test(framework_v2): 添加配置系统测试和策略示例
配置文件: - rotation_global.yaml: 扁平化资产池配置示例，演示 group 策略分组 * 13 个标的覆盖 7 个策略分组（US_TECH, CN_GROWTH, JP_BROAD, EU_BROAD, HK_TECH, COMMODITY, FIXED_INCOME） * signal_source/trade_source 分离配置（跨市场场景） * 分散化选股配置示例（注释状态） * 默认使用 Flask API 数据源 测试用例: - test_flat_asset_pool.py: 7/7 测试通过 * 扁平配置加载验证 * 策略分组功能测试（by_group, groups, count） * 信号/交易标的获取（get_signal_codes, get_trade_codes） * 信号→交易映射（get_signal_to_trade_mapping） * 分散化配置验证 * 标的配置详情验证 - test_config.py: 配置加载器测试 - test_simple_rotation.py: 简单轮动策略端到端测试
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framework_v2/tests/test_config.py
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framework_v2/tests/test_config.py
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"""
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测试配置加载和验证
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验证：
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1. 配置文件加载
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2. Pydantic Schema 验证
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3. 环境变量替换
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4. 错误处理
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"""
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import sys
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from pathlib import Path
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import os
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# 添加项目根目录到路径
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project_root = Path(__file__).parent.parent.parent
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if str(project_root) not in sys.path:
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sys.path.insert(0, str(project_root))
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from framework_v2.config import load_config, ConfigLoader
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from framework_v2.config.schemas import RotationStrategyConfig, MarketType
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def test_load_config():
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"""测试 1: 加载配置文件"""
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print("\n" + "=" * 70)
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print(" 测试 1: 加载配置文件")
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print("=" * 70)
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# 设置环境变量（模拟）
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os.environ['FLASK_API_URL'] = 'https://k3s.tokenpluse.xyz'
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os.environ['TUSHARE_TOKEN'] = 'test_token_123'
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# 加载配置
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config = load_config('rotation_example.yaml')
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print(f"\n✓ 配置加载成功")
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print(f" 版本: {config.metadata.version}")
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print(f" 策略: {config.metadata.strategy}")
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print(f" 资产池: {len(config.asset_pools.equity)} 股票, "
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f"{len(config.asset_pools.commodity)} 商品, "
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f"{len(config.asset_pools.fixed_income)} 债券")
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# 验证基本字段
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assert config.metadata.version == "1.0.0"
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assert config.factor.n_days == 25
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assert config.rotation.select_num == 3
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print("\n✓ 测试通过")
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def test_asset_pools():
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"""测试 2: 资产池配置"""
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print("\n" + "=" * 70)
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print(" 测试 2: 资产池配置")
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print("=" * 70)
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config = load_config('rotation_example.yaml')
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# 验证股票资产
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print(f"\n股票资产 ({len(config.asset_pools.equity)} 只):")
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for code, asset in config.asset_pools.equity.items():
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print(f" {code}: {asset.name} ({asset.market.value})")
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if asset.etf:
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print(f" ETF: {asset.etf}")
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# 验证商品资产
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print(f"\n商品资产 ({len(config.asset_pools.commodity)} 只):")
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for code, asset in config.asset_pools.commodity.items():
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print(f" {code}: {asset.name}")
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# 验证固定收益
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print(f"\n固定收益 ({len(config.asset_pools.fixed_income)} 只):")
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for code, asset in config.asset_pools.fixed_income.items():
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print(f" {code}: {asset.name} (ETF: {asset.etf})")
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# 验证市场类型
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assert config.asset_pools.equity["399006.SZ"].market == MarketType.CN_EQUITY
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assert config.asset_pools.equity["NDX"].market == MarketType.US_EQUITY
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assert config.asset_pools.commodity["GC=F"].market == MarketType.COMMODITY
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print("\n✓ 测试通过")
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def test_threshold_config():
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"""测试 3: 阈值配置"""
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print("\n" + "=" * 70)
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print(" 测试 3: 阈值配置")
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print("=" * 70)
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config = load_config('rotation_example.yaml')
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print(f"\n阈值模式: {config.rotation.threshold.mode}")
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print(f" 参考标的: {config.rotation.threshold.dynamic.reference}")
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print(f" 倍数: {config.rotation.threshold.dynamic.ratio}")
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print(f" 回退启用: {config.rotation.threshold.dynamic.fallback_enabled}")
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assert config.rotation.threshold.mode.value == "dynamic"
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assert config.rotation.threshold.dynamic.reference == "931862.CSI"
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print("\n✓ 测试通过")
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def test_data_sources():
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"""测试 4: 数据源配置"""
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print("\n" + "=" * 70)
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print(" 测试 4: 数据源配置")
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print("=" * 70)
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config = load_config('rotation_example.yaml')
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print(f"\n数据源 ({len(config.data.sources)} 个):")
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for i, source in enumerate(config.data.sources, 1):
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print(f" {i}. {source.type.value}")
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print(f" 启用: {source.enabled}")
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print(f" 超时: {source.timeout}s")
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if source.url:
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print(f" URL: {source.url}")
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# 验证环境变量替换
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flask_api_source = config.data.sources[0]
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assert flask_api_source.url == 'https://k3s.tokenpluse.xyz'
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print("\n✓ 测试通过")
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def test_validation_errors():
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"""测试 5: 验证错误处理"""
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print("\n" + "=" * 70)
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print(" 测试 5: 验证错误处理")
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print("=" * 70)
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# 测试 1: n_days 超出范围
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print("\n[5.1] 测试 n_days 超出范围...")
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try:
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from framework_v2.config.schemas import FactorConfig
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# n_days = 1000（超出 5-250 范围）
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invalid_config = {
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"asset_pools": {"equity": {}, "commodity": {}, "fixed_income": {}},
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"benchmark": {"code": "000300.SH", "name": "沪深300"},
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"backtest": {"start_date": "2020-01-01"},
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"factor": {"n_days": 1000}, # 错误：超出范围
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"data": {
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"sources": [{"type": "flask_api", "url": "test"}]
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}
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}
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RotationStrategyConfig(**invalid_config)
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print(" ✗ 应该抛出验证错误")
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assert False
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except Exception as e:
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print(f" ✓ 正确捕获验证错误: {type(e).__name__}")
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# 测试 2: 缺少必需字段
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print("\n[5.2] 测试缺少必需字段...")
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try:
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invalid_config = {
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"asset_pools": {"equity": {}, "commodity": {}, "fixed_income": {}},
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# 缺少 benchmark
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"backtest": {"start_date": "2020-01-01"},
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"data": {
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"sources": [{"type": "flask_api", "url": "test"}]
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}
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}
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RotationStrategyConfig(**invalid_config)
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print(" ✗ 应该抛出验证错误")
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assert False
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except Exception as e:
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print(f" ✓ 正确捕获验证错误: {type(e).__name__}")
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# 测试 3: 环境变量未设置
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print("\n[5.3] 测试环境变量未设置...")
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try:
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# 删除环境变量
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old_value = os.environ.pop('FLASK_API_URL', None)
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invalid_config = {
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"asset_pools": {"equity": {}, "commodity": {}, "fixed_income": {}},
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"benchmark": {"code": "000300.SH", "name": "沪深300"},
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"backtest": {"start_date": "2020-01-01"},
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"data": {
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"sources": [{"type": "flask_api", "url": "${FLASK_API_URL}"}]
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}
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}
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RotationStrategyConfig(**invalid_config)
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print(" ✗ 应该抛出验证错误")
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assert False
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except ValueError as e:
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print(f" ✓ 正确捕获环境变量错误: {e}")
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finally:
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# 恢复环境变量
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if old_value:
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os.environ['FLASK_API_URL'] = old_value
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print("\n✓ 测试通过")
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def test_env_substitution():
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"""测试 6: 环境变量替换"""
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print("\n" + "=" * 70)
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print(" 测试 6: 环境变量替换")
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print("=" * 70)
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loader = ConfigLoader()
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# 测试 1: 基本替换
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print("\n[6.1] 基本替换...")
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os.environ['TEST_VAR'] = 'test_value'
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config = {
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"url": "${TEST_VAR}"
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}
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result = loader._substitute_env_vars(config)
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assert result["url"] == "test_value"
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print(f" ✓ ${{TEST_VAR}} → {result['url']}")
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# 测试 2: 默认值
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print("\n[6.2] 默认值...")
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config = {
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"url": "${NON_EXISTENT_VAR:default_value}"
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}
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result = loader._substitute_env_vars(config)
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assert result["url"] == "default_value"
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print(f" ${{NON_EXISTENT_VAR:default_value}} → {result['url']}")
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# 测试 3: 嵌套结构
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print("\n[6.3] 嵌套结构...")
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os.environ['API_URL'] = 'https://api.example.com'
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config = {
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"data": {
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"sources": [
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{"url": "${API_URL}"}
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]
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}
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}
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result = loader._substitute_env_vars(config)
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assert result["data"]["sources"][0]["url"] == "https://api.example.com"
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print(f" ✓ 嵌套替换成功")
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print("\n✓ 测试通过")
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if __name__ == "__main__":
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print("\n" + "=" * 70)
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print(" 配置加载和验证测试")
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print("=" * 70)
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tests = [
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("加载配置文件", test_load_config),
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("资产池配置", test_asset_pools),
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("阈值配置", test_threshold_config),
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("数据源配置", test_data_sources),
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("验证错误处理", test_validation_errors),
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("环境变量替换", test_env_substitution),
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]
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passed = 0
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failed = 0
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for name, test_func in tests:
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try:
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test_func()
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passed += 1
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except Exception as e:
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print(f"\n✗ 测试失败: {name}")
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print(f" 错误: {e}")
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import traceback
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traceback.print_exc()
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failed += 1
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print("\n" + "=" * 70)
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print(" 测试总结")
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print("=" * 70)
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print(f" ✓ 通过 - {passed}")
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if failed > 0:
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print(f" ✗ 失败 - {failed}")
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print(f"\n总计: {passed}/{passed + failed} 通过")
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print("=" * 70 + "\n")
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if failed > 0:
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sys.exit(1)
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