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/2024/01")).unwrap(); fs::create_dir_all(dir.join("market/2024/01")).unwrap(); fs::create_dir_all(dir.join("factors/2024/01")).unwrap(); fs::create_dir_all(dir.join("candidates/2024/01")).unwrap(); fs::create_dir_all(dir.join("corporate_actions/2024/01")).unwrap(); fs::write( dir.join("instruments.csv"), "symbol,name,board,round_lot,listed_at,delisted_at,status\n000001.SZ,PingAn,SZ,100,2020-01-01,,active\n", ) .unwrap(); fs::write( dir.join("benchmark/2024/01/2024-01-02.csv"), "date,benchmark,open,close,prev_close,volume\n2024-01-02,CSI300.DEMO,2990,3000,2980,100000000\n", ) .unwrap(); fs::write( dir.join("market/2024/01/2024-01-02.csv"), "date,symbol,open,high,low,close,prev_close,volume,paused,upper_limit,lower_limit,day_open,last_price,bid1,ask1,price_tick\n2024-01-02,000001.SZ,10,10.5,9.9,10.2,10,100000,false,11,9,10.1,10.15,10.14,10.16,0.01\n", ) .unwrap(); fs::write( dir.join("factors/2024/01/2024-01-02.csv"), "date,symbol,market_cap_bn,free_float_cap_bn,pe_ttm,turnover_ratio,effective_turnover_ratio\n2024-01-02,000001.SZ,40,35,12,3.2,2.1\n", ) .unwrap(); fs::write( dir.join("candidates/2024/01/2024-01-02.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(); fs::write( dir.join("corporate_actions/2024/01/2024-01-02.csv"), "date,symbol,payable_date,share_cash,share_bonus,share_gift,issue_quantity,issue_price,reform,adjust_factor\n2024-01-02,000001.SZ,2024-01-05,0.5,0.1,0.0,0,0,false,1.05\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 market_rows = data.market_snapshots_on(chrono::NaiveDate::from_ymd_opt(2024, 1, 2).unwrap()); let snapshot = market_rows.first().expect("market snapshot"); assert_eq!(snapshot.day_open, 10.1); assert_eq!(snapshot.last_price, 10.15); assert_eq!(snapshot.price_tick, 0.01); assert_eq!( data.instruments() .get("000001.SZ") .expect("instrument") .round_lot, 100 ); assert_eq!( data.instruments() .get("000001.SZ") .expect("instrument") .listed_at, Some(chrono::NaiveDate::from_ymd_opt(2020, 1, 1).unwrap()) ); let actions = data.corporate_actions_on(chrono::NaiveDate::from_ymd_opt(2024, 1, 2).unwrap()); assert_eq!(actions.len(), 1); assert_eq!( actions[0].payable_date, Some(chrono::NaiveDate::from_ymd_opt(2024, 1, 5).unwrap()) ); assert!((actions[0].share_cash - 0.5).abs() < 1e-9); assert!((actions[0].split_ratio() - 1.1).abs() < 1e-9); let _ = fs::remove_dir_all(&dir); }