"""T-6 真 MySQL 验证脚本:`convert_core_repository.apply_convert` 实跑 + DoD 断言。 **为什么 sqlite 单测全绿还不够** T-6 的 `core_holding` UPDATE 有两条**只有 MySQL 才成立的语义依赖**, sqlite 单测绿**证明不了**它们: 1. **SET 从左到右求值**(MySQL 特性;sqlite 恒用更新前的值)。 本实现靠它让"成本/市值按**原 qty** 等比例结转、最后再减 qty"两库结果一致; 若 MySQL 语义与预期不符,成本结转会算错(sqlite 侧完全看不出来)。 2. **`(:dq + 0.0)` 语法**(为绕开 sqlite 不转 TEXT 参数的坑)在 MySQL 必须同样合法。 此外真库还能验证 sqlite 测不到的:InnoDB 事务回滚、DECIMAL(18,2/18,4) 精度、 `UNIQUE(customer_id, product_id)` 冲突回退(R-a ②③步)。 用法: python scripts/dev/verify_convert_apply.py # 建隔离数据 → 跑 4 组断言 → 清理 注意: - 用 **T6M 前缀**的隔离数据(客户/产品/批次),跑完全部 DELETE,不碰既有 61 行种子; - 建/清数据走 `role="admin"`(R-e:需 DELETE),事务本身走 `ConvertCoreRepository` 默认的 `role="rw"`(账号未配时回退 `mysql_user`,与 T-0b 一致)。 """ from __future__ import annotations import sys import threading from datetime import date, datetime, time as dtime, timedelta from decimal import ROUND_HALF_UP, Decimal from pathlib import Path from sqlalchemy import event, 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 ( # noqa: E402 ConvertApplyInput, ConvertCoreRepository, LotCharge, ) from app.service.convert.calc import ( # noqa: E402 convert_amount, diff_fee, hold_days, in_qty, lot_amount, lot_fee, plan_lots, ) from app.repository.core_ro import CoreReadOnlyRepository # noqa: E402 from app.service.convert.errors import LotConflict # noqa: E402 from app.service.convert.trading_calendar import previous_biz_day # noqa: E402 from app.service.convert.fee import pick_fee_rate # noqa: E402 from app.service.convert.types import FeeRule, Lot # noqa: E402 from app.utils.db import dispose_engines, get_engine # noqa: E402 CUSTOMER = "CUST-T6M" PROD_OUT = "PROD-T6MO" PROD_IN = "PROD-T6MI" # 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)。 # 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: # TRADE_DATE = 回推 3 个交易日;A1 批次 = −34 自然日(档 [30,180)); # A2 批次 = −3 自然日(档 [0,7));转入批次 confirmed_at = +1 自然日。 TRADE_AT: "datetime | None" = None TRADE_DATE: "date | None" = None _A1_AT: "datetime | None" = None _A2_AT: "datetime | None" = None _IN_CONFIRMED_AT: "datetime | None" = None def _init_dates(admin) -> None: """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)。""" global TRADE_AT, TRADE_DATE, _A1_AT, _A2_AT, _IN_CONFIRMED_AT is_open = CoreReadOnlyRepository(engine=admin).is_open d = date.today() for _ in range(3): d = previous_biz_day(d, is_open) TRADE_DATE = d TRADE_AT = datetime.combine(d, dtime(10, 0)) _A1_AT = datetime.combine(d - timedelta(days=34), dtime(10, 0)) _A2_AT = datetime.combine(d - timedelta(days=3), dtime(10, 0)) _IN_CONFIRMED_AT = datetime.combine(d + timedelta(days=1), dtime(10, 0)) OUT_RATE = Decimal("0.0030") IN_RATE = Decimal("0.0080") IN_NAV = Decimal("0.9500") FEE_TIERS = [ (0, 7, "0.0150"), (7, 30, "0.0100"), (30, 180, "0.0050"), (180, 365, "0.0025"), (365, None, "0.0000"), ] _passed = 0 _failed = 0 def check(name: str, actual, expected) -> None: """逐条断言并打印(与 `verify_convert_seed.py` / `calc_convert_demo.py` 同款输出)。""" 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}")) def dec(value, places: str = "0.01") -> Decimal: """真库读回是 `Decimal`(MySQL DECIMAL)→ 统一量化后比较。""" return Decimal(str(value)).quantize(Decimal(places), rounding=ROUND_HALF_UP) # ── 数据准备 / 清理 ───────────────────────────────────────────────── def seed(engine) -> None: with engine.begin() as conn: conn.execute( text( "INSERT INTO core_customer (customer_id, display_name, open_date) " "VALUES (:c, 'T6真库验证', :d)" ), {"c": CUSTOMER, "d": TRADE_DATE}, ) for pid, name, ptype, rate in [ (PROD_OUT, "T6转出基金", "bond", OUT_RATE), (PROD_IN, "T6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) " "VALUES (:p, :n, 'R2', :t, 1, 1, :r)" ), {"p": pid, "n": name, "t": ptype, "r": str(rate)}, ) 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}, ) 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}, ) for lot_id, qty, nav, confirmed in [ ("LOT-T6M-A1", "100", "1.0300", _A1_AT), ("LOT-T6M-A2", "50", "1.0000", _A2_AT), ]: 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)" ), {"l": lot_id, "c": CUSTOMER, "p": PROD_OUT, "q": qty, "nav": nav, "cat": confirmed}, ) conn.execute( text( "INSERT INTO core_holding (customer_id, product_id, qty, cost_amount, " "market_value, pnl_pct, as_of) VALUES (:c, :p, 150, 150.00, 154.50, 0, :d)" ), {"c": CUSTOMER, "p": PROD_OUT, "d": TRADE_DATE}, ) def cleanup(engine) -> None: """倒序删(子表 → 父表),只删 T6M 前缀数据,不碰既有种子。""" with engine.begin() as conn: for sql, params in [ ("DELETE FROM core_convert_lot_detail WHERE convert_group_id LIKE 'CNV-T6M%'", {}), # T-16:资金流是确认事务的新写入点,且 fk_cf_customer 挡在客户删除前, # 必须在 core_customer 之前清掉(remark 带 convert_group_id 可精准定位) ("DELETE FROM core_cash_flow WHERE remark LIKE 'convert:%'", {}), ("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_fee_rule WHERE product_id LIKE 'PROD-T6M%'", {}), ("DELETE FROM core_product_nav WHERE product_id LIKE 'PROD-T6M%'", {}), ("DELETE FROM core_product WHERE product_id LIKE 'PROD-T6M%'", {}), ("DELETE FROM core_customer WHERE customer_id = :c", {"c": CUSTOMER}), ]: conn.execute(text(sql), params) # ── 折算(全部走生产纯函数)──────────────────────────────────────────── def build_input(engine, group_id: str, requested: str, in_lot_id: str = "LOT-T6M-IN") -> ConvertApplyInput: with engine.connect() as conn: lot_rows = [ Lot.from_row(r) for r in conn.execute( text( "SELECT * FROM core_share_lot WHERE customer_id = :c AND product_id = :p " "ORDER BY confirmed_at ASC, lot_id ASC" ), {"c": CUSTOMER, "p": PROD_OUT}, ).mappings() ] rules = [ FeeRule.from_row(r) for r in conn.execute( text( "SELECT * FROM core_fee_rule WHERE product_id = :p AND fee_type = 'redeem' " "ORDER BY min_hold_days ASC" ), {"p": PROD_OUT}, ).mappings() ] plan = plan_lots(lot_rows, Decimal(requested)) charges = [] for alloc in plan.allocations: days = hold_days(TRADE_DATE, alloc.confirmed_at) rate = pick_fee_rate(rules, days, product_id=PROD_OUT) amount = lot_amount(alloc.qty, alloc.nav) charges.append( LotCharge( lot_id=alloc.lot_id, qty=alloc.qty, hold_days=days, amount=amount, fee_rate=rate, fee_amount=lot_fee(amount, rate), nav=alloc.nav, nav_date=TRADE_DATE, ) ) out_amount = sum((c.amount for c in charges), Decimal("0")) conv = convert_amount(out_amount, sum((c.fee_amount for c in charges), Decimal("0"))) in_amount = conv - diff_fee(conv, OUT_RATE, IN_RATE, "amount_diff") return ConvertApplyInput( convert_group_id=group_id, out_trade_id=f"{group_id}-OUT", in_trade_id=f"{group_id}-IN", customer_id=CUSTOMER, from_product_id=PROD_OUT, to_product_id=PROD_IN, traded_at=TRADE_AT, out_qty=plan.actual_qty, out_amount=out_amount, in_qty=in_qty(in_amount, IN_NAV), in_amount=in_amount, in_nav=IN_NAV, in_nav_date=TRADE_DATE, in_lot_id=in_lot_id, in_confirmed_at=_IN_CONFIRMED_AT, charges=tuple(charges), ) def q1(engine, sql: str, **params): with engine.connect() as conn: return conn.execute(text(sql), params).scalar() def main() -> int: admin = get_engine(settings.mysql_core_database, "admin") _init_dates(admin) repo = ConvertCoreRepository() # 真实路径:role="rw"(账号未配时回退 mysql_user) try: cleanup(admin) seed(admin) # ── A. 正常路径(含 MySQL 专属语义:SET 顺序 + (:x + 0.0))──────── print("\n【A】正常路径:2 流水 + 2 明细 + 两端持仓") req = build_input(admin, "CNV-T6M-1", "120") repo.apply_convert(req) check("流水条数", q1(admin, "SELECT COUNT(*) FROM core_trade WHERE convert_group_id = 'CNV-T6M-1'"), 2) check( "R-b trade_type", sorted(r[0] for r in _rows(admin, "SELECT trade_type FROM core_trade WHERE convert_group_id = 'CNV-T6M-1'")), ["redeem", "subscribe"], ) check("LOT-A1 扣满归零", dec(q1(admin, "SELECT remain_qty FROM core_share_lot WHERE lot_id = 'LOT-T6M-A1'")), Decimal("0.00")) check("LOT-A2 剩 30", dec(q1(admin, "SELECT remain_qty FROM core_share_lot WHERE lot_id = 'LOT-T6M-A2'")), Decimal("30.00")) check("转入新批次份额", dec(q1(admin, "SELECT remain_qty FROM core_share_lot WHERE lot_id = 'LOT-T6M-IN'")), dec(req.in_qty)) check("明细条数", q1(admin, "SELECT COUNT(*) FROM core_convert_lot_detail WHERE convert_group_id = 'CNV-T6M-1'"), 2) check( "转出端 qty", dec(q1(admin, "SELECT qty FROM core_holding WHERE customer_id = :c AND product_id = :p", c=CUSTOMER, p=PROD_OUT)), Decimal("30.00"), ) # ★ MySQL SET 从左到右语义的验证点:成本按**原 qty** 等比例结转 check( "转出端 cost(等比例结转)", dec(q1(admin, "SELECT cost_amount FROM core_holding WHERE customer_id = :c AND product_id = :p", c=CUSTOMER, p=PROD_OUT)), Decimal("30.00"), ) check( "转出端 pnl_pct", dec(q1(admin, "SELECT pnl_pct FROM core_holding WHERE customer_id = :c AND product_id = :p", c=CUSTOMER, p=PROD_OUT), "0.0001"), Decimal("0.0300"), ) check( "转入端 qty", dec(q1(admin, "SELECT qty FROM core_holding WHERE customer_id = :c AND product_id = :p", c=CUSTOMER, p=PROD_IN)), dec(req.in_qty), ) check( "转入端 cost", dec(q1(admin, "SELECT cost_amount FROM core_holding WHERE customer_id = :c AND product_id = :p", c=CUSTOMER, p=PROD_IN)), dec(req.in_amount), ) # ── A2. 资金流中转(T-16 / R-11 / D29 · 真库侧)─────────────── print("\n【A2】core_cash_flow 恰 2 条:out/redeem + in/subscribe,金额与流水一致") check("资金流条数", q1(admin, "SELECT COUNT(*) FROM core_cash_flow WHERE remark = 'convert:CNV-T6M-1'"), 2) check( "R-11 flow 组合", sorted((r[0], r[1]) for r in _rows( admin, "SELECT flow_type, flow_subtype FROM core_cash_flow WHERE remark = 'convert:CNV-T6M-1'", )), [("in", "subscribe"), ("out", "redeem")], ) check( "转出端金额 = 流水费前金额", dec(q1(admin, "SELECT amount FROM core_cash_flow WHERE remark = 'convert:CNV-T6M-1' AND flow_subtype = 'redeem'")), dec(req.out_amount), ) check( "转入端金额 = 流水净转入金额", dec(q1(admin, "SELECT amount FROM core_cash_flow WHERE remark = 'convert:CNV-T6M-1' AND flow_subtype = 'subscribe'")), dec(req.in_amount), ) check( "金额与 core_trade 逐条一致(对账)", sorted(dec(r[0]) for r in _rows( admin, "SELECT amount FROM core_cash_flow WHERE remark = 'convert:CNV-T6M-1'", )), sorted(dec(r[0]) for r in _rows( admin, "SELECT amount FROM core_trade WHERE convert_group_id = 'CNV-T6M-1'", )), ) # ── B. 冲突路径(真实 InnoDB 事务回滚)──────────────────────── print("\n【B】冲突路径:remain_qty 不足 → LotConflict + 无残留") conflict = build_input(admin, "CNV-T6M-2", "30") conflict = ConvertApplyInput( **{ **conflict.__dict__, "charges": tuple( LotCharge( lot_id=c.lot_id, qty=Decimal("999"), hold_days=c.hold_days, amount=c.amount, fee_rate=c.fee_rate, fee_amount=c.fee_amount, nav=c.nav, nav_date=c.nav_date, ) for c in conflict.charges ), } ) raised = None try: repo.apply_convert(conflict) except LotConflict as exc: raised = exc.status_code check("抛 LotConflict(409)", raised, 409) check("冲突后无流水残留", q1(admin, "SELECT COUNT(*) FROM core_trade WHERE convert_group_id = 'CNV-T6M-2'"), 0) check("冲突后无明细残留", q1(admin, "SELECT COUNT(*) FROM core_convert_lot_detail WHERE convert_group_id = 'CNV-T6M-2'"), 0) check("冲突后资金流也零残留(T-16:写入点在同一事务内)", q1(admin, "SELECT COUNT(*) FROM core_cash_flow WHERE remark = 'convert:CNV-T6M-2'"), 0) check("批次未被误扣", dec(q1(admin, "SELECT remain_qty FROM core_share_lot WHERE lot_id = 'LOT-T6M-A2'")), Decimal("30.00")) # ── C. 转入端再次转换:增量累加(非覆盖)─────────────────────── print("\n【C】第二笔转换:转出端归零保留行 + 转入端累加") before_in = dec(q1(admin, "SELECT qty FROM core_holding WHERE customer_id = :c AND product_id = :p", c=CUSTOMER, p=PROD_IN)) second = build_input(admin, "CNV-T6M-3", "30", in_lot_id="LOT-T6M-IN2") repo.apply_convert(second) check( "转出端归零保留行", dec(q1(admin, "SELECT qty FROM core_holding WHERE customer_id = :c AND product_id = :p", c=CUSTOMER, p=PROD_OUT)), Decimal("0.00"), ) check( "转入端 qty 累加", dec(q1(admin, "SELECT qty FROM core_holding WHERE customer_id = :c AND product_id = :p", c=CUSTOMER, p=PROD_IN)), dec(before_in + second.in_qty), ) check( "转入端只有一行", q1(admin, "SELECT COUNT(*) FROM core_holding WHERE customer_id = :c AND product_id = :p", c=CUSTOMER, p=PROD_IN), 1, ) # ── D. R-a 前提:真库约束是否真的存在(回退分支依赖它们)────────── print("\n【D】R-a 依赖的约束在真库是否存在") check( "core_holding 有 UNIQUE(customer_id, product_id)", q1( admin, # information_schema.statistics 按「索引×列」各一行, # 复合唯一索引会有 2 行 → 用 DISTINCT index_name 计数 "SELECT COUNT(DISTINCT index_name) FROM information_schema.statistics " "WHERE table_schema = :db AND table_name = 'core_holding' " "AND index_name = 'uk_cust_product' AND non_unique = 0", db=settings.mysql_core_database, ), 1, ) check( "core_trade 有 idx_convert_group(T-7 重试判定依赖)", q1( admin, "SELECT COUNT(*) FROM information_schema.statistics " "WHERE table_schema = :db AND table_name = 'core_trade' " "AND index_name = 'idx_convert_group'", db=settings.mysql_core_database, ), 1, ) # ── E. 真并发两笔首次转入同一产品(gap lock / 死锁下的终态正确性)── print("\n【E】真并发:两笔同时首次转入同一产品 → 终态只有一行、失败笔无残留") cleanup(admin) seed(admin) with admin.begin() as conn: # 批次加到 200 份,让两笔都"理论可扣",把冲突点逼到持仓首次建行 conn.execute( text("UPDATE core_share_lot SET qty = 200, remain_qty = 200 WHERE lot_id = 'LOT-T6M-A1'"), ) conn.execute( text("UPDATE core_holding SET qty = 200, cost_amount = 200 WHERE product_id = :p"), {"p": PROD_OUT}, ) first_a = build_input(admin, "CNV-T6M-5", "100", in_lot_id="LOT-T6M-IN5") first_b = build_input(admin, "CNV-T6M-6", "100", in_lot_id="LOT-T6M-IN6") # 会话级锁等待超时:真并发撞 gap lock 时快速失败,不等默认 50s core_engine = get_engine(settings.mysql_core_database, "rw") def _set_lock_timeout(dbapi_conn, _rec): # noqa: ANN001 dbapi_conn.cursor().execute("SET SESSION innodb_lock_wait_timeout = 3") event.listen(core_engine, "connect", _set_lock_timeout) results: dict[str, str | None] = {} def _run(gid: str, req: ConvertApplyInput) -> None: try: ConvertCoreRepository().apply_convert(req) results[gid] = None except Exception as exc: # noqa: BLE001 results[gid] = f"{type(exc).__name__}" threads = [ threading.Thread(target=_run, args=("CNV-T6M-5", first_a)), threading.Thread(target=_run, args=("CNV-T6M-6", first_b)), ] for t in threads: t.start() for t in threads: t.join() ok_groups = [g for g, err in results.items() if err is None] print(f" 并发结果:{ {g: (e or '成功') for g, e in results.items()} }") check( "转入端只有一行(无论成败)", q1(admin, "SELECT COUNT(*) FROM core_holding WHERE customer_id = :c AND product_id = :p", c=CUSTOMER, p=PROD_IN), 1, ) if ok_groups: check( f"qty = 成功笔数 × 单笔份额(成功 {len(ok_groups)} 笔)", dec(q1(admin, "SELECT qty FROM core_holding WHERE customer_id = :c AND product_id = :p", c=CUSTOMER, p=PROD_IN)), dec(first_a.in_qty * len(ok_groups)), ) for gid, err in results.items(): if err is None: check(f"{gid} 成功 → 落 2 条流水", q1(admin, "SELECT COUNT(*) FROM core_trade WHERE convert_group_id = :g", g=gid), 2) else: check(f"{gid} 失败({err}) → 流水无残留", q1(admin, "SELECT COUNT(*) FROM core_trade WHERE convert_group_id = :g", g=gid), 0) finally: cleanup(admin) dispose_engines() print(f"\n{'=' * 60}") print(f"真库验证:{_passed} 项一致 / {_failed} 项不一致") return 1 if _failed else 0 def _rows(engine, sql: str, **params): with engine.connect() as conn: return conn.execute(text(sql), params).fetchall() if __name__ == "__main__": sys.exit(main())