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。
199 lines
8.5 KiB
Python
199 lines
8.5 KiB
Python
"""M7.1 因子目录测试：factor_definition 落库（幂等 upsert）+ /api/factors 读库 + seed。
|
||
|
||
repo 测试走 tmp SQLite；API 测试 override get_session 到 tmp sqlite 种子库。
|
||
"""
|
||
|
||
from __future__ import annotations
|
||
|
||
import pytest
|
||
from app.api import deps
|
||
from app.domain.entities.factor import FactorDefinition
|
||
from app.infrastructure.persistence.sqlalchemy.base import Base
|
||
from app.infrastructure.persistence.sqlalchemy.repositories.factor_impl import (
|
||
SqlAlchemyFactorRepository,
|
||
)
|
||
from app.main import app
|
||
from app.quant.factors import list_factors
|
||
from fastapi.testclient import TestClient
|
||
from sqlalchemy import create_engine
|
||
from sqlalchemy.orm import sessionmaker
|
||
|
||
|
||
@pytest.fixture()
|
||
def session(tmp_path):
|
||
engine = create_engine(f"sqlite:///{tmp_path / 'factor.db'}", future=True)
|
||
Base.metadata.create_all(engine)
|
||
Session = sessionmaker(bind=engine, expire_on_commit=False)
|
||
with Session() as s:
|
||
yield s
|
||
|
||
|
||
class TestFactorRepository:
|
||
def test_upsert_idempotent_and_roundtrip(self, session) -> None:
|
||
repo = SqlAlchemyFactorRepository(session)
|
||
d = FactorDefinition(
|
||
name="test_momentum", description="测试", formula="x", brief="b",
|
||
lookback=10, requires=["close", "high"],
|
||
)
|
||
assert repo.upsert_many([d]) == 1
|
||
session.commit()
|
||
assert len(repo.list()) == 1
|
||
got = repo.get("test_momentum")
|
||
assert got is not None and got.requires == ["close", "high"]
|
||
# 幂等更新
|
||
repo.upsert_many([d.model_copy(update={"description": "更新"})])
|
||
session.commit()
|
||
assert repo.get("test_momentum").description == "更新"
|
||
assert len(repo.list()) == 1
|
||
|
||
def test_seed_from_registry(self, session) -> None:
|
||
repo = SqlAlchemyFactorRepository(session)
|
||
defs = [FactorDefinition.from_registry_def(d) for d in list_factors()]
|
||
assert repo.upsert_many(defs) == len(defs)
|
||
session.commit()
|
||
names = {f.name for f in repo.list()}
|
||
assert len(names) == len(defs)
|
||
# 与注册表一致
|
||
assert names == {d.name for d in list_factors()}
|
||
assert repo.get("momentum_60").direction == "higher_is_better"
|
||
|
||
|
||
@pytest.fixture()
|
||
def client(tmp_path):
|
||
engine = create_engine(f"sqlite:///{tmp_path / 'api.db'}", future=True)
|
||
Base.metadata.create_all(engine)
|
||
Session = sessionmaker(bind=engine, expire_on_commit=False)
|
||
|
||
def _session_override():
|
||
with Session() as s:
|
||
yield s
|
||
|
||
app.dependency_overrides[deps.get_session] = _session_override
|
||
with TestClient(app) as c:
|
||
yield c
|
||
app.dependency_overrides.clear()
|
||
|
||
|
||
class TestFactorsApi:
|
||
def test_list_seeds_and_reads_db(self, client) -> None:
|
||
resp = client.get("/api/factors")
|
||
assert resp.status_code == 200
|
||
rows = resp.json()
|
||
assert isinstance(rows, list) and len(rows) >= 9
|
||
first = next(r for r in rows if r["name"] == "momentum_60")
|
||
# DB 契约源字段齐全（与前端 FactorMeta 匹配 + version）
|
||
assert set(first.keys()) >= {
|
||
"name", "description", "brief", "formula", "frequency",
|
||
"lookback", "direction", "requires", "version",
|
||
}
|
||
assert "close" in first["requires"]
|
||
|
||
def test_list_matches_registry_after_seed(self, client) -> None:
|
||
"""seed 后目录 == 代码注册表集合（无额外未知项）。"""
|
||
client.get("/api/factors") # 首次访问触发 seed
|
||
client.get("/api/factors") # 幂等：二次访问不报错、不重复
|
||
resp = client.get("/api/factors")
|
||
names = {r["name"] for r in resp.json()}
|
||
assert names == {d.name for d in list_factors()}
|
||
|
||
|
||
class TestRegistrySyncRegression:
|
||
"""回归：表非空时也必须补齐「注册表有、库里没有」的因子。
|
||
|
||
历史 bug：seed 只在表为空时触发，导致 `dividend_yield` 等后加的因子永远不进目录
|
||
（实测真实库表里 9 条、注册表 11 条），前端因子下拉与归档说明都取不到它们。
|
||
"""
|
||
|
||
def test_missing_registry_factor_is_seeded_when_table_not_empty(self, client, tmp_path) -> None:
|
||
from sqlalchemy import text
|
||
|
||
# 1) 先正常读一次 → 目录完整（含股息率因子）
|
||
full = {r["name"] for r in client.get("/api/factors").json()}
|
||
assert "dividend_yield" in full, "注册表里的股息率因子必须出现在目录中"
|
||
|
||
# 2) 人为删除一行，复现「表非空但缺因子」的历史状态
|
||
engine = create_engine(f"sqlite:///{tmp_path / 'api.db'}", future=True)
|
||
with engine.begin() as conn:
|
||
conn.execute(text("DELETE FROM factor_definition WHERE name = 'dividend_yield'"))
|
||
rows = client.get("/api/factors").json()
|
||
# 3) 再读 → 缺失因子被当场补齐
|
||
names = {r["name"] for r in rows}
|
||
assert "dividend_yield" in names, "表非空时也必须补齐缺失的注册表因子"
|
||
assert names == {d.name for d in list_factors()}
|
||
# 4) 用户登记的自定义因子元数据不被覆盖/删除（只补不删）
|
||
Session = sessionmaker(bind=engine, expire_on_commit=False)
|
||
with Session() as s2:
|
||
SqlAlchemyFactorRepository(s2).upsert_many(
|
||
[
|
||
FactorDefinition(
|
||
name="my_custom_factor",
|
||
description="自定义因子",
|
||
formula="x",
|
||
brief="b",
|
||
frequency="daily",
|
||
lookback=5,
|
||
direction="higher_is_better",
|
||
requires=[],
|
||
version="1",
|
||
)
|
||
]
|
||
)
|
||
s2.commit()
|
||
names2 = {r["name"] for r in client.get("/api/factors").json()}
|
||
assert "my_custom_factor" in names2, "只补不删：自定义因子必须保留"
|
||
assert "dividend_yield" in names2
|
||
|
||
|
||
class TestCatalogIsRegistryProjection:
|
||
"""目录是注册表的投影（2026-10 明确语义）：口径字段按代码纠正，自定义行不碰。
|
||
|
||
原先是「只在缺名字时才 upsert 全量」，于是手改内置因子文案能存活到「代码里出现
|
||
新因子」那一刻再被无声覆盖 —— 行为不确定。现在改成按字段差集确定性收敛。
|
||
"""
|
||
|
||
def test_hand_edited_registry_row_converges_back_to_code(self, client, tmp_path) -> None:
|
||
from app.quant.factors import get_factor
|
||
from sqlalchemy import create_engine, text
|
||
|
||
engine = create_engine(f"sqlite:///{tmp_path / 'api.db'}", future=True)
|
||
with engine.begin() as conn:
|
||
conn.execute(
|
||
text(
|
||
"UPDATE factor_definition SET description = '手改的假口径', "
|
||
"lookback = 999, direction = 'lower_is_better' "
|
||
"WHERE name = 'dividend_yield'"
|
||
)
|
||
)
|
||
rows = {r["name"]: r for r in client.get("/api/factors").json()}
|
||
defn, _ = get_factor("dividend_yield")
|
||
got = rows["dividend_yield"]
|
||
assert got["description"] == defn.description, "口径文案必须按代码改回（否则说明书会撒谎）"
|
||
assert got["lookback"] == defn.lookback
|
||
assert got["direction"] == defn.direction, "方向被手改会让读者以为越大越差"
|
||
|
||
def test_steady_state_writes_nothing(self, session) -> None:
|
||
from app.application.services.factor_catalog import sync_registry_factors
|
||
|
||
repo = SqlAlchemyFactorRepository(session)
|
||
assert sync_registry_factors(repo, session) == len(list_factors()), "首次：全部补齐"
|
||
assert sync_registry_factors(repo, session) == 0, "稳态：目录 == 注册表 → 零写入"
|
||
|
||
def test_custom_row_untouched_and_never_deleted(self, session) -> None:
|
||
from app.application.services.factor_catalog import sync_registry_factors
|
||
|
||
repo = SqlAlchemyFactorRepository(session)
|
||
sync_registry_factors(repo, session)
|
||
repo.upsert_many(
|
||
[
|
||
FactorDefinition(
|
||
name="my_note_factor", description="人工登记的备注", formula="x",
|
||
brief="b", lookback=5, requires=[],
|
||
)
|
||
]
|
||
)
|
||
session.commit()
|
||
assert sync_registry_factors(repo, session) == 0, "自定义行不算 stale，不触发写入"
|
||
got = repo.get("my_note_factor")
|
||
assert got is not None and got.description == "人工登记的备注"
|
||
assert got.name not in {d.name for d in list_factors()}, "前提：它确实不在注册表里"
|