145 lines
4.9 KiB
Python
145 lines
4.9 KiB
Python
import os
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import sys
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from datetime import datetime, timedelta
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import pytest
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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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import altcoin_db
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import review_engine
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import config_loader
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@pytest.fixture
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def temp_db_and_rules(monkeypatch, tmp_path):
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db_path = tmp_path / "altcoin_monitor.db"
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rules_path = tmp_path / "rules.yaml"
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monkeypatch.setattr(altcoin_db, "DB_PATH", str(db_path))
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monkeypatch.setattr(config_loader, "RULES_PATH", str(rules_path))
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monkeypatch.setattr(review_engine, "get_conn", altcoin_db.get_conn)
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config_loader._cache = None
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config_loader._cache_mtime = None
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rules_path.write_text(
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"""
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strategy:
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mode: long_only
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direction: 多头启动
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allow_short: false
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screener: {}
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confirm: {}
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tracker: {}
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signal_weights: {}
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review:
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hit_threshold_pct: 5.0
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fail_threshold_pct: -3.0
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missed_explosion_pct: 20.0
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reverse_analysis: {}
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learned_rules: []
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meta:
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version: 1
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strategy_version: v_next
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strategy_revision_started_at: '2026-04-30T10:00:00'
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strategy_revision_note: '静K蓄力改版开始'
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""".strip(),
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encoding="utf-8",
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)
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altcoin_db.init_db()
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return db_path, rules_path
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def _insert_recommendation(conn, rec_id, symbol, rec_time):
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conn.execute(
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"""
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INSERT INTO recommendation (
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id, symbol, rec_time, rec_state, rec_score, entry_price,
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stop_loss, tp1, tp2, sector, signals, is_meme, status,
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current_price, max_price, min_price, pnl_pct, max_pnl_pct,
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max_drawdown_pct, hit_tp1_time, hit_tp2_time, stopped_out_time,
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expired_time, last_track_time, entry_plan_json, action_status, direction
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) VALUES (?, ?, ?, '加速', 8, 1.0, 0, 0, 0, '', '[]', 0, 'active', 1.0, 1.0, 1.0, 0, 0, 0, '', '', '', '', ?, '{}', '持有', '多头启动')
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""",
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(rec_id, symbol, rec_time, rec_time),
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)
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def _insert_review(conn, rec_id, symbol, review_time, outcome, pnl_48h):
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conn.execute(
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"""
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INSERT INTO review_log (
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rec_id, symbol, review_time, outcome, pnl_48h, max_pnl_48h,
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triggered_signals, hit_signals, miss_signals, lesson
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) VALUES (?, ?, ?, ?, ?, ?, '[]', '[]', '[]', '')
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""",
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(rec_id, symbol, review_time, outcome, pnl_48h, pnl_48h),
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)
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def _insert_missed(conn, symbol, detect_time, gain_pct):
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conn.execute(
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"""
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INSERT INTO missed_explosions (
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symbol, detect_time, price_at_detect, price_before, gain_pct,
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reason_missed, features_detected, lesson
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) VALUES (?, ?, 1.0, 0.8, ?, '粗筛未过', '[]', '')
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""",
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(symbol, detect_time, gain_pct),
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)
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def test_revision_marker_filters_effect_summary(temp_db_and_rules):
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conn = altcoin_db.get_conn()
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_insert_recommendation(conn, 1, 'OLD/USDT', '2026-04-29T09:00:00')
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_insert_recommendation(conn, 2, 'NEW/USDT', '2026-04-30T11:00:00')
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_insert_review(conn, 1, 'OLD/USDT', '2026-04-29T12:00:00', '失败', -6.0)
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_insert_review(conn, 2, 'NEW/USDT', '2026-04-30T12:00:00', '爆发', 12.0)
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conn.commit()
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conn.close()
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now = datetime.fromisoformat('2026-04-30T13:00:00')
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summary = review_engine._compute_effect_summary(now, lookback_days=7)
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assert summary['review_count_window'] == 1
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assert summary['hit_rate_pct'] == 100.0
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assert summary['fail_rate_pct'] == 0.0
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assert summary['avg_pnl'] == 12.0
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def test_revision_marker_filters_reviewable_recommendations(temp_db_and_rules):
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conn = altcoin_db.get_conn()
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_insert_recommendation(conn, 1, 'OLD/USDT', '2026-04-29T09:00:00')
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_insert_recommendation(conn, 2, 'NEW/USDT', '2026-04-30T11:00:00')
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conn.commit()
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conn.close()
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reviewable = review_engine._get_reviewable_recommendations(datetime.fromisoformat('2026-05-01T13:00:00'))
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symbols = [row['symbol'] for row in reviewable]
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assert symbols == ['NEW/USDT']
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def test_revision_marker_filters_review_stats_and_missed_explosions(temp_db_and_rules):
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conn = altcoin_db.get_conn()
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_insert_review(conn, 1, 'OLD/USDT', '2026-04-29T12:00:00', '失败', -6.0)
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_insert_review(conn, 2, 'NEW/USDT', '2026-04-30T12:00:00', '爆发', 12.0)
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_insert_missed(conn, 'OLDMISS/USDT', '2026-04-29T15:00:00', 35.0)
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_insert_missed(conn, 'NEWMISS/USDT', '2026-04-30T15:00:00', 28.0)
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conn.commit()
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conn.close()
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stats = altcoin_db.get_review_stats()
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review_symbols = [item['symbol'] for item in stats['reviews']]
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missed_symbols = [item['symbol'] for item in stats['missed_explosions']]
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# get_review_stats() 不再按 revision_started_at 过滤 review_log，
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# 页面展示需要累积全部复盘数据。revision marker 的过滤只在
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# review_engine._get_reviewable_recommendations() 中生效。
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assert set(review_symbols) == {'NEW/USDT', 'OLD/USDT'}
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assert set(missed_symbols) == {'NEWMISS/USDT', 'OLDMISS/USDT'}
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