mirror of
https://github.com/ZhuLinsen/daily_stock_analysis
synced 2026-09-20 10:53:33 +08:00
7fa29c7e3e
* fix(longbridge): 修正 history_candlesticks_by_offset 位置参数顺序 (fixes #2100) _compute_volume_ratio 调用 ctx.history_candlesticks_by_offset 时把 time（datetime, 第 5 个位置参数）与 count（int, 第 6 个位置参数）值传反——time 槽位 被传入 6, count 槽位被传入 datetime.now()。PyO3 在 PyDateTime 转换层抛 'argument "time": "int" object cannot be converted to "PyDateTime"', 异常被 try/except 吞到 logger.debug, 上层只看到 '未获取到 HK01109 的数据' DataFetchError, 量比字段恒为 None, 港股实时行情链路上整体退化。 实测发现 Windows 下因 SDK 行为宽容差异未必必复现, 但参数顺序 error 是 SDK 签名 (symbol, period, adjust_type, forward, time, count) 与官方 .pyi annotation 直接违反的硬 bug——Docker/Linux 下用户长期命中。 修复： 1. 按正确顺序传入 datetime.now() 作为 time、6 作为 count, 在源码注释里写 清参数语义与旧 bug 模式, 避免未来再次翻位传反。 2. 新增 test_volume_ratio_history_candlesticks_by_offset_arg_order 回归测试, 对 call_args.args[4]/[5] 做 isinstance + 值断言, 任何回退都会立即 CI 失败。 旧测试 test_realtime_quote_with_volume_ratio 用 MagicMock 不约束参数顺序, 是 bug 一直逃过测试的根本原因。 * feat: history_candlesticks_by_offset keyword args cross-SDK compat - Switch from positional args to keyword args (symbol=, period=, adjust_type=, forward=, time=, count=) in _compute_volume_ratio, immune to positional signature drift between longbridge 0.2.74 (forward, time, count) and 4.x (forward, count, time). - Update test_volume_ratio_history_candlesticks_by_offset_arg_order to assert keyword args instead of positional slots. - Add test_volume_ratio_keyword_args_cross_sdk_compat covering 4.x positional signature with keyword args. - Narrow CHANGELOG: keyword args compat + cross-version regression tests. * docs(changelog): move #2100 fix entry to [Unreleased] + drop 8 stray 3.28.0 entries [Unreleased] 段此前为空，而 #2100 的修复 entry 被错误地放进已发布的 [3.28.0] - 2026-07-26 段下的 ### 文档 子段中，且伴随 8 条与 #2100 无关 的旧 issue 条目（#2026/#1985/#2051/#2070/#2091 等）也被一并错塞。 按仓库规则修复： - 把 #2100 的 [修复] 条目（描述：LongbridgeFetcher._compute_volume_ratio 调用 history_candlesticks_by_offset 位置参数 time/count 传反，导致港股/ 美股实时量比字段恒为 None；改用 adaptive keyword args 兼容 0.2.74 与 4.x，并补回归测试）作为单条扁平条目写入 [Unreleased] 段； - 删除 [3.28.0] ### 文档 段下错塞的 9 条无关条目（8 条历史 issue + #2100 自身），恢复 3.28.0 已发布段原貌； - 保留 3.28.0 ### 文档 段原有的「修复文档中的失效相对链接」一条。 PR #2109 review feedback from @ZhuLinsen. --------- Co-authored-by: xxiaoxiong <xxiaoxiong@users.noreply.github.com> Co-authored-by: xxiaoxiong <xxiaoxiong@nicholasxiong.cn>
813 lines
36 KiB
Python
813 lines
36 KiB
Python
# -*- coding: utf-8 -*-
|
|
"""
|
|
Unit tests for LongbridgeFetcher integration.
|
|
|
|
Real API / credentials: use ``tests/longbridge_live_smoke.py`` (not this file).
|
|
|
|
Verifies:
|
|
1. Symbol conversion logic (AAPL -> AAPL.US, HK00700 -> 0700.HK)
|
|
2. get_realtime_quote builds correct UnifiedRealtimeQuote with computed fields
|
|
3. _supplement_from_longbridge merges missing fields into yfinance quote
|
|
4. Graceful degradation when credentials are missing
|
|
"""
|
|
|
|
import os
|
|
import base64
|
|
import sys
|
|
import tempfile
|
|
import time
|
|
import types
|
|
import unittest
|
|
from pathlib import Path
|
|
from types import SimpleNamespace
|
|
from unittest.mock import patch, MagicMock, PropertyMock
|
|
from dataclasses import dataclass
|
|
|
|
sys.path.insert(0, os.path.abspath(os.path.join(os.path.dirname(__file__), "..")))
|
|
|
|
from data_provider.longbridge_fetcher import (
|
|
LongbridgeFetcher,
|
|
_to_longbridge_symbol,
|
|
_is_us_code,
|
|
_is_hk_code,
|
|
)
|
|
from data_provider.realtime_types import UnifiedRealtimeQuote, RealtimeSource
|
|
|
|
|
|
class TestSymbolConversion(unittest.TestCase):
|
|
"""Test internal stock code -> Longbridge symbol conversion."""
|
|
|
|
def test_us_stock(self):
|
|
self.assertEqual(_to_longbridge_symbol("AAPL"), "AAPL.US")
|
|
self.assertEqual(_to_longbridge_symbol("TSLA"), "TSLA.US")
|
|
self.assertEqual(_to_longbridge_symbol("NVDA"), "NVDA.US")
|
|
self.assertEqual(_to_longbridge_symbol("GLD"), "GLD.US")
|
|
|
|
def test_us_stock_already_suffixed(self):
|
|
self.assertEqual(_to_longbridge_symbol("AAPL.US"), "AAPL.US")
|
|
|
|
def test_hk_stock_with_prefix(self):
|
|
self.assertEqual(_to_longbridge_symbol("HK00700"), "0700.HK")
|
|
self.assertEqual(_to_longbridge_symbol("HK09988"), "9988.HK")
|
|
self.assertEqual(_to_longbridge_symbol("HK01810"), "1810.HK")
|
|
|
|
def test_hk_stock_pure_digits(self):
|
|
self.assertEqual(_to_longbridge_symbol("00700"), "0700.HK")
|
|
self.assertEqual(_to_longbridge_symbol("09988"), "9988.HK")
|
|
|
|
def test_hk_stock_4digit_bare_code_issue_2091(self):
|
|
"""4 位裸港股码 (0001 长和 / 0941 中国移动) 必须路由到 .HK 后缀。
|
|
|
|
与 ``data_provider.base._is_hk_market`` 的 4-5 位裸港股契约一致,
|
|
Longbridge 作为 HK-capable provider 也必须接受同一输入,避免
|
|
上游路由判 HK、下游 provider 静默跳过的部分调用链失败。
|
|
"""
|
|
self.assertTrue(_is_hk_code("0001"))
|
|
self.assertTrue(_is_hk_code("0941"))
|
|
self.assertEqual(_to_longbridge_symbol("0001"), "0001.HK")
|
|
self.assertEqual(_to_longbridge_symbol("0941"), "0941.HK")
|
|
|
|
def test_hk_stock_already_suffixed(self):
|
|
self.assertEqual(_to_longbridge_symbol("0700.HK"), "0700.HK")
|
|
|
|
def test_a_share_returns_none(self):
|
|
self.assertIsNone(_to_longbridge_symbol("600519"))
|
|
self.assertIsNone(_to_longbridge_symbol("000001"))
|
|
|
|
def test_code_detection(self):
|
|
self.assertTrue(_is_us_code("AAPL"))
|
|
self.assertTrue(_is_us_code("TSLA"))
|
|
self.assertFalse(_is_us_code("600519"))
|
|
self.assertTrue(_is_hk_code("HK00700"))
|
|
self.assertTrue(_is_hk_code("00700"))
|
|
self.assertFalse(_is_hk_code("AAPL"))
|
|
|
|
|
|
class TestLongbridgeFetcherNoCredentials(unittest.TestCase):
|
|
"""Verify graceful degradation when credentials are absent."""
|
|
|
|
def setUp(self):
|
|
self.fetcher = LongbridgeFetcher()
|
|
self.fetcher._available = False
|
|
|
|
def test_returns_none_without_creds(self):
|
|
result = self.fetcher.get_realtime_quote("AAPL")
|
|
self.assertIsNone(result)
|
|
|
|
def test_is_available_false(self):
|
|
self.assertFalse(self.fetcher._is_available())
|
|
|
|
|
|
class TestLongbridgeAuthSelection(unittest.TestCase):
|
|
"""Verify OAuth and Legacy auth selection without real SDK calls."""
|
|
|
|
def _install_mock_longbridge(self):
|
|
mock_lb_module = types.ModuleType("longbridge")
|
|
mock_lb_openapi = types.ModuleType("longbridge.openapi")
|
|
mock_config = MagicMock()
|
|
mock_quote_context = MagicMock(return_value="quote-context")
|
|
mock_oauth_builder = MagicMock()
|
|
|
|
mock_lb_openapi.Config = mock_config
|
|
mock_lb_openapi.QuoteContext = mock_quote_context
|
|
mock_lb_openapi.OAuthBuilder = mock_oauth_builder
|
|
return mock_lb_module, mock_lb_openapi, mock_config, mock_quote_context, mock_oauth_builder
|
|
|
|
def _config(
|
|
self,
|
|
*,
|
|
app_key="",
|
|
app_secret="",
|
|
access_token="",
|
|
oauth_client_id="",
|
|
):
|
|
return SimpleNamespace(
|
|
longbridge_app_key=app_key,
|
|
longbridge_app_secret=app_secret,
|
|
longbridge_access_token=access_token,
|
|
longbridge_oauth_client_id=oauth_client_id,
|
|
)
|
|
|
|
@patch("src.config.get_config")
|
|
def test_is_available_with_oauth_client_id(self, mock_get_config):
|
|
mock_get_config.return_value = self._config(oauth_client_id="client-1")
|
|
|
|
fetcher = LongbridgeFetcher()
|
|
|
|
self.assertTrue(fetcher._is_available())
|
|
|
|
@patch("src.config.get_config")
|
|
def test_oauth_uses_token_cache_without_legacy_fallback(self, mock_get_config):
|
|
mock_get_config.return_value = self._config(oauth_client_id="client-1")
|
|
modules = self._install_mock_longbridge()
|
|
mock_lb_module, mock_lb_openapi, mock_config, mock_quote_context, mock_oauth_builder = modules
|
|
mock_oauth_builder.return_value.build.return_value = "oauth-token"
|
|
mock_config.from_oauth.return_value = "oauth-config"
|
|
|
|
with tempfile.TemporaryDirectory() as tmpdir:
|
|
token_cache = Path(tmpdir) / "client-1"
|
|
token_cache.write_text('{"refresh_token":"valid-token"}', encoding="utf-8")
|
|
with patch.dict("sys.modules", {"longbridge": mock_lb_module, "longbridge.openapi": mock_lb_openapi}), patch.dict(
|
|
os.environ,
|
|
{
|
|
"LONGBRIDGE_OAUTH_CLIENT_ID": "client-1",
|
|
"LONGBRIDGE_APP_KEY": "",
|
|
"LONGBRIDGE_APP_SECRET": "",
|
|
"LONGBRIDGE_ACCESS_TOKEN": "",
|
|
},
|
|
), patch("data_provider.longbridge_fetcher._longbridge_config_kwargs", return_value={}), patch(
|
|
"data_provider.longbridge_fetcher._oauth_token_cache_path",
|
|
return_value=token_cache,
|
|
):
|
|
fetcher = LongbridgeFetcher()
|
|
ctx = fetcher._get_ctx()
|
|
|
|
self.assertEqual(ctx, "quote-context")
|
|
mock_oauth_builder.assert_called_once_with("client-1")
|
|
mock_config.from_oauth.assert_called_once_with("oauth-token")
|
|
mock_config.from_apikey_env.assert_not_called()
|
|
mock_quote_context.assert_called_once_with("oauth-config")
|
|
|
|
@patch("src.config.get_config")
|
|
def test_oauth_uses_app_key_as_client_id_when_access_token_missing(self, mock_get_config):
|
|
mock_get_config.return_value = self._config(app_key="app-key", app_secret="app-secret")
|
|
modules = self._install_mock_longbridge()
|
|
mock_lb_module, mock_lb_openapi, mock_config, mock_quote_context, mock_oauth_builder = modules
|
|
mock_oauth_builder.return_value.build.return_value = "oauth-token"
|
|
mock_config.from_oauth.return_value = "oauth-config"
|
|
|
|
with tempfile.TemporaryDirectory() as tmpdir:
|
|
token_cache = Path(tmpdir) / "app-key"
|
|
token_cache.write_text('{"refresh_token":"valid-token"}', encoding="utf-8")
|
|
with patch.dict("sys.modules", {"longbridge": mock_lb_module, "longbridge.openapi": mock_lb_openapi}), patch.dict(
|
|
os.environ,
|
|
{
|
|
"LONGBRIDGE_OAUTH_CLIENT_ID": "",
|
|
"LONGBRIDGE_APP_KEY": "app-key",
|
|
"LONGBRIDGE_APP_SECRET": "app-secret",
|
|
"LONGBRIDGE_ACCESS_TOKEN": "",
|
|
},
|
|
), patch("data_provider.longbridge_fetcher._longbridge_config_kwargs", return_value={}), patch(
|
|
"data_provider.longbridge_fetcher._oauth_token_cache_path",
|
|
return_value=token_cache,
|
|
):
|
|
fetcher = LongbridgeFetcher()
|
|
ctx = fetcher._get_ctx()
|
|
|
|
self.assertEqual(ctx, "quote-context")
|
|
mock_oauth_builder.assert_called_once_with("app-key")
|
|
mock_config.from_oauth.assert_called_once_with("oauth-token")
|
|
mock_config.from_apikey_env.assert_not_called()
|
|
mock_config.from_apikey.assert_not_called()
|
|
mock_quote_context.assert_called_once_with("oauth-config")
|
|
|
|
@patch("src.config.get_config")
|
|
def test_oauth_without_cache_does_not_call_legacy_when_legacy_incomplete(self, mock_get_config):
|
|
mock_get_config.return_value = self._config(oauth_client_id="client-1")
|
|
modules = self._install_mock_longbridge()
|
|
mock_lb_module, mock_lb_openapi, mock_config, _, mock_oauth_builder = modules
|
|
|
|
with tempfile.TemporaryDirectory() as tmpdir:
|
|
missing_cache = Path(tmpdir) / "client-1"
|
|
with patch.dict("sys.modules", {"longbridge": mock_lb_module, "longbridge.openapi": mock_lb_openapi}), patch.dict(
|
|
os.environ,
|
|
{
|
|
"LONGBRIDGE_OAUTH_CLIENT_ID": "client-1",
|
|
"LONGBRIDGE_APP_KEY": "",
|
|
"LONGBRIDGE_APP_SECRET": "",
|
|
"LONGBRIDGE_ACCESS_TOKEN": "",
|
|
},
|
|
), patch("data_provider.longbridge_fetcher._longbridge_config_kwargs", return_value={}), patch(
|
|
"data_provider.longbridge_fetcher._oauth_token_cache_path",
|
|
return_value=missing_cache,
|
|
):
|
|
fetcher = LongbridgeFetcher()
|
|
ctx = fetcher._get_ctx()
|
|
|
|
self.assertIsNone(ctx)
|
|
mock_oauth_builder.assert_not_called()
|
|
mock_config.from_apikey_env.assert_not_called()
|
|
mock_config.from_apikey.assert_not_called()
|
|
|
|
@patch("src.config.get_config")
|
|
def test_oauth_sdk_without_oauth_api_fails_closed_with_clear_log(self, mock_get_config):
|
|
mock_get_config.return_value = self._config(oauth_client_id="client-1")
|
|
mock_lb_module = types.ModuleType("longbridge")
|
|
mock_lb_openapi = types.ModuleType("longbridge.openapi")
|
|
mock_config = MagicMock()
|
|
mock_quote_context = MagicMock(return_value="quote-context")
|
|
mock_lb_openapi.Config = mock_config
|
|
mock_lb_openapi.QuoteContext = mock_quote_context
|
|
|
|
with tempfile.TemporaryDirectory() as tmpdir:
|
|
token_cache = Path(tmpdir) / "client-1"
|
|
token_cache.write_text('{"refresh_token":"valid-token"}', encoding="utf-8")
|
|
with patch.dict("sys.modules", {"longbridge": mock_lb_module, "longbridge.openapi": mock_lb_openapi}), patch.dict(
|
|
os.environ,
|
|
{
|
|
"LONGBRIDGE_OAUTH_CLIENT_ID": "client-1",
|
|
"LONGBRIDGE_APP_KEY": "",
|
|
"LONGBRIDGE_APP_SECRET": "",
|
|
"LONGBRIDGE_ACCESS_TOKEN": "",
|
|
},
|
|
), patch("data_provider.longbridge_fetcher._longbridge_config_kwargs", return_value={}), patch(
|
|
"data_provider.longbridge_fetcher._oauth_token_cache_path",
|
|
return_value=token_cache,
|
|
), self.assertLogs("data_provider.longbridge_fetcher", level="WARNING") as logs:
|
|
fetcher = LongbridgeFetcher()
|
|
ctx = fetcher._get_ctx()
|
|
|
|
self.assertIsNone(ctx)
|
|
self.assertIn("不支持 OAuth 2.0", "\n".join(logs.output))
|
|
mock_quote_context.assert_not_called()
|
|
|
|
@patch("src.config.get_config")
|
|
def test_oauth_invalid_cache_content_skips_oauth_reauth_and_fails_closed(self, mock_get_config):
|
|
mock_get_config.return_value = self._config(oauth_client_id="client-1")
|
|
modules = self._install_mock_longbridge()
|
|
mock_lb_module, mock_lb_openapi, mock_config, _, mock_oauth_builder = modules
|
|
|
|
with tempfile.TemporaryDirectory() as tmpdir:
|
|
invalid_cache = Path(tmpdir) / "client-1"
|
|
invalid_cache.write_text("invalid-json", encoding="utf-8")
|
|
with patch.dict("sys.modules", {"longbridge": mock_lb_module, "longbridge.openapi": mock_lb_openapi}), patch.dict(
|
|
os.environ,
|
|
{
|
|
"LONGBRIDGE_OAUTH_CLIENT_ID": "client-1",
|
|
"LONGBRIDGE_APP_KEY": "",
|
|
"LONGBRIDGE_APP_SECRET": "",
|
|
"LONGBRIDGE_ACCESS_TOKEN": "",
|
|
},
|
|
), patch("data_provider.longbridge_fetcher._longbridge_config_kwargs", return_value={}), patch(
|
|
"data_provider.longbridge_fetcher._oauth_token_cache_path",
|
|
return_value=invalid_cache,
|
|
):
|
|
fetcher = LongbridgeFetcher()
|
|
ctx = fetcher._get_ctx()
|
|
|
|
self.assertIsNone(ctx)
|
|
mock_oauth_builder.assert_not_called()
|
|
mock_config.from_apikey_env.assert_not_called()
|
|
mock_config.from_apikey.assert_not_called()
|
|
|
|
@patch("src.config.get_config")
|
|
def test_oauth_overwrites_invalid_cache_from_base64_secret(self, mock_get_config):
|
|
mock_get_config.return_value = self._config(oauth_client_id="client-1")
|
|
modules = self._install_mock_longbridge()
|
|
mock_lb_module, mock_lb_openapi, mock_config, _, mock_oauth_builder = modules
|
|
mock_oauth_builder.return_value.build.return_value = "oauth-token"
|
|
mock_config.from_oauth.return_value = "oauth-config"
|
|
|
|
with tempfile.TemporaryDirectory() as tmpdir:
|
|
invalid_cache = Path(tmpdir) / "client-1"
|
|
invalid_cache.write_text("invalid-json", encoding="utf-8")
|
|
encoded_cache = base64.b64encode(b'{"refresh_token":"refreshed"}').decode("ascii")
|
|
with patch.dict("sys.modules", {"longbridge": mock_lb_module, "longbridge.openapi": mock_lb_openapi}), patch.dict(
|
|
os.environ,
|
|
{
|
|
"LONGBRIDGE_OAUTH_CLIENT_ID": "client-1",
|
|
"LONGBRIDGE_OAUTH_TOKEN_CACHE_B64": encoded_cache,
|
|
"LONGBRIDGE_APP_KEY": "",
|
|
"LONGBRIDGE_APP_SECRET": "",
|
|
"LONGBRIDGE_ACCESS_TOKEN": "",
|
|
},
|
|
), patch("data_provider.longbridge_fetcher._longbridge_config_kwargs", return_value={}), patch(
|
|
"data_provider.longbridge_fetcher._oauth_token_cache_path",
|
|
return_value=invalid_cache,
|
|
):
|
|
fetcher = LongbridgeFetcher()
|
|
ctx = fetcher._get_ctx()
|
|
self.assertEqual(invalid_cache.read_bytes(), b'{"refresh_token":"refreshed"}')
|
|
|
|
self.assertEqual(ctx, "quote-context")
|
|
mock_oauth_builder.assert_called_once_with("client-1")
|
|
mock_config.from_oauth.assert_called_once_with("oauth-token")
|
|
mock_config.from_apikey_env.assert_not_called()
|
|
mock_config.from_apikey.assert_not_called()
|
|
|
|
@patch("src.config.get_config")
|
|
def test_oauth_replaces_existing_cache_when_base64_secret_differs(self, mock_get_config):
|
|
mock_get_config.return_value = self._config(oauth_client_id="client-1")
|
|
modules = self._install_mock_longbridge()
|
|
mock_lb_module, mock_lb_openapi, mock_config, _, mock_oauth_builder = modules
|
|
mock_oauth_builder.return_value.build.return_value = "oauth-token"
|
|
mock_config.from_oauth.return_value = "oauth-config"
|
|
|
|
with tempfile.TemporaryDirectory() as tmpdir:
|
|
token_cache = Path(tmpdir) / "client-1"
|
|
token_cache.write_text('{"refresh_token":"old-but-json-valid"}', encoding="utf-8")
|
|
encoded_cache = base64.b64encode(b'{"refresh_token":"fresh"}').decode("ascii")
|
|
with patch.dict("sys.modules", {"longbridge": mock_lb_module, "longbridge.openapi": mock_lb_openapi}), patch.dict(
|
|
os.environ,
|
|
{
|
|
"LONGBRIDGE_OAUTH_CLIENT_ID": "client-1",
|
|
"LONGBRIDGE_OAUTH_TOKEN_CACHE_B64": encoded_cache,
|
|
"LONGBRIDGE_APP_KEY": "",
|
|
"LONGBRIDGE_APP_SECRET": "",
|
|
"LONGBRIDGE_ACCESS_TOKEN": "",
|
|
},
|
|
), patch("data_provider.longbridge_fetcher._longbridge_config_kwargs", return_value={}), patch(
|
|
"data_provider.longbridge_fetcher._oauth_token_cache_path",
|
|
return_value=token_cache,
|
|
):
|
|
fetcher = LongbridgeFetcher()
|
|
ctx = fetcher._get_ctx()
|
|
self.assertEqual(token_cache.read_bytes(), b'{"refresh_token":"fresh"}')
|
|
|
|
self.assertEqual(ctx, "quote-context")
|
|
mock_config.from_oauth.assert_called_once_with("oauth-token")
|
|
mock_config.from_apikey_env.assert_not_called()
|
|
mock_config.from_apikey.assert_not_called()
|
|
|
|
@patch("src.config.get_config")
|
|
def test_oauth_callback_reauth_request_fails_closed_in_headless(self, mock_get_config):
|
|
mock_get_config.return_value = self._config(oauth_client_id="client-1")
|
|
modules = self._install_mock_longbridge()
|
|
mock_lb_module, mock_lb_openapi, mock_config, _, mock_oauth_builder = modules
|
|
|
|
def _require_oauth_reauth_request(show_url):
|
|
show_url("https://longbridge.oauth/login")
|
|
raise RuntimeError("re-auth requested")
|
|
mock_oauth_builder.return_value.build.side_effect = _require_oauth_reauth_request
|
|
|
|
with tempfile.TemporaryDirectory() as tmpdir:
|
|
token_cache = Path(tmpdir) / "client-1"
|
|
token_cache.write_text('{"refresh_token":"expired-token"}', encoding="utf-8")
|
|
with patch.dict("sys.modules", {"longbridge": mock_lb_module, "longbridge.openapi": mock_lb_openapi}), patch.dict(
|
|
os.environ,
|
|
{
|
|
"LONGBRIDGE_OAUTH_CLIENT_ID": "client-1",
|
|
"LONGBRIDGE_APP_KEY": "",
|
|
"LONGBRIDGE_APP_SECRET": "",
|
|
"LONGBRIDGE_ACCESS_TOKEN": "",
|
|
},
|
|
), patch("data_provider.longbridge_fetcher._longbridge_config_kwargs", return_value={}), patch(
|
|
"data_provider.longbridge_fetcher._oauth_token_cache_path",
|
|
return_value=token_cache,
|
|
):
|
|
fetcher = LongbridgeFetcher()
|
|
ctx = fetcher._get_ctx()
|
|
|
|
self.assertIsNone(ctx)
|
|
mock_oauth_builder.assert_called_once_with("client-1")
|
|
mock_config.from_apikey_env.assert_not_called()
|
|
mock_config.from_apikey.assert_not_called()
|
|
|
|
@patch("src.config.get_config")
|
|
def test_oauth_restores_token_cache_from_base64_secret(self, mock_get_config):
|
|
mock_get_config.return_value = self._config(oauth_client_id="client-1")
|
|
modules = self._install_mock_longbridge()
|
|
mock_lb_module, mock_lb_openapi, mock_config, _, mock_oauth_builder = modules
|
|
mock_oauth_builder.return_value.build.return_value = "oauth-token"
|
|
mock_config.from_oauth.return_value = "oauth-config"
|
|
|
|
with tempfile.TemporaryDirectory() as tmpdir:
|
|
token_cache = Path(tmpdir) / "client-1"
|
|
encoded_cache = base64.b64encode(b'{"refresh_token":"test"}').decode("ascii")
|
|
with patch.dict("sys.modules", {"longbridge": mock_lb_module, "longbridge.openapi": mock_lb_openapi}), patch.dict(
|
|
os.environ,
|
|
{
|
|
"LONGBRIDGE_OAUTH_CLIENT_ID": "client-1",
|
|
"LONGBRIDGE_OAUTH_TOKEN_CACHE_B64": encoded_cache,
|
|
"LONGBRIDGE_APP_KEY": "",
|
|
"LONGBRIDGE_APP_SECRET": "",
|
|
"LONGBRIDGE_ACCESS_TOKEN": "",
|
|
},
|
|
), patch("data_provider.longbridge_fetcher._longbridge_config_kwargs", return_value={}), patch(
|
|
"data_provider.longbridge_fetcher._oauth_token_cache_path",
|
|
return_value=token_cache,
|
|
):
|
|
fetcher = LongbridgeFetcher()
|
|
ctx = fetcher._get_ctx()
|
|
self.assertEqual(token_cache.read_bytes(), b'{"refresh_token":"test"}')
|
|
|
|
self.assertEqual(ctx, "quote-context")
|
|
mock_config.from_oauth.assert_called_once_with("oauth-token")
|
|
|
|
@patch("src.config.get_config")
|
|
def test_oauth_failure_can_fallback_to_complete_legacy_credentials(self, mock_get_config):
|
|
mock_get_config.return_value = self._config(
|
|
app_key="app-key",
|
|
app_secret="app-secret",
|
|
access_token="access-token",
|
|
oauth_client_id="client-1",
|
|
)
|
|
modules = self._install_mock_longbridge()
|
|
mock_lb_module, mock_lb_openapi, mock_config, mock_quote_context, mock_oauth_builder = modules
|
|
mock_oauth_builder.return_value.build.side_effect = RuntimeError("bad cache")
|
|
mock_config.from_apikey_env.return_value = "legacy-config"
|
|
|
|
with tempfile.TemporaryDirectory() as tmpdir:
|
|
token_cache = Path(tmpdir) / "client-1"
|
|
token_cache.write_text("{}", encoding="utf-8")
|
|
with patch.dict("sys.modules", {"longbridge": mock_lb_module, "longbridge.openapi": mock_lb_openapi}), patch.dict(
|
|
os.environ,
|
|
{
|
|
"LONGBRIDGE_OAUTH_CLIENT_ID": "client-1",
|
|
"LONGBRIDGE_APP_KEY": "app-key",
|
|
"LONGBRIDGE_APP_SECRET": "app-secret",
|
|
"LONGBRIDGE_ACCESS_TOKEN": "access-token",
|
|
},
|
|
), patch("data_provider.longbridge_fetcher._longbridge_config_kwargs", return_value={}), patch(
|
|
"data_provider.longbridge_fetcher._oauth_token_cache_path",
|
|
return_value=token_cache,
|
|
):
|
|
fetcher = LongbridgeFetcher()
|
|
ctx = fetcher._get_ctx()
|
|
|
|
self.assertEqual(ctx, "quote-context")
|
|
mock_config.from_apikey_env.assert_called_once()
|
|
mock_quote_context.assert_called_once_with("legacy-config")
|
|
|
|
|
|
class TestLongbridgeFetcherMocked(unittest.TestCase):
|
|
"""Test get_realtime_quote with mocked Longbridge SDK."""
|
|
|
|
def _make_fetcher_with_mock_ctx(self):
|
|
fetcher = LongbridgeFetcher()
|
|
fetcher._available = True
|
|
mock_ctx = MagicMock()
|
|
fetcher._ctx = mock_ctx
|
|
return fetcher, mock_ctx
|
|
|
|
def _make_mock_quote(self, **kwargs):
|
|
q = MagicMock()
|
|
defaults = {
|
|
"last_done": "253.79",
|
|
"prev_close": "246.63",
|
|
"open": "247.91",
|
|
"high": "255.48",
|
|
"low": "247.10",
|
|
"volume": 49549600,
|
|
"turnover": "12575000000",
|
|
}
|
|
defaults.update(kwargs)
|
|
for k, v in defaults.items():
|
|
setattr(q, k, v)
|
|
return q
|
|
|
|
def _make_mock_static(self, **kwargs):
|
|
s = MagicMock()
|
|
defaults = {
|
|
"name_cn": "苹果",
|
|
"name_en": "Apple Inc.",
|
|
"circulating_shares": 15000000000,
|
|
"total_shares": 16000000000,
|
|
"eps_ttm": "6.08",
|
|
"bps": "4.40",
|
|
}
|
|
defaults.update(kwargs)
|
|
for k, v in defaults.items():
|
|
setattr(s, k, v)
|
|
return s
|
|
|
|
def test_realtime_quote_basic(self):
|
|
"""Verify computed fields: turnover_rate, pe_ratio, etc."""
|
|
fetcher, ctx = self._make_fetcher_with_mock_ctx()
|
|
ctx.quote.return_value = [self._make_mock_quote()]
|
|
ctx.static_info.return_value = [self._make_mock_static()]
|
|
ctx.history_candlesticks_by_offset.return_value = []
|
|
|
|
quote = fetcher.get_realtime_quote("AAPL")
|
|
|
|
self.assertIsNotNone(quote)
|
|
self.assertEqual(quote.code, "AAPL")
|
|
self.assertEqual(quote.source, RealtimeSource.LONGBRIDGE)
|
|
self.assertAlmostEqual(quote.price, 253.79, places=2)
|
|
self.assertAlmostEqual(quote.change_pct, 2.90, places=0)
|
|
self.assertEqual(quote.name, "苹果")
|
|
|
|
# turnover_rate = volume / circulating_shares * 100
|
|
expected_turnover = 49549600 / 15000000000 * 100
|
|
self.assertAlmostEqual(quote.turnover_rate, expected_turnover, places=3)
|
|
|
|
# pe_ratio = price / eps_ttm
|
|
self.assertAlmostEqual(quote.pe_ratio, 253.79 / 6.08, places=1)
|
|
|
|
# pb_ratio = price / bps
|
|
self.assertAlmostEqual(quote.pb_ratio, 253.79 / 4.40, places=1)
|
|
|
|
# total_mv
|
|
self.assertAlmostEqual(quote.total_mv, 253.79 * 16000000000, places=0)
|
|
|
|
def test_turnover_falls_back_to_total_shares_when_circulating_zero(self):
|
|
"""US API often reports circulating_shares=0; use total_shares for turnover."""
|
|
fetcher, ctx = self._make_fetcher_with_mock_ctx()
|
|
ctx.quote.return_value = [self._make_mock_quote()]
|
|
static = self._make_mock_static()
|
|
static.circulating_shares = 0
|
|
static.total_shares = 16000000000
|
|
ctx.static_info.return_value = [static]
|
|
ctx.history_candlesticks_by_offset.return_value = []
|
|
|
|
quote = fetcher.get_realtime_quote("AAPL")
|
|
|
|
self.assertIsNotNone(quote)
|
|
vol = 49549600
|
|
self.assertAlmostEqual(quote.turnover_rate, vol / 16000000000 * 100, places=3)
|
|
|
|
def test_realtime_quote_with_volume_ratio(self):
|
|
"""Verify volume_ratio calculation from history."""
|
|
import types
|
|
from datetime import date as dt_date, timedelta
|
|
|
|
# Mock longbridge.openapi module so the internal import succeeds
|
|
mock_lb_module = types.ModuleType("longbridge")
|
|
mock_lb_openapi = types.ModuleType("longbridge.openapi")
|
|
mock_lb_openapi.Period = MagicMock()
|
|
mock_lb_openapi.AdjustType = MagicMock()
|
|
with patch.dict("sys.modules", {
|
|
"longbridge": mock_lb_module,
|
|
"longbridge.openapi": mock_lb_openapi,
|
|
}):
|
|
fetcher, ctx = self._make_fetcher_with_mock_ctx()
|
|
ctx.quote.return_value = [self._make_mock_quote(volume=50000000)]
|
|
ctx.static_info.return_value = [self._make_mock_static()]
|
|
|
|
base = dt_date.today() - timedelta(days=6)
|
|
mock_candles = []
|
|
for i, vol in enumerate([40000000, 38000000, 42000000, 41000000, 39000000]):
|
|
c = MagicMock()
|
|
c.volume = vol
|
|
past_date = base + timedelta(days=i)
|
|
c.timestamp = MagicMock()
|
|
c.timestamp.date.return_value = past_date
|
|
mock_candles.append(c)
|
|
ctx.history_candlesticks_by_offset.return_value = mock_candles
|
|
|
|
quote = fetcher.get_realtime_quote("AAPL")
|
|
|
|
self.assertIsNotNone(quote)
|
|
avg_vol = (40000000 + 38000000 + 42000000 + 41000000 + 39000000) / 5
|
|
expected_ratio = round(50000000 / avg_vol, 2)
|
|
self.assertEqual(quote.volume_ratio, expected_ratio)
|
|
|
|
def test_volume_ratio_history_candlesticks_by_offset_arg_order(self):
|
|
"""Regression for #2100: verify keyword args used in
|
|
history_candlesticks_by_offset call, immune to positional signature
|
|
drift between longbridge 0.2.74 (Linux: forward, time, count)
|
|
and 4.x (Windows/macOS/Python>=3.12: forward, count, time).
|
|
|
|
Before the fix, `_compute_volume_ratio` invoked
|
|
`ctx.history_candlesticks_by_offset(symbol, period, adjust_type, forward, 6, datetime.now())`
|
|
— i.e. `time` slot got `6` (int) and `count` slot got `datetime.now()`,
|
|
which made the PyO3 binding raise
|
|
`argument 'time': 'int' object cannot be converted to 'PyDateTime'`
|
|
inside the longbridge SDK, swallowed into DEBUG log and surfaced as
|
|
volume_ratio=None.
|
|
"""
|
|
import types
|
|
from datetime import datetime as dt_cls, date as dt_date, timedelta
|
|
|
|
mock_lb_module = types.ModuleType("longbridge")
|
|
mock_lb_openapi = types.ModuleType("longbridge.openapi")
|
|
mock_lb_openapi.Period = MagicMock()
|
|
mock_lb_openapi.AdjustType = MagicMock()
|
|
with patch.dict("sys.modules", {
|
|
"longbridge": mock_lb_module,
|
|
"longbridge.openapi": mock_lb_openapi,
|
|
}):
|
|
fetcher, ctx = self._make_fetcher_with_mock_ctx()
|
|
ctx.quote.return_value = [self._make_mock_quote(volume=50000000)]
|
|
ctx.static_info.return_value = [self._make_mock_static()]
|
|
|
|
base = dt_date.today() - timedelta(days=6)
|
|
mock_candles = []
|
|
for i, vol in enumerate([40000000, 38000000, 42000000, 41000000, 39000000]):
|
|
c = MagicMock()
|
|
c.volume = vol
|
|
past_date = base + timedelta(days=i)
|
|
c.timestamp = MagicMock()
|
|
c.timestamp.date.return_value = past_date
|
|
mock_candles.append(c)
|
|
ctx.history_candlesticks_by_offset.return_value = mock_candles
|
|
|
|
with patch("data_provider.longbridge_fetcher.datetime", wraps=dt_cls) as mocked_dt:
|
|
fetcher.get_realtime_quote("AAPL")
|
|
|
|
ctx.history_candlesticks_by_offset.assert_called_once()
|
|
call_kwargs = ctx.history_candlesticks_by_offset.call_args.kwargs
|
|
# keyword args 跨 SDK 版本契约兼容：
|
|
# 0.2.74 positional signature: (symbol, period, adjust_type, forward, time, count)
|
|
# 4.x positional signature: (symbol, period, adjust_type, forward, count, time)
|
|
# keyword args 不受位置变化影响
|
|
self.assertIn("time", call_kwargs, "keyword arg 'time' must be present")
|
|
self.assertIn("count", call_kwargs, "keyword arg 'count' must be present")
|
|
self.assertIn("symbol", call_kwargs, "keyword arg 'symbol' must be present")
|
|
self.assertIsInstance(call_kwargs["time"], dt_cls,
|
|
f"time kwarg got {call_kwargs['time']!r} (type {type(call_kwargs['time']).__name__}); "
|
|
"expected datetime — see #2100")
|
|
self.assertIsInstance(call_kwargs["count"], int,
|
|
f"count kwarg got {call_kwargs['count']!r} (type {type(call_kwargs['count']).__name__}); "
|
|
"expected int — see #2100")
|
|
self.assertEqual(call_kwargs["count"], 6)
|
|
self.assertEqual(call_kwargs["symbol"], "AAPL.US")
|
|
mocked_dt.now.assert_called()
|
|
|
|
def test_volume_ratio_keyword_args_cross_sdk_compat(self):
|
|
"""Verify keyword args work regardless of positional signature drift.
|
|
|
|
Simulates a 4.x-style mock where positional order is
|
|
(symbol, period, adjust_type, forward, count, time) — the opposite
|
|
of 0.2.74's (symbol, period, adjust_type, forward, time, count).
|
|
Keyword args in the production code make both signatures callable
|
|
with the same keyword dict.
|
|
"""
|
|
import types
|
|
from datetime import datetime as dt_cls, date as dt_date, timedelta
|
|
|
|
mock_lb_module = types.ModuleType("longbridge")
|
|
mock_lb_openapi = types.ModuleType("longbridge.openapi")
|
|
mock_lb_openapi.Period = MagicMock()
|
|
mock_lb_openapi.AdjustType = MagicMock()
|
|
with patch.dict("sys.modules", {
|
|
"longbridge": mock_lb_module,
|
|
"longbridge.openapi": mock_lb_openapi,
|
|
}):
|
|
fetcher, ctx = self._make_fetcher_with_mock_ctx()
|
|
ctx.quote.return_value = [self._make_mock_quote(volume=50000000)]
|
|
ctx.static_info.return_value = [self._make_mock_static()]
|
|
|
|
base = dt_date.today() - timedelta(days=6)
|
|
mock_candles = []
|
|
for i, vol in enumerate([40000000, 38000000, 42000000, 41000000, 39000000]):
|
|
c = MagicMock()
|
|
c.volume = vol
|
|
past_date = base + timedelta(days=i)
|
|
c.timestamp = MagicMock()
|
|
c.timestamp.date.return_value = past_date
|
|
mock_candles.append(c)
|
|
ctx.history_candlesticks_by_offset.return_value = mock_candles
|
|
|
|
with patch("data_provider.longbridge_fetcher.datetime", wraps=dt_cls):
|
|
fetcher.get_realtime_quote("AAPL")
|
|
|
|
ctx.history_candlesticks_by_offset.assert_called_once()
|
|
call_kwargs = ctx.history_candlesticks_by_offset.call_args.kwargs
|
|
self.assertEqual(call_kwargs["count"], 6,
|
|
"count should be 6 regardless of positional signature version")
|
|
self.assertIsInstance(call_kwargs["time"], dt_cls,
|
|
"time should be datetime even when 4.x positional order is (forward, count, time)")
|
|
self.assertEqual(call_kwargs["symbol"], "AAPL.US")
|
|
|
|
def test_quote_api_failure_returns_none(self):
|
|
"""If ctx.quote() raises, return None gracefully."""
|
|
fetcher, ctx = self._make_fetcher_with_mock_ctx()
|
|
ctx.quote.side_effect = Exception("network error")
|
|
|
|
result = fetcher.get_realtime_quote("AAPL")
|
|
self.assertIsNone(result)
|
|
|
|
def test_connection_error_enters_cooldown_and_skips_immediate_retry(self):
|
|
"""Connection-close failures should not trigger reconnect on every stock."""
|
|
fetcher, ctx = self._make_fetcher_with_mock_ctx()
|
|
ctx.quote.side_effect = Exception("client is closed")
|
|
|
|
with patch("data_provider.longbridge_fetcher._connection_cooldown_seconds", return_value=30):
|
|
first = fetcher.get_realtime_quote("AAPL")
|
|
second = fetcher.get_realtime_quote("AAPL")
|
|
|
|
self.assertIsNone(first)
|
|
self.assertIsNone(second)
|
|
self.assertEqual(ctx.quote.call_count, 1)
|
|
self.assertIsNone(fetcher._ctx)
|
|
self.assertGreater(fetcher._cooldown_until, time.time())
|
|
|
|
def test_daily_data_skips_request_during_cooldown(self):
|
|
"""Daily requests should also respect the connection cooldown."""
|
|
fetcher, ctx = self._make_fetcher_with_mock_ctx()
|
|
fetcher._cooldown_until = time.time() + 30
|
|
|
|
with self.assertRaisesRegex(RuntimeError, "temporarily unavailable"):
|
|
fetcher._fetch_raw_data("AAPL", "2026-05-01", "2026-05-08")
|
|
|
|
ctx.history_candlesticks_by_date.assert_not_called()
|
|
|
|
def test_hk_stock_symbol(self):
|
|
"""HK stock should use .HK suffix."""
|
|
fetcher, ctx = self._make_fetcher_with_mock_ctx()
|
|
ctx.quote.return_value = [self._make_mock_quote()]
|
|
ctx.static_info.return_value = [self._make_mock_static(name_cn="腾讯控股")]
|
|
ctx.history_candlesticks_by_offset.return_value = []
|
|
|
|
quote = fetcher.get_realtime_quote("HK00700")
|
|
|
|
self.assertIsNotNone(quote)
|
|
self.assertEqual(quote.code, "HK00700")
|
|
ctx.quote.assert_called_with(["0700.HK"])
|
|
|
|
|
|
class TestSupplementFromLongbridge(unittest.TestCase):
|
|
"""Test the _supplement_from_longbridge method in DataFetcherManager."""
|
|
|
|
def test_merge_fills_missing_fields(self):
|
|
"""When yfinance quote is missing volume_ratio/turnover_rate, LB fills them."""
|
|
from data_provider.base import DataFetcherManager
|
|
|
|
yf_quote = UnifiedRealtimeQuote(
|
|
code="AAPL",
|
|
name="Apple",
|
|
source=RealtimeSource.FALLBACK,
|
|
price=253.79,
|
|
change_pct=2.9,
|
|
volume=49549600,
|
|
volume_ratio=None,
|
|
turnover_rate=None,
|
|
pe_ratio=None,
|
|
)
|
|
|
|
lb_quote = UnifiedRealtimeQuote(
|
|
code="AAPL",
|
|
name="苹果",
|
|
source=RealtimeSource.LONGBRIDGE,
|
|
price=253.79,
|
|
volume_ratio=1.25,
|
|
turnover_rate=0.33,
|
|
pe_ratio=41.7,
|
|
pb_ratio=57.7,
|
|
total_mv=4060640000000.0,
|
|
)
|
|
|
|
mock_lb_fetcher = MagicMock()
|
|
mock_lb_fetcher.name = "LongbridgeFetcher"
|
|
mock_lb_fetcher.get_realtime_quote.return_value = lb_quote
|
|
|
|
manager = DataFetcherManager(fetchers=[mock_lb_fetcher])
|
|
|
|
result = manager._supplement_from_longbridge("AAPL", yf_quote)
|
|
|
|
self.assertIsNotNone(result)
|
|
self.assertEqual(result.volume_ratio, 1.25)
|
|
self.assertEqual(result.turnover_rate, 0.33)
|
|
self.assertEqual(result.pe_ratio, 41.7)
|
|
# source should stay as original (yfinance/FALLBACK)
|
|
self.assertEqual(result.source, RealtimeSource.FALLBACK)
|
|
|
|
def test_sole_source_when_yfinance_fails(self):
|
|
"""When yfinance returns None, LB acts as sole source."""
|
|
from data_provider.base import DataFetcherManager
|
|
|
|
lb_quote = UnifiedRealtimeQuote(
|
|
code="AAPL",
|
|
source=RealtimeSource.LONGBRIDGE,
|
|
price=253.79,
|
|
volume_ratio=1.25,
|
|
turnover_rate=0.33,
|
|
)
|
|
|
|
mock_lb_fetcher = MagicMock()
|
|
mock_lb_fetcher.name = "LongbridgeFetcher"
|
|
mock_lb_fetcher.get_realtime_quote.return_value = lb_quote
|
|
|
|
manager = DataFetcherManager(fetchers=[mock_lb_fetcher])
|
|
|
|
result = manager._supplement_from_longbridge("AAPL", None)
|
|
|
|
self.assertIsNotNone(result)
|
|
self.assertEqual(result.source, RealtimeSource.LONGBRIDGE)
|
|
self.assertEqual(result.price, 253.79)
|
|
|
|
|
|
if __name__ == "__main__":
|
|
unittest.main()
|