liaozhaorun
f48b307ad2
- 新增 DateSplitter 类，支持基于日期范围的一次性训练/测试划分 - 实现日期格式验证和日期范围逻辑检查 - 支持自定义日期列名参数 - 添加完整的单元测试（12个测试用例） - 在 components 模块导出 DateSplitter
245 lines
7.1 KiB
Python
245 lines
7.1 KiB
Python
"""测试 DateSplitter 数据划分器
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验证一次性日期划分功能。
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"""
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import pytest
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import polars as pl
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from src.training.components.splitters import DateSplitter
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class TestDateSplitter:
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"""DateSplitter 测试类"""
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def test_initialization_success(self):
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"""测试正常初始化"""
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splitter = DateSplitter(
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train_start="20200101",
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train_end="20221231",
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test_start="20230101",
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test_end="20231231",
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)
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assert splitter.train_start == "20200101"
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assert splitter.train_end == "20221231"
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assert splitter.test_start == "20230101"
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assert splitter.test_end == "20231231"
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def test_invalid_date_format(self):
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"""测试无效的日期格式"""
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with pytest.raises(ValueError, match="必须是格式为 'YYYYMMDD' 的8位字符串"):
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DateSplitter(
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train_start="2020-01-01", # 错误格式
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train_end="20221231",
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test_start="20230101",
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test_end="20231231",
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)
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def test_train_start_after_train_end(self):
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"""测试训练集开始日期晚于结束日期"""
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with pytest.raises(ValueError, match="train_start.*必须早于或等于 train_end"):
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DateSplitter(
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train_start="20231231",
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train_end="20200101",
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test_start="20230101",
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test_end="20231231",
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)
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def test_test_start_after_test_end(self):
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"""测试测试集开始日期晚于结束日期"""
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with pytest.raises(ValueError, match="test_start.*必须早于或等于 test_end"):
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DateSplitter(
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train_start="20200101",
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train_end="20221231",
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test_start="20231231",
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test_end="20230101",
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)
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def test_overlapping_dates(self):
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"""测试训练集和测试集日期重叠"""
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with pytest.raises(ValueError, match="必须晚于训练集结束日期"):
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DateSplitter(
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train_start="20200101",
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train_end="20221231",
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test_start="20220601", # 在训练集范围内
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test_end="20231231",
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)
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def test_split_success(self):
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"""测试正常划分数据"""
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# 创建测试数据
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data = pl.DataFrame(
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{
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"ts_code": [
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"000001.SZ",
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"000002.SZ",
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"000003.SZ",
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"000004.SZ",
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"000005.SZ",
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"000006.SZ",
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],
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"trade_date": [
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"20200101",
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"20211231",
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"20221231",
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"20230101",
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"20230601",
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"20231231",
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],
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"value": [1.0, 2.0, 3.0, 4.0, 5.0, 6.0],
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}
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)
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splitter = DateSplitter(
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train_start="20200101",
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train_end="20221231",
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test_start="20230101",
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test_end="20231231",
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)
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train_data, test_data = splitter.split(data)
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# 验证训练集
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assert len(train_data) == 3
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assert train_data["trade_date"].to_list() == [
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"20200101",
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"20211231",
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"20221231",
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]
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# 验证测试集
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assert len(test_data) == 3
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assert test_data["trade_date"].to_list() == ["20230101", "20230601", "20231231"]
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def test_split_no_matching_train_data(self):
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"""测试训练集无匹配数据"""
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data = pl.DataFrame(
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{
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"ts_code": ["000001.SZ", "000002.SZ"],
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"trade_date": ["20230101", "20231231"],
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"value": [1.0, 2.0],
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}
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)
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splitter = DateSplitter(
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train_start="20200101",
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train_end="20221231",
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test_start="20230101",
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test_end="20231231",
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)
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train_data, test_data = splitter.split(data)
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# 训练集应该为空
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assert len(train_data) == 0
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# 测试集应该有数据
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assert len(test_data) == 2
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def test_split_no_matching_test_data(self):
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"""测试测试集无匹配数据"""
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data = pl.DataFrame(
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{
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"ts_code": ["000001.SZ", "000002.SZ"],
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"trade_date": ["20200101", "20211231"],
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"value": [1.0, 2.0],
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}
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)
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splitter = DateSplitter(
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train_start="20200101",
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train_end="20221231",
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test_start="20230101",
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test_end="20231231",
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)
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train_data, test_data = splitter.split(data)
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# 训练集应该有数据
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assert len(train_data) == 2
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# 测试集应该为空
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assert len(test_data) == 0
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def test_split_with_custom_date_col(self):
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"""测试使用自定义日期列名"""
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data = pl.DataFrame(
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{
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"ts_code": ["000001.SZ", "000002.SZ", "000003.SZ"],
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"date": ["20200101", "20211231", "20230101"],
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"value": [1.0, 2.0, 3.0],
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}
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)
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splitter = DateSplitter(
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train_start="20200101",
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train_end="20221231",
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test_start="20230101",
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test_end="20231231",
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)
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train_data, test_data = splitter.split(data, date_col="date")
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assert len(train_data) == 2
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assert len(test_data) == 1
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def test_split_missing_date_column(self):
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"""测试数据缺少日期列"""
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data = pl.DataFrame(
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{
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"ts_code": ["000001.SZ"],
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"value": [1.0],
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}
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)
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splitter = DateSplitter(
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train_start="20200101",
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train_end="20221231",
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test_start="20230101",
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test_end="20231231",
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)
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with pytest.raises(ValueError, match="数据中不包含列 'trade_date'"):
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splitter.split(data)
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def test_repr(self):
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"""测试 __repr__ 方法"""
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splitter = DateSplitter(
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train_start="20200101",
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train_end="20221231",
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test_start="20230101",
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test_end="20231231",
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)
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repr_str = repr(splitter)
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assert "DateSplitter" in repr_str
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assert "20200101" in repr_str
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assert "20221231" in repr_str
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assert "20230101" in repr_str
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assert "20231231" in repr_str
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def test_edge_case_same_day_train(self):
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"""测试训练集为单日"""
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data = pl.DataFrame(
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{
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"ts_code": ["000001.SZ"],
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"trade_date": ["20200101"],
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"value": [1.0],
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}
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)
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splitter = DateSplitter(
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train_start="20200101",
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train_end="20200101",
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test_start="20200102",
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test_end="20200102",
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)
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train_data, test_data = splitter.split(data)
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assert len(train_data) == 1
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assert len(test_data) == 0
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if __name__ == "__main__":
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pytest.main([__file__, "-v"])
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