Simon
442999f701
- financial 默认增量：按 A 股披露节奏判断已最新并跳过；--full 强制全量重拉 - Tushare fina_indicator 增加报告期窗口与 100 条/请求自动分页（修复老报告期静默截断） - 新浪兜底收紧为校验兜底：两源重叠历史一致才导入缺失键，行标记 source=sina； 财务可比字段取 eps/销售毛利率（ROE 两端口径不同不作依据），日线只比较最近重叠交易日 - CLI 输出逐只进度与导入内容描述（来源/行数/报告期与公告区间），失败股票留待重跑 - financial_indicator 增 source 列（迁移 d3f6c9a21b04）；新增一致性/分页/服务测试
271 lines
9.9 KiB
Python
271 lines
9.9 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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def test_stream_range_many_columns_subset_order_and_null(self, session: Session) -> None:
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"""流式列裁剪：只返回所需数值列、SQL 侧转 float、按 symbol/trade_date 升序。"""
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repo = SqlAlchemyDailyBarRepository(session)
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bars = [
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self._bar("2024-01-02"),
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self._bar("2024-01-03"),
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self._bar("2024-01-04"),
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]
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other = [
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DailyBar(
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symbol="000001.SZ",
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trade_date=d.trade_date,
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close=Decimal("9"),
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volume=Decimal("1"),
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)
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for d in bars
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]
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repo.upsert_many([*bars, *other])
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session.commit()
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rows = list(
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repo.stream_range_many_columns(
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["600519.SH"], date(2024, 1, 2), date(2024, 1, 4), ["close", "volume"]
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)
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)
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assert rows == [
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("600519.SH", "2024-01-02", 100.5, 10000.0),
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("600519.SH", "2024-01-03", 100.5, 10000.0),
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("600519.SH", "2024-01-04", 100.5, 10000.0),
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]
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# NULL 数值 → None；白名单外列报错
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null_bar = self._bar("2024-01-02").model_copy(update={"volume": None})
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repo.upsert_many([null_bar])
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session.commit()
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rows2 = list(
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repo.stream_range_many_columns(
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["600519.SH"], date(2024, 1, 2), date(2024, 1, 2), ["volume"]
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)
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)
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assert rows2 == [("600519.SH", "2024-01-02", None)]
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with pytest.raises(ValueError):
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list(
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repo.stream_range_many_columns(
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["600519.SH"], date(2024, 1, 2), date(2024, 1, 4), ["close", "nope"]
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)
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)
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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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def test_source_marker_and_incremental_queries(self, session: Session) -> None:
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"""source 来源标记（默认 tushare）+ 增量判断查询（has_report_period/list_symbol）。"""
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repo = SqlAlchemyFinancialRepository(session)
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repo.upsert_many(
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[
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FinancialIndicator(
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symbol="600519.SH",
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report_date=date(2024, 6, 30),
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announce_date=date(2024, 8, 31),
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eps=Decimal("33.19"),
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), # source 默认 tushare
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FinancialIndicator(
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symbol="600519.SH",
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report_date=date(2024, 9, 30),
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announce_date=date(2024, 10, 30),
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source="sina",
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eps=Decimal("48.42"),
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),
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]
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)
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session.commit()
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rows = repo.list_symbol("600519.SH")
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assert {r.source for r in rows} == {"tushare", "sina"}
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assert rows[0].source == "tushare" # 按 announce_date 升序
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assert repo.has_report_period("600519.SH", date(2024, 9, 30))
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assert not repo.has_report_period("600519.SH", date(2024, 12, 31))
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assert repo.list_symbol("000001.SZ") == []
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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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