Simon
ef09d5b419
- DailyBarRepository.get_range_many / stream_range_many_columns 增加 adjust 参数 （默认 'none'）→ SQL 层过滤口径，消除 stock_daily 混 source/adjust 污染因子的风险 - ResearchSpec / SelectionQuery 增加 price_adjustment（none|qfq），随 config_snapshot 落库可溯源；ResearchService._load_daily 与 SelectionService 装配按口径取数 - tests/test_price_adjustment.py：repo 读取按 adjust 过滤（none/qfq 各自命中）、 spec 默认与字段记录；全量 pytest 通过
285 lines
10 KiB
Python
285 lines
10 KiB
Python
"""Phase 4 测试：Job 状态机 / 执行与 Experiment 自动归档 / API 提交与查询。"""
|
||
|
||
from __future__ import annotations
|
||
|
||
import sys
|
||
from datetime import date, datetime
|
||
|
||
import pytest
|
||
from app.application.services import job_executor as je
|
||
from app.application.services.job_executor import execute_job
|
||
from app.domain.entities.research import (
|
||
JobRecord,
|
||
JobStatus,
|
||
ResearchSpec,
|
||
)
|
||
from app.infrastructure.persistence.sqlalchemy import session as sess_mod
|
||
from app.infrastructure.persistence.sqlalchemy.base import Base
|
||
from app.infrastructure.persistence.sqlalchemy.models.market import (
|
||
StockDailyModel,
|
||
StockModel,
|
||
)
|
||
from app.infrastructure.persistence.sqlalchemy.repositories.jobs_impl import (
|
||
SqlAlchemyExperimentRepository,
|
||
SqlAlchemyJobRepository,
|
||
)
|
||
from app.main import app
|
||
from app.quant.engine import LocalEngine
|
||
from fastapi.testclient import TestClient
|
||
from sqlalchemy import create_engine
|
||
from sqlalchemy.orm import Session
|
||
|
||
from conftest_quant import bars_dataframe_to_daily_bars, synthetic_daily
|
||
|
||
_SYMS = ["60000" + str(i) + ".SH" for i in range(5)]
|
||
|
||
|
||
def _spec(**kw) -> ResearchSpec:
|
||
base = dict(
|
||
type="backtest",
|
||
universe={"exclude_st": False, "min_listing_days": 0},
|
||
factors=[{"name": "momentum_20", "weight": 1.0}],
|
||
selection={"top_n": 1},
|
||
rebalance="monthly",
|
||
period=["2024-03-01", "2024-10-31"],
|
||
)
|
||
base.update(kw)
|
||
return ResearchSpec.model_validate(base)
|
||
|
||
|
||
class _FakeStockRepo:
|
||
def __init__(self, stocks):
|
||
self._stocks = stocks
|
||
|
||
def list(self):
|
||
return self._stocks
|
||
|
||
|
||
class _FakeDailyRepo:
|
||
def __init__(self, bars):
|
||
self._bars = bars
|
||
|
||
def get_range_many(self, symbols, start, end, adjust="none"):
|
||
return [b for b in self._bars if b.symbol in symbols and start <= b.trade_date <= end]
|
||
|
||
def get_range(self, symbol, start, end):
|
||
return [b for b in self._bars if b.symbol == symbol and start <= b.trade_date <= end]
|
||
|
||
|
||
def _fakes():
|
||
from app.domain.entities.market import Stock
|
||
|
||
stocks = [
|
||
Stock(symbol=s, name=f"测试{i}", list_date=date(1999, 1, 1)) for i, s in enumerate(_SYMS)
|
||
]
|
||
drifts = {s: 0.003 - 0.0015 * i for i, s in enumerate(_SYMS)}
|
||
bars = bars_dataframe_to_daily_bars(synthetic_daily(drifts, n=300))
|
||
return stocks, bars
|
||
|
||
|
||
@pytest.fixture()
|
||
def sf(tmp_path):
|
||
engine = create_engine(f"sqlite:///{tmp_path / 'jobs.db'}", future=True)
|
||
Base.metadata.create_all(engine)
|
||
return lambda: Session(engine)
|
||
|
||
|
||
class TestJobExecutor:
|
||
def test_success_archives_experiment(self, sf) -> None:
|
||
stocks, bars = _fakes()
|
||
job = JobRecord(
|
||
id="JOB-TEST-1",
|
||
kind="backtest",
|
||
spec_json=_spec().model_dump_json(),
|
||
status=JobStatus.QUEUED,
|
||
created_at=datetime.now(),
|
||
)
|
||
with sf() as session:
|
||
SqlAlchemyJobRepository(session).create(job)
|
||
session.commit()
|
||
|
||
execute_job(
|
||
"JOB-TEST-1",
|
||
session_factory=sf,
|
||
job_repo_factory=lambda s: SqlAlchemyJobRepository(s),
|
||
experiment_repo_factory=lambda s: SqlAlchemyExperimentRepository(s),
|
||
stock_repo_factory=lambda s: _FakeStockRepo(stocks),
|
||
daily_repo_factory=lambda s: _FakeDailyRepo(bars),
|
||
engine=LocalEngine(),
|
||
)
|
||
|
||
with sf() as session:
|
||
done = SqlAlchemyJobRepository(session).get("JOB-TEST-1")
|
||
assert done is not None
|
||
assert done.status == JobStatus.SUCCESS
|
||
assert done.result_json is not None
|
||
assert done.experiment_id is not None
|
||
exp = SqlAlchemyExperimentRepository(session).get(done.experiment_id)
|
||
assert exp is not None
|
||
assert exp.kind == "backtest"
|
||
assert exp.summary_text is not None
|
||
assert "总收益" in (exp.summary_text or "")
|
||
|
||
def test_failure_marks_failed(self, sf) -> None:
|
||
stocks, _bars = _fakes()
|
||
job = JobRecord(
|
||
id="JOB-TEST-2",
|
||
kind="backtest",
|
||
spec_json=_spec(factors=[{"name": "no_such", "weight": 1.0}]).model_dump_json(),
|
||
status=JobStatus.QUEUED,
|
||
created_at=datetime.now(),
|
||
)
|
||
with sf() as session:
|
||
SqlAlchemyJobRepository(session).create(job)
|
||
session.commit()
|
||
|
||
execute_job(
|
||
"JOB-TEST-2",
|
||
session_factory=sf,
|
||
job_repo_factory=lambda s: SqlAlchemyJobRepository(s),
|
||
experiment_repo_factory=lambda s: SqlAlchemyExperimentRepository(s),
|
||
stock_repo_factory=lambda s: _FakeStockRepo(stocks),
|
||
daily_repo_factory=lambda s: _FakeDailyRepo([]),
|
||
engine=LocalEngine(),
|
||
)
|
||
with sf() as session:
|
||
done = SqlAlchemyJobRepository(session).get("JOB-TEST-2")
|
||
assert done is not None
|
||
assert done.status == JobStatus.FAILED
|
||
assert done.error
|
||
|
||
|
||
class TestJobResilience:
|
||
"""内存隔离专项：启动残留清理 + 子进程异常退出兜底。"""
|
||
|
||
def test_mark_stale_jobs_failed(self, sf) -> None:
|
||
repo_f = lambda s: SqlAlchemyJobRepository(s) # noqa: E731
|
||
rows = [
|
||
("JOB-STALE-1", JobStatus.RUNNING),
|
||
("JOB-STALE-2", JobStatus.QUEUED),
|
||
("JOB-OK-3", JobStatus.SUCCESS),
|
||
]
|
||
for jid, status in rows:
|
||
job = JobRecord(
|
||
id=jid,
|
||
kind="backtest",
|
||
spec_json=_spec().model_dump_json(),
|
||
status=status,
|
||
created_at=datetime.now(),
|
||
)
|
||
with sf() as session:
|
||
repo_f(session).create(job)
|
||
session.commit()
|
||
|
||
n = je.mark_stale_jobs_failed(session_factory=sf, job_repo_factory=repo_f)
|
||
assert n == 2
|
||
with sf() as session:
|
||
stale = repo_f(session).get("JOB-STALE-1")
|
||
queued = repo_f(session).get("JOB-STALE-2")
|
||
ok = repo_f(session).get("JOB-OK-3")
|
||
assert stale is not None and stale.status == JobStatus.FAILED
|
||
assert stale.finished_at is not None and "重启" in (stale.error or "")
|
||
assert queued is not None and queued.status == JobStatus.FAILED
|
||
assert ok is not None and ok.status == JobStatus.SUCCESS
|
||
|
||
def test_subprocess_abnormal_exit_marks_failed(self, sf, monkeypatch) -> None:
|
||
repo_f = lambda s: SqlAlchemyJobRepository(s) # noqa: E731
|
||
job = JobRecord(
|
||
id="JOB-SUB-1",
|
||
kind="backtest",
|
||
spec_json=_spec().model_dump_json(),
|
||
status=JobStatus.QUEUED,
|
||
created_at=datetime.now(),
|
||
)
|
||
with sf() as session:
|
||
repo_f(session).create(job)
|
||
session.commit()
|
||
monkeypatch.setattr(je, "_job_mode", lambda: "subprocess")
|
||
monkeypatch.setattr(
|
||
je, "_job_worker_cmd", lambda job_id: [sys.executable, "-c", "import sys; sys.exit(7)"]
|
||
)
|
||
je.run_job_background("JOB-SUB-1", session_factory=sf, job_repo_factory=repo_f)
|
||
|
||
with sf() as session:
|
||
done = repo_f(session).get("JOB-SUB-1")
|
||
assert done is not None
|
||
assert done.status == JobStatus.FAILED
|
||
assert done.error is not None and "code=7" in done.error
|
||
|
||
|
||
@pytest.fixture()
|
||
def seeded_api_db(tmp_path, monkeypatch) -> None:
|
||
"""把全局 SessionLocal 指向 tmp 种子库（5 只股票 × 300 交易日），
|
||
Job 后台执行跑小数据，避免依赖真实全市场库（779 万行）导致过慢。"""
|
||
from sqlalchemy.orm import sessionmaker
|
||
|
||
engine = create_engine(f"sqlite:///{tmp_path / 'api.db'}", future=True)
|
||
Base.metadata.create_all(engine)
|
||
sf = sessionmaker(bind=engine, expire_on_commit=False)
|
||
drifts = {s: 0.003 - 0.0015 * i for i, s in enumerate(_SYMS)}
|
||
daily = synthetic_daily(drifts, n=320)
|
||
with sf() as session:
|
||
for i, sym in enumerate(_SYMS):
|
||
session.add(StockModel(symbol=sym, name=f"测试股份{i}", list_date=date(1999, 1, 1)))
|
||
rows = [
|
||
{
|
||
"symbol": r.symbol,
|
||
"trade_date": r.trade_date,
|
||
"source": "tushare",
|
||
"adjust": "none",
|
||
"open": float(r.open),
|
||
"high": float(r.high),
|
||
"low": float(r.low),
|
||
"close": float(r.close),
|
||
"volume": float(r.volume),
|
||
"amount": float(r.amount),
|
||
}
|
||
for r in daily.itertuples()
|
||
]
|
||
session.execute(StockDailyModel.__table__.insert(), rows)
|
||
session.commit()
|
||
monkeypatch.setattr(sess_mod, "SessionLocal", sf)
|
||
|
||
|
||
class TestJobsApi:
|
||
def test_submit_then_query(self, seeded_api_db) -> None:
|
||
with TestClient(app) as client:
|
||
resp = client.post("/api/jobs", json=_spec().model_dump(mode="json"))
|
||
assert resp.status_code == 200
|
||
body = resp.json()
|
||
assert body["status"] == "queued"
|
||
job_id = body["job_id"]
|
||
|
||
# 后台任务随请求执行完成（TestClient 同步运行 BackgroundTasks）
|
||
for _ in range(20):
|
||
state = client.get(f"/api/jobs/{job_id}").json()
|
||
if state["status"] in (JobStatus.SUCCESS, JobStatus.FAILED):
|
||
break
|
||
assert state["status"] == JobStatus.SUCCESS
|
||
assert state["result"] is not None
|
||
assert state["spec"]["factors"][0]["name"] == "momentum_20"
|
||
assert state["experiment_id"]
|
||
|
||
def test_unknown_job_404(self, seeded_api_db) -> None:
|
||
with TestClient(app) as client:
|
||
assert client.get("/api/jobs/JOB-NOPE").status_code == 404
|
||
|
||
def test_experiments_list_and_detail(self, seeded_api_db) -> None:
|
||
with TestClient(app) as client:
|
||
# 先跑一个 job 生成归档，再验证列表与详情
|
||
resp = client.post("/api/jobs", json=_spec().model_dump(mode="json"))
|
||
assert resp.status_code == 200
|
||
job_id = resp.json()["job_id"]
|
||
for _ in range(30):
|
||
st = client.get(f"/api/jobs/{job_id}").json()["status"]
|
||
if st in (JobStatus.SUCCESS, JobStatus.FAILED):
|
||
break
|
||
assert st == JobStatus.SUCCESS
|
||
|
||
exps = client.get("/api/experiments").json()
|
||
assert exps, "job 成功后应有 Experiment 归档"
|
||
first = exps[0]
|
||
detail = client.get(f"/api/experiments/{first['id']}")
|
||
assert detail.status_code == 200
|
||
assert "result" in detail.json()
|