156 lines
5.5 KiB
Python
156 lines
5.5 KiB
Python
import sys
|
|
import json
|
|
import hashlib
|
|
import tempfile
|
|
import types
|
|
import unittest
|
|
from pathlib import Path
|
|
from unittest import mock
|
|
|
|
|
|
ROOT = Path(__file__).resolve().parents[1]
|
|
sys.path.insert(0, str(ROOT))
|
|
sys.path.insert(0, str(ROOT / "src"))
|
|
|
|
from platforms import qmt_research_runner
|
|
|
|
|
|
class FakeFrame:
|
|
def __len__(self):
|
|
return 1
|
|
|
|
|
|
class QmtResearchRunnerTest(unittest.TestCase):
|
|
def test_build_params_normalizes_official_timestamps(self):
|
|
params = qmt_research_runner.build_qmt_parameters(
|
|
stock_code="600000.sh",
|
|
start_time="20260102",
|
|
end_time="2026-01-30",
|
|
)
|
|
self.assertEqual(params["stock_code"], "600000.SH")
|
|
self.assertEqual(params["start_time"], "2026-01-02 00:00:00")
|
|
self.assertEqual(params["end_time"], "2026-01-30 23:59:59")
|
|
self.assertEqual(params["trade_mode"], "backtest")
|
|
self.assertEqual(params["quote_mode"], "history")
|
|
self.assertEqual(params["account_id"], "test")
|
|
self.assertEqual(params["benchmark"], "000905.SH")
|
|
baseline_bytes = (ROOT / "configs/baseline.json").read_bytes()
|
|
baseline = json.loads(baseline_bytes)
|
|
self.assertEqual(
|
|
params["max_vol_rate"],
|
|
baseline["execution"]["participation_rate"],
|
|
)
|
|
self.assertEqual(
|
|
params["slippage"],
|
|
baseline["execution"]["slippage_bps"] / 10_000,
|
|
)
|
|
expected_commission = (
|
|
baseline["fees"]["commission_rate"]
|
|
+ baseline["fees"]["transfer_fee_rate"]
|
|
)
|
|
self.assertEqual(params["open_commission"], expected_commission)
|
|
self.assertEqual(params["close_commission"], expected_commission)
|
|
self.assertEqual(
|
|
params["q60_baseline_config_sha256"],
|
|
hashlib.sha256(baseline_bytes).hexdigest(),
|
|
)
|
|
|
|
def test_live_mode_overrides_are_rejected(self):
|
|
with self.assertRaises(ValueError):
|
|
qmt_research_runner.build_qmt_parameters(
|
|
stock_code="600000.SH",
|
|
start_time="20260102",
|
|
end_time="20260130",
|
|
overrides={"trade_mode": "trading"},
|
|
)
|
|
with self.assertRaises(ValueError):
|
|
qmt_research_runner.build_qmt_parameters(
|
|
stock_code="600000.SH",
|
|
start_time="20260102",
|
|
end_time="20260130",
|
|
overrides={"period": "1m"},
|
|
)
|
|
with self.assertRaises(ValueError):
|
|
qmt_research_runner.build_qmt_parameters(
|
|
stock_code="600000.SH",
|
|
start_time="20260102",
|
|
end_time="20260130",
|
|
overrides={"benchmark": "000300.SH"},
|
|
)
|
|
|
|
def test_non_finite_asset_and_rate_are_rejected(self):
|
|
for kwargs in (
|
|
{"asset": float("nan")},
|
|
{"asset": float("inf")},
|
|
{"overrides": {"max_vol_rate": float("nan")}},
|
|
{"overrides": {"open_commission": float("inf")}},
|
|
):
|
|
with self.subTest(kwargs=kwargs):
|
|
with self.assertRaisesRegex(ValueError, "finite"):
|
|
qmt_research_runner.build_qmt_parameters(
|
|
stock_code="600000.SH",
|
|
start_time="20260102",
|
|
end_time="20260130",
|
|
**kwargs,
|
|
)
|
|
|
|
def test_intraday_period_is_rejected_to_prevent_daily_bar_lookahead(self):
|
|
with self.assertRaisesRegex(ValueError, "period must be 1d"):
|
|
qmt_research_runner.build_qmt_parameters(
|
|
stock_code="600000.SH",
|
|
start_time="20260102",
|
|
end_time="20260130",
|
|
period="1m",
|
|
)
|
|
|
|
def test_preflight_and_run_use_param_keyword(self):
|
|
params = qmt_research_runner.build_qmt_parameters(
|
|
stock_code="600000.SH",
|
|
start_time="20260102",
|
|
end_time="20260130",
|
|
)
|
|
calls = {}
|
|
|
|
def run_strategy_file(user_script, *, param):
|
|
calls["user_script"] = user_script
|
|
calls["param"] = param
|
|
return object()
|
|
|
|
fake_qmttools = types.SimpleNamespace(run_strategy_file=run_strategy_file)
|
|
|
|
def get_market_data_ex(**kwargs):
|
|
calls["data"] = kwargs
|
|
return {"600000.SH": FakeFrame()}
|
|
|
|
fake_xtdata = types.SimpleNamespace(get_market_data_ex=get_market_data_ex)
|
|
fake_xtquant = types.SimpleNamespace(__version__="fake")
|
|
|
|
def import_module(name):
|
|
return {
|
|
"xtquant": fake_xtquant,
|
|
"xtquant.qmttools": fake_qmttools,
|
|
"xtquant.xtdata": fake_xtdata,
|
|
}[name]
|
|
|
|
with tempfile.TemporaryDirectory() as temp:
|
|
strategy = Path(temp) / "strategy.py"
|
|
strategy.write_text("def init(C): pass\n", encoding="ascii")
|
|
with mock.patch.object(
|
|
qmt_research_runner.importlib.util,
|
|
"find_spec",
|
|
return_value=object(),
|
|
), mock.patch.object(
|
|
qmt_research_runner.importlib,
|
|
"import_module",
|
|
side_effect=import_module,
|
|
):
|
|
result = qmt_research_runner.run_qmt_backtest(strategy, params)
|
|
self.assertIsNotNone(result)
|
|
self.assertEqual(calls["param"], params)
|
|
self.assertEqual(calls["data"]["start_time"], "20260102000000")
|
|
self.assertEqual(calls["data"]["end_time"], "20260130235959")
|
|
|
|
|
|
if __name__ == "__main__":
|
|
unittest.main()
|