Files
qlib/backend/tests/test_restore_experiment.py
Simon 23972e7063 feat: 股息率案例口径 + 策略库与图表统一 + 回测存档完整化
汇总三轮未提交的开发(每轮均在本机 MariaDB + 真实浏览器上验证):

1) 股息率案例(全市场股息率最高 n 只,默认 20,每 m 月择股)
   - 新增日频估值表 daily_basic + 迁移;股息率因子(dv_ratio / dividend_yield / TTM)
   - 名称历史表 stock_name_history:剔除 ST 按**择股日当时名称**判定,消除
     「曾高股息后 ST」的股息陷阱(实测 3.70pp 偏差)
   - 区间择股/调仓双周期(m 择股 / y 调仓)、指数成分与白名单、停牌近似剔除
   - 复权因子口径核对(4,164,742 行、缺失 0.0%)、收盘价成交与涨跌停拦单
   - 案例实测:2020-01-01~2026-09-04 总收益 +24.86%(年化 3.52%、回撤 -28.58%)

2) 策略库与前端统一
   - strategy 表 + CRUD/PUT 原地更新 + `describe_strategy` 按 spec 真实推导
     「一句话说明 + 计算公式 + 执行步骤 + 注意事项」(与引擎实执行规则同源)
   - 任何出现股票代码处都成对显示名称且可点击进个股页
   - 全站图表基座统一 TradingView Lightweight Charts(ECharts 依赖、
     锁文件、组件与文档标注一并清除),买卖点标记只落在真实交易日上

3) 回测存档完整化(可往复查看)
   - 同步端点(POST /api/backtests、/api/factor-tests)此前完全不落库 → 现在同样归档,
     归档 id 经响应头 X-Experiment-Id 返回(不破坏 response_model)
   - data_version 首次真实写入(数据快照指纹:最新交易日 + 各表规模)
   - 个股收益曲线默认**全量保存**(此前硬截断 60 只);超出体积预算才裁剪,
     并写 archive_meta(机器可读)+ unimplemented(人可读)如实标注
   - 列表 kind/q 过滤 + X-Total-Count(此前 limit=50 静默截断)、DELETE 归档
   - 只读归档页 /experiments/{id}(Server Component,SSR 直出**选股条件**与
     **交易执行依据**);结果视图按 kind 分发(backtest/factor_test/selection),
     非回测归档不套用回测口径
   - 新增 CLI:prune_experiments(保留策略,默认 dry-run)、
     restore_experiment_from_job(从 Job 副本按原 id 重建被删的历史归档,默认 dry-run)

门禁:pytest 388 passed、ruff All checks passed、tsc 0 错误、图表单测 7 passed、
next build 成功、契约脚本 verify_strategy_workspace 59/59(含按 kind 逐类验证归档页)。
2026-09-20 07:31:04 +08:00

222 lines
8.0 KiB
Python

"""`app.cli.restore_experiment_from_job` 测试:从 Job 结果副本重建归档。
为什么要测:删除归档是正常功能,但**历史归档在 `job.result_json` 里另存了一份完整结果**
(完整存档上线前的双写遗留),所以「删了能不能救回来」是有确定答案的:
历史归档能按原 id 重建,新归档(`job.result_json IS NULL`)不能。
这个工具承载该结论,必须验证真写库路径与全部拒绝路径,而不是只做 dry-run。
测试全部在 conftest 强制的 /tmp sqlite 上跑,不触碰真实 MySQL。
"""
from __future__ import annotations
import json
from datetime import date, datetime
from unittest.mock import patch
from app.cli import restore_experiment_from_job as rj
from app.domain.entities.research import (
BacktestResult,
BacktestSummary,
CurvePoint,
)
from app.infrastructure.persistence.sqlalchemy.base import Base
from app.infrastructure.persistence.sqlalchemy.models.jobs import ExperimentModel, JobModel
from sqlalchemy import create_engine
from sqlalchemy.orm import sessionmaker
def _payload(final_equity: float = 1_100_000.0) -> str:
"""一份最小可用的回测结果 JSON(与归档里存的结构同源)。"""
result = BacktestResult(
summary=BacktestSummary(
start=date(2024, 1, 2),
end=date(2024, 6, 28),
initial_capital=1_000_000.0,
final_equity=final_equity,
total_return_pct=10.0,
annual_return_pct=21.5,
sharpe=1.2,
max_drawdown_pct=-8.5,
volatility_pct=18.0,
win_rate_pct=55.0,
total_trades=12,
avg_turnover_pct=30.0,
),
equity_curve=[CurvePoint(date=date(2024, 1, 2), value=1_000_000.0)],
drawdown=[],
monthly_returns=[],
yearly_returns=[],
positions=[],
trades=[],
turnover_pct=30.0,
)
return json.dumps(result.model_dump(mode="json"), ensure_ascii=False)
def _make_session(tmp_path):
engine = create_engine(f"sqlite:///{tmp_path}/restore.db", future=True)
Base.metadata.create_all(engine)
return sessionmaker(bind=engine, autoflush=False, expire_on_commit=False)
def _seed_job(session, *, job_id="JOB-TEST", exp_id="EXP-TEST", result_json=None):
session.add(
JobModel(
id=job_id,
kind="backtest",
status="success",
spec_json=json.dumps({"type": "backtest", "factors": []}),
result_json=result_json,
experiment_id=exp_id,
created_at=datetime(2026, 1, 5, 9, 0, 0),
finished_at=datetime(2026, 1, 5, 9, 0, 1),
)
)
session.commit()
def _run(session_factory, argv):
with patch.object(rj, "SessionLocal", session_factory):
return rj.main(argv)
def test_dry_run_writes_nothing(tmp_path, capsys) -> None:
factory = _make_session(tmp_path)
with factory() as s:
_seed_job(s, result_json=_payload())
code = _run(factory, ["--job-id", "JOB-TEST", "--code-version", "abc1234"])
out = capsys.readouterr().out
assert code == 0
assert "(dry-run)" in out
with factory() as s:
assert s.get(ExperimentModel, "EXP-TEST") is None
def test_restores_archive_from_job_copy(tmp_path, capsys) -> None:
"""真写库路径:原 id、逐字复制、摘要按归档口径重算、data_version 留空。"""
factory = _make_session(tmp_path)
payload = _payload()
with factory() as s:
_seed_job(s, result_json=payload)
code = _run(
factory, ["--job-id", "JOB-TEST", "--code-version", "abc1234", "--apply"]
)
assert code == 0
assert "已重建" in capsys.readouterr().out
with factory() as s:
row = s.get(ExperimentModel, "EXP-TEST")
assert row is not None
assert row.kind == "backtest"
assert row.result_json == payload # 逐字复制,不重新计算
assert row.job_id == "JOB-TEST"
assert row.code_version == "abc1234"
# 历史归档当年没有数据指纹:留空而不是补今天的(伪造复现依据)
assert row.data_version is None
assert row.created_at == datetime(2026, 1, 5, 9, 0, 1)
assert row.summary_text == "总收益 10.00% · 年化 21.50% · 回撤 -8.50%"
def test_refuses_when_archive_already_exists(tmp_path, capsys) -> None:
factory = _make_session(tmp_path)
with factory() as s:
_seed_job(s, result_json=_payload())
s.add(
ExperimentModel(
id="EXP-TEST",
kind="backtest",
spec_json="{}",
result_json=_payload(1.0),
summary_text="原有",
code_version="old",
data_version=None,
job_id="JOB-TEST",
created_at=datetime(2026, 1, 5, 9, 0, 1),
)
)
s.commit()
code = _run(
factory, ["--job-id", "JOB-TEST", "--code-version", "abc1234", "--apply"]
)
assert code == 1
assert "已存在" in capsys.readouterr().err
with factory() as s:
assert s.get(ExperimentModel, "EXP-TEST").summary_text == "原有" # 未被改动
def test_force_overwrites_existing_archive(tmp_path) -> None:
factory = _make_session(tmp_path)
payload = _payload()
with factory() as s:
_seed_job(s, result_json=payload)
s.add(
ExperimentModel(
id="EXP-TEST",
kind="backtest",
spec_json="{}",
result_json="{}",
summary_text="旧的",
code_version="old",
data_version="d20260101",
job_id="JOB-TEST",
created_at=datetime(2026, 1, 5, 9, 0, 1),
)
)
s.commit()
code = _run(
factory,
["--job-id", "JOB-TEST", "--code-version", "abc1234", "--apply", "--force"],
)
assert code == 0
with factory() as s:
row = s.get(ExperimentModel, "EXP-TEST")
assert row.result_json == payload
assert row.code_version == "abc1234"
assert row.data_version is None # 覆盖后也留空,不继承旧指纹
def test_refuses_new_archive_without_job_copy(tmp_path, capsys) -> None:
"""完整存档上线后结果只存归档一份 → 删了不可恢复,工具必须如实拒绝。"""
factory = _make_session(tmp_path)
with factory() as s:
_seed_job(s, result_json=None)
code = _run(
factory, ["--job-id", "JOB-TEST", "--code-version", "abc1234", "--apply"]
)
assert code == 1
err = capsys.readouterr().err
assert "result_json 为空" in err
assert "不可恢复" in err
def test_requires_explicit_code_version(tmp_path, capsys) -> None:
"""不猜版本:缺失时直接拒绝(退出码 2),避免写进一个编造的复现依据。"""
factory = _make_session(tmp_path)
with factory() as s:
_seed_job(s, result_json=_payload())
code = _run(factory, ["--job-id", "JOB-TEST", "--apply"])
assert code == 2
assert "code-version" in capsys.readouterr().err
def test_empty_code_version_is_allowed_as_unknown(tmp_path) -> None:
"""显式传空串=如实表示"版本未知",此时写 NULL 而不是空字符串。"""
factory = _make_session(tmp_path)
with factory() as s:
_seed_job(s, result_json=_payload())
code = _run(
factory, ["--job-id", "JOB-TEST", "--code-version", "", "--apply"]
)
assert code == 0
with factory() as s:
assert s.get(ExperimentModel, "EXP-TEST").code_version is None
def test_rejects_unknown_job_and_job_without_experiment_id(tmp_path, capsys) -> None:
factory = _make_session(tmp_path)
with factory() as s:
_seed_job(s, job_id="JOB-NOEXP", exp_id=None, result_json=_payload())
assert _run(factory, ["--job-id", "JOB-MISSING", "--code-version", "x"]) == 1
assert "不存在" in capsys.readouterr().err
assert _run(factory, ["--job-id", "JOB-NOEXP", "--code-version", "x"]) == 1
assert "experiment_id" in capsys.readouterr().err