Skip to content
Merged
Show file tree
Hide file tree
Changes from all commits
Commits
File filter

Filter by extension

Filter by extension

Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
25 changes: 25 additions & 0 deletions application/signal_snapshot.py
Original file line number Diff line number Diff line change
Expand Up @@ -4,10 +4,16 @@

from collections.abc import Mapping
from datetime import date, datetime, timezone
import re
from typing import Any

SIGNAL_SNAPSHOT_SCHEMA_VERSION = "signal_snapshot.v1"

_SNAPSHOT_DATE_RE = re.compile(
r"(?:snapshot_as_of|snapshot_date|snapshot|快照日期)\s*[:=]\s*(\d{4}-\d{2}-\d{2})",
re.IGNORECASE,
)

_INDICATOR_FIELDS = (
"benchmark_symbol",
"benchmark_price",
Expand Down Expand Up @@ -52,6 +58,16 @@ def _first_value(*values: Any) -> Any:
return None


def _extract_snapshot_date_from_text(*values: Any) -> str | None:
for value in values:
if not isinstance(value, str):
continue
match = _SNAPSHOT_DATE_RE.search(value)
if match is not None:
return match.group(1)
return None


def _merge_signal_sources(*sources: Mapping[str, Any] | None) -> dict[str, Any]:
merged: dict[str, Any] = {}
for source in sources:
Expand Down Expand Up @@ -108,6 +124,13 @@ def build_signal_snapshot(
allocation=allocation,
explicit_target_weights=target_weights,
)
parsed_snapshot_date = _extract_snapshot_date_from_text(
source.get("status_display"),
source.get("status_description"),
source.get("signal_display"),
source.get("signal_description"),
source.get("signal_message"),
)
indicators = {
field: _json_safe(source[field])
for field in _INDICATOR_FIELDS
Expand All @@ -125,6 +148,7 @@ def build_signal_snapshot(
source.get("signal_date"),
source.get("snapshot_as_of"),
source.get("trade_date"),
parsed_snapshot_date,
)
),
"market_date": _json_safe(
Expand All @@ -133,6 +157,7 @@ def build_signal_snapshot(
source.get("signal_date"),
source.get("snapshot_as_of"),
source.get("trade_date"),
parsed_snapshot_date,
)
),
"effective_date": _json_safe(source.get("effective_date")),
Expand Down
54 changes: 54 additions & 0 deletions tests/test_signal_snapshot.py
Original file line number Diff line number Diff line change
@@ -0,0 +1,54 @@
import sys
import unittest
from pathlib import Path


ROOT = Path(__file__).resolve().parents[1]
if str(ROOT) not in sys.path:
sys.path.insert(0, str(ROOT))

from application.signal_snapshot import build_signal_snapshot


class SignalSnapshotTests(unittest.TestCase):
def test_derives_snapshot_date_from_zh_status_display(self):
snapshot = build_signal_snapshot(
platform="longbridge",
strategy_profile="mega_cap_leader_rotation_top50_balanced",
execution={
"status_display": "不执行 | 原因=当前不在月度执行窗口 | 快照日期=2026-06-01 | 允许日期=2026-06-02",
"signal_display": "月度快照节奏 | 等待进入执行窗口",
"latest_price_source": "longbridge_candlesticks",
},
)

self.assertEqual(snapshot["market_date"], "2026-06-01")
self.assertEqual(snapshot["signal_as_of"], "2026-06-01")

def test_derives_snapshot_date_from_runtime_diagnostic_status_display(self):
snapshot = build_signal_snapshot(
platform="longbridge",
execution={
"status_display": "no-op | reason=outside_monthly_execution_window snapshot=2026-04-10 allowed=2026-04-13",
"latest_price_source": "longbridge_candlesticks",
},
)

self.assertEqual(snapshot["market_date"], "2026-04-10")
self.assertEqual(snapshot["signal_as_of"], "2026-04-10")

def test_prefers_structured_market_date_over_status_text(self):
snapshot = build_signal_snapshot(
platform="longbridge",
execution={
"market_date": "2026-06-02",
"status_display": "no-op | snapshot=2026-06-01 allowed=2026-06-02",
},
)

self.assertEqual(snapshot["market_date"], "2026-06-02")
self.assertEqual(snapshot["signal_as_of"], "2026-06-01")


if __name__ == "__main__":
unittest.main()