8")
|
||
assert "plutil -lint" in sh, "应校验 plist 格式"
|
||
assert "未替换的占位符" in sh or "grep -q \"__\"" in sh
|
||
assert "launchctl load" in sh and "launchctl unload" in sh
|
||
|
||
|
||
def test_serve_script_is_syntax_valid() -> None:
|
||
import subprocess
|
||
|
||
sh = project_root() / "deploy" / "serve.sh"
|
||
r = subprocess.run(["bash", "-n", str(sh)], capture_output=True, text=True)
|
||
assert r.returncode == 0, f"serve.sh 语法错误：{r.stderr}"
|
||
|
||
|
||
@requires_db
|
||
def test_members_default_returns_selected_only() -> None:
|
||
"""回归：不传 passed 时应返回「入选」股票，而不是全部候选。
|
||
|
||
曾默认返回全部候选（5000+ 只），与「股票清单」的语义不符。
|
||
"""
|
||
from hdiv.web import service
|
||
|
||
runs = service.list_universes()
|
||
if not runs:
|
||
pytest.skip("没有筛选记录")
|
||
rid = runs[0]["run_id"]
|
||
default = service.list_members(rid, passed=True, size=1)
|
||
allc = service.list_members(rid, passed=None, size=1)
|
||
rejected = service.list_members(rid, passed=False, size=1)
|
||
assert default["total"] <= allc["total"]
|
||
assert default["total"] + rejected["total"] == allc["total"], \
|
||
"入选数 + 淘汰数 应等于候选总数"
|
||
assert default["total"] > 0, "示例记录应有入选股票"
|
||
|
||
|
||
# ---------------------------------------------------------------------------
|
||
# HTML 报告降级为「导出件」
|
||
# ---------------------------------------------------------------------------
|
||
|
||
|
||
def test_html_flag_is_opt_in_in_cli() -> None:
|
||
"""回归：静态报告已降级为导出件 —— 默认不生成，需显式 --html。
|
||
|
||
改造后 SPA 是主界面，默认再产出 HTML 会：
|
||
1) 每次筛选多一个文件
|
||
2) 同 asof 重跑时按 asof 命名互相覆盖，与「每次运行都留痕」矛盾
|
||
"""
|
||
from hdiv.cli import build_parser
|
||
|
||
p = build_parser()
|
||
subs = {a.dest: a for a in p._actions if hasattr(a, "choices") and isinstance(a.choices, dict)}
|
||
sub = subs["command"].choices
|
||
for name in ("universe", "profile", "backtest", "audit", "sensitivity"):
|
||
args = p.parse_args([name] if name != "universe" else [name])
|
||
assert getattr(args, "html") is False, f"hdiv {name} 的 --html 应为 opt-in"
|
||
assert hasattr(args, "no_html"), f"hdiv {name} 应保留 --no-html 以免旧命令报错"
|
||
_ = sub # 断言子命令存在
|
||
|
||
|
||
def test_default_universe_run_writes_no_html(monkeypatch) -> None:
|
||
"""不传 --html 时不应调用 HTML 生成器。"""
|
||
from hdiv import cli
|
||
|
||
called = {"n": 0}
|
||
import hdiv.report.build as build
|
||
|
||
def fake(*a, **k):
|
||
called["n"] += 1
|
||
raise AssertionError("默认不应生成 HTML")
|
||
|
||
monkeypatch.setattr(build, "build_universe_report", fake)
|
||
# 仅验证解析结果：默认 html=False
|
||
p = cli.build_parser()
|
||
assert p.parse_args(["universe"]).html is False
|
||
assert p.parse_args(["universe", "--html"]).html is True
|
||
assert called["n"] == 0
|
||
|
||
|
||
def test_report_names_include_run_id() -> None:
|
||
"""报告文件名必须带执行 id，否则同 asof/同 symbol 重跑会互相覆盖。"""
|
||
from hdiv.core.config import load_config
|
||
|
||
n = load_config("report").naming
|
||
for key in ("universe", "profile", "backtest", "walkforward", "sensitivity"):
|
||
pattern = getattr(n, key)
|
||
assert "{run_id}" in pattern or "{wf_id}" in pattern or "{sens_id}" in pattern, \
|
||
f"naming.{key} 缺少执行 id 占位符，重跑会覆盖：{pattern}"
|
||
|
||
|
||
@requires_db
|
||
def test_universe_report_filenames_do_not_collide() -> None:
|
||
"""同 asof 的两条记录必须产出两个不同文件（实测回归）。"""
|
||
from hdiv.core.config import load_config
|
||
from hdiv.report.renderer import Renderer
|
||
|
||
r = Renderer()
|
||
a = r.name_from("universe", asof="2025-01-21", run_id="a" * 32)
|
||
b = r.name_from("universe", asof="2025-01-21", run_id="b" * 32)
|
||
assert a != b, "同 asof 不同 run 必须产生不同文件名"
|
||
assert load_config("report").naming.universe.startswith("reports/")
|
||
|
||
|
||
@requires_db
|
||
def test_universe_detail_exposes_chart_data() -> None:
|
||
"""前端图表所需数据由后端算好（前端不做业务计算）。"""
|
||
from hdiv.web import service
|
||
|
||
runs = service.list_universes()
|
||
if not runs:
|
||
pytest.skip("没有筛选记录")
|
||
u = service.get_universe(runs[0]["run_id"])
|
||
f = u["funnel"]
|
||
assert len(f["labels"]) == len(f["values"]) == 5
|
||
# 漏斗最后一段必须等于入选数，否则 stats 不自洽
|
||
assert f["values"][-1] == u["member_count"]
|
||
assert f["values"][0] == u["candidate_count"]
|
||
# 存活数必须单调不增
|
||
assert all(f["values"][i] >= f["values"][i + 1] for i in range(len(f["values"]) - 1)), \
|
||
f"漏斗存活数应单调不增：{f['values']}"
|
||
dist = u["industry_distribution"]
|
||
assert isinstance(dist, list)
|
||
if dist:
|
||
assert {"industry", "count"} <= set(dist[0])
|
||
assert dist[0]["count"] >= dist[-1]["count"], "行业分布应按数量降序"
|
||
|
||
|
||
# ---------------------------------------------------------------------------
|
||
# 站点根 index.html 的所有权（曾发生真实事故）
|
||
# ---------------------------------------------------------------------------
|
||
|
||
|
||
def test_naming_index_is_under_reports() -> None:
|
||
"""回归：静态报告索引曾与前端首页抢 output/index.html。
|
||
|
||
命名配置里 index 漏配 reports/ 前缀 + 调用点硬编码 "index.html"，
|
||
导致跑一次 `hdiv audit --html`（内部会 build_index）就把前端首页
|
||
覆盖成静态报告索引。
|
||
"""
|
||
from hdiv.core.config import load_config
|
||
|
||
naming = load_config("report").naming
|
||
assert naming.index == "reports/index.html", \
|
||
f"naming.index 必须是 reports/index.html（当前 {naming.index}）"
|
||
# 所有静态报告都应在 reports/ 下，不占用站点根
|
||
for key in ("index", "audit", "universe", "profile", "backtest",
|
||
"walkforward", "sensitivity"):
|
||
pattern = getattr(naming, key)
|
||
assert pattern.startswith("reports/"), \
|
||
f"naming.{key} 应输出到 reports/ 下，不占用站点根：{pattern}"
|
||
|
||
|
||
def test_renderer_refuses_to_write_site_root_index() -> None:
|
||
"""渲染器必须拒绝把报告写到站点根 index.html（前置拦截）。"""
|
||
from hdiv.core.errors import HdivError
|
||
from hdiv.report.renderer import Renderer
|
||
|
||
r = Renderer()
|
||
for bad in ("index.html", "./index.html"):
|
||
with pytest.raises(HdivError, match="统一前端首页冲突"):
|
||
r.render("reports/index.html", {}, bad, report_type="index")
|
||
|
||
|
||
def test_site_root_index_is_spa() -> None:
|
||
"""站点根 index.html 必须是前端外壳（引用 app/app.js），不是静态报告索引。"""
|
||
idx = project_root() / "output" / "index.html"
|
||
if not idx.is_file():
|
||
pytest.skip("尚未生成站点")
|
||
html = idx.read_text(encoding="utf-8")
|
||
assert "app/app.js" in html, "output/index.html 不是统一前端外壳（可能被报告覆盖）"
|
||
assert "报告索引" not in html or "app/app.js" in html
|
||
|
||
|
||
def test_build_index_uses_naming_config() -> None:
|
||
"""build_index 的输出路径必须来自 naming 配置，不能硬编码。"""
|
||
import inspect
|
||
|
||
from hdiv.report import build
|
||
|
||
src = inspect.getsource(build.build_index)
|
||
assert 'r.name_from("index")' in src, "build_index 应使用 naming 配置生成文件名"
|
||
# 不应再把 "index.html" 当输出名直接传进去
|
||
assert ' "index.html",\n' not in src, "build_index 仍在硬编码输出名"
|
||
|
||
|
||
def test_site_build_does_not_clobber_spa() -> None:
|
||
"""site.sync_frontend 之后，站点根 index.html 必须仍是 SPA。"""
|
||
from hdiv.web import site
|
||
|
||
site.sync_frontend(verbose=False)
|
||
html = (project_root() / "output" / "index.html").read_text(encoding="utf-8")
|
||
assert "app/app.js" in html
|
||
|
||
|
||
# ---------------------------------------------------------------------------
|
||
# 回测内分析：任意日持仓 + 个股买卖点
|
||
# ---------------------------------------------------------------------------
|
||
|
||
|
||
def _sample_backtest_run() -> str | None:
|
||
from hdiv.core.config import load_config
|
||
from hdiv.data import db
|
||
|
||
df = db.read_sql(
|
||
"SELECT r.run_id FROM hd_backtest_run r "
|
||
"JOIN hd_backtest_position p ON p.run_id = r.run_id "
|
||
"WHERE r.mode = 'single' "
|
||
"GROUP BY r.run_id ORDER BY COUNT(*) DESC LIMIT 1",
|
||
cfg=load_config("datasource"),
|
||
)
|
||
return None if df.empty else str(df["run_id"].iloc[0])
|
||
|
||
|
||
@requires_db
|
||
def test_position_dates_is_compact_by_default() -> None:
|
||
"""默认只返回日期字符串：带全字段会让响应从约 30KB 涨到 460KB。"""
|
||
from hdiv.web import analysis
|
||
|
||
rid = _sample_backtest_run()
|
||
if not rid:
|
||
pytest.skip("没有带持仓的回测")
|
||
d = analysis.position_dates(rid)
|
||
assert "dates" in d and d["dates"], "应返回日期数组"
|
||
assert "items" not in d, "默认不应返回逐日全字段明细"
|
||
assert d["count"] == len(d["dates"])
|
||
assert d["dates"] == sorted(d["dates"]), "日期应升序"
|
||
# 紧凑形式必须显著更小
|
||
import json
|
||
|
||
compact = len(json.dumps(d, ensure_ascii=False).encode())
|
||
full = len(json.dumps(analysis.position_dates(rid, detail=True),
|
||
ensure_ascii=False).encode())
|
||
assert compact < full / 3, f"紧凑形式应远小于明细（{compact} vs {full}）"
|
||
|
||
|
||
@requires_db
|
||
def test_portfolio_falls_back_to_previous_trading_day() -> None:
|
||
"""非交易日应回退到之前最近的有快照交易日，并如实标注。"""
|
||
from hdiv.web import analysis
|
||
from hdiv.core.errors import HdivError
|
||
|
||
rid = _sample_backtest_run()
|
||
if not rid:
|
||
pytest.skip("没有带持仓的回测")
|
||
dates = analysis.position_dates(rid)["dates"]
|
||
d = analysis.portfolio_on_date(rid, dates[-1])
|
||
assert d["date"] == dates[-1] and not d["adjusted"]
|
||
|
||
# 区间内但非交易日（用周末构造）
|
||
import datetime as _dt
|
||
|
||
mid = _dt.date.fromisoformat(dates[len(dates) // 2])
|
||
weekend = mid + _dt.timedelta(days=(5 - mid.weekday()) % 7 + 1)
|
||
d2 = analysis.portfolio_on_date(rid, weekend.isoformat())
|
||
assert d2["date"] <= weekend.isoformat()
|
||
assert d2["adjusted"] is True, "非交易日应标注已回退"
|
||
|
||
# 早于首个快照应给出可理解错误
|
||
with pytest.raises(HdivError, match="早于该回测的首个快照"):
|
||
analysis.portfolio_on_date(rid, "1990-01-01")
|
||
|
||
|
||
@requires_db
|
||
def test_portfolio_summary_is_internally_consistent() -> None:
|
||
"""持仓汇总必须自洽：市值合计 = 逐股之和；权重合计 ≈ 仓位占比。"""
|
||
from hdiv.web import analysis
|
||
|
||
rid = _sample_backtest_run()
|
||
if not rid:
|
||
pytest.skip("没有带持仓的回测")
|
||
dates = analysis.position_dates(rid)["dates"]
|
||
# 找一个有持仓的交易日
|
||
for day in reversed(dates):
|
||
d = analysis.portfolio_on_date(rid, day)
|
||
if d["positions"]:
|
||
break
|
||
else:
|
||
pytest.skip("没有非空持仓日")
|
||
|
||
s = sum(p["market_value"] or 0 for p in d["positions"])
|
||
assert abs(s - d["summary"]["market_value"]) < 1.0
|
||
assert d["summary"]["count"] == len(d["positions"])
|
||
w = sum(p["weight"] or 0 for p in d["positions"])
|
||
tv = d["equity"]["total_value"] or 0
|
||
if tv:
|
||
assert abs(w - d["summary"]["market_value"] / tv) < 0.02, \
|
||
f"权重合计 {w:.4f} 应约等于仓位占比 {d['summary']['market_value']/tv:.4f}"
|
||
# 每只股票都应带名称（JOIN stock）
|
||
assert all(p["symbol"] for p in d["positions"])
|
||
|
||
|
||
@requires_db
|
||
def test_stock_detail_series_and_trades() -> None:
|
||
"""个股买卖点：序列长度一致、买卖点带完整成交信息。"""
|
||
from hdiv.web import analysis
|
||
|
||
rid = _sample_backtest_run()
|
||
if not rid:
|
||
pytest.skip("没有带持仓的回测")
|
||
stocks = analysis.run_stocks(rid)
|
||
if not stocks:
|
||
pytest.skip("该回测没有持仓股票")
|
||
sym = stocks[0]["symbol"]
|
||
|
||
d = analysis.stock_detail(rid, sym)
|
||
n = len(d["dates"])
|
||
assert n > 0
|
||
for k, v in d["series"].items():
|
||
assert len(v) == n, f"序列 {k} 长度与日期不一致（{len(v)} vs {n}）"
|
||
assert "close" in d["series"]
|
||
|
||
# 股息率必须在合理量级内（单位错误会让它变成 0 或几百）
|
||
dv = [x for x in d["series"]["dv_yield"] if x is not None]
|
||
if dv:
|
||
assert max(dv) < 1.0, f"股息率不应超过 100%：{max(dv)}"
|
||
assert min(dv) >= 0.0, "股息率不应为负"
|
||
|
||
for t in d["trades"]:
|
||
assert t["side"] in {"BUY", "SELL"}
|
||
assert t["price"] and t["price"] > 0
|
||
assert t["quantity"] and t["quantity"] > 0
|
||
assert t["amount"] and t["amount"] > 0
|
||
assert t["reason_text"] and t["reason_text"] != ""
|
||
assert d["stats"]["trade_count"] == len(d["trades"])
|
||
|
||
|
||
@requires_db
|
||
def test_stock_detail_with_sell_trades_does_not_500() -> None:
|
||
"""回归：有卖出的个股必须能打开。
|
||
|
||
卖出成交的 ``holding_days`` 在库里是 NaN 而**不是** None，
|
||
老代码 ``int(r["holding_days"]) if ... is not None else None`` 会抛
|
||
``ValueError: cannot convert float NaN to integer``，
|
||
让个股详情接口 500 —— 22/35 只有卖出的个股整页打不开。
|
||
"""
|
||
from hdiv.web import analysis
|
||
|
||
rid = _sample_backtest_run()
|
||
if not rid:
|
||
pytest.skip("没有带持仓的回测")
|
||
stocks = analysis.run_stocks(rid)
|
||
sells = [s for s in stocks if (s.get("sell_count") or 0) > 0]
|
||
if not sells:
|
||
pytest.skip("该回测没有卖出成交")
|
||
sym = sells[0]["symbol"]
|
||
|
||
d = analysis.stock_detail(rid, sym) # 老代码在这一行 500
|
||
assert any(t["side"] == "SELL" for t in d["trades"]), "应至少有一笔卖出"
|
||
for t in d["trades"]:
|
||
hd = t["holding_days"]
|
||
assert hd is None or isinstance(hd, int), f"holding_days 应为整数或 None：{hd!r}"
|
||
assert hd is None or hd >= 0
|
||
# NaN 会以非法 JSON 的形式漏到前端，这里一并卡住
|
||
json.dumps(d, allow_nan=False)
|
||
|
||
|
||
@requires_db
|
||
def test_stock_detail_respects_series_selection() -> None:
|
||
"""勾选哪些指标就只算哪些（不为没勾的做无谓计算）。"""
|
||
from hdiv.web import analysis
|
||
from hdiv.core.errors import HdivError
|
||
|
||
rid = _sample_backtest_run()
|
||
if not rid:
|
||
pytest.skip("没有带持仓的回测")
|
||
sym = analysis.run_stocks(rid)[0]["symbol"]
|
||
d = analysis.stock_detail(rid, sym, series=["close", "roe"])
|
||
assert set(d["series"]) == {"close", "roe"}
|
||
assert "pe_ttm" not in d["series"]
|
||
# 无效指标应报错而不是静默忽略
|
||
with pytest.raises(HdivError):
|
||
analysis.stock_detail(rid, sym, series=["不存在的指标"])
|
||
|
||
|
||
@requires_db
|
||
def test_roe_series_is_stepwise_not_interpolated() -> None:
|
||
"""ROE 必须按公告日对齐成阶梯（插值会造出当时不存在的值）。"""
|
||
from hdiv.web import analysis
|
||
|
||
rid = _sample_backtest_run()
|
||
if not rid:
|
||
pytest.skip("没有带持仓的回测")
|
||
sym = analysis.run_stocks(rid)[0]["symbol"]
|
||
d = analysis.stock_detail(rid, sym, series=["roe"])
|
||
vals = [x for x in d["series"]["roe"] if x is not None]
|
||
if len(vals) < 50:
|
||
pytest.skip("ROE 样本不足")
|
||
# 阶梯序列的不同取值数应远少于样本数（季度更新，约 4 次/年）
|
||
distinct = len(set(round(v, 6) for v in vals))
|
||
assert distinct < len(vals) / 5, \
|
||
f"ROE 取值数 {distinct} 相对样本 {len(vals)} 过多，疑似插值而非阶梯"
|
||
|
||
|
||
# ---------------------------------------------------------------------------
|
||
# Walk-forward 前端可见性
|
||
# ---------------------------------------------------------------------------
|
||
|
||
|
||
@requires_db
|
||
def test_walkforward_list_and_detail() -> None:
|
||
"""Walk-forward 记录必须在接口层可见（此前完全没有入口）。"""
|
||
from hdiv.web import service
|
||
|
||
items = service.list_walkforwards()
|
||
if not items:
|
||
pytest.skip("没有 walk-forward 记录")
|
||
w = items[0]
|
||
assert w["wf_id"] and w["window_count"] > 0
|
||
assert w["title"], "应有可读标题"
|
||
assert w["strategy"]["conditions"], "应带策略条件说明"
|
||
assert "oos" in w and w["oos"].get("window_count") == w["window_count"]
|
||
|
||
d = service.get_walkforward(w["wf_id"])
|
||
assert d is not None
|
||
assert len(d["windows"]) == w["window_count"]
|
||
for win in d["windows"]:
|
||
# 每个窗口都必须有训练段与测试段
|
||
assert win["train_start"] and win["test_start"]
|
||
assert win["train_run_id"] and win["test_run_id"]
|
||
assert "in_sample" in win and "out_of_sample" in win
|
||
s = d["summary"]
|
||
assert len(s["oos_returns"]) == w["window_count"]
|
||
assert s["oos_mean"] is not None
|
||
assert 0.0 <= s["oos_win_rate"] <= 1.0
|
||
|
||
|
||
@requires_db
|
||
def test_walkforward_summary_is_consistent() -> None:
|
||
"""汇总必须与逐窗口数据自洽（曾靠 metric 行数反推导致胜率算错）。"""
|
||
from hdiv.web import service
|
||
|
||
items = service.list_walkforwards()
|
||
if not items:
|
||
pytest.skip("没有 walk-forward 记录")
|
||
for w in items[:3]:
|
||
d = service.get_walkforward(w["wf_id"])
|
||
rets = [x["out_of_sample"].get("total_return") for x in d["windows"]]
|
||
rets = [x for x in rets if x is not None]
|
||
if not rets:
|
||
continue
|
||
assert abs(d["summary"]["oos_mean"] - sum(rets) / len(rets)) < 1e-9
|
||
expect_win = sum(1 for x in rets if x > 0) / len(rets)
|
||
assert abs(d["summary"]["oos_win_rate"] - expect_win) < 1e-9
|
||
# 列表页的汇总应与详情页一致
|
||
assert abs((w["oos"]["mean_return"] or 0) - d["summary"]["oos_mean"]) < 1e-9
|
||
|
||
|
||
def test_walkforward_frontend_page_exists() -> None:
|
||
"""前端必须有 walk-forward 页与导航入口。"""
|
||
js = (project_root() / "web" / "app.js").read_text(encoding="utf-8")
|
||
html = (project_root() / "web" / "index.html").read_text(encoding="utf-8")
|
||
assert "viewWalkforwards" in js and "viewWalkforwardDetail" in js
|
||
assert "#/walkforwards" in html, "导航缺「样本外」入口"
|
||
assert "mountWalkforwardDetail" in js, "详情页应挂载对比图"
|
||
|
||
|
||
@requires_db
|
||
def test_walkforward_exposes_benchmark_and_excess() -> None:
|
||
"""回归：基准指标存为 benchmark_<code>，曾被 benchmark_code='' 过滤掉，
|
||
导致页面上看不到最重要的「超额收益」。"""
|
||
from hdiv.web import service
|
||
|
||
items = service.list_walkforwards()
|
||
if not items:
|
||
pytest.skip("没有 walk-forward 记录")
|
||
d = service.get_walkforward(items[0]["wf_id"])
|
||
s = d["summary"]
|
||
assert s.get("benchmark_mean") is not None, "缺少基准均值"
|
||
assert s.get("excess_mean") is not None, "缺少超额收益均值"
|
||
assert s.get("excess_win_rate") is not None
|
||
|
||
got = 0
|
||
for w in d["windows"]:
|
||
if w["benchmark_return"] is None:
|
||
continue
|
||
got += 1
|
||
assert w["benchmark_code"], "应记录基准代码"
|
||
o = w["out_of_sample"].get("total_return")
|
||
if o is not None:
|
||
assert abs(w["excess_return"] - (o - w["benchmark_return"])) < 1e-9, \
|
||
"超额必须等于 策略收益 − 基准收益"
|
||
# 基准行不得混进策略指标里
|
||
assert not any(k.startswith("benchmark::") for k in w["out_of_sample"])
|
||
assert got > 0, "没有任何窗口带基准收益"
|
||
|
||
|
||
@requires_db
|
||
def test_walkforward_frozen_params_record_calibration() -> None:
|
||
"""冻结参数必须记录「校准出的绝对阈值」，而不只是配置里的分位。
|
||
|
||
训练段的作用是把相对分位（P75）转成绝对股息率；若只有分位、
|
||
没有绝对阈值，说明训练段实际上没做校准。
|
||
"""
|
||
from hdiv.web import service
|
||
|
||
items = service.list_walkforwards()
|
||
if not items:
|
||
pytest.skip("没有 walk-forward 记录")
|
||
d = service.get_walkforward(items[0]["wf_id"])
|
||
abs_entries = []
|
||
for w in d["windows"]:
|
||
f = w["frozen_params"]
|
||
assert "entry_yield_percentile" in f, "应保留分位口径"
|
||
assert f.get("absolute_entry_yield"), f"窗口 {w['window_index']} 缺校准阈值"
|
||
assert f.get("calibration_obs"), "应记录校准样本数"
|
||
abs_entries.append(f["absolute_entry_yield"])
|
||
# 各窗口的绝对阈值应随市场水平变化（全相同说明没真校准）
|
||
assert len(set(round(x, 6) for x in abs_entries)) > 1, \
|
||
"各窗口校准出的绝对阈值完全相同，疑似未真正校准"
|