Improve offline coverage for data boundaries

This commit is contained in:
Yuxuan Yan
2026-06-16 17:42:20 +08:00
parent 31baa18ce5
commit b5c8c0b8da
5 changed files with 587 additions and 0 deletions
+156
View File
@@ -4,6 +4,7 @@ from __future__ import annotations
import numpy as np
import pandas as pd
import pytest
import data.downloader as downloader
import pipeline.data.downloader as pipeline_downloader
@@ -119,6 +120,121 @@ def test_download_daily_falls_back_to_akshare_when_baostock_empty(monkeypatch):
assert result["date"].tolist() == [pd.Timestamp("2024-01-02")]
def test_download_daily_raises_when_requested_source_has_no_data(monkeypatch):
monkeypatch.setattr(downloader, "_download_baostock", lambda *args: None)
with pytest.raises(RuntimeError, match="Failed to download data for sh600000"):
download_daily(
"sh600000",
"2024-01-02",
"2024-01-02",
source="baostock",
)
def test_akshare_daily_downloader_maps_columns_and_failures(monkeypatch):
calls: list[dict] = []
raw = pd.DataFrame({
"日期": ["2024-01-02"],
"开盘": [10.0],
"最高": [11.0],
"最低": [9.0],
"收盘": [10.5],
"成交量": [1000.0],
"成交额": [10500.0],
"换手率": [1.2],
})
def fake_hist(**kwargs):
calls.append(kwargs)
return raw.copy()
monkeypatch.setattr(downloader.ak, "stock_zh_a_hist", fake_hist)
result = downloader._download_akshare(
"sh600000",
"20240102",
"20240102",
adjust="",
)
assert calls == [{
"symbol": "600000",
"period": "daily",
"start_date": "20240102",
"end_date": "20240102",
"adjust": "",
}]
assert result is not None
assert result.columns.tolist() == [
"symbol", "date", "open", "high", "low", "close", "volume", "amount",
]
assert result["symbol"].tolist() == ["sh600000"]
monkeypatch.setattr(downloader.ak, "stock_zh_a_hist", lambda **kwargs: pd.DataFrame())
assert downloader._download_akshare("sh600000", "20240102", "20240102") is None
monkeypatch.setattr(
downloader.ak,
"stock_zh_a_hist",
lambda **kwargs: (_ for _ in ()).throw(RuntimeError("provider down")),
)
assert downloader._download_akshare("sh600000", "20240102", "20240102") is None
def test_baostock_daily_downloader_maps_errors_and_logout_failures(monkeypatch):
query_calls: list[dict] = []
row = ["2024-01-02", "10", "11", "9", "10.5", "1000", "10500"]
monkeypatch.setattr(downloader.bs, "login", lambda: None)
monkeypatch.setattr(
downloader.bs,
"logout",
lambda: (_ for _ in ()).throw(RuntimeError("logout failed")),
)
def fake_query(**kwargs):
query_calls.append(kwargs)
return _FakeResult([row])
monkeypatch.setattr(downloader.bs, "query_history_k_data_plus", fake_query)
result = downloader._download_baostock(
"sz000001",
"2024-01-02",
"2024-01-02",
adjust="none",
)
assert query_calls[0]["code"] == "sz.000001"
assert query_calls[0]["adjustflag"] == "3"
assert result is not None
assert result["symbol"].tolist() == ["sz000001"]
assert pd.api.types.is_numeric_dtype(result["close"])
monkeypatch.setattr(downloader.bs, "logout", lambda: None)
monkeypatch.setattr(
downloader.bs,
"query_history_k_data_plus",
lambda **kwargs: _FakeResult([], error_code="1", error_msg="bad symbol"),
)
assert downloader._download_baostock("sz000001", "2024-01-02", "2024-01-02") is None
monkeypatch.setattr(
downloader.bs,
"query_history_k_data_plus",
lambda **kwargs: _FakeResult([]),
)
assert downloader._download_baostock("sz000001", "2024-01-02", "2024-01-02") is None
monkeypatch.setattr(
downloader.bs,
"query_history_k_data_plus",
lambda **kwargs: (_ for _ in ()).throw(RuntimeError("query failed")),
)
assert downloader._download_baostock("sz000001", "2024-01-02", "2024-01-02") is None
def test_download_daily_batch_maps_rich_schema_and_vwap(monkeypatch):
query_calls: list[dict] = []
login_count = 0
@@ -170,6 +286,46 @@ def test_download_daily_batch_maps_rich_schema_and_vwap(monkeypatch):
assert pd.api.types.is_numeric_dtype(frame["tradestatus"])
def test_download_daily_batch_periodic_relogin_and_none_result(monkeypatch):
responses = [
_FakeResult([], error_code="1", error_msg="bad symbol"),
_FakeResult([_daily_batch_row(date="2024-01-03")]),
]
login_count = 0
logout_count = 0
def fake_login():
nonlocal login_count
login_count += 1
def fake_logout():
nonlocal logout_count
logout_count += 1
monkeypatch.setattr(downloader.bs, "login", fake_login)
monkeypatch.setattr(downloader.bs, "logout", fake_logout)
monkeypatch.setattr(
downloader.bs,
"query_history_k_data_plus",
lambda **kwargs: responses.pop(0),
)
results = list(
download_daily_batch(
["sh600000", "sz000001"],
"2024-01-02",
"2024-01-03",
relogin_every=1,
)
)
assert results[0] == ("sh600000", None)
assert results[1][0] == "sz000001"
assert results[1][1] is not None
assert login_count == 2
assert logout_count == 2
def test_download_daily_batch_relogs_and_retries_session_loss(monkeypatch):
responses = [
_FakeResult([], error_code="10002007", error_msg="用户未登录"),