qlib/backend/tests/test_api.py

"""API 集成测试：/api/stocks、/api/factors、/api/backtests、/api/factor-tests。

使用内存 Repository / 合成行情替换真实 DB 依赖（override 装配工厂），
引擎为真实 LocalEngine —— 覆盖「DTO 校验 → 装配 → 引擎 → 标准结果」链路。
"""

from __future__ import annotations

from datetime import date

import pytest
from app.api import deps
from app.domain.entities.market import Stock
from app.infrastructure.persistence.sqlalchemy.base import Base
from app.main import app
from app.quant.engine import LocalEngine
from app.quant.service import ResearchService
from fastapi.testclient import TestClient

from conftest_quant import bars_dataframe_to_daily_bars, synthetic_daily


class _MemStockRepo:
    def __init__(self, stocks: list[Stock]) -> None:
        self._stocks = stocks

    def get_by_symbol(self, symbol: str) -> Stock | None:
        return next((s for s in self._stocks if s.symbol == symbol), None)

    def list(self) -> list[Stock]:
        return self._stocks


_SYMS = ["60000" + str(i) + ".SH" for i in range(5)]  # 600000~600004


def _mem_stocks() -> list[Stock]:
    return [
        Stock(symbol=sym, name=f"测试股份{i}", list_date=date(1999, 11, 10))
        for i, sym in enumerate(_SYMS)
    ]


@pytest.fixture()
def client(tmp_path) -> TestClient:
    drifts = {sym: 0.003 - 0.0015 * i for i, sym in enumerate(_SYMS)}
    daily_df = synthetic_daily(drifts, n=300)
    bars = bars_dataframe_to_daily_bars(daily_df)

    class _MemDailyRepo:
        def get_range_many(self, symbols, start, end, adjust="none"):
            out = []
            for b in bars:
                if b.symbol in symbols and start <= b.trade_date <= end:
                    out.append(b)
            return out

        def get_range(self, symbol, start, end):
            return [b for b in bars if b.symbol == symbol and start <= b.trade_date <= end]

    service = ResearchService(_MemStockRepo(_mem_stocks()), _MemDailyRepo(), LocalEngine())
    app.dependency_overrides[deps._stock_repo_factory] = lambda: _MemStockRepo(_mem_stocks())  # noqa: SLF001
    app.dependency_overrides[deps._service_factory] = lambda: service  # noqa: SLF001

    # /api/factors 自 M7.1 读 DB（factor_definition）→ 提供 tmp sqlite session
    from sqlalchemy import create_engine
    from sqlalchemy.orm import sessionmaker

    engine = create_engine(f"sqlite:///{tmp_path / 'api.db'}", future=True)
    Base.metadata.create_all(engine)
    SessionLocal = sessionmaker(bind=engine, expire_on_commit=False)

    def _session_override():
        with SessionLocal() as s:
            yield s

    app.dependency_overrides[deps.get_session] = _session_override
    with TestClient(app) as c:
        yield c
    app.dependency_overrides.clear()


_BACKTEST_BODY = {
    "type": "backtest",
    "universe": {"exclude_st": False, "min_listing_days": 0},
    "factors": [{"name": "momentum_20", "weight": 1.0}],
    "selection": {"top_n": 1},
    "rebalance": "monthly",
    "period": ["2024-03-01", "2024-10-31"],
}


class TestStocksApi:
    def test_list(self, client: TestClient) -> None:
        resp = client.get("/api/stocks?limit=10")
        assert resp.status_code == 200
        body = resp.json()
        assert len(body) == 5
        assert body[0]["symbol"]
        assert body[0]["name"]

    def test_list_search(self, client: TestClient) -> None:
        resp = client.get("/api/stocks?q=600000")
        assert resp.status_code == 200
        assert len(resp.json()) == 1
        assert resp.json()[0]["symbol"] == "600000.SH"

    def test_get_one_and_missing(self, client: TestClient) -> None:
        assert client.get("/api/stocks/600000.SH").status_code == 200
        assert client.get("/api/stocks/999999.SZ").status_code == 404


class TestFactorsApi:
    def test_catalog(self, client: TestClient) -> None:
        resp = client.get("/api/factors")
        assert resp.status_code == 200
        names = {f["name"] for f in resp.json()}
        assert "momentum_20" in names
        meta = next(f for f in resp.json() if f["name"] == "momentum_60")
        assert meta["lookback"] == 60
        assert meta["direction"] in {"higher_is_better", "lower_is_better"}


class TestResearchApi:
    def test_backtest_roundtrip(self, client: TestClient) -> None:
        resp = client.post("/api/backtests", json=_BACKTEST_BODY)
        assert resp.status_code == 200
        body = resp.json()
        assert body["summary"]["total_return_pct"] > 0
        assert body["equity_curve"]
        assert body["unimplemented"]
        # 最近结果可读
        last = client.get("/api/backtests/last")
        assert last.status_code == 200
        assert last.json()["summary"] == body["summary"]

    def test_factor_test_roundtrip(self, client: TestClient) -> None:
        body = dict(_BACKTEST_BODY)
        body["type"] = "factor_test"
        resp = client.post("/api/factor-tests", json=body)
        assert resp.status_code == 200
        report = resp.json()
        assert report["factor_name"] == "momentum_20"
        assert report["sample_days"] > 5
        assert report["ic_mean"] > 0  # 合成数据为强趋势

    def test_invalid_spec_422(self, client: TestClient) -> None:
        bad = dict(_BACKTEST_BODY)
        bad["period"] = ["2024-10-01", "2024-03-01"]  # start > end
        assert client.post("/api/backtests", json=bad).status_code == 422

    def test_unknown_factor_400(self, client: TestClient) -> None:
        bad = dict(_BACKTEST_BODY)
        bad["factors"] = [{"name": "no_such_factor", "weight": 1.0}]
        resp = client.post("/api/backtests", json=bad)
        assert resp.status_code == 400