feat: Windows CI 矩阵 + .day/.lc5 二进制解析 fixture 测试

.github/workflows/python-package.yml

@@ -15,11 +15,19 @@ permissions:
 jobs:
   build:
 
-    runs-on: ubuntu-latest
+    runs-on: ${{ matrix.os }}
     strategy:
       fail-fast: false
       matrix:
-        python-version: ["3.9", "3.10", "3.11"]
+        # Windows 是 tdx2db 用户主场景（本地读通达信文件），必须纳入矩阵
+        os: [ubuntu-latest, windows-latest]
+        python-version: ["3.9", "3.11"]
+        include:
+          - os: ubuntu-latest
+            python-version: "3.10"
+    defaults:
+      run:
+        shell: bash
 
     steps:
     - uses: actions/checkout@v4

CLAUDE.md

@@ -30,7 +30,7 @@ tdx2db status
 
 `python main.py <子命令>` 与 `tdx2db <子命令>` 等价（main.py 是薄封装，保留老用户习惯）。包目录为 `tdx2db/`（v0.3.0 起从 `src/` 改名，发布到 PyPI）。psycopg2-binary/pymysql 为可选依赖（extras: postgres/mysql/all），默认安装仅支持 SQLite。
 
-测试：`pytest tests/`（processor 纯函数 + 模块导入冒烟，CI 三矩阵 3.9/3.10/3.11 运行）。数据正确性验证仍以运行 `sync` 后检查数据库为准。
+测试：`pytest tests/`。CI 矩阵：ubuntu + windows × 3.9/3.11（+ ubuntu 3.10）——Windows 是用户主场景必须覆盖。`tests/fixtures/` 存 .day/.lc5 二进制解析 fixture（合成字节，生成器 `make_fixtures.py`；断言值与生成参数一一对应）。数据正确性验证仍以运行 `sync` 后检查数据库为准。
 
 ## 发布 PyPI（维护者）
 

tests/fixtures/make_fixtures.py

@@ -0,0 +1,51 @@
+"""生成 tests/fixtures/ 下的二进制解析 fixture（issue #34）。
+
+fixture 是确定性合成字节，格式与通达信实际文件逐字段一致：
+- .day  32 字节/条：<IIIIIfII date, open, high, low, close(价×100 整型), amount(f32), volume, 保留
+- .lc5  32 字节/条：<HHfffffII date((年-2004)*2048+月*100+日), time(0点起分钟数),
+        open/high/low/close/amount(f32), volume(u32), 保留
+
+价格/成交额选用二进制可精确表示的值（×.25/.5/.75），断言可用 ==。
+重新生成：python tests/fixtures/make_fixtures.py
+真实文件切片（数据盘可用时）：dd if=<vipdoc>/sh/lday/sh688001.day of=sh688001.day bs=32 count=5
+"""
+import struct
+from pathlib import Path
+
+HERE = Path(__file__).parent
+
+# 与 tests/test_reader.py 的断言一一对应，改动需同步
+DAY_RECORDS_SZ = [
+    # (date, open, high, low, close, amount, volume)——open 等为 ×100 整型
+    (20260605, 1050, 1075, 1025, 1050, 5250000.0, 500000),
+    (20260608, 1050, 1100, 1050, 1075, 5375000.0, 400000),
+]
+DAY_RECORDS_688 = [
+    (20260605, 5000, 5150, 4950, 5075, 25375000.0, 300000),
+]
+LC5_RECORDS = [
+    # (year, month, day, hour, minute, open, high, low, close, amount, volume)
+    (2026, 6, 5, 9, 35, 10.5, 10.75, 10.25, 10.5, 2100000.0, 200000),
+    (2026, 6, 5, 9, 40, 10.5, 10.5, 10.25, 10.25, 1025000.0, 100000),
+]
+
+
+def write_day(path: Path, records) -> None:
+    with open(path, 'wb') as f:
+        for date, o, h, l, c, amount, vol in records:
+            f.write(struct.pack('<IIIIIfII', date, o, h, l, c, amount, vol, 0))
+
+
+def write_lc5(path: Path, records) -> None:
+    with open(path, 'wb') as f:
+        for year, month, day, hour, minute, o, h, l, c, amount, vol in records:
+            date_num = (year - 2004) * 2048 + month * 100 + day
+            time_num = hour * 60 + minute
+            f.write(struct.pack('<HHfffffII', date_num, time_num, o, h, l, c, amount, vol, 0))
+
+
+if __name__ == '__main__':
+    write_day(HERE / 'sz000001.day', DAY_RECORDS_SZ)
+    write_day(HERE / 'sh688001.day', DAY_RECORDS_688)
+    write_lc5(HERE / 'sz000001.lc5', LC5_RECORDS)
+    print(f'fixtures written to {HERE}')

tests/test_reader.py

@@ -0,0 +1,84 @@
+"""reader 二进制解析回归测试（issue #34）。
+
+fixture 为确定性合成字节（见 tests/fixtures/make_fixtures.py），
+断言值与生成参数一一对应。覆盖三条解析路径：
+- 深市 .day → pytdx TdxDailyBarReader（A 股系数：价 ×0.01、量 ×0.01）
+- 沪市 688 .day → 自研 _read_day_file_raw 回退（pytdx 不识别科创板）
+- .lc5 → pytdx TdxLCMinBarReader
+"""
+import shutil
+from pathlib import Path
+
+import pytest
+
+from tdx2db.reader import TdxDataReader
+
+FIXTURES = Path(__file__).parent / 'fixtures'
+
+
+@pytest.fixture
+def tdx_reader(tmp_path):
+    """用 fixture 文件搭出最小 vipdoc 目录结构"""
+    for market, sub, fname in [
+        ('sz', 'lday', 'sz000001.day'),
+        ('sh', 'lday', 'sh688001.day'),
+        ('sz', 'fzline', 'sz000001.lc5'),
+    ]:
+        dst = tmp_path / 'vipdoc' / market / sub
+        dst.mkdir(parents=True, exist_ok=True)
+        shutil.copy(FIXTURES / fname, dst / fname)
+    return TdxDataReader(tdx_path=str(tmp_path))
+
+
+class TestDailyParsing:
+    def test_sz_a_stock_via_pytdx(self, tdx_reader):
+        df = tdx_reader.read_daily_data(0, 'sz000001')
+
+        assert len(df) == 2
+        assert list(df.index.strftime('%Y-%m-%d')) == ['2026-06-05', '2026-06-08']
+        first = df.iloc[0]
+        assert first['open'] == 10.50
+        assert first['high'] == 10.75
+        assert first['low'] == 10.25
+        assert first['close'] == 10.50
+        assert first['amount'] == 5250000.0
+        assert first['volume'] == 5000.0          # 500000 × 0.01（pytdx A 股系数）
+        assert first['code'] == '000001'          # 6 位纯数字，无前缀
+        assert first['market'] == 0
+
+    def test_688_via_raw_fallback(self, tdx_reader):
+        """688 走 _read_day_file_raw，系数必须与 pytdx SH_A_STOCK 一致"""
+        df = tdx_reader.read_daily_data(1, 'sh688001')
+
+        assert len(df) == 1
+        row = df.iloc[0]
+        assert row['open'] == 50.00
+        assert row['high'] == 51.50
+        assert row['low'] == 49.50
+        assert row['close'] == 50.75
+        assert row['amount'] == 25375000.0
+        assert row['volume'] == 3000.0            # 300000 × 0.01，与 pytdx 路径同系数
+        assert row['code'] == '688001'
+
+    def test_missing_file_raises(self, tdx_reader):
+        with pytest.raises(FileNotFoundError):
+            tdx_reader.read_daily_data(0, 'sz999999')
+
+
+class TestLc5Parsing:
+    def test_fivemin_records(self, tdx_reader):
+        df = tdx_reader.read_5min_data(0, 'sz000001')
+
+        assert len(df) == 2
+        assert list(df['datetime'].dt.strftime('%Y-%m-%d %H:%M')) == [
+            '2026-06-05 09:35', '2026-06-05 09:40',
+        ]
+        first = df.iloc[0]
+        assert first['open'] == 10.5
+        assert first['high'] == 10.75
+        assert first['low'] == 10.25
+        assert first['close'] == 10.5
+        assert first['amount'] == 2100000.0
+        assert first['volume'] == 200000          # lc5 无系数换算
+        assert first['code'] == '000001'
+        assert first['market'] == 0