feat(data): extend market data provider with charts, fundamentals, and quant analysis
Adds a stock data cache layer and indicator helpers (MA/RSI/MACD), expands the MarketDataProvider interface with candles, fundamentals, related-data, and quant analysis, and threads tags + source attribution through the shared types. Updates affected agent tests. Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
This commit is contained in:
179
web/tests/stockDataCache.test.ts
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179
web/tests/stockDataCache.test.ts
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import { mkdtemp, rm } from "node:fs/promises";
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import { tmpdir } from "node:os";
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import { join } from "node:path";
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import { afterEach, describe, expect, it, vi } from "vitest";
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import { StockDataCache } from "../src/agent/stockDataCache";
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import type { MarketDataProvider, WatchStock } from "../src/shared/types";
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let tempDir: string | undefined;
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afterEach(async () => {
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if (tempDir) {
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await rm(tempDir, { force: true, recursive: true });
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tempDir = undefined;
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}
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});
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const stock: WatchStock = {
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id: "AAPL",
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symbol: "AAPL",
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display: "AAPL",
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market: "US",
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name: "Apple",
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tags: ["core"],
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addedAt: "2026-05-11T00:00:00.000Z"
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};
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describe("StockDataCache", () => {
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it("persists chart and fundamentals data and reuses the local cache", async () => {
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tempDir = await mkdtemp(join(tmpdir(), "stock-agent-cache-"));
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const provider: MarketDataProvider = {
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snapshot: vi.fn(async () => ({
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price: 100,
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currency: "USD",
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pe: 20,
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peers: [],
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news: []
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})),
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candles: vi.fn(async () =>
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Array.from({ length: 1010 }, (_, index) => ({
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date: new Date(Date.UTC(2022, 0, 3 + index)).toISOString().slice(0, 10),
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open: 100 + index,
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high: 102 + index,
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low: 99 + index,
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close: 101 + index,
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volume: 1_000_000 + index
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}))
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),
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fundamentals: vi.fn(async () => [
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{
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period: "2026Q1",
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revenue: 1_000_000,
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netIncome: 120_000
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}
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]),
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relatedData: vi.fn(async () => ({
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sector: "Technology",
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avgVolume20: 1_000_000,
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volumeRatio: 1.1,
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volatility20: 0.02,
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drawdownFromHigh: 0.08,
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relativeStrength60: 0.05,
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support: 98,
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resistance: 112,
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capitalFlow: 0.1,
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sentimentScore: 0.6,
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newsHeat: 0.5,
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riskFlags: [],
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sources: []
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})),
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quantAnalysis: vi.fn(async () => ({
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action: "buy_watch" as const,
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score: 72,
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confidence: 0.7,
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horizon: "1-3 months",
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summary: "Positive",
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factors: [
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{ name: "trend", score: 70, weight: 0.4, evidence: "above average" },
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{ name: "valuation", score: 68, weight: 0.3, evidence: "reasonable" },
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{ name: "sentiment", score: 74, weight: 0.3, evidence: "supportive" }
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],
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riskNotes: []
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}))
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};
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const cache = new StockDataCache(tempDir, provider, () => new Date("2026-05-11T00:00:00.000Z"));
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await cache.chart(stock);
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await cache.chart(stock);
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await cache.fundamentals(stock);
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await cache.fundamentals(stock);
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expect(provider.candles).toHaveBeenCalledTimes(1);
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expect(provider.fundamentals).toHaveBeenCalledTimes(1);
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await expect(cache.snapshot(stock)).resolves.toEqual(expect.objectContaining({ price: 100 }));
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await expect(cache.snapshot(stock)).resolves.toEqual(expect.objectContaining({ price: 100 }));
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expect(provider.snapshot).toHaveBeenCalledTimes(1);
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await expect(cache.chart(stock, "W")).resolves.toEqual(expect.objectContaining({ period: "W" }));
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await expect(cache.relatedData(stock)).resolves.toEqual(expect.objectContaining({ data: expect.objectContaining({ sector: "Technology" }) }));
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await expect(cache.quantAnalysis(stock)).resolves.toEqual(expect.objectContaining({ analysis: expect.objectContaining({ score: 72 }) }));
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await expect(cache.quantAnalysis(stock)).resolves.toEqual(expect.objectContaining({ analysis: expect.objectContaining({ score: 72 }) }));
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expect(provider.quantAnalysis).toHaveBeenCalledTimes(1);
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});
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it("accepts real short listing history instead of requiring a full ten years", async () => {
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tempDir = await mkdtemp(join(tmpdir(), "stock-agent-cache-"));
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const provider: MarketDataProvider = {
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snapshot: vi.fn(async () => ({ price: 18, currency: "USD", peers: [], news: [] })),
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candles: vi.fn(async () =>
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Array.from({ length: 225 }, (_, index) => ({
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date: new Date(Date.UTC(2025, 5, 18 + index)).toISOString().slice(0, 10),
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open: 18 + index / 100,
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high: 19 + index / 100,
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low: 17 + index / 100,
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close: 18.5 + index / 100,
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volume: 800_000 + index
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}))
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),
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fundamentals: vi.fn(async () => []),
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relatedData: vi.fn(async () => ({ riskFlags: [], sources: [] })),
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quantAnalysis: vi.fn(async () => ({
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action: "hold" as const,
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score: 58,
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confidence: 0.6,
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horizon: "1-3个月",
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summary: "等待确认",
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factors: [
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{ name: "趋势", score: 58, weight: 0.4, evidence: "短历史可用" },
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{ name: "估值", score: 50, weight: 0.3, evidence: "数据不足" },
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{ name: "风险", score: 55, weight: 0.3, evidence: "控制仓位" }
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],
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riskNotes: []
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}))
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};
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const cache = new StockDataCache(tempDir, provider, () => new Date("2026-05-12T00:00:00.000Z"));
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await expect(cache.chart({ ...stock, id: "SLDE", symbol: "SLDE", display: "SLDE" })).resolves.toEqual(
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expect.objectContaining({
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candles: expect.arrayContaining([expect.objectContaining({ date: expect.any(String) })])
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})
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);
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expect(provider.candles).toHaveBeenCalledTimes(1);
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});
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it("caches an empty historical result without treating it as an error", async () => {
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tempDir = await mkdtemp(join(tmpdir(), "stock-agent-cache-"));
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const provider: MarketDataProvider = {
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snapshot: vi.fn(async () => ({ price: 18, currency: "USD", peers: [], news: [] })),
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candles: vi.fn(async () => []),
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fundamentals: vi.fn(async () => []),
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relatedData: vi.fn(async () => ({ riskFlags: [], sources: [] })),
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quantAnalysis: vi.fn(async () => ({
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action: "hold" as const,
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score: 50,
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confidence: 0.4,
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horizon: "1-3个月",
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summary: "无K线数据，忽略技术面。",
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factors: [
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{ name: "趋势", score: 50, weight: 0.4, evidence: "无历史数据" },
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{ name: "估值", score: 50, weight: 0.3, evidence: "数据不足" },
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{ name: "风险", score: 50, weight: 0.3, evidence: "等待数据" }
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],
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riskNotes: []
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}))
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};
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const cache = new StockDataCache(tempDir, provider, () => new Date("2026-05-12T00:00:00.000Z"));
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await expect(cache.chart({ ...stock, id: "NEW", symbol: "NEW", display: "NEW" })).resolves.toEqual(
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expect.objectContaining({
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candles: [],
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indicators: []
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})
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);
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await expect(cache.chart({ ...stock, id: "NEW", symbol: "NEW", display: "NEW" })).resolves.toEqual(
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expect.objectContaining({
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candles: []
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})
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);
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expect(provider.candles).toHaveBeenCalledTimes(1);
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});
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});
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