fix(FEAT-MO-001): 校验TDX交易日期语义

2026-08-18 20:48:20 +08:00
parent 7e4dcd9232
commit ae2a7e08ed
12 changed files with 180 additions and 70 deletions
@@ -1,4 +1,4 @@
-import { describe, expect, it, vi } from 'vitest';
+import { afterEach, beforeEach, describe, expect, it, vi } from 'vitest';

 import { MarketOverviewService } from './market-overview.service';

@@ -77,6 +77,15 @@ const turnoverResult = {
 };

 describe('市场概览服务', () => {
+  beforeEach(() => {
+    vi.useFakeTimers();
+    vi.setSystemTime(new Date('2026-08-18T03:00:00.000Z'));
+  });
+
+  afterEach(() => {
+    vi.useRealTimers();
+  });
+
  it('读取指数并返回统一快照元数据', async () => {
    const client = { request: vi.fn().mockResolvedValue(indexResult) };
    const service = new MarketOverviewService(client);
@@ -96,19 +105,14 @@ describe('市场概览服务', () => {
  });

  it('核心指数交易日旧于上海当前日期时标记 delayed', async () => {
-    vi.useFakeTimers();
    vi.setSystemTime(new Date('2026-08-19T03:00:00.000Z'));
-    try {
-      const client = { request: vi.fn().mockResolvedValue(indexResult) };
-      const service = new MarketOverviewService(client);
+    const client = { request: vi.fn().mockResolvedValue(indexResult) };
+    const service = new MarketOverviewService(client);

-      const response = await service.getIndices();
+    const response = await service.getIndices();

-      expect(response.status).toBe('delayed');
-      expect(response.warnings).toEqual(['核心指数交易日期为 20260818，非当前日期']);
-    } finally {
-      vi.useRealTimers();
-    }
+    expect(response.status).toBe('delayed');
+    expect(response.warnings).toEqual(['核心指数交易日期为 20260818，非当前日期']);
  });

  it('汇总三个市场指数的上涨和下跌家数并保留未知平盘数', async () => {
@@ -157,28 +161,22 @@ describe('市场概览服务', () => {
  });

  it('市场宽度使用核心指数交易日识别 delayed，不把旧快照标为 fresh', async () => {
-    vi.useFakeTimers();
-    vi.setSystemTime(new Date('2026-08-18T03:00:00.000Z'));
-    try {
-      const staleIndexResult = structuredClone(indexResult);
-      staleIndexResult.Value['000001.SH'].Date = ['20260816', '20260817'];
-      const client = {
-        request: vi
-          .fn()
-          .mockResolvedValueOnce(breadthSnapshot('10', '5'))
-          .mockResolvedValueOnce(breadthSnapshot('20', '15'))
-          .mockResolvedValueOnce(breadthSnapshot('3', '2'))
-          .mockResolvedValueOnce(staleIndexResult),
-      };
-      const service = new MarketOverviewService(client);
+    const staleIndexResult = structuredClone(indexResult);
+    staleIndexResult.Value['000001.SH'].Date = ['20260816', '20260817'];
+    const client = {
+      request: vi
+        .fn()
+        .mockResolvedValueOnce(breadthSnapshot('10', '5'))
+        .mockResolvedValueOnce(breadthSnapshot('20', '15'))
+        .mockResolvedValueOnce(breadthSnapshot('3', '2'))
+        .mockResolvedValueOnce(staleIndexResult),
+    };
+    const service = new MarketOverviewService(client);

-      const response = await service.getBreadth();
+    const response = await service.getBreadth();

-      expect(response.status).toBe('delayed');
-      expect(response.warnings).toEqual(['市场宽度交易日期为 20260817，非当前日期']);
-    } finally {
-      vi.useRealTimers();
-    }
+    expect(response.status).toBe('delayed');
+    expect(response.warnings).toEqual(['市场宽度交易日期为 20260817，非当前日期']);
  });

  it('按一级行业涨跌幅排序板块并保留 TDX 代码', async () => {
@@ -263,24 +261,16 @@ describe('市场概览服务', () => {
  });

  it('一级行业交易日旧于上海当前日期时标记 delayed', async () => {
-    vi.useFakeTimers();
    vi.setSystemTime(new Date('2026-08-19T03:00:00.000Z'));
-    try {
-      const client = {
-        request: vi
-          .fn()
-          .mockResolvedValueOnce(sectorResult)
-          .mockResolvedValueOnce(sectorKlineResult),
-      };
-      const service = new MarketOverviewService(client);
+    const client = {
+      request: vi.fn().mockResolvedValueOnce(sectorResult).mockResolvedValueOnce(sectorKlineResult),
+    };
+    const service = new MarketOverviewService(client);

-      const response = await service.getSectors();
+    const response = await service.getSectors();

-      expect(response.status).toBe('delayed');
-      expect(response.warnings).toEqual(['一级行业交易日期为 20260818，非当前日期']);
-    } finally {
-      vi.useRealTimers();
-    }
+    expect(response.status).toBe('delayed');
+    expect(response.warnings).toEqual(['一级行业交易日期为 20260818，非当前日期']);
  });

  it('按交易所指数成交额计算亿元级趋势而不宣称主力净流入', async () => {
@@ -321,18 +311,13 @@ describe('市场概览服务', () => {
  });

  it('成交额交易日旧于上海当前日期时标记 delayed', async () => {
-    vi.useFakeTimers();
    vi.setSystemTime(new Date('2026-08-19T03:00:00.000Z'));
-    try {
-      const client = { request: vi.fn().mockResolvedValue(turnoverResult) };
-      const service = new MarketOverviewService(client);
+    const client = { request: vi.fn().mockResolvedValue(turnoverResult) };
+    const service = new MarketOverviewService(client);

-      const response = await service.getFunds();
+    const response = await service.getFunds();

-      expect(response.status).toBe('delayed');
-      expect(response.warnings).toEqual(['成交额交易日期为 20260818，非当前日期']);
-    } finally {
-      vi.useRealTimers();
-    }
+    expect(response.status).toBe('delayed');
+    expect(response.warnings).toEqual(['成交额交易日期为 20260818，非当前日期']);
  });
 });
@@ -136,6 +136,34 @@ describe('TDX 行情映射', () => {
    expect(result).toEqual([expect.objectContaining({ code: '399001.SZ', tradeDate: '20260819' })]);
  });

+  it('核心指数拒绝不存在的公历日期，避免畸形日期抢占最新截面', () => {
+    const series = (dates: string[], close: string[]) => ({
+      Date: dates,
+      Open: close,
+      High: close,
+      Low: close,
+      Close: close,
+      Amount: ['1', '1'],
+      Volume: ['1', '1'],
+    });
+
+    expect(
+      mapIndexQuotes(
+        {
+          ErrorId: '0',
+          Value: {
+            '000001.SH': series(['20260817', '20260818'], ['100', '102']),
+            '399001.SZ': series(['20269898', '20269999'], ['100', '101']),
+          },
+        },
+        [
+          { code: '000001.SH', name: '有效日期指数' },
+          { code: '399001.SZ', name: '畸形日期指数' },
+        ],
+      ),
+    ).toEqual([expect.objectContaining({ code: '000001.SH', tradeDate: '20260818' })]);
+  });
+
  it('板块只保留有两个交易日和有效涨跌幅的精确字段', () => {
    const result = mapSectorQuotes(
      {
@@ -309,4 +337,69 @@ describe('TDX 行情映射', () => {
      validMarketCount: 2,
    });
  });
+
+  it('成交额排除倒序和非法公历日期，不能让异常日期抢占汇总锚点', () => {
+    const series = (dates: string[], amounts: string[]) => ({
+      Date: dates,
+      Open: ['1', '1'],
+      High: ['1', '1'],
+      Low: ['1', '1'],
+      Close: ['1', '1'],
+      Amount: amounts,
+      Volume: ['1', '1'],
+    });
+
+    expect(
+      mapTurnoverTrend(
+        {
+          ErrorId: '0',
+          Value: {
+            '000001.SH': series(['20260817', '20260818'], ['100000', '120000']),
+            '399001.SZ': series(['20260817', '20260818'], ['200000', '240000']),
+            '899050.BJ': series(['20260820', '20260819'], ['300000', '360000']),
+            '899051.BJ': series(['20269898', '20269999'], ['300000', '360000']),
+          },
+        },
+        [
+          { code: '000001.SH', name: '上证市场' },
+          { code: '399001.SZ', name: '深证市场' },
+          { code: '899050.BJ', name: '日期倒序市场' },
+          { code: '899051.BJ', name: '非法日期市场' },
+        ],
+      ),
+    ).toEqual({
+      data: {
+        currentAmount: 36,
+        previousAmount: 30,
+        changePercent: 20,
+        unit: '亿元',
+        marketCount: 2,
+        tradeDate: '20260818',
+        previousTradeDate: '20260817',
+      },
+      validMarketCount: 2,
+    });
+  });
+
+  it('成交额拒绝日期与金额数组错位的市场', () => {
+    expect(
+      mapTurnoverTrend(
+        {
+          ErrorId: '0',
+          Value: {
+            '000001.SH': {
+              Date: ['20260816', '20260817', '20260818'],
+              Open: ['1', '1', '1'],
+              High: ['1', '1', '1'],
+              Low: ['1', '1', '1'],
+              Close: ['1', '1', '1'],
+              Amount: ['100000', '120000'],
+              Volume: ['1', '1', '1'],
+            },
+          },
+        },
+        [{ code: '000001.SH', name: '数组错位市场' }],
+      ),
+    ).toEqual({ data: null, validMarketCount: 0 });
+  });
 });
@@ -25,7 +25,21 @@ function toNonNegativeInteger(value: string | undefined): number | null {
 }

 function toTradeDate(value: string | undefined): string | null {
-  return value && /^\d{8}$/.test(value) ? value : null;
+  if (!value || !/^\d{8}$/.test(value)) return null;
+
+  const year = Number(value.slice(0, 4));
+  const month = Number(value.slice(4, 6));
+  const day = Number(value.slice(6, 8));
+  const date = new Date(0);
+  date.setUTCHours(0, 0, 0, 0);
+  date.setUTCFullYear(year, month - 1, day);
+
+  return year >= 1000 &&
+    date.getUTCFullYear() === year &&
+    date.getUTCMonth() === month - 1 &&
+    date.getUTCDate() === day
+    ? value
+    : null;
 }

 function latestTradeDate<T extends { tradeDate: string }>(items: readonly T[]): string | null {
@@ -133,6 +147,7 @@ export function mapTurnoverTrend(
  const candidates = definitions.flatMap((definition) => {
    const series = result.Value[definition.code];
    if (!series) return [];
+    if (series.Date.length < 2 || series.Date.length !== series.Amount.length) return [];
    const current = toNonNegativeNumber(series.Amount.at(-1));
    const previous = toNonNegativeNumber(series.Amount.at(-2));
    const tradeDate = toTradeDate(series.Date.at(-1));
@@ -143,7 +158,7 @@ export function mapTurnoverTrend(
      previous === 0 ||
      !tradeDate ||
      !previousTradeDate ||
-      tradeDate === previousTradeDate
+      previousTradeDate >= tradeDate
    ) {
      return [];
    }