"""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. **「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` 真库落库后反解的 `events` 长度必须为 2。 **断言分组** 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 from datetime import date, datetime, time, timedelta from decimal import Decimal from pathlib import Path from sqlalchemy import text 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, hold_days, in_qty, lot_amount, lot_fee, plan_lots, ) 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" 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") 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" #: 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"), freq_count=3, probe_window_minutes=5, probe_count=3, probe_amount=Decimal("400000"), small_amount=Decimal("10000"), small_count=3, concentration_threshold=1.01, # 持仓画像不参与（避免 RISK-006 干扰本组断言） ) _passed = 0 _failed = 0 def check(name: str, actual, expected) -> None: global _passed, _failed ok = actual == expected if ok: _passed += 1 else: _failed += 1 flag = "✅" if ok else "❌" 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：生产 `_new_id` 生成 `CNV-<日期>-`， 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): with engine.connect() as conn: return conn.execute(text(sql), params).scalar() def rows(engine, sql: str, **params): with engine.connect() as conn: return [dict(r) for r in conn.execute(text(sql), params).mappings()] # ── 数据准备 / 清理 ───────────────────────────────────────────────── def cleanup(core_engine, agent_engine) -> None: """按 T8M 前缀清理两个库（含幂等重跑前置清理）。""" 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_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%'", {}), # T-16 起确认事务写 core_cash_flow（fk_cf_customer 挡在客户删除前） ("DELETE FROM core_cash_flow WHERE remark LIKE 'convert:%'", {}), ("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: conn.execute( text( "DELETE FROM risk_convert_detail " "WHERE convert_group_id LIKE 'CNV-T8M%' OR client_request_id LIKE 'T8M-%'" ) ) conn.execute( text("DELETE FROM risk_alert WHERE customer_id IN (:c1, :c2)"), {"c1": CUSTOMER, "c2": CUSTOMER_SMALL}, ) conn.execute( 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, 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: 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), ]: conn.execute( text( "INSERT INTO core_product (product_id, product_name, min_risk_code, " "product_type, can_subscribe, can_redeem, subscribe_fee_rate, " "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}, ) for mh, mh_max, rate in FEE_TIERS: conn.execute( text( "INSERT INTO core_fee_rule (product_id, fee_type, min_hold_days, " "max_hold_days, rate) VALUES (:p, 'redeem', :mh, :mh_max, :rate)" ), {"p": PROD_OUT, "mh": mh, "mh_max": mh_max, "rate": rate}, ) # 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, 1.0300, :cat)" ), {"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_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_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 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, OUT_NAV) rate = pick_fee_rate( fee_rules, hold_days(TA_DAY, alloc.confirmed_at), product_id=PROD_OUT ) out_amount += amount redeem_fee += lot_fee(amount, rate) conv = convert_amount(out_amount, redeem_fee) gap = diff_fee(conv, OUT_RATE, IN_RATE, settings.convert_diff_fee_mode) return { "out_amount": out_amount, "redeem_fee": redeem_fee, "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：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, ta_day, submit_at) new_trace(TRACE) 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": Decimal(QTY_ALL), "client_request_id": CID_REQ, }, now=submit_at, id_factory=_t8m_id, **_accept_services(), ) 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) # ── 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"], 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"]) # ── 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（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") 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"]) # ── 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（独立小额客户）不建单、仅 pass 审计") small = accept_convert( { "customer_id": CUSTOMER_SMALL, "from_product_id": PROD_OUT, "to_product_id": PROD_IN, "qty": Decimal("1000"), "client_request_id": "T8M-IDEM-0002", }, now=submit_at, id_factory=_t8m_id, **_accept_services(), ) 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) 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 引擎时机）：{_passed} 项一致 / {_failed} 项不一致") print("=" * 60) return 1 if _failed else 0 if __name__ == "__main__": raise SystemExit(main())