Yuxuan Yan
1caa63faeb
Replace the old signal/strategy/backtest modules with a decoupled
data → alpha → combo pipeline (parquet between phases, .pq extension).
Alphas:
- BaseAlpha + @register_alpha factory/plugin registry; one file per
built-in (reversal, reversal_vol, momentum); external alphas via
--alpha-module. Alphas are z-scored position weights, not predictors.
Data:
- baostock primary / akshare fallback, treated consistently.
- New --universe all (~5000 A-shares via query_all_stock, filtered).
- login-once batch downloader; empty-string OHLCV coerced to NaN.
- Month-partitioned dataset {output_dir}/{universe}/month=YYYY-MM/*.pq
with chunked durability flushes; --data-path is the dataset dir.
CLI logs at INFO by default (--log-level) so progress is visible.
Docs (README, CLAUDE.md) updated incl. pipeline diagram and roadmap
TODOs for portfolio construction / backtest / paper trading.
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
33 lines
1.1 KiB
Python
33 lines
1.1 KiB
Python
import pytest
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from data.downloader import download_daily
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def test_download_single_stock():
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"""Smoke test: download data for 浦发银行 for a short window."""
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df = download_daily("sh600000", "2024-01-01", "2024-01-31")
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assert df is not None
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assert len(df) > 0
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assert list(df.columns) == ["symbol", "date", "open", "high", "low", "close", "volume", "amount"]
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assert df["close"].notna().all()
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def test_download_baostock_primary():
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"""baostock is the primary source for 'auto'."""
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df = download_daily("sz000001", "2024-06-01", "2024-06-15", source="baostock")
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assert df is not None
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assert len(df) > 0
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def test_download_akshare_fallback():
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"""akshare works as the secondary source when reachable.
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akshare is the fallback precisely because it is unreliable on some
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networks; skip rather than fail when it cannot be reached.
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"""
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try:
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df = download_daily("sh600000", "2024-01-01", "2024-01-31", source="akshare")
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except RuntimeError as e:
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pytest.skip(f"akshare unreachable on this network: {e}")
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assert df is not None
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assert len(df) > 0
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