Simon
73d191b43a
- 新增 finance/tests/ 6 个测试套件（agents/backtest/dao_upsert/factors/features/fundamental_lookahead） - 数据层: data_manager / dao 优化，新增 upsert 逻辑 - 因子层: 基本面因子抽象定位 _mapping、ROE/PE/PB 重构 - 回测层: vectorbt/engine 大改动（251 行），report 增强 - ML 层: features/backtest_integration 特征工程与回测优化 - CLI: agent_cli 重构 - config/settings 扩充配置项
68 lines
2.2 KiB
Python
68 lines
2.2 KiB
Python
"""
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因子引擎回归测试：RSI 除零修复 + 注册表名一致 + 34 因子核实。
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"""
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import sys
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import os
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sys.path.insert(0, os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
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import numpy as np
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import pandas as pd
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import pytest
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from factors.technical.rsi import RSIFactor
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from factors.registry import get_factor, list_factors, list_categories
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from factors.registry import FACTOR_CATEGORIES
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@pytest.fixture
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def rising_close():
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"""60 天纯上涨：loss 恒 0，标准 RSI 应为 100（绝非 NaN）。"""
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return pd.DataFrame({"close": np.arange(100, 160, 1.0)})
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def test_rsi_pure_uptrend_is_100_not_nan(rising_close):
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s = RSIFactor(period=14).calculate(rising_close)
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assert not s.dropna().empty, "纯上涨 RSI 不应全 NaN（旧版 replace(0,nan) 的 bug）"
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assert s.dropna().iloc[-1] == 100.0
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def test_rsi_pure_downtrend_is_0():
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f = pd.DataFrame({"close": np.arange(160, 100, -1.0)})
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s = RSIFactor(period=14).calculate(f)
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assert s.dropna().iloc[-1] < 1.0
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def test_rsi_mixed_in_range():
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f = pd.DataFrame({"close": np.sin(np.arange(100) * 0.5) * 10 + 100})
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s = RSIFactor(period=14).calculate(f)
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assert (s.dropna().between(0, 100)).all()
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assert not s.isna().all()
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def test_rsi_flat_no_crash():
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s = RSIFactor(period=14).calculate(pd.DataFrame({"close": [100.0] * 30}))
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assert s is not None # 不应崩溃
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def test_factor_count_is_34():
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assert len(list_factors()) == 34
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assert len(list_categories()) == 12
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def test_category_keys_all_registered():
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for cat, keys in FACTOR_CATEGORIES.items():
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for k in keys:
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assert k in list_factors(), f"{cat} 的 {k} 不在注册工厂中"
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def test_factor_name_matches_registered_key():
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# 注册键是列名唯一事实源：boll/boll_width/news_sent_20 构造器默认名不同，
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# 但 get_factor 必须返回 .name == 注册键，避免列名漂移
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for n in ["boll", "boll_width", "news_sent_20", "momentum_20", "rsi_14"]:
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f = get_factor(n)
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assert f.name == n, f"get_factor('{n}').name = '{f.name}' 应为 '{n}'"
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def test_get_factor_unknown_raises():
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with pytest.raises(KeyError):
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get_factor("not_a_factor_xyz") |