增加分区快照数据入口

crates/fidc-core/tests/partitioned_loader.rs

@@ -0,0 +1,55 @@
+use fidc_core::DataSet;
+use std::fs;
+use std::path::PathBuf;
+use std::time::{SystemTime, UNIX_EPOCH};
+
+fn temp_dir() -> PathBuf {
+    let uniq = SystemTime::now()
+        .duration_since(UNIX_EPOCH)
+        .expect("clock")
+        .as_nanos();
+    let dir = std::env::temp_dir().join(format!("fidc-bt-partitioned-{uniq}"));
+    fs::create_dir_all(&dir).expect("mkdir temp");
+    dir
+}
+
+#[test]
+fn can_load_partitioned_snapshot_dir() {
+    let dir = temp_dir();
+    fs::create_dir_all(dir.join("benchmark")).unwrap();
+    fs::create_dir_all(dir.join("market")).unwrap();
+    fs::create_dir_all(dir.join("factors")).unwrap();
+    fs::create_dir_all(dir.join("candidates")).unwrap();
+
+    fs::write(
+        dir.join("instruments.csv"),
+        "symbol,name,exchange,lot_size\n000001.SZ,PingAn,SZ,100\n",
+    )
+    .unwrap();
+    fs::write(
+        dir.join("benchmark/2024-01-02.csv"),
+        "date,benchmark,open,close,prev_close,volume\n2024-01-02,CSI300.DEMO,2990,3000,2980,100000000\n",
+    )
+    .unwrap();
+    fs::write(
+        dir.join("market/2024-01-02.csv"),
+        "date,symbol,open,high,low,close,prev_close,volume,paused,upper_limit,lower_limit\n2024-01-02,000001.SZ,10,10.5,9.9,10.2,10,100000,false,11,9\n",
+    )
+    .unwrap();
+    fs::write(
+        dir.join("factors/2024-01-02.csv"),
+        "date,symbol,market_cap_bn,free_float_cap_bn,pe_ttm\n2024-01-02,000001.SZ,40,35,12\n",
+    )
+    .unwrap();
+    fs::write(
+        dir.join("candidates/2024-01-02.csv"),
+        "date,symbol,is_st,is_new_listing,is_paused,allow_buy,allow_sell,is_kcb,is_one_yuan\n2024-01-02,000001.SZ,false,false,false,true,true,false,false\n",
+    )
+    .unwrap();
+
+    let data = DataSet::from_partitioned_dir(&dir).expect("partitioned dataset");
+    assert_eq!(data.benchmark_code(), "CSI300.DEMO");
+    assert!(data.market_snapshots_on(chrono::NaiveDate::from_ymd_opt(2024, 1, 2).unwrap()).len() == 1);
+
+    let _ = fs::remove_dir_all(&dir);
+}