mirror of
https://github.com/ZhuLinsen/daily_stock_analysis.git
synced 2026-10-06 14:33:11 +08:00
ObVious55
f4d9956c52
* fix: unify local daily window stock code resolution * fix: enforce authoritative daily window resolution * add test * fix: converge daily window resolution contract * fix: preserve daily stock identity compatibility * fix: rebuild legacy foreign market snapshots * fix(backtest): preserve legacy JP/KR bare-code compatibility * fix(backtest): disambiguate legacy offshore stock codes * fix(backtest): prevent cross-market alias collisions
130 lines
3.5 KiB
Python
130 lines
3.5 KiB
Python
# -*- coding: utf-8 -*-
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"""Direct contract tests for coherent local daily-window resolution."""
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from __future__ import annotations
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from datetime import date
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from types import SimpleNamespace
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import pytest
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from src.services.stock_daily_window_resolver import resolve_stock_daily_window
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def _bar(day: date, close: float = 100.0):
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return SimpleNamespace(date=day, close=close)
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class _FakeStockRepository:
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def __init__(self, starts, forwards):
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self.starts = starts
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self.forwards = forwards
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self.selected_start_dates = {}
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def get_daily_on_date(self, *, code, target_date):
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configured = self.starts.get(code)
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if configured is None:
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return None
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options = configured if isinstance(configured, list) else [configured]
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matching = [start for start in options if start.date == target_date]
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if not matching:
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return None
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start = matching[0]
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self.selected_start_dates[code] = start.date
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return start
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def get_forward_bars(self, *, code, analysis_date, eval_window_days):
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assert self.selected_start_dates[code] == analysis_date
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return list(self.forwards.get(code, ()))[:eval_window_days]
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def _resolve(
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starts,
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forwards,
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candidates=("first", "second"),
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days=1,
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expected_start_date=date(2024, 1, 5),
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):
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return resolve_stock_daily_window(
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stock_repo=_FakeStockRepository(starts, forwards),
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code_candidates=candidates,
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expected_start_date=expected_start_date,
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eval_window_days=days,
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)
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def test_candidates_without_exact_start_return_none() -> None:
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window = _resolve(
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starts={
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"first": _bar(date(2020, 1, 2), 50.0),
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"second": _bar(date(2021, 1, 4), 60.0),
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},
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forwards={
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"first": [_bar(date(2024, 1, 8), 55.0)],
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"second": [_bar(date(2024, 1, 8), 65.0)],
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},
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)
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assert window is None
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def test_same_date_complete_window_outranks_partial_window() -> None:
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window = _resolve(
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starts={
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"first": _bar(date(2024, 1, 5)),
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"second": _bar(date(2024, 1, 5)),
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},
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forwards={
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"first": [],
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"second": [_bar(date(2024, 1, 8))],
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},
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)
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assert window.code == "second"
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def test_same_date_tie_preserves_candidate_order() -> None:
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window = _resolve(
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starts={
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"first": _bar(date(2024, 1, 5)),
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"second": _bar(date(2024, 1, 5)),
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},
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forwards={
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"first": [_bar(date(2024, 1, 8))],
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"second": [_bar(date(2024, 1, 8))],
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},
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)
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assert window.code == "first"
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def test_partial_fallback_uses_more_bars_for_same_start_date() -> None:
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window = _resolve(
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starts={
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"first": _bar(date(2024, 1, 5)),
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"second": _bar(date(2024, 1, 5)),
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},
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forwards={
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"first": [_bar(date(2024, 1, 8))],
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"second": [
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_bar(date(2024, 1, 8)),
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_bar(date(2024, 1, 9)),
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],
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},
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days=3,
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)
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assert window.code == "second"
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assert len(window.forward_bars) == 2
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@pytest.mark.parametrize("days", [0, -1, 1.5, True, "1", "invalid"])
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def test_invalid_window_length_fails_closed(days) -> None:
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with pytest.raises(ValueError, match="positive integer"):
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_resolve(
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starts={"first": _bar(date(2024, 1, 5))},
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forwards={"first": []},
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candidates=("first",),
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days=days,
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)
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