基金转换 T+1 模型：T-11 core_tools 汇总去重 + 持仓过滤（确认段场景补用例，生产代码零改动）
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@@ -21,9 +21,16 @@ from decimal import Decimal
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import pytest
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from sqlalchemy import text
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from _ddl import create_sqlite_engine
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from _ddl import create_sqlite_engine, seed_suitability_matrix
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from app.gateway.convert_core_repository import ConvertCoreRepository
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from app.repository.convert_repository import ConvertRepository
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from app.repository.convert_request_repository import ConvertRequestRepository
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from app.repository.core_ro import CoreReadOnlyRepository
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from app.repository.risk_repository import RiskRepository
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from app.service.convert.confirm_service import confirm_one
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from app.service.convert.convert_service import accept_convert
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from app.service.risk.rules import RiskThresholds
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from app.tool.core_tools import query_holdings, query_recent_trades
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CUST = "CUST-T11"
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@@ -105,3 +112,223 @@ def test_query_holdings_excludes_zero_qty(seed):
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# 合计不含归零行（PB 的 market_value 为 0，即使计入也不变；
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# 故断言**条数**才是真正能区分对错的判据）
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assert res["sum_market_value"] == 1200.0
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# ── T+1 确认段场景（v2.0 T-11 · 开发计划 R-回归 8 / R-回归 13 的补用例项）────────
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# 既有 3 条用例以直接插 SQL 的方式模拟 convert 流水，锁定**口径本身**；
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# 下面两条改走真实链路（accept_convert → confirm_one），锁定「确认事务真实落库
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# 之后」口径依然成立 —— T+1 模型下流水与持仓**只在确认段产生**，这是两条新用例
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# 相对既有用例的独立价值（不是重复覆盖）：
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# ① 确认落两条同 gid 流水 → sum_amount 只计转出端一次（验收 11）
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# ② 全转归零 → core_holding.qty=0 行保留（台账留痕）但不在持仓查询结果（F-12）
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PROD_T11_OUT = "PROD-T11-OUT"
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PROD_T11_IN = "PROD-T11-IN"
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COMPANY = "华夏模拟基金"
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TA = "TA-CN-001"
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T_DAY = _dt.date(2026, 9, 4) # 受理日 T（周五）
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T1_DAY = _dt.date(2026, 9, 7) # 确认业务日 T+1（下周一）
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SUBMIT_AT = _dt.datetime(2026, 9, 4, 10, 0)
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CONFIRM_AT = _dt.datetime(2026, 9, 7, 9, 0)
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OUT_NAV = Decimal("1.3604")
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IN_NAV = Decimal("1.9194")
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FEE_TIERS = [
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(0, 7, "0.0150"), (7, 30, "0.0100"), (30, 180, "0.0050"),
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(180, 365, "0.0025"), (365, None, "0.0000"),
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]
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# 全转 30000 份的折算锚点：转出金额 30000×1.3604 = 40812.00（费前，与 confirm 返回
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# out_amount 同源），持有期落 (30,180) 档 → 赎回费 40812.00×0.50% = 204.06 单列 redeem_fee。
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# core_trade 转出端流水 amount = 费前 40812.00（R-b 口径，与 PRD §5.3.2 示例 68020.00 同语义）。
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OUT_AMOUNT = Decimal("40812.00")
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REDEEM_FEE = Decimal("204.06")
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PLAIN_AMOUNT = Decimal("100000")
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@pytest.fixture()
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def t1_env():
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"""T+1 链路最小种子：C3 客户、转出 R2 债基（1 批 30000 份 + 持仓 30000）、转入 R4 股基。
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两端同管理人同 TA（受理段硬约束）；批次 confirmed_at=2026-07-01 → 持有期落
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(30,180) 档 0.50%，赎回费数值确定（见 OUT_AMOUNT 注释），断言可逐字节对账。
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"""
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engine = create_sqlite_engine()
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seed_suitability_matrix(engine) # C×R 矩阵是 check_suitability 的 L0 权威，缺失即全量 forbidden
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with engine.begin() as conn:
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conn.execute(
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text(
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"INSERT INTO core_customer (customer_id, display_name, age, is_active)"
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" VALUES (:c, 'T11客户', 40, 1)"
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),
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{"c": CUST},
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)
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conn.execute(
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text(
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"INSERT INTO core_customer_risk (customer_id, risk_code, evaluated_at, expires_at)"
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" VALUES (:c, 'C3', :t, :e)" # C3 → 转入 R4 放行；有效期覆盖 T 与 T+1（D25 复核）
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),
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{"c": CUST, "t": SUBMIT_AT - _dt.timedelta(days=30), "e": SUBMIT_AT + _dt.timedelta(days=300)},
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)
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conn.execute(
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text(
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"INSERT INTO core_product (product_id, product_name, min_risk_code, product_type,"
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" can_subscribe, can_redeem, subscribe_fee_rate, min_redeem_qty, min_hold_qty,"
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" fund_company, ta_code) VALUES"
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" (:po, 'T11转出债基', 'R2', 'bond', 1, 1, 0.0030, 0, 0, :co, :ta),"
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" (:pi, 'T11转入股基', 'R4', 'stock', 1, 1, 0.0080, 0, 0, :co, :ta)"
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),
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{"po": PROD_T11_OUT, "pi": PROD_T11_IN, "co": COMPANY, "ta": TA},
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)
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for lo, hi, rate in FEE_TIERS:
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conn.execute(
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text(
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"INSERT INTO core_fee_rule (product_id, fee_type, min_hold_days,"
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" max_hold_days, rate) VALUES (:p, 'redeem', :a, :b, :r)"
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),
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{"p": PROD_T11_OUT, "a": lo, "b": hi, "r": float(rate)},
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)
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conn.execute(
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text(
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"INSERT INTO core_product_nav (product_id, nav, daily_chg_pct, nav_date) VALUES"
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" (:po, :no, 0, :d), (:pi, :ni, 0, :d)"
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),
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{"po": PROD_T11_OUT, "no": float(OUT_NAV), "pi": PROD_T11_IN, "ni": float(IN_NAV), "d": T_DAY},
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)
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conn.execute(
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text(
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"INSERT INTO core_share_lot (lot_id, customer_id, product_id, qty, remain_qty,"
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" nav, confirmed_at) VALUES (:l, :c, :p, 30000, 30000, 1.0300, :cat)"
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),
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{"l": "LOT-T11-1", "c": CUST, "p": PROD_T11_OUT, "cat": _dt.datetime(2026, 7, 1, 10, 0, 0)},
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)
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conn.execute(
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text(
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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, 30000, 30000, 40812.0, 0, :d)"
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),
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{"c": CUST, "p": PROD_T11_OUT, "d": T_DAY},
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)
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cursor = _dt.date(2026, 9, 1)
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for _ in range(60):
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if cursor.weekday() < 5: # 周一~周五开市；周末不插行 = 休市
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conn.execute(
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text("INSERT INTO core_trade_calendar (cal_date, is_open, remark) VALUES (:d, 1, 't')"),
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{"d": cursor},
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)
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cursor += _dt.timedelta(days=1)
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yield engine
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engine.dispose()
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def _t11_services(engine) -> dict:
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return dict(
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core_ro=CoreReadOnlyRepository(engine=engine),
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risk_repo=RiskRepository(engine=engine),
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convert_repo=ConvertRepository(engine=engine),
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request_repo=ConvertRequestRepository(engine=engine),
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)
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def _quiet_th() -> RiskThresholds:
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"""全阈值推到不可达：本组用例只关心 core_tools 查询口径，不让引擎出单添噪。"""
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big = Decimal("999999999")
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return RiskThresholds(
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large_amount=big, daily_total=big, freq_count=999, probe_window_minutes=5,
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probe_count=999, probe_amount=big, small_amount=Decimal("0.01"), small_count=999,
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concentration_threshold=1.01,
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)
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def _accept_full(engine) -> dict:
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"""受理**全转**（qty = 批次总量 30000）：确认后转出端持仓必然归零（F-12 场景）。"""
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return accept_convert(
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{
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"customer_id": CUST,
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"from_product_id": PROD_T11_OUT,
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"to_product_id": PROD_T11_IN,
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"qty": Decimal("30000"),
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"client_request_id": "T11-REQ-1",
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},
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now=SUBMIT_AT,
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**_t11_services(engine),
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)
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def _confirm(engine, gid: str) -> dict:
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return confirm_one(
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gid,
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now=CONFIRM_AT,
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as_of=T1_DAY,
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core_writer=ConvertCoreRepository(engine=engine),
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thresholds=_quiet_th(),
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**_t11_services(engine),
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)
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def _t11_rows(engine, sql: str, **params) -> list[dict]:
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with engine.connect() as conn:
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return [dict(r) for r in conn.execute(text(sql), params).mappings()]
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def test_confirm_then_sum_amount_counts_once(t1_env):
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"""验收 11（确认段场景）：真实受理→确认落两条同 gid 流水后，sum_amount 只计转出端。"""
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engine = t1_env
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gid = _accept_full(engine)["convert_group_id"]
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res = _confirm(engine, gid)
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assert res["status"] == "confirmed"
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assert res["out_amount"] == "40812.00" # 折算锚点逐字节对账（30000×1.3604，费前）
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assert res["redeem_fee"] == "204.06" # 持有期落 (30,180) 档 0.50% 的证明
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# 同一确认日再落一笔无组普通赎回（无 convert_group_id → 金额全额计入）
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with engine.begin() as conn:
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conn.execute(
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text(
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"INSERT INTO core_trade (trade_id, customer_id, product_id, trade_type, amount,"
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" qty, convert_group_id, trade_status, traded_at) VALUES"
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" ('TRD-T11-PLAIN', :cid, :pid, 'redeem', 100000.0, 80.0, NULL, 'confirmed', :t)"
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),
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{"cid": CUST, "pid": PROD_T11_OUT, "t": CONFIRM_AT},
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)
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repo = CoreReadOnlyRepository(engine=engine)
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out = query_recent_trades(CUST, days=30, core_ro=repo)
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# 明细全量：convert 两条（redeem+subscribe）+ 普通赎回 1 条 —— 一次转换两条是真实的
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assert out["total_count"] == 3
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assert sorted(r["trade_type"] for r in out["items"]) == ["redeem", "redeem", "subscribe"]
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# 汇总只计转出端：40812.00 + 100000 = 140812.00；
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# 转入端 in_amount 若被计入即翻倍（差额恰为一条转入流水）—— 用具体值才区分得开
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assert Decimal(str(out["sum_amount"])) == OUT_AMOUNT + PLAIN_AMOUNT
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# 跨口径一致性（T+1 确认场景）：SQL 侧同日累计与 Tool 汇总一致（流水 traded_at = T+1）
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assert repo.sum_trades_on_date(CUST, T1_DAY) == OUT_AMOUNT + PLAIN_AMOUNT
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def test_confirm_full_transfer_holding_zero_row_excluded(t1_env):
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"""F-12 / R-回归 13（确认段场景）：全转后 `core_holding.qty=0` 行保留但不是持仓。"""
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engine = t1_env
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gid = _accept_full(engine)["convert_group_id"]
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res = _confirm(engine, gid)
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assert res["status"] == "confirmed"
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# 台账留痕行仍在（D 决策：转出归零保留 qty=0 行，不物理删除）——
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# 先证明行存在，后面的「不在持仓结果」断言才有区分度（否则可能是行被删了）
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rows = _t11_rows(
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engine,
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"SELECT qty FROM core_holding WHERE customer_id = :c AND product_id = :p",
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c=CUST, p=PROD_T11_OUT,
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)
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assert len(rows) == 1 and Decimal(str(rows[0]["qty"])) == 0
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repo = CoreReadOnlyRepository(engine=engine)
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# SQL 层（core_ro.list_holdings，`qty > 0` 过滤）：只剩转入端持仓
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listed = repo.list_holdings(CUST)
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assert [r["product_id"] for r in listed] == [PROD_T11_IN]
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assert Decimal(str(listed[0]["qty"])) == Decimal(res["in_qty"]) # 确认段两端持仓同事务落对
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# Tool 层（core_tools.query_holdings）与 SQL 层同口径
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holdings = query_holdings(CUST, core_ro=repo)
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assert holdings["total_count"] == 1
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assert [r["product_id"] for r in holdings["items"]] == [PROD_T11_IN]
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