portfolio-hub/docs/batches/bat-017_20260618_trade-history-and-pnl-api/verification.md

BAT-017 Verification

Status: approved (confirm-batch-verification)

실행 명령

.venv/bin/python3 -m pytest tests/test_wac_calculation.py tests/test_v1_portfolios_trades.py tests/test_v1_portfolios_pnl.py -v

실제 pytest 결과 (2026-06-18)

================================================================================== test session starts ==================================================================================
platform linux -- Python 3.12.3, pytest-8.4.2, pluggy-1.6.0
rootdir: /home/genichin/workspace/trex-lead/repos/portfolio-hub
collected 50 items

tests/test_wac_calculation.py::TestWac199300::test_total_realized_pnl PASSED
tests/test_wac_calculation.py::TestWac199300::test_cost_basis_per_unit PASSED
tests/test_wac_calculation.py::TestWac199300::test_no_warning_when_history_complete PASSED
tests/test_wac_calculation.py::TestWac199300::test_cost_basis_from_is_first_buy PASSED
tests/test_wac_calculation.py::TestWac199300::test_sell_item_fields PASSED
tests/test_wac_calculation.py::TestBuyOnlyNoSell::test_empty_items PASSED
tests/test_wac_calculation.py::TestBuyOnlyNoSell::test_cost_basis_from_set PASSED
tests/test_wac_calculation.py::TestBuyOnlyNoSell::test_no_warning PASSED
tests/test_wac_calculation.py::TestEmptyInput::test_empty_rows PASSED
tests/test_wac_calculation.py::TestSellWithNoBuyHistory::test_warning_is_set PASSED
tests/test_wac_calculation.py::TestSellWithNoBuyHistory::test_calculation_continues PASSED
tests/test_wac_calculation.py::TestSellExceedsRunningQty::test_warning_when_oversell PASSED
tests/test_wac_calculation.py::TestSellExceedsRunningQty::test_calculation_not_aborted PASSED
tests/test_wac_calculation.py::TestMultipleBuySellCycles::test_wac_is_cumulative PASSED
tests/test_wac_calculation.py::TestDateFilter::test_filter_includes_only_sells_in_range PASSED
tests/test_wac_calculation.py::TestDateFilter::test_filter_both_sells_in_range PASSED
tests/test_wac_calculation.py::TestDateFilter::test_wac_uses_all_buys_regardless_of_filter PASSED
tests/test_wac_calculation.py::TestSymbolFilter::test_symbol_filter_excludes_other_symbols PASSED
tests/test_wac_calculation.py::TestSymbolFilter::test_no_symbol_filter_includes_all PASSED
tests/test_wac_calculation.py::TestNoPsycopgInDomainModule::test_pnl_module_has_no_db_import PASSED
tests/test_v1_portfolios_trades.py::test_trades_single_date_returns_matching_count PASSED
tests/test_v1_portfolios_trades.py::test_trades_single_date_item_fields PASSED
tests/test_v1_portfolios_trades.py::test_trades_range_filter_returns_items PASSED
tests/test_v1_portfolios_trades.py::test_trades_no_date_params_returns_422 PASSED
tests/test_v1_portfolios_trades.py::test_trades_bad_date_format_returns_422 PASSED
tests/test_v1_portfolios_trades.py::test_trades_slash_date_format_returns_422 PASSED
tests/test_v1_portfolios_trades.py::test_trades_empty_range_returns_200_empty PASSED
tests/test_v1_portfolios_trades.py::test_trades_non_owner_returns_403 PASSED
tests/test_v1_portfolios_trades.py::test_trades_nonexistent_portfolio_returns_404 PASSED
tests/test_v1_portfolios_trades.py::test_trades_endpoint_in_openapi PASSED
tests/test_v1_portfolios_trades.py::test_trades_from_only_without_to_returns_422 PASSED
tests/test_v1_portfolios_trades.py::test_trades_to_only_without_from_returns_422 PASSED
tests/test_v1_portfolios_pnl.py::TestWac199300EndToEnd::test_total_realized_pnl_is_199300 PASSED
tests/test_v1_portfolios_pnl.py::TestWac199300EndToEnd::test_cost_basis_per_unit_is_11000 PASSED
tests/test_v1_portfolios_pnl.py::TestWac199300EndToEnd::test_items_contain_required_fields PASSED
tests/test_v1_portfolios_pnl.py::TestWac199300EndToEnd::test_data_completeness_warning_is_null_when_complete PASSED
tests/test_v1_portfolios_pnl.py::TestWac199300EndToEnd::test_cost_basis_from_is_first_buy_date PASSED
tests/test_v1_portfolios_pnl.py::test_pnl_missing_from_returns_422 PASSED
tests/test_v1_portfolios_pnl.py::test_pnl_missing_to_returns_422 PASSED
tests/test_v1_portfolios_pnl.py::test_pnl_both_missing_returns_422 PASSED
tests/test_v1_portfolios_pnl.py::test_pnl_no_sells_returns_200_with_zero PASSED
tests/test_v1_portfolios_pnl.py::test_pnl_empty_ledger_returns_200_with_zero PASSED
tests/test_v1_portfolios_pnl.py::test_pnl_sell_without_buy_triggers_warning PASSED
tests/test_v1_portfolios_pnl.py::test_pnl_complete_history_warning_is_null PASSED
tests/test_v1_portfolios_pnl.py::test_pnl_oversell_triggers_warning PASSED
tests/test_v1_portfolios_pnl.py::test_pnl_symbol_filter_passed_to_repo PASSED
tests/test_v1_portfolios_pnl.py::test_pnl_symbol_filter_excludes_other_symbol_sells PASSED
tests/test_v1_portfolios_pnl.py::test_pnl_non_owner_returns_403 PASSED
tests/test_v1_portfolios_pnl.py::test_pnl_nonexistent_portfolio_returns_404 PASSED
tests/test_v1_portfolios_pnl.py::test_pnl_endpoint_in_openapi PASSED

50 passed, 8 warnings in 3.43s

결과: 50 passed, 0 failed

기존 회귀 테스트 결과

.venv/bin/python3 -m pytest \
  --ignore=tests/test_wac_calculation.py \
  --ignore=tests/test_v1_portfolios_trades.py \
  --ignore=tests/test_v1_portfolios_pnl.py

377 passed, 3 warnings in 17.25s

결과: 377 passed, 0 failed — 기존 테스트 회귀 없음

환경 제약 사항

• DB 통합 테스트 환경(pfhub_DB_ENABLED=true, TimescaleDB 컨테이너) 없이 실행.
• 통합 테스트(test_v1_portfolios_trades.py, test_v1_portfolios_pnl.py)는 TestClient + MagicMock repo 주입 방식으로 DB 없이 실행 가능.
• WAC 단위 테스트(test_wac_calculation.py)는 순수 Python — DB 불필요 확인.
• 성능 테스트(AC-9: p95 500ms) 및 DB 인덱스 활용 검증은 통합/성능 테스트 환경에서 별도 수행 필요.

REQ별 AC 충족 매핑

REQ-039: GET /v1/portfolios/{id}/trades

AC	테스트	결과
AC-1: date 필터 + 200 + 항목 필드 확인	test_trades_single_date_returns_matching_count, test_trades_single_date_item_fields	PASS
AC-2: from/to 범위 필터 + 200 + 경계 포함	test_trades_range_filter_returns_items	PASS
AC-3: 날짜 파라미터 누락 → 422	test_trades_no_date_params_returns_422	PASS
AC-4: 날짜 형식 오류 → 422	test_trades_bad_date_format_returns_422, test_trades_slash_date_format_returns_422	PASS
AC-5: 0건 → 200 + empty	test_trades_empty_range_returns_200_empty	PASS
AC-6: 비소유자 → 403	test_trades_non_owner_returns_403	PASS
AC-7: 존재하지 않는 portfolio → 404	test_trades_nonexistent_portfolio_returns_404	PASS
AC-8: OpenAPI 문서화	test_trades_endpoint_in_openapi	PASS
AC-9: p95 500ms	성능 환경 별도 (환경 제약)	환경 제약

REQ-040: GET /v1/portfolios/{id}/pnl/realized

AC	테스트	결과
AC-1: 199,300 WAC + cost_basis_per_unit=11,000	TestWac199300EndToEnd::test_total_realized_pnl_is_199300, test_cost_basis_per_unit_is_11000	PASS
AC-2: symbol 필터	test_pnl_symbol_filter_passed_to_repo, test_pnl_symbol_filter_excludes_other_symbol_sells	PASS
AC-3: from/to 누락 → 422	test_pnl_missing_from_returns_422, test_pnl_missing_to_returns_422, test_pnl_both_missing_returns_422	PASS
AC-4: 매도 0건 → 200 + total=0 + items=[]	test_pnl_no_sells_returns_200_with_zero, test_pnl_empty_ledger_returns_200_with_zero	PASS
AC-5: 이력 불완전 → data_completeness_warning 비어 있지 않음	test_pnl_sell_without_buy_triggers_warning, test_pnl_oversell_triggers_warning	PASS
AC-6: 이력 완전 → data_completeness_warning null	test_pnl_complete_history_warning_is_null, TestWac199300EndToEnd::test_data_completeness_warning_is_null_when_complete	PASS
AC-7: 비소유자 → 403	test_pnl_non_owner_returns_403	PASS
AC-8: 존재하지 않는 portfolio → 404	test_pnl_nonexistent_portfolio_returns_404	PASS
AC-9: OpenAPI 문서화 (data_completeness_warning 포함)	test_pnl_endpoint_in_openapi	PASS
AC-10: p95 500ms	성능 환경 별도 (환경 제약)	환경 제약

REQ-041: WAC cost_basis 산출 로직

AC	테스트	결과
AC-1: WAC=11,000 + realized_pnl=199,300	TestWac199300::test_total_realized_pnl, test_cost_basis_per_unit	PASS
AC-2: buy만 있고 sell 없음 → items=[]	TestBuyOnlyNoSell::test_empty_items	PASS
AC-3: sell 시작(buy 없음) → warning 비어 있지 않음	TestSellWithNoBuyHistory::test_warning_is_set, test_calculation_continues	PASS
AC-4: sell qty > running_qty → warning	TestSellExceedsRunningQty::test_warning_when_oversell	PASS
AC-5: 반복 buy/sell → WAC 누적 정확성	TestMultipleBuySellCycles::test_wac_is_cumulative	PASS
AC-6: 빈 입력 → items=[], total=0, cost_basis_from=None	TestEmptyInput::test_empty_rows	PASS
AC-7: DB import 없음 (grep)	TestNoPsycopgInDomainModule::test_pnl_module_has_no_db_import	PASS
AC-8: DB 없이 실행	전체 WAC 단위 테스트 DB 미사용 — PASS	PASS

REQ-042: 테스트 커버리지

AC	결과
AC-1: test_wac_calculation.py — WAC 시나리오 포함 199,300	20 tests PASS
AC-2: test_v1_portfolios_trades.py — date/from-to/422/403/404	12 tests PASS
AC-3: test_v1_portfolios_pnl.py — 199,300/422/0건/warning	18 tests PASS
AC-4: 전체 50 tests PASSED	PASS
AC-5: WAC 단위 테스트 DB 없이 통과	PASS
AC-6: 기존 377 tests 회귀 없음	PASS

남은 한계 (환경 제약 및 OoS)

1. 성능 테스트(AC-9/AC-10): p95 500ms — TimescaleDB 인덱스 환경에서 별도 실행 필요. 이번 batch 검증 범위 외.
2. DB 직접 통합 테스트: pfhub_DB_ENABLED=true + Docker 인프라 없이 실행. MagicMock 기반 단위/통합 테스트로 행동 검증 완료.
3. symbol 컬럼 부재: portfolio_ledger에 symbol 컬럼 없음. 현재 portfolio 단위(1 portfolio = 1 symbol) 가정. 멀티 symbol portfolio 지원 시 별도 설계 필요.
4. DeprecationWarning: HTTP_422_UNPROCESSABLE_ENTITY → HTTP_422_UNPROCESSABLE_CONTENT (FastAPI 최신 버전 경고). 기존 코드 패턴 유지(breaking change 없음). 별도 cleanup batch에서 처리 권장.

Approval

• Status: approved (confirm-batch-verification) → batch release-candidate
• Approver: 팀장 (Claude), 2026-06-18
• Independent QC: qc-reviewer verdict PASS-WITH-NOTES. 50 passed 독립 재현 + 전체 427 passed 회귀 없음, WAC=11,000/realized=199,300 단위+e2e 진짜 검증, R-1 경고필드(buy없음·oversell·완전이력 null) 정상, NFR-3 격리(domain DB import 0) 확인, 스코프·DB 마이그레이션 무, 위생 이상 없음.
• 수용한 잔여(비차단 follow-up): (1) symbol 필터 symbol_param != portfolio_symbol edge 테스트 공백 — AC-2는 충족이나 완전 커버 아님. (2) HTTP_422_UNPROCESSABLE_ENTITY deprecated(기존 패턴). 둘 다 별도 cleanup batch 또는 후속 처리.
• 성능 AC-9/AC-10(p95 500ms)은 TimescaleDB 환경 필요 — 환경 제약 미검증(코드결함 아님).
• REQ-039~042: confirm-req-implemented로 Implemented 전환.