From ef81ecafcb5a07efd557e15fe686cb434cf45261 Mon Sep 17 00:00:00 2001 From: "Somhairle H. Marisol" Date: Fri, 18 Sep 2026 18:36:34 +0800 Subject: [变更性质] 执行假设移出用户面 warnings：result 独立 assumptions 字段承载，worker 侧守门测试断言 EXECUTION_ASSUMPTIONS 不再拼入 warnings MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- tests/worker/test_backtest.py | 12 ++++++++++++ worker/backtest.py | 4 ++-- 2 files changed, 14 insertions(+), 2 deletions(-) diff --git a/tests/worker/test_backtest.py b/tests/worker/test_backtest.py index 30f8e46..cb248ec 100644 --- a/tests/worker/test_backtest.py +++ b/tests/worker/test_backtest.py @@ -103,6 +103,18 @@ def test_synthetic_labeled_runs_next_bar_fill(tmp_path): assert abs(t["commission"] - t["value"] * 0.0003) < 1e-6 +def test_assumptions_out_of_warnings(tmp_path): + """执行假设说明移出用户面 warnings，独立 assumptions 字段承载。""" + from worker.backtest import EXECUTION_ASSUMPTIONS + req, _ = make_request(tmp_path, STRAT) + res = run_backtest(req) + assert res["assumptions"] == EXECUTION_ASSUMPTIONS + for w in res["warnings"]: + assert "execution assumptions" not in w + for k in EXECUTION_ASSUMPTIONS: + assert str(k) not in w + + def test_equity_cash_accounting(tmp_path): req, _ = make_request(tmp_path, STRAT) res = run_backtest(req) diff --git a/worker/backtest.py b/worker/backtest.py index 489ee9a..c9d6ffc 100644 --- a/worker/backtest.py +++ b/worker/backtest.py @@ -277,8 +277,7 @@ def run_backtest(request: dict) -> dict: "count": n}) warnings.append(f"broker rejected {n} order(s) for {sym}: {reasons.get(reason, reason)}") - warnings.append("execution assumptions: " - + "; ".join(f"{k}: {v}" for k, v in EXECUTION_ASSUMPTIONS.items())) + assumptions = dict(EXECUTION_ASSUMPTIONS) rows = rec["rows"] benchmark_symbol = cfg.get("benchmark_symbol") @@ -349,6 +348,7 @@ def run_backtest(request: dict) -> dict: f"final equity: {metrics['final_equity']}", ], "warnings": warnings, + "assumptions": assumptions, "execution_assumptions": EXECUTION_ASSUMPTIONS, "elapsed_ms": int((time.monotonic() - t0) * 1000), "peak_rss_kb": int(resource.getrusage(resource.RUSAGE_SELF).ru_maxrss), -- cgit v1.2.3