From df04e9c5765196140bfeac6d44caa261306eeb36 Mon Sep 17 00:00:00 2001
From: xbfighting <xbfighting@hotmail.com>
Date: Tue, 7 Jul 2026 16:09:26 +0800
Subject: [PATCH] =?UTF-8?q?test:=20=E7=9C=9F=E5=AE=9E=E6=96=87=E4=BB=B6?=
 =?UTF-8?q?=E5=88=87=E7=89=87=20fixture=20=E8=A1=A5=E9=BD=90=20(#34=20?=
 =?UTF-8?q?=E9=81=97=E7=95=99=E9=A1=B9)?=
MIME-Version: 1.0
Content-Type: text/plain; charset=UTF-8
Content-Transfer-Encoding: 8bit

- dd 自实际 vipdoc 切 3 条/文件：sz000001（1991 年首批日线）、
  sh688001（科创板第一股上市首日）、sz000001.lc5（2025-01）
- 断言为真实观测值（历史数据不变化，天然稳定）；float32 字段用
  approx 容差
- 防合成 fixture 与解析器共享同一格式误解——本次真实字节验证
  三条解析路径结论与合成 fixture 一致

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
---
 tests/fixtures/real_sh688001.day | Bin 0 -> 96 bytes
 tests/fixtures/real_sz000001.day | Bin 0 -> 96 bytes
 tests/fixtures/real_sz000001.lc5 | Bin 0 -> 96 bytes
 tests/test_reader.py             |  49 +++++++++++++++++++++++++++++++
 4 files changed, 49 insertions(+)
 create mode 100644 tests/fixtures/real_sh688001.day
 create mode 100644 tests/fixtures/real_sz000001.day
 create mode 100644 tests/fixtures/real_sz000001.lc5

diff --git a/tests/fixtures/real_sh688001.day b/tests/fixtures/real_sh688001.day
new file mode 100644
index 0000000000000000000000000000000000000000..adaf52213d753eca85e6cd74b750ad1a7eb985fe
GIT binary patch
literal 96
zcmZP)GhtjJ%D|u`!@y9^&%m$_$X3|2+0SY9E=C3hMh0e}e25SO!$c7VhN*%K44lFY
m40Vlfe7%}yGJxb+fbvp6u_T~8h*kj7hgZDvb^SXTEDr!JL=lew

literal 0
HcmV?d00001

diff --git a/tests/fixtures/real_sz000001.day b/tests/fixtures/real_sz000001.day
new file mode 100644
index 0000000000000000000000000000000000000000..53b778f9677a9d9819e940633b364c1d01ddfe72
GIT binary patch
literal 96
zcmZQRug|C=%)o$*864)grZ7MN3s9a1D36R860+QM7$NekK>0613=GJa!9m9D1XMo&
DEFui1

literal 0
HcmV?d00001

diff --git a/tests/fixtures/real_sz000001.lc5 b/tests/fixtures/real_sz000001.lc5
new file mode 100644
index 0000000000000000000000000000000000000000..e6e4889b8de013af86c074c418c9ba7b07e68d5b
GIT binary patch
literal 96
zcmb<iVb5f2Z0-oc{fA5)t3}KlZ`YmmVUeD|00NaOT$n&&AiU1q6s+dxsUDvf*2z$L
XPbQc?5Z(IP)Um7Oo%fB;nqYYV%UK`5

literal 0
HcmV?d00001

diff --git a/tests/test_reader.py b/tests/test_reader.py
index 03d326c..b188635 100644
--- a/tests/test_reader.py
+++ b/tests/test_reader.py
@@ -65,6 +65,55 @@ def test_missing_file_raises(self, tdx_reader):
             tdx_reader.read_daily_data(0, 'sz999999')
 
 
+@pytest.fixture
+def real_tdx_reader(tmp_path):
+    """真实文件切片（dd bs=32 count=3 自实际 vipdoc，2026-07-07）——
+    防合成 fixture 与解析器共享同一格式误解"""
+    for market, sub, src, dst in [
+        ('sz', 'lday', 'real_sz000001.day', 'sz000001.day'),
+        ('sh', 'lday', 'real_sh688001.day', 'sh688001.day'),
+        ('sz', 'fzline', 'real_sz000001.lc5', 'sz000001.lc5'),
+    ]:
+        d = tmp_path / 'vipdoc' / market / sub
+        d.mkdir(parents=True, exist_ok=True)
+        shutil.copy(FIXTURES / src, d / dst)
+    return TdxDataReader(tdx_path=str(tmp_path))
+
+
+class TestRealFileSlices:
+    """断言值为真实文件的观测值（历史数据永不变化，天然稳定）"""
+
+    def test_sz000001_1991_head(self, real_tdx_reader):
+        df = real_tdx_reader.read_daily_data(0, 'sz000001')
+        assert list(df.index.strftime('%Y-%m-%d')) == ['1991-04-03', '1991-04-04', '1991-04-05']
+        assert df.iloc[0]['close'] == pytest.approx(49.00, abs=1e-9)
+        assert df.iloc[1]['close'] == pytest.approx(48.76, abs=1e-9)
+        assert df.iloc[0]['amount'] == 5000.0
+        assert df.iloc[0]['volume'] == 1.0
+
+    def test_sh688001_2019_head_via_fallback(self, real_tdx_reader):
+        """688001 华兴源创（科创板第一股）上市首日起 3 条，走 raw 回退路径"""
+        df = real_tdx_reader.read_daily_data(1, 'sh688001')
+        assert list(df.index.strftime('%Y-%m-%d')) == ['2019-07-22', '2019-07-23', '2019-07-24']
+        first = df.iloc[0]
+        assert first['open'] == pytest.approx(55.40, abs=1e-9)
+        assert first['high'] == pytest.approx(72.02, abs=1e-9)
+        assert first['low'] == pytest.approx(39.59, abs=1e-9)
+        assert first['close'] == pytest.approx(55.50, abs=1e-9)
+        assert first['amount'] == pytest.approx(1.507398e9, rel=1e-6)   # float32 精度
+        assert first['volume'] == pytest.approx(290107.54, rel=1e-6)
+
+    def test_lc5_real_head(self, real_tdx_reader):
+        df = real_tdx_reader.read_5min_data(0, 'sz000001')
+        assert list(df['datetime'].dt.strftime('%Y-%m-%d %H:%M')) == [
+            '2025-01-21 09:35', '2025-01-21 09:40', '2025-01-21 09:45',
+        ]
+        first = df.iloc[0]
+        assert first['open'] == pytest.approx(11.45, abs=1e-5)          # float32
+        assert first['close'] == pytest.approx(11.38, abs=1e-5)
+        assert first['volume'] == 9444100
+
+
 class TestLc5Parsing:
     def test_fivemin_records(self, tdx_reader):
         df = tdx_reader.read_5min_data(0, 'sz000001')