aszerW
95c0d79172
核心组件： - ConfigLoader: 配置加载器（YAML支持） - StrategyConfig: 策略配置数据类 - framework/__init__.py: 框架统一入口 导出接口： - FactorBase, FactorRegistry, FactorCombiner - SignalGenerator, TopNSelector, TrendFollower, ReversalTrader - StrategyBase, RotationStrategy - RiskControl, StopLossControl, PositionLimitControl - Executor, BacktestExecutor, DryRunExecutor - ConfigLoader 集成测试： - 轮动策略完整流程验证 - 趋势策略完整流程验证 - 回调钩子完整流程验证 总计：62个测试全部通过，框架核心实现完成
101 lines
3.2 KiB
Python
101 lines
3.2 KiB
Python
"""
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框架核心测试
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验证框架整体功能
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"""
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import pandas as pd
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import numpy as np
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import pytest
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from framework.factors import FactorBase, FactorRegistry, FactorCombiner
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from framework.factors.momentum import MomentumFactor, TrendFactor, ReversalFactor, VolatilityFactor
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from framework.signals import TopNSelector, TrendFollower, ReversalTrader
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from framework.risk import StopLossControl, CallbackHook, Position, premium_filter_callback
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class TestFrameworkIntegration:
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"""测试框架集成"""
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def test_rotation_strategy_workflow(self):
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"""测试轮动策略完整流程"""
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# 清空注册表
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FactorRegistry.clear()
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# 1. 注册因子
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FactorRegistry.register(MomentumFactor)
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FactorRegistry.register(VolatilityFactor)
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# 2. 创建因子组合
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factors = FactorCombiner([
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FactorRegistry.get('momentum', n_days=25, crash_filter=True),
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], weights=[1.0])
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# 3. 生成测试数据（需要'close'列）
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dates = pd.date_range('2020-01-01', periods=100)
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data = pd.DataFrame({
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'close': np.random.randn(100).cumsum() + 100,
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'code1': np.random.randn(100).cumsum() + 100,
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'code2': np.random.randn(100).cumsum() + 100,
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'code3': np.random.randn(100).cumsum() + 100,
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}, index=dates)
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# 4. 计算因子
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factor_result = factors.compute(data)
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# 5. 生成信号
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selector = TopNSelector(select_num=2)
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signals = selector.generate(factor_result)
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# 6. 验证结果
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assert 'signal' in signals.columns
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assert len(signals) == len(data)
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def test_trend_strategy_workflow(self):
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"""测试趋势策略完整流程"""
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FactorRegistry.clear()
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FactorRegistry.register(TrendFactor)
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factors = FactorCombiner([
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FactorRegistry.get('trend', method='ma_cross', fast=5, slow=20),
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])
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dates = pd.date_range('2020-01-01', periods=100)
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data = pd.DataFrame({
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'close': np.random.randn(100).cumsum() + 100,
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}, index=dates)
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factor_result = factors.compute(data)
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follower = TrendFollower(entry_threshold=0.02)
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signals = follower.generate(factor_result)
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assert 'signal' in signals.columns
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def test_callbacks_workflow(self):
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"""测试回调钩子完整流程"""
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hook = CallbackHook()
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# 注册回调
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hook.register('before_entry', premium_filter_callback(0.10))
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hook.register('dynamic_stoploss', lambda pos: -0.05)
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# 测试入场前回调
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result = hook.trigger('before_entry', 'code1', 100.0, premium=0.05)
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assert result == True
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# 测试动态止损
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position = Position(
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code='code1',
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entry_price=100.0,
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entry_date=pd.Timestamp('2020-01-01'),
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current_price=95.0,
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current_date=pd.Timestamp('2020-01-10'),
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quantity=100,
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weight=0.33
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)
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stoploss = hook.trigger('dynamic_stoploss', position)
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assert stoploss == -0.05
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if __name__ == '__main__':
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pytest.main([__file__, '-v']) |