T-13 补修：verify_convert_lots/apply 字面造数日期改真库日历链式回推（用户指出硬编码 · 全仓排查留痕）
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@@ -722,7 +722,7 @@
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**① 退役落地（convert_service.py 净删 468 行）**：删除 `convert_fund`（八步编排）+ 其 v1.0 专属依赖 `_plan_and_quote` / `_pick_rate`（死代码）/ `_finalize_from_core` / `_write_main_audit` + 17 个孤儿 import；模块 docstring 重写为 T+1 编排说明，`__all__` 收敛为 6 个在役符号（accept_convert / cancel_convert / t1_t2_dates / compensate_convert / rebuild_convert_response / PROCESSING）。**按实际修订 1 处**：开发计划原文「`rebuild_convert_response` T-13 退役」**不成立**——它是 T-9 查询接口 confirmed 分支的在役读路径，保留在役（`PROCESSING` 仅作 simulate 网关 202 判断常量，同样保留）。`verify_convert_service.py`（v1.0 链路真库脚本）`git rm`，git 历史留档。
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**② 测试面改写（约 25 处映射落地）**：`test_convert_service.py` 全量重写（805→约 440 行）：v1.0 十组用例退役，替代断言分布 = T-6/T-7/T-8 既有用例 + 补偿组 6 用例保留 + 新增 2（`confirm_mirror_write_failure_keeps_core_confirmed` 镜像失败不回滚 Core / `confirm_rejects_too_many_lots` 批次上限 rejected 零流水）；**显式依赖注入踩坑留痕**：confirm_one 的 `core_writer`/`request_repo` 缺省会连真 MySQL（症状分别 = 写侧 FK 1452、rejected 被真库 rowcount=0 误判 skipped）——`_services` helper 全部五仓储钉同一 sqlite 引擎。`test_convert_concurrency.py` 全量重写为 T+1 并发面（v1.0 九用例 → 六用例）：50 并发扣减争抢 → **并发 confirm_one 不超卖**（受理段允许 R-3 TOCTOU 超授、确认段 FIFO 哨兵兜底，硬不变量钉在确认后）；紧池 80% → **紧池 100%**（受理全 accepted + `confirm_batch` 串行）；同键并发单次转换 → **同键并发受理单唯一**（uk_idem + 客户级锁；3b/3c 占位竞态确定性交错用例随 v1.0 占位语义退役，无 T+1 对应物）；死锁重试用例改多客户并发 confirm_one；性能探针改两段计量。trade_id 生成走 `format.new_id`（与 `convert_service._new_id` 两个符号），monkeypatch 罩不到 → `_confirm` 显式传 `id_factory`。
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**③ 全量 pytest：830 passed / 7 skipped**（基线 849 → 830：v1.0 用例组退役净减，skipped 10 → 7 = 并发文件 stress 标记 7 → 4）；全仓真库套件 **9/9 退出码 0**。
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**④ 全量复跑抓出并修复过期脚本 1 处（本轮计划外产出）**：`verify_convert_lots.py`（T-10 产物）B/C/D 组仍按 v1.0「金额赎回」传 `amount=` —— T-9 已按 D26/R-6 改**份额申报**（`qty=`），`_maintain_lots` redeem 分支遇 `qty is None` 静默跳过（尽力而为语义）→ B/C FIFO 扣减失效、D 组兜底补建断言红（A 组申购不受影响，故首轮仅此脚本红）。修正为 `qty=` 申报后 **20/20 退出码 0**。「金额申购、份额赎回」行业铁律（2026-09-10 联网查证）的又一处落地。
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**④ 全量复跑抓出并修复过期脚本 1 处（本轮计划外产出）**：`verify_convert_lots.py`（T-10 产物）B/C/D 组仍按 v1.0「金额赎回」传 `amount=` —— T-9 已按 D26/R-6 改**份额申报**（`qty=`），`_maintain_lots` redeem 分支遇 `qty is None` 静默跳过（尽力而为语义）→ B/C FIFO 扣减失效、D 组兜底补建断言红（A 组申购不受影响，故首轮仅此脚本红）。修正为 `qty=` 申报后 **20/20 退出码 0**。「金额申购、份额赎回」行业铁律（2026-09-10 联网查证）的又一处落地。**同轮补修（用户指出硬编码问题后全仓排查）**：`verify_convert_lots.py` 与 `verify_convert_apply.py` 的造数日期（原 `NAV_DATE=date(2026,9,4)` 等 9 处字面日期）违反 T-12 立下的「造数日期走真库交易日历、不猜自然日」模式 → 全部改 `previous_biz_day` 链式回推动态锚定（hold_days 自然日相对量保持不变，档位断言不受影响），复跑 **20/20 + 24/24** 退出码 0（动态生效自证：confirmed_at 随回推日漂移、断言同源跟随）。**全仓硬编码排查结论**：生产代码 `app/` 零字面日期、cutoff/SLA/死锁重试全走 settings（B1/R-14 整改完整）；T-6~T-12 五个真库脚本本就零字面日期；`verify_convert_seed.py` 的 `AS_OF` 与种子 SQL 强绑定、`calc_convert_demo.py` 的示例日为 PRD 验收 20 强制锚定（改动态反而违约）——均属**有意固定**，保留；sqlite 单测固定日期+自插配套数据为确定性测试惯例，保留。
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**⑤ 性能实测（n=59，剔除首个连接冷启动样本；本机 MySQL 8.0.46 / 模拟库 / 单线程顺序 / 每笔 1 份 / 空引擎 hook）**：受理段 P50 37.9 / P95 53.8 / max 57.9 ms（校验+落单+镜像+审计）；确认事务（`apply_convert`）P50 10.0 / P95 25.3 / max 25.5 ms；确认全程 P50 41.4 / P95 61.3 / max 74.4 ms（折算+复核+扣减+流水+镜像+审计）；**端到端（受理+确认两段）P50 79.2 / P95 110.3 / max 114.7 / mean 83.0 ms** —— PRD §9 第 18 条 **< 2s 硬门禁达成**（余量约 17 倍），数字已回填 PRD §9。
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**⑥ 紧池重测（验收 31 载体）**：50 并发受理各 1000、池恰 50000（需求=供给）→ **受理 50/50（100%）**（R-3 占用校验：即使完全串行第 i 笔 available = 50000−(i−1)×1000 ≥ 1000，全 accepted 是确定性结果）→ `confirm_batch` 串行确认 **50/50（100%）**、扣减恰=池、守恒无超卖。**v1.0 同场景实测 80%（40/50，批次碎片争抢）→ T+1 100%，验收 31 设计目标达成**；v1.0 病根（确认前就扣份额 + 批次碎片争抢）由「受理不扣份额 + 确认串行（FR-C23）」结构性消除。
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**⑦ 并发确认兜底（S2）**：50 路并发受理各 2000（允许 R-3 占用读数滞后超授，实测 25/50 accepted、其余 InsufficientShares 拦截）→ 并发 confirm_one 争抢 → 扣减 40000 ≤ 池 50000 + 守恒 + 每组恰 2 流水；LotConflict 让路单（退避 3 次耗尽）受理单保持 accepted（占用保持，下轮批处理可再确认，零扣减不碰资金安全）——并发 confirm_one 本身是超纲场景（生产由批处理锁保证串行），本用例证明的是「即使绕过锁，资金安全仍有兜底」。
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@@ -26,7 +26,7 @@ from __future__ import annotations
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import sys
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import threading
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from datetime import date, datetime
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from datetime import date, datetime, time as dtime, timedelta
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from decimal import ROUND_HALF_UP, Decimal
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from pathlib import Path
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@@ -50,7 +50,9 @@ from app.service.convert.calc import ( # noqa: E402
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lot_fee,
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plan_lots,
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)
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from app.repository.core_ro import CoreReadOnlyRepository # noqa: E402
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from app.service.convert.errors import LotConflict # noqa: E402
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from app.service.convert.trading_calendar import previous_biz_day # noqa: E402
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from app.service.convert.fee import pick_fee_rate # noqa: E402
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from app.service.convert.types import FeeRule, Lot # noqa: E402
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from app.utils.db import dispose_engines, get_engine # noqa: E402
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@@ -58,8 +60,29 @@ from app.utils.db import dispose_engines, get_engine # noqa: E402
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CUSTOMER = "CUST-T6M"
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PROD_OUT = "PROD-T6MO"
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PROD_IN = "PROD-T6MI"
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TRADE_AT = datetime(2026, 9, 4, 10, 0, 0)
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TRADE_DATE = date(2026, 9, 4)
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# 造数日期在 main() 里按真库交易日历链式回推动态确定（T-12 模式：不猜自然日）。
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# 相对关系与原固定基准（2026-09-04）一致 —— hold_days 是自然日语义，档位断言不变：
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# TRADE_DATE = 回推 3 个交易日；A1 批次 = −34 自然日（档 [30,180)）；
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# A2 批次 = −3 自然日（档 [0,7)）；转入批次 confirmed_at = +1 自然日。
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TRADE_AT: "datetime | None" = None
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TRADE_DATE: "date | None" = None
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_A1_AT: "datetime | None" = None
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_A2_AT: "datetime | None" = None
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_IN_CONFIRMED_AT: "datetime | None" = None
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def _init_dates(admin) -> None:
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"""按真库交易日历把造数日期锚定到确定过去的历史开市日（必须在 seed 前调用）。"""
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global TRADE_AT, TRADE_DATE, _A1_AT, _A2_AT, _IN_CONFIRMED_AT
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is_open = CoreReadOnlyRepository(engine=admin).is_open
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d = date.today()
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for _ in range(3):
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d = previous_biz_day(d, is_open)
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TRADE_DATE = d
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TRADE_AT = datetime.combine(d, dtime(10, 0))
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_A1_AT = datetime.combine(d - timedelta(days=34), dtime(10, 0))
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_A2_AT = datetime.combine(d - timedelta(days=3), dtime(10, 0))
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_IN_CONFIRMED_AT = datetime.combine(d + timedelta(days=1), dtime(10, 0))
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OUT_RATE = Decimal("0.0030")
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IN_RATE = Decimal("0.0080")
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IN_NAV = Decimal("0.9500")
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@@ -127,8 +150,8 @@ def seed(engine) -> None:
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{"p": PROD_IN, "nav": str(IN_NAV), "d": TRADE_DATE},
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)
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for lot_id, qty, nav, confirmed in [
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("LOT-T6M-A1", "100", "1.0300", datetime(2026, 8, 1, 10, 0, 0)),
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("LOT-T6M-A2", "50", "1.0000", datetime(2026, 9, 1, 10, 0, 0)),
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("LOT-T6M-A1", "100", "1.0300", _A1_AT),
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("LOT-T6M-A2", "50", "1.0000", _A2_AT),
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]:
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conn.execute(
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text(
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@@ -217,7 +240,7 @@ def build_input(engine, group_id: str, requested: str, in_lot_id: str = "LOT-T6M
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in_nav=IN_NAV,
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in_nav_date=TRADE_DATE,
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in_lot_id=in_lot_id,
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in_confirmed_at=datetime(2026, 9, 5, 10, 0, 0),
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in_confirmed_at=_IN_CONFIRMED_AT,
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charges=tuple(charges),
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)
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@@ -229,6 +252,7 @@ def q1(engine, sql: str, **params):
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def main() -> int:
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admin = get_engine(settings.mysql_core_database, "admin")
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_init_dates(admin)
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repo = ConvertCoreRepository() # 真实路径：role="rw"（账号未配时回退 mysql_user）
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try:
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cleanup(admin)
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@@ -25,7 +25,7 @@ TEXT 绑定参数转数值 → 不加就扣 0；见开发计划 §B.8 第 11 条
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from __future__ import annotations
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import sys
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from datetime import date, datetime
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from datetime import date, datetime, time as dtime, timedelta
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from decimal import ROUND_HALF_UP, Decimal
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from pathlib import Path
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@@ -39,14 +39,41 @@ from app.gateway.gateway_repository import GatewayRepository # noqa: E402
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from app.gateway.trade_gateway import _maintain_lots # noqa: E402
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from app.repository.core_ro import CoreReadOnlyRepository # noqa: E402
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from app.service.convert.lot_bootstrap import bootstrap_lots # noqa: E402
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from app.service.convert.trading_calendar import previous_biz_day # noqa: E402
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from app.utils.db import dispose_engines, get_engine # noqa: E402
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CUSTOMER = "CUST-LOTT"
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PROD_SUB = "PROD-LOTTA" # A 组：申购建批次
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PROD_BOOT = "PROD-LOTTB" # D 组：无批次有持仓 → D8 兜底补建
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PROD_REDEEM = "PROD-LOTTC" # B/C 组：赎回 FIFO 扣减
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NAV_DATE = date(2026, 9, 4)
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TRADE_AT = datetime(2026, 9, 4, 14, 0, 0)
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# 造数日期在 main() 里按真库交易日历链式回推动态确定（T-12 模式：不猜自然日，
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# 对任意假期安排与日期漂移鲁棒）。相对关系与原固定基准（2026-09-04）一致：
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# TRADE_DATE = 回推 3 个交易日；C1/C2 批次 = 再回推 3/2 个交易日（保证 T+2 可扣）；
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# D 组持仓 as_of = 回推 34 个自然日（hold_days 为自然日语义，档位断言不变）。
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NAV_DATE: "date | None" = None
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TRADE_AT: "datetime | None" = None
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_C1_AT: "datetime | None" = None
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_C2_AT: "datetime | None" = None
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_BOOT_AS_OF: "date | None" = None
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def _init_dates(admin) -> None:
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"""按真库交易日历把造数日期锚定到确定过去的历史开市日（必须在 seed 前调用）。"""
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global NAV_DATE, TRADE_AT, _C1_AT, _C2_AT, _BOOT_AS_OF
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is_open = CoreReadOnlyRepository(engine=admin).is_open
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d = date.today()
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for _ in range(3):
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d = previous_biz_day(d, is_open)
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NAV_DATE = d
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TRADE_AT = datetime.combine(d, dtime(10, 0))
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c1 = c2 = d
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for _ in range(3):
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c1 = previous_biz_day(c1, is_open)
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for _ in range(2):
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c2 = previous_biz_day(c2, is_open)
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_C1_AT = datetime.combine(c1, dtime(10, 0))
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_C2_AT = datetime.combine(c2, dtime(10, 0))
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_BOOT_AS_OF = d - timedelta(days=34)
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_passed = 0
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_failed = 0
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@@ -108,8 +135,8 @@ def seed(engine) -> None:
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)
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# C 组：两个已存在批次（FIFO 扣减用）
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for lot_id, qty, nav, confirmed in [
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("LOT-LOTT-C1", "100", "1.0000", datetime(2026, 9, 1, 10, 0, 0)),
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("LOT-LOTT-C2", "50", "1.1000", datetime(2026, 9, 2, 10, 0, 0)),
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("LOT-LOTT-C1", "100", "1.0000", _C1_AT),
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("LOT-LOTT-C2", "50", "1.1000", _C2_AT),
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]:
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conn.execute(
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text(
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@@ -127,7 +154,7 @@ def seed(engine) -> None:
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"INSERT INTO core_holding (customer_id, product_id, qty, cost_amount, "
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"market_value, pnl_pct, as_of) VALUES (:c, :p, :q, :cost, :cost, 0, :d)"
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),
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{"c": CUSTOMER, "p": pid, "q": qty, "cost": cost, "d": date(2026, 8, 1)},
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{"c": CUSTOMER, "p": pid, "q": qty, "cost": cost, "d": _BOOT_AS_OF},
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)
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@@ -183,7 +210,7 @@ def assert_subscribe(admin, writer, core) -> None:
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"confirmed_at = T",
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str(q1(admin, "SELECT confirmed_at FROM core_share_lot WHERE customer_id = :c AND product_id = :p",
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c=CUSTOMER, p=PROD_SUB)),
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"2026-09-04 14:00:00",
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str(TRADE_AT),
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)
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@@ -310,6 +337,7 @@ def assert_rebuild_lots(admin) -> None:
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def main() -> int:
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admin = get_engine(settings.mysql_core_database, "admin")
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_init_dates(admin)
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try:
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with admin.connect() as conn:
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conn.execute(text("SELECT 1"))
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