Simon
2e90f3eeac
字段库（本次新增的表与接口）： - `condition_field` 表 + `/api/condition-fields`：中文名/说明可编辑、可停用； `kind`/单位阶梯/`base_unit` 由代码注册表收敛（改类型 422，伪字段 422， 越界单位 422），停用的字段不再进条件下拉，但既有策略仍按名字解析。 - 说明书里的数值条件按字段注册表补**基准单位**后缀（字段间比较不加，不猜单位）。 因子参数化（键即身份，冻结口径）： - 模板 + 参数注册表（`quant/factors.py`）：`ParamSpec`（类型/范围/枚举/默认值/说明）+ `FactorTemplate`（公式/依赖列/参数）；规范键把**全部**参数写进名字，如 `momentum(window=90,direction=lower_is_better)`，所以改参数 = 新建一个身份， 旧因子/既有策略/已归档实验都不变义；`momentum(window=90)`（缺参数）明确拒绝 —— 缺项要靠模板默认值补齐，而默认值是可改的代码细节，一旦改动会追溯性改义。 - 参数只在受控范围内取值（窗口 2~500、方向二选一），越界/未知模板/多给参数一律 422 并列出允许范围，不静默截断、不悄悄取默认值；内置实例的启用开关由代码决定（422）。 - `/api/factors` 暴露 `template`/`params`/`param_specs`/`label`/`source`/`enabled`/ `resolvable`；新增 `/api/factors/templates`、`POST /api/factors`、`PATCH /api/factors`； `get_factor = resolve_factor` 兼容全部旧调用点，参数化键也是一等条件字段。 - 迁移链：c5d6（存量策略陈旧说明重算）→ d6e7（condition_field）→ a7c1 （factor_definition.enabled + name varchar(128)）。 测试：新增 test_condition_fields.py / test_factor_params.py；全量 pytest 500 passed。
131 lines
5.5 KiB
Python
131 lines
5.5 KiB
Python
"""公共配置 + 回测组合 API 测试（TestClient + 内存 SQLite）。
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覆盖：
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- /api/config GET 返回默认值、PUT 持久化；
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- /api/combos CRUD（name 唯一、原地更新保留 created_at、删除）；
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- /api/combos/{id}/run 在策略缺失时提前 400（不等到后台才失败）。
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"""
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from __future__ import annotations
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import pytest
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from app.api import deps
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from app.infrastructure.persistence.sqlalchemy.base import Base
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from app.main import app
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from fastapi.testclient import TestClient
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from sqlalchemy import create_engine
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from sqlalchemy.orm import sessionmaker
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@pytest.fixture()
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def client(tmp_path) -> TestClient:
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engine = create_engine(f"sqlite:///{tmp_path / 'combo_api.db'}", future=True)
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Base.metadata.create_all(engine)
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Session = sessionmaker(bind=engine, expire_on_commit=False)
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def _session_override():
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with Session() as s:
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yield s
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app.dependency_overrides[deps.get_session] = _session_override
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with TestClient(app) as c:
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yield c
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app.dependency_overrides.clear()
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class TestConfigApi:
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def test_get_returns_defaults(self, client: TestClient) -> None:
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cfg = client.get("/api/config").json()
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assert cfg["id"] == "default"
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assert cfg["price_adjustment"] == "hfq"
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assert cfg["min_commission"] == 5.0
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def test_put_persists(self, client: TestClient) -> None:
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body = {
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"commission_rate": 0.00025, "stamp_tax_rate": 0.0005,
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"slippage_rate": 0.0008, "min_commission": 3.0,
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"price_adjustment": "qfq", "benchmark": "000905.SH",
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}
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resp = client.put("/api/config", json=body)
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assert resp.status_code == 200
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got = client.get("/api/config").json()
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assert got["commission_rate"] == pytest.approx(0.00025)
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assert got["price_adjustment"] == "qfq"
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assert got["benchmark"] == "000905.SH"
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def test_put_rejects_unknown_field(self, client: TestClient) -> None:
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"""拼错键名必须报错：否则「以为改了滑点、其实没生效」是静默降级。"""
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resp = client.put("/api/config", json={"slippage": 0.001})
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assert resp.status_code == 422
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assert "slippage" in resp.text
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# 值未被改动（仍是默认滑点）
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assert client.get("/api/config").json()["slippage_rate"] == pytest.approx(0.001)
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class TestCombosApi:
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def _make_strategy(self, client: TestClient, name: str) -> str:
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resp = client.post(
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"/api/strategies",
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json={"name": name, "factors": [{"name": "dividend_yield", "weight": 1}]},
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)
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assert resp.status_code == 200
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return resp.json()["id"]
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def test_crud(self, client: TestClient) -> None:
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sid = self._make_strategy(client, "高股息")
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body = {
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"name": "组合A", "strategy_ids": [sid],
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"initial_capital": 500000, "hold_count": 10,
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"hold_min_days": 5, "hold_max_days": 30,
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"rebalance_freq": "weekly", "period": ["2024-01-01", "2024-06-01"],
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}
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created = client.post("/api/combos", json=body)
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assert created.status_code == 200
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cid = created.json()["id"]
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assert cid.startswith("CMB-")
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assert created.json()["hold_max_days"] == 30
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assert len(client.get("/api/combos").json()) == 1
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detail = client.get(f"/api/combos/{cid}").json()
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assert detail["strategy_ids"] == [sid]
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assert detail["rebalance_freq"] == "weekly"
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# 原地更新保留 id 与 created_at
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created_at = detail["created_at"]
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upd = client.put(f"/api/combos/{cid}", json={**body, "name": "组合A", "hold_count": 15})
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assert upd.status_code == 200
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assert upd.json()["id"] == cid
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assert upd.json()["created_at"] == created_at
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assert upd.json()["hold_count"] == 15
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assert client.delete(f"/api/combos/{cid}").status_code == 200
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assert client.get(f"/api/combos/{cid}").status_code == 404
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def test_duplicate_name_400(self, client: TestClient) -> None:
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sid = self._make_strategy(client, "S")
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body = {"name": "重名", "strategy_ids": [sid], "hold_count": 5,
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"rebalance_freq": "monthly", "period": ["2024-01-01", "2024-02-01"]}
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assert client.post("/api/combos", json=body).status_code == 200
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assert client.post("/api/combos", json=body).status_code == 400
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def test_run_missing_strategy_400(self, client: TestClient) -> None:
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"""引用不存在的策略 → 提交时即 400，而非等后台 Job 才失败。"""
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body = {"name": "缺策略组合", "strategy_ids": ["STG-NOT-EXIST"], "hold_count": 5,
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"rebalance_freq": "monthly", "period": ["2024-01-01", "2024-02-01"]}
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resp = client.post("/api/combos/run", json=body)
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assert resp.status_code == 400
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assert "不存在" in resp.json()["detail"]
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def test_unknown_param_rejected(self, client: TestClient) -> None:
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"""回测参数写错键名（capital/hold_days）→ 422，而不是静默用默认值。"""
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sid = self._make_strategy(client, "S2")
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body = {
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"name": "拼错参数", "strategy_ids": [sid], "hold_count": 5,
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"rebalance_freq": "monthly", "period": ["2024-01-01", "2024-02-01"],
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"capital": 500000, "hold_days": 30,
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}
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resp = client.post("/api/combos", json=body)
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assert resp.status_code == 422
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assert "capital" in resp.text and "hold_days" in resp.text
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assert client.get("/api/combos").json() == []
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