106 lines
3.6 KiB
Python
106 lines
3.6 KiB
Python
"""v1.7.6 新增特征检测和信号淘汰机制测试"""
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import os
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import sys
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import pandas as pd
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import numpy as np
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PROJECT_DIR = os.path.abspath(os.path.join(os.path.dirname(__file__), ".."))
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if PROJECT_DIR not in sys.path:
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sys.path.insert(0, PROJECT_DIR)
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def make_df(highs, lows, closes, opens=None, volumes=None):
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df = pd.DataFrame({
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"high": highs,
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"low": lows,
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"close": closes,
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"open": opens or closes,
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"volume": volumes or [1000] * len(closes),
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})
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return df
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def test_detect_higher_lows_finds_clear_pattern():
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"""验证底部抬高检测能识别清晰的逐步抬高低点"""
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from app.services.altcoin_screener import detect_higher_lows
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lows, highs, closes, volumes = [], [], [], []
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for seg in range(6):
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for _ in range(4):
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low = seg * 5 + np.random.uniform(-0.3, 0.3)
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high = low + np.random.uniform(2, 4)
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lows.append(low)
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highs.append(high)
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closes.append((low + high) / 2)
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volumes.append(np.random.uniform(800, 1200))
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df = make_df(highs, lows, closes, volumes=volumes)
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result = detect_higher_lows(df)
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assert result["found"] is True
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assert result["hl_count"] >= 4
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assert "底部抬高" in result["signal"]
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def test_detect_higher_lows_rejects_declining_trend():
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"""验证下降趋势不会被误判为底部抬高"""
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from app.services.altcoin_screener import detect_higher_lows
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lows, highs, closes, volumes = [], [], [], []
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for seg in range(6):
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for _ in range(4):
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low = 100 - seg * 3 + np.random.uniform(-0.3, 0.3)
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high = low + np.random.uniform(1, 3)
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lows.append(low)
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highs.append(high)
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closes.append((low + high) / 2)
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volumes.append(np.random.uniform(800, 1200))
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df = make_df(highs, lows, closes, volumes=volumes)
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result = detect_higher_lows(df)
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assert result["found"] is False
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def test_detect_compression_surge_detects_tight_then_volume():
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"""验证压缩后放量模式能被检测"""
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from app.services.altcoin_screener import detect_compression_surge
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lows = [100 + np.random.uniform(-0.5, 0.5) for _ in range(24)]
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highs = [l + np.random.uniform(1, 2.5) for l in lows]
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closes = [(h + l) / 2 for h, l in zip(highs, lows)]
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volumes = [np.random.uniform(500, 800) for _ in range(21)] + [np.random.uniform(3000, 5000) for _ in range(3)]
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df = make_df(highs, lows, closes, volumes=volumes)
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result = detect_compression_surge(df)
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assert result["found"] is True
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assert result["range_pct"] < 20
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assert result["vol_ratio"] > 2.0
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assert "压缩放量" in result["signal"]
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def test_detect_compression_surge_rejects_wide_range():
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"""验证宽幅震荡不触发压缩检测"""
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from app.services.altcoin_screener import detect_compression_surge
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lows = [np.random.uniform(80, 120) for _ in range(24)]
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highs = [l + np.random.uniform(5, 15) for l in lows]
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closes = [(h + l) / 2 for h, l in zip(highs, lows)]
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volumes = [np.random.uniform(500, 800) for _ in range(21)] + [np.random.uniform(3000, 5000) for _ in range(3)]
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df = make_df(highs, lows, closes, volumes=volumes)
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result = detect_compression_surge(df)
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assert result["found"] is False
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def test_signal_deprecation_config_exists():
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"""验证信号淘汰机制配置可正确读取"""
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from app.config.config_loader import get_review_params
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dep = get_review_params().get("signal_deprecation", {})
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assert dep.get("enabled") is True
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assert dep.get("min_samples", 0) >= 5
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assert 0 < dep.get("hit_rate_deprecate_threshold", 0) < 1
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