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基金转换 T+1 模型：T-8 引擎时机收口（调用点唯一性守护 + 受理不触引擎 + 真库链路切 T+1）

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【范围澄清】
引擎调用点在 T-7 即已迁到确认事务 commit 之后（engine_call.run_convert_engine 唯一出口），
受理段 accept_convert 自实现起就不含引擎调用 → R-7 已满足。本轮补齐**守护与端到端验证**。
注意 F-10 已明确：T-8 **不动**去重口径（amount_view 三处消费方原样不动，那是 T-11 的范围）。

【新增测试】
- test_convert_engine.py：test_process_convert_event_has_single_call_site —— AST 统计
  app/ 下 process_convert_event( 的 Call 节点**恰 1 处**且宿主为 run_convert_engine。
  用 AST 而非字符串匹配：engine_call.py 的说明段含该字样，会被误判。
  **已做突变验证**（临时加第二处调用 → 断言变红，随后还原）。
- test_convert_accept.py：受理无副作用用例补「不触引擎」断言 —— 受理后 risk_alert 0 行、
  无 pass / engine_error 审计（验收 29 前半）。
- test_convert_confirm.py：test_real_engine_on_confirm_dedupes_daily_total —— 确认链路接
  **真引擎**（不注入 hook）：正证（阈值夹逼 → RISK-002 不命中，去重生效）+ 反证（阈值下调
  → 命中，证明确认段确实跑过引擎），并断言一张单 / payload.events 两条 / 去重不删行（验收 5/6/7）。
  **已做突变验证**（禁用引擎调用 → 变红，随后还原）。

【真库脚本】
verify_convert_engine.py 整体切换 T+1 链路（此前走 v1.0 convert_fund）：
受理 accept_convert → 确认 confirm_one；新增 A0 组「受理不触引擎」；A~F 组保留原断言
（引擎出单 / RISK-002 夹逼 / 去重不删行 / 幂等重放 / 无命中 / 清理自检）。真库 39/39 一致。
- 折算期望改用 T 日净值（未知价法），不再沿用批次买入净值 alloc.nav；
- 基准日取真库日历中位开市日，T+1 = 下一交易日；
- 阈值必须显式传给 confirm_one —— 缺省退回 settings 默认会把 RISK-002 误判为命中，
  症状像「去重失效」，实为口径没传（首轮实跑被 B 组断言捕获，已钉进注释）。

【回归】
全量 829 passed / 10 skipped（827 → +2）；复跑 T-6 verify_convert_accept 37/37、
T-7 verify_convert_confirm 83/83、v1.0 链路 verify_convert_service 35/35，均零失败。
This commit is contained in:
GaoYiYuan_0626
2026-09-11 19:48:53 +08:00
parent 0e27fec5cb
commit 57f16a50a1
4 changed files with 390 additions and 180 deletions
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scripts/dev/verify_convert_engine.py
+277 -180
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@@ -1,40 +1,45 @@
"""T-8 真 MySQL 验证脚本：`process_convert_event` 引擎改造在真库/真账号下实跑 + DoD 断言。
"""T-8 真 MySQL 验证脚本：**引擎时机**（受理不触引擎 / 确认事务提交后恰跑一次）实跑 + DoD 断言。
**为什么 sqlite 单测全绿还不够（T-8 视角）**
1. **「阶段 1.5 从跳过变生效」是主流程行为变化**：T-7 落地时 `process_convert_event` 尚不存在，
`convert_service._run_engine` 走 `ImportError` 分支**静默跳过**；T-8 落地后同一笔转换会
**真实出单 + 写 L3 + 落审计**。真库跑一遍才能确认没有连带破坏（审计条数、L3 写入、单落库）。
1. **「引擎时机」是主流程行为**：T+1 模型下引擎必须**只在确认事务提交后**跑一次（FR-C28）——
受理段触引擎会让「尚未确认的交易」提前进风控台账（验收 29 前半），
确认段重复触引擎会让 RISK-002 当日累计**翻倍**（验收 5/7）。真库跑一遍才能证明两条都成立。
2. **`convert_group_id` 的 NULL 值域**：MySQL 里普通交易该列为 NULL、convert 两条为同一串值；
`amount_view` 的 `if not gid` 必须在真库值域下成立（NULL / 空串都不得误聚合）。
3. **DECIMAL 精度**：`core_trade.amount` 在 MySQL 是 DECIMAL，进 Python 后与生产纯函数
逐项比对（sqlite 用 REAL 无此保证，需 `float()` 绑定）。
4. **JSON 列反解**：`risk_alert.payload` 真库落库后反解出的 `events` 长度必须为 2。
4. **JSON 列反解**：`risk_alert.payload` 真库落库后反解的 `events` 长度必须为 2。
**断言分组**
A 引擎真跑出单：1 张单 / `payload.events` 两条 / 顺序 [转出, 转入]
B **RISK-002 不翻倍**（阈值夹逼：单条 < 阈值 < 两条之和）
C 去重不删行：`core_trade` 仍 2 条且同 `convert_group_id`
D 幂等重试（同 `client_request_id`）**不产生第二张单**
E 无命中场景（小额）不建单、仅 pass 审计
F 清理后残留为零（自检）
A0 受理**不触引擎**：受理后 `risk_alert` 0 新增、无 `pass` / `engine_error` 审计（验收 29 前半）
A 确认后引擎真跑出单：1 张单 / `payload.events` 两条 / 顺序 [转出, 转入]
B **RISK-002 不翻倍**（阈值夹逼：单条 < 阈值 < 两条之和）
C 去重不删行：`core_trade` 仍 2 条且同 `convert_group_id`
D 幂等重放（重复确认）**不产生第二张单**
E 无命中场景（独立小额客户）不建单、仅 pass 审计
F 清理后残留为零（自检）
用法：
python scripts/dev/verify_convert_engine.py
约定（与 T-6/T-7 脚本一致）：
- 用 **T8M 前缀**隔离数据（客户/产品/批次/group_id），跑完**两个库**（core + agent）全清；
- 建/清数据走 `role="admin"`（需 DELETE）；业务本身走 `convert_fund` 默认账号；
- 建/清数据走 `role="admin"`（需 DELETE）；业务链路走默认账号（确认段写 Core 由
`ConvertCoreRepository` 内部固定用 `xh_core_rw`，D20）；
- 基准日取真库 `core_trade_calendar` 的**中位开市日**作 T 日（避开数据边界），
T+1 = 下一交易日；净值插在 T 日（确认段 `get_nav_on` 精确匹配，缺则 `nav_pending`）；
- 批次 `confirmed_at` 相对 T 日计算（T−400 / T−3），使持有期档位与费额确定；
- 固定 `trace_id = "T8M-VERIFY-TRACE"`，便于精准清理 `audit_log`。
"""
from __future__ import annotations
import itertools
import json
import sys
import uuid
from datetime import date, datetime, timedelta
from decimal import ROUND_HALF_UP, Decimal
from datetime import date, datetime, time, timedelta
from decimal import Decimal
from pathlib import Path
from sqlalchemy import text
@@ -43,7 +48,13 @@ ROOT = Path(__file__).resolve().parents[2]
sys.path.insert(0, str(ROOT))
from app.config.settings import settings # noqa: E402
from app.gateway.convert_core_repository import ConvertCoreRepository # noqa: E402
from app.repository.convert_repository import ConvertRepository # noqa: E402
from app.repository.convert_request_repository import ( # noqa: E402
ConvertRequestRepository,
)
from app.repository.core_ro import CoreReadOnlyRepository # noqa: E402
from app.repository.risk_repository import RiskRepository # noqa: E402
from app.service.convert.calc import ( # noqa: E402
convert_amount,
diff_fee,
@@ -53,21 +64,23 @@ from app.service.convert.calc import ( # noqa: E402
lot_fee,
plan_lots,
)
from app.service.convert.convert_service import convert_fund # noqa: E402
from app.service.convert.confirm_service import confirm_one # noqa: E402
from app.service.convert.convert_service import accept_convert # noqa: E402
from app.service.convert.fee import pick_fee_rate # noqa: E402
from app.service.convert.trading_calendar import next_biz_day # noqa: E402
from app.service.convert.types import FeeRule, Lot # noqa: E402
from app.service.risk.rules import RiskThresholds # noqa: E402
from app.utils.db import dispose_engines, get_engine # noqa: E402
from app.utils.trace import new_trace # noqa: E402
CUSTOMER = "CUST-T8M"
CUSTOMER_SMALL = "CUST-T8MS" # E 组：无命中场景专用（独立客户避免当日累计互相干扰）
PROD_OUT = "PROD-T8MO"
PROD_IN = "PROD-T8MI"
COMPANY = "华夏模拟基金"
TA = "TA-CN-001"
TRADE_AT = datetime(2026, 9, 4, 10, 0, 0)
TRADE_DATE = date(2026, 9, 4)
NOW = TRADE_AT
OUT_NAV = Decimal("1.0000") # T 日转出净值（未知价法 → 逐批金额按它计）
IN_NAV = Decimal("0.9500")
OUT_RATE = Decimal("0.0030")
IN_RATE = Decimal("0.0080")
@@ -75,10 +88,17 @@ FEE_TIERS = [
(0, 7, "0.0150"), (7, 30, "0.0100"), (30, 180, "0.0050"),
(180, 365, "0.0025"), (365, None, "0.0000"),
]
QTY_ALL = "500000"
CID_REQ = "T8M-IDEM-0001"
TRACE = "T8M-VERIFY-TRACE"
# 夹逼阈值：单条转出 512000 < daily_total 800000 < 两条之和（约 1020000）
#: 基准受理日（T 日）—— 运行时由真库日历在 `main` 内赋值（模块级无法静态确定）
TA_DAY: date | None = None
# 夹逼阈值：单条转出 500000 < daily_total 800000 < 两条之和（约 996035）
# ⚠️ **必须显式传给 `confirm_one(thresholds=TH)`**：缺省会退回 `RiskThresholds.from_settings()`，
# settings 的 daily_total 一旦低于单条金额，RISK-002 就会「命中」—— 症状看着像去重失效，
# 实为阈值口径没传（首轮实跑即栽在此，B 组断言直接捕获）。
TH = RiskThresholds(
large_amount=Decimal("100000"),
daily_total=Decimal("800000"),
@@ -106,10 +126,13 @@ def check(name: str, actual, expected) -> None:
print(f" {flag} {name}: 实际 {actual!r}" + ("" if ok else f" / 期望 {expected!r}"))
_SEQ = itertools.count(1)
def _t8m_id(prefix: str, now: datetime) -> str:
"""固定前缀的 id 工厂：`convert_fund` 默认生成 `CNV-<日期>-<uuid>`，与清理口径
`LIKE 'CNV-T8M%'` 不匹配 → 会在重跑时留下撞唯一键的残留行（T-7 脚本踩过同款坑）。"""
return f"{prefix}-T8M-{uuid.uuid4().hex[:8].upper()}"
"""固定前缀的 id 工厂：生产 `_new_id` 生成 `CNV-<日期>-<uuid>`，
与清理口径 `LIKE 'CNV-T8M%'` 不匹配 → 重跑会留撞唯一键的残行（T-6/T-7 均踩过）。"""
return f"CNV-T8M-{next(_SEQ):03d}"
def q1(engine, sql: str, **params):
@@ -128,14 +151,21 @@ def cleanup(core_engine, agent_engine) -> None:
with core_engine.begin() as conn:
for sql, params in [
("DELETE FROM core_convert_lot_detail WHERE convert_group_id LIKE 'CNV-T8M%'", {}),
("DELETE FROM core_trade WHERE customer_id = :c", {"c": CUSTOMER}),
("DELETE FROM core_share_lot WHERE customer_id = :c", {"c": CUSTOMER}),
("DELETE FROM core_holding WHERE customer_id = :c", {"c": CUSTOMER}),
("DELETE FROM core_customer_risk WHERE customer_id = :c", {"c": CUSTOMER}),
("DELETE FROM core_convert_request WHERE customer_id IN (:c1, :c2)",
{"c1": CUSTOMER, "c2": CUSTOMER_SMALL}),
("DELETE FROM core_trade WHERE customer_id IN (:c1, :c2)",
{"c1": CUSTOMER, "c2": CUSTOMER_SMALL}),
("DELETE FROM core_share_lot WHERE customer_id IN (:c1, :c2)",
{"c1": CUSTOMER, "c2": CUSTOMER_SMALL}),
("DELETE FROM core_holding WHERE customer_id IN (:c1, :c2)",
{"c1": CUSTOMER, "c2": CUSTOMER_SMALL}),
("DELETE FROM core_customer_risk WHERE customer_id IN (:c1, :c2)",
{"c1": CUSTOMER, "c2": CUSTOMER_SMALL}),
("DELETE FROM core_fee_rule WHERE product_id LIKE 'PROD-T8M%'", {}),
("DELETE FROM core_product_nav WHERE product_id LIKE 'PROD-T8M%'", {}),
("DELETE FROM core_product WHERE product_id LIKE 'PROD-T8M%'", {}),
("DELETE FROM core_customer WHERE customer_id = :c", {"c": CUSTOMER}),
("DELETE FROM core_customer WHERE customer_id IN (:c1, :c2)",
{"c1": CUSTOMER, "c2": CUSTOMER_SMALL}),
]:
conn.execute(text(sql), params)
with agent_engine.begin() as conn:
@@ -145,32 +175,37 @@ def cleanup(core_engine, agent_engine) -> None:
"WHERE convert_group_id LIKE 'CNV-T8M%' OR client_request_id LIKE 'T8M-%'"
)
)
conn.execute(text("DELETE FROM risk_alert WHERE customer_id = :c"), {"c": CUSTOMER})
conn.execute(
text("DELETE FROM customer_profile_l3 WHERE customer_id = :c"), {"c": CUSTOMER}
text("DELETE FROM risk_alert WHERE customer_id IN (:c1, :c2)"),
{"c1": CUSTOMER, "c2": CUSTOMER_SMALL},
)
conn.execute(
text("DELETE FROM audit_log WHERE trace_id LIKE 'T8M-VERIFY%'")
text("DELETE FROM customer_profile_l3 WHERE customer_id IN (:c1, :c2)"),
{"c1": CUSTOMER, "c2": CUSTOMER_SMALL},
)
conn.execute(text("DELETE FROM audit_log WHERE trace_id LIKE 'T8M-VERIFY%'"))
def seed(core_engine) -> None:
def seed(core_engine, base_day: date, submit_at: datetime) -> None:
"""两个客户 + 两只产品 + 费率五档 + T 日净值 + 批次（T−400 / T−3）。"""
with core_engine.begin() as conn:
conn.execute(
text(
"INSERT INTO core_customer (customer_id, display_name, open_date) "
"VALUES (:c, 'T8真库验证', :d)"
),
{"c": CUSTOMER, "d": TRADE_DATE},
)
conn.execute(
text(
"INSERT INTO core_customer_risk (customer_id, risk_code, evaluated_at, expires_at) "
"VALUES (:c, 'C3', :t, :exp)"
),
{"c": CUSTOMER, "t": TRADE_AT - timedelta(days=30),
"exp": TRADE_AT + timedelta(days=300)},
)
for cid, name in ((CUSTOMER, "T8引擎时机"), (CUSTOMER_SMALL, "T8小额客户")):
conn.execute(
text(
"INSERT INTO core_customer (customer_id, display_name, open_date) "
"VALUES (:c, :n, :d)"
),
{"c": cid, "n": name, "d": base_day - timedelta(days=500)},
)
conn.execute(
text(
"INSERT INTO core_customer_risk "
"(customer_id, risk_code, evaluated_at, expires_at) "
"VALUES (:c, 'C3', :t, :exp)"
),
{"c": cid, "t": submit_at - timedelta(days=30),
"exp": submit_at + timedelta(days=300)},
)
for pid, name, ptype, rate in [
(PROD_OUT, "T8转出基金", "bond", OUT_RATE),
(PROD_IN, "T8转入基金", "stock", IN_RATE),
@@ -179,8 +214,8 @@ def seed(core_engine) -> None:
text(
"INSERT INTO core_product (product_id, product_name, min_risk_code, "
"product_type, can_subscribe, can_redeem, subscribe_fee_rate, "
"fund_company, ta_code) "
"VALUES (:p, :n, 'R2', :t, 1, 1, :r, :co, :ta)"
"min_hold_qty, min_hold_action, fund_company, ta_code) "
"VALUES (:p, :n, 'R2', :t, 1, 1, :r, 0, 'force_transfer', :co, :ta)"
),
{"p": pid, "n": name, "t": ptype, "r": str(rate), "co": COMPANY, "ta": TA},
)
@@ -192,45 +227,63 @@ def seed(core_engine) -> None:
),
{"p": PROD_OUT, "mh": mh, "mh_max": mh_max, "rate": rate},
)
conn.execute(
text(
"INSERT INTO core_product_nav (product_id, nav, daily_chg_pct, nav_date) "
"VALUES (:p, :nav, 0, :d)"
),
{"p": PROD_IN, "nav": str(IN_NAV), "d": TRADE_DATE},
)
# 两批：400000 份（持有 ~400 天，费率 0）+ 100000 份（持有 3 天，费率 1.5%）
for lot_id, qty, nav, confirmed in [
("LOT-T8M-A1", "400000", "1.0300", datetime(2025, 8, 1, 10, 0, 0)),
("LOT-T8M-A2", "100000", "1.0000", datetime(2026, 9, 1, 10, 0, 0)),
]:
# T 日净值：两端都必须有（确认段 `get_nav_on` 精确匹配）
for pid, nav in ((PROD_OUT, OUT_NAV), (PROD_IN, IN_NAV)):
conn.execute(
text(
"INSERT INTO core_product_nav (product_id, nav, daily_chg_pct, nav_date) "
"VALUES (:p, :nav, 0, :d)"
),
{"p": pid, "nav": str(nav), "d": base_day},
)
# 主客户两批：40 万份（持 400 天，费率 0）+ 10 万份（持 3 天，费率 1.5%）
for lot_id, qty, confirmed_delta in (
("LOT-T8M-A1", "400000", 400),
("LOT-T8M-A2", "100000", 3),
):
conn.execute(
text(
"INSERT INTO core_share_lot (lot_id, customer_id, product_id, qty, "
"remain_qty, nav, confirmed_at) VALUES (:l, :c, :p, :q, :q, :nav, :cat)"
"remain_qty, nav, confirmed_at) VALUES (:l, :c, :p, :q, :q, 1.0300, :cat)"
),
{"l": lot_id, "c": CUSTOMER, "p": PROD_OUT, "q": qty, "nav": nav, "cat": confirmed},
{"l": lot_id, "c": CUSTOMER, "p": PROD_OUT, "q": qty,
"cat": datetime.combine(base_day - timedelta(days=confirmed_delta), time(10, 0))},
)
# 小额客户一批（1000 份，持 400 天 → 费率 0）
conn.execute(
text(
"INSERT INTO core_holding (customer_id, product_id, qty, cost_amount, "
"market_value, pnl_pct, as_of) VALUES (:c, :p, 500000, 512000.00, 512000.00, 0, :d)"
"INSERT INTO core_share_lot (lot_id, customer_id, product_id, qty, "
"remain_qty, nav, confirmed_at) VALUES ('LOT-T8M-S1', :c, :p, 1000, 1000, "
"1.0300, :cat)"
),
{"c": CUSTOMER, "p": PROD_OUT, "d": TRADE_DATE},
{"c": CUSTOMER_SMALL, "p": PROD_OUT,
"cat": datetime.combine(base_day - timedelta(days=400), time(10, 0))},
)
for cid, qty in ((CUSTOMER, "500000"), (CUSTOMER_SMALL, "1000")):
conn.execute(
text(
"INSERT INTO core_holding (customer_id, product_id, qty, cost_amount, "
"market_value, pnl_pct, as_of) VALUES (:c, :p, :q, :q, :q, 0, :d)"
),
{"c": cid, "p": PROD_OUT, "q": qty, "d": base_day},
)
def expected_quote(core_ro, requested: str) -> dict:
"""期望折算（全部走生产纯函数，与 service 内部同口径）。"""
"""期望折算（全部走生产纯函数，与 service 同口径）。
⚠️ T+1 变更点：逐批金额按 **T 日净值**（`OUT_NAV`）计，**不是**批次买入净值 ——
这正是「未知价法」与 v1.0 的实质差异，脚本不得沿用 `alloc.nav`。
"""
lots = [Lot.from_row(r) for r in core_ro.list_share_lots(CUSTOMER, PROD_OUT)]
fee_rules = [FeeRule.from_row(r) for r in core_ro.get_redeem_fee_rules(PROD_OUT)]
plan = plan_lots(lots, Decimal(requested))
out_amount = Decimal("0")
redeem_fee = Decimal("0")
for alloc in plan.allocations:
amount = lot_amount(alloc.qty, alloc.nav)
amount = lot_amount(alloc.qty, OUT_NAV)
rate = pick_fee_rate(
fee_rules, hold_days(TRADE_DATE, alloc.confirmed_at), product_id=PROD_OUT
fee_rules, hold_days(TA_DAY, alloc.confirmed_at), product_id=PROD_OUT
)
out_amount += amount
redeem_fee += lot_fee(amount, rate)
@@ -242,168 +295,212 @@ def expected_quote(core_ro, requested: str) -> dict:
"convert_amount": conv,
"diff_fee": gap,
"in_amount": conv - gap,
"in_qty": in_qty(conv - gap, IN_NAV),
}
def _accept_services() -> dict:
return dict(
core_ro=CoreReadOnlyRepository(),
risk_repo=RiskRepository(),
convert_repo=ConvertRepository(),
request_repo=ConvertRequestRepository(),
)
def _confirm_services() -> dict:
return dict(**_accept_services(), core_writer=ConvertCoreRepository())
def _pick_days(core_admin, is_open) -> tuple[date, date]:
"""取日历**中位**开市日作 T 日，及其下一交易日（T+1 确认业务日）。
⚠️ 不能用「最新开市日」：日历种子到 2027 年底为止，取末日会让 T+1 撞
`next_biz_day` 的数据边界（T-6 实测暴露过该缺陷）。
"""
rws = rows(
core_admin,
"SELECT cal_date FROM core_trade_calendar WHERE is_open = 1 ORDER BY cal_date ASC",
)
if len(rws) < 10:
raise RuntimeError("core_trade_calendar 开市日不足，请先跑 10-seed-trade-calendar.sql")
day = rws[len(rws) // 2]["cal_date"]
if not isinstance(day, date):
day = date.fromisoformat(str(day)[:10])
return day, next_biz_day(day, is_open)
def main() -> int:
global TA_DAY
core_engine = get_engine("jinrong_core", role="admin")
agent_engine = get_engine("jinrong_agent", role="admin")
core_ro = CoreReadOnlyRepository()
print("=" * 60)
print("T-8 真库验证：规则引擎改造（amount_view 去重 + process_convert_event 出单）")
print("T-8 真库验证：引擎时机（受理不触引擎 / 确认后恰跑一次）")
print("=" * 60)
try:
ta_day, t1_day = _pick_days(core_engine, core_ro.is_open)
except Exception as exc: # noqa: BLE001
print(f"❌ 环境不可用：{exc}")
dispose_engines()
return 2
TA_DAY = ta_day
submit_at = datetime.combine(ta_day, time(10, 0))
confirm_at = datetime.combine(t1_day, time(9, 0))
print(f"T 日={ta_day}（受理）→ T+1={t1_day}（确认业务日）")
cleanup(core_engine, agent_engine)
seed(core_engine)
core_ro = CoreReadOnlyRepository()
req_qty = "500000" # 全部转出
exp = expected_quote(core_ro, req_qty)
# ── A/B/C/D：带幂等键的大额转换 ─────────────────────────────────
print("\n【A】引擎真跑（阶段 1.5 不再跳过）：一张单 + payload.events 两条")
seed(core_engine, ta_day, submit_at)
new_trace(TRACE)
resp = convert_fund(
exp = expected_quote(core_ro, QTY_ALL)
# ── A0：受理**不触引擎**（FR-C28 · 验收 29 前半）─────────────────
print("\n【A0】受理不触引擎：risk_alert 0 新增、无 pass / engine_error 审计")
accepted = accept_convert(
{
"customer_id": CUSTOMER,
"from_product_id": PROD_OUT,
"to_product_id": PROD_IN,
"qty": req_qty,
"qty": Decimal(QTY_ALL),
"client_request_id": CID_REQ,
},
now=NOW,
thresholds=TH,
now=submit_at,
id_factory=_t8m_id,
**_accept_services(),
)
check("转换未被阻断", resp["blocked"], False)
check("引擎异常标记为 False（说明真的跑了且没炸）", resp["engine_error"], False)
check("折算 out_amount 与生产纯函数一致", Decimal(resp["out_amount"]), exp["out_amount"])
check("折算 in_amount 与生产纯函数一致", Decimal(resp["in_amount"]), exp["in_amount"])
check("RISK-001 命中（转出端 512000 ≥ 100000）", "RISK-001" in resp["triggered_rules"], True)
check("只有一张预警单", len(resp["alert_ids"]), 1)
gid = accepted["convert_group_id"]
check("受理成功（accepted）", accepted["status"], "accepted")
check("受理后 risk_alert 0 行",
q1(agent_engine, "SELECT COUNT(*) FROM risk_alert WHERE customer_id = :c",
c=CUSTOMER), 0)
check("受理后无 pass 审计",
q1(agent_engine, "SELECT COUNT(*) FROM audit_log WHERE trace_id = :t "
"AND decision = 'pass'", t=TRACE), 0)
check("受理后无 engine_error 审计",
q1(agent_engine, "SELECT COUNT(*) FROM audit_log WHERE trace_id = :t "
"AND decision = 'engine_error'", t=TRACE), 0)
check("受理后 core_trade 0 行",
q1(core_engine, "SELECT COUNT(*) FROM core_trade WHERE convert_group_id = :g",
g=gid), 0)
alerts = rows(
agent_engine, "SELECT * FROM risk_alert WHERE customer_id = :c", c=CUSTOMER
)
# ── A：确认后引擎真跑出单 ────────────────────────────────────────
print("\n【A】确认后引擎真跑：一张单 + payload.events 两条")
res = confirm_one(gid, now=confirm_at, as_of=t1_day, thresholds=TH, **_confirm_services())
check("确认状态 confirmed", res["status"], "confirmed")
check("折算 out_amount 与生产纯函数一致", Decimal(res["out_amount"]), exp["out_amount"])
check("折算 in_amount 与生产纯函数一致", Decimal(res["in_amount"]), exp["in_amount"])
check("折算 in_qty 与生产纯函数一致", Decimal(res["in_qty"]), exp["in_qty"])
check("RISK-001 命中（转出端 500000 ≥ 100000）", "RISK-001" in res["triggered_rules"], True)
check("只出一张单", len(res["alert_ids"]), 1)
alerts = rows(agent_engine, "SELECT * FROM risk_alert WHERE customer_id = :c", c=CUSTOMER)
check("risk_alert 落库 1 行", len(alerts), 1)
payload = alerts[0]["payload"]
payload = json.loads(payload) if isinstance(payload, str) else payload
check("payload.events 长度 2", len(payload["events"]), 2)
check(
"events 顺序 [转出, 转入]",
[e["trade_type"] for e in payload["events"]],
["redeem", "subscribe"],
)
check("events[0].trade_id 为转出端", payload["events"][0]["trade_id"], resp["out_trade_id"])
check("events[1].trade_id 为转入端", payload["events"][1]["trade_id"], resp["in_trade_id"])
check("events 顺序 [转出, 转入]",
[e["trade_type"] for e in payload["events"]], ["redeem", "subscribe"])
check("events[0].trade_id 为转出端", payload["events"][0]["trade_id"], res["out_trade_id"])
check("events[1].trade_id 为转入端", payload["events"][1]["trade_id"], res["in_trade_id"])
check("主流水口径取转出端", alerts[0]["trade_id"], res["out_trade_id"])
print("\n【B】RISK-002 不翻倍（单条 512000 < 800000 < 两条之和）")
check("triggered_rules 不含 RISK-002", "RISK-002" in resp["triggered_rules"], False)
# 同日两条流水之和确实超过阈值 → 证明「不命中」来自去重而非阈值太松
# ── B：RISK-002 不翻倍（阈值夹逼）────────────────────────────────
print("\n【B】RISK-002 不翻倍（单条 500000 < 800000 < 两条之和）")
check("triggered_rules 不含 RISK-002", "RISK-002" in res["triggered_rules"], False)
total_two = exp["out_amount"] + exp["in_amount"]
check("两条之和确实 ≥ 阈值（阈值夹逼成立）", total_two >= TH.daily_total, True)
check("两条之和确实 ≥ 阈值（夹逼成立）", total_two >= TH.daily_total, True)
print(f" └ 转出 {exp['out_amount']} + 转入 {exp['in_amount']} = {total_two}")
# ── C：去重不删行 ────────────────────────────────────────────────
print("\n【C】去重不删行：core_trade 仍 2 条且同组")
gid = resp["convert_group_id"]
trades = rows(
core_engine,
"SELECT * FROM core_trade WHERE convert_group_id = :g",
g=gid,
)
trades = rows(core_engine, "SELECT * FROM core_trade WHERE convert_group_id = :g", g=gid)
by_type = {t["trade_type"]: t for t in trades}
check("core_trade 2 条", len(trades), 2)
check("类型覆盖 [redeem, subscribe]", sorted(by_type), ["redeem", "subscribe"])
check("两条同 convert_group_id", {t["convert_group_id"] for t in trades}, {gid})
check(
"转出端金额精度零漂移（DECIMAL 18,2）",
Decimal(str(by_type["redeem"]["amount"])),
exp["out_amount"],
)
check(
"转入端金额精度零漂移（DECIMAL 18,2）",
Decimal(str(by_type["subscribe"]["amount"])),
exp["in_amount"],
)
check("转出端金额精度零漂移（DECIMAL 18,2）",
Decimal(str(by_type["redeem"]["amount"])), exp["out_amount"])
check("转入端金额精度零漂移（DECIMAL 18,2）",
Decimal(str(by_type["subscribe"]["amount"])), exp["in_amount"])
print("\n【D】幂等重试（同 client_request_id）不产生第二张单")
resp2 = convert_fund(
{
"customer_id": CUSTOMER,
"from_product_id": PROD_OUT,
"to_product_id": PROD_IN,
"qty": req_qty,
"client_request_id": CID_REQ,
},
now=NOW + timedelta(minutes=1),
thresholds=TH,
id_factory=_t8m_id,
# ── D：幂等重放（重复确认）不产生第二张单 ────────────────────────
print("\n【D】幂等重放：重复确认 skipped，不产生第二张单")
again = confirm_one(
gid, now=confirm_at, as_of=t1_day, thresholds=TH, **_confirm_services()
)
check("重试返回同一 group_id", resp2["convert_group_id"], gid)
check("重试 core_trade 仍 2 条", q1(
core_engine, "SELECT COUNT(*) FROM core_trade WHERE customer_id = :c", c=CUSTOMER), 2)
check("重试后预警单仍 1 张", q1(
agent_engine, "SELECT COUNT(*) FROM risk_alert WHERE customer_id = :c", c=CUSTOMER), 1)
check("重放返回 skipped", again["status"], "skipped")
check("重放 core_trade 仍 2 条",
q1(core_engine, "SELECT COUNT(*) FROM core_trade WHERE convert_group_id = :g",
g=gid), 2)
check("重放后预警单仍 1 张",
q1(agent_engine, "SELECT COUNT(*) FROM risk_alert WHERE customer_id = :c",
c=CUSTOMER), 1)
check("重放后 lot 明细仍 2 条",
q1(core_engine, "SELECT COUNT(*) FROM core_convert_lot_detail "
"WHERE convert_group_id = :g", g=gid), 2)
# ── E：无命中场景 ────────────────────────────────────────────────
print("\n【E】无命中场景（换日 → 当日无其他流水）不建单、仅 pass 审计")
before_alerts = q1(
agent_engine, "SELECT COUNT(*) FROM risk_alert WHERE customer_id = :c", c=CUSTOMER)
before_pass = q1(
agent_engine,
"SELECT COUNT(*) FROM audit_log WHERE trace_id = :t AND decision = 'pass'", t=TRACE)
# 该客户份额已全转出 → 4xx 不落库；故先补一批小额份额再造一笔
with core_engine.begin() as conn:
conn.execute(
text(
"INSERT INTO core_share_lot (lot_id, customer_id, product_id, qty, remain_qty, "
"nav, confirmed_at) VALUES ('LOT-T8M-B1', :c, :p, 1000, 1000, 1.0000, :cat)"
),
{"c": CUSTOMER, "p": PROD_OUT, "cat": datetime(2025, 8, 1, 10, 0, 0)},
)
# 换到次日：`list_trades_range` 按 [日初, 次日) 取数，前一日的大额流水不再进本批规则输入
resp3 = convert_fund(
print("\n【E】无命中场景（独立小额客户）不建单、仅 pass 审计")
small = accept_convert(
{
"customer_id": CUSTOMER,
"customer_id": CUSTOMER_SMALL,
"from_product_id": PROD_OUT,
"to_product_id": PROD_IN,
"qty": "1000",
"qty": Decimal("1000"),
"client_request_id": "T8M-IDEM-0002",
},
now=NOW + timedelta(days=1),
thresholds=TH,
now=submit_at,
id_factory=_t8m_id,
**_accept_services(),
)
check("小额转换成功（非 blocked）", resp3["blocked"], False)
check("未命中任何规则", resp3["triggered_rules"], [])
check("未新建预警单", q1(
agent_engine, "SELECT COUNT(*) FROM risk_alert WHERE customer_id = :c", c=CUSTOMER),
before_alerts)
check("落 pass 审计 1 条", q1(
agent_engine,
"SELECT COUNT(*) FROM audit_log WHERE trace_id = :t AND decision = 'pass'", t=TRACE)
- before_pass, 1)
res3 = confirm_one(
small["convert_group_id"],
now=confirm_at,
as_of=t1_day,
thresholds=TH,
**_confirm_services(),
)
check("小额转换确认成功", res3["status"], "confirmed")
check("未命中任何规则", res3["triggered_rules"], [])
check("未新建预警单",
q1(agent_engine, "SELECT COUNT(*) FROM risk_alert WHERE customer_id = :c",
c=CUSTOMER_SMALL), 0)
check("落 pass 审计 1 条",
q1(agent_engine, "SELECT COUNT(*) FROM audit_log WHERE trace_id = :t "
"AND decision = 'pass'", t=TRACE), 1)
# ── F：清理自检 ─────────────────────────────────────────────────
print("\n【F】清理 T8M 前缀数据并自检无残留")
cleanup(core_engine, agent_engine)
check("core_trade 零残留", q1(
core_engine, "SELECT COUNT(*) FROM core_trade WHERE customer_id = :c", c=CUSTOMER), 0)
check("core 客户零残留", q1(
core_engine, "SELECT COUNT(*) FROM core_customer WHERE customer_id = :c", c=CUSTOMER), 0)
check("risk_alert 零残留", q1(
agent_engine, "SELECT COUNT(*) FROM risk_alert WHERE customer_id = :c", c=CUSTOMER), 0)
check("customer_profile_l3 零残留", q1(
agent_engine,
"SELECT COUNT(*) FROM customer_profile_l3 WHERE customer_id = :c", c=CUSTOMER), 0)
check("audit_log 零残留", q1(
agent_engine, "SELECT COUNT(*) FROM audit_log WHERE trace_id LIKE 'T8M-VERIFY%'"), 0)
check("risk_convert_detail 零残留", q1(
agent_engine,
"SELECT COUNT(*) FROM risk_convert_detail "
"WHERE convert_group_id LIKE 'CNV-T8M%' OR client_request_id LIKE 'T8M-%'"), 0)
for label, engine, sql, params in [
("core_trade", core_engine,
"SELECT COUNT(*) FROM core_trade WHERE customer_id IN (:c1, :c2)",
{"c1": CUSTOMER, "c2": CUSTOMER_SMALL}),
("core_convert_request", core_engine,
"SELECT COUNT(*) FROM core_convert_request WHERE customer_id IN (:c1, :c2)",
{"c1": CUSTOMER, "c2": CUSTOMER_SMALL}),
("core 客户", core_engine,
"SELECT COUNT(*) FROM core_customer WHERE customer_id IN (:c1, :c2)",
{"c1": CUSTOMER, "c2": CUSTOMER_SMALL}),
("risk_alert", agent_engine,
"SELECT COUNT(*) FROM risk_alert WHERE customer_id IN (:c1, :c2)",
{"c1": CUSTOMER, "c2": CUSTOMER_SMALL}),
("customer_profile_l3", agent_engine,
"SELECT COUNT(*) FROM customer_profile_l3 WHERE customer_id IN (:c1, :c2)",
{"c1": CUSTOMER, "c2": CUSTOMER_SMALL}),
("audit_log", agent_engine,
"SELECT COUNT(*) FROM audit_log WHERE trace_id LIKE 'T8M-VERIFY%'", {}),
("risk_convert_detail", agent_engine,
"SELECT COUNT(*) FROM risk_convert_detail WHERE convert_group_id LIKE 'CNV-T8M%' "
"OR client_request_id LIKE 'T8M-%'", {}),
]:
check(f"{label} 零残留", q1(engine, sql, **params), 0)
dispose_engines()
print("\n" + "=" * 60)
print(f"真库验证（T-8 规则引擎改造）：{_passed} 项一致 / {_failed} 项不一致")
print(f"真库验证（T-8 引擎时机）：{_passed} 项一致 / {_failed} 项不一致")
print("=" * 60)
return 1 if _failed else 0