qlib/backend/tests/test_strategies.py

"""选股策略（SelectionStrategy）测试：repo CRUD + /api/strategies + 说明生成。

2026-09 重构后：策略库只存「选股条件组合」（股票池 + 因子 + 条件），
不再持有 selection/rebalance/costs/portfolio/区间 —— 那些移到回测组合与公共配置。
旧的 `to_research_spec` / `/expand` 已移除。
"""

from __future__ import annotations

import pytest
from app.api import deps
from app.domain.entities.strategy import SelectionStrategy
from app.infrastructure.persistence.sqlalchemy.base import Base
from app.infrastructure.persistence.sqlalchemy.repositories.strategy_impl import (
    SqlAlchemyStrategyRepository,
)
from app.main import app
from fastapi.testclient import TestClient
from sqlalchemy import create_engine
from sqlalchemy.orm import sessionmaker


def _st() -> SelectionStrategy:
    return SelectionStrategy(
        name="质量成长动量",
        description="ROE+动量（演示）",
        factors=[{"name": "momentum_60", "weight": 1.0}],
        conditions=[{"field": "dv_ratio", "op": "lte", "value": 30}],
    )


@pytest.fixture()
def session(tmp_path):
    engine = create_engine(f"sqlite:///{tmp_path / 'st.db'}", future=True)
    Base.metadata.create_all(engine)
    Session = sessionmaker(bind=engine, expire_on_commit=False)
    with Session() as s:
        yield s


class TestStrategyRepository:
    def test_save_get_list_delete(self, session) -> None:
        repo = SqlAlchemyStrategyRepository(session)
        repo.save(_st().model_copy(update={"id": "STG-T1"}))
        session.commit()
        got = repo.get("STG-T1")
        assert got is not None and got.name == "质量成长动量"
        # 选股策略只保留选股相关字段
        assert got.factors[0].name == "momentum_60"
        assert len(got.conditions) == 1 and got.conditions[0].field == "dv_ratio"
        assert len(repo.list()) == 1
        assert repo.get_by_name("质量成长动量") is not None
        assert repo.delete("STG-T1") is True
        session.commit()
        assert repo.get("STG-T1") is None

    def test_duplicate_name(self, session) -> None:
        repo = SqlAlchemyStrategyRepository(session)
        repo.save(_st().model_copy(update={"id": "STG-A"}))
        session.commit()
        with pytest.raises(ValueError):
            repo.save(_st().model_copy(update={"id": "STG-B"}))

    def test_no_backtest_params_in_entity(self) -> None:
        """选股策略实体不应再有回测执行参数字段（重构的核心约束）。"""
        st = _st()
        dumped = st.model_dump()
        for forbidden in (
            "selection", "rebalance", "costs", "portfolio",
            "initial_capital", "period", "price_adjustment",
            "selection_interval_months", "rebalance_interval_months",
        ):
            assert forbidden not in dumped, f"选股策略不应含回测参数字段 {forbidden}"


@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 TestStrategiesApi:
    def test_crud_and_describe(self, client) -> None:
        body = {
            "name": "演示策略",
            "description": "动量",
            "factors": [{"name": "momentum_60", "weight": 1}],
            "conditions": [{"field": "dv_ratio", "op": "lte", "value": 30}],
        }
        created = client.post("/api/strategies", json=body)
        assert created.status_code == 200
        sid = created.json()["id"]
        assert sid.startswith("STG-")
        # 回读不含回测参数字段
        detail = client.get(f"/api/strategies/{sid}").json()
        assert detail["name"] == "演示策略"
        assert "selection" not in detail and "costs" not in detail

        assert len(client.get("/api/strategies").json()) == 1

        # 说明生成：选股策略走专用路径，不假装知道回测参数
        doc = client.get(f"/api/strategies/{sid}/describe").json()
        assert "选股策略" in doc["summary"]
        assert any("回测组合" in w for w in doc["warnings"])

        assert client.delete(f"/api/strategies/{sid}").status_code == 200
        assert client.get(f"/api/strategies/{sid}").status_code == 404

    def test_duplicate_name_400(self, client) -> None:
        body = {"name": "A", "factors": [{"name": "momentum_60", "weight": 1}]}
        assert client.post("/api/strategies", json=body).status_code == 200
        assert client.post("/api/strategies", json=body).status_code == 400

    def test_expand_endpoint_removed(self, client) -> None:
        """/expand 已随重构移除（回测改由「回测组合」驱动，不再从单策略展开 ResearchSpec）。"""
        body = {"name": "B", "factors": [{"name": "momentum_60", "weight": 1}]}
        sid = client.post("/api/strategies", json=body).json()["id"]
        resp = client.post(
            f"/api/strategies/{sid}/expand",
            json={"period": ["2024-01-01", "2024-06-01"]},
        )
        assert resp.status_code in (404, 405)