lib-x17-fintech 2.1.3__py3-none-any.whl

xfintech/data/source/tushare/stock/industrycapflowths/tests/test_class_industrycapflowths_all.py

@@ -0,0 +1,683 @@
+from datetime import datetime
+from unittest.mock import MagicMock, patch
+
+import pandas as pd
+import pytest
+
+from xfintech.data.common.cache import Cache
+from xfintech.data.common.coolant import Coolant
+from xfintech.data.common.retry import Retry
+from xfintech.data.source.tushare.session import Session
+from xfintech.data.source.tushare.stock.industrycapflowths import (
+    KEY,
+    NAME,
+    SOURCE,
+    TARGET,
+    IndustryCapflowTHS,
+)
+
+# Fixtures
+
+
+@pytest.fixture
+def mock_session():
+    """Create a mock Tushare session"""
+    session = MagicMock(spec=Session)
+    session._credential = "test_token"
+    session.id = "test1234"
+    session.mode = "direct"
+    session.relay_url = None
+    session.relay_secret = None
+    session.connected = True
+
+    # Mock the connection object
+    mock_connection = MagicMock()
+    mock_connection.moneyflow_ind_ths = MagicMock()
+    session.connection = mock_connection
+
+    return session
+
+
+# Test Class 1: Initialization Tests
+
+
+class TestIndustryCapflowTHSInitialization:
+    """Test IndustryCapflowTHS class initialization and configuration."""
+
+    def test_name_constant(self):
+        """Test NAME constant is set correctly."""
+        assert NAME == "industrycapflowths"
+
+    def test_key_constant(self):
+        """Test KEY constant is set correctly."""
+        assert KEY == "/tushare/industrycapflowths"
+
+    def test_source_table_info(self):
+        """Test SOURCE TableInfo configuration."""
+        assert SOURCE.desc == "同花顺行业资金流向数据（tushare格式）"
+        assert SOURCE.meta["provider"] == "tushare"
+        assert SOURCE.meta["source"] == "moneyflow_ind_ths"
+        assert SOURCE.meta["type"] == "partitioned"
+        assert SOURCE.meta["scale"] == "crosssection"
+        # Verify key columns exist
+        column_names = SOURCE.list_column_names()
+        assert "trade_date" in column_names
+        assert "ts_code" in column_names
+        assert "industry" in column_names
+        assert "net_amount" in column_names
+
+    def test_target_table_info(self):
+        """Test TARGET TableInfo configuration."""
+        assert TARGET.desc == "同花顺行业资金流向数据（xfinbatch标准格式）"
+        assert TARGET.meta["key"] == KEY
+        assert TARGET.meta["name"] == NAME
+        assert TARGET.meta["type"] == "partitioned"
+        assert TARGET.meta["scale"] == "crosssection"
+        # Verify transformed columns exist
+        column_names = TARGET.list_column_names()
+        assert "code" in column_names
+        assert "date" in column_names
+        assert "datecode" in column_names
+        assert "percent_change" in column_names
+
+    def test_initialization_with_params(self, mock_session):
+        """Test IndustryCapflowTHS initialization with parameters."""
+        params = {"ts_code": "881267.TI", "start_date": "20240901", "end_date": "20240930"}
+        job = IndustryCapflowTHS(session=mock_session, params=params)
+
+        assert job.name == NAME
+        assert job.key == KEY
+        assert job.params.get("ts_code") == "881267.TI"
+
+    def test_initialization_with_optional_components(self, mock_session):
+        """Test initialization with optional coolant, retry, and cache."""
+        coolant = Coolant(interval=1.0)
+        retry = Retry(retry=3)
+        cache = Cache(path="/tmp/test_cache")
+
+        job = IndustryCapflowTHS(
+            session=mock_session,
+            params={"trade_date": "20240927"},
+            coolant=coolant,
+            retry=retry,
+            cache=cache,
+        )
+
+        assert job.coolant.interval == 1.0
+        assert job.retry.retry == 3
+        assert job.cache is not None
+        assert isinstance(job.cache, Cache)
+
+    def test_initialization_minimal(self, mock_session):
+        """Test minimal initialization with only required session."""
+        job = IndustryCapflowTHS(session=mock_session)
+
+        assert job.name == NAME
+        assert job.key == KEY
+
+
+# Test Class 2: Transform Tests
+
+
+class TestIndustryCapflowTHSTransform:
+    """Test the transform method that converts Tushare format to xfinbatch format."""
+
+    def test_transform_empty_dataframe(self, mock_session):
+        """Test transform with empty DataFrame."""
+        job = IndustryCapflowTHS(session=mock_session)
+
+        empty_df = pd.DataFrame()
+        result = job.transform(empty_df)
+
+        assert result.empty
+        assert list(result.columns) == TARGET.list_column_names()
+
+    def test_transform_none_input(self, mock_session):
+        """Test transform with None input."""
+        job = IndustryCapflowTHS(session=mock_session)
+
+        result = job.transform(None)
+
+        assert result.empty
+        assert list(result.columns) == TARGET.list_column_names()
+
+    def test_transform_basic_data(self, mock_session):
+        """Test transform with basic data."""
+        job = IndustryCapflowTHS(session=mock_session)
+
+        source_data = pd.DataFrame(
+            {
+                "trade_date": ["20240927"],
+                "ts_code": ["881267.TI"],
+                "industry": ["能源金属"],
+                "lead_stock": ["某股票"],
+                "close": [15021.70],
+                "pct_change": [2.5],
+                "company_num": [16],
+                "pct_change_stock": [3.2],
+                "close_price": [45.6],
+                "net_buy_amount": [490.00],
+                "net_sell_amount": [46.00],
+                "net_amount": [3.00],
+            }
+        )
+
+        result = job.transform(source_data)
+
+        assert not result.empty
+        assert len(result) == 1
+        assert result.iloc[0]["code"] == "881267.TI"
+        assert result.iloc[0]["date"] == "2024-09-27"
+        assert result.iloc[0]["datecode"] == "20240927"
+        assert result.iloc[0]["industry"] == "能源金属"
+        assert result.iloc[0]["percent_change"] == pytest.approx(2.5)
+        assert result.iloc[0]["company_num"] == 16
+
+    def test_transform_multiple_industries(self, mock_session):
+        """Test transform with multiple industries."""
+        job = IndustryCapflowTHS(session=mock_session)
+
+        source_data = pd.DataFrame(
+            {
+                "trade_date": ["20240927", "20240927", "20240926"],
+                "ts_code": ["881267.TI", "881273.TI", "881267.TI"],
+                "industry": ["能源金属", "白酒", "能源金属"],
+                "lead_stock": ["股票A", "股票B", "股票A"],
+                "close": [15021.70, 3251.85, 15000.50],
+                "pct_change": [2.5, 1.2, 1.8],
+                "company_num": [16, 20, 16],
+                "pct_change_stock": [3.2, 2.1, 2.5],
+                "close_price": [45.6, 123.4, 44.8],
+                "net_buy_amount": [490.00, 1890.00, 450.00],
+                "net_sell_amount": [46.00, 179.00, 40.00],
+                "net_amount": [3.00, 10.00, 5.00],
+            }
+        )
+
+        result = job.transform(source_data)
+
+        assert len(result) == 3
+        assert set(result["code"].unique()) == {"881267.TI", "881273.TI"}
+        # Verify sorted by code then date
+        assert result.iloc[0]["code"] == "881267.TI"
+        assert result.iloc[1]["code"] == "881267.TI"
+        assert result.iloc[2]["code"] == "881273.TI"
+
+    def test_transform_numeric_conversion(self, mock_session):
+        """Test that numeric fields are properly converted."""
+        job = IndustryCapflowTHS(session=mock_session)
+
+        source_data = pd.DataFrame(
+            {
+                "trade_date": ["20240927"],
+                "ts_code": ["881267.TI"],
+                "industry": ["能源金属"],
+                "lead_stock": ["某股票"],
+                "close": ["15021.70"],  # String
+                "pct_change": ["2.5"],  # String
+                "company_num": ["16"],  # String
+                "pct_change_stock": ["3.2"],  # String
+                "close_price": ["45.6"],  # String
+                "net_buy_amount": ["490.00"],  # String
+                "net_sell_amount": ["46.00"],  # String
+                "net_amount": ["3.00"],  # String
+            }
+        )
+
+        result = job.transform(source_data)
+
+        # Verify all numeric fields are actually numeric
+        assert isinstance(result.iloc[0]["percent_change"], (int, float))
+        assert isinstance(result.iloc[0]["close"], (int, float))
+        assert isinstance(result.iloc[0]["net_amount"], (int, float))
+        # company_num is numpy int64, verify it's numeric
+        assert pd.api.types.is_numeric_dtype(result["company_num"])
+        assert result.iloc[0]["percent_change"] == pytest.approx(2.5)
+        assert result.iloc[0]["company_num"] == 16
+
+    def test_transform_handles_invalid_values(self, mock_session):
+        """Test transform handles invalid numeric values gracefully."""
+        job = IndustryCapflowTHS(session=mock_session)
+
+        source_data = pd.DataFrame(
+            {
+                "trade_date": ["20240927"],
+                "ts_code": ["881267.TI"],
+                "industry": ["能源金属"],
+                "lead_stock": ["某股票"],
+                "close": ["invalid"],
+                "pct_change": ["N/A"],
+                "company_num": ["N/A"],
+                "pct_change_stock": ["3.2"],
+                "close_price": ["45.6"],
+                "net_buy_amount": ["490.00"],
+                "net_sell_amount": ["46.00"],
+                "net_amount": ["3.00"],
+            }
+        )
+
+        result = job.transform(source_data)
+
+        # Should handle gracefully with NaN
+        assert pd.isna(result.iloc[0]["percent_change"])
+        assert pd.isna(result.iloc[0]["close"])
+        assert result.iloc[0]["company_num"] == 0  # fillna(0) for integers
+
+    def test_transform_removes_duplicates(self, mock_session):
+        """Test that transform removes duplicate rows."""
+        job = IndustryCapflowTHS(session=mock_session)
+
+        # Create data with duplicates
+        source_data = pd.DataFrame(
+            {
+                "trade_date": ["20240927", "20240927"],
+                "ts_code": ["881267.TI", "881267.TI"],
+                "industry": ["能源金属", "能源金属"],
+                "lead_stock": ["某股票", "某股票"],
+                "close": [15021.70, 15021.70],
+                "pct_change": [2.5, 2.5],
+                "company_num": [16, 16],
+                "pct_change_stock": [3.2, 3.2],
+                "close_price": [45.6, 45.6],
+                "net_buy_amount": [490.00, 490.00],
+                "net_sell_amount": [46.00, 46.00],
+                "net_amount": [3.00, 3.00],
+            }
+        )
+
+        result = job.transform(source_data)
+
+        # Should only have 1 row after deduplication
+        assert len(result) == 1
+
+    def test_transform_date_formatting(self, mock_session):
+        """Test that dates are formatted correctly."""
+        job = IndustryCapflowTHS(session=mock_session)
+
+        source_data = pd.DataFrame(
+            {
+                "trade_date": ["20240927", "20240926"],
+                "ts_code": ["881267.TI", "881273.TI"],
+                "industry": ["能源金属", "白酒"],
+                "lead_stock": ["股票A", "股票B"],
+                "close": [15021.70, 3251.85],
+                "pct_change": [2.5, 1.2],
+                "company_num": [16, 20],
+                "pct_change_stock": [3.2, 2.1],
+                "close_price": [45.6, 123.4],
+                "net_buy_amount": [490.00, 1890.00],
+                "net_sell_amount": [46.00, 179.00],
+                "net_amount": [3.00, 10.00],
+            }
+        )
+
+        result = job.transform(source_data)
+
+        # Result is sorted by code, then date
+        assert result.iloc[0]["code"] == "881267.TI"
+        assert result.iloc[0]["date"] == "2024-09-27"
+        assert result.iloc[0]["datecode"] == "20240927"
+        assert result.iloc[1]["code"] == "881273.TI"
+        assert result.iloc[1]["date"] == "2024-09-26"
+        assert result.iloc[1]["datecode"] == "20240926"
+
+    def test_transform_all_target_columns_present(self, mock_session):
+        """Test that all target columns are present in transformed data."""
+        job = IndustryCapflowTHS(session=mock_session)
+
+        source_data = pd.DataFrame(
+            {
+                "trade_date": ["20240927"],
+                "ts_code": ["881267.TI"],
+                "industry": ["能源金属"],
+                "lead_stock": ["某股票"],
+                "close": [15021.70],
+                "pct_change": [2.5],
+                "company_num": [16],
+                "pct_change_stock": [3.2],
+                "close_price": [45.6],
+                "net_buy_amount": [490.00],
+                "net_sell_amount": [46.00],
+                "net_amount": [3.00],
+            }
+        )
+
+        result = job.transform(source_data)
+
+        expected_columns = TARGET.list_column_names()
+        assert list(result.columns) == expected_columns
+
+
+# Test Class 3: Run Method Tests
+
+
+class TestIndustryCapflowTHSRun:
+    """Test the _run method and parameter handling."""
+
+    def test_run_with_string_date_params(self, mock_session):
+        """Test _run with string date parameters."""
+        # Mock the API response
+        mock_session.connection.moneyflow_ind_ths.return_value = pd.DataFrame(
+            {
+                "trade_date": ["20240927"],
+                "ts_code": ["881267.TI"],
+                "industry": ["能源金属"],
+                "lead_stock": ["某股票"],
+                "close": [15021.70],
+                "pct_change": [2.5],
+                "company_num": [16],
+                "pct_change_stock": [3.2],
+                "close_price": [45.6],
+                "net_buy_amount": [490.00],
+                "net_sell_amount": [46.00],
+                "net_amount": [3.00],
+            }
+        )
+
+        job = IndustryCapflowTHS(
+            session=mock_session,
+            params={"ts_code": "881267.TI", "start_date": "20240901", "end_date": "20240930"},
+            cache=False,
+        )
+
+        result = job._run()
+
+        assert not result.empty
+        mock_session.connection.moneyflow_ind_ths.assert_called_once()
+        call_kwargs = mock_session.connection.moneyflow_ind_ths.call_args[1]
+        assert call_kwargs["ts_code"] == "881267.TI"
+        assert call_kwargs["start_date"] == "20240901"
+        assert call_kwargs["end_date"] == "20240930"
+
+    def test_run_with_datetime_params(self, mock_session):
+        """Test _run converts datetime parameters correctly."""
+        mock_session.connection.moneyflow_ind_ths.return_value = pd.DataFrame(
+            {
+                "trade_date": ["20240927"],
+                "ts_code": ["881267.TI"],
+                "industry": ["能源金属"],
+                "lead_stock": ["某股票"],
+                "close": [15021.70],
+                "pct_change": [2.5],
+                "company_num": [16],
+                "pct_change_stock": [3.2],
+                "close_price": [45.6],
+                "net_buy_amount": [490.00],
+                "net_sell_amount": [46.00],
+                "net_amount": [3.00],
+            }
+        )
+
+        job = IndustryCapflowTHS(
+            session=mock_session,
+            params={"trade_date": datetime(2024, 9, 27)},
+            cache=False,
+        )
+        result = job._run()
+        assert not result.empty
+
+    def test_run_with_trade_date(self, mock_session):
+        """Test _run with single trade_date parameter."""
+        mock_session.connection.moneyflow_ind_ths.return_value = pd.DataFrame(
+            {
+                "trade_date": ["20240927"],
+                "ts_code": ["881267.TI"],
+                "industry": ["能源金属"],
+                "lead_stock": ["某股票"],
+                "close": [15021.70],
+                "pct_change": [2.5],
+                "company_num": [16],
+                "pct_change_stock": [3.2],
+                "close_price": [45.6],
+                "net_buy_amount": [490.00],
+                "net_sell_amount": [46.00],
+                "net_amount": [3.00],
+            }
+        )
+
+        job = IndustryCapflowTHS(session=mock_session, params={"trade_date": "20240927"}, cache=False)
+
+        result = job._run()
+
+        assert not result.empty
+        call_kwargs = mock_session.connection.moneyflow_ind_ths.call_args[1]
+        assert call_kwargs["trade_date"] == "20240927"
+
+    def test_run_with_ts_code(self, mock_session):
+        """Test _run with ts_code parameter."""
+        mock_session.connection.moneyflow_ind_ths.return_value = pd.DataFrame(
+            {
+                "trade_date": ["20240927"],
+                "ts_code": ["881267.TI"],
+                "industry": ["能源金属"],
+                "lead_stock": ["某股票"],
+                "close": [15021.70],
+                "pct_change": [2.5],
+                "company_num": [16],
+                "pct_change_stock": [3.2],
+                "close_price": [45.6],
+                "net_buy_amount": [490.00],
+                "net_sell_amount": [46.00],
+                "net_amount": [3.00],
+            }
+        )
+
+        job = IndustryCapflowTHS(
+            session=mock_session,
+            params={"ts_code": "881267.TI", "start_date": "20240901", "end_date": "20240930"},
+            cache=False,
+        )
+
+        result = job._run()
+
+        assert not result.empty
+        assert result.iloc[0]["code"] == "881267.TI"
+
+    def test_run_empty_result(self, mock_session):
+        """Test _run handles empty API result."""
+        mock_session.connection.moneyflow_ind_ths.return_value = pd.DataFrame()
+
+        job = IndustryCapflowTHS(session=mock_session, params={"trade_date": "20240101"}, cache=False)
+
+        result = job._run()
+
+        assert result.empty
+        assert list(result.columns) == TARGET.list_column_names()
+
+    def test_run_api_called_with_correct_method(self, mock_session):
+        """Test that _run calls moneyflow_ind_ths API method."""
+        mock_session.connection.moneyflow_ind_ths.return_value = pd.DataFrame(
+            {
+                "trade_date": ["20240927"],
+                "ts_code": ["881267.TI"],
+                "industry": ["能源金属"],
+                "lead_stock": ["某股票"],
+                "close": [15021.70],
+                "pct_change": [2.5],
+                "company_num": [16],
+                "pct_change_stock": [3.2],
+                "close_price": [45.6],
+                "net_buy_amount": [490.00],
+                "net_sell_amount": [46.00],
+                "net_amount": [3.00],
+            }
+        )
+
+        job = IndustryCapflowTHS(session=mock_session, params={"trade_date": "20240927"}, cache=False)
+
+        job._run()
+
+        # Verify the correct API method was called
+        mock_session.connection.moneyflow_ind_ths.assert_called_once()
+
+
+# Test Class 4: Cache Tests
+
+
+class TestIndustryCapflowTHSCache:
+    """Test caching functionality."""
+
+    def test_cache_enabled(self, mock_session):
+        """Test that cache is used when enabled."""
+        cached_data = pd.DataFrame(
+            {
+                "code": ["881267.TI"],
+                "date": ["2024-09-27"],
+                "datecode": ["20240927"],
+                "industry": ["能源金属"],
+                "lead_stock": ["某股票"],
+                "close": [15021.70],
+                "percent_change": [2.5],
+                "company_num": [16],
+                "percent_change_stock": [3.2],
+                "close_price": [45.6],
+                "net_buy_amount": [490.00],
+                "net_sell_amount": [46.00],
+                "net_amount": [3.00],
+            }
+        )
+
+        job = IndustryCapflowTHS(session=mock_session, params={"trade_date": "20240927"}, cache=True)
+
+        # Mock _load_cache to return cached data
+        with patch.object(job, "_load_cache", return_value=cached_data):
+            result = job._run()
+
+            # Should return cached data without calling API
+            assert not result.empty
+            mock_session.connection.moneyflow_ind_ths.assert_not_called()
+
+    def test_cache_disabled(self, mock_session):
+        """Test that API is called when cache is disabled."""
+        mock_session.connection.moneyflow_ind_ths.return_value = pd.DataFrame(
+            {
+                "trade_date": ["20240927"],
+                "ts_code": ["881267.TI"],
+                "industry": ["能源金属"],
+                "lead_stock": ["某股票"],
+                "close": [15021.70],
+                "pct_change": [2.5],
+                "company_num": [16],
+                "pct_change_stock": [3.2],
+                "close_price": [45.6],
+                "net_buy_amount": [490.00],
+                "net_sell_amount": [46.00],
+                "net_amount": [3.00],
+            }
+        )
+
+        job = IndustryCapflowTHS(session=mock_session, params={"trade_date": "20240927"}, cache=False)
+
+        result = job._run()
+
+        # Should call API
+        assert not result.empty
+        mock_session.connection.moneyflow_ind_ths.assert_called_once()
+
+    def test_cache_save_called(self, mock_session):
+        """Test that cache save is called after successful run."""
+        mock_session.connection.moneyflow_ind_ths.return_value = pd.DataFrame(
+            {
+                "trade_date": ["20240927"],
+                "ts_code": ["881267.TI"],
+                "industry": ["能源金属"],
+                "lead_stock": ["某股票"],
+                "close": [15021.70],
+                "pct_change": [2.5],
+                "company_num": [16],
+                "pct_change_stock": [3.2],
+                "close_price": [45.6],
+                "net_buy_amount": [490.00],
+                "net_sell_amount": [46.00],
+                "net_amount": [3.00],
+            }
+        )
+
+        job = IndustryCapflowTHS(session=mock_session, params={"trade_date": "20240927"}, cache=True)
+
+        with patch.object(job, "_save_cache") as mock_save:
+            job._run()
+            # Should call save cache
+            mock_save.assert_called_once()
+
+
+# Test Class 5: Integration Tests
+
+
+class TestIndustryCapflowTHSIntegration:
+    """Integration tests combining multiple features."""
+
+    def test_full_workflow_single_industry(self, mock_session):
+        """Test complete workflow for single industry query."""
+        mock_session.connection.moneyflow_ind_ths.return_value = pd.DataFrame(
+            {
+                "trade_date": ["20240927", "20240926", "20240925"],
+                "ts_code": ["881267.TI", "881267.TI", "881267.TI"],
+                "industry": ["能源金属", "能源金属", "能源金属"],
+                "lead_stock": ["股票A", "股票A", "股票A"],
+                "close": [15021.70, 15000.50, 14980.30],
+                "pct_change": [2.5, 1.8, -0.5],
+                "company_num": [16, 16, 16],
+                "pct_change_stock": [3.2, 2.5, -0.8],
+                "close_price": [45.6, 44.8, 44.2],
+                "net_buy_amount": [490.00, 450.00, 380.00],
+                "net_sell_amount": [46.00, 40.00, 45.00],
+                "net_amount": [3.00, 5.00, -2.00],
+            }
+        )
+
+        job = IndustryCapflowTHS(
+            session=mock_session,
+            params={"ts_code": "881267.TI", "start_date": "20240925", "end_date": "20240927"},
+            cache=False,
+        )
+
+        result = job.run()
+
+        assert len(result) == 3
+        assert all(result["code"] == "881267.TI")
+        assert all(result["industry"] == "能源金属")
+        # Verify dates are in ascending order
+        assert result.iloc[0]["date"] == "2024-09-25"
+        assert result.iloc[1]["date"] == "2024-09-26"
+        assert result.iloc[2]["date"] == "2024-09-27"
+
+    def test_full_workflow_market_wide(self, mock_session):
+        """Test complete workflow for market-wide query."""
+        mock_session.connection.moneyflow_ind_ths.return_value = pd.DataFrame(
+            {
+                "trade_date": ["20240927", "20240927", "20240927"],
+                "ts_code": ["881267.TI", "881273.TI", "881279.TI"],
+                "industry": ["能源金属", "白酒", "光伏设备"],
+                "lead_stock": ["股票A", "股票B", "股票C"],
+                "close": [15021.70, 3251.85, 5940.19],
+                "pct_change": [2.5, 1.2, 3.5],
+                "company_num": [16, 20, 70],
+                "pct_change_stock": [3.2, 2.1, 4.2],
+                "close_price": [45.6, 123.4, 67.8],
+                "net_buy_amount": [490.00, 1890.00, 1120.00],
+                "net_sell_amount": [46.00, 179.00, 94.00],
+                "net_amount": [3.00, 10.00, 17.00],
+            }
+        )
+
+        job = IndustryCapflowTHS(session=mock_session, params={"trade_date": "20240927"}, cache=False)
+
+        result = job.run()
+
+        assert len(result) == 3
+        assert set(result["code"].unique()) == {"881267.TI", "881273.TI", "881279.TI"}
+        assert all(result["date"] == "2024-09-27")
+
+    def test_error_handling_integration(self, mock_session):
+        """Test error handling in full workflow."""
+        # Simulate API returning None or error
+        mock_session.connection.moneyflow_ind_ths.return_value = None
+
+        job = IndustryCapflowTHS(session=mock_session, params={"trade_date": "20240927"}, cache=False)
+
+        result = job._run()
+
+        # Should handle gracefully with empty DataFrame
+        assert result.empty
+        assert list(result.columns) == TARGET.list_column_names()