test: define lagged factor-to-execution contract
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@@ -266,6 +266,17 @@ def test_prepare_execution_inputs_basic(tushare_long: pd.DataFrame) -> None:
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assert volumes.iloc[0, 0] == pytest.approx(1000.0)
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def test_prepare_execution_inputs_can_select_next_session_open_price(
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tushare_long: pd.DataFrame,
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) -> None:
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"""显式 price_col=open 时应生成开盘执行价矩阵。"""
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renamed = rename_tushare_columns(tushare_long)
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prices, _volumes = prepare_execution_inputs(renamed, price_col="open")
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assert prices.iloc[0, 0] == pytest.approx(10.0)
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def test_prepare_execution_inputs_no_volume() -> None:
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"""无 volume 列 → volumes 全 1.0。"""
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df = pd.DataFrame(
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@@ -286,6 +297,14 @@ def test_prepare_execution_inputs_missing_close_raises() -> None:
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prepare_execution_inputs(df)
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def test_prepare_execution_inputs_missing_selected_price_raises() -> None:
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df = pd.DataFrame(
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{"stock_code": ["A"], "trade_date": ["2024-01-01"], "close": [10.0]}
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)
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with pytest.raises(ValueError, match="缺 open"):
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prepare_execution_inputs(df, price_col="open")
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# ── 端到端:长表 → 适配 → alpha158 + execution ──────────────
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