feat(backend): Phase 1 数据层 — Domain / Provider / Failover 审计 + 持久化 + 同步 CLI
- domain：市场数据实体（Stock / 交易日历 / 日线 / 复权 / 财务含 announce_date）+ Repository 与 MarketDataProvider Protocol
- 数据源：TushareProvider（归一化、重试、鉴权错误归类）、SinaProvider（备用，明确前复权口径与能力边界）、FailoverProvider + SyncLog 审计（禁止静默切换）
- 持久化：SQLAlchemy 2.x Models + Repository 实现（按业务键幂等 upsert、as_of_date 防未来函数过滤）+ Alembic 迁移
- CLI：uv run python -m app.cli.sync {basic|calendar|daily|financial|verify}，支持 --resume 断点续传
- 真实 Tushare 验证：stock 5556 / 交易日历 366 / daily+factor 242 / 财务 55；sync_log 审计完整
- 测试：38 passed（domain / provider / failover / repository / 未来函数 / 迁移），ruff clean
This commit is contained in:
Simon
@@ -0,0 +1,64 @@
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"""领域实体测试：字段约束与「防未来函数」可见性判断。"""
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from __future__ import annotations
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from datetime import date
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from decimal import Decimal
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import pytest
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from app.domain.entities.market import (
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DailyBar,
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FinancialIndicator,
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Stock,
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SyncLog,
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)
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from pydantic import ValidationError
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class TestStock:
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def test_symbol_pattern_enforced(self) -> None:
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Stock(symbol="600519.SH", name="贵州茅台", list_date=date(2001, 8, 27))
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with pytest.raises(ValidationError):
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Stock(symbol="600519", name="x", list_date=date(2001, 1, 1))
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with pytest.raises(ValidationError):
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Stock(symbol="sh600519", name="x", list_date=date(2001, 1, 1))
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class TestDailyBar:
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def test_is_complete(self) -> None:
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bar = DailyBar(
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symbol="600519.SH",
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trade_date=date(2024, 1, 2),
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open=Decimal("100"),
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high=Decimal("101"),
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low=Decimal("99"),
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close=Decimal("100.5"),
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volume=Decimal("10000"),
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amount=Decimal("1000000"),
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)
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assert bar.is_complete
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assert not DailyBar(symbol="600519.SH", trade_date=date(2024, 1, 2)).is_complete
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class TestFinancialIndicator:
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def _fin(self, announce: date) -> FinancialIndicator:
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return FinancialIndicator(
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symbol="600519.SH",
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report_date=date(2024, 6, 30),
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announce_date=announce,
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eps=Decimal("1.2"),
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)
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def test_announced_by_after_announce(self) -> None:
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fin = self._fin(date(2024, 8, 31))
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# 公告日当天已可见；公告前不可见
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assert fin.announced_by(date(2024, 8, 31))
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assert not fin.announced_by(date(2024, 8, 30))
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assert not fin.announced_by(date(2024, 6, 30)) # 报告期不代表公开
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class TestSyncLog:
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def test_defaults(self) -> None:
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log = SyncLog(source="tushare", api="daily", success=True, row_count=5)
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assert log.request_time is not None
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assert log.data_start is None
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@@ -0,0 +1,93 @@
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"""Failover 审计测试：主源失败 → 备用源兜底，每次尝试留 SyncLog。"""
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from __future__ import annotations
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from datetime import date
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import pytest
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from app.domain.entities.market import SyncLog
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from app.infrastructure.data_sources.errors import (
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DataSourceError,
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DataSourceNotSupported,
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)
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from app.infrastructure.data_sources.failover import FailoverProvider
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class PrimaryProvider:
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name = "tushare"
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def __init__(self, *, fail: bool = False, fail_message: str = "boom") -> None:
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self.fail = fail
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self.fail_message = fail_message
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def get_daily(self, symbol, start, end):
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if self.fail:
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raise DataSourceError(self.fail_message)
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return ["bar-ok"]
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class FallbackProvider:
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name = "sina"
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def __init__(self, *, fail: bool = False, unsupported: bool = False) -> None:
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self.fail = fail
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self.unsupported = unsupported
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def get_daily(self, symbol, start, end):
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if self.unsupported:
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raise DataSourceNotSupported("新浪不支持日线兜底")
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if self.fail:
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raise DataSourceError("sina down")
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return ["bar-sina"]
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def _logs() -> list[SyncLog]:
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collected: list[SyncLog] = []
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return collected
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def _make(primary, fallback, collected) -> FailoverProvider:
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return FailoverProvider(primary, fallback, audit=collected.append)
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class TestFailover:
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def test_primary_success_no_fallback(self) -> None:
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collected: list[SyncLog] = []
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f = _make(PrimaryProvider(), FallbackProvider(), collected)
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assert f.get_daily("600519.SH", date(2024, 1, 1), date(2024, 1, 5)) == ["bar-ok"]
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assert len(collected) == 1
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assert collected[0].source == "tushare"
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assert collected[0].success is True
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assert collected[0].row_count == 1
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assert collected[0].data_start == date(2024, 1, 1)
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def test_primary_fails_fallback_succeeds(self) -> None:
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collected: list[SyncLog] = []
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f = _make(PrimaryProvider(fail=True), FallbackProvider(), collected)
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assert f.get_daily("600519.SH", date(2024, 1, 1), date(2024, 1, 5)) == ["bar-sina"]
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assert [log.source for log in collected] == ["tushare", "sina"]
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assert collected[0].success is False
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assert "boom" in (collected[0].failure_reason or "")
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assert collected[1].success is True
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def test_fallback_unsupported_raises_with_audit(self) -> None:
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collected: list[SyncLog] = []
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f = _make(PrimaryProvider(fail=True), FallbackProvider(unsupported=True), collected)
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with pytest.raises(DataSourceError, match="备用源不支持"):
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f.get_daily("600519.SH", date(2024, 1, 1), date(2024, 1, 5))
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assert len(collected) == 2
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assert collected[1].success is False
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def test_both_fail_raises_with_audit(self) -> None:
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collected: list[SyncLog] = []
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f = _make(PrimaryProvider(fail=True), FallbackProvider(fail=True), collected)
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with pytest.raises(DataSourceError, match="主备数据源均失败"):
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f.get_daily("600519.SH", date(2024, 1, 1), date(2024, 1, 5))
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assert len(collected) == 2
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def test_no_fallback_raises(self) -> None:
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collected: list[SyncLog] = []
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f = FailoverProvider(PrimaryProvider(fail=True), None, audit=collected.append)
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with pytest.raises(DataSourceError, match="无备用源"):
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f.get_daily("600519.SH", date(2024, 1, 1), date(2024, 1, 5))
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assert len(collected) == 1
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@@ -0,0 +1,62 @@
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"""Alembic 迁移测试：全新数据库 upgrade head 后应包含全部 Phase 1 表。"""
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from __future__ import annotations
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import sqlite3
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from pathlib import Path
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from alembic import command
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from alembic.config import Config
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BACKEND_ROOT = Path(__file__).resolve().parents[1]
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def _alembic_config(db_path: Path) -> Config:
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cfg = Config(str(BACKEND_ROOT / "alembic.ini"))
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cfg.set_main_option("script_location", "app/infrastructure/persistence/migrations")
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cfg.set_main_option("sqlalchemy.url", f"sqlite:///{db_path}")
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return cfg
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def test_upgrade_head_creates_phase1_tables(tmp_path) -> None:
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db_path = tmp_path / "fresh.db"
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command.upgrade(_alembic_config(db_path), "head")
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con = sqlite3.connect(db_path)
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try:
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tables = {
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row[0]
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for row in con.execute("select name from sqlite_master where type='table'").fetchall()
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}
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finally:
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con.close()
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expected = {
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"stock",
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"stock_daily",
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"adjust_factor",
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"trading_calendar",
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"financial_indicator",
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"sync_log",
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"alembic_version",
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}
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assert expected <= tables
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# 关键防未来函数列存在
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con = sqlite3.connect(db_path)
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try:
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fin_cols = {
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row[1] for row in con.execute("pragma table_info(financial_indicator)").fetchall()
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}
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daily_cols = {row[1] for row in con.execute("pragma table_info(stock_daily)").fetchall()}
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finally:
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con.close()
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assert {"report_date", "announce_date"} <= fin_cols
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assert {"symbol", "trade_date", "close"} <= daily_cols
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def test_upgrade_head_idempotent(tmp_path) -> None:
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db_path = tmp_path / "again.db"
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cfg = _alembic_config(db_path)
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command.upgrade(cfg, "head")
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command.upgrade(cfg, "head") # 二次执行不报错
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@@ -0,0 +1,191 @@
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"""Repository 集成测试：临时 SQLite 上的幂等 upsert / 查询 / 防未来函数过滤。"""
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from __future__ import annotations
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from datetime import date
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from decimal import Decimal
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import pytest
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from app.domain.entities.market import (
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AdjustFactor,
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DailyBar,
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FinancialIndicator,
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Stock,
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SyncLog,
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TradingCalendar,
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)
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from app.infrastructure.persistence.sqlalchemy.base import Base
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from app.infrastructure.persistence.sqlalchemy.models.market import (
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AdjustFactorModel,
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FinancialIndicatorModel,
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StockDailyModel,
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StockModel,
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SyncLogModel,
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TradingCalendarModel,
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)
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from app.infrastructure.persistence.sqlalchemy.repositories.market_impl import (
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SqlAlchemyAdjustFactorRepository,
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SqlAlchemyDailyBarRepository,
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SqlAlchemyFinancialRepository,
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SqlAlchemyStockRepository,
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SqlAlchemySyncLogRepository,
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SqlAlchemyTradingCalendarRepository,
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)
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from sqlalchemy import create_engine, func, select
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from sqlalchemy.orm import Session
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@pytest.fixture()
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def session(tmp_path) -> Session:
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engine = create_engine(f"sqlite:///{tmp_path / 'repo.db'}", future=True)
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Base.metadata.create_all(engine)
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with Session(engine) as session:
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yield session
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def _count(session, model) -> int:
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return session.scalar(select(func.count()).select_from(model))
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class TestStockRepository:
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def test_upsert_idempotent_and_update(self, session: Session) -> None:
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repo = SqlAlchemyStockRepository(session)
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s1 = Stock(symbol="600519.SH", name="贵州茅台", list_date=date(2001, 8, 27))
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s2 = Stock(symbol="000001.SZ", name="平安银行", list_date=date(1991, 4, 3))
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assert repo.upsert_many([s1, s2]) == 2
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session.commit()
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assert _count(session, StockModel) == 2
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# 幂等：再次 upsert 不新增
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repo.upsert_many([s1, s2])
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session.commit()
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assert _count(session, StockModel) == 2
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# 更新既有记录
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renamed = s1.model_copy(update={"name": "贵州茅台（更新）"})
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repo.upsert_many([renamed])
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session.commit()
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got = repo.get_by_symbol("600519.SH")
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assert got is not None
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assert got.name == "贵州茅台（更新）"
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class TestDailyBarRepository:
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def _bar(self, day: str) -> DailyBar:
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return DailyBar(
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symbol="600519.SH",
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trade_date=date.fromisoformat(day),
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open=Decimal("100"),
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high=Decimal("101"),
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low=Decimal("99"),
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close=Decimal("100.5"),
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volume=Decimal("10000"),
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amount=Decimal("1000000"),
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)
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def test_upsert_and_get_range(self, session: Session) -> None:
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repo = SqlAlchemyDailyBarRepository(session)
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bars = [self._bar("2024-01-02"), self._bar("2024-01-03"), self._bar("2024-01-04")]
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repo.upsert_many(bars)
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session.commit()
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assert _count(session, StockDailyModel) == 3
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repo.upsert_many([self._bar("2024-01-03")]) # 幂等
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session.commit()
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assert _count(session, StockDailyModel) == 3
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got = repo.get_range("600519.SH", date(2024, 1, 3), date(2024, 1, 4))
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assert [b.trade_date.isoformat() for b in got] == ["2024-01-03", "2024-01-04"]
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assert repo.latest_date("600519.SH") == date(2024, 1, 4)
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assert repo.latest_date("000001.SZ") is None
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class TestFinancialRepository:
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def _fin(self, announce: str, report: str = "2024-06-30") -> FinancialIndicator:
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return FinancialIndicator(
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symbol="600519.SH",
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report_date=date.fromisoformat(report),
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announce_date=date.fromisoformat(announce),
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eps=Decimal("1.2"),
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)
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def test_list_announced_blocks_future(self, session: Session) -> None:
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repo = SqlAlchemyFinancialRepository(session)
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repo.upsert_many(
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[
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self._fin("2024-08-15"),
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self._fin("2024-08-31"),
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self._fin("2024-09-20"),
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self._fin("2024-10-30", report="2024-09-30"),
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] # Q3 财报
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)
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session.commit()
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# as_of=2024-08-31：只能看到 08-15 与 08-31 两条公告
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visible = repo.list_announced("600519.SH", as_of_date=date(2024, 8, 31))
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assert len(visible) == 2
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assert all(f.announce_date <= date(2024, 8, 31) for f in visible)
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assert [f.announce_date.day for f in visible] == [15, 31]
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# 报告期约束：只看 Q3 及以后（report_date >= 2024-09-01）
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narrowed = repo.list_announced(
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"600519.SH", as_of_date=date(2024, 12, 31), report_start=date(2024, 9, 1)
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)
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assert len(narrowed) == 1
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assert narrowed[0].announce_date == date(2024, 10, 30)
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def test_upsert_batch_duplicate_key_takes_latest(self, session: Session) -> None:
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"""同一批内出现重复幂等键（数据源偶发）不得冲突，后值覆盖。"""
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repo = SqlAlchemyFinancialRepository(session)
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first = self._fin("2024-08-15")
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later = self._fin("2024-08-15").model_copy(update={"eps": Decimal("9.99")})
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repo.upsert_many([first, later])
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session.commit()
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assert _count(session, FinancialIndicatorModel) == 1
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got = repo.list_announced("600519.SH", as_of_date=date(2024, 12, 31))
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assert len(got) == 1
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assert got[0].eps == Decimal("9.99")
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class TestSyncLogRepository:
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def test_add_and_recent(self, session: Session) -> None:
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repo = SqlAlchemySyncLogRepository(session)
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repo.add(SyncLog(source="tushare", api="daily", success=True, row_count=3))
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repo.add(SyncLog(source="sina", api="daily", success=False, failure_reason="timeout"))
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session.commit()
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assert _count(session, SyncLogModel) == 2
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recent = repo.recent(source="tushare", limit=10)
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assert len(recent) == 1
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assert recent[0].source == "tushare"
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assert recent[0].row_count == 3
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class TestOtherRepos:
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def test_calendar_and_factor(self, session: Session) -> None:
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cal = SqlAlchemyTradingCalendarRepository(session)
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cal.upsert_many(
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[
|
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TradingCalendar(calendar_date=date(2024, 1, 2)),
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TradingCalendar(calendar_date=date(2024, 1, 3), is_open=False),
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]
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)
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session.commit()
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assert cal.is_open(date(2024, 1, 2))
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assert not cal.is_open(date(2024, 1, 3))
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assert len(cal.list_range(date(2024, 1, 1), date(2024, 1, 5))) == 2
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assert _count(session, TradingCalendarModel) == 2
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adj = SqlAlchemyAdjustFactorRepository(session)
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adj.upsert_many(
|
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[
|
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AdjustFactor(
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symbol="600519.SH", trade_date=date(2024, 1, 2), factor=Decimal("12.3456")
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||||
)
|
||||
]
|
||||
)
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session.commit()
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factors = adj.get_range("600519.SH", date(2024, 1, 1), date(2024, 1, 31))
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assert len(factors) == 1
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assert float(factors[0].factor) == pytest.approx(12.3456)
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assert _count(session, AdjustFactorModel) == 1
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@@ -0,0 +1,77 @@
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"""新浪 Provider 测试：代码转换、JSONP 解析、能力边界（不触网）。"""
|
||||
|
||||
from __future__ import annotations
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||||
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||||
from datetime import date
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||||
import pytest
|
||||
from app.infrastructure.data_sources.errors import (
|
||||
DataSourceError,
|
||||
DataSourceNotSupported,
|
||||
)
|
||||
from app.infrastructure.data_sources.sina import SinaProvider, _extract_jsonp, _to_sina_symbol
|
||||
|
||||
_KLINE_OK = (
|
||||
'var data=[{"day":"2024-08-30","open":"1700.0","high":"1720.0","low":"1690.0",'
|
||||
'"close":"1710.0","volume":"20000"},{"day":"2024-08-31","open":"1710.0",'
|
||||
'"high":"1725.0","low":"1705.0","close":"1720.0","volume":"18000"}]'
|
||||
)
|
||||
|
||||
|
||||
class _FakeResp:
|
||||
def __enter__(self):
|
||||
return self
|
||||
|
||||
def __exit__(self, *exc):
|
||||
return False
|
||||
|
||||
def read(self):
|
||||
return _KLINE_OK.encode("utf-8")
|
||||
|
||||
|
||||
class _BoomResp(_FakeResp):
|
||||
def read(self):
|
||||
raise OSError("socket timeout")
|
||||
|
||||
|
||||
class TestSymbolMap:
|
||||
def test_mapping(self) -> None:
|
||||
assert _to_sina_symbol("600519.SH") == "sh600519"
|
||||
assert _to_sina_symbol("000001.SZ") == "sz000001"
|
||||
assert _to_sina_symbol("830001.BJ") == "bj830001"
|
||||
|
||||
|
||||
class TestJsonp:
|
||||
def test_extract(self) -> None:
|
||||
rows = _extract_jsonp(_KLINE_OK)
|
||||
assert len(rows) == 2
|
||||
assert rows[0]["close"] == "1710.0"
|
||||
|
||||
def test_bad_payload_raises(self) -> None:
|
||||
with pytest.raises(DataSourceError, match="无法解析"):
|
||||
_extract_jsonp("not jsonp")
|
||||
|
||||
|
||||
class TestGetDaily:
|
||||
def test_ok_with_date_filter(self) -> None:
|
||||
provider = SinaProvider(urlopen=lambda _url, **kw: _FakeResp())
|
||||
bars = provider.get_daily("600519.SH", date(2024, 8, 30), date(2024, 8, 30))
|
||||
assert len(bars) == 1
|
||||
assert bars[0].close is not None
|
||||
assert bars[0].symbol == "600519.SH"
|
||||
|
||||
def test_network_error_wrapped(self) -> None:
|
||||
provider = SinaProvider(urlopen=lambda _url, **kw: _BoomResp())
|
||||
with pytest.raises(DataSourceError, match="sina 请求失败"):
|
||||
provider.get_daily("600519.SH", date(2024, 8, 1), date(2024, 8, 31))
|
||||
|
||||
|
||||
class TestCapabilities:
|
||||
def test_not_supported(self) -> None:
|
||||
provider = SinaProvider()
|
||||
with pytest.raises(DataSourceNotSupported):
|
||||
provider.get_stock_basic()
|
||||
with pytest.raises(DataSourceNotSupported):
|
||||
provider.get_adjust_factor("600519.SH", date(2024, 1, 1), date(2024, 1, 31))
|
||||
with pytest.raises(DataSourceNotSupported):
|
||||
provider.get_financial("600519.SH")
|
||||
@@ -0,0 +1,150 @@
|
||||
"""Tushare Provider 测试：归一化、重试与鉴权错误归类（用 Fake pro，不触网）。"""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
from datetime import date
|
||||
from decimal import Decimal
|
||||
|
||||
import pytest
|
||||
from app.infrastructure.data_sources.errors import (
|
||||
DataSourceAuthenticationError,
|
||||
DataSourceError,
|
||||
)
|
||||
from app.infrastructure.data_sources.tushare import TushareProvider
|
||||
|
||||
|
||||
class FakePro:
|
||||
"""模拟 tushare.pro 客户端：方法返回 records(list[dict]) 或抛错。"""
|
||||
|
||||
def __init__(self, *, payload=None, error: Exception | None = None) -> None:
|
||||
self.payload = payload or []
|
||||
self.error = error
|
||||
self.calls: list[str] = []
|
||||
|
||||
def __getattr__(self, api: str):
|
||||
def _run(**kwargs):
|
||||
self.calls.append(api)
|
||||
if self.error is not None:
|
||||
raise self.error
|
||||
return self.payload
|
||||
|
||||
return _run
|
||||
|
||||
|
||||
def _pro(payload=None, error=None, retries: int = 2) -> TushareProvider:
|
||||
return TushareProvider(
|
||||
token="fake-token", pro=FakePro(payload=payload, error=error), max_retries=retries
|
||||
)
|
||||
|
||||
|
||||
class TestNormalize:
|
||||
def test_stock_records(self) -> None:
|
||||
stocks = TushareProvider.normalize_stock(
|
||||
[
|
||||
{
|
||||
"ts_code": "600519.SH",
|
||||
"symbol": "600519",
|
||||
"name": "贵州茅台",
|
||||
"area": "贵州",
|
||||
"industry": "白酒",
|
||||
"list_date": "20010827",
|
||||
}
|
||||
]
|
||||
)
|
||||
assert stocks[0].symbol == "600519.SH"
|
||||
assert stocks[0].list_date == date(2001, 8, 27)
|
||||
assert stocks[0].delist_date is None
|
||||
|
||||
def test_daily_volume_amount_scaled(self) -> None:
|
||||
bars = TushareProvider.normalize_daily(
|
||||
[
|
||||
{
|
||||
"ts_code": "600519.SH",
|
||||
"trade_date": "20240102",
|
||||
"open": "100.0",
|
||||
"high": "101.5",
|
||||
"low": "99.0",
|
||||
"close": "100.5",
|
||||
"vol": "10000.0",
|
||||
"amount": "1010000.0",
|
||||
}
|
||||
]
|
||||
)
|
||||
bar = bars[0]
|
||||
assert bar.trade_date == date(2024, 1, 2)
|
||||
assert bar.volume == Decimal("1000000") # 手 → 股（×100）
|
||||
assert bar.amount == Decimal("1010000000") # 千元 → 元（×1000）
|
||||
|
||||
def test_daily_nan_dropped(self) -> None:
|
||||
bars = TushareProvider.normalize_daily(
|
||||
[
|
||||
{
|
||||
"ts_code": "600519.SH",
|
||||
"trade_date": "20240102",
|
||||
"open": None,
|
||||
"high": float("nan"),
|
||||
"close": "10.0",
|
||||
"vol": None,
|
||||
"amount": None,
|
||||
}
|
||||
]
|
||||
)
|
||||
bar = bars[0]
|
||||
assert bar.open is None
|
||||
assert bar.high is None
|
||||
assert bar.close == Decimal("10.0")
|
||||
|
||||
def test_financial_maps_announce_date(self) -> None:
|
||||
rows = TushareProvider.normalize_financial(
|
||||
[
|
||||
{
|
||||
"ts_code": "600519.SH",
|
||||
"end_date": "20240630",
|
||||
"ann_date": "20240831",
|
||||
"eps": "1.23",
|
||||
"roe": "15.5",
|
||||
}
|
||||
]
|
||||
)
|
||||
fin = rows[0]
|
||||
assert fin.report_date == date(2024, 6, 30)
|
||||
assert fin.announce_date == date(2024, 8, 31)
|
||||
assert fin.eps == Decimal("1.23")
|
||||
|
||||
|
||||
class TestCall:
|
||||
def test_empty_result_returns_empty_list(self) -> None:
|
||||
provider = _pro(payload=[])
|
||||
assert provider.get_daily("600519.SH", date(2024, 1, 1), date(2024, 1, 31)) == []
|
||||
|
||||
def test_success_records_returned(self) -> None:
|
||||
payload = [
|
||||
{
|
||||
"ts_code": "600519.SH",
|
||||
"trade_date": "20240102",
|
||||
"open": "100",
|
||||
"close": "101",
|
||||
"vol": "1",
|
||||
"amount": "1",
|
||||
}
|
||||
]
|
||||
provider = _pro(payload=payload)
|
||||
bars = provider.get_daily("600519.SH", date(2024, 1, 1), date(2024, 1, 31))
|
||||
assert len(bars) == 1
|
||||
assert bars[0].symbol == "600519.SH"
|
||||
|
||||
def test_transient_error_retries_then_raises(self) -> None:
|
||||
provider = _pro(error=RuntimeError("network down"), retries=2)
|
||||
with pytest.raises(DataSourceError, match="重试 2 次仍失败"):
|
||||
provider.get_stock_basic()
|
||||
assert len(provider._pro.calls) == 2 # noqa: SLF001 —— 测试探针
|
||||
|
||||
def test_permission_error_raises_immediately(self) -> None:
|
||||
provider = _pro(error=RuntimeError("抱歉，您没有访问该接口的权限，请升级积分"), retries=3)
|
||||
with pytest.raises(DataSourceAuthenticationError):
|
||||
provider.get_stock_basic()
|
||||
assert len(provider._pro.calls) == 1 # noqa: SLF001
|
||||
|
||||
def test_missing_token_rejected(self) -> None:
|
||||
with pytest.raises(DataSourceAuthenticationError, match="TUSHARE_TOKEN"):
|
||||
TushareProvider(token="")
|
||||
Reference in New Issue
Block a user