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
2026-06-18 16:45:01 +09:00
parent f37ef87c8c
commit bd34450ee9
19 changed files with 2034 additions and 10 deletions
@@ -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