Files
ProStock/tests/test_daily_storage.py
liaozhaorun 05228ce9de refactor: 调整项目结构,新增数据同步和交易日历模块
- 移除 pyproject.toml,改用 uv 管理项目
- 新增 data/* 忽略规则
- 新增数据同步模块 sync.py
- 新增交易日历模块 trade_cal.py
- 新增相关测试用例
- 更新 API 文档
2026-02-01 04:44:01 +08:00

191 lines
6.8 KiB
Python

"""Tests for data/daily.h5 storage validation.
Validates two key points:
1. All stocks from stock_basic.csv are saved in daily.h5
2. No abnormal data with very few data points (< 10 rows per stock)
"""
import pytest
import pandas as pd
from pathlib import Path
from src.data.storage import Storage
from src.data.stock_basic import _get_csv_path
class TestDailyStorageValidation:
"""Test daily.h5 storage integrity and completeness."""
@pytest.fixture
def storage(self):
"""Create storage instance."""
return Storage()
@pytest.fixture
def stock_basic_df(self):
"""Load stock basic data from CSV."""
csv_path = _get_csv_path()
if not csv_path.exists():
pytest.skip(f"stock_basic.csv not found at {csv_path}")
return pd.read_csv(csv_path)
@pytest.fixture
def daily_df(self, storage):
"""Load daily data from HDF5."""
if not storage.exists("daily"):
pytest.skip("daily.h5 not found")
# HDF5 stores keys with leading slash, so we need to handle both '/daily' and 'daily'
file_path = storage._get_file_path("daily")
try:
with pd.HDFStore(file_path, mode="r") as store:
if "/daily" in store.keys():
return store["/daily"]
elif "daily" in store.keys():
return store["daily"]
return pd.DataFrame()
except Exception as e:
pytest.skip(f"Error loading daily.h5: {e}")
def test_all_stocks_saved(self, storage, stock_basic_df, daily_df):
"""Verify all stocks from stock_basic are saved in daily.h5.
This test ensures data completeness - every stock in stock_basic
should have corresponding data in daily.h5.
"""
if daily_df.empty:
pytest.fail("daily.h5 is empty")
# Get unique stock codes from both sources
expected_codes = set(stock_basic_df["ts_code"].dropna().unique())
actual_codes = set(daily_df["ts_code"].dropna().unique())
# Check for missing stocks
missing_codes = expected_codes - actual_codes
if missing_codes:
missing_list = sorted(missing_codes)
# Show first 20 missing stocks as sample
sample = missing_list[:20]
msg = f"Found {len(missing_codes)} stocks missing from daily.h5:\n"
msg += f"Sample missing: {sample}\n"
if len(missing_list) > 20:
msg += f"... and {len(missing_list) - 20} more"
pytest.fail(msg)
# All stocks present
assert len(actual_codes) > 0, "No stocks found in daily.h5"
print(
f"[TEST] All {len(expected_codes)} stocks from stock_basic are present in daily.h5"
)
def test_no_stock_with_insufficient_data(self, storage, daily_df):
"""Verify no stock has abnormally few data points (< 10 rows).
Stocks with very few data points may indicate sync failures,
delisted stocks not properly handled, or data corruption.
"""
if daily_df.empty:
pytest.fail("daily.h5 is empty")
# Count rows per stock
stock_counts = daily_df.groupby("ts_code").size()
# Find stocks with less than 10 data points
insufficient_stocks = stock_counts[stock_counts < 10]
if not insufficient_stocks.empty:
# Separate into categories for better reporting
empty_stocks = stock_counts[stock_counts == 0]
very_few_stocks = stock_counts[(stock_counts > 0) & (stock_counts < 10)]
msg = f"Found {len(insufficient_stocks)} stocks with insufficient data (< 10 rows):\n"
if not empty_stocks.empty:
msg += f"\nEmpty stocks (0 rows): {len(empty_stocks)}\n"
sample = sorted(empty_stocks.index[:10].tolist())
msg += f"Sample: {sample}"
if not very_few_stocks.empty:
msg += f"\nVery few data points (1-9 rows): {len(very_few_stocks)}\n"
# Show counts for these stocks
sample = very_few_stocks.sort_values().head(20)
msg += "Sample (ts_code: count):\n"
for code, count in sample.items():
msg += f" {code}: {count} rows\n"
pytest.fail(msg)
print(f"[TEST] All stocks have sufficient data (>= 10 rows)")
def test_data_integrity_basic(self, storage, daily_df):
"""Basic data integrity checks for daily.h5."""
if daily_df.empty:
pytest.fail("daily.h5 is empty")
# Check required columns exist
required_columns = ["ts_code", "trade_date"]
missing_columns = [
col for col in required_columns if col not in daily_df.columns
]
if missing_columns:
pytest.fail(f"Missing required columns: {missing_columns}")
# Check for null values in key columns
null_ts_code = daily_df["ts_code"].isna().sum()
null_trade_date = daily_df["trade_date"].isna().sum()
if null_ts_code > 0:
pytest.fail(f"Found {null_ts_code} rows with null ts_code")
if null_trade_date > 0:
pytest.fail(f"Found {null_trade_date} rows with null trade_date")
print(f"[TEST] Data integrity check passed")
def test_stock_data_coverage_report(self, storage, daily_df):
"""Generate a summary report of stock data coverage.
This test provides visibility into data distribution without failing.
"""
if daily_df.empty:
pytest.skip("daily.h5 is empty - cannot generate report")
stock_counts = daily_df.groupby("ts_code").size()
# Calculate statistics
total_stocks = len(stock_counts)
min_count = stock_counts.min()
max_count = stock_counts.max()
median_count = stock_counts.median()
mean_count = stock_counts.mean()
# Distribution buckets
very_low = (stock_counts < 10).sum()
low = ((stock_counts >= 10) & (stock_counts < 100)).sum()
medium = ((stock_counts >= 100) & (stock_counts < 500)).sum()
high = (stock_counts >= 500).sum()
report = f"""
=== Stock Data Coverage Report ===
Total stocks: {total_stocks}
Data points per stock:
Min: {min_count}
Max: {max_count}
Median: {median_count:.0f}
Mean: {mean_count:.1f}
Distribution:
< 10 rows: {very_low} stocks ({very_low / total_stocks * 100:.1f}%)
10-99: {low} stocks ({low / total_stocks * 100:.1f}%)
100-499: {medium} stocks ({medium / total_stocks * 100:.1f}%)
>= 500: {high} stocks ({high / total_stocks * 100:.1f}%)
"""
print(report)
# This is an informational test - it should not fail
# But we assert to mark it as passed
assert total_stocks > 0
if __name__ == "__main__":
pytest.main([__file__, "-v", "-s"])