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。
319 lines
16 KiB
Python
319 lines
16 KiB
Python
"""字段库测试（2026-10）。
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覆盖四件事：
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1. **注册表与引擎不漂移**：内置字段必须全部是引擎真能算的（is_supported_field）；
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2. **拒绝伪字段**：日期字段/不存在的字段/拼错的字段一律拒绝并给出理由；
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3. **目录 API**：seed 幂等、只补不删（改过的文案不被覆盖）、自定义增删改、内置不可删；
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4. **比较加固**：类型不匹配的条件返回 False 而不是抛异常（否则用户手滑 → 500）。
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"""
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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.api import deps
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from app.application.services import condition_field_catalog as svc
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from app.domain.entities.condition_field import ConditionField
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from app.infrastructure.persistence.sqlalchemy.base import Base
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from app.infrastructure.persistence.sqlalchemy.repositories.condition_field_impl import (
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SqlAlchemyConditionFieldRepository,
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)
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from app.main import app
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from app.quant.condition_fields import (
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builtin_fields,
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curated_fields,
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is_supported_field,
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reason_unsupported,
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unit_allowed,
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unit_options,
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)
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from app.quant.selection import _compare
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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 / 'fields.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 TestRegistry:
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def test_every_builtin_field_is_engine_computable(self) -> None:
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"""注册表里写了的字段，引擎必须真能算 —— 否则字段库就是在骗人。"""
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bad = [d.name for d in builtin_fields() if not is_supported_field(d.name)]
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assert bad == []
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def test_builtin_names_unique(self) -> None:
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names = [d.name for d in builtin_fields()]
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assert len(names) == len(set(names))
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def test_curated_are_subset_of_builtin(self) -> None:
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assert {d.name for d in curated_fields()} <= {d.name for d in builtin_fields()}
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def test_every_field_has_label_and_description(self) -> None:
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"""下拉要显示中文名，含义提示不能是空白（否则「字段说明含义」没达成）。"""
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for d in builtin_fields():
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assert d.label.strip(), d.name
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assert d.description.strip(), d.name
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assert d.kind in ("num", "str"), d.name
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assert d.ops, d.name
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def test_str_fields_only_equality_ops(self) -> None:
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"""字符串字段不能比大小：可选比较符里不该出现 >/≥/<（那些恒为假）。"""
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for d in builtin_fields():
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if d.kind == "str":
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assert set(d.ops) <= {"eq", "ne", "in", "not_in"}, d.name
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def test_unit_ladders_are_well_formed(self) -> None:
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"""单位阶梯：首项必须是基准单位且系数 1.0，系数递增（否则换算会反向）。"""
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checked = 0
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for d in builtin_fields():
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if not d.units:
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assert d.unit_options == ((d.unit, 1.0),), d.name
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continue
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checked += 1
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base, factor = d.units[0]
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assert (base, factor) == (d.unit, 1.0), d.name
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factors = [f for _, f in d.units]
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assert factors == sorted(factors) and len(set(factors)) == len(factors), d.name
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assert checked >= 6, "至少金额/股数/股本的字段要有可选单位"
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def test_unit_ladder_matches_data_source_scale(self) -> None:
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"""换算系数必须与数据源落库口径一致（写错了就是静默的 10000 倍误差）。"""
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assert unit_options("total_mv") == [("万元", 1.0), ("亿元", 10000.0)]
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assert unit_options("amount") == [("元", 1.0), ("万元", 10000.0), ("亿元", 100000000.0)]
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assert unit_options("volume") == [("股", 1.0), ("手", 100.0), ("万手", 1000000.0)]
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# 百分数/倍数没有备选：换个说法只会制造误读
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assert unit_options("dv_ratio") == [("%", 1.0)]
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assert unit_options("pe") == [("倍", 1.0)]
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def test_unit_allowed_only_inside_ladder(self) -> None:
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assert unit_allowed("total_mv", "亿元")
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assert unit_allowed("total_mv", "万元")
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assert not unit_allowed("total_mv", "元")
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assert not unit_allowed("dv_ratio", "小数")
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assert not unit_allowed("close", "分")
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@pytest.mark.parametrize(
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"name",
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["static.list_date", "static.delist_date", "static.nope", "fundamental.report_date",
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"fundamental.announce_date", "totally_made_up", ""],
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)
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def test_rejects_uncomputable_fields(self, name: str) -> None:
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assert not is_supported_field(name)
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assert reason_unsupported(name).strip()
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@pytest.mark.parametrize(
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"name",
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["close", "volume", "amount", "ma20", "ma60", "dv_ratio", "pe", "total_mv",
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"static.industry", "static.market", "fundamental.roe", "momentum_60", "dividend_yield"],
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)
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def test_accepts_real_fields(self, name: str) -> None:
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assert is_supported_field(name), reason_unsupported(name)
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class TestCompareHardening:
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"""条件求值不能因为类型不匹配抛异常（用户手滑的字段名不该 500）。"""
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def test_date_field_vs_number_returns_false(self) -> None:
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assert _compare(date(2020, 1, 1), 20200101, "gt") is False
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assert _compare(date(2020, 1, 1), "2020-01-01", "lte") is False
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def test_in_with_non_container_returns_false(self) -> None:
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assert _compare("银行", 5, "in") is False
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assert _compare("银行", 5, "not_in") is False
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def test_normal_comparisons_still_work(self) -> None:
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assert _compare(10.0, 5.0, "gt") is True
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assert _compare("银行", ["银行", "白酒"], "in") is True
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assert _compare("银行", ["白酒"], "not_in") is True
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assert _compare(None, 5.0, "lt") is False
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assert _compare(None, 5.0, "ne") is True
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class TestFieldCatalogApi:
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def test_get_seeds_builtin_fields(self, client: TestClient) -> None:
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rows = client.get("/api/condition-fields").json()
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assert len(rows) == len(curated_fields())
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names = {r["name"] for r in rows}
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assert {"close", "dv_ratio", "static.industry", "fundamental.roe"} <= names
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dv = next(r for r in rows if r["name"] == "dv_ratio")
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assert dv["kind"] == "num"
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assert dv["unit"] == "%"
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assert dv["source"] == "builtin"
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assert "股息率" in (dv["label"] + dv["description"])
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def test_seed_is_idempotent(self, client: TestClient) -> None:
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first = client.get("/api/condition-fields").json()
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second = client.get("/api/condition-fields").json()
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assert len(first) == len(second)
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def test_available_lists_supported_but_uncurated(self, client: TestClient) -> None:
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client.get("/api/condition-fields") # 先 seed
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rows = client.get("/api/condition-fields/available").json()
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assert rows, "至少应有若干「引擎支持但未默认展示」的字段可选"
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for r in rows:
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assert is_supported_field(r["name"]), r["name"]
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assert r["label"] and r["description"]
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def test_response_carries_base_unit_and_unit_ladder(self, client: TestClient) -> None:
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"""响应必须给出「基准单位」与可选界面单位（前端据此换算输入/回显）。"""
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rows = {r["name"]: r for r in client.get("/api/condition-fields").json()}
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mv = rows["total_mv"]
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assert mv["base_unit"] == "万元", "基准单位 = 引擎存储单位"
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assert mv["unit"] == "万元", "初始界面单位 = 基准单位"
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assert mv["units"] == [
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{"unit": "万元", "factor": 1.0},
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{"unit": "亿元", "factor": 10000.0},
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]
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# 没有备选单位的字段：只有一个选项，界面上不给选择
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assert rows["close"]["units"] == [{"unit": "元", "factor": 1.0}]
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def test_update_unit_only_inside_ladder(self, client: TestClient) -> None:
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"""单位只能在阶梯里选：自由文本 → 422（否则就是标签与实际口径不一致的静默错误）。"""
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client.get("/api/condition-fields") # 先 seed（total_mv 是内置字段）
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bad = client.put("/api/condition-fields/total_mv", json={"unit": "亿亿元"})
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assert bad.status_code == 422, bad.text
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assert "万元" in bad.json()["detail"] and "亿元" in bad.json()["detail"]
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# 不在该字段阶梯里的别的单位也要拒（元 是 amount 的单位，不是 total_mv 的）
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assert client.put("/api/condition-fields/total_mv", json={"unit": "元"}).status_code == 422
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assert client.put("/api/condition-fields/dv_ratio", json={"unit": "小数"}).status_code == 422
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ok = client.put("/api/condition-fields/total_mv", json={"unit": "亿元"})
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assert ok.status_code == 200, ok.text
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assert ok.json()["unit"] == "亿元"
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assert ok.json()["base_unit"] == "万元", "选界面单位不改基准单位（引擎口径不动）"
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# 空串 = 回到基准单位
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reset = client.put("/api/condition-fields/total_mv", json={"unit": ""})
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assert reset.status_code == 200 and reset.json()["unit"] == "万元"
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def test_create_unit_only_inside_ladder(self, client: TestClient) -> None:
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client.get("/api/condition-fields")
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bad = client.post("/api/condition-fields", json={"name": "ps", "unit": "亿亿元"})
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assert bad.status_code == 422, bad.text
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ok = client.post("/api/condition-fields", json={"name": "ps", "unit": "倍"})
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assert ok.status_code == 200 and ok.json()["unit"] == "倍"
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def test_create_custom_field(self, client: TestClient) -> None:
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created = client.post(
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"/api/condition-fields",
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json={"name": "ps", "label": "市销率（我的叫法）", "description": "自定义说明"},
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)
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assert created.status_code == 200, created.text
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row = created.json()
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assert row["source"] == "custom"
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assert row["kind"] == "num" # 类型来自引擎，不是调用方说了算
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assert row["label"] == "市销率（我的叫法）"
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# available 里不应再出现
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rest = {r["name"] for r in client.get("/api/condition-fields/available").json()}
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assert "ps" not in rest
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def test_create_rejects_uncomputable_field(self, client: TestClient) -> None:
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resp = client.post("/api/condition-fields", json={"name": "static.list_date"})
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assert resp.status_code == 422
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assert "日期" in resp.text
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def test_create_rejects_duplicate(self, client: TestClient) -> None:
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client.post("/api/condition-fields", json={"name": "ps"})
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again = client.post("/api/condition-fields", json={"name": "ps"})
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assert again.status_code == 422
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assert "已在字段库" in again.text
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def test_create_rejects_unknown_key(self, client: TestClient) -> None:
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assert client.post("/api/condition-fields", json={"name": "ps", "knd": "num"}).status_code == 422
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def test_update_edits_label_and_disables(self, client: TestClient) -> None:
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client.get("/api/condition-fields")
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resp = client.put(
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"/api/condition-fields/close",
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json={"label": "收盘价（我改的）", "description": "自定义口径说明", "enabled": False},
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)
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assert resp.status_code == 200, resp.text
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row = resp.json()
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assert row["label"] == "收盘价（我改的）"
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assert row["enabled"] is False
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assert row["source"] == "builtin" # 内置字段改了文案仍是内置
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def test_update_cannot_change_name_or_kind(self, client: TestClient) -> None:
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"""name/kind 是引擎事实：请求里带上它们必须报错，而不是被静默忽略。"""
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assert client.put("/api/condition-fields/close", json={"kind": "str"}).status_code == 422
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assert client.put("/api/condition-fields/close", json={"name": "pe"}).status_code == 422
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def test_update_unknown_returns_404(self, client: TestClient) -> None:
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assert client.put("/api/condition-fields/nope", json={"label": "x"}).status_code == 404
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def test_update_rejects_empty_label(self, client: TestClient) -> None:
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client.get("/api/condition-fields")
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assert client.put("/api/condition-fields/close", json={"label": " "}).status_code == 422
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def test_disabled_hidden_from_picker(self, client: TestClient) -> None:
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client.get("/api/condition-fields")
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client.put("/api/condition-fields/close", json={"enabled": False})
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picker = client.get("/api/condition-fields?include_disabled=false").json()
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assert "close" not in {r["name"] for r in picker}
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allrows = client.get("/api/condition-fields").json()
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assert "close" in {r["name"] for r in allrows} # 管理页仍看得到，才能重新启用
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def test_builtin_cannot_be_deleted(self, client: TestClient) -> None:
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client.get("/api/condition-fields")
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resp = client.delete("/api/condition-fields/close")
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assert resp.status_code == 400
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assert "停用" in resp.text
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assert "close" in {r["name"] for r in client.get("/api/condition-fields").json()}
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def test_custom_can_be_deleted(self, client: TestClient) -> None:
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client.post("/api/condition-fields", json={"name": "ps"})
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assert client.delete("/api/condition-fields/ps").status_code == 200
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assert "ps" not in {r["name"] for r in client.get("/api/condition-fields").json()}
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assert client.delete("/api/condition-fields/ps").status_code == 404
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class TestSeedDoesNotClobber:
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def test_edited_builtin_text_survives_reseed(self, tmp_path) -> None:
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"""seed「只补不删」：用户改过的中文名/含义不能被下次读取冲掉。"""
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engine = create_engine(f"sqlite:///{tmp_path / 'reseed.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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with Session() as session:
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repo = SqlAlchemyConditionFieldRepository(session)
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svc.sync_builtin_fields(repo, session)
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svc.update_field(repo, session, "close", label="我的收盘价")
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added = svc.sync_builtin_fields(repo, session) # 再 seed 一次
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assert added == 0
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assert repo.get("close").label == "我的收盘价"
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def test_new_builtin_is_backfilled(self, tmp_path) -> None:
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"""代码里新增的默认字段下次读取要补进来（否则字段库会永远缺新字段）。"""
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engine = create_engine(f"sqlite:///{tmp_path / 'backfill.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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with Session() as session:
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repo = SqlAlchemyConditionFieldRepository(session)
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repo.save(ConditionField(name="close", label="仅此一条", kind="num"))
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session.commit()
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assert svc.sync_builtin_fields(repo, session) == len(curated_fields()) - 1
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def test_uncurated_fields_are_not_seeded(self, tmp_path) -> None:
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"""curated=False 的字段默认不进库，否则「新增字段」永远无字段可选。"""
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engine = create_engine(f"sqlite:///{tmp_path / 'uncurated.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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with Session() as session:
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repo = SqlAlchemyConditionFieldRepository(session)
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svc.sync_builtin_fields(repo, session)
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seeded = {f.name for f in repo.list()}
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assert seeded == {d.name for d in curated_fields()}
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assert "ps" not in seeded # 非默认字段留给用户按需添加 |