"""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] = [] # 关键：必须记录关键字参数，否则「list_status 是否真的透传给 tushare」无法被断言 # （退市股同步完全依赖该参数，见 TestDelistedStocks） self.call_kwargs: list[dict] = [] def __getattr__(self, api: str): def _run(**kwargs): self.calls.append(api) self.call_kwargs.append(kwargs) 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="") class TestRateLimitBackoff: def test_rate_limit_retries_with_sleep(self) -> None: """频率超限：按退避等待后重试，最终抛错带原始信息（不当作鉴权错误）。""" import app.infrastructure.data_sources.tushare as ts_mod orig_sleep = ts_mod.time.sleep sleeps: list[float] = [] ts_mod.time.sleep = lambda w: sleeps.append(w) # noqa: SLF001 —— 测试桩 try: provider = _pro( error=RuntimeError("抱歉，您访问接口(adj_factor)频率超限(200次/分钟)"), retries=3 ) provider._rate_limit_wait = 0.1 # noqa: SLF001 with pytest.raises(DataSourceError, match="频率超限"): provider.get_stock_basic() finally: ts_mod.time.sleep = orig_sleep assert len(provider._pro.calls) == 3 # noqa: SLF001 —— 完整重试 3 次 assert len(sleeps) >= 2 def _quarter_ends(count: int) -> list[str]: """最近 count 个季度末（YYYYMMDD，降序）。""" ends: list[str] = [] y, m = 2026, 6 while len(ends) < count: ends.append(f"{y}{m:02d}30" if m in (6, 9) else f"{y}{m:02d}31") m -= 3 if m <= 0: m += 12 y -= 1 return ends class _FakeProQueue: """按调用顺序弹出 payload 的 Fake pro（模拟分页）。""" def __init__(self, payloads: list[list[dict]]) -> None: self.payloads = list(payloads) self.kwargs: list[dict] = [] def fina_indicator(self, **kwargs): self.kwargs.append(kwargs) return self.payloads.pop(0) class TestGetFinancialWindow: def _record(self, end: str) -> dict: return {"ts_code": "600519.SH", "end_date": end, "ann_date": end, "eps": "1.0"} def test_window_args_passed(self) -> None: ends = _quarter_ends(10) fake = _FakeProQueue([[self._record(e) for e in ends]]) provider = TushareProvider(token="t", pro=fake) rows = provider.get_financial("600519.SH", date(2024, 1, 1), date(2026, 6, 30)) assert len(rows) == 10 assert fake.kwargs[0]["start_date"] == "20240101" assert fake.kwargs[0]["end_date"] == "20260630" def test_paging_over_100_row_cap(self) -> None: """单请求最多 100 条 → 超过必须回卷报告期窗口继续取，老数据不丢。""" newest = _quarter_ends(100) older = _quarter_ends(140)[100:] # 100 条之外更早的 40 个季度 # 二次请求 end_date 必须早于首请求（分页回卷） fake = _FakeProQueue( [[self._record(e) for e in newest], [self._record(e) for e in older]] ) provider = TushareProvider(token="t", pro=fake) rows = provider.get_financial("600519.SH", date(2000, 1, 1), date(2026, 6, 30)) assert len(rows) == 100 + 40 assert len(fake.kwargs) == 2 assert fake.kwargs[1]["end_date"] < fake.kwargs[0]["end_date"] assert {r.report_date for r in rows} == {date.fromisoformat(e[:4] + "-" + e[4:6] + "-" + e[6:]) for e in newest + older} class TestIndexWeight: def test_normalize_mapping(self) -> None: from app.infrastructure.data_sources.tushare import TushareProvider rows = TushareProvider.normalize_index_weight( [ {"index_code": "000300.SH", "con_code": "600519.SH", "trade_date": "20240628", "weight": 1.53}, {"con_code": "000001.SZ", "trade_date": "20240628", "weight": 0.9}, ], index_code_fallback="000300.SH", ) assert len(rows) == 2 assert rows[0].index_code == "000300.SH" assert rows[0].symbol == "600519.SH" assert rows[0].trade_date.isoformat() == "2024-06-28" assert float(rows[0].weight) == 1.53 # 无 index_code 时用 fallback；con_code 缺失跳过 assert rows[1].index_code == "000300.SH" def test_provider_calls_index_weight(self) -> None: from app.infrastructure.data_sources.tushare import TushareProvider pro = FakePro( payload=[{"index_code": "000300.SH", "con_code": "600519.SH", "trade_date": "20240628", "weight": 1.0}] ) p = TushareProvider(token="t", pro=pro) rows = p.get_index_weight("000300.SH") assert pro.calls == ["index_weight"] assert len(rows) == 1 and rows[0].symbol == "600519.SH" class TestDelistedStocks: """退市股（幸存者偏差修正）：list_status 透传、NaN 归一、代码规范过滤。 实测背景：tushare `stock_basic` 不带 list_status 时**只返回在市股票**， 退市股整体缺失（230 只 2019-12 后退市）→ 回测系统性高估收益； 而退市股记录的 industry/area 是 NaN、status 为空，且含 T 前缀异常代码。 """ def test_list_status_passed_to_api(self) -> None: pro = FakePro(payload=[]) p = TushareProvider(token="t", pro=pro) p.get_stock_basic("D") assert pro.calls == ["stock_basic"] # tushare 不带 list_status 时只返回在市股票 → 退市股同步必须真的传 "D" assert pro.call_kwargs[0]["list_status"] == "D" def test_default_list_status_is_listed_only(self) -> None: pro = FakePro(payload=[]) p = TushareProvider(token="t", pro=pro) p.get_stock_basic() assert pro.calls == ["stock_basic"] # 默认 "L"，保持既有行为 assert pro.call_kwargs[0]["list_status"] == "L" def test_nan_optional_fields_become_none(self) -> None: stocks = TushareProvider.normalize_stock( [ { "ts_code": "000005.SZ", "name": "ST星源(退)", "area": float("nan"), "industry": float("nan"), "market": float("nan"), "exchange": "SZSE", "list_date": "19901210", "delist_date": "20240426", } ] ) s = stocks[0] assert s.industry is None and s.area is None and s.market is None assert s.exchange == "SZSE" assert s.delist_date == date(2024, 4, 26) def test_missing_status_falls_back_to_query_status(self) -> None: """退市表 status 为空：必须按查询的 list_status 兜底，不能一律标成 L。""" rec = [{"ts_code": "000005.SZ", "name": "ST星源(退)", "list_date": "19901210", "delist_date": "20240426", "status": None}] assert TushareProvider.normalize_stock(rec)[0].status == "L" # 既有默认 assert TushareProvider.normalize_stock(rec, default_status="D")[0].status == "D" def test_abnormal_code_skipped_not_fatal(self) -> None: """'T600018.SH'（上港集箱(退)，2006 退市）不得让整批退市列表拉取失败。""" pro = FakePro( payload=[ {"ts_code": "000005.SZ", "name": "ST星源(退)", "list_date": "19901210", "delist_date": "20240426"}, {"ts_code": "T600018.SH", "name": "上港集箱(退)", "list_date": "19960101", "delist_date": "20061020"}, ] ) p = TushareProvider(token="t", pro=pro) stocks = p.get_stock_basic("D") assert [s.symbol for s in stocks] == ["000005.SZ"]