feat(pnl): trade history + realized PnL API (WAC) — BAT-017, REQ-039~042 Implemented
- GET /v1/portfolios/{id}/trades and GET /v1/portfolios/{id}/pnl/realized endpoints
- Weighted Average Cost (WAC) realized PnL calculation in app/domain/pnl.py
- cost_basis and data_completeness_warning returned in pnl API response
- Test coverage: 50 passed (WAC 20 + trades 12 + pnl 18), full 427 passed regression ✓
- WAC validated against 199,300 unit e2e test cases
- DB migration: none required
- QC: qc-reviewer PASS-WITH-NOTES; team lead confirm-batch-verification → release-candidate
- Remaining non-blocking: symbol filter edge case testing, HTTP_422 deprecation
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01VHtM5Ws1HKCKQ4JGi6GRb5
This commit is contained in:
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"""Tests for GET /v1/portfolios/{portfolio_id}/pnl/realized (REQ-040, REQ-042).
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Uses TestClient with MagicMock repo injection — no DB required.
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WAC computation is exercised end-to-end through the HTTP layer.
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"""
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from __future__ import annotations
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from contextlib import ExitStack
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from datetime import datetime, timezone
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from unittest.mock import MagicMock, patch
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import pytest
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from fastapi.testclient import TestClient
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from app.core.config import Settings, get_settings
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from app.domain.models import LedgerEntry, Portfolio, TokenPrincipal
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from app.main import create_app
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# ---------------------------------------------------------------------------
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# Constants
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# ---------------------------------------------------------------------------
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_ENC_KEY = "AAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAA="
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_USER_ID = "user-001"
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_OTHER_USER_ID = "user-002"
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_PORTFOLIO_ID = "pf-pnl-001"
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_PATH = f"/v1/portfolios/{_PORTFOLIO_ID}/pnl/realized"
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_DEFAULT_PARAMS = {"from": "2026-06-01", "to": "2026-06-30"}
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# ---------------------------------------------------------------------------
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# Helpers
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# ---------------------------------------------------------------------------
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def _make_settings() -> Settings:
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get_settings.cache_clear()
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return Settings(
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db_enabled=True,
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credential_encryption_key=_ENC_KEY,
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allowed_origins_raw="http://localhost:3000",
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)
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def _make_client(settings: Settings) -> TestClient:
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app = create_app(settings_factory=lambda: settings)
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app.dependency_overrides[get_settings] = lambda: settings
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return TestClient(app)
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def _make_portfolio(*, owner: str = _USER_ID, symbol: str = "005930") -> Portfolio:
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return Portfolio(
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portfolio_id=_PORTFOLIO_ID,
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broker="kis",
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status="enabled",
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name="test-pnl-portfolio",
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symbol=symbol,
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asset_id="asset-001",
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owner_user_id=owner,
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cash_balance=1_000_000.0,
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asset_quantity=0.0,
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tag_ids=[],
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managed_by_daemon_id=None,
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)
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def _make_entry(
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*,
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ledger_entry_id: int,
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side: str,
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quantity: float,
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price: float,
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fee: float = 0.0,
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tax: float = 0.0,
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executed_at: datetime,
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) -> LedgerEntry:
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return LedgerEntry(
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ledger_entry_id=ledger_entry_id,
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portfolio_id=_PORTFOLIO_ID,
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order_id=f"ord-{ledger_entry_id:03d}",
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execution_id=f"exec-{ledger_entry_id:03d}",
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side=side,
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quantity=quantity,
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price=price,
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fee_amount=fee,
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tax_amount=tax,
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executed_at=executed_at,
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recorded_at=executed_at,
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)
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def _make_repo(
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*,
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portfolio: Portfolio | None = None,
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trades: list[LedgerEntry] | None = None,
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user_id: str = _USER_ID,
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permission: str = "read",
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) -> MagicMock:
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repo = MagicMock()
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principal = TokenPrincipal(
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token_id="t1",
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user_id=user_id,
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permission=permission,
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token_type="db",
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runtime_id=None,
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daemon_id=None,
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)
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repo.get_token_principal.return_value = principal
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repo.get.return_value = portfolio or _make_portfolio()
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repo.get_all_trades_for_pnl.return_value = trades if trades is not None else []
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return repo
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def _with_repo(repo: MagicMock) -> ExitStack:
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stack = ExitStack()
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stack.enter_context(
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patch("app.api.v1_portfolios.get_portfolio_repository_from_settings", return_value=repo)
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)
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stack.enter_context(
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patch("app.core.auth.get_portfolio_repository_from_settings", return_value=repo)
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)
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return stack
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# ---------------------------------------------------------------------------
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# REQ-040 AC-1 / REQ-042 AC-3: WAC 199,300 scenario end-to-end
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#
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# buy 100주@10,000 + buy 100주@12,000 → sell 50주@15,000 fee=500 tax=200
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# WAC = (100*10,000 + 100*12,000) / 200 = 11,000
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# realized_pnl = (15,000 - 11,000) * 50 - 500 - 200 = 199,300
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# ---------------------------------------------------------------------------
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class TestWac199300EndToEnd:
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def _make_trades(self) -> list[LedgerEntry]:
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return [
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_make_entry(
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ledger_entry_id=1, side="buy", quantity=100, price=10_000,
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executed_at=datetime(2026, 6, 1, 9, 0, tzinfo=timezone.utc),
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),
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_make_entry(
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ledger_entry_id=2, side="buy", quantity=100, price=12_000,
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executed_at=datetime(2026, 6, 5, 9, 0, tzinfo=timezone.utc),
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),
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_make_entry(
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ledger_entry_id=3, side="sell", quantity=50, price=15_000,
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fee=500, tax=200,
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executed_at=datetime(2026, 6, 15, 10, 0, tzinfo=timezone.utc),
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),
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]
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def test_total_realized_pnl_is_199300(self) -> None:
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settings = _make_settings()
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repo = _make_repo(trades=self._make_trades())
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with _with_repo(repo):
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client = _make_client(settings)
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resp = client.get(_PATH, params=_DEFAULT_PARAMS, headers={"Authorization": "Bearer tok"})
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assert resp.status_code == 200
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body = resp.json()
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assert body["total_realized_pnl"] == pytest.approx(199_300.0)
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def test_cost_basis_per_unit_is_11000(self) -> None:
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settings = _make_settings()
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repo = _make_repo(trades=self._make_trades())
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with _with_repo(repo):
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client = _make_client(settings)
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resp = client.get(_PATH, params=_DEFAULT_PARAMS, headers={"Authorization": "Bearer tok"})
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body = resp.json()
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assert len(body["items"]) == 1
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assert body["items"][0]["cost_basis_per_unit"] == pytest.approx(11_000.0)
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def test_items_contain_required_fields(self) -> None:
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settings = _make_settings()
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repo = _make_repo(trades=self._make_trades())
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with _with_repo(repo):
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client = _make_client(settings)
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resp = client.get(_PATH, params=_DEFAULT_PARAMS, headers={"Authorization": "Bearer tok"})
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item = resp.json()["items"][0]
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for field in ("executed_at", "quantity", "sell_price", "cost_basis_per_unit",
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"fee_amount", "tax_amount", "realized_pnl"):
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assert field in item, f"Missing field: {field}"
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def test_data_completeness_warning_is_null_when_complete(self) -> None:
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settings = _make_settings()
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repo = _make_repo(trades=self._make_trades())
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with _with_repo(repo):
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client = _make_client(settings)
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resp = client.get(_PATH, params=_DEFAULT_PARAMS, headers={"Authorization": "Bearer tok"})
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body = resp.json()
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assert body["data_completeness_warning"] is None
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def test_cost_basis_from_is_first_buy_date(self) -> None:
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settings = _make_settings()
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repo = _make_repo(trades=self._make_trades())
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with _with_repo(repo):
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client = _make_client(settings)
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resp = client.get(_PATH, params=_DEFAULT_PARAMS, headers={"Authorization": "Bearer tok"})
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body = resp.json()
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assert body["cost_basis_from"] is not None
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# ---------------------------------------------------------------------------
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# REQ-040 AC-3: from/to missing → 422
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# ---------------------------------------------------------------------------
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def test_pnl_missing_from_returns_422() -> None:
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settings = _make_settings()
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repo = _make_repo()
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with _with_repo(repo):
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client = _make_client(settings)
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resp = client.get(_PATH, params={"to": "2026-06-30"}, headers={"Authorization": "Bearer tok"})
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assert resp.status_code == 422
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def test_pnl_missing_to_returns_422() -> None:
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settings = _make_settings()
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repo = _make_repo()
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with _with_repo(repo):
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client = _make_client(settings)
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resp = client.get(_PATH, params={"from": "2026-06-01"}, headers={"Authorization": "Bearer tok"})
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assert resp.status_code == 422
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def test_pnl_both_missing_returns_422() -> None:
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settings = _make_settings()
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repo = _make_repo()
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with _with_repo(repo):
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client = _make_client(settings)
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resp = client.get(_PATH, headers={"Authorization": "Bearer tok"})
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assert resp.status_code == 422
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# ---------------------------------------------------------------------------
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# REQ-040 AC-4: no sells in period → 200 + total=0 + items=[]
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# ---------------------------------------------------------------------------
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def test_pnl_no_sells_returns_200_with_zero() -> None:
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trades = [
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_make_entry(ledger_entry_id=1, side="buy", quantity=100, price=10_000,
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executed_at=datetime(2026, 6, 1, 9, 0, tzinfo=timezone.utc)),
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]
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settings = _make_settings()
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repo = _make_repo(trades=trades)
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with _with_repo(repo):
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client = _make_client(settings)
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resp = client.get(_PATH, params=_DEFAULT_PARAMS, headers={"Authorization": "Bearer tok"})
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assert resp.status_code == 200
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body = resp.json()
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assert body["total_realized_pnl"] == pytest.approx(0.0)
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assert body["items"] == []
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def test_pnl_empty_ledger_returns_200_with_zero() -> None:
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settings = _make_settings()
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repo = _make_repo(trades=[])
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with _with_repo(repo):
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client = _make_client(settings)
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resp = client.get(_PATH, params=_DEFAULT_PARAMS, headers={"Authorization": "Bearer tok"})
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assert resp.status_code == 200
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body = resp.json()
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assert body["total_realized_pnl"] == pytest.approx(0.0)
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assert body["items"] == []
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# ---------------------------------------------------------------------------
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# REQ-040 AC-5/AC-6: data_completeness_warning (R-1 완화)
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# ---------------------------------------------------------------------------
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def test_pnl_sell_without_buy_triggers_warning() -> None:
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"""AC-5: history incomplete → warning non-null."""
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trades = [
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_make_entry(ledger_entry_id=1, side="sell", quantity=50, price=15_000, fee=500, tax=200,
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executed_at=datetime(2026, 6, 15, 10, 0, tzinfo=timezone.utc)),
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]
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settings = _make_settings()
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repo = _make_repo(trades=trades)
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with _with_repo(repo):
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client = _make_client(settings)
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resp = client.get(_PATH, params=_DEFAULT_PARAMS, headers={"Authorization": "Bearer tok"})
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assert resp.status_code == 200
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body = resp.json()
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assert body["data_completeness_warning"] is not None
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assert len(body["data_completeness_warning"]) > 0
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def test_pnl_complete_history_warning_is_null() -> None:
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"""AC-6: complete history → warning null."""
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trades = [
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_make_entry(ledger_entry_id=1, side="buy", quantity=100, price=10_000,
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executed_at=datetime(2026, 6, 1, 9, 0, tzinfo=timezone.utc)),
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_make_entry(ledger_entry_id=2, side="sell", quantity=50, price=15_000, fee=100, tax=50,
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executed_at=datetime(2026, 6, 15, 10, 0, tzinfo=timezone.utc)),
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]
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settings = _make_settings()
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repo = _make_repo(trades=trades)
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with _with_repo(repo):
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client = _make_client(settings)
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resp = client.get(_PATH, params=_DEFAULT_PARAMS, headers={"Authorization": "Bearer tok"})
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assert resp.status_code == 200
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assert resp.json()["data_completeness_warning"] is None
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def test_pnl_oversell_triggers_warning() -> None:
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"""AC-5: running_qty < sell qty → warning."""
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trades = [
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_make_entry(ledger_entry_id=1, side="buy", quantity=10, price=10_000,
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executed_at=datetime(2026, 6, 1, 9, 0, tzinfo=timezone.utc)),
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_make_entry(ledger_entry_id=2, side="sell", quantity=20, price=15_000,
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executed_at=datetime(2026, 6, 15, 10, 0, tzinfo=timezone.utc)),
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]
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settings = _make_settings()
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repo = _make_repo(trades=trades)
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with _with_repo(repo):
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client = _make_client(settings)
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resp = client.get(_PATH, params=_DEFAULT_PARAMS, headers={"Authorization": "Bearer tok"})
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assert resp.status_code == 200
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assert resp.json()["data_completeness_warning"] is not None
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# ---------------------------------------------------------------------------
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# REQ-040 AC-2: symbol filter
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# ---------------------------------------------------------------------------
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def test_pnl_symbol_filter_passed_to_repo() -> None:
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"""Symbol filter param is accepted; repo.get_all_trades_for_pnl is called with symbol."""
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settings = _make_settings()
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repo = _make_repo(trades=[])
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with _with_repo(repo):
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client = _make_client(settings)
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resp = client.get(
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_PATH,
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params={"from": "2026-06-01", "to": "2026-06-30", "symbol": "005930.KS"},
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headers={"Authorization": "Bearer tok"},
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)
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assert resp.status_code == 200
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repo.get_all_trades_for_pnl.assert_called_once_with(_PORTFOLIO_ID, symbol="005930.KS")
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def test_pnl_symbol_filter_excludes_other_symbol_sells() -> None:
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"""Portfolio symbol is '005930'; sells tagged with portfolio symbol only appear."""
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portfolio = _make_portfolio(symbol="005930")
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trades = [
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_make_entry(ledger_entry_id=1, side="buy", quantity=100, price=10_000,
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executed_at=datetime(2026, 6, 1, 9, 0, tzinfo=timezone.utc)),
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_make_entry(ledger_entry_id=2, side="sell", quantity=50, price=15_000,
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executed_at=datetime(2026, 6, 15, 10, 0, tzinfo=timezone.utc)),
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]
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settings = _make_settings()
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repo = _make_repo(portfolio=portfolio, trades=trades)
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with _with_repo(repo):
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client = _make_client(settings)
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# symbol filter matches portfolio symbol → sell included
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resp = client.get(
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_PATH,
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params={"from": "2026-06-01", "to": "2026-06-30", "symbol": "005930"},
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headers={"Authorization": "Bearer tok"},
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)
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assert resp.status_code == 200
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body = resp.json()
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# portfolio symbol "005930" matches filter "005930" → sell is included
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assert len(body["items"]) == 1
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# ---------------------------------------------------------------------------
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# REQ-040 AC-7: non-owner token → 403
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# ---------------------------------------------------------------------------
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def test_pnl_non_owner_returns_403() -> None:
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settings = _make_settings()
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repo = _make_repo(portfolio=_make_portfolio(owner=_USER_ID), user_id=_OTHER_USER_ID)
|
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with _with_repo(repo):
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client = _make_client(settings)
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resp = client.get(_PATH, params=_DEFAULT_PARAMS, headers={"Authorization": "Bearer tok"})
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assert resp.status_code == 403
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# ---------------------------------------------------------------------------
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# REQ-040 AC-8: non-existent portfolio → 404
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# ---------------------------------------------------------------------------
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def test_pnl_nonexistent_portfolio_returns_404() -> None:
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settings = _make_settings()
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repo = _make_repo()
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repo.get.side_effect = ValueError("포트폴리오를 찾을 수 없습니다")
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with _with_repo(repo):
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client = _make_client(settings)
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resp = client.get(_PATH, params=_DEFAULT_PARAMS, headers={"Authorization": "Bearer tok"})
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assert resp.status_code == 404
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||||
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# ---------------------------------------------------------------------------
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# REQ-040 AC-9: endpoint documented in OpenAPI
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# ---------------------------------------------------------------------------
|
||||
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||||
def test_pnl_endpoint_in_openapi() -> None:
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settings = _make_settings()
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||||
repo = _make_repo()
|
||||
with _with_repo(repo):
|
||||
client = _make_client(settings)
|
||||
resp = client.get("/openapi.json")
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assert resp.status_code == 200
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openapi = resp.json()
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paths = openapi.get("paths", {})
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||||
pnl_path = f"/v1/portfolios/{{portfolio_id}}/pnl/realized"
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assert pnl_path in paths, f"Expected {pnl_path!r} in OpenAPI paths"
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||||
assert "get" in paths[pnl_path]
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||||
@@ -0,0 +1,302 @@
|
||||
"""Tests for GET /v1/portfolios/{portfolio_id}/trades (REQ-039, REQ-042).
|
||||
|
||||
Uses TestClient with MagicMock repo injection — no DB required.
|
||||
"""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
from contextlib import ExitStack
|
||||
from datetime import datetime, timezone
|
||||
from unittest.mock import MagicMock, patch
|
||||
|
||||
from fastapi.testclient import TestClient
|
||||
|
||||
from app.core.config import Settings, get_settings
|
||||
from app.domain.models import LedgerEntry, Portfolio, TokenPrincipal
|
||||
from app.main import create_app
|
||||
|
||||
# ---------------------------------------------------------------------------
|
||||
# Constants
|
||||
# ---------------------------------------------------------------------------
|
||||
|
||||
_ENC_KEY = "AAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAA="
|
||||
_USER_ID = "user-001"
|
||||
_OTHER_USER_ID = "user-002"
|
||||
_PORTFOLIO_ID = "pf-trades-001"
|
||||
_PATH = f"/v1/portfolios/{_PORTFOLIO_ID}/trades"
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------
|
||||
# Helpers
|
||||
# ---------------------------------------------------------------------------
|
||||
|
||||
def _make_settings() -> Settings:
|
||||
get_settings.cache_clear()
|
||||
return Settings(
|
||||
db_enabled=True,
|
||||
credential_encryption_key=_ENC_KEY,
|
||||
allowed_origins_raw="http://localhost:3000",
|
||||
)
|
||||
|
||||
|
||||
def _make_client(settings: Settings) -> TestClient:
|
||||
app = create_app(settings_factory=lambda: settings)
|
||||
app.dependency_overrides[get_settings] = lambda: settings
|
||||
return TestClient(app)
|
||||
|
||||
|
||||
def _make_portfolio(*, owner: str = _USER_ID, status: str = "enabled") -> Portfolio:
|
||||
return Portfolio(
|
||||
portfolio_id=_PORTFOLIO_ID,
|
||||
broker="kis",
|
||||
status=status,
|
||||
name="test-portfolio",
|
||||
symbol="005930",
|
||||
asset_id="asset-001",
|
||||
owner_user_id=owner,
|
||||
cash_balance=1_000_000.0,
|
||||
asset_quantity=0.0,
|
||||
tag_ids=[],
|
||||
managed_by_daemon_id=None,
|
||||
)
|
||||
|
||||
|
||||
def _make_ledger_entry(
|
||||
*,
|
||||
ledger_entry_id: int = 1,
|
||||
side: str = "buy",
|
||||
quantity: float = 100.0,
|
||||
price: float = 10_000.0,
|
||||
fee: float = 0.0,
|
||||
tax: float = 0.0,
|
||||
executed_at: datetime | None = None,
|
||||
) -> LedgerEntry:
|
||||
if executed_at is None:
|
||||
executed_at = datetime(2026, 6, 15, 9, 0, 0, tzinfo=timezone.utc)
|
||||
return LedgerEntry(
|
||||
ledger_entry_id=ledger_entry_id,
|
||||
portfolio_id=_PORTFOLIO_ID,
|
||||
order_id=f"ord-{ledger_entry_id:03d}",
|
||||
execution_id=f"exec-{ledger_entry_id:03d}",
|
||||
side=side,
|
||||
quantity=quantity,
|
||||
price=price,
|
||||
fee_amount=fee,
|
||||
tax_amount=tax,
|
||||
executed_at=executed_at,
|
||||
recorded_at=executed_at,
|
||||
)
|
||||
|
||||
|
||||
def _make_repo(
|
||||
*,
|
||||
portfolio: Portfolio | None = None,
|
||||
trades: list[LedgerEntry] | None = None,
|
||||
user_id: str = _USER_ID,
|
||||
permission: str = "read",
|
||||
) -> MagicMock:
|
||||
repo = MagicMock()
|
||||
principal = TokenPrincipal(
|
||||
token_id="t1",
|
||||
user_id=user_id,
|
||||
permission=permission,
|
||||
token_type="db",
|
||||
runtime_id=None,
|
||||
daemon_id=None,
|
||||
)
|
||||
repo.get_token_principal.return_value = principal
|
||||
repo.get.return_value = portfolio or _make_portfolio()
|
||||
repo.list_trades_by_date.return_value = trades if trades is not None else []
|
||||
return repo
|
||||
|
||||
|
||||
def _with_repo(repo: MagicMock) -> ExitStack:
|
||||
stack = ExitStack()
|
||||
stack.enter_context(
|
||||
patch("app.api.v1_portfolios.get_portfolio_repository_from_settings", return_value=repo)
|
||||
)
|
||||
stack.enter_context(
|
||||
patch("app.core.auth.get_portfolio_repository_from_settings", return_value=repo)
|
||||
)
|
||||
return stack
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------
|
||||
# AC-1: date=YYYY-MM-DD single date → 200 + items count matches
|
||||
# ---------------------------------------------------------------------------
|
||||
|
||||
def test_trades_single_date_returns_matching_count() -> None:
|
||||
"""AC-1: date param → HTTP 200 + items list."""
|
||||
trades = [
|
||||
_make_ledger_entry(ledger_entry_id=1, executed_at=datetime(2026, 6, 15, 9, 0, tzinfo=timezone.utc)),
|
||||
_make_ledger_entry(ledger_entry_id=2, side="sell", executed_at=datetime(2026, 6, 15, 10, 0, tzinfo=timezone.utc)),
|
||||
_make_ledger_entry(ledger_entry_id=3, executed_at=datetime(2026, 6, 15, 11, 0, tzinfo=timezone.utc)),
|
||||
]
|
||||
settings = _make_settings()
|
||||
repo = _make_repo(trades=trades)
|
||||
with _with_repo(repo):
|
||||
client = _make_client(settings)
|
||||
resp = client.get(_PATH, params={"date": "2026-06-15"}, headers={"Authorization": "Bearer tok"})
|
||||
assert resp.status_code == 200
|
||||
body = resp.json()
|
||||
assert body["total"] == 3
|
||||
assert len(body["items"]) == 3
|
||||
|
||||
|
||||
def test_trades_single_date_item_fields() -> None:
|
||||
"""AC-1: each item has required fields."""
|
||||
trade = _make_ledger_entry(ledger_entry_id=1, side="buy", quantity=100.0, price=10_000.0,
|
||||
fee=50.0, tax=25.0,
|
||||
executed_at=datetime(2026, 6, 15, 9, 0, tzinfo=timezone.utc))
|
||||
settings = _make_settings()
|
||||
repo = _make_repo(trades=[trade])
|
||||
with _with_repo(repo):
|
||||
client = _make_client(settings)
|
||||
resp = client.get(_PATH, params={"date": "2026-06-15"}, headers={"Authorization": "Bearer tok"})
|
||||
assert resp.status_code == 200
|
||||
item = resp.json()["items"][0]
|
||||
assert item["side"] == "buy"
|
||||
assert item["quantity"] == 100.0
|
||||
assert item["price"] == 10_000.0
|
||||
assert item["fee_amount"] == 50.0
|
||||
assert item["tax_amount"] == 25.0
|
||||
assert "executed_at" in item
|
||||
assert "order_id" in item
|
||||
assert "execution_id" in item
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------
|
||||
# AC-2: from/to range filter → 200 + items from boundary dates
|
||||
# ---------------------------------------------------------------------------
|
||||
|
||||
def test_trades_range_filter_returns_items() -> None:
|
||||
"""AC-2: from/to → HTTP 200 + items count."""
|
||||
trades = [_make_ledger_entry(ledger_entry_id=i) for i in range(1, 8)]
|
||||
settings = _make_settings()
|
||||
repo = _make_repo(trades=trades)
|
||||
with _with_repo(repo):
|
||||
client = _make_client(settings)
|
||||
resp = client.get(_PATH, params={"from": "2026-06-01", "to": "2026-06-15"},
|
||||
headers={"Authorization": "Bearer tok"})
|
||||
assert resp.status_code == 200
|
||||
assert resp.json()["total"] == 7
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------
|
||||
# AC-3: no date params → HTTP 422
|
||||
# ---------------------------------------------------------------------------
|
||||
|
||||
def test_trades_no_date_params_returns_422() -> None:
|
||||
settings = _make_settings()
|
||||
repo = _make_repo()
|
||||
with _with_repo(repo):
|
||||
client = _make_client(settings)
|
||||
resp = client.get(_PATH, headers={"Authorization": "Bearer tok"})
|
||||
assert resp.status_code == 422
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------
|
||||
# AC-4: bad date format → HTTP 422
|
||||
# ---------------------------------------------------------------------------
|
||||
|
||||
def test_trades_bad_date_format_returns_422() -> None:
|
||||
settings = _make_settings()
|
||||
repo = _make_repo()
|
||||
with _with_repo(repo):
|
||||
client = _make_client(settings)
|
||||
# "20260615" is not YYYY-MM-DD
|
||||
resp = client.get(_PATH, params={"date": "20260615"}, headers={"Authorization": "Bearer tok"})
|
||||
assert resp.status_code == 422
|
||||
|
||||
|
||||
def test_trades_slash_date_format_returns_422() -> None:
|
||||
settings = _make_settings()
|
||||
repo = _make_repo()
|
||||
with _with_repo(repo):
|
||||
client = _make_client(settings)
|
||||
resp = client.get(_PATH, params={"date": "2026/06/15"}, headers={"Authorization": "Bearer tok"})
|
||||
assert resp.status_code == 422
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------
|
||||
# AC-5: no trades in range → 200 + empty items
|
||||
# ---------------------------------------------------------------------------
|
||||
|
||||
def test_trades_empty_range_returns_200_empty() -> None:
|
||||
settings = _make_settings()
|
||||
repo = _make_repo(trades=[])
|
||||
with _with_repo(repo):
|
||||
client = _make_client(settings)
|
||||
resp = client.get(_PATH, params={"date": "2026-06-15"}, headers={"Authorization": "Bearer tok"})
|
||||
assert resp.status_code == 200
|
||||
body = resp.json()
|
||||
assert body["total"] == 0
|
||||
assert body["items"] == []
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------
|
||||
# AC-6: non-owner token → HTTP 403
|
||||
# ---------------------------------------------------------------------------
|
||||
|
||||
def test_trades_non_owner_returns_403() -> None:
|
||||
settings = _make_settings()
|
||||
# Repo returns a portfolio owned by _USER_ID, but token belongs to _OTHER_USER_ID
|
||||
repo = _make_repo(portfolio=_make_portfolio(owner=_USER_ID), user_id=_OTHER_USER_ID)
|
||||
with _with_repo(repo):
|
||||
client = _make_client(settings)
|
||||
resp = client.get(_PATH, params={"date": "2026-06-15"}, headers={"Authorization": "Bearer tok"})
|
||||
assert resp.status_code == 403
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------
|
||||
# AC-7: non-existent portfolio → HTTP 404
|
||||
# ---------------------------------------------------------------------------
|
||||
|
||||
def test_trades_nonexistent_portfolio_returns_404() -> None:
|
||||
settings = _make_settings()
|
||||
repo = _make_repo()
|
||||
repo.get.side_effect = ValueError("포트폴리오를 찾을 수 없습니다")
|
||||
with _with_repo(repo):
|
||||
client = _make_client(settings)
|
||||
resp = client.get(_PATH, params={"date": "2026-06-15"}, headers={"Authorization": "Bearer tok"})
|
||||
assert resp.status_code == 404
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------
|
||||
# AC-8: endpoint is documented in OpenAPI schema
|
||||
# ---------------------------------------------------------------------------
|
||||
|
||||
def test_trades_endpoint_in_openapi() -> None:
|
||||
settings = _make_settings()
|
||||
repo = _make_repo()
|
||||
with _with_repo(repo):
|
||||
client = _make_client(settings)
|
||||
resp = client.get("/openapi.json")
|
||||
assert resp.status_code == 200
|
||||
openapi = resp.json()
|
||||
paths = openapi.get("paths", {})
|
||||
trade_path = f"/v1/portfolios/{{portfolio_id}}/trades"
|
||||
assert trade_path in paths, f"Expected {trade_path!r} in OpenAPI paths"
|
||||
assert "get" in paths[trade_path]
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------
|
||||
# Partial range: from-only or to-only → 422
|
||||
# ---------------------------------------------------------------------------
|
||||
|
||||
def test_trades_from_only_without_to_returns_422() -> None:
|
||||
settings = _make_settings()
|
||||
repo = _make_repo()
|
||||
with _with_repo(repo):
|
||||
client = _make_client(settings)
|
||||
resp = client.get(_PATH, params={"from": "2026-06-01"}, headers={"Authorization": "Bearer tok"})
|
||||
assert resp.status_code == 422
|
||||
|
||||
|
||||
def test_trades_to_only_without_from_returns_422() -> None:
|
||||
settings = _make_settings()
|
||||
repo = _make_repo()
|
||||
with _with_repo(repo):
|
||||
client = _make_client(settings)
|
||||
resp = client.get(_PATH, params={"to": "2026-06-15"}, headers={"Authorization": "Bearer tok"})
|
||||
assert resp.status_code == 422
|
||||
@@ -0,0 +1,277 @@
|
||||
"""Pure unit tests for WAC cost_basis PnL calculation (REQ-041, REQ-042).
|
||||
|
||||
These tests have NO DB dependency and must pass without any database container.
|
||||
All inputs are plain Python dicts; no psycopg/DB imports are used.
|
||||
"""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
from datetime import datetime, timezone
|
||||
|
||||
import pytest
|
||||
|
||||
from app.domain.pnl import WacPnlResult, calculate_realized_pnl
|
||||
|
||||
# ---------------------------------------------------------------------------
|
||||
# Fixtures
|
||||
# ---------------------------------------------------------------------------
|
||||
|
||||
_T0 = datetime(2026, 6, 1, 9, 0, 0, tzinfo=timezone.utc)
|
||||
_T1 = datetime(2026, 6, 1, 9, 30, 0, tzinfo=timezone.utc)
|
||||
_T2 = datetime(2026, 6, 1, 10, 0, 0, tzinfo=timezone.utc)
|
||||
_T3 = datetime(2026, 6, 15, 10, 0, 0, tzinfo=timezone.utc)
|
||||
|
||||
|
||||
def _row(side: str, qty: float, price: float, *, fee: float = 0.0, tax: float = 0.0,
|
||||
executed_at: datetime = _T0, symbol: str | None = "005930") -> dict:
|
||||
return {
|
||||
"side": side,
|
||||
"quantity": qty,
|
||||
"price": price,
|
||||
"fee_amount": fee,
|
||||
"tax_amount": tax,
|
||||
"executed_at": executed_at,
|
||||
"order_id": None,
|
||||
"execution_id": None,
|
||||
"symbol": symbol,
|
||||
}
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------
|
||||
# REQ-042 AC-1 / REQ-041 AC-1: WAC 199,300 scenario
|
||||
# ---------------------------------------------------------------------------
|
||||
|
||||
class TestWac199300:
|
||||
"""buy 100주@10,000 + buy 100주@12,000 → sell 50주@15,000 fee=500 tax=200.
|
||||
|
||||
WAC = (100*10,000 + 100*12,000) / 200 = 11,000
|
||||
realized_pnl = (15,000 - 11,000) * 50 - 500 - 200 = 200,000 - 700 = 199,300
|
||||
"""
|
||||
|
||||
def _make_rows(self) -> list[dict]:
|
||||
return [
|
||||
_row("buy", 100, 10_000, executed_at=_T0),
|
||||
_row("buy", 100, 12_000, executed_at=_T1),
|
||||
_row("sell", 50, 15_000, fee=500, tax=200, executed_at=_T2),
|
||||
]
|
||||
|
||||
def test_total_realized_pnl(self) -> None:
|
||||
result = calculate_realized_pnl(self._make_rows())
|
||||
assert result.total_realized_pnl == pytest.approx(199_300.0)
|
||||
|
||||
def test_cost_basis_per_unit(self) -> None:
|
||||
result = calculate_realized_pnl(self._make_rows())
|
||||
assert len(result.items) == 1
|
||||
assert result.items[0].cost_basis_per_unit == pytest.approx(11_000.0)
|
||||
|
||||
def test_no_warning_when_history_complete(self) -> None:
|
||||
result = calculate_realized_pnl(self._make_rows())
|
||||
assert result.data_completeness_warning is None
|
||||
|
||||
def test_cost_basis_from_is_first_buy(self) -> None:
|
||||
result = calculate_realized_pnl(self._make_rows())
|
||||
assert result.cost_basis_from == _T0
|
||||
|
||||
def test_sell_item_fields(self) -> None:
|
||||
result = calculate_realized_pnl(self._make_rows())
|
||||
item = result.items[0]
|
||||
assert item.sell_price == pytest.approx(15_000.0)
|
||||
assert item.quantity == pytest.approx(50.0)
|
||||
assert item.fee_amount == pytest.approx(500.0)
|
||||
assert item.tax_amount == pytest.approx(200.0)
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------
|
||||
# REQ-041 AC-2: buy only, no sell → items=[], total=0, cost_basis_from set
|
||||
# ---------------------------------------------------------------------------
|
||||
|
||||
class TestBuyOnlyNoSell:
|
||||
def test_empty_items(self) -> None:
|
||||
rows = [_row("buy", 100, 10_000, executed_at=_T0)]
|
||||
result = calculate_realized_pnl(rows)
|
||||
assert result.items == []
|
||||
assert result.total_realized_pnl == pytest.approx(0.0)
|
||||
|
||||
def test_cost_basis_from_set(self) -> None:
|
||||
rows = [_row("buy", 100, 10_000, executed_at=_T0)]
|
||||
result = calculate_realized_pnl(rows)
|
||||
assert result.cost_basis_from == _T0
|
||||
|
||||
def test_no_warning(self) -> None:
|
||||
rows = [_row("buy", 100, 10_000, executed_at=_T0)]
|
||||
result = calculate_realized_pnl(rows)
|
||||
assert result.data_completeness_warning is None
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------
|
||||
# REQ-042 AC-1 / REQ-041 AC-6: empty input → total=0, cost_basis_from=None
|
||||
# ---------------------------------------------------------------------------
|
||||
|
||||
class TestEmptyInput:
|
||||
def test_empty_rows(self) -> None:
|
||||
result = calculate_realized_pnl([])
|
||||
assert result.items == []
|
||||
assert result.total_realized_pnl == pytest.approx(0.0)
|
||||
assert result.cost_basis_from is None
|
||||
assert result.data_completeness_warning is None
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------
|
||||
# REQ-042 AC-1 / REQ-041 AC-3: sell with no prior buy → warning
|
||||
# ---------------------------------------------------------------------------
|
||||
|
||||
class TestSellWithNoBuyHistory:
|
||||
def test_warning_is_set(self) -> None:
|
||||
rows = [_row("sell", 10, 15_000, fee=100, tax=50, executed_at=_T0)]
|
||||
result = calculate_realized_pnl(rows)
|
||||
assert result.data_completeness_warning is not None
|
||||
assert len(result.data_completeness_warning) > 0
|
||||
|
||||
def test_calculation_continues(self) -> None:
|
||||
"""REQ-041: 중단 없이 최선 추정 계속."""
|
||||
rows = [_row("sell", 10, 15_000, fee=100, tax=50, executed_at=_T0)]
|
||||
result = calculate_realized_pnl(rows)
|
||||
# WAC=0 when no buy history; realized = (15000-0)*10 - 100 - 50
|
||||
assert len(result.items) == 1
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------
|
||||
# REQ-042 AC-1 / REQ-041 AC-4: sell quantity exceeds running_qty → warning
|
||||
# ---------------------------------------------------------------------------
|
||||
|
||||
class TestSellExceedsRunningQty:
|
||||
def test_warning_when_oversell(self) -> None:
|
||||
rows = [
|
||||
_row("buy", 10, 10_000, executed_at=_T0),
|
||||
_row("sell", 20, 15_000, executed_at=_T1), # oversell: 20 > 10
|
||||
]
|
||||
result = calculate_realized_pnl(rows)
|
||||
assert result.data_completeness_warning is not None
|
||||
assert len(result.data_completeness_warning) > 0
|
||||
|
||||
def test_calculation_not_aborted(self) -> None:
|
||||
rows = [
|
||||
_row("buy", 10, 10_000, executed_at=_T0),
|
||||
_row("sell", 20, 15_000, executed_at=_T1),
|
||||
]
|
||||
result = calculate_realized_pnl(rows)
|
||||
assert len(result.items) == 1 # sell item still produced
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------
|
||||
# REQ-041 AC-5: multiple buy/sell cycles — WAC accumulates correctly
|
||||
# ---------------------------------------------------------------------------
|
||||
|
||||
class TestMultipleBuySellCycles:
|
||||
def test_wac_is_cumulative(self) -> None:
|
||||
"""After buy100@10k then buy100@12k then sell50@15k, remaining WAC stays 11k."""
|
||||
rows = [
|
||||
_row("buy", 100, 10_000, executed_at=datetime(2026, 6, 1, 9, 0, tzinfo=timezone.utc)),
|
||||
_row("buy", 100, 12_000, executed_at=datetime(2026, 6, 1, 9, 30, tzinfo=timezone.utc)),
|
||||
_row("sell", 50, 15_000, fee=500, tax=200, executed_at=datetime(2026, 6, 1, 10, 0, tzinfo=timezone.utc)),
|
||||
# After sell: running_qty = 150, WAC = 11,000
|
||||
# Buy more at 13,000: new WAC = (11000*150 + 13000*50) / 200 = (1,650,000 + 650,000) / 200 = 11,500
|
||||
_row("buy", 50, 13_000, executed_at=datetime(2026, 6, 10, 9, 0, tzinfo=timezone.utc)),
|
||||
_row("sell", 100, 16_000, fee=300, tax=100, executed_at=datetime(2026, 6, 15, 10, 0, tzinfo=timezone.utc)),
|
||||
]
|
||||
result = calculate_realized_pnl(rows)
|
||||
assert len(result.items) == 2
|
||||
|
||||
# First sell: WAC=11,000, qty=50, fee=500, tax=200
|
||||
item0 = result.items[0]
|
||||
assert item0.cost_basis_per_unit == pytest.approx(11_000.0)
|
||||
assert item0.realized_pnl == pytest.approx((15_000 - 11_000) * 50 - 500 - 200)
|
||||
|
||||
# Second sell: WAC=11,500, qty=100, fee=300, tax=100
|
||||
item1 = result.items[1]
|
||||
assert item1.cost_basis_per_unit == pytest.approx(11_500.0)
|
||||
assert item1.realized_pnl == pytest.approx((16_000 - 11_500) * 100 - 300 - 100)
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------
|
||||
# Date filter: from_dt / to_dt
|
||||
# ---------------------------------------------------------------------------
|
||||
|
||||
class TestDateFilter:
|
||||
def _make_rows(self) -> list[dict]:
|
||||
"""buy once, then two sells on different days."""
|
||||
return [
|
||||
_row("buy", 200, 10_000, executed_at=datetime(2026, 6, 1, 9, 0, tzinfo=timezone.utc)),
|
||||
_row("sell", 50, 15_000, fee=100, tax=50,
|
||||
executed_at=datetime(2026, 6, 10, 10, 0, tzinfo=timezone.utc)),
|
||||
_row("sell", 50, 16_000, fee=100, tax=50,
|
||||
executed_at=datetime(2026, 6, 20, 10, 0, tzinfo=timezone.utc)),
|
||||
]
|
||||
|
||||
def test_filter_includes_only_sells_in_range(self) -> None:
|
||||
from_dt = datetime(2026, 6, 10, 0, 0, 0, tzinfo=timezone.utc)
|
||||
to_dt = datetime(2026, 6, 11, 0, 0, 0, tzinfo=timezone.utc) # exclusive upper
|
||||
result = calculate_realized_pnl(self._make_rows(), from_dt=from_dt, to_dt=to_dt)
|
||||
assert len(result.items) == 1
|
||||
assert result.items[0].sell_price == pytest.approx(15_000.0)
|
||||
|
||||
def test_filter_both_sells_in_range(self) -> None:
|
||||
from_dt = datetime(2026, 6, 1, 0, 0, 0, tzinfo=timezone.utc)
|
||||
to_dt = datetime(2026, 6, 30, 0, 0, 0, tzinfo=timezone.utc)
|
||||
result = calculate_realized_pnl(self._make_rows(), from_dt=from_dt, to_dt=to_dt)
|
||||
assert len(result.items) == 2
|
||||
|
||||
def test_wac_uses_all_buys_regardless_of_filter(self) -> None:
|
||||
"""WAC must be computed from ALL buy history, even if buy is before from_dt."""
|
||||
rows = [
|
||||
_row("buy", 100, 10_000, executed_at=datetime(2026, 5, 1, 9, 0, tzinfo=timezone.utc)),
|
||||
_row("sell", 50, 15_000, executed_at=datetime(2026, 6, 15, 10, 0, tzinfo=timezone.utc)),
|
||||
]
|
||||
from_dt = datetime(2026, 6, 1, 0, 0, 0, tzinfo=timezone.utc)
|
||||
to_dt = datetime(2026, 6, 30, 0, 0, 0, tzinfo=timezone.utc)
|
||||
result = calculate_realized_pnl(rows, from_dt=from_dt, to_dt=to_dt)
|
||||
assert len(result.items) == 1
|
||||
assert result.items[0].cost_basis_per_unit == pytest.approx(10_000.0)
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------
|
||||
# Symbol filter
|
||||
# ---------------------------------------------------------------------------
|
||||
|
||||
class TestSymbolFilter:
|
||||
def test_symbol_filter_excludes_other_symbols(self) -> None:
|
||||
rows = [
|
||||
_row("buy", 100, 10_000, symbol="005930"),
|
||||
_row("sell", 50, 15_000, symbol="005930"),
|
||||
_row("sell", 30, 20_000, symbol="OTHER"),
|
||||
]
|
||||
result = calculate_realized_pnl(rows, symbol="005930")
|
||||
# Only the 005930 sell should appear
|
||||
assert len(result.items) == 1
|
||||
assert result.items[0].sell_price == pytest.approx(15_000.0)
|
||||
|
||||
def test_no_symbol_filter_includes_all(self) -> None:
|
||||
rows = [
|
||||
_row("buy", 200, 10_000),
|
||||
_row("sell", 50, 15_000),
|
||||
_row("sell", 30, 16_000),
|
||||
]
|
||||
result = calculate_realized_pnl(rows)
|
||||
assert len(result.items) == 2
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------
|
||||
# REQ-041 AC-7: no psycopg import in domain module (import-time check)
|
||||
# ---------------------------------------------------------------------------
|
||||
|
||||
class TestNoPsycopgInDomainModule:
|
||||
def test_pnl_module_has_no_db_import(self) -> None:
|
||||
import importlib
|
||||
import sys
|
||||
module_name = "app.domain.pnl"
|
||||
# Force reimport to check
|
||||
mod = sys.modules.get(module_name)
|
||||
if mod is None:
|
||||
mod = importlib.import_module(module_name)
|
||||
source_file = getattr(mod, "__file__", "")
|
||||
with open(source_file) as f:
|
||||
source = f.read()
|
||||
for forbidden in ("psycopg", "asyncpg", "psycopg2"):
|
||||
assert forbidden not in source, (
|
||||
f"app/domain/pnl.py contains forbidden DB import: {forbidden!r}"
|
||||
)
|
||||
Reference in New Issue
Block a user