GaoYiYuan_0626
c5182f1910
T-0 / T-0b（门禁 · 2026-09-10） - T-0：sqlite 与 MySQL 结构对齐 —— core_holding 统一为 qty/cost_amount/as_of/pnl_pct + PK + UNIQUE(customer_id, product_id)；补 core_product_nav；新增建库自校验 _assert_ddl_aligned()（R-g）；test_db.py 增 3 条门禁用例（含反向验证门禁失效） - T-0b：DB 账号分离（D20）—— 新增 scripts/core/00-grant.sql（三账号逐表授权）； settings.py 增 3 组账号；db.py 改 get_engine(db, role)，缓存键改为 (库名, 角色)， 账号未配置回退单账号；core_ro→ro / gateway_repository→rw / risk·session_repository→rw； tests/conftest.py 四处显式 role="admin"（R-e） T-1（数据层） - scripts/core/01-ddl.sql：新建 core_fee_rule / core_share_lot / core_convert_lot_detail； core_trade 加 convert_group_id + idx_convert_group；core_product 加 8 列 + fee_rate 补 COMMENT - 新增 07-seed-fee-rule.sql（赎回费 5 档 × 14 产品，按 22 号文 §10）/ 08-seed-share-lot.sql （58 行持仓 → 61 行批次，Σ remain_qty 恒等于 qty）/ 09-seed-org.sql（管理人 + TA + 申购费率 + 最低持有余额，v1.1 按「管理人全产品线」重排） - reset.ps1 追加 07/08/09；02-mysql-agent专用.sql 追加 risk_convert_detail - tests/_ddl.py 同步 4 表 + 新增 REQUIRED_CONVERT_TABLES 建库门禁 - 新增 scripts/dev/verify_convert_seed.py（pymysql 等价 reset 流程 + 8 条 DoD 断言， 含断言 ⑧「费率档 ↔ product_type 匹配」，越档即 FAIL） T-2 / T-2b（纯函数包 + 示例实算回填） - 新增 app/service/convert/ 7 文件：__init__ / types / calc / fee / nav / lot_bootstrap / errors （纯函数，不查库、不碰 SQL；所有量化显式 ROUND_HALF_UP；lot_bootstrap 用 zlib.crc32 保证 D18 跨进程同源） - 新增 tests/test_convert_calc.py 93 用例（12 类：HALF_UP 反向自证 / 分档边界 / FIFO 含同 confirmed_at 兜底 / 双口径 / 强制全转与强制赎回 / PRD §5.3 全链自证 / 纯函数零 IO 依赖断言） - 重写 scripts/dev/calc_convert_demo.py：去掉脚本内公式副本，改为调用生产 calc.py， 末尾与 PRD §5.3 逐项比对（不一致即退出码 1），兼作一致性门禁 验证 - pytest 609 passed / 3 skipped（516 → +93，零回归） - verify_convert_seed.py 8/8 PASS；calc_convert_demo.py 15/15 与 PRD §5.3 一致 文档：PRD v0.9.1（费率分类修正）· 架构 §7 签名回填 / §8.3 错误码注 / §15 T-2 完成 · 开发计划 §1.5 新增 R-h + §4.2·§4.3 执行记录 · AGENTS.md · docs/memory
620 lines
29 KiB
Python
620 lines
29 KiB
Python
"""T-2 基金转换纯函数单测（开发计划 §4.2 DoD）。
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覆盖 12 类：
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1. **精度**：全部量化点必须 `ROUND_HALF_UP`（`Decimal` 默认是 `ROUND_HALF_EVEN`，
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架构风险 #3 —— `.5` 边界处两种舍入结果不同，必须命中 HALF_UP 那一侧）；
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2. **分档边界**：`6/7/29/30/179/180/364/365`（左闭右开，满 7 日归 7–30 档）；
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3. **FIFO**：主序 `confirmed_at`、同 `confirmed_at` 以 `lot_id` 兜底（评审 S1）；
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4. **跨批次计费**：逐批先舍入后求和（PRD §5.3 主示例 154.50 + 309.00）；
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5. **补差费双口径**：B `252.40` / A `253.91`（同输入，差约 0.6%）；同费率归零；
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6. **最低持有处置**：`force_transfer` / `force_redeem` 双动作、
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**恰好等于阈值不触发**、**零剩余不触发**（实现级裁定）；
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7. **全链自证**：PRD §5.3 主示例每个数字逐项复算（含 `rounding_diff = -0.0026`）；
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8. **持有期**：不含申请日、T+1 起算少 1 天；
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9. **净值**：无净值 → 503；过期 → 只标 `nav_stale` 不阻断；
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10. **批次补建**：D18 确定性（`crc32` 而非内置 `hash()`）；
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11. **错误码映射**：§8.3 全表；
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12. **纯函数约束**：convert 包源码零仓储/引擎/配置依赖（DoD 第 3 条，
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从"人工 grep"升级为断言）。
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本文件**不依赖 DB、不依赖 conftest 夹具**——纯函数包的全部输入由测试自建。
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"""
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from __future__ import annotations
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import re
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import zlib
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from datetime import date, datetime, time, timedelta
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from decimal import Decimal
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from pathlib import Path
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import pytest
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from app.service.convert import calc, fee, lot_bootstrap, nav
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from app.service.convert.errors import (
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BelowMinQty,
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ConvertError,
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CrossEntityNotSupported,
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FeeRuleMissing,
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IdempotencyUnavailable,
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InsufficientShares,
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LotConflict,
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NavNotReady,
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ProductNotRedeemable,
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ProductNotSubscribable,
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SameProduct,
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TooManyLots,
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)
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from app.service.convert.types import FeeRule, Lot
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# ── 公共夹具数据 ─────────────────────────────────────────────────────
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#: 与 PRD §5.3 示例同一交易日（也是 `06-seed-nav.sql` 的净值日期）。
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TRADE_DATE = date(2026, 9, 4)
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#: PRD §4.3 / 07-seed-fee-rule.sql 的五档赎回费（22 号文 §10 下限）。
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RULES = [
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FeeRule(min_hold_days=0, max_hold_days=7, rate=Decimal("0.0150")),
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FeeRule(min_hold_days=7, max_hold_days=30, rate=Decimal("0.0100")),
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FeeRule(min_hold_days=30, max_hold_days=180, rate=Decimal("0.0050")),
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FeeRule(min_hold_days=180, max_hold_days=365, rate=Decimal("0.0025")),
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FeeRule(min_hold_days=365, max_hold_days=None, rate=Decimal("0.0000")),
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]
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#: 主示例两端申购费率（09-seed-org.sql：110022 债基 0.0030 → 003095 主动偏股 0.0080）。
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OUT_SUB_RATE = Decimal("0.0030")
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IN_SUB_RATE = Decimal("0.0080")
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def _lot(lot_id: str, hold_days: int, qty: str, nav: str = "1.0300") -> Lot:
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"""构造 `hold_days` 天前确认的批次（交易日固定为 TRADE_DATE）。"""
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confirmed = datetime.combine(TRADE_DATE - timedelta(days=hold_days), time(10, 0, 0))
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return Lot(
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lot_id=lot_id,
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confirmed_at=confirmed,
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remain_qty=Decimal(qty),
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nav=Decimal(nav),
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qty=Decimal(qty),
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)
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def _fee_of(lot_allocation, hold_days: int) -> Decimal:
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"""按 `plan_lots` 的分配结果算单批金额与赎回费。"""
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amount = calc.lot_amount(lot_allocation.qty, lot_allocation.nav)
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return calc.lot_fee(amount, fee.pick_fee_rate(RULES, hold_days))
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# ── 1. 精度：HALF_UP 而非 HALF_EVEN ─────────────────────────────────
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class TestRounding:
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"""所有量化点显式 `ROUND_HALF_UP`（架构风险 #3）。"""
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def test_round2_half_up_away_from_zero(self):
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# Decimal 默认 ROUND_HALF_EVEN 会得到 0.00（偶数侧）；HALF_UP 必须是 0.01
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assert calc.round2(Decimal("0.005")) == Decimal("0.01")
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assert calc.round2(Decimal("0.015")) == Decimal("0.02")
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def test_default_context_differs_from_half_up(self):
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"""反向自证：若实现漏传 rounding，本用例会红。"""
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from decimal import ROUND_HALF_EVEN
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banker = Decimal("0.005").quantize(Decimal("0.01"), rounding=ROUND_HALF_EVEN)
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assert banker == Decimal("0.00")
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assert calc.round2(Decimal("0.005")) != banker
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def test_lot_amount_2_places_half_up(self):
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# 0.5 份 × 1.0001 = 0.50005 → 0.50；1.5 份 × 0.0001 之类极小值也要能舍
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assert calc.lot_amount(Decimal("1.5"), Decimal("0.0034")) == Decimal("0.01")
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assert calc.lot_amount(Decimal("30000.0000"), Decimal("1.0300")) == Decimal("30900.00")
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def test_lot_fee_2_places_half_up(self):
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assert calc.lot_fee(Decimal("30900.00"), Decimal("0.0050")) == Decimal("154.50")
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assert calc.lot_fee(Decimal("20600.00"), Decimal("0.0150")) == Decimal("309.00")
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def test_in_qty_2_places_half_up_not_floor(self):
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# v1.0 勘误：份额是 2 位四舍五入，不是 4 位向下取整
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# 50784.10 / 0.95 = 53456.9473... → 53456.95（向下取整会得 53456.94）
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assert calc.in_qty(Decimal("50784.10"), Decimal("0.9500")) == Decimal("53456.95")
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def test_in_qty_rejects_non_positive_nav(self):
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with pytest.raises(ValueError):
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calc.in_qty(Decimal("100"), Decimal("0"))
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def test_rounding_diff_negative_means_client_gains(self):
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# 理论 53456.9474 − 实得 53456.95 = -0.0026（负 = 客户多得）
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diff = calc.rounding_diff(Decimal("50784.10"), Decimal("0.9500"), Decimal("53456.95"))
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assert diff == Decimal("-0.0026")
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# ── 2. 费率分档边界 ─────────────────────────────────────────────────
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class TestFeeBands:
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"""左闭右开 `[min, max)`；满 7 日归 7–30 档（PRD §12 I-2）。"""
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@pytest.mark.parametrize(
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("hold_days", "expected"),
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[
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(0, "0.0150"),
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(6, "0.0150"), # < 7 日
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(7, "0.0100"), # 满 7 日 → 进 7–30 档
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(29, "0.0100"),
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(30, "0.0050"), # 满 30 日 → 进 30–180 档
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(179, "0.0050"),
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(180, "0.0025"),
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(364, "0.0025"),
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(365, "0.0000"),
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(1000, "0.0000"), # max_hold_days = NULL 表示无上限
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],
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)
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def test_band_boundaries(self, hold_days, expected):
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assert fee.pick_fee_rate(RULES, hold_days) == Decimal(expected)
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def test_missing_rule_raises_instead_of_zero(self):
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# 无命中绝不能静默按 0 收费（少收赎回费且不留痕）
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with pytest.raises(FeeRuleMissing) as exc:
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fee.pick_fee_rate([FeeRule(365, None, Decimal("0.0000"))], 3)
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assert exc.value.error_code == "FEE_RULE_MISSING"
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assert exc.value.status_code == 500
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def test_subscribe_rules_are_ignored(self):
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"""`fee_type='subscribe'` 本期不启用，混入规则表也不得被选中。"""
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rules = [
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FeeRule(0, 7, Decimal("0.8000"), fee_type="subscribe"),
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FeeRule(0, 7, Decimal("0.0150"), fee_type="redeem"),
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]
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assert fee.pick_fee_rate(rules, 3) == Decimal("0.0150")
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def test_overlapping_bands_take_most_specific(self):
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"""区间误配重叠时取 `min_hold_days` 最大者，避免"取到哪档看运气"。"""
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rules = [
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FeeRule(0, 365, Decimal("0.0050")),
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FeeRule(30, 180, Decimal("0.0025")),
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]
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# 排序后被 max(min_hold_days) 选中，与传入顺序无关
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assert fee.pick_fee_rate(rules, 100) == Decimal("0.0025")
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assert fee.pick_fee_rate(list(reversed(rules)), 100) == Decimal("0.0025")
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# ── 3. FIFO 排序与分配 ───────────────────────────────────────────────
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class TestFifoPlan:
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def test_allocates_oldest_lot_first(self):
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lots = [_lot("LOT-B", 3, "20000.0000"), _lot("LOT-A", 100, "30000.0000")]
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plan = calc.plan_lots(lots, Decimal("40000"))
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assert [a.lot_id for a in plan.allocations] == ["LOT-A", "LOT-B"]
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assert plan.allocations[0].qty == Decimal("30000.0000")
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assert plan.allocations[1].qty == Decimal("10000.0000")
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def test_same_confirmed_at_tiebreak_by_lot_id(self):
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"""同一注册日多批次顺序不可由存储引擎决定（评审 S1）。"""
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same = datetime.combine(TRADE_DATE - timedelta(days=10), time(10, 0, 0))
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lots = [
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Lot("LOT-Z", same, Decimal("100.0000"), Decimal("1.0000")),
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Lot("LOT-A", same, Decimal("100.0000"), Decimal("1.0000")),
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]
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plan = calc.plan_lots(lots, Decimal("150"))
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assert [a.lot_id for a in plan.allocations] == ["LOT-A", "LOT-Z"]
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def test_ignores_zero_remain_qty_lots(self):
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lots = [
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_lot("LOT-USED", 100, "1000.0000"),
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_lot("LOT-FRESH", 3, "500.0000"),
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]
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lots[0] = Lot(
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lots[0].lot_id, lots[0].confirmed_at, Decimal("0.0000"), lots[0].nav
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)
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plan = calc.plan_lots(lots, Decimal("500"))
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assert [a.lot_id for a in plan.allocations] == ["LOT-FRESH"]
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def test_insufficient_shares(self):
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lots = [_lot("LOT-A", 100, "1000.0000")]
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with pytest.raises(InsufficientShares) as exc:
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calc.plan_lots(lots, Decimal("1000.0001"))
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assert exc.value.error_code == "INSUFFICIENT_SHARES"
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def test_requested_must_be_positive(self):
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with pytest.raises(ValueError):
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calc.plan_lots([_lot("LOT-A", 100, "1000")], Decimal("0"))
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def test_batch_count_equals_allocations_len(self):
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lots = [_lot(f"LOT-{i}", 100 - i, "1000.0000") for i in range(3)]
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plan = calc.plan_lots(lots, Decimal("2500"))
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assert plan.batch_count == len(plan.allocations) == 3
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def test_available_qty_uses_remain_qty(self):
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"""份额足够判据以 `Σ remain_qty` 为准，不用 `core_holding.qty`（PRD §12）。"""
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lots = [_lot("LOT-A", 100, "1000.0000")]
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lots[0] = Lot(
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lots[0].lot_id,
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lots[0].confirmed_at,
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Decimal("300.0000"),
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lots[0].nav,
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qty=Decimal("1000.0000"), # 原始份额更大，但已扣减
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)
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plan = calc.plan_lots(lots, Decimal("300"))
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assert plan.available_qty == Decimal("300.0000")
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# ── 4. 最低持有余额处置 ──────────────────────────────────────────────
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class TestMinHoldAction:
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"""触发条件严格为「余额 < 阈值」（非 ≤）；PRD §12 I-4。"""
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def test_below_threshold_forces_full_transfer(self):
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lots = [_lot("LOT-A", 100, "6000.0000")]
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plan = calc.plan_lots(
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lots, Decimal("5500"), Decimal("1000"), "force_transfer"
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)
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assert plan.forced_full_transfer is True
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assert plan.action == "force_transfer"
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assert plan.actual_qty == Decimal("6000.0000") # 全转，客户指令被改变
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assert plan.requested_qty == Decimal("5500")
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def test_below_threshold_force_redeem_action(self):
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lots = [_lot("LOT-A", 100, "6000.0000")]
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plan = calc.plan_lots(lots, Decimal("5500"), Decimal("1000"), "force_redeem")
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assert plan.action == "force_redeem"
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assert plan.actual_qty == Decimal("6000.0000")
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def test_leftover_equal_threshold_not_triggered(self):
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"""PRD 审查例：持 6000、申请 5000、阈值 1000 → 余额恰好 1000 → 不触发。"""
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lots = [_lot("LOT-A", 100, "6000.0000")]
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plan = calc.plan_lots(lots, Decimal("5000"), Decimal("1000"), "force_transfer")
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assert plan.forced_full_transfer is False
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assert plan.action == "transfer"
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assert plan.actual_qty == Decimal("5000")
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def test_zero_leftover_not_forced(self):
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"""实现级裁定：客户本就是清仓（余额 = 0）不得被标记为"强制"。
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否则响应里的 `forced_full_transfer=True` 会被前端当成
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"你的指令被系统改了"，而实际转出份额与申请完全一致。
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"""
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lots = [_lot("LOT-A", 100, "6000.0000")]
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plan = calc.plan_lots(lots, Decimal("6000"), Decimal("1000"), "force_transfer")
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assert plan.forced_full_transfer is False
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assert plan.actual_qty == plan.requested_qty == Decimal("6000.0000")
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def test_zero_threshold_disables_check(self):
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lots = [_lot("LOT-A", 100, "6000.0000")]
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plan = calc.plan_lots(lots, Decimal("5000"), Decimal("0"), "force_transfer")
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assert plan.forced_full_transfer is False
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def test_unknown_action_rejected(self):
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lots = [_lot("LOT-A", 100, "6000.0000")]
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with pytest.raises(ValueError):
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calc.plan_lots(lots, Decimal("5500"), Decimal("1000"), "force_dance")
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# ── 5. 补差费双口径 ─────────────────────────────────────────────────
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class TestDiffFee:
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CONV = Decimal("51036.50")
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def test_amount_diff_is_default_and_matches_prd(self):
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# 405.05（转入端 0.8% 价外费）− 152.65（转出端 0.3% 价外费）
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assert calc.diff_fee(self.CONV, OUT_SUB_RATE, IN_SUB_RATE) == Decimal("252.40")
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assert calc.diff_fee(
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self.CONV, OUT_SUB_RATE, IN_SUB_RATE, "amount_diff"
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) == Decimal("252.40")
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def test_rate_diff_matches_prd(self):
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assert calc.diff_fee(
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self.CONV, OUT_SUB_RATE, IN_SUB_RATE, "rate_diff"
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) == Decimal("253.91")
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def test_two_modes_actually_differ(self):
|
||
"""两口径差约 0.6% —— 必须显式选口径，不可混用（PRD §2.1.1 / Q9）。"""
|
||
b = calc.diff_fee(self.CONV, OUT_SUB_RATE, IN_SUB_RATE, "amount_diff")
|
||
a = calc.diff_fee(self.CONV, OUT_SUB_RATE, IN_SUB_RATE, "rate_diff")
|
||
assert a != b
|
||
|
||
@pytest.mark.parametrize("mode", ["amount_diff", "rate_diff"])
|
||
def test_zero_when_in_rate_not_higher(self, mode):
|
||
assert calc.diff_fee(self.CONV, IN_SUB_RATE, OUT_SUB_RATE, mode) == Decimal("0.00")
|
||
assert calc.diff_fee(self.CONV, OUT_SUB_RATE, OUT_SUB_RATE, mode) == Decimal("0.00")
|
||
|
||
def test_zero_rate_inbound_gives_zero(self):
|
||
"""转入端为货基（申购费 0）→ 不补差。"""
|
||
assert calc.diff_fee(self.CONV, OUT_SUB_RATE, Decimal("0"), "amount_diff") == Decimal("0.00")
|
||
|
||
def test_invalid_mode_rejected(self):
|
||
with pytest.raises(ValueError):
|
||
calc.diff_fee(self.CONV, OUT_SUB_RATE, IN_SUB_RATE, "whatever")
|
||
|
||
|
||
# ── 6. 全链自证（PRD §5.3 逐行） ─────────────────────────────────────
|
||
class TestPrdMainExample:
|
||
"""主示例每个派生值都由本块数据算出（v0.9.1 · 脚本实算回填）。"""
|
||
|
||
@pytest.fixture
|
||
def chain(self):
|
||
lots = [_lot("LOT-A", 100, "30000.0000"), _lot("LOT-B", 3, "20000.0000")]
|
||
plan = calc.plan_lots(lots, Decimal("50000"))
|
||
out_amount = sum(
|
||
(calc.lot_amount(a.qty, a.nav) for a in plan.allocations), Decimal("0")
|
||
)
|
||
redeem_fee = sum(
|
||
(
|
||
_fee_of(a, calc.hold_days(TRADE_DATE, a.confirmed_at))
|
||
for a in plan.allocations
|
||
),
|
||
Decimal("0"),
|
||
)
|
||
return plan, out_amount, redeem_fee
|
||
|
||
def test_per_lot_breakdown(self, chain):
|
||
plan, _, _ = chain
|
||
assert [a.qty for a in plan.allocations] == [
|
||
Decimal("30000.0000"),
|
||
Decimal("20000.0000"),
|
||
]
|
||
assert calc.hold_days(TRADE_DATE, plan.allocations[0].confirmed_at) == 100
|
||
assert calc.hold_days(TRADE_DATE, plan.allocations[1].confirmed_at) == 3
|
||
assert _fee_of(plan.allocations[0], 100) == Decimal("154.50")
|
||
assert _fee_of(plan.allocations[1], 3) == Decimal("309.00")
|
||
|
||
def test_amounts_chain(self, chain):
|
||
plan, out_amount, redeem_fee = chain
|
||
assert out_amount == Decimal("51500.00")
|
||
assert redeem_fee == Decimal("463.50") # 逐批舍入后求和
|
||
conv = calc.convert_amount(out_amount, redeem_fee)
|
||
assert conv == Decimal("51036.50")
|
||
|
||
diff_b = calc.diff_fee(conv, OUT_SUB_RATE, IN_SUB_RATE, "amount_diff")
|
||
assert diff_b == Decimal("252.40")
|
||
in_amount = calc.convert_amount(conv, diff_b)
|
||
assert in_amount == Decimal("50784.10")
|
||
assert calc.in_qty(in_amount, Decimal("0.9500")) == Decimal("53456.95")
|
||
assert (
|
||
calc.rounding_diff(in_amount, Decimal("0.9500"), Decimal("53456.95"))
|
||
== Decimal("-0.0026")
|
||
)
|
||
|
||
def test_three_amount_fields_are_distinct(self, chain):
|
||
"""`out_amount` / `convert_amount` / `in_amount` 三者不可混用（PRD M-4）。"""
|
||
_, out_amount, redeem_fee = chain
|
||
conv = calc.convert_amount(out_amount, redeem_fee)
|
||
in_amount = calc.convert_amount(conv, Decimal("252.40"))
|
||
assert out_amount != conv != in_amount
|
||
assert out_amount == Decimal("51500.00")
|
||
assert conv == Decimal("51036.50")
|
||
assert in_amount == Decimal("50784.10")
|
||
|
||
def test_same_rate_control_group(self, chain):
|
||
"""同费率对照（110022 0.0030 → 510300 0.0030）：补差 0，份额 53722.63。"""
|
||
_, out_amount, redeem_fee = chain
|
||
conv = calc.convert_amount(out_amount, redeem_fee)
|
||
diff = calc.diff_fee(conv, OUT_SUB_RATE, OUT_SUB_RATE, "amount_diff")
|
||
assert diff == Decimal("0.00")
|
||
in_amount = calc.convert_amount(conv, diff)
|
||
assert in_amount == conv == Decimal("51036.50")
|
||
assert calc.in_qty(in_amount, Decimal("0.9500")) == Decimal("53722.63")
|
||
|
||
|
||
# ── 7. 持有期 ───────────────────────────────────────────────────────
|
||
class TestHoldDays:
|
||
def test_excludes_application_day(self):
|
||
"""(交易日 − 确认日).days，不含申请日：昨日确认今天申请 = 1 天。"""
|
||
assert calc.hold_days(date(2026, 9, 4), datetime(2026, 9, 3, 10)) == 1
|
||
|
||
def test_t_plus_one_confirmation_is_one_day_less(self):
|
||
"""转换转入批次以 T+1 为确认日 → 同一交易日下持有期比"自 T 起算"少 1 天。
|
||
|
||
这是更贴近真实的做法（真实持有期自确认日起算），费率档因此更严（PRD B-5）。
|
||
"""
|
||
trade = date(2026, 9, 4)
|
||
from_t = calc.hold_days(trade, datetime(2026, 8, 25, 10))
|
||
from_t1 = calc.hold_days(trade, datetime(2026, 8, 26, 10))
|
||
assert from_t == 10
|
||
assert from_t1 == 9
|
||
|
||
def test_full_seven_days_lands_in_second_band(self):
|
||
assert calc.hold_days(date(2026, 9, 10), datetime(2026, 9, 3, 10)) == 7
|
||
assert fee.pick_fee_rate(RULES, 7) == Decimal("0.0100")
|
||
|
||
def test_rejects_none(self):
|
||
with pytest.raises(ValueError):
|
||
calc.hold_days(None, datetime(2026, 9, 3, 10))
|
||
with pytest.raises(ValueError):
|
||
calc.hold_days(date(2026, 9, 4), None)
|
||
|
||
|
||
# ── 8. 净值口径 ─────────────────────────────────────────────────────
|
||
class TestNav:
|
||
def test_missing_nav_raises_503(self):
|
||
with pytest.raises(NavNotReady) as exc:
|
||
nav.ensure_nav_ready(None, product_id="PROD-X")
|
||
assert exc.value.status_code == 503
|
||
assert exc.value.error_code == "NAV_NOT_READY"
|
||
|
||
def test_present_nav_passes(self):
|
||
nav.ensure_nav_ready(date(2026, 9, 4), product_id="PROD-110022")
|
||
|
||
@pytest.mark.parametrize(
|
||
("nav_date", "expected"),
|
||
[("2026-09-04", False), ("2026-09-01", False), ("2026-08-31", True)],
|
||
)
|
||
def test_stale_boundary_is_strictly_greater(self, nav_date, expected):
|
||
# 阈值 3 天：距交易日恰好 3 天不算过期（PRD §2.2「超过此值」）
|
||
assert nav.is_stale(date.fromisoformat(nav_date), TRADE_DATE, 3) is expected
|
||
|
||
def test_is_stale_rejects_missing_nav(self):
|
||
""""无净值"必须走 503，不得混进 stale 分支（两者处置完全不同）。"""
|
||
with pytest.raises(ValueError):
|
||
nav.is_stale(None, TRADE_DATE, 3)
|
||
|
||
def test_evaluate_nav_returns_stale_flag(self):
|
||
assert nav.evaluate_nav(date(2026, 9, 4), TRADE_DATE, 3) is False
|
||
assert nav.evaluate_nav(date(2026, 8, 1), TRADE_DATE, 3) is True
|
||
|
||
def test_evaluate_nav_raises_when_missing(self):
|
||
with pytest.raises(NavNotReady):
|
||
nav.evaluate_nav(None, TRADE_DATE, 3, product_id="PROD-X")
|
||
|
||
|
||
# ── 9. 批次兜底补建（D8 / D18） ──────────────────────────────────────
|
||
class TestBootstrapLots:
|
||
HOLDING = {
|
||
"customer_id": "CUST-9527",
|
||
"product_id": "PROD-110022",
|
||
"qty": Decimal("80000.0000"),
|
||
"cost_amount": Decimal("82400.00"),
|
||
"market_value": Decimal("82400.00"),
|
||
"pnl_pct": Decimal("0.0000"),
|
||
"as_of": date(2026, 9, 4),
|
||
}
|
||
|
||
def test_single_lot_equals_holding_qty(self):
|
||
lots = lot_bootstrap.bootstrap_lots(self.HOLDING)
|
||
assert len(lots) == 1
|
||
assert lots[0].remain_qty == lots[0].qty == Decimal("80000.0000")
|
||
# Σ remain_qty == core_holding.qty（08 种子的同一不变量）
|
||
assert sum(lot.remain_qty for lot in lots) == self.HOLDING["qty"]
|
||
|
||
def test_deterministic_across_calls(self):
|
||
"""同一持仓重复补建结果完全一致 —— D18 同源断言的立足点。"""
|
||
first = lot_bootstrap.bootstrap_lots(self.HOLDING)
|
||
for _ in range(50):
|
||
assert lot_bootstrap.bootstrap_lots(self.HOLDING) == first
|
||
|
||
def test_offset_uses_crc32_not_builtin_hash(self):
|
||
"""必须用 `zlib.crc32`：内置 `hash()` 受 PYTHONHASHSEED 随机化，
|
||
会让 gateway 与 rebuild_lots.py（两个进程）算出不同 confirmed_at。"""
|
||
key = "CUST-9527|PROD-110022"
|
||
expected = lot_bootstrap.BOOTSTRAP_OFFSET_DAYS[
|
||
zlib.crc32(key.encode("utf-8")) % len(lot_bootstrap.BOOTSTRAP_OFFSET_DAYS)
|
||
]
|
||
assert lot_bootstrap.offset_for("CUST-9527", "PROD-110022") == expected
|
||
|
||
def test_lot_id_is_deterministic_and_within_column_width(self):
|
||
lot_id = lot_bootstrap.bootstrap_lot_id("CUST-9527", "PROD-110022")
|
||
assert lot_id == lot_bootstrap.bootstrap_lot_id("CUST-9527", "PROD-110022")
|
||
assert len(lot_id) <= 64
|
||
# 超长组合不抛异常（D8：兜底补建不跳过、不阻断）
|
||
long_id = lot_bootstrap.bootstrap_lot_id("C" * 64, "P" * 64)
|
||
assert len(long_id) <= 64
|
||
|
||
def test_nav_approximates_cost_per_share(self):
|
||
lots = lot_bootstrap.bootstrap_lots(self.HOLDING)
|
||
# 82400.00 / 80000 = 1.0300（4 位 HALF_UP）
|
||
assert lots[0].nav == Decimal("1.0300")
|
||
|
||
def test_offset_covers_all_five_bands_across_customers(self):
|
||
"""错开规则必须真能覆盖 5 档，否则分档分支在兜底路径上无数据。"""
|
||
offsets = {
|
||
lot_bootstrap.offset_for(f"CUST-{i:04d}", "PROD-110022") for i in range(1, 60)
|
||
}
|
||
assert offsets == set(lot_bootstrap.BOOTSTRAP_OFFSET_DAYS)
|
||
|
||
def test_forced_offset_pins_band(self):
|
||
lots = lot_bootstrap.bootstrap_lots(self.HOLDING, offset_days=3)
|
||
assert calc.hold_days(TRADE_DATE, lots[0].confirmed_at) == 3
|
||
assert fee.pick_fee_rate(RULES, 3) == Decimal("0.0150")
|
||
|
||
def test_zero_qty_holding_returns_no_lot(self):
|
||
holding = dict(self.HOLDING, qty=Decimal("0.0000"))
|
||
assert lot_bootstrap.bootstrap_lots(holding) == []
|
||
|
||
def test_missing_as_of_rejected(self):
|
||
holding = dict(self.HOLDING, as_of=None)
|
||
with pytest.raises(ValueError):
|
||
lot_bootstrap.bootstrap_lots(holding)
|
||
|
||
|
||
# ── 10. 错误码映射（架构 §8.3） ──────────────────────────────────────
|
||
ERROR_CASES = [
|
||
(ProductNotRedeemable, 400, "PRODUCT_NOT_REDEEMABLE"),
|
||
(ProductNotSubscribable, 400, "PRODUCT_NOT_SUBSCRIBABLE"),
|
||
(InsufficientShares, 400, "INSUFFICIENT_SHARES"),
|
||
(BelowMinQty, 400, "BELOW_MIN_QTY"),
|
||
(SameProduct, 400, "SAME_PRODUCT"),
|
||
(CrossEntityNotSupported, 400, "CROSS_ENTITY_NOT_SUPPORTED"),
|
||
(LotConflict, 409, "LOT_CONFLICT"),
|
||
(NavNotReady, 503, "NAV_NOT_READY"),
|
||
(IdempotencyUnavailable, 503, "IDEMPOTENCY_UNAVAILABLE"),
|
||
(FeeRuleMissing, 500, "FEE_RULE_MISSING"),
|
||
]
|
||
|
||
|
||
class TestErrorMapping:
|
||
@pytest.mark.parametrize(("cls", "status", "code"), ERROR_CASES)
|
||
def test_status_and_code(self, cls, status, code):
|
||
err = cls()
|
||
assert isinstance(err, ConvertError)
|
||
assert err.status_code == status
|
||
assert err.error_code == code
|
||
assert err.message # 必须有可读 message，不能是空串
|
||
|
||
def test_too_many_lots_carries_batch_context(self):
|
||
err = TooManyLots(batch_count=260, max_lots=200)
|
||
assert err.status_code == 400
|
||
assert err.error_code == "TOO_MANY_LOTS"
|
||
assert err.extra == {"batch_count": 260, "max_lots": 200}
|
||
assert "260" in err.message and "200" in err.message
|
||
|
||
def test_ensure_batch_limit_raises_over_limit(self):
|
||
lots = [_lot(f"LOT-{i}", 100 - i, "1000.0000") for i in range(5)]
|
||
plan = calc.plan_lots(lots, Decimal("5000"))
|
||
calc.ensure_batch_limit(plan, 5) # 恰好等于上限 → 放行
|
||
with pytest.raises(TooManyLots) as exc:
|
||
calc.ensure_batch_limit(plan, 4)
|
||
assert exc.value.batch_count == 5
|
||
|
||
def test_batch_limit_checked_after_planning(self):
|
||
"""先规划再判上限：异常里带的是**实际所需**批次数，而非上限本身（§8.3）。"""
|
||
lots = [_lot(f"LOT-{i}", 100 - i, "1000.0000") for i in range(7)]
|
||
plan = calc.plan_lots(lots, Decimal("7000"))
|
||
with pytest.raises(TooManyLots) as exc:
|
||
calc.ensure_batch_limit(plan, 3)
|
||
assert exc.value.batch_count == 7
|
||
|
||
|
||
# ── 11. 纯函数约束（DoD 第 3 条） ────────────────────────────────────
|
||
CONVERT_DIR = Path(__file__).resolve().parents[1] / "app" / "service" / "convert"
|
||
|
||
#: import 行中一旦出现即说明纯函数包被 IO 污染（"不查库、不碰 SQL"是 D1/D18 的前提）。
|
||
#: 只比对 **import 语句**：docstring 里提到 `core_ro.get_nav_as_of(...)` 是在说明
|
||
#: "输入由调用方取好再传入"，属合法引用，不应误判。
|
||
FORBIDDEN_IMPORT_PREFIXES = (
|
||
"sqlalchemy",
|
||
"app.repository",
|
||
"app.config",
|
||
"app.utils.db",
|
||
"app.gateway",
|
||
)
|
||
|
||
#: 全文禁用符号（连 import 都不允许，出现在任何位置都是漏了依赖边界）。
|
||
FORBIDDEN_SYMBOLS = ("get_engine", "create_engine")
|
||
|
||
_IMPORT_RE = re.compile(r"^\s*(?:from|import)\s+([A-Za-z_][\w.]*)", re.M)
|
||
|
||
|
||
class TestPurity:
|
||
@pytest.mark.parametrize("path", sorted(CONVERT_DIR.glob("*.py")), ids=lambda p: p.name)
|
||
def test_no_repository_or_engine_dependency(self, path: Path):
|
||
source = path.read_text(encoding="utf-8")
|
||
imported = _IMPORT_RE.findall(source)
|
||
bad_imports = [
|
||
name for name in imported if name.startswith(FORBIDDEN_IMPORT_PREFIXES)
|
||
]
|
||
bad_symbols = [sym for sym in FORBIDDEN_SYMBOLS if sym in source]
|
||
assert not bad_imports, f"{path.name} 引入了 IO 依赖：{bad_imports}"
|
||
assert not bad_symbols, f"{path.name} 出现引擎符号：{bad_symbols}"
|
||
|
||
@pytest.mark.parametrize("path", sorted(CONVERT_DIR.glob("*.py")), ids=lambda p: p.name)
|
||
def test_imports_only_from_stdlib_or_own_package(self, path: Path):
|
||
source = path.read_text(encoding="utf-8")
|
||
allowed_roots = (
|
||
"app.service.convert",
|
||
"__future__",
|
||
# 唯一允许的包外依赖：复用 `register_error_handlers` 的统一错误体出口
|
||
# （架构 §8.3「不新增异常出口、不改中间件」）。它是纯类型基类，不触 IO。
|
||
"app.utils.exceptions",
|
||
)
|
||
stdlib = {"dataclasses", "datetime", "decimal", "typing", "zlib", "re"}
|
||
external = [
|
||
name
|
||
for name in _IMPORT_RE.findall(source)
|
||
if not name.startswith(allowed_roots) and name.split(".")[0] not in stdlib
|
||
]
|
||
assert not external, f"{path.name} 引入了包外依赖：{external}"
|
||
|
||
def test_lot_bootstrap_avoids_builtin_hash(self):
|
||
"""内置 `hash` 受 PYTHONHASHSEED 随机化，会破坏 D18 的跨进程同源。"""
|
||
source = (CONVERT_DIR / "lot_bootstrap.py").read_text(encoding="utf-8")
|
||
assert "hash(" not in source
|