"""振幅统计核心逻辑单元测试(不打交易所).""" from __future__ import annotations import unittest from datetime import date, datetime from zoneinfo import ZoneInfo from lib.hub.amp_stats_lib import ( build_export_csv, compute_amp_stats, compute_day_row, list_settlement_dates, summarize_rows, window_bounds_for_settlement, ) import httpx TZ = ZoneInfo("Asia/Shanghai") def _bar(ts_ms: int, o: float, h: float, l: float, c: float) -> dict: return {"ts": ts_ms, "o": o, "h": h, "l": l, "c": c} class AmpStatsLibTests(unittest.TestCase): def test_window_cross_day_22_to_16(self): start, end = window_bounds_for_settlement(date(2026, 7, 22), 22) self.assertEqual(start.strftime("%Y-%m-%d %H:%M"), "2026-07-21 22:00") self.assertEqual(end.strftime("%Y-%m-%d %H:%M"), "2026-07-22 16:00") def test_window_same_day_8_to_16(self): start, end = window_bounds_for_settlement(date(2026, 7, 22), 8) self.assertEqual(start.strftime("%Y-%m-%d %H:%M"), "2026-07-22 08:00") self.assertEqual(end.strftime("%Y-%m-%d %H:%M"), "2026-07-22 16:00") def test_window_two_day_16_to_16(self): # 结算 27 日 → 两日窗 25日16:00 → 27日16:00 start, end = window_bounds_for_settlement(date(2026, 7, 27), 16, span_days=2) self.assertEqual(start.strftime("%Y-%m-%d %H:%M"), "2026-07-25 16:00") self.assertEqual(end.strftime("%Y-%m-%d %H:%M"), "2026-07-27 16:00") one_start, _ = window_bounds_for_settlement(date(2026, 7, 27), 16, span_days=1) self.assertEqual(one_start.strftime("%Y-%m-%d %H:%M"), "2026-07-26 16:00") def test_settlement_excludes_incomplete_today(self): now = datetime(2026, 7, 22, 10, 0, tzinfo=TZ) days = list_settlement_dates(sample_days=3, now=now) self.assertEqual(days[0].isoformat(), "2026-07-21") self.assertEqual(len(days), 3) def test_settlement_includes_today_after_1600(self): now = datetime(2026, 7, 22, 16, 0, tzinfo=TZ) days = list_settlement_dates(sample_days=1, now=now) self.assertEqual(days[0].isoformat(), "2026-07-22") def test_day_row_points(self): # 22:00 D-1 → 16:00 D; O=2000 H=2500 L=1800 C=2100 → up500 down200 amp700 settlement = date(2026, 7, 22) start, end = window_bounds_for_settlement(settlement, 22) bar_map = {} t = int(start.timestamp() * 1000) last = int((end.replace(hour=15)).timestamp() * 1000) # first bar bar_map[t] = {"o": 2000.0, "h": 2100.0, "l": 1950.0, "c": 2050.0} cur = t + 3600 * 1000 while cur < last: bar_map[cur] = {"o": 2050.0, "h": 2200.0, "l": 1900.0, "c": 2100.0} cur += 3600 * 1000 # peak and trough somewhere mid = t + 5 * 3600 * 1000 bar_map[mid] = {"o": 2100.0, "h": 2500.0, "l": 1800.0, "c": 2000.0} bar_map[last] = {"o": 2000.0, "h": 2150.0, "l": 1990.0, "c": 2100.0} # fill any missing hours with flat cur = t while cur <= last: if cur not in bar_map: bar_map[cur] = {"o": 2000.0, "h": 2000.0, "l": 2000.0, "c": 2000.0} cur += 3600 * 1000 row = compute_day_row(settlement, 22, bar_map) self.assertIsNotNone(row) self.assertEqual(row["open"], 2000.0) self.assertEqual(row["high"], 2500.0) self.assertEqual(row["low"], 1800.0) self.assertEqual(row["up_points"], 500.0) self.assertEqual(row["down_points"], 200.0) self.assertEqual(row["amplitude"], 700.0) self.assertEqual(row["change"], 100.0) def test_summary_max_amplitude(self): rows = [ {"amplitude": 100, "up_points": 40, "down_points": 60, "change": 10, "settlement_day": "2026-07-01"}, {"amplitude": 700, "up_points": 500, "down_points": 200, "change": -5, "settlement_day": "2026-07-02"}, {"amplitude": 200, "up_points": 50, "down_points": 150, "change": 20, "settlement_day": "2026-07-03"}, ] s = summarize_rows(rows) self.assertEqual(s["max_amplitude"], 700) self.assertEqual(s["max_amplitude_day"], "2026-07-02") self.assertEqual(s["max_up_points"], 500) self.assertEqual(s["max_down_points"], 200) self.assertIsNone(s["move_points_stats"]) def test_move_points_amp_ratio(self): rows = [ {"amplitude": 100, "up_points": 40, "down_points": 60, "change": 10, "settlement_day": "2026-07-01"}, {"amplitude": 40, "up_points": 10, "down_points": 30, "change": -5, "settlement_day": "2026-07-02"}, {"amplitude": 50, "up_points": 50, "down_points": 0, "change": 20, "settlement_day": "2026-07-03"}, ] s = summarize_rows(rows, move_points=50) ms = s["move_points_stats"] self.assertIsNotNone(ms) self.assertEqual(ms["move_points"], 50) self.assertEqual(ms["amp_hit_days"], 2) # 100, 50 self.assertEqual(ms["amp_hit_ratio"], round(2 / 3, 4)) self.assertEqual(ms["up_hit_days"], 1) # 50 self.assertEqual(ms["down_hit_days"], 1) # 60 csv_text = build_export_csv( { "exchange": "okx", "symbol_label": "ETH", "summary": s, "rows": rows, "start_hour": 16, "end_hour": 16, } ) self.assertIn("振幅占比", csv_text) self.assertIn("振幅达标", csv_text) def test_weekend_and_reframe_move_points(self): from lib.hub.amp_stats_lib import enrich_rows, filter_weekend_rows, reframe_amp_stats rows = [ { "settlement_day": "2026-07-18", "is_weekend": True, "weekday_label": "六", "up_points": 100, "down_points": 10, "change": -5, "amplitude": 110, }, { "settlement_day": "2026-07-19", "is_weekend": True, "weekday_label": "日", "up_points": 20, "down_points": 15, "change": 12, "amplitude": 35, }, { "settlement_day": "2026-07-20", "is_weekend": False, "weekday_label": "", "up_points": 50, "down_points": 40, "change": 8, "amplitude": 90, }, ] excl = filter_weekend_rows(rows, "exclude") self.assertEqual(len(excl), 1) self.assertEqual(excl[0]["settlement_day"], "2026-07-20") only = filter_weekend_rows(rows, "only") self.assertEqual(len(only), 2) enriched = enrich_rows(rows, move_points=80) self.assertTrue(enriched[0]["amp_hit"]) self.assertFalse(enriched[1]["amp_hit"]) self.assertTrue(enriched[2]["amp_hit"]) reframed = reframe_amp_stats( rows_all=rows, symbol="eth", weekend_filter="exclude", move_points=80, ) self.assertEqual(reframed["summary"]["sample_count"], 1) self.assertTrue(reframed["rows"][0]["amp_hit"]) self.assertIn("振幅占比", build_export_csv(reframed)) def test_fetch_switches_to_history_endpoint(self): """近期接口到头后应切 history 续拉.""" from lib.hub.amp_stats_lib import fetch_okx_candles calls: list[str] = [] class FakeResp: def __init__(self, data, url="https://x", status_code=200): self._data = data self.status_code = status_code self.url = url self.request = httpx.Request("GET", url) def raise_for_status(self): if self.status_code >= 400: raise httpx.HTTPStatusError( "err", request=self.request, response=self ) def json(self): return {"code": "0", "data": self._data} class FakeClient: def get(self, url, params=None): calls.append(url) after = (params or {}).get("after") # recent: only 2 pages then empty; history continues if "history" not in url: if after is None: return FakeResp([["2000", "1", "2", "0.5", "1.5"], ["1900", "1", "2", "0.5", "1.5"]], url=url) if after == "1900": return FakeResp([], url=url) # recent exhausted return FakeResp([], url=url) # history if after == "1900": return FakeResp([["1800", "1", "2", "0.5", "1.5"], ["1000", "1", "2", "0.5", "1.5"]], url=url) return FakeResp([], url=url) def close(self): return None bars = fetch_okx_candles( url="https://www.okx.com/api/v5/market/index-candles", history_url="https://www.okx.com/api/v5/market/history-index-candles", inst_id="ETH-USD", since_ms=1000, until_ms=3000, client=FakeClient(), max_pages=10, page_pause_sec=0, history_page_pause_sec=0, ) self.assertTrue(any("history-index-candles" in u for u in calls)) self.assertGreaterEqual(len(bars), 3) self.assertEqual(bars[0]["ts"], 1000) def test_fetch_retries_on_429(self): from lib.hub.amp_stats_lib import fetch_okx_candles import httpx as _httpx hits = {"n": 0} class FakeResp: def __init__(self, status_code, data=None): self.status_code = status_code self.url = "https://www.okx.com/api/v5/market/history-candles" self.request = _httpx.Request("GET", self.url) self._data = data or [] def raise_for_status(self): if self.status_code >= 400: raise _httpx.HTTPStatusError("429", request=self.request, response=self) def json(self): return {"code": "0", "data": self._data} class FakeClient: def get(self, url, params=None): hits["n"] += 1 if hits["n"] < 3: return FakeResp(429) return FakeResp(200, [["1000", "1", "2", "0.5", "1.5"]]) def close(self): return None bars = fetch_okx_candles( url="https://www.okx.com/api/v5/market/candles", history_url=None, inst_id="ETH-USDT-SWAP", since_ms=1000, until_ms=2000, client=FakeClient(), max_pages=3, page_pause_sec=0, history_page_pause_sec=0, ) self.assertGreaterEqual(hits["n"], 3) self.assertEqual(len(bars), 1) def test_compute_with_mock_fetch(self): now = datetime(2026, 7, 22, 18, 0, tzinfo=TZ) def fetch_fn(*, inst_id, since_ms, until_ms): bars = [] t = since_ms - (since_ms % (3600 * 1000)) while t <= until_ms: # synthetic: open 2000, one spike day o = 2000.0 h = 2500.0 if t == since_ms + 5 * 3600 * 1000 else 2050.0 l = 1800.0 if t == since_ms + 5 * 3600 * 1000 else 1950.0 c = 2020.0 bars.append(_bar(t, o, h, l, c)) t += 3600 * 1000 return bars result = compute_amp_stats( symbol="eth", start_hour=16, period="custom", custom_days=7, now=now, fetch_fn=fetch_fn, ) self.assertTrue(result["ok"]) self.assertEqual(result["exchange"], "okx") self.assertGreaterEqual(result["summary"]["sample_count"], 1) csv_text = build_export_csv(result) self.assertIn("最大振幅", csv_text) self.assertIn("日表明细", csv_text) if __name__ == "__main__": unittest.main()