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fix(FEAT-MO-001): 校验TDX交易日期语义

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FoXiMao
2026-08-18 20:48:20 +08:00
parent 7e4dcd9232
commit ae2a7e08ed
12 changed files with 180 additions and 70 deletions
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server/apps/api/src/market-overview/market-overview.service.test.ts
+41 -56
View File
@@ -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']);
});
});
server/apps/api/src/market-overview/tdx/tdx.mapper.test.ts
+93
View File
@@ -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 });
});
});
server/apps/api/src/market-overview/tdx/tdx.mapper.ts
+17 -2
View File
@@ -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 [];
}