fix(portfolio): tolerate consolidation WAC residue

2026-09-13 18:36:00 +09:00
parent 4520fbbfbd
commit 2b470c735f
14 changed files with 146 additions and 34 deletions
@@ -19,6 +19,24 @@ def test_buy_consolidation_sell_replays_wac_and_realized_pnl():
    assert result.total_realized_pnl == 100


+def test_consolidation_replay_uses_preserved_total_cost_basis():
+    rows = [
+        {"side": "buy", "quantity": 1452, "price": 1086.2341459366393, "fee_amount": 0, "executed_at": datetime(2026, 9, 9, tzinfo=UTC)},
+        {
+            "side": "stock_consolidation",
+            "quantity_before": 1452,
+            "quantity_after": 726,
+            "average_price_after": Decimal("2172.46829187"),
+            "total_cost_basis": Decimal("1577211.97990000"),
+            "executed_at": datetime(2026, 9, 10, tzinfo=UTC),
+        },
+    ]
+
+    result = calculate_current_wac(rows)
+    assert result.current_quantity == 726
+    assert result.current_wac == float(Decimal("1577211.97990000") / Decimal(726))
+
+
 def test_canonical_hash_same_payload_and_changed_payload_differ():
    a = CorporateActionRequest(effective_date=date(2026, 1, 2), quantity_before=Decimal(10), quantity_after=Decimal(5), evidence_ref="ev")
    b = CorporateActionRequest(effective_date=date(2026, 1, 2), quantity_before=Decimal(10), quantity_after=Decimal(4), evidence_ref="ev")