"""D4 Agent 补齐至 v3 §25(14 工具)测试:inspect_factor / create_composite_factor / get_backtest_result / create_experiment。tmp SQLite + 真实 repo factories。""" from __future__ import annotations from datetime import date, datetime import pytest from app.agent.tools_impl import build_tools from app.domain.entities.factor import FactorDefinition from app.domain.entities.market import Stock from app.domain.entities.research import ( ExperimentRecord, JobRecord, JobStatus, ResearchSpec, ) from app.infrastructure.persistence.sqlalchemy.base import Base from app.infrastructure.persistence.sqlalchemy.repositories.factor_impl import ( SqlAlchemyFactorRepository, ) from app.infrastructure.persistence.sqlalchemy.repositories.jobs_impl import ( SqlAlchemyExperimentRepository, SqlAlchemyJobRepository, ) from app.infrastructure.persistence.sqlalchemy.repositories.market_impl import ( SqlAlchemyDailyBarRepository, SqlAlchemyStockRepository, ) from app.quant.factors import list_factors from sqlalchemy import create_engine from sqlalchemy.orm import sessionmaker from conftest_quant import bars_dataframe_to_daily_bars, synthetic_daily _SYMS = ["600000.SH", "600001.SH", "600002.SH"] @pytest.fixture() def tools(tmp_path): engine = create_engine(f"sqlite:///{tmp_path / 'agent.db'}", future=True) Base.metadata.create_all(engine) Session = sessionmaker(bind=engine, expire_on_commit=False) df = synthetic_daily({s: 0.006 - 0.0015 * i for i, s in enumerate(_SYMS)}, n=320) with Session() as session: SqlAlchemyStockRepository(session).upsert_many( [Stock(symbol=s, name=f"测试{i}", list_date=date(1999, 1, 1)) for i, s in enumerate(_SYMS)] ) SqlAlchemyDailyBarRepository(session).upsert_many(bars_dataframe_to_daily_bars(df)) SqlAlchemyFactorRepository(session).upsert_many( [FactorDefinition.from_registry_def(d) for d in list_factors()] ) # 造一条成功 Job(无 experiment 关联,供 create_experiment 补档) spec = ResearchSpec( type="backtest", universe={"exclude_st": False, "min_listing_days": 0, "symbols": _SYMS}, factors=[{"name": "momentum_60", "weight": 1.0}], selection={"top_n": 1}, rebalance="monthly", period=(date(2024, 5, 1), date(2024, 8, 31)), ) from app.quant.engine import LocalEngine result = LocalEngine().run_backtest(df, spec) SqlAlchemyJobRepository(session).create( JobRecord(id="JOB-D4", kind="backtest", spec_json=spec.model_dump_json(), status=JobStatus.SUCCESS, result_json=result.model_dump_json(), experiment_id=None, created_at=datetime.now(), finished_at=datetime.now()) ) SqlAlchemyExperimentRepository(session).save( ExperimentRecord(id="EXP-D4", kind="backtest", spec_json=spec.model_dump_json(), result_json=result.model_dump_json(), summary_text="d4", job_id="JOB-D4", created_at=datetime.now()) ) session.commit() factories = { "session_factory": lambda: Session(), "stock_repo_factory": lambda s: SqlAlchemyStockRepository(s), "daily_repo_factory": lambda s: SqlAlchemyDailyBarRepository(s), "experiment_repo_factory": lambda s: SqlAlchemyExperimentRepository(s), "engine": None, } return build_tools(factories=factories) def _invoke(tools, name: str, args: dict) -> str: tool = next(t for t in tools if t.name == name) return tool.invoke(args) class TestV3Tools: def test_tool_count_14(self, tools) -> None: names = {t.name for t in tools} assert len(names) == 14 assert { "inspect_factor", "create_composite_factor", "get_backtest_result", "create_experiment" } <= names def test_inspect_factor(self, tools) -> None: out = _invoke(tools, "inspect_factor", {"name": "momentum_60"}) assert "momentum_60" in out and "公式" in out and "lookback" in out miss = _invoke(tools, "inspect_factor", {"name": "no_such"}) # 走引擎解析:报「不可用 + 可用列表」比含糊的「不在目录」有用 # (参数化因子常常还没进目录就能算,所以目录不是准入门槛) assert "不可用" in miss def test_inspect_parameterized_factor(self, tools) -> None: """参数化键(还没进目录)也要能问出参数:这是「暴露真实筛选参数」的一环。""" key = "momentum(window=90,direction=lower_is_better)" out = _invoke(tools, "inspect_factor", {"name": key}) assert key in out assert "窗口" in out or "window=90" in out assert "越低越好" in out and "参数:window=90" in out assert "90" in out def test_create_composite_factor(self, tools) -> None: out = _invoke( tools, "create_composite_factor", {"name": "动量低波", "factors": "momentum_60:0.7,volatility_60:0.3"}, ) assert "组合已保存" in out and "CF-" in out bad = _invoke(tools, "create_composite_factor", {"name": "x", "factors": "no_such:1"}) assert "无法创建" in bad def test_composite_accepts_parameterized_factor(self, tools) -> None: """参数化键里有逗号:逗号切分必须括号感知,否则会被劈成两个「不存在的因子」。""" key = "momentum(window=90,direction=lower_is_better)" out = _invoke( tools, "create_composite_factor", {"name": "参数化动量组合", "factors": f"{key}:0.7,volatility_60:0.3"}, ) assert "组合已保存" in out, out assert key in out and "volatility_60" in out def test_get_backtest_result(self, tools) -> None: out = _invoke(tools, "get_backtest_result", {"experiment_id": "EXP-D4"}) assert "总收益" in out and "成交" in out miss = _invoke(tools, "get_backtest_result", {"experiment_id": "EXP-NONE"}) assert "不存在" in miss def test_create_experiment_backfills_job(self, tools) -> None: out = _invoke(tools, "create_experiment", {"job_id": "JOB-D4"}) assert "已归档" in out and "JOB-D4" in out again = _invoke(tools, "create_experiment", {"job_id": "JOB-D4"}) assert "已归档为" in again # 幂等提示 bad = _invoke(tools, "create_experiment", {"job_id": "JOB-NONE"}) assert "不存在" in bad