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https://github.com/ZhuLinsen/daily_stock_analysis
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83b8154d0a
* fix(issue-1885): [bug]-评分建议过度归为持有，需收敛-hold/watch/buy/sell * fix(review-feedback-1887): 澄清/修正评分与 action 的契约一致性问题，并补齐高风险路径的验证说明 * fix(review-feedback-1887): 补一句排除说明，避免和 AGENTS 对外部依赖/运行时配置变更需说明兼容、迁移与回退路径的要求产生歧义 * fix(review-feedback-1887): CI 当前未通过：结构化事实显示 backend-gate:failure，PR 描述中的本地验证也写明 test:TIMEOUT
334 lines
13 KiB
Python
334 lines
13 KiB
Python
# -*- coding: utf-8 -*-
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"""
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Unit tests for StockTrendAnalyzer._generate_signal bias and strong-trend relief logic (Issue #296).
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"""
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import math
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import unittest
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from unittest.mock import patch, MagicMock
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from src.stock_analyzer import (
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BuySignal,
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StockTrendAnalyzer,
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TrendAnalysisResult,
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TrendStatus,
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VolumeStatus,
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MACDStatus,
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RSIStatus,
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)
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from src.schemas.decision_scale import action_for_score, decision_type_for_score, signal_key_for_score
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def _make_result(
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code: str = "000001",
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trend_status: TrendStatus = TrendStatus.BULL,
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trend_strength: float = 50.0,
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bias_ma5: float = 0.0,
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volume_status: VolumeStatus = VolumeStatus.NORMAL,
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macd_status: MACDStatus = MACDStatus.BULLISH,
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rsi_status: RSIStatus = RSIStatus.NEUTRAL,
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support_ma5: bool = False,
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support_ma10: bool = False,
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) -> TrendAnalysisResult:
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"""Build TrendAnalysisResult with defaults for _generate_signal bias branch testing."""
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return TrendAnalysisResult(
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code=code,
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trend_status=trend_status,
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ma_alignment="",
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trend_strength=trend_strength,
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ma5=10.0,
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ma10=9.5,
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ma20=9.0,
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ma60=8.5,
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current_price=10.0,
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bias_ma5=bias_ma5,
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bias_ma10=0.0,
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bias_ma20=0.0,
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volume_status=volume_status,
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volume_ratio_5d=1.0,
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volume_trend="",
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support_ma5=support_ma5,
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support_ma10=support_ma10,
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macd_status=macd_status,
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rsi_status=rsi_status,
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)
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class StockAnalyzerBiasTestCase(unittest.TestCase):
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"""Tests for bias_ma5 and strong-trend relief in _generate_signal."""
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def setUp(self) -> None:
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self.analyzer = StockTrendAnalyzer()
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def _assert_contains(self, items: list, substring: str) -> None:
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"""Assert at least one item contains the substring."""
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self.assertTrue(
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any(substring in s for s in items),
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msg=f"Expected substring '{substring}' in {items}",
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)
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def _assert_not_contains(self, items: list, substring: str) -> None:
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"""Assert no item contains the substring."""
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self.assertFalse(
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any(substring in s for s in items),
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msg=f"Did not expect substring '{substring}' in {items}",
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)
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@patch("src.stock_analyzer.get_config")
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def test_bias_nan_defense(self, mock_get_config: MagicMock) -> None:
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"""bias_ma5=NaN should be treated as 0.0 without exception."""
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mock_get_config.return_value.bias_threshold = 5.0
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result = _make_result(
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trend_status=TrendStatus.BULL,
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bias_ma5=float("nan"),
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)
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self.analyzer._generate_signal(result)
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self.assertIsInstance(result.signal_score, (int, float))
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self.assertFalse(math.isnan(result.signal_score))
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@patch("src.stock_analyzer.get_config")
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def test_bias_negative_pullback(self, mock_get_config: MagicMock) -> None:
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"""bias=-2% should yield '回踩买点'."""
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mock_get_config.return_value.bias_threshold = 5.0
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result = _make_result(
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trend_status=TrendStatus.BULL,
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bias_ma5=-2.0,
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)
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self.analyzer._generate_signal(result)
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self._assert_contains(result.signal_reasons, "回踩买点")
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@patch("src.stock_analyzer.get_config")
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def test_bias_close_to_ma5(self, mock_get_config: MagicMock) -> None:
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"""bias=1.5% should yield '介入好时机'."""
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mock_get_config.return_value.bias_threshold = 5.0
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result = _make_result(
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trend_status=TrendStatus.BULL,
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bias_ma5=1.5,
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)
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self.analyzer._generate_signal(result)
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self._assert_contains(result.signal_reasons, "介入好时机")
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@patch("src.stock_analyzer.get_config")
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def test_bias_slightly_high(self, mock_get_config: MagicMock) -> None:
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"""bias=4% (< base_threshold=5%) should yield '可小仓介入'."""
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mock_get_config.return_value.bias_threshold = 5.0
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result = _make_result(
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trend_status=TrendStatus.BULL,
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bias_ma5=4.0,
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)
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self.analyzer._generate_signal(result)
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self._assert_contains(result.signal_reasons, "可小仓介入")
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@patch("src.stock_analyzer.get_config")
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def test_strong_trend_relaxed_threshold(self, mock_get_config: MagicMock) -> None:
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"""STRONG_BULL + trend_strength=75 + bias=6% -> '可轻仓追踪' (effective=7.5%)."""
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mock_get_config.return_value.bias_threshold = 5.0
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result = _make_result(
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trend_status=TrendStatus.STRONG_BULL,
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trend_strength=75.0,
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bias_ma5=6.0,
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)
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self.analyzer._generate_signal(result)
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self._assert_contains(result.signal_reasons, "可轻仓追踪")
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self._assert_not_contains(result.risk_factors, "严禁追高")
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@patch("src.stock_analyzer.get_config")
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def test_non_strong_trend_strict_threshold(self, mock_get_config: MagicMock) -> None:
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"""BULL + bias=6% -> '严禁追高!'."""
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mock_get_config.return_value.bias_threshold = 5.0
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result = _make_result(
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trend_status=TrendStatus.BULL,
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bias_ma5=6.0,
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)
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self.analyzer._generate_signal(result)
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self._assert_contains(result.risk_factors, "严禁追高")
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@patch("src.stock_analyzer.get_config")
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def test_strong_trend_exceed_effective(self, mock_get_config: MagicMock) -> None:
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"""STRONG_BULL + trend_strength=80 + bias=10% -> '严禁追高!' (exceeds 7.5%)."""
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mock_get_config.return_value.bias_threshold = 5.0
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result = _make_result(
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trend_status=TrendStatus.STRONG_BULL,
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trend_strength=80.0,
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bias_ma5=10.0,
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)
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self.analyzer._generate_signal(result)
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self._assert_contains(result.risk_factors, "严禁追高")
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@patch("src.stock_analyzer.get_config")
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def test_boundary_at_base_threshold(self, mock_get_config: MagicMock) -> None:
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"""bias=5.0% (exact base_threshold) -> '可小仓介入' (bias < base_threshold is False)."""
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mock_get_config.return_value.bias_threshold = 5.0
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result = _make_result(
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trend_status=TrendStatus.BULL,
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bias_ma5=5.0,
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)
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self.analyzer._generate_signal(result)
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# bias=5.0: bias < base_threshold (5 < 5) is False, so we go to next branch
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# bias < 2 is False, bias < base_threshold is False (5 < 5)
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# bias > effective_threshold: 5 > 5 False
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# bias > base_threshold and is_strong_trend: 5 > 5 False
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# else: 5 > 5 False, so we'd get to the else branch with "严禁追高"
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# Actually: bias < 2 -> False, bias < base_threshold (5 < 5) -> False
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# bias > effective_threshold (5 > 5) -> False
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# bias > base_threshold and is_strong_trend -> False
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# else -> bias > base_threshold (5 > 5) False... wait
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# Let me re-read: elif bias < base_threshold -> 5 < 5 is False
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# elif bias > effective_threshold -> 5 > 5 is False
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# elif bias > base_threshold and is_strong_trend -> 5 > 5 is False
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# else: risks.append 严禁追高 - so we get 严禁追高
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# Because 5.0 is not < 5.0, not > 5.0 when effective=base=5. So we hit the else.
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self._assert_contains(result.risk_factors, "严禁追高")
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@patch("src.stock_analyzer.get_config")
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def test_signal_thresholds_follow_canonical_score_scale(self, mock_get_config: MagicMock) -> None:
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mock_get_config.return_value.bias_threshold = 5.0
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cases = [
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(
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_make_result(
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trend_status=TrendStatus.STRONG_BULL,
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bias_ma5=-1.0,
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volume_status=VolumeStatus.HEAVY_VOLUME_UP,
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macd_status=MACDStatus.BULLISH,
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rsi_status=RSIStatus.OVERBOUGHT,
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support_ma5=True,
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support_ma10=True,
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trend_strength=75,
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),
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BuySignal.STRONG_BUY,
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80,
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signal_key_for_score(80),
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action_for_score(80),
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decision_type_for_score(80),
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),
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(
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_make_result(
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trend_status=TrendStatus.STRONG_BULL,
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bias_ma5=6.0,
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volume_status=VolumeStatus.HEAVY_VOLUME_DOWN,
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macd_status=MACDStatus.BULLISH,
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rsi_status=RSIStatus.STRONG_BUY,
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support_ma5=True,
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support_ma10=True,
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),
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BuySignal.BUY,
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60,
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signal_key_for_score(60),
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action_for_score(60),
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decision_type_for_score(60),
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),
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(
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_make_result(
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trend_status=TrendStatus.BULL,
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bias_ma5=6.0,
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volume_status=VolumeStatus.HEAVY_VOLUME_DOWN,
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macd_status=MACDStatus.CROSSING_UP,
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rsi_status=RSIStatus.OVERBOUGHT,
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),
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BuySignal.WAIT,
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40,
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signal_key_for_score(40),
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action_for_score(40),
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decision_type_for_score(40),
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),
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(
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_make_result(
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trend_status=TrendStatus.STRONG_BULL,
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bias_ma5=-1.5,
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volume_status=VolumeStatus.SHRINK_VOLUME_DOWN,
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macd_status=MACDStatus.GOLDEN_CROSS,
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rsi_status=RSIStatus.OVERSOLD,
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support_ma5=True,
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support_ma10=True,
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trend_strength=75,
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),
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BuySignal.STRONG_BUY,
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97,
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signal_key_for_score(97),
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action_for_score(97),
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decision_type_for_score(97),
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),
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(
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_make_result(
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trend_status=TrendStatus.BULL,
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bias_ma5=1.5,
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volume_status=VolumeStatus.NORMAL,
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macd_status=MACDStatus.BULLISH,
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rsi_status=RSIStatus.NEUTRAL,
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support_ma5=True,
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),
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BuySignal.BUY,
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72,
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signal_key_for_score(72),
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action_for_score(72),
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decision_type_for_score(72),
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),
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(
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_make_result(
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trend_status=TrendStatus.CONSOLIDATION,
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bias_ma5=1.5,
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volume_status=VolumeStatus.NORMAL,
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macd_status=MACDStatus.BULLISH,
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rsi_status=RSIStatus.NEUTRAL,
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),
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BuySignal.WAIT,
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53,
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signal_key_for_score(53),
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action_for_score(53),
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decision_type_for_score(53),
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),
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(
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_make_result(
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trend_status=TrendStatus.WEAK_BEAR,
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bias_ma5=5.5,
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volume_status=VolumeStatus.NORMAL,
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macd_status=MACDStatus.BULLISH,
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rsi_status=RSIStatus.WEAK,
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),
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BuySignal.SELL,
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33,
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signal_key_for_score(33),
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action_for_score(33),
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decision_type_for_score(33),
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),
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(
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_make_result(
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trend_status=TrendStatus.BEAR,
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bias_ma5=6.0,
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volume_status=VolumeStatus.HEAVY_VOLUME_DOWN,
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macd_status=MACDStatus.DEATH_CROSS,
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rsi_status=RSIStatus.OVERBOUGHT,
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),
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BuySignal.STRONG_SELL,
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8,
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signal_key_for_score(8),
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action_for_score(8),
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decision_type_for_score(8),
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),
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]
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for result, expected_signal, expected_score, expected_scale_key, expected_scale_action, expected_scale_decision_type in cases:
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with self.subTest(expected_signal=expected_signal):
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self.analyzer._generate_signal(result)
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self.assertEqual(result.signal_score, expected_score)
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self.assertEqual(signal_key_for_score(result.signal_score), expected_scale_key)
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self.assertEqual(action_for_score(result.signal_score), expected_scale_action)
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self.assertEqual(decision_type_for_score(result.signal_score), expected_scale_decision_type)
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self.assertEqual(result.buy_signal, expected_signal)
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@patch("src.stock_analyzer.get_config")
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def test_non_bull_high_score_falls_back_to_wait(self, mock_get_config: MagicMock) -> None:
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mock_get_config.return_value.bias_threshold = 5.0
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result = _make_result(
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trend_status=TrendStatus.WEAK_BEAR,
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bias_ma5=-1.5,
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volume_status=VolumeStatus.SHRINK_VOLUME_DOWN,
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macd_status=MACDStatus.GOLDEN_CROSS,
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rsi_status=RSIStatus.OVERSOLD,
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support_ma5=True,
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support_ma10=True,
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)
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self.analyzer._generate_signal(result)
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self.assertEqual(result.signal_score, 75)
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self.assertEqual(result.buy_signal, BuySignal.WAIT)
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