feat(framework_v2): 添加 FlaskAPIFetcher 数据获取器
## 核心功能 - FlaskAPIFetcher: 继承 DataFetcher 抽象基类 - fetch_indices(): 获取指数 OHLCV 数据 - fetch_etf(): 获取 ETF 数据（自动附加净值+溢价率） - get_trading_calendar(): 获取交易日历 - get_benchmark(): 获取基准数据 ## 技术实现 - 委托调用 FlaskAPIDataSource（HTTP API） - 自动重试 3 次，超时 120 秒 - Pydantic Schema 验证响应 - 进度显示（批量获取） - 无需本地 SSH 隧道配置 ## 测试验证 - 5/5 测试通过（健康检查、指数、ETF、日历、基准） - 成功获取线上数据（000300.SH, 510300.SH） - ETF 自动附加净值（3695 条）和溢价率 ## 架构设计 - shared/data/flask_api_fetcher.py - 实现（262 行） - tests/test_flask_api_fetcher.py - 测试（199 行） - 依赖倒置原则（策略依赖抽象接口）
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framework_v2/tests/test_flask_api_fetcher.py
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framework_v2/tests/test_flask_api_fetcher.py
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"""
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测试 FlaskAPIFetcher
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验证：
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1. 获取指数数据
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2. 获取 ETF 数据
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3. 获取交易日历
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4. 健康检查
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"""
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import sys
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from pathlib import Path
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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.shared.data import FlaskAPIFetcher
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def test_health_check():
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"""测试 1: 健康检查"""
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print("\n" + "=" * 60)
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print(" 测试 1: 健康检查")
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print("=" * 60)
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fetcher = FlaskAPIFetcher()
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health = fetcher.get_health()
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print(f"\n健康状态: {health}")
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assert health.get('available'), "API 服务不可用"
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print("\n✓ 测试通过")
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def test_fetch_indices():
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"""测试 2: 获取指数数据"""
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print("\n" + "=" * 60)
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print(" 测试 2: 获取指数数据")
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print("=" * 60)
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fetcher = FlaskAPIFetcher()
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# 获取沪深 300 + 中证 500
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codes = ["000300.SH", "000905.SH"]
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data = fetcher.fetch_indices(
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codes=codes,
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start="2024-01-01",
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end="2024-03-31"
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)
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# 验证
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assert len(data) == 2, f"应该返回 2 只指数，实际 {len(data)}"
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for code, df in data.items():
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print(f"\n{code}:")
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print(f" 数据量: {len(df)} 条")
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print(f" 列: {list(df.columns)}")
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print(f" 日期范围: {df.index[0]} ~ {df.index[-1]}")
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assert len(df) > 0, f"{code} 数据为空"
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assert 'close' in df.columns, f"{code} 缺少 close 列"
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assert 'volume' in df.columns, f"{code} 缺少 volume 列"
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print("\n✓ 测试通过")
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def test_fetch_etf():
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"""测试 3: 获取 ETF 数据"""
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print("\n" + "=" * 60)
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print(" 测试 3: 获取 ETF 数据")
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print("=" * 60)
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fetcher = FlaskAPIFetcher()
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# 获取沪深 300 ETF
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codes = ["510300.SH"]
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data = fetcher.fetch_etf(
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codes=codes,
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start="2024-01-01",
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end="2024-03-31"
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)
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# 验证
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assert len(data) == 1, f"应该返回 1 只 ETF，实际 {len(data)}"
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code = "510300.SH"
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df = data[code]
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print(f"\n{code}:")
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print(f" 价格数据: {len(df)} 条")
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print(f" 列: {list(df.columns)}")
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# 验证附加信息
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nav = df.attrs.get('nav')
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if nav is not None:
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print(f" 净值数据: {len(nav)} 条")
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premium = df.attrs.get('latest_premium')
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if premium is not None:
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print(f" 最新溢价率: {premium:.2f}%")
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assert len(df) > 0, f"{code} 数据为空"
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assert 'close' in df.columns, f"{code} 缺少 close 列"
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print("\n✓ 测试通过")
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def test_trading_calendar():
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"""测试 4: 获取交易日历"""
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print("\n" + "=" * 60)
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print(" 测试 4: 获取交易日历")
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print("=" * 60)
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fetcher = FlaskAPIFetcher()
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# A股日历
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calendar_a = fetcher.get_trading_calendar(market='A')
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print(f"\nA股交易日历:")
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print(f" 总天数: {len(calendar_a)}")
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print(f" 日期范围: {calendar_a[0]} ~ {calendar_a[-1]}")
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print(f" 前 5 天: {calendar_a[:5].tolist()}")
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assert len(calendar_a) > 0, "A股日历为空"
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# 美股日历
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calendar_us = fetcher.get_trading_calendar(market='US')
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print(f"\n美股交易日历:")
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print(f" 总天数: {len(calendar_us)}")
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assert len(calendar_us) > 0, "美股日历为空"
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print("\n✓ 测试通过")
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def test_benchmark():
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"""测试 5: 获取基准数据"""
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print("\n" + "=" * 60)
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print(" 测试 5: 获取基准数据")
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print("=" * 60)
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fetcher = FlaskAPIFetcher()
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benchmark = fetcher.get_benchmark(
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code="000300.SH",
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start="2024-01-01",
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end="2024-03-31"
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)
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print(f"\n沪深 300 基准:")
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print(f" 数据量: {len(benchmark)} 条")
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print(f" 日期范围: {benchmark.index[0]} ~ {benchmark.index[-1]}")
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print(f" 价格范围: {benchmark.min():.2f} ~ {benchmark.max():.2f}")
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assert len(benchmark) > 0, "基准数据为空"
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assert isinstance(benchmark, pd.Series), "基准数据应该是 Series"
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print("\n✓ 测试通过")
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if __name__ == "__main__":
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import pandas as pd
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print("\n" + "=" * 60)
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print(" FlaskAPIFetcher 测试")
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print("=" * 60)
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tests = [
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("健康检查", test_health_check),
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("指数数据", test_fetch_indices),
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("ETF 数据", test_fetch_etf),
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("交易日历", test_trading_calendar),
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("基准数据", test_benchmark),
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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" + "=" * 60)
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print(" 测试总结")
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print("=" * 60)
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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("=" * 60 + "\n")
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