452 lines
20 KiB
Python
452 lines
20 KiB
Python
"""T-6 真 MySQL 验证脚本：`convert_core_repository.apply_convert` 实跑 + DoD 断言。
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**为什么 sqlite 单测全绿还不够**
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T-6 的 `core_holding` UPDATE 有两条**只有 MySQL 才成立的语义依赖**，
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sqlite 单测绿**证明不了**它们：
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1. **SET 从左到右求值**（MySQL 特性；sqlite 恒用更新前的值）。
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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；
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若 MySQL 语义与预期不符，成本结转会算错（sqlite 侧完全看不出来）。
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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。
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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、
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`UNIQUE(customer_id, product_id)` 冲突回退（R-a ②③步）。
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用法：
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python scripts/dev/verify_convert_apply.py # 建隔离数据 → 跑 4 组断言 → 清理
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注意：
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- 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；
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- 建/清数据走 `role="admin"`（R-e：需 DELETE），事务本身走 `ConvertCoreRepository`
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默认的 `role="rw"`（账号未配时回退 `mysql_user`，与 T-0b 一致）。
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"""
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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, 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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from sqlalchemy import event, text
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ROOT = Path(__file__).resolve().parents[2]
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sys.path.insert(0, str(ROOT))
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from app.config.settings import settings # noqa: E402
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from app.gateway.convert_core_repository import ( # noqa: E402
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ConvertApplyInput,
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ConvertCoreRepository,
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LotCharge,
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)
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from app.service.convert.calc import ( # noqa: E402
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convert_amount,
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diff_fee,
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hold_days,
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in_qty,
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lot_amount,
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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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CUSTOMER = "CUST-T6M"
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PROD_OUT = "PROD-T6MO"
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PROD_IN = "PROD-T6MI"
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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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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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_passed = 0
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_failed = 0
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def check(name: str, actual, expected) -> None:
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"""逐条断言并打印（与 `verify_convert_seed.py` / `calc_convert_demo.py` 同款输出）。"""
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global _passed, _failed
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ok = actual == expected
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if ok:
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_passed += 1
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else:
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_failed += 1
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flag = "✅" if ok else "❌"
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print(f" {flag} {name}: 实际 {actual!r}" + ("" if ok else f" / 期望 {expected!r}"))
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def dec(value, places: str = "0.01") -> Decimal:
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"""真库读回是 `Decimal`（MySQL DECIMAL）→ 统一量化后比较。"""
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return Decimal(str(value)).quantize(Decimal(places), rounding=ROUND_HALF_UP)
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# ── 数据准备 / 清理 ─────────────────────────────────────────────────
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def seed(engine) -> None:
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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, open_date) "
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"VALUES (:c, 'T6真库验证', :d)"
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),
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{"c": CUSTOMER, "d": TRADE_DATE},
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)
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for pid, name, ptype, rate in [
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(PROD_OUT, "T6转出基金", "bond", OUT_RATE),
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(PROD_IN, "T6转入基金", "stock", IN_RATE),
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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, "
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"product_type, can_subscribe, can_redeem, subscribe_fee_rate) "
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"VALUES (:p, :n, 'R2', :t, 1, 1, :r)"
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),
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{"p": pid, "n": name, "t": ptype, "r": str(rate)},
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)
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for mh, mh_max, 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', :mh, :mh_max, :rate)"
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),
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{"p": PROD_OUT, "mh": mh, "mh_max": mh_max, "rate": 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) "
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"VALUES (:p, :nav, 0, :d)"
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),
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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", _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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"INSERT INTO core_share_lot (lot_id, customer_id, product_id, qty, "
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"remain_qty, nav, confirmed_at) VALUES (:l, :c, :p, :q, :q, :nav, :cat)"
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),
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{"l": lot_id, "c": CUSTOMER, "p": PROD_OUT, "q": qty, "nav": nav, "cat": confirmed},
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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, 150, 150.00, 154.50, 0, :d)"
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),
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{"c": CUSTOMER, "p": PROD_OUT, "d": TRADE_DATE},
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)
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def cleanup(engine) -> None:
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"""倒序删（子表 → 父表），只删 T6M 前缀数据，不碰既有种子。"""
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with engine.begin() as conn:
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for sql, params in [
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("DELETE FROM core_convert_lot_detail WHERE convert_group_id LIKE 'CNV-T6M%'", {}),
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("DELETE FROM core_trade WHERE customer_id = :c", {"c": CUSTOMER}),
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("DELETE FROM core_share_lot WHERE customer_id = :c", {"c": CUSTOMER}),
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("DELETE FROM core_holding WHERE customer_id = :c", {"c": CUSTOMER}),
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("DELETE FROM core_fee_rule WHERE product_id LIKE 'PROD-T6M%'", {}),
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("DELETE FROM core_product_nav WHERE product_id LIKE 'PROD-T6M%'", {}),
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("DELETE FROM core_product WHERE product_id LIKE 'PROD-T6M%'", {}),
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("DELETE FROM core_customer WHERE customer_id = :c", {"c": CUSTOMER}),
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]:
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conn.execute(text(sql), params)
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# ── 折算（全部走生产纯函数）────────────────────────────────────────────
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def build_input(engine, group_id: str, requested: str, in_lot_id: str = "LOT-T6M-IN") -> ConvertApplyInput:
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with engine.connect() as conn:
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lot_rows = [
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Lot.from_row(r)
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for r in conn.execute(
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text(
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"SELECT * FROM core_share_lot WHERE customer_id = :c AND product_id = :p "
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"ORDER BY confirmed_at ASC, lot_id ASC"
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),
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{"c": CUSTOMER, "p": PROD_OUT},
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).mappings()
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]
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rules = [
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FeeRule.from_row(r)
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for r in conn.execute(
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text(
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"SELECT * FROM core_fee_rule WHERE product_id = :p AND fee_type = 'redeem' "
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"ORDER BY min_hold_days ASC"
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),
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{"p": PROD_OUT},
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).mappings()
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]
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plan = plan_lots(lot_rows, Decimal(requested))
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charges = []
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for alloc in plan.allocations:
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days = hold_days(TRADE_DATE, alloc.confirmed_at)
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rate = pick_fee_rate(rules, days, product_id=PROD_OUT)
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amount = lot_amount(alloc.qty, alloc.nav)
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charges.append(
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LotCharge(
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lot_id=alloc.lot_id, qty=alloc.qty, hold_days=days, amount=amount,
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fee_rate=rate, fee_amount=lot_fee(amount, rate), nav=alloc.nav,
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nav_date=TRADE_DATE,
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)
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)
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out_amount = sum((c.amount for c in charges), Decimal("0"))
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conv = convert_amount(out_amount, sum((c.fee_amount for c in charges), Decimal("0")))
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in_amount = conv - diff_fee(conv, OUT_RATE, IN_RATE, "amount_diff")
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return ConvertApplyInput(
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convert_group_id=group_id,
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out_trade_id=f"{group_id}-OUT",
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in_trade_id=f"{group_id}-IN",
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customer_id=CUSTOMER,
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from_product_id=PROD_OUT,
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to_product_id=PROD_IN,
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traded_at=TRADE_AT,
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out_qty=plan.actual_qty,
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out_amount=out_amount,
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in_qty=in_qty(in_amount, IN_NAV),
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in_amount=in_amount,
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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=_IN_CONFIRMED_AT,
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charges=tuple(charges),
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)
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def q1(engine, sql: str, **params):
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with engine.connect() as conn:
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return conn.execute(text(sql), params).scalar()
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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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seed(admin)
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# ── A. 正常路径（含 MySQL 专属语义：SET 顺序 + (:x + 0.0)）────────
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print("\n【A】正常路径：2 流水 + 2 明细 + 两端持仓")
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req = build_input(admin, "CNV-T6M-1", "120")
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repo.apply_convert(req)
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check("流水条数", q1(admin, "SELECT COUNT(*) FROM core_trade WHERE convert_group_id = 'CNV-T6M-1'"), 2)
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check(
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"R-b trade_type",
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sorted(r[0] for r in _rows(admin, "SELECT trade_type FROM core_trade WHERE convert_group_id = 'CNV-T6M-1'")),
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["redeem", "subscribe"],
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)
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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"))
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check("LOT-A2 剩 30", dec(q1(admin, "SELECT remain_qty FROM core_share_lot WHERE lot_id = 'LOT-T6M-A2'")), Decimal("30.00"))
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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))
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check("明细条数", q1(admin, "SELECT COUNT(*) FROM core_convert_lot_detail WHERE convert_group_id = 'CNV-T6M-1'"), 2)
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check(
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"转出端 qty",
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dec(q1(admin, "SELECT qty FROM core_holding WHERE customer_id = :c AND product_id = :p", c=CUSTOMER, p=PROD_OUT)),
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Decimal("30.00"),
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)
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# ★ MySQL SET 从左到右语义的验证点：成本按**原 qty** 等比例结转
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check(
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"转出端 cost（等比例结转）",
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dec(q1(admin, "SELECT cost_amount FROM core_holding WHERE customer_id = :c AND product_id = :p", c=CUSTOMER, p=PROD_OUT)),
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Decimal("30.00"),
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)
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check(
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"转出端 pnl_pct",
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dec(q1(admin, "SELECT pnl_pct FROM core_holding WHERE customer_id = :c AND product_id = :p", c=CUSTOMER, p=PROD_OUT), "0.0001"),
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Decimal("0.0300"),
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)
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check(
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"转入端 qty",
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dec(q1(admin, "SELECT qty FROM core_holding WHERE customer_id = :c AND product_id = :p", c=CUSTOMER, p=PROD_IN)),
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dec(req.in_qty),
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)
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check(
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"转入端 cost",
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dec(q1(admin, "SELECT cost_amount FROM core_holding WHERE customer_id = :c AND product_id = :p", c=CUSTOMER, p=PROD_IN)),
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dec(req.in_amount),
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)
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# ── B. 冲突路径（真实 InnoDB 事务回滚）────────────────────────
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print("\n【B】冲突路径：remain_qty 不足 → LotConflict + 无残留")
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conflict = build_input(admin, "CNV-T6M-2", "30")
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conflict = ConvertApplyInput(
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**{
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**conflict.__dict__,
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"charges": tuple(
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LotCharge(
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lot_id=c.lot_id, qty=Decimal("999"), hold_days=c.hold_days,
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amount=c.amount, fee_rate=c.fee_rate, fee_amount=c.fee_amount,
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nav=c.nav, nav_date=c.nav_date,
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)
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for c in conflict.charges
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),
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}
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)
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raised = None
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try:
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repo.apply_convert(conflict)
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except LotConflict as exc:
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raised = exc.status_code
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check("抛 LotConflict(409)", raised, 409)
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check("冲突后无流水残留", q1(admin, "SELECT COUNT(*) FROM core_trade WHERE convert_group_id = 'CNV-T6M-2'"), 0)
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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)
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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"))
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# ── C. 转入端再次转换：增量累加（非覆盖）───────────────────────
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print("\n【C】第二笔转换：转出端归零保留行 + 转入端累加")
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before_in = dec(q1(admin, "SELECT qty FROM core_holding WHERE customer_id = :c AND product_id = :p", c=CUSTOMER, p=PROD_IN))
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second = build_input(admin, "CNV-T6M-3", "30", in_lot_id="LOT-T6M-IN2")
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repo.apply_convert(second)
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check(
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"转出端归零保留行",
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dec(q1(admin, "SELECT qty FROM core_holding WHERE customer_id = :c AND product_id = :p", c=CUSTOMER, p=PROD_OUT)),
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Decimal("0.00"),
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)
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check(
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"转入端 qty 累加",
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dec(q1(admin, "SELECT qty FROM core_holding WHERE customer_id = :c AND product_id = :p", c=CUSTOMER, p=PROD_IN)),
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dec(before_in + second.in_qty),
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)
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check(
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"转入端只有一行",
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q1(admin, "SELECT COUNT(*) FROM core_holding WHERE customer_id = :c AND product_id = :p", c=CUSTOMER, p=PROD_IN),
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1,
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)
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# ── D. R-a 前提：真库约束是否真的存在（回退分支依赖它们）──────────
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print("\n【D】R-a 依赖的约束在真库是否存在")
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check(
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"core_holding 有 UNIQUE(customer_id, product_id)",
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q1(
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admin,
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# information_schema.statistics 按「索引×列」各一行，
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# 复合唯一索引会有 2 行 → 用 DISTINCT index_name 计数
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"SELECT COUNT(DISTINCT index_name) FROM information_schema.statistics "
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"WHERE table_schema = :db AND table_name = 'core_holding' "
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"AND index_name = 'uk_cust_product' AND non_unique = 0",
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db=settings.mysql_core_database,
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),
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1,
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)
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check(
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"core_trade 有 idx_convert_group（T-7 重试判定依赖）",
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q1(
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admin,
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"SELECT COUNT(*) FROM information_schema.statistics "
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"WHERE table_schema = :db AND table_name = 'core_trade' "
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"AND index_name = 'idx_convert_group'",
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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())
|