fix(loaders): route tushare ETF/index/HK to correct API endpoints instead of silent fallback

[shadowinlife]

Summary

• Fix tushare loader _fetch_daily_frame() to route ETF/LOF → fund_daily(), index → index_daily(), HK equity → hk_daily() instead of always calling daily() which returns empty for non-stock symbols
• Add per-symbol empty-result warning in tushare loader and partial-fetch warning in runner when some symbols are silently dropped in mixed batches
• Add 42 unit/mock tests + 4 E2E tests (real tushare API) covering all symbol types

Why

Tushare's daily() endpoint only serves A-share stocks. ETF/LOF symbols (510050.SH, 159915.SZ), indices (000001.SH, 399001.SZ), and HK equities (00700.HK) return empty through daily(), causing silent fallback to tencent.

Worse, in mixed batches (e.g. ["600519.SH", "510050.SH"]), the runner's runtime fallback only triggers when ALL symbols are empty — so the ETF is silently dropped from the backtest with no warning at all.

Closes #310

Changes

• agent/backtest/loaders/tushare.py: Add _ETF_PREFIXES frozenset + _is_etf_listed(), _is_index(), _is_hk_equity(), _is_us_equity(), _is_crypto() detection helpers. Modify _fetch_daily_frame() to route each symbol type to the correct tushare endpoint. Warn and skip US/crypto (not in tushare). Add per-symbol empty-result warning.
• agent/backtest/runner.py: Add partial-fetch warning when source != "auto" and some requested codes are missing from data_map (catches mixed-batch silent data loss).
• agent/tests/test_tushare_loader.py (new): 42 unit/mock tests for all detection helpers + routing verification via unittest.mock. 4 E2E tests gated behind TUSHARE_TOKEN env var (auto-skip when absent).

Test Plan

Automated tests

• Existing tests pass (pytest tests/test_baostock_loader.py tests/test_akshare_loader.py tests/test_loader_retry_helpers.py tests/test_local_loader.py -q → 54 passed in 1.11s)
• New unit + mock tests (pytest tests/test_tushare_loader.py -v → 42 passed, 4 skipped in 0.47s)
• New E2E tests with real tushare token (TUSHARE_TOKEN=... pytest tests/test_tushare_loader.py::TestTushareE2E -v → 4 passed in 0.98s)

E2E / manual test cases (real tushare API)

All tests use TUSHARE_TOKEN env var, date range 2025-01-02 to 2025-01-10.

#	Test case	Symbol(s)	Endpoint used	Expected	Result
E1	A-share stock via daily()	000001.SZ	api.daily()	Non-empty DataFrame	✅ 7 rows
E2	ETF via fund_daily()	510050.SH	api.fund_daily()	Non-empty DataFrame	✅ 7 rows
E3	Index via index_daily()	000001.SH	api.index_daily()	Non-empty DataFrame	✅ 7 rows
E4	Mixed batch (stock + ETF + index)	600519.SH, 510050.SH, 000001.SH	per-symbol routing	All 3 symbols returned	✅ 3/3 symbols, 7 rows each

Pre-fix behavior (verified against upstream main):

Symbol	api.daily() rows	Correct endpoint rows	Bug?
000001.SZ (stock)	7	7	—
600519.SH (stock)	7	7	—
510050.SH (ETF)	0 ❌	7 (fund_daily)	Confirmed
510300.SH (ETF)	0 ❌	7 (fund_daily)	Confirmed
159915.SZ (ETF)	0 ❌	7 (fund_daily)	Confirmed
588000.SH (STAR ETF)	0 ❌	7 (fund_daily)	Confirmed
161725.SZ (LOF)	0 ❌	7 (fund_daily)	Confirmed
000001.SH (index)	0 ❌	7 (index_daily)	Confirmed
399001.SZ (index)	0 ❌	7 (index_daily)	Confirmed
00700.HK (HK equity)	0 ❌	7 (hk_daily)	Confirmed

Unit test breakdown (42 tests, no network required)

Class	Count	Coverage
TestIsEtfListed	18	7 ETF prefixes (51/52/56/58/15/16/50) + 11 non-ETF (stocks, US, HK, crypto, empty, malformed)
TestIsIndex	11	5 indices (000001.SH, 000300.SH, 000016.SH, 399001.SZ, 399006.SZ) + 6 non-indices (stocks, ETF, US, empty)
TestIsHkEquity	2	HK match + non-HK skip
TestIsUsEquity	2	US match + non-US skip
TestIsCrypto	2	Crypto match + non-crypto skip
TestFetchDailyFrameRouting	7	stock→daily, ETF→fund_daily, index→index_daily, HK→hk_daily, US→None+warn, crypto→None+warn, empty→warn

Checklist

• No changes to protected areas (src/agent/, src/session/, src/providers/) without prior discussion
• No hardcoded values (API keys, file paths, magic numbers)
• Code follows CONTRIBUTING.md guidelines
• Documentation updated (if user-facing change)

[shadowinlife]

Post-implementation review follow-up fixes

After the 5-agent parallel review (/review-work), the Context Mining agent identified two sibling routing gaps in the same file. Both have been fixed in the amended commit:

B1. _fetch_minutes stk_mins routing gap (fixed)

_fetch_minutes() had the same structural bug: stk_mins() is stock-only in tushare, but was called for all symbol types. Since tushare has no fund_mins endpoint (verified empirically), ETF/index/HK/US/crypto intraday now explicitly warn+skip instead of returning empty with a misleading "points >= 2000 required" message.

B2. _merge_basic_fields daily_basic routing gap (fixed)

_merge_basic_fields() called daily_basic() for all codes, but daily_basic is stock-only. Added an explicit guard that skips non-stock symbols (ETF/index/HK/US/crypto) before calling daily_basic, replacing the silent try/except swallow with a clear code path.

M3. Shared _symbol_utils.py extraction (fixed)

Extracted _ETF_PREFIXES and _is_etf_listed() into agent/backtest/loaders/_symbol_utils.py. Both tushare.py and akshare_loader.py now import from the shared module, eliminating the DRY violation.

Test additions

• 7 new _fetch_minutes routing mock tests (ETF/index/HK/US/crypto warn+skip, stock keeps stk_mins)
• 6 new _merge_basic_fields guard tests (non-stock codes skip daily_basic)
• 1 stock baseline test

Verified test results

Suite	Result
test_tushare_loader.py (unit+mock)	55 passed
test_tushare_loader.py::TestTushareE2E (real API)	4 passed
test_akshare_loader.py (regression after shared extraction)	21 passed
Other loader tests (baostock + retry + local)	33 passed

[warren618]

Merged 🎉 Thanks @shadowinlife — routing ETF/LOF → fund_daily(), indices → index_daily(), HK → hk_daily() instead of letting daily() silently return empty is a clean fix, and the shared _symbol_utils plus the per-symbol / partial-fetch warnings make the old silent-drop failure mode visible. Closes #310. Shipped to main in 5106b7b (with a tiny follow-up 4a57c79 dropping the now-unused _ETF_PREFIXES import).