group_xinghuo_jinrong/scripts/dev/verify_convert_engine.py

"""T-8 真 MySQL 验证脚本：`process_convert_event` 引擎改造在真库/真账号下实跑 + DoD 断言。

**为什么 sqlite 单测全绿还不够（T-8 视角）**

1. **「阶段 1.5 从跳过变生效」是主流程行为变化**：T-7 落地时 `process_convert_event` 尚不存在，
   `convert_service._run_engine` 走 `ImportError` 分支**静默跳过**；T-8 落地后同一笔转换会
   **真实出单 + 写 L3 + 落审计**。真库跑一遍才能确认没有连带破坏（审计条数、L3 写入、单落库）。
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` 真库落库后反解出的 `events` 长度必须为 2。

**断言分组**
A 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 幂等重试（同 `client_request_id`）**不产生第二张单**
E 无命中场景（小额）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）；业务本身走 `convert_fund` 默认账号；
- 固定 `trace_id = "T8M-VERIFY-TRACE"`，便于精准清理 `audit_log`。
"""

from __future__ import annotations

import json
import sys
import uuid
from datetime import date, datetime, timedelta
from decimal import ROUND_HALF_UP, 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.repository.core_ro import CoreReadOnlyRepository  # 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.convert_service import convert_fund  # 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.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"
PROD_OUT = "PROD-T8MO"
PROD_IN = "PROD-T8MI"
COMPANY = "华夏模拟基金"
TA = "TA-CN-001"
TRADE_AT = datetime(2026, 9, 4, 10, 0, 0)
TRADE_DATE = date(2026, 9, 4)
NOW = TRADE_AT
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"),
]
CID_REQ = "T8M-IDEM-0001"
TRACE = "T8M-VERIFY-TRACE"

# 夹逼阈值：单条转出 512000 < daily_total 800000 < 两条之和（约 1020000）
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}"))


def _t8m_id(prefix: str, now: datetime) -> str:
    """固定前缀的 id 工厂：`convert_fund` 默认生成 `CNV-<日期>-<uuid>`，与清理口径
    `LIKE 'CNV-T8M%'` 不匹配 → 会在重跑时留下撞唯一键的残留行（T-7 脚本踩过同款坑）。"""
    return f"{prefix}-T8M-{uuid.uuid4().hex[:8].upper()}"


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_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_customer_risk WHERE customer_id = :c", {"c": CUSTOMER}),
            ("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%'", {}),
            ("DELETE FROM core_customer WHERE customer_id = :c", {"c": CUSTOMER}),
        ]:
            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 = :c"), {"c": CUSTOMER})
        conn.execute(
            text("DELETE FROM customer_profile_l3 WHERE customer_id = :c"), {"c": CUSTOMER}
        )
        conn.execute(
            text("DELETE FROM audit_log WHERE trace_id LIKE 'T8M-VERIFY%'")
        )


def seed(core_engine) -> None:
    with core_engine.begin() as conn:
        conn.execute(
            text(
                "INSERT INTO core_customer (customer_id, display_name, open_date) "
                "VALUES (:c, 'T8真库验证', :d)"
            ),
            {"c": CUSTOMER, "d": TRADE_DATE},
        )
        conn.execute(
            text(
                "INSERT INTO core_customer_risk (customer_id, risk_code, evaluated_at, expires_at) "
                "VALUES (:c, 'C3', :t, :exp)"
            ),
            {"c": CUSTOMER, "t": TRADE_AT - timedelta(days=30),
             "exp": TRADE_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, "
                    "fund_company, ta_code) "
                    "VALUES (:p, :n, 'R2', :t, 1, 1, :r, :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},
            )
        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},
        )
        # 两批：400000 份（持有 ~400 天，费率 0）+ 100000 份（持有 3 天，费率 1.5%）
        for lot_id, qty, nav, confirmed in [
            ("LOT-T8M-A1", "400000", "1.0300", datetime(2025, 8, 1, 10, 0, 0)),
            ("LOT-T8M-A2", "100000", "1.0000", datetime(2026, 9, 1, 10, 0, 0)),
        ]:
            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, 500000, 512000.00, 512000.00, 0, :d)"
            ),
            {"c": CUSTOMER, "p": PROD_OUT, "d": TRADE_DATE},
        )


def expected_quote(core_ro, requested: str) -> dict:
    """期望折算（全部走生产纯函数，与 service 内部同口径）。"""
    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, alloc.nav)
        rate = pick_fee_rate(
            fee_rules, hold_days(TRADE_DATE, 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,
    }


def main() -> int:
    core_engine = get_engine("jinrong_core", role="admin")
    agent_engine = get_engine("jinrong_agent", role="admin")
    print("=" * 60)
    print("T-8 真库验证：规则引擎改造（_amount_view 去重 + process_convert_event 出单）")
    print("=" * 60)

    cleanup(core_engine, agent_engine)
    seed(core_engine)
    core_ro = CoreReadOnlyRepository()
    req_qty = "500000"  # 全部转出
    exp = expected_quote(core_ro, req_qty)

    # ── A/B/C/D：带幂等键的大额转换 ─────────────────────────────────
    print("\n【A】引擎真跑（阶段 1.5 不再跳过）：一张单 + payload.events 两条")
    new_trace(TRACE)
    resp = convert_fund(
        {
            "customer_id": CUSTOMER,
            "from_product_id": PROD_OUT,
            "to_product_id": PROD_IN,
            "qty": req_qty,
            "client_request_id": CID_REQ,
        },
        now=NOW,
        thresholds=TH,
        id_factory=_t8m_id,
    )
    check("转换未被阻断", resp["blocked"], False)
    check("引擎异常标记为 False（说明真的跑了且没炸）", resp["engine_error"], False)
    check("折算 out_amount 与生产纯函数一致", Decimal(resp["out_amount"]), exp["out_amount"])
    check("折算 in_amount 与生产纯函数一致", Decimal(resp["in_amount"]), exp["in_amount"])
    check("RISK-001 命中（转出端 512000 ≥ 100000）", "RISK-001" in resp["triggered_rules"], True)
    check("只有一张预警单", len(resp["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"], resp["out_trade_id"])
    check("events[1].trade_id 为转入端", payload["events"][1]["trade_id"], resp["in_trade_id"])

    print("\n【B】RISK-002 不翻倍（单条 512000 < 800000 < 两条之和）")
    check("triggered_rules 不含 RISK-002", "RISK-002" in resp["triggered_rules"], False)
    # 同日两条流水之和确实超过阈值 → 证明「不命中」来自去重而非阈值太松
    total_two = exp["out_amount"] + exp["in_amount"]
    check("两条之和确实 ≥ 阈值（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}")

    print("\n【C】去重不删行：core_trade 仍 2 条且同组")
    gid = resp["convert_group_id"]
    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"],
    )

    print("\n【D】幂等重试（同 client_request_id）不产生第二张单")
    resp2 = convert_fund(
        {
            "customer_id": CUSTOMER,
            "from_product_id": PROD_OUT,
            "to_product_id": PROD_IN,
            "qty": req_qty,
            "client_request_id": CID_REQ,
        },
        now=NOW + timedelta(minutes=1),
        thresholds=TH,
        id_factory=_t8m_id,
    )
    check("重试返回同一 group_id", resp2["convert_group_id"], gid)
    check("重试 core_trade 仍 2 条", q1(
        core_engine, "SELECT COUNT(*) FROM core_trade WHERE customer_id = :c", c=CUSTOMER), 2)
    check("重试后预警单仍 1 张", q1(
        agent_engine, "SELECT COUNT(*) FROM risk_alert WHERE customer_id = :c", c=CUSTOMER), 1)

    # ── E：无命中场景 ────────────────────────────────────────────────
    print("\n【E】无命中场景（换日 → 当日无其他流水）不建单、仅 pass 审计")
    before_alerts = q1(
        agent_engine, "SELECT COUNT(*) FROM risk_alert WHERE customer_id = :c", c=CUSTOMER)
    before_pass = q1(
        agent_engine,
        "SELECT COUNT(*) FROM audit_log WHERE trace_id = :t AND decision = 'pass'", t=TRACE)
    # 该客户份额已全转出 → 4xx 不落库；故先补一批小额份额再造一笔
    with core_engine.begin() as conn:
        conn.execute(
            text(
                "INSERT INTO core_share_lot (lot_id, customer_id, product_id, qty, remain_qty, "
                "nav, confirmed_at) VALUES ('LOT-T8M-B1', :c, :p, 1000, 1000, 1.0000, :cat)"
            ),
            {"c": CUSTOMER, "p": PROD_OUT, "cat": datetime(2025, 8, 1, 10, 0, 0)},
        )
    # 换到次日：`list_trades_range` 按 [日初, 次日) 取数，前一日的大额流水不再进本批规则输入
    resp3 = convert_fund(
        {
            "customer_id": CUSTOMER,
            "from_product_id": PROD_OUT,
            "to_product_id": PROD_IN,
            "qty": "1000",
            "client_request_id": "T8M-IDEM-0002",
        },
        now=NOW + timedelta(days=1),
        thresholds=TH,
        id_factory=_t8m_id,
    )
    check("小额转换成功（非 blocked）", resp3["blocked"], False)
    check("未命中任何规则", resp3["triggered_rules"], [])
    check("未新建预警单", q1(
        agent_engine, "SELECT COUNT(*) FROM risk_alert WHERE customer_id = :c", c=CUSTOMER),
        before_alerts)
    check("落 pass 审计 1 条", q1(
        agent_engine,
        "SELECT COUNT(*) FROM audit_log WHERE trace_id = :t AND decision = 'pass'", t=TRACE)
        - before_pass, 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)
    check("core_trade 零残留", q1(
        core_engine, "SELECT COUNT(*) FROM core_trade WHERE customer_id = :c", c=CUSTOMER), 0)
    check("core 客户零残留", q1(
        core_engine, "SELECT COUNT(*) FROM core_customer WHERE customer_id = :c", c=CUSTOMER), 0)
    check("risk_alert 零残留", q1(
        agent_engine, "SELECT COUNT(*) FROM risk_alert WHERE customer_id = :c", c=CUSTOMER), 0)
    check("customer_profile_l3 零残留", q1(
        agent_engine,
        "SELECT COUNT(*) FROM customer_profile_l3 WHERE customer_id = :c", c=CUSTOMER), 0)
    check("audit_log 零残留", q1(
        agent_engine, "SELECT COUNT(*) FROM audit_log WHERE trace_id LIKE 'T8M-VERIFY%'"), 0)
    check("risk_convert_detail 零残留", q1(
        agent_engine,
        "SELECT COUNT(*) FROM risk_convert_detail "
        "WHERE convert_group_id LIKE 'CNV-T8M%' OR client_request_id LIKE 'T8M-%'"), 0)

    dispose_engines()
    print("\n" + "=" * 60)
    print(f"真库验证（T-8 规则引擎改造）：{_passed} 项一致 / {_failed} 项不一致")
    print("=" * 60)
    return 1 if _failed else 0


if __name__ == "__main__":
    raise SystemExit(main())