Simon
2da234220a
- domain：市场数据实体（Stock / 交易日历 / 日线 / 复权 / 财务含 announce_date）+ Repository 与 MarketDataProvider Protocol
- 数据源：TushareProvider（归一化、重试、鉴权错误归类）、SinaProvider（备用，明确前复权口径与能力边界）、FailoverProvider + SyncLog 审计（禁止静默切换）
- 持久化：SQLAlchemy 2.x Models + Repository 实现（按业务键幂等 upsert、as_of_date 防未来函数过滤）+ Alembic 迁移
- CLI：uv run python -m app.cli.sync {basic|calendar|daily|financial|verify}，支持 --resume 断点续传
- 真实 Tushare 验证：stock 5556 / 交易日历 366 / daily+factor 242 / 财务 55；sync_log 审计完整
- 测试：38 passed（domain / provider / failover / repository / 未来函数 / 迁移），ruff clean
192 lines
7.0 KiB
Python
192 lines
7.0 KiB
Python
"""Repository 集成测试：临时 SQLite 上的幂等 upsert / 查询 / 防未来函数过滤。"""
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from __future__ import annotations
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from datetime import date
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from decimal import Decimal
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import pytest
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from app.domain.entities.market import (
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AdjustFactor,
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DailyBar,
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FinancialIndicator,
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Stock,
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SyncLog,
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TradingCalendar,
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)
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from app.infrastructure.persistence.sqlalchemy.base import Base
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from app.infrastructure.persistence.sqlalchemy.models.market import (
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AdjustFactorModel,
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FinancialIndicatorModel,
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StockDailyModel,
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StockModel,
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SyncLogModel,
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TradingCalendarModel,
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)
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from app.infrastructure.persistence.sqlalchemy.repositories.market_impl import (
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SqlAlchemyAdjustFactorRepository,
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SqlAlchemyDailyBarRepository,
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SqlAlchemyFinancialRepository,
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SqlAlchemyStockRepository,
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SqlAlchemySyncLogRepository,
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SqlAlchemyTradingCalendarRepository,
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)
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from sqlalchemy import create_engine, func, select
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from sqlalchemy.orm import Session
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@pytest.fixture()
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def session(tmp_path) -> Session:
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engine = create_engine(f"sqlite:///{tmp_path / 'repo.db'}", future=True)
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Base.metadata.create_all(engine)
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with Session(engine) as session:
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yield session
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def _count(session, model) -> int:
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return session.scalar(select(func.count()).select_from(model))
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class TestStockRepository:
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def test_upsert_idempotent_and_update(self, session: Session) -> None:
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repo = SqlAlchemyStockRepository(session)
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s1 = Stock(symbol="600519.SH", name="贵州茅台", list_date=date(2001, 8, 27))
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s2 = Stock(symbol="000001.SZ", name="平安银行", list_date=date(1991, 4, 3))
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assert repo.upsert_many([s1, s2]) == 2
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session.commit()
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assert _count(session, StockModel) == 2
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# 幂等：再次 upsert 不新增
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repo.upsert_many([s1, s2])
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session.commit()
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assert _count(session, StockModel) == 2
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# 更新既有记录
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renamed = s1.model_copy(update={"name": "贵州茅台（更新）"})
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repo.upsert_many([renamed])
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session.commit()
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got = repo.get_by_symbol("600519.SH")
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assert got is not None
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assert got.name == "贵州茅台（更新）"
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class TestDailyBarRepository:
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def _bar(self, day: str) -> DailyBar:
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return DailyBar(
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symbol="600519.SH",
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trade_date=date.fromisoformat(day),
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open=Decimal("100"),
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high=Decimal("101"),
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low=Decimal("99"),
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close=Decimal("100.5"),
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volume=Decimal("10000"),
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amount=Decimal("1000000"),
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)
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def test_upsert_and_get_range(self, session: Session) -> None:
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repo = SqlAlchemyDailyBarRepository(session)
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bars = [self._bar("2024-01-02"), self._bar("2024-01-03"), self._bar("2024-01-04")]
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repo.upsert_many(bars)
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session.commit()
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assert _count(session, StockDailyModel) == 3
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repo.upsert_many([self._bar("2024-01-03")]) # 幂等
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session.commit()
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assert _count(session, StockDailyModel) == 3
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got = repo.get_range("600519.SH", date(2024, 1, 3), date(2024, 1, 4))
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assert [b.trade_date.isoformat() for b in got] == ["2024-01-03", "2024-01-04"]
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assert repo.latest_date("600519.SH") == date(2024, 1, 4)
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assert repo.latest_date("000001.SZ") is None
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class TestFinancialRepository:
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def _fin(self, announce: str, report: str = "2024-06-30") -> FinancialIndicator:
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return FinancialIndicator(
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symbol="600519.SH",
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report_date=date.fromisoformat(report),
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announce_date=date.fromisoformat(announce),
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eps=Decimal("1.2"),
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)
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def test_list_announced_blocks_future(self, session: Session) -> None:
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repo = SqlAlchemyFinancialRepository(session)
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repo.upsert_many(
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[
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self._fin("2024-08-15"),
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self._fin("2024-08-31"),
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self._fin("2024-09-20"),
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self._fin("2024-10-30", report="2024-09-30"),
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] # Q3 财报
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)
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session.commit()
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# as_of=2024-08-31：只能看到 08-15 与 08-31 两条公告
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visible = repo.list_announced("600519.SH", as_of_date=date(2024, 8, 31))
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assert len(visible) == 2
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assert all(f.announce_date <= date(2024, 8, 31) for f in visible)
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assert [f.announce_date.day for f in visible] == [15, 31]
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# 报告期约束：只看 Q3 及以后（report_date >= 2024-09-01）
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narrowed = repo.list_announced(
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"600519.SH", as_of_date=date(2024, 12, 31), report_start=date(2024, 9, 1)
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)
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assert len(narrowed) == 1
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assert narrowed[0].announce_date == date(2024, 10, 30)
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def test_upsert_batch_duplicate_key_takes_latest(self, session: Session) -> None:
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"""同一批内出现重复幂等键（数据源偶发）不得冲突，后值覆盖。"""
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repo = SqlAlchemyFinancialRepository(session)
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first = self._fin("2024-08-15")
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later = self._fin("2024-08-15").model_copy(update={"eps": Decimal("9.99")})
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repo.upsert_many([first, later])
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session.commit()
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assert _count(session, FinancialIndicatorModel) == 1
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got = repo.list_announced("600519.SH", as_of_date=date(2024, 12, 31))
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assert len(got) == 1
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assert got[0].eps == Decimal("9.99")
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class TestSyncLogRepository:
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def test_add_and_recent(self, session: Session) -> None:
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repo = SqlAlchemySyncLogRepository(session)
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repo.add(SyncLog(source="tushare", api="daily", success=True, row_count=3))
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repo.add(SyncLog(source="sina", api="daily", success=False, failure_reason="timeout"))
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session.commit()
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assert _count(session, SyncLogModel) == 2
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recent = repo.recent(source="tushare", limit=10)
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assert len(recent) == 1
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assert recent[0].source == "tushare"
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assert recent[0].row_count == 3
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class TestOtherRepos:
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def test_calendar_and_factor(self, session: Session) -> None:
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cal = SqlAlchemyTradingCalendarRepository(session)
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cal.upsert_many(
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[
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TradingCalendar(calendar_date=date(2024, 1, 2)),
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TradingCalendar(calendar_date=date(2024, 1, 3), is_open=False),
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]
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)
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session.commit()
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assert cal.is_open(date(2024, 1, 2))
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assert not cal.is_open(date(2024, 1, 3))
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assert len(cal.list_range(date(2024, 1, 1), date(2024, 1, 5))) == 2
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assert _count(session, TradingCalendarModel) == 2
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adj = SqlAlchemyAdjustFactorRepository(session)
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adj.upsert_many(
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[
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AdjustFactor(
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symbol="600519.SH", trade_date=date(2024, 1, 2), factor=Decimal("12.3456")
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)
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]
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)
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session.commit()
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factors = adj.get_range("600519.SH", date(2024, 1, 1), date(2024, 1, 31))
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assert len(factors) == 1
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assert float(factors[0].factor) == pytest.approx(12.3456)
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assert _count(session, AdjustFactorModel) == 1
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