genichinandClaude Opus 4.8
bd34450ee9
- 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
406 lines
15 KiB
Python
406 lines
15 KiB
Python
"""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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# 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()
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with _with_repo(repo):
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client = _make_client(settings)
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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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