lzf_0626
9dd2802d67
- 口径：今日盈亏 = 今日市值 − 昨日持仓市值 − 今日买入金额 + 今日卖出金额（不含费用，与「持有盈亏」同口径）
- 昨日持仓数量由当日成交反推，不需要新表新字段
- 基准优先场内行情最近两个交易日收盘价（与同页 latest_price/market_value 同源、客户可核对），
行情只有一天时回退基金净值（15911/159991-159995 的行情本身就来自净值序列）
- 只认 transaction_type ∈ {买入,卖出}：演示库里混进的风控场外申购/赎回（RISKDEMO-*）
会把「昨日持仓数量」抬到 76 万份、今日盈亏从 -21.22 变成 -1612.72
- 接口字段与前端一行未改：HoldingItem.today_profit_loss / PortfolioSummary 两个字段数值变真
- 新增 tools/check_today_profit_loss.py：纯 SQL 独立复算并与接口逐只比对（实测 9001 = -132.70 / -0.2528%）
- 新增 6 条单测；pytest tests/unit tests/contract → 1466 passed, 0 failed
421 lines
15 KiB
Python
421 lines
15 KiB
Python
"""T 段（账户看板 + 场内模拟交易）单元测试。
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不连数据库。覆盖：
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- ``TradeService._compute_fee`` 的固定费 / 比例费 / 最低费三种规则的计价优先级；
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- ``TradeService.list_holdings`` / ``get_account_dashboard`` 对行情快照的衍生
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``profit_loss`` / ``market_value`` 计算（在与 `FinMarketPrice` 类似的 ORM 替身下）。
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业务主流程（买入/卖出原子事务）留给 ``tests/integration/test_sim_trading_mysql.py``
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做 MySQL 真机回归，避免在 unit 测试里复刻整张表。
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"""
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from __future__ import annotations
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from datetime import UTC, date, datetime, timedelta
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from decimal import Decimal
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from types import SimpleNamespace
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from unittest.mock import AsyncMock
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import pytest
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from app.api.schemas.trading import (
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CashLedgerResponse,
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HoldingItem,
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HoldingListResponse,
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PortfolioSummary,
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)
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from app.core.contracts import RequestContext
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from app.core.errors import FundQuoteUnavailableError, SuitabilityMismatchError
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from app.service.trade_service import ZERO, TradeService, _FeeRule, _TodayTradeFlow
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# ---------------------------------------------------------------------------
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# 替身：与 SQLAlchemy 模型仅作"读取字段"用途一致的轻量对象
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# ---------------------------------------------------------------------------
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class _FakeProduct:
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product_code = "510300"
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name = "沪深300ETF"
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risk_level = "R3"
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lot_size = Decimal("100")
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single_investor_max_holding_ratio = Decimal("30.0000")
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status = "上市"
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# ---------------------------------------------------------------------------
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# _compute_fee 单测
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# ---------------------------------------------------------------------------
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def _service() -> TradeService:
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"""构造一个不真正连库的 TradeService（_compute_fee 纯函数）。"""
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return TradeService(session=None) # type: ignore[arg-type]
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@pytest.mark.parametrize(
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"rule, gross, expected_fee",
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[
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# 仅比例费（rate=0.1%）
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(
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_FeeRule(
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fee_rate=Decimal("0.001"),
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minimum_fee=Decimal("0.00"),
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fixed_fee=Decimal("0"),
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),
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Decimal("1000"),
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Decimal("1.00"),
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),
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# 仅固定费（rate=0）
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(
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_FeeRule(
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fee_rate=Decimal("0"),
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minimum_fee=Decimal("0.00"),
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fixed_fee=Decimal("1.50"),
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),
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Decimal("1000"),
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Decimal("1.50"),
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),
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# 比例费触发最低费（rate=0.05% → 比例费 0.05 < 最低 1.00）
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(
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_FeeRule(
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fee_rate=Decimal("0.0005"),
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minimum_fee=Decimal("1.00"),
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fixed_fee=Decimal("0"),
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),
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Decimal("100"),
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Decimal("1.00"),
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),
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# 比例费超过最低费（rate=0.1% → 比例费 1.00 == 最低 1.00）
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(
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_FeeRule(
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fee_rate=Decimal("0.001"),
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minimum_fee=Decimal("1.00"),
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fixed_fee=Decimal("0"),
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),
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Decimal("1000"),
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Decimal("1.00"),
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),
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],
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)
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def test_compute_fee_honours_rate_minimum_fixed_priority(
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rule: _FeeRule, gross: Decimal, expected_fee: Decimal
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) -> None:
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fee = _service()._compute_fee(gross, rule) # type: ignore[attr-defined]
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assert fee == expected_fee
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# ---------------------------------------------------------------------------
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# 持仓聚合（market_value / profit_loss 派生）单测
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# ---------------------------------------------------------------------------
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def test_list_holdings_response_aggregates_view_model() -> None:
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"""``HoldingListResponse`` 必须包含 ``holdings`` 列表项以满足前端"我的账户"渲染。
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这条测试不连库：直接构造 ``HoldingListResponse``，验证每条 ``HoldingItem``
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的衍生字段在响应层被填齐（含 `profit_loss_ratio` 与 `today_profit_loss`）。
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"""
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items = [
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HoldingItem(
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product_id=1,
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product_code="510300",
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product_name="沪深300ETF",
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total_quantity=Decimal("1000.0000"),
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available_quantity=Decimal("1000.0000"),
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frozen_quantity=Decimal("0.0000"),
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average_cost=Decimal("4.500000"),
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cost_amount=Decimal("4500.00"),
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latest_price=Decimal("5.0000"),
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market_value=Decimal("5000.00"),
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profit_loss=Decimal("500.00"),
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profit_loss_ratio=Decimal("11.1111"),
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today_profit_loss=Decimal("200.00"),
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),
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]
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resp = HoldingListResponse(holdings=items)
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assert resp.holdings[0].profit_loss_ratio == Decimal("11.1111")
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assert resp.holdings[0].today_profit_loss == Decimal("200.00")
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# ---------------------------------------------------------------------------
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# PortfolioSummary schema 字段完整
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# ---------------------------------------------------------------------------
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def test_portfolio_summary_schema_has_total_today_profit() -> None:
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fields = PortfolioSummary.model_fields # type: ignore[attr-defined]
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for required in (
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"total_asset",
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"total_market_value",
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"total_cost",
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"total_profit_loss",
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"total_profit_loss_ratio",
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"today_profit_loss",
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"today_profit_loss_ratio",
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):
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assert required in fields, f"PortfolioSummary 缺少字段: {required}"
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def test_holding_list_response_has_required_keys() -> None:
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fields = HoldingListResponse.model_fields # type: ignore[attr-defined]
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assert "holdings" in fields
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item = HoldingItem.model_fields # type: ignore[attr-defined]
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for required in (
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"product_code",
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"product_name",
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"total_quantity",
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"available_quantity",
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"average_cost",
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"latest_price",
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"market_value",
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"profit_loss",
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"profit_loss_ratio",
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"today_profit_loss",
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):
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assert required in item, f"HoldingItem 缺少字段: {required}"
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def test_cash_ledger_response_keeps_envelope_contract() -> None:
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"""Cash-ledger 端点 ``HoldingListResponse`` 返回 ``entries``（资金账流）。
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字段命名 ``entries`` 而非 ``items``，与同目录 ``HoldingListResponse.holdings``
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区分；controller 用 ``envelope`` 包整体，保持 §3.3 信封契约。
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"""
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fields = CashLedgerResponse.model_fields # type: ignore[attr-defined]
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assert "entries" in fields
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@pytest.mark.asyncio
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async def test_quote_freshness_only_blocks_trade_path() -> None:
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"""只读资产可展示最近快照，但真实下单路径仍拒绝过期行情。"""
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stale_quote = SimpleNamespace(
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close_price=Decimal("4.5000"),
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source_updated_at=(datetime.now(UTC).replace(tzinfo=None) - timedelta(minutes=16)),
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source="eastmoney_demo_seed",
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total_fund_shares=Decimal("10000000000"),
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)
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session = SimpleNamespace(
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execute=AsyncMock(return_value=SimpleNamespace(scalar_one_or_none=lambda: stale_quote))
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)
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service = TradeService(session=session) # type: ignore[arg-type]
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product = SimpleNamespace(id=1, product_code="510300")
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snapshot = await service._fetch_quote(product, enforce_freshness=False) # type: ignore[arg-type]
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assert snapshot.price == Decimal("4.5000")
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with pytest.raises(FundQuoteUnavailableError, match="行情已过期"):
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await service._fetch_quote(product, enforce_freshness=True) # type: ignore[arg-type]
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@pytest.mark.asyncio
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async def test_trade_suitability_uses_request_context_and_denies_mismatch() -> None:
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evaluator = SimpleNamespace(
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evaluate=AsyncMock(
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return_value=SimpleNamespace(allowed=False, reason_code="RISK_LEVEL_MISMATCH")
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)
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)
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service = TradeService(session=None, suitability_evaluator=evaluator) # type: ignore[arg-type]
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product = SimpleNamespace(
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product_code="510500",
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risk_level="R4",
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risk_disclosure_required=1,
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second_confirmation_required=0,
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)
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context = RequestContext(
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user_id="9001", trace_id="trade-test", roles=("customer",), customer_ids=("9001",)
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)
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with pytest.raises(SuitabilityMismatchError, match="RISK_LEVEL_MISMATCH"):
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await service._check_suitability(9001, product, context) # type: ignore[arg-type]
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evaluator.evaluate.assert_awaited_once()
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assert evaluator.evaluate.await_args.kwargs["context"] is context
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# ---------------------------------------------------------------------------
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# 今日盈亏（2026-09-14：由硬编码 0 改为真实计算）
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# ---------------------------------------------------------------------------
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def _flow(buy_shares: str, sell_shares: str, buy_gross: str, sell_gross: str) -> _TodayTradeFlow:
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return _TodayTradeFlow(
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buy_shares=Decimal(buy_shares),
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sell_shares=Decimal(sell_shares),
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buy_gross=Decimal(buy_gross),
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sell_gross=Decimal(sell_gross),
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)
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def test_today_profit_loss_without_trades_is_quantity_times_price_move() -> None:
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"""无当日成交：今日盈亏 = 持仓数量 ×（今收 − 昨收），分母 = 昨日持仓市值。"""
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today_pl, base = TradeService._compute_today_profit_loss(
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quantity=Decimal("1000.0000"),
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today_value=Decimal("5.000000"),
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prev_value=Decimal("4.800000"),
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flow=_flow("0", "0", "0", "0"),
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)
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assert today_pl == Decimal("200.00")
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assert base == Decimal("4800.00")
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def test_today_profit_loss_counts_only_intraday_move_for_shares_bought_today() -> None:
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"""当日买入的份额不享受昨日→今日的涨幅，只算「买入价 vs 今收」。"""
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# 10001 的 510300：当日买入 300 份、成交额 1365.75，收盘 4.552（买入均价 4.5525）
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today_pl, base = TradeService._compute_today_profit_loss(
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quantity=Decimal("300.0000"),
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today_value=Decimal("4.552000"),
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prev_value=Decimal("4.579000"),
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flow=_flow("300", "0", "1365.75", "0"),
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)
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assert today_pl == Decimal("-0.15")
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# 分母 = 今日市值 − 今日盈亏 = 当日买入成本，避免"当日建仓 → 除以 0"
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assert base == Decimal("1365.75")
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def test_today_profit_loss_keeps_prev_close_gain_on_shares_sold_today() -> None:
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"""当日卖出的份额仍要算「昨收 → 卖出价」的当日已实现盈亏。"""
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today_pl, base = TradeService._compute_today_profit_loss(
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quantity=Decimal("600.0000"),
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today_value=Decimal("4.552000"),
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prev_value=Decimal("4.579000"),
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flow=_flow("0", "400", "0", "1960.00"),
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)
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# 600×4.552 − 1000×4.579 + 1960 = 112.20
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assert today_pl == Decimal("112.20")
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assert base == Decimal("2619.00")
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def test_today_profit_loss_handles_same_day_round_trip() -> None:
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"""当日先买后卖：买的部分只算成交价差，净额按成交量归零。"""
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today_pl, base = TradeService._compute_today_profit_loss(
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quantity=Decimal("1000.0000"),
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today_value=Decimal("5.100000"),
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prev_value=Decimal("5.000000"),
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flow=_flow("500", "500", "2500.00", "2550.00"),
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)
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# 1000×5.1 − 1000×5.0 − 2500 + 2550 = 150.00
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assert today_pl == Decimal("150.00")
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assert base == Decimal("4950.00")
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def test_today_profit_loss_is_zero_when_implied_open_quantity_is_negative() -> None:
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"""当日买入份额 > 持仓+卖出（持仓表与成交对不上）→ 基准不可信，记 0 不硬算。"""
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today_pl, base = TradeService._compute_today_profit_loss(
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quantity=Decimal("1000.0000"),
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today_value=Decimal("5.000000"),
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prev_value=Decimal("4.800000"),
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flow=_flow("3000", "0", "15000.00", "0"),
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)
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assert today_pl == ZERO
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assert base == Decimal("5000.00")
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class _FakeResult:
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def __init__(self, rows: list[object]) -> None:
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self._rows = rows
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def scalars(self) -> _FakeResult:
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return self
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def all(self) -> list[object]:
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return self._rows
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class _QueuedSession:
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"""按调用顺序吐出预置结果，用来驱动「行情 → 净值 → 成交」的分支。"""
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def __init__(self, *results: list[object]) -> None:
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self._results = list(results)
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self.calls = 0
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async def execute(self, _stmt: object) -> _FakeResult:
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result = self._results[self.calls]
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self.calls += 1
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return _FakeResult(result)
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def _price(day: str, close: str) -> SimpleNamespace:
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return SimpleNamespace(trade_date=date.fromisoformat(day), close_price=Decimal(close))
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def _nav(day: str, value: str) -> SimpleNamespace:
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return SimpleNamespace(nav_date=date.fromisoformat(day), nav=Decimal(value))
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def _txn(side: str, shares: str, gross: str, txn_type: str | None = None) -> SimpleNamespace:
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return SimpleNamespace(
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order_side=side,
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transaction_type=txn_type or ("买入" if side == "buy" else "卖出"),
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shares=Decimal(shares),
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gross_amount=Decimal(gross),
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)
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@pytest.mark.asyncio
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async def test_today_profit_loss_prefers_market_price_basis() -> None:
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"""行情有两日 → 用行情（与持仓页 `latest_price` / `market_value` 同源、可核对）。"""
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session = _QueuedSession(
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[_price("2026-09-14", "4.552000"), _price("2026-09-11", "4.579000")],
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[_txn("buy", "300", "1365.75")],
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)
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service = TradeService(session=session) # type: ignore[arg-type]
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today_pl, base = await service._holding_today_profit_loss(
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customer_id=10001,
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product=SimpleNamespace(id=7, product_code="510300"), # type: ignore[arg-type]
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quantity=Decimal("300.0000"),
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market_value=Decimal("1365.60"),
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)
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assert today_pl == Decimal("-0.15")
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assert base == Decimal("1365.75")
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assert session.calls == 2, "行情够两日就不该再查净值"
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@pytest.mark.asyncio
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async def test_today_profit_loss_falls_back_to_nav_when_price_has_single_day() -> None:
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"""行情只有一天（演示数据 15911 / 159991-159995）→ 回退净值基准。"""
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session = _QueuedSession(
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[_price("2026-09-14", "1.000000")],
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[_nav("2026-09-14", "1.000000"), _nav("2026-09-11", "1.002122")],
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[], # 当日无成交
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)
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service = TradeService(session=session) # type: ignore[arg-type]
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today_pl, base = await service._holding_today_profit_loss(
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customer_id=10001,
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product=SimpleNamespace(id=8, product_code="15911"), # type: ignore[arg-type]
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quantity=Decimal("1000.0000"),
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market_value=Decimal("1000.00"),
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)
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assert today_pl == Decimal("-2.12") # 1000 × (1.000000 − 1.002122)
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assert base == Decimal("1002.12")
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@pytest.mark.asyncio
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async def test_today_profit_loss_is_zero_without_previous_day_basis() -> None:
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"""行情/净值都不足两日 → 记 0（不拿别的日期硬凑），分母退回今日市值。"""
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session = _QueuedSession([_price("2026-09-14", "4.552000")], [_nav("2026-09-14", "4.552000")])
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service = TradeService(session=session) # type: ignore[arg-type]
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today_pl, base = await service._holding_today_profit_loss(
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customer_id=10002,
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product=SimpleNamespace(id=9, product_code="510300"), # type: ignore[arg-type]
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quantity=Decimal("300.0000"),
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market_value=Decimal("1365.60"),
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)
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assert today_pl == ZERO
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assert base == Decimal("1365.60")
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