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TIANHE
de8fd2cd83
Repair grid rearming and pending-order recovery, accelerate replay data and factors, and persist agent backtest history. Reuse Copilot routing, fetch market data concurrently, and release database connections during streaming. Add regression coverage and enforce LF shell scripts.
44 lines
1.7 KiB
Python
44 lines
1.7 KiB
Python
import json
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import math
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from pathlib import Path
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import pandas as pd
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import pytest
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from app.services.factors import FactorError, compute_factor
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def reference_frame(kind):
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prices = [100. + (i % 13) * .7 - (i % 7) * .4 + i * .03 for i in range(96)]
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if kind == "flat":
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prices = [100.] * 96
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if kind == "gaps":
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prices = [p + (12 if i % 19 < 4 else -8) for i, p in enumerate(prices)]
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frame = pd.DataFrame({
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"open": prices, "high": [p + 1 for p in prices], "low": [p - 1 for p in prices],
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"close": prices, "volume": [1000.] * 96,
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}, index=pd.date_range("2026-01-01", periods=96))
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if kind == "nan":
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frame.iloc[[12, 28, 48], frame.columns.get_loc("close")] = float("nan")
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frame.iloc[[9, 15], frame.columns.get_loc("high")] = float("nan")
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if kind == "inf":
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frame.iloc[25, frame.columns.get_loc("high")] = float("inf")
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frame.iloc[30, frame.columns.get_loc("low")] = -float("inf")
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return frame
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REFERENCE = Path(__file__).parent / "fixtures/recursive_factor_reference.json"
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CASES = json.loads(REFERENCE.read_text(encoding="utf-8"))["cases"]
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@pytest.mark.parametrize("case", CASES, ids=lambda c: f'{c["kind"]}-{c["factor"]}-{c["params"].get("output", "default")}')
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def test_recursive_factors_match_previous_revision_on_every_visible_prefix(case):
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frame = reference_frame(case["kind"])
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for length, expected in case["prefixes"].items():
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try:
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value = compute_factor(case["factor"], frame.iloc[:int(length)], case["params"])
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actual = {"value": value if math.isfinite(value) else None}
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except FactorError as exc:
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actual = {"error": exc.code}
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assert actual == expected, (case, length, actual)
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