feat: add Nailong Fund advisor capabilities

2026-09-11 09:47:40 +08:00
parent 5907fcd6d2
commit a4499defee
143 changed files with 12255 additions and 89 deletions
@@ -0,0 +1,78 @@
+from __future__ import annotations
+
+from datetime import UTC, datetime
+
+import pytest
+
+from tools.sync_nanfang_official_product_governance import (
+    collect_official_rows,
+    contract_document,
+)
+
+
+def overview() -> dict[str, object]:
+    return {
+        "code": "ETS-5BP00000",
+        "data": {
+            "fundRiskRating": {"RISKRATING": "\u4e2d\u4f4e\u98ce\u9669(R2)"},
+            "fund_info": {
+                "fundName": "\u5357\u65b9\u6d4b\u8bd5ETF",
+                "fundDate": "20240101",
+                "contractValidDate": "20240101",
+                "basedetailType": "\u503a\u5238\u578b\u57fa\u91d1",
+                "tzfw": "\u6d4b\u8bd5\u6295\u8d44\u8303\u56f4",
+                "yjbjjz": "\u6d4b\u8bd5\u4e1a\u7ee9\u6bd4\u8f83\u57fa\u51c6",
+                "jjtgr": "\u6d4b\u8bd5\u6258\u7ba1\u4eba",
+                "glYearRatio": 0.5,
+                "tgYearRatio": 0.1,
+            },
+        },
+    }
+
+
+def documents() -> list[dict[str, object]]:
+    return [
+        {
+            "title": "\u5357\u65b9\u6d4b\u8bd5ETF\u6258\u7ba1\u534f\u8bae",
+            "linkUrl": "/bad.doc",
+            "publishTime": "2026-01-01",
+        },
+        {
+            "title": "\u5357\u65b9\u6d4b\u8bd5ETF\u57fa\u91d1\u5408\u540c",
+            "linkUrl": "/main/files/contract.docx",
+            "createTimeString": "2024-01-01",
+            "publishTime": "2024-01-02",
+        },
+    ]
+
+
+def test_collects_official_rating_and_contract_hash() -> None:
+    suitability, contract = collect_official_rows(
+        "123456",
+        overview(),
+        documents(),
+        b"official-contract",
+        synced_at=datetime(2026, 9, 10, 8, 0, tzinfo=UTC),
+    )
+    assert suitability["risk_level"] == "R2"
+    assert suitability["review_status"] == "verified"
+    assert contract["source_url"] == "https://www.nffund.com/main/files/contract.docx"
+    assert contract["document_sha256"] == (
+        "0d53cbfbbcfea4857c2575dd2441ced3d6f53a56b34fdaa6b526ce6b755faaf1"
+    )
+    assert contract["management_fee_rate_pct"] == "0.5"
+
+
+def test_contract_document_excludes_custody_agreement() -> None:
+    assert contract_document(documents(), "123456")["linkUrl"] == "/main/files/contract.docx"
+
+
+def test_requires_official_risk_rating() -> None:
+    invalid = overview()
+    data = invalid["data"]
+    assert isinstance(data, dict)
+    data["fundRiskRating"] = {"RISKRATING": "\u4e2d\u7b49\u98ce\u9669"}
+    with pytest.raises(ValueError, match="did not disclose"):
+        collect_official_rows(
+            "123456", invalid, documents(), b"contract", synced_at=datetime.now(UTC)
+        )
@@ -0,0 +1,13 @@
+from tools.import_product_asset_classifications import classify_contract
+
+
+def test_classify_contract_uses_official_fund_type_before_scope_keywords() -> None:
+    assert classify_contract("货币市场基金", "货币市场工具和银行存款") == "cash_management_etf"
+    assert classify_contract("债券型", "债券资产比例不低于基金资产的80%") == "bond_etf"
+    assert classify_contract("指数型", "标的指数成份股比例不低于90%") == "equity_etf"
+
+
+def test_classify_contract_requires_stock_scope_for_hybrid_and_skips_fund_of_funds() -> None:
+    assert classify_contract("混合型", "股票投资比例范围为40%-95%") == "equity_etf"
+    assert classify_contract("混合型", "债券、现金及其他工具") is None
+    assert classify_contract("基金中基金", "主要投资于公募基金") is None
@@ -0,0 +1,82 @@
+from __future__ import annotations
+
+from pathlib import Path
+
+import pytest
+
+from tools.import_product_governance_reference import (
+    CONTRACT_FIELDS,
+    SUITABILITY_FIELDS,
+    normalize_contracts,
+    normalize_suitability,
+    read_rows,
+)
+
+
+def suitability_row() -> dict[str, str]:
+    return {
+        "product_code": "511810",
+        "sales_institution": "\u6d4b\u8bd5\u9500\u552e\u673a\u6784",
+        "risk_level": "R1",
+        "effective_from": "2026-01-01",
+        "effective_until": "",
+        "source_url": "https://institution.example/risk-disclosure.pdf",
+        "document_title": "\u4ea7\u54c1\u98ce\u9669\u7b49\u7ea7\u516c\u793a",
+        "document_published_at": "2026-01-01",
+        "document_sha256": "a" * 64,
+        "source": "sales_institution_disclosure",
+        "review_status": "verified",
+        "verified_by": "reviewer",
+        "verified_at": "2026-01-02T08:00:00+08:00",
+        "_line_number": "2",
+    }
+
+
+def contract_row() -> dict[str, str]:
+    return {
+        "product_code": "511810",
+        "effective_from": "2026-01-01",
+        "effective_until": "",
+        "fund_type": "ETF",
+        "investment_scope": "\u8d27\u5e01\u5e02\u573a\u5de5\u5177",
+        "performance_benchmark": "\u4e03\u5929\u901a\u77e5\u5b58\u6b3e\u5229\u7387",
+        "risk_return_characteristics": "\u4f4e\u98ce\u9669\u3001\u4f4e\u6536\u76ca",
+        "custodian_name": "\u6d4b\u8bd5\u6258\u7ba1\u4eba",
+        "management_fee_rate_pct": "0.33",
+        "custodian_fee_rate_pct": "0.10",
+        "inception_date": "2013-01-01",
+        "source_url": "https://manager.example/contract.pdf",
+        "document_title": "\u57fa\u91d1\u5408\u540c",
+        "document_published_at": "2026-01-01",
+        "document_sha256": "b" * 64,
+        "source": "fund_manager_official",
+        "review_status": "verified",
+        "verified_by": "reviewer",
+        "verified_at": "2026-01-02T08:00:00+08:00",
+        "_line_number": "2",
+    }
+
+
+def test_normalize_references_preserves_verification_and_contract_fields() -> None:
+    suitability = normalize_suitability([suitability_row()])
+    contract = normalize_contracts([contract_row()])
+    assert suitability[0]["risk_level"] == "R1"
+    assert suitability[0]["verified_at"] is not None
+    assert contract[0]["management_fee_rate_pct"] is not None
+    assert contract[0]["investment_scope"] == "\u8d27\u5e01\u5e02\u573a\u5de5\u5177"
+
+
+def test_verified_reference_requires_reviewer_and_timestamp() -> None:
+    row = suitability_row()
+    row["verified_at"] = ""
+    with pytest.raises(ValueError, match="verified rows require"):
+        normalize_suitability([row])
+
+
+def test_reader_rejects_missing_required_columns(tmp_path: Path) -> None:
+    path = tmp_path / "bad.csv"
+    path.write_text("product_code,risk_level\n511810,R1\n", encoding="utf-8")
+    with pytest.raises(ValueError, match="missing CSV columns"):
+        read_rows(path, SUITABILITY_FIELDS)
+    with pytest.raises(ValueError, match="missing CSV columns"):
+        read_rows(path, CONTRACT_FIELDS)