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* test(tw): add live-network drift smoke + network-marked tests for 三大法人 fetcher The offline tests (tests/test_tw_institutional_fetcher.py) pin the parser to frozen fixtures, so they cannot notice an upstream TWSE T86 / TPEx feed change. Add two additive, tw-only drift detectors that hit the real public endpoints: - tests/tw_institutional_live_smoke.py: manual non-pytest smoke (mirrors tests/longbridge_live_smoke.py). Checks endpoint liveness + core-column-name presence, and cross-checks the fetcher's foreign/trust/dealer/total against the raw columns plus the always-true reconstruction total == foreign + foreign_dealer + trust + dealer (the 3-term identity only holds when the foreign-dealer sub-component is 0). - tests/test_tw_institutional_network.py: @pytest.mark.network, run only by the non-blocking Network Smoke cron (pytest -m network); the blocking backend gate runs pytest -m "not network" (scripts/ci_gate.sh) so these never gate a PR. Two self-contained tests cross-check the fetcher against the raw feed. No production code touched (data_provider/base.py unchanged); fail-open and no-silent-pass preserved. A renamed core/foreign-dealer column or a non-JSON response (maintenance page / URL migration) is reported LOUD as drift; only a transport error or non-trading-day soft-skips. Verified live against today's feeds and via a negative-path simulation of every drift/transient case. Dual review (code-reviewer APPROVE + silent-failure-hunter PROCEED) caught and fixed soft-skip paths that had masked feed drift (non-JSON body swallowed as a blip; foreign-dealer rename fabricated via `or 0`). * test(tw): fail loud when a stock is present in the raw feed but the fetcher returns None Addresses the review correctness-blocker on #1855. The TWSE/TPEx drift tests called the fetcher first and soft-skipped on a None result as "transient / suspended" WITHOUT checking the raw feed — so an upstream parse-prerequisite drift (e.g. a 民國->ISO date-format change that _parse_tpex_row / _parse_t86_row cannot convert) would make get_institutional_net() fail-open to None and be silently skipped, the exact fail-open these tests exist to catch (and contrary to the PR's stated "民國->ISO date switch fails loud"). Reorder both the smoke and the network tests: resolve the target stock's raw row FIRST, then if the fetcher returns None — fail LOUD when the row IS present in the raw feed (parse/date drift), and only soft-skip when the row is genuinely absent (non-trading day / suspended / transient). Verified: a negative-path simulation (raw row present + an unconvertible payload date) now reports drift and fails, the live happy path still passes, and the network tests are stable across repeated runs (transient blips hit both the raw fetch and the fetcher together -> consistent skip, never a false fail). --------- Co-authored-by: zhulinsen <42829555+ZhuLinsen@users.noreply.github.com>
153 lines
7.5 KiB
Python
153 lines
7.5 KiB
Python
# -*- coding: utf-8 -*-
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"""Live-network drift tests for TwInstitutionalFetcher, gated by @pytest.mark.network.
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These hit the REAL TWSE T86 + TPEx OpenAPI endpoints, so they run ONLY in the
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non-blocking "Network Smoke" cron (`pytest -m network`). The blocking backend gate
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runs `pytest -m "not network"` (scripts/ci_gate.sh), so these never gate a PR.
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The offline suite (tests/test_tw_institutional_fetcher.py) pins the parser to frozen
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fixtures and therefore cannot detect upstream feed drift; this file is that detector.
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Each test is self-contained (one raw fetch + the fetcher, in the same test) so a column
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rename is caught LOUD and a narrow connectivity window cannot split-skip two corroborating
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tests. Drift fails LOUD; a transport error, non-trading day, or transient blip skips QUIET
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so the cron is not noisy. A 200 that is NOT JSON (maintenance page / URL migration) is
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DRIFT, not a blip, so it fails — never skipped. Both feeds are public 政府開放資料, no creds.
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For the richer human-readable cross-check, see tests/tw_institutional_live_smoke.py.
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"""
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import os
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import sys
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import unittest
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import pytest
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sys.path.insert(0, os.path.abspath(os.path.join(os.path.dirname(__file__), "..")))
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from data_provider.tw_institutional_fetcher import ( # noqa: E402
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TwInstitutionalFetcher,
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_to_int,
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_T86_CORE,
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_T86_CODE,
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_T86_FOREIGN,
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_T86_TRUST,
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_T86_DEALER,
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_T86_TOTAL,
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_T86_URL,
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_TPEX_URL,
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_TPEX_FOREIGN_EXCL,
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_TPEX_TRUST,
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_TPEX_DEALER,
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_TPEX_TOTAL,
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_UA,
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)
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import requests # noqa: E402
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_HEADERS = {"User-Agent": _UA, "Accept": "application/json"}
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_NET_FIELDS = ("foreign_net", "trust_net", "dealer_net", "total_net")
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def _fetch_with_retry(fetcher, code, tries=3):
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"""Transient upstream blips are real (observed live); retry before giving up."""
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rec = None
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for _ in range(tries):
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rec = fetcher.get_institutional_net(code)
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if rec is not None:
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return rec
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return rec
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@pytest.mark.network
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class TestTwInstitutionalLiveNetwork(unittest.TestCase):
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"""Cron-only smoke: assert the live feeds still match the fetcher's contract."""
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def _get_feed_or_skip(self, url, params=None):
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"""Transport error -> skip (can't judge drift from an unreachable feed); a 200
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that is not valid JSON (HTML maintenance page / URL migration) -> fail LOUD."""
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try:
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resp = requests.get(url, params=params, headers=_HEADERS, timeout=20)
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except requests.exceptions.RequestException as exc:
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self.skipTest(f"endpoint unreachable: {exc}")
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try:
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return resp.json()
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except ValueError as exc: # non-JSON body is feed drift, not a transient blip
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self.fail(f"{url} returned non-JSON (maintenance page / URL migration?): {exc}")
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def _assert_record_shape(self, rec, market_label):
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for field in _NET_FIELDS:
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self.assertIsInstance(rec[field], int, f"{field} not an int: {rec[field]!r}")
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self.assertEqual(rec["market"], market_label)
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self.assertEqual(rec["unit"], "shares")
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self.assertTrue(rec["date"].isdigit() and len(rec["date"]) == 8, f"bad date {rec['date']!r}")
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def test_t86_live_columns_and_fetcher_match_raw(self):
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"""T86 core columns still named as expected AND the fetcher's parsed net figures
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equal the raw columns for a liquid stock (catches a fabricated fallback total)."""
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payload = self._get_feed_or_skip(
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_T86_URL, {"response": "json", "selectType": "ALLBUT0999"})
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if not isinstance(payload, dict):
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self.fail(f"T86 response not a JSON object: {type(payload).__name__} (feed shape drift)")
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if payload.get("stat") != "OK":
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self.skipTest(f"T86 stat={payload.get('stat')} (likely non-trading day)")
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fields = payload.get("fields") or []
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missing = [name for name in _T86_CORE if name not in fields]
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self.assertEqual(missing, [], f"TWSE T86 core columns renamed/removed: {missing}")
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idx = {name: fields.index(name) for name in fields}
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row = next((r for r in (payload.get("data") or [])
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if isinstance(r, (list, tuple)) and str(r[idx[_T86_CODE]]).strip() == "2330"), None)
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rec = _fetch_with_retry(TwInstitutionalFetcher(), "2330.TW")
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if rec is None:
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# row present in the raw feed but the fetcher returned None => parse/date drift
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# (the exact fail-open this test exists to catch) -> FAIL, never a soft-skip.
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if row is not None:
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self.fail("2330 is present in the raw T86 feed but the fetcher returned None after "
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"retries — parse/date drift (e.g. a column/date-format change)")
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self.skipTest("2330.TW None and absent from the raw feed (transient / suspended)")
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if row is None:
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self.skipTest("2330 not in the raw T86 snapshot (cross-check unavailable)")
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self._assert_record_shape(rec, "上市")
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self.assertEqual(rec["foreign_net"], _to_int(row[idx[_T86_FOREIGN]]))
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self.assertEqual(rec["trust_net"], _to_int(row[idx[_T86_TRUST]]))
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self.assertEqual(rec["dealer_net"], _to_int(row[idx[_T86_DEALER]]))
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# raw total present (it is in _T86_CORE, asserted above) -> the fetcher must echo it,
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# never the foreign+trust+dealer fallback synthesised when the column is absent.
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self.assertEqual(rec["total_net"], _to_int(row[idx[_T86_TOTAL]]))
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def test_tpex_live_columns_and_fetcher_match_raw(self):
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"""TPEx core keys still present AND the fetcher's parsed net figures equal the raw
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columns for a liquid stock (catches a fabricated fallback total)."""
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arr = self._get_feed_or_skip(_TPEX_URL)
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if not isinstance(arr, list):
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self.fail(f"TPEx response not a JSON array: {type(arr).__name__} (feed shape drift)")
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if not arr:
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self.skipTest("TPEx returned an empty list (likely non-trading day)")
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if not isinstance(arr[0], dict):
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self.fail(f"TPEx arr[0] not a dict: {type(arr[0]).__name__} (feed shape drift)")
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core_keys = (_TPEX_FOREIGN_EXCL, _TPEX_TRUST, _TPEX_DEALER, _TPEX_TOTAL)
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missing = [k for k in core_keys if k not in arr[0]]
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self.assertEqual(missing, [], f"TPEx core keys renamed/removed: {missing}")
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raw = next((r for r in arr
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if isinstance(r, dict) and str(r.get("SecuritiesCompanyCode", "")).strip() == "5483"), None)
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rec = _fetch_with_retry(TwInstitutionalFetcher(), "5483.TWO")
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if rec is None:
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# row present in the raw feed but the fetcher returned None => parse/date drift
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# (e.g. a 民國 date-format change _parse_tpex_row can't convert) -> FAIL, not soft-skip.
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if raw is not None:
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self.fail("5483 is present in the raw TPEx feed but the fetcher returned None after "
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"retries — parse/date drift (e.g. a 民國 date-format change)")
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self.skipTest("5483.TWO None and absent from the raw feed (transient / suspended)")
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if raw is None:
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self.skipTest("5483 not in the raw TPEx snapshot (cross-check unavailable)")
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self._assert_record_shape(rec, "上櫃")
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self.assertEqual(rec["foreign_net"], _to_int(raw.get(_TPEX_FOREIGN_EXCL)))
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self.assertEqual(rec["trust_net"], _to_int(raw.get(_TPEX_TRUST)))
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self.assertEqual(rec["dealer_net"], _to_int(raw.get(_TPEX_DEALER)))
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self.assertEqual(rec["total_net"], _to_int(raw.get(_TPEX_TOTAL)))
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if __name__ == "__main__":
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unittest.main()
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