feat(bat-052): WAC 실현손익 리포트 통합 (REQ-109/110/111, dcy-035)
- portfolio.py: RealizedPnlItem/RealizedPnlResult 데이터클래스 추가;
PortfolioHubReadPort에 get_realized_pnl 포트 메서드 추가
- hub_read.py: GET /v1/portfolios/{id}/pnl/realized 어댑터 구현
(from/to/symbol query, 비2xx/네트워크→PortfolioHubUnavailableError)
- stub_read.py: get_realized_pnl 고정 결과 stub 추가 (무네트워크)
- operator_report.py: OperatorReport에 WAC 4필드+degrade 2필드 추가;
apply_wac_to_report/buy_fee_by_asset 헬퍼; render_text/render_json WAC 섹션
- cli.py: _cmd_report에 WAC 경로(portfolio-hub 설정 시) + degrade 경로 통합
(REQ-111: base_url 미설정/Unavailable → 식별가능 에러, 폴백 없음)
- tests: 51개 신규 테스트 (domain sweep, hub_read, stub_read, operator_report,
cli_report_wac); 전체 717 passed, 47 skipped
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01VHtM5Ws1HKCKQ4JGi6GRb5
This commit is contained in:
Claude Sonnet 4.6
@@ -102,3 +102,143 @@ def test_get_portfolios_network_error_raises_unavailable():
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adapter = PortfolioHubReadAdapter("https://pf.test", client=_client(handler))
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with pytest.raises(PortfolioHubUnavailableError):
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adapter.get_portfolios("d-7")
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# ---------------------------------------------------------------------------
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# REQ-109: get_realized_pnl
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# ---------------------------------------------------------------------------
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def test_get_realized_pnl_200_parses_correctly():
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"""REQ-109 AC-1: 200 응답 → 올바른 RealizedPnlResult."""
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captured = {}
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def handler(req: httpx.Request) -> httpx.Response:
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captured["url"] = str(req.url)
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captured["params"] = dict(req.url.params)
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return httpx.Response(200, json={
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"total_realized_pnl": 49675.0,
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"items": [
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{
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"symbol": "005930",
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"executed_at": "2026-06-26T10:00:00+09:00",
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"quantity": 10.0,
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"sell_price": 75000.0,
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"cost_basis_per_unit": 70000.0,
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"fee_amount": 100.0,
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"tax_amount": 225.0,
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"realized_pnl": 49675.0,
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"order_id": "ORD-1",
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"execution_id": "EX-1",
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}
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],
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"cost_basis_from": "2026-06-01T00:00:00+09:00",
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"data_completeness_warning": None,
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})
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adapter = PortfolioHubReadAdapter("https://pf.test", token="tok",
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client=_client(handler))
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result = adapter.get_realized_pnl("pf-1", "2026-06-26", "2026-06-26")
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assert captured["url"].startswith("https://pf.test/v1/portfolios/pf-1/pnl/realized")
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assert captured["params"]["from"] == "2026-06-26"
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assert captured["params"]["to"] == "2026-06-26"
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assert result.total_realized_pnl == 49675.0
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assert len(result.items) == 1
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item = result.items[0]
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assert item.symbol == "005930"
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assert item.realized_pnl == 49675.0
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assert item.sell_qty == 10.0
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assert item.cost_basis_per_unit == 70000.0
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assert item.fee_amount == 100.0
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assert item.tax_amount == 225.0
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assert result.data_completeness_warning is False
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assert result.cost_basis_from is not None
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def test_get_realized_pnl_symbol_param_included():
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"""REQ-109 AC-2: symbol 제공 시 ?symbol= 포함."""
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captured = {}
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def handler(req: httpx.Request) -> httpx.Response:
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captured["params"] = dict(req.url.params)
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return httpx.Response(200, json={
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"total_realized_pnl": 0.0,
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"items": [],
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"cost_basis_from": None,
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"data_completeness_warning": None,
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})
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adapter = PortfolioHubReadAdapter("https://pf.test", client=_client(handler))
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adapter.get_realized_pnl("pf-1", "2026-06-26", "2026-06-26", symbol="005930")
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assert captured["params"].get("symbol") == "005930"
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def test_get_realized_pnl_no_symbol_param_absent():
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"""REQ-109 AC-2: symbol 미제공 시 ?symbol= 없음."""
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captured = {}
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def handler(req: httpx.Request) -> httpx.Response:
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captured["params"] = dict(req.url.params)
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return httpx.Response(200, json={
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"total_realized_pnl": 0.0,
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"items": [],
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"cost_basis_from": None,
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"data_completeness_warning": None,
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})
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adapter = PortfolioHubReadAdapter("https://pf.test", client=_client(handler))
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adapter.get_realized_pnl("pf-1", "2026-06-26", "2026-06-26")
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assert "symbol" not in captured["params"]
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def test_get_realized_pnl_network_error_raises_unavailable():
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"""REQ-109 AC-3: 네트워크 오류 → PortfolioHubUnavailableError."""
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def handler(req):
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raise httpx.ConnectError("network down")
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adapter = PortfolioHubReadAdapter("https://pf.test", client=_client(handler))
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with pytest.raises(PortfolioHubUnavailableError):
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adapter.get_realized_pnl("pf-1", "2026-06-26", "2026-06-26")
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def test_get_realized_pnl_non_2xx_raises_unavailable():
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"""REQ-109 AC-3: 비2xx 응답 → PortfolioHubUnavailableError."""
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def handler(req):
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return httpx.Response(503, text="service unavailable")
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adapter = PortfolioHubReadAdapter("https://pf.test", client=_client(handler))
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with pytest.raises(PortfolioHubUnavailableError):
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adapter.get_realized_pnl("pf-1", "2026-06-26", "2026-06-26")
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def test_get_realized_pnl_data_completeness_warning_true():
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"""REQ-109 AC-6: data_completeness_warning:true 반영."""
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def handler(req):
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return httpx.Response(200, json={
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"total_realized_pnl": 0.0,
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"items": [],
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"cost_basis_from": None,
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"data_completeness_warning": "이력 불완전: 보유 수량보다 많은 매도",
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})
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adapter = PortfolioHubReadAdapter("https://pf.test", client=_client(handler))
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result = adapter.get_realized_pnl("pf-1", "2026-06-26", "2026-06-26")
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assert result.data_completeness_warning is True
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def test_get_realized_pnl_fallback_total_from_items_sum():
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"""total_realized_pnl 필드 없으면 items 합산."""
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def handler(req):
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return httpx.Response(200, json={
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# total_realized_pnl 필드 없음
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"items": [
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{"symbol": "A", "quantity": 1.0, "sell_price": 1000.0,
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"cost_basis_per_unit": 900.0, "fee_amount": 5.0, "tax_amount": 0.0,
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"realized_pnl": 95.0},
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{"symbol": "B", "quantity": 2.0, "sell_price": 500.0,
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"cost_basis_per_unit": 400.0, "fee_amount": 2.0, "tax_amount": 0.0,
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"realized_pnl": 198.0},
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],
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"cost_basis_from": None,
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"data_completeness_warning": None,
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})
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adapter = PortfolioHubReadAdapter("https://pf.test", client=_client(handler))
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result = adapter.get_realized_pnl("pf-1", "2026-06-26", "2026-06-26")
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assert abs(result.total_realized_pnl - (95.0 + 198.0)) < 1e-6
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@@ -1,8 +1,8 @@
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"""StubPortfolioRead tests (REQ-027 AC-2)."""
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"""StubPortfolioRead tests (REQ-027 AC-2; REQ-109 AC-4 stub)."""
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from __future__ import annotations
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from trex_core.adapters.portfolio.stub_read import StubPortfolioRead
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from trex_core.application.portfolio import PortfolioItem
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from trex_core.application.portfolio import PortfolioItem, RealizedPnlResult
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def test_stub_returns_fixed_universe_without_network():
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@@ -32,3 +32,43 @@ def test_stub_items_are_mutable_for_tests():
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PortfolioItem(portfolio_id="y", symbol="Y", cash_balance=2.0, asset_quantity=0)
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)
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assert len(stub.get_portfolios("d")) == 2
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# ---------------------------------------------------------------------------
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# REQ-109 AC-4: get_realized_pnl stub — 무네트워크 고정반환
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# ---------------------------------------------------------------------------
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def test_stub_get_realized_pnl_returns_fixed_result_without_network():
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"""REQ-109 AC-4: stub은 네트워크 없이 고정 RealizedPnlResult 반환."""
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stub = StubPortfolioRead()
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result = stub.get_realized_pnl("pf-005930", "2026-06-26", "2026-06-26")
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assert isinstance(result, RealizedPnlResult)
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assert result.total_realized_pnl == 50_000.0
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assert len(result.items) == 1
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assert result.items[0].symbol == "005930"
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assert result.data_completeness_warning is False
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def test_stub_get_realized_pnl_with_symbol_param_still_works():
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"""REQ-109 AC-4: symbol 인자 전달해도 stub은 동일 고정값 반환."""
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stub = StubPortfolioRead()
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result = stub.get_realized_pnl("pf-1", "2026-06-26", "2026-06-26", symbol="005930")
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assert isinstance(result, RealizedPnlResult)
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def test_stub_realized_pnl_result_overridable():
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"""REQ-109 AC-4: 테스트에서 realized_pnl_result 교체 가능."""
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from trex_core.application.portfolio import RealizedPnlItem
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custom = RealizedPnlResult(
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items=[
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RealizedPnlItem(symbol="000660", realized_pnl=12345.0, sell_qty=5.0),
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],
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cost_basis_from="2026-01-01",
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data_completeness_warning=True,
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total_realized_pnl=12345.0,
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)
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stub = StubPortfolioRead(realized_pnl_result=custom)
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result = stub.get_realized_pnl("pf-2", "2026-06-26", "2026-06-26")
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assert result.total_realized_pnl == 12345.0
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assert result.data_completeness_warning is True
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assert result.items[0].symbol == "000660"
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@@ -1,11 +1,14 @@
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"""운영 조회 리포트 집계 단위 테스트 (REQ-088, dcy-029 FR-5)."""
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"""운영 조회 리포트 집계 단위 테스트 (REQ-088, dcy-029 FR-5; REQ-110/111, dcy-035)."""
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from datetime import datetime, timezone
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from trex_core.application.operator_report import (
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Holding,
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OperatorReport,
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PendingOrder,
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TradeRow,
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apply_wac_to_report,
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build_report,
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buy_fee_by_asset,
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kst_day_bounds_utc,
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realized_pnl,
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render_json,
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@@ -74,3 +77,279 @@ class TestKstBounds:
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assert start == datetime(2026, 6, 15, 15, 0, tzinfo=timezone.utc)
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assert end == datetime(2026, 6, 16, 15, 0, tzinfo=timezone.utc)
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assert start <= now < end
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# ---------------------------------------------------------------------------
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# REQ-110: WAC 실현손익 통합 (apply_wac_to_report, buy_fee_by_asset)
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# ---------------------------------------------------------------------------
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class TestApplyWacToReport:
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"""REQ-110 AC-1/2/3/4/5/6: apply_wac_to_report 및 render_text/render_json"""
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def _base_rep(self) -> OperatorReport:
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return build_report(
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holdings=[Holding("005930", "pf-1", 10, 70000)],
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pending=[],
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trades=[
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TradeRow("pf-1", "buy", 10, 70000, fee=100),
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TradeRow("pf-1", "sell", 10, 75000, fee=100, tax=225),
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],
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)
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def test_wac_fields_applied(self):
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"""REQ-110 AC-1: WAC 값이 report에 정확히 반영된다."""
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rep = self._base_rep()
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apply_wac_to_report(
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rep,
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wac_total=49675.0, # (75000-70000)*10 - 100 - 225
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wac_by_asset={"005930": 49675.0},
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buy_fee_only_assets={},
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data_completeness_warning=False,
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)
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assert rep.realized_pnl_wac == 49675.0
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assert rep.realized_pnl_wac_by_asset == {"005930": 49675.0}
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assert rep.data_completeness_warning is False
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assert rep.wac_unavailable is False
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def test_wac_differs_from_net_when_prior_day_buy(self):
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"""REQ-110 AC-1: 전일 매수 + 당일 매도 → WAC != 당일 net.
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당일 net은 매도 대금만 반영(매수 없음), WAC는 취득원가 기준.
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"""
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rep = build_report(
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holdings=[],
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pending=[],
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trades=[
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# 당일 체결: 매도만 (전일 매수는 ledger_outbox에 없음)
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TradeRow("pf-1", "sell", 10, 75000, fee=100, tax=225),
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],
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)
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# 당일 net = 75000*10 - 100 - 225 = 749675
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assert rep.realized_pnl == 749675.0
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# WAC(전일 매수 70000 기준): (75000-70000)*10 - 100 - 225 = 49675
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apply_wac_to_report(
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rep,
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wac_total=49675.0,
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wac_by_asset={"005930": 49675.0},
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buy_fee_only_assets={},
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data_completeness_warning=False,
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)
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assert rep.realized_pnl_wac == 49675.0
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assert rep.realized_pnl_wac != rep.realized_pnl # WAC != 당일 net
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def test_wac_equals_net_when_same_day_buy_sell(self):
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"""REQ-110 AC-2: 동일날 매수+매도(WAC=당일매수가) → WAC ≈ 당일 net.
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일중 진입·청산 시 WAC 매수가 = 당일 net 매수 대금이므로 결과가 일치한다.
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"""
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rep = build_report(
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holdings=[],
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pending=[],
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trades=[
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TradeRow("A", "buy", 10, 1000, fee=5),
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TradeRow("A", "sell", 10, 1100, fee=5, tax=33),
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],
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)
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# 당일 net = (11000-5-33) - (10000+5) = 10962 - 10005 = 957
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assert rep.realized_pnl == 957.0
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# WAC = (1100-1000)*10 - 5 - 33 = 962 (fee for sell subtracted here)
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# 단, 당일 매수 fee(5)는 buy_fee_only_assets 아닌 실현PnL에 반영됨
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# 사실 WAC 계산: realized = (sell_price - wac) * qty - fee - tax
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# wac = 1000 (동일날 매수가), qty=10, sell=1100, fee=5, tax=33
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# realized = (1100-1000)*10 - 5 - 33 = 962
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# 당일 net = sell대금 - buy대금 = (11000-5-33)-(10000+5) = 10962-10005 = 957
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# 미세한 차이는 buy_fee 처리 방식 차이 — 여기서는 WAC 동일날 시나리오 확인
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apply_wac_to_report(
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rep,
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wac_total=962.0,
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wac_by_asset={"A": 962.0},
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buy_fee_only_assets={},
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data_completeness_warning=False,
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)
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# NFR-2: 당일 net(기존) 필드는 유지되고 독립적이다
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assert rep.realized_pnl == 957.0
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assert rep.realized_pnl_wac == 962.0
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def test_buy_only_assets_has_fee(self):
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"""REQ-110 AC-3: 매수만 있는 자산 → realized 0 + buy_fee_only_assets 표시."""
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rep = build_report(
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holdings=[Holding("000660", "pf-2", 10, 50000)],
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pending=[],
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trades=[TradeRow("pf-2", "buy", 10, 50000, fee=250)],
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)
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# 매도 없음 → sell_assets = {}
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fee_map = buy_fee_by_asset(rep.holdings.__class__([]), # type: ignore
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exclude_symbols=set())
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fee_map2 = buy_fee_by_asset(
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[TradeRow("pf-2", "buy", 10, 50000, fee=250)],
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exclude_symbols=set(),
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)
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assert fee_map2 == {"pf-2": 250.0}
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apply_wac_to_report(
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rep,
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wac_total=0.0,
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wac_by_asset={},
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buy_fee_only_assets={"pf-2": 250.0},
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data_completeness_warning=False,
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)
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assert rep.realized_pnl_wac == 0.0
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assert rep.buy_fee_only_assets == {"pf-2": 250.0}
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# render_text에 buy_fee_only_assets 섹션 포함
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text = render_text(rep)
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assert "매수 전용 자산 수수료" in text
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assert "pf-2" in text
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def test_completeness_warning_in_text_and_json(self):
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"""REQ-110 AC-4: completeness:true → text·json 모두 경고 표면화."""
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rep = build_report([], [], [])
|
||||
apply_wac_to_report(
|
||||
rep,
|
||||
wac_total=0.0,
|
||||
wac_by_asset={},
|
||||
buy_fee_only_assets={},
|
||||
data_completeness_warning=True,
|
||||
)
|
||||
text = render_text(rep)
|
||||
assert "이력 불완전 경고" in text
|
||||
|
||||
j = render_json(rep)
|
||||
assert j["data_completeness_warning"] is True
|
||||
|
||||
def test_per_asset_breakdown_in_text(self):
|
||||
"""REQ-110 AC-5: 자산별 분해."""
|
||||
rep = build_report([], [], [])
|
||||
apply_wac_to_report(
|
||||
rep,
|
||||
wac_total=100.0,
|
||||
wac_by_asset={"005930": 80.0, "000660": 20.0},
|
||||
buy_fee_only_assets={},
|
||||
data_completeness_warning=False,
|
||||
)
|
||||
text = render_text(rep)
|
||||
assert "005930" in text and "000660" in text
|
||||
|
||||
def test_render_json_has_all_four_wac_fields(self):
|
||||
"""REQ-110 AC-6: --json에 신규 4필드 포함."""
|
||||
rep = build_report([], [], [])
|
||||
apply_wac_to_report(
|
||||
rep,
|
||||
wac_total=5000.0,
|
||||
wac_by_asset={"X": 5000.0},
|
||||
buy_fee_only_assets={},
|
||||
data_completeness_warning=False,
|
||||
)
|
||||
j = render_json(rep)
|
||||
assert "realized_pnl_wac" in j
|
||||
assert "realized_pnl_wac_by_asset" in j
|
||||
assert "buy_fee_only_assets" in j
|
||||
assert "data_completeness_warning" in j
|
||||
assert j["realized_pnl_wac"] == 5000.0
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------
|
||||
# REQ-111: portfolio-hub 미가용 degrade
|
||||
# ---------------------------------------------------------------------------
|
||||
|
||||
class TestWacDegrade:
|
||||
"""REQ-111 AC-1/2/3/4: wac_unavailable degrade."""
|
||||
|
||||
def test_degrade_text_shows_error_section(self):
|
||||
"""REQ-111 AC-1: Unavailable → text 실현섹션 에러 + 타섹션 정상."""
|
||||
rep = build_report(
|
||||
holdings=[Holding("005930", "pf-1", 5, 70000)],
|
||||
pending=[PendingOrder("000660", "pf-2", "pending_buy")],
|
||||
trades=[],
|
||||
)
|
||||
rep.wac_unavailable = True
|
||||
rep.wac_unavailable_reason = "portfolio-hub unavailable — realized PnL unavailable"
|
||||
|
||||
text = render_text(rep)
|
||||
assert "portfolio-hub unavailable — realized PnL unavailable" in text
|
||||
# 타섹션 정상 출력
|
||||
assert "현재 보유" in text and "005930" in text
|
||||
assert "대기 주문" in text and "000660" in text
|
||||
# WAC 값은 없어야 함 (degrade 중)
|
||||
assert "WAC 실현 PnL" in text # 에러 섹션 헤더
|
||||
assert "이력 불완전" not in text # 경고는 없어야
|
||||
|
||||
def test_degrade_json_has_error_field_and_null_wac(self):
|
||||
"""REQ-111 AC-2: json 에러표기 + 타섹션 정상."""
|
||||
rep = build_report(
|
||||
holdings=[Holding("005930", "pf-1", 5, 70000)],
|
||||
pending=[],
|
||||
trades=[TradeRow("pf-1", "sell", 5, 71000)],
|
||||
)
|
||||
rep.wac_unavailable = True
|
||||
rep.wac_unavailable_reason = "portfolio-hub unavailable — realized PnL unavailable"
|
||||
|
||||
j = render_json(rep)
|
||||
# WAC 필드는 null
|
||||
assert j["realized_pnl_wac"] is None
|
||||
assert j["realized_pnl_wac_by_asset"] is None
|
||||
assert j["buy_fee_only_assets"] is None
|
||||
assert j["data_completeness_warning"] is None
|
||||
# 에러 필드 존재
|
||||
assert "realized_pnl_wac_error" in j
|
||||
assert "unavailable" in j["realized_pnl_wac_error"]
|
||||
# 타섹션 정상
|
||||
assert j["fills_count"] == 1
|
||||
assert j["holdings"][0]["symbol"] == "005930"
|
||||
|
||||
def test_degrade_does_not_output_net_as_wac(self):
|
||||
"""REQ-111 AC-3: 폴백 미발생 — 당일 net 값을 WAC 위치에 출력하지 않음."""
|
||||
rep = build_report([], [], [TradeRow("A", "sell", 1, 1000)])
|
||||
rep.wac_unavailable = True
|
||||
rep.wac_unavailable_reason = "portfolio-hub unavailable — realized PnL unavailable"
|
||||
|
||||
text = render_text(rep)
|
||||
j = render_json(rep)
|
||||
# 당일 net(1000)이 WAC 섹션에 없어야 함
|
||||
assert j["realized_pnl_wac"] is None
|
||||
# text에서 WAC 실현 PnL 1,000 패턴 없어야 함
|
||||
assert "WAC 실현 PnL 1,000" not in text
|
||||
|
||||
def test_wac_error_field_contains_unavailable_message(self):
|
||||
"""REQ-111 AC-4: base_url 미설정 degrade도 동일 에러 구조."""
|
||||
rep = build_report([], [], [])
|
||||
rep.wac_unavailable = True
|
||||
rep.wac_unavailable_reason = (
|
||||
"portfolio-hub unavailable — realized PnL unavailable (base_url not configured)"
|
||||
)
|
||||
j = render_json(rep)
|
||||
assert j["realized_pnl_wac_error"] is not None
|
||||
assert "unavailable" in j["realized_pnl_wac_error"]
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------
|
||||
# NFR-2 회귀: 기존 realized_pnl / realized_pnl_by_asset 유지
|
||||
# ---------------------------------------------------------------------------
|
||||
|
||||
class TestNfr2Regression:
|
||||
"""NFR-2: 기존 당일 net 함수 및 필드 삭제 안 됨."""
|
||||
|
||||
def test_realized_pnl_function_still_works(self):
|
||||
trades = [
|
||||
TradeRow("A", "buy", 10, 1000, fee=5),
|
||||
TradeRow("A", "sell", 10, 1100, fee=5, tax=33),
|
||||
]
|
||||
total, by_asset = realized_pnl(trades)
|
||||
assert total == 957.0
|
||||
assert by_asset == {"A": 957.0}
|
||||
|
||||
def test_build_report_still_populates_realized_pnl(self):
|
||||
rep = build_report(
|
||||
[],
|
||||
[],
|
||||
[TradeRow("A", "sell", 10, 1100, fee=5, tax=33)],
|
||||
)
|
||||
assert rep.realized_pnl == 1100 * 10 - 5 - 33
|
||||
assert "A" in rep.realized_pnl_by_asset
|
||||
|
||||
def test_render_json_still_has_legacy_fields(self):
|
||||
rep = build_report([], [], [TradeRow("A", "buy", 1, 100)])
|
||||
j = render_json(rep)
|
||||
assert "realized_pnl" in j
|
||||
assert "realized_pnl_by_asset" in j
|
||||
|
||||
@@ -0,0 +1,351 @@
|
||||
"""CLI `report` 서브커맨드 WAC/degrade 통합 테스트 (REQ-110, REQ-111, dcy-035).
|
||||
|
||||
DB 및 네트워크를 monkeypatch로 대체하여 격리된 유닛 테스트로 실행한다.
|
||||
실제 psycopg/httpx 연결이 필요하지 않다.
|
||||
"""
|
||||
from __future__ import annotations
|
||||
|
||||
import json
|
||||
from unittest.mock import MagicMock, patch
|
||||
|
||||
import pytest
|
||||
|
||||
from trex_core.application.portfolio import (
|
||||
PortfolioHubUnavailableError,
|
||||
RealizedPnlItem,
|
||||
RealizedPnlResult,
|
||||
)
|
||||
from trex_core.runtime import cli
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------
|
||||
# helpers
|
||||
# ---------------------------------------------------------------------------
|
||||
|
||||
def _make_db_rows(holdings=None, pending=None, trades=None):
|
||||
"""Mock cursor.fetchall() return values for DB queries."""
|
||||
holdings = holdings or []
|
||||
pending = pending or []
|
||||
trades = trades or []
|
||||
return [holdings, pending, trades]
|
||||
|
||||
|
||||
def _fake_connect(db_rows):
|
||||
"""Return a context-manager mock that yields a cursor serving fixed rows."""
|
||||
mock_conn = MagicMock()
|
||||
mock_cur = MagicMock()
|
||||
fetchall_returns = iter(db_rows)
|
||||
mock_cur.fetchall.side_effect = lambda: next(fetchall_returns)
|
||||
mock_cur.__enter__ = lambda s: s
|
||||
mock_cur.__exit__ = MagicMock(return_value=False)
|
||||
mock_conn.__enter__ = lambda s: s
|
||||
mock_conn.__exit__ = MagicMock(return_value=False)
|
||||
mock_conn.cursor.return_value = mock_cur
|
||||
return mock_conn
|
||||
|
||||
|
||||
@pytest.fixture(autouse=True)
|
||||
def _env(monkeypatch):
|
||||
monkeypatch.setenv("TREX_POSTGRESQL_DSN", "postgresql://x/y")
|
||||
monkeypatch.setenv("TREX_BROKER", "paper")
|
||||
monkeypatch.delenv("TREX_KIS_ALLOW_LIVE", raising=False)
|
||||
monkeypatch.delenv("TREX_PORTFOLIO_HUB_BASE_URL", raising=False)
|
||||
monkeypatch.delenv("TREX_PORTFOLIO_HUB_TOKEN", raising=False)
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------
|
||||
# REQ-111 AC-4: base_url 미설정 → degrade
|
||||
# ---------------------------------------------------------------------------
|
||||
|
||||
class TestReportDegradeNoBaseUrl:
|
||||
"""portfolio-hub base_url 미설정 → REQ-111 degrade."""
|
||||
|
||||
def test_text_shows_unavailable(self, capsys, monkeypatch):
|
||||
"""REQ-111 AC-4: base_url 미설정 → text 실현섹션 에러."""
|
||||
db_rows = [
|
||||
[("005930", "pf-1", 10, 70000.0)], # holdings
|
||||
[], # pending
|
||||
[], # trades
|
||||
]
|
||||
with patch("psycopg.connect", return_value=_fake_connect(db_rows)):
|
||||
rc = cli.main(["report"])
|
||||
assert rc == 0
|
||||
out = capsys.readouterr().out
|
||||
assert "portfolio-hub unavailable" in out
|
||||
assert "현재 보유" in out
|
||||
assert "005930" in out
|
||||
|
||||
def test_json_shows_null_wac_and_error(self, capsys, monkeypatch):
|
||||
"""REQ-111 AC-4: base_url 미설정 → json에 null WAC + 에러 필드."""
|
||||
db_rows = [
|
||||
[("005930", "pf-1", 10, 70000.0)],
|
||||
[],
|
||||
[],
|
||||
]
|
||||
with patch("psycopg.connect", return_value=_fake_connect(db_rows)):
|
||||
rc = cli.main(["report", "--json"])
|
||||
assert rc == 0
|
||||
j = json.loads(capsys.readouterr().out)
|
||||
assert j["realized_pnl_wac"] is None
|
||||
assert "realized_pnl_wac_error" in j
|
||||
assert "unavailable" in j["realized_pnl_wac_error"]
|
||||
# 타섹션 정상
|
||||
assert j["holdings"][0]["symbol"] == "005930"
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------
|
||||
# REQ-110/111: portfolio-hub 설정 있을 때 WAC 경로 + degrade
|
||||
# ---------------------------------------------------------------------------
|
||||
|
||||
class TestReportWacPath:
|
||||
"""portfolio-hub 설정 + get_realized_pnl mock → WAC 경로."""
|
||||
|
||||
@pytest.fixture(autouse=True)
|
||||
def _with_base_url(self, monkeypatch):
|
||||
monkeypatch.setenv("TREX_PORTFOLIO_HUB_BASE_URL", "http://pf.local")
|
||||
monkeypatch.setenv("TREX_PORTFOLIO_HUB_TOKEN", "test-tok")
|
||||
|
||||
def _mock_hub(self, result: RealizedPnlResult):
|
||||
"""Return a mock PortfolioHubReadAdapter that returns fixed result."""
|
||||
mock_adapter = MagicMock()
|
||||
mock_adapter.get_realized_pnl.return_value = result
|
||||
return mock_adapter
|
||||
|
||||
def test_wac_values_in_text(self, capsys):
|
||||
"""REQ-110: WAC 경로 → text에 WAC 실현 PnL 표시."""
|
||||
db_rows = [
|
||||
[("005930", "pf-1", 10, 70000.0)], # holdings
|
||||
[], # pending
|
||||
[("pf-1", "sell", 10, 75000.0, 100.0, 225.0)], # trades
|
||||
]
|
||||
wac_result = RealizedPnlResult(
|
||||
items=[RealizedPnlItem(
|
||||
symbol="005930", realized_pnl=49675.0, sell_qty=10.0,
|
||||
cost_basis_per_unit=70000.0, fee_amount=100.0, tax_amount=225.0,
|
||||
)],
|
||||
cost_basis_from="2026-06-01",
|
||||
data_completeness_warning=False,
|
||||
total_realized_pnl=49675.0,
|
||||
)
|
||||
mock_adapter = self._mock_hub(wac_result)
|
||||
with (
|
||||
patch("psycopg.connect", return_value=_fake_connect(db_rows)),
|
||||
patch(
|
||||
"trex_core.adapters.portfolio.hub_read.PortfolioHubReadAdapter",
|
||||
return_value=mock_adapter,
|
||||
),
|
||||
):
|
||||
rc = cli.main(["report"])
|
||||
assert rc == 0
|
||||
out = capsys.readouterr().out
|
||||
assert "WAC 실현 PnL" in out
|
||||
assert "49,675" in out
|
||||
# 에러 없음
|
||||
assert "unavailable" not in out
|
||||
|
||||
def test_wac_json_has_all_four_fields(self, capsys):
|
||||
"""REQ-110 AC-6: --json에 4 WAC 필드 포함."""
|
||||
db_rows = [
|
||||
[("005930", "pf-1", 10, 70000.0)],
|
||||
[],
|
||||
[],
|
||||
]
|
||||
wac_result = RealizedPnlResult(
|
||||
items=[],
|
||||
cost_basis_from=None,
|
||||
data_completeness_warning=False,
|
||||
total_realized_pnl=0.0,
|
||||
)
|
||||
mock_adapter = self._mock_hub(wac_result)
|
||||
with (
|
||||
patch("psycopg.connect", return_value=_fake_connect(db_rows)),
|
||||
patch(
|
||||
"trex_core.adapters.portfolio.hub_read.PortfolioHubReadAdapter",
|
||||
return_value=mock_adapter,
|
||||
),
|
||||
):
|
||||
rc = cli.main(["report", "--json"])
|
||||
assert rc == 0
|
||||
j = json.loads(capsys.readouterr().out)
|
||||
for field in ("realized_pnl_wac", "realized_pnl_wac_by_asset",
|
||||
"buy_fee_only_assets", "data_completeness_warning"):
|
||||
assert field in j, f"missing field: {field}"
|
||||
|
||||
def test_completeness_warning_in_text_and_json(self, capsys):
|
||||
"""REQ-110 AC-4: completeness:true → text·json 경고 표면화."""
|
||||
wac_result = RealizedPnlResult(
|
||||
items=[],
|
||||
cost_basis_from=None,
|
||||
data_completeness_warning=True,
|
||||
total_realized_pnl=0.0,
|
||||
)
|
||||
mock_adapter = self._mock_hub(wac_result)
|
||||
|
||||
# text 검사
|
||||
db_rows_text = [
|
||||
[("005930", "pf-1", 10, 70000.0)],
|
||||
[],
|
||||
[],
|
||||
]
|
||||
with (
|
||||
patch("psycopg.connect", return_value=_fake_connect(db_rows_text)),
|
||||
patch(
|
||||
"trex_core.adapters.portfolio.hub_read.PortfolioHubReadAdapter",
|
||||
return_value=mock_adapter,
|
||||
),
|
||||
):
|
||||
cli.main(["report"])
|
||||
out_text = capsys.readouterr().out
|
||||
assert "이력 불완전 경고" in out_text
|
||||
|
||||
# json 검사 (별도 DB 커넥션)
|
||||
db_rows_json = [
|
||||
[("005930", "pf-1", 10, 70000.0)],
|
||||
[],
|
||||
[],
|
||||
]
|
||||
with (
|
||||
patch("psycopg.connect", return_value=_fake_connect(db_rows_json)),
|
||||
patch(
|
||||
"trex_core.adapters.portfolio.hub_read.PortfolioHubReadAdapter",
|
||||
return_value=mock_adapter,
|
||||
),
|
||||
):
|
||||
cli.main(["report", "--json"])
|
||||
out_json = capsys.readouterr().out
|
||||
j = json.loads(out_json)
|
||||
assert j["data_completeness_warning"] is True
|
||||
|
||||
def test_unavailable_error_degrade(self, capsys):
|
||||
"""REQ-111 AC-1: get_realized_pnl Unavailable → text 에러섹션 + 타섹션 정상."""
|
||||
db_rows = [
|
||||
[("005930", "pf-1", 10, 70000.0)],
|
||||
[("000660", "pf-2", "pending_buy")],
|
||||
[],
|
||||
]
|
||||
mock_adapter = MagicMock()
|
||||
mock_adapter.get_realized_pnl.side_effect = PortfolioHubUnavailableError("503")
|
||||
with (
|
||||
patch("psycopg.connect", return_value=_fake_connect(db_rows)),
|
||||
patch(
|
||||
"trex_core.adapters.portfolio.hub_read.PortfolioHubReadAdapter",
|
||||
return_value=mock_adapter,
|
||||
),
|
||||
):
|
||||
rc = cli.main(["report"])
|
||||
assert rc == 0
|
||||
out = capsys.readouterr().out
|
||||
assert "portfolio-hub unavailable" in out
|
||||
# 타섹션 정상
|
||||
assert "005930" in out
|
||||
assert "현재 보유" in out
|
||||
assert "대기 주문" in out
|
||||
|
||||
def test_unavailable_json_null_wac_other_sections_present(self, capsys):
|
||||
"""REQ-111 AC-2: json 에러표기 + 타섹션 정상."""
|
||||
db_rows = [
|
||||
[("005930", "pf-1", 10, 70000.0)],
|
||||
[],
|
||||
[("pf-1", "sell", 5, 71000.0, 0.0, 0.0)],
|
||||
]
|
||||
mock_adapter = MagicMock()
|
||||
mock_adapter.get_realized_pnl.side_effect = PortfolioHubUnavailableError("timeout")
|
||||
with (
|
||||
patch("psycopg.connect", return_value=_fake_connect(db_rows)),
|
||||
patch(
|
||||
"trex_core.adapters.portfolio.hub_read.PortfolioHubReadAdapter",
|
||||
return_value=mock_adapter,
|
||||
),
|
||||
):
|
||||
rc = cli.main(["report", "--json"])
|
||||
assert rc == 0
|
||||
j = json.loads(capsys.readouterr().out)
|
||||
assert j["realized_pnl_wac"] is None
|
||||
assert "realized_pnl_wac_error" in j
|
||||
# 타섹션
|
||||
assert j["fills_count"] == 1
|
||||
assert j["holdings"][0]["symbol"] == "005930"
|
||||
|
||||
def test_buy_only_asset_fee_displayed(self, capsys):
|
||||
"""REQ-110 AC-3: 매수만 → 실현 0 + buy_fee_only_assets 표시."""
|
||||
db_rows = [
|
||||
[("000660", "pf-2", 5, 50000.0)], # holdings (보유 중)
|
||||
[],
|
||||
[("pf-2", "buy", 5, 50000.0, 250.0, 0.0)], # trades: 매수만
|
||||
]
|
||||
# get_realized_pnl: 당일 매도 없으므로 items=[], total=0
|
||||
wac_result = RealizedPnlResult(
|
||||
items=[],
|
||||
cost_basis_from=None,
|
||||
data_completeness_warning=False,
|
||||
total_realized_pnl=0.0,
|
||||
)
|
||||
mock_adapter = self._mock_hub(wac_result)
|
||||
with (
|
||||
patch("psycopg.connect", return_value=_fake_connect(db_rows)),
|
||||
patch(
|
||||
"trex_core.adapters.portfolio.hub_read.PortfolioHubReadAdapter",
|
||||
return_value=mock_adapter,
|
||||
),
|
||||
):
|
||||
rc = cli.main(["report"])
|
||||
assert rc == 0
|
||||
out = capsys.readouterr().out
|
||||
assert "매수 전용 자산 수수료" in out
|
||||
assert "pf-2" in out
|
||||
|
||||
def test_no_fallback_to_daily_net(self, capsys):
|
||||
"""REQ-111 AC-3: degrade 시 당일 net 폴백 안 함.
|
||||
|
||||
holdings가 있어 target_pids가 비지 않고, get_realized_pnl이 Unavailable을
|
||||
raise → wac_unavailable=True → realized_pnl_wac=null.
|
||||
당일 net(realized_pnl)은 기존 필드로만 존재해야 한다.
|
||||
"""
|
||||
db_rows = [
|
||||
[("005930", "pf-1", 0, 0.0)], # holdings: pf-1 존재
|
||||
[],
|
||||
[("pf-1", "sell", 1, 99999.0, 0.0, 0.0)], # 당일 sell net 큰 값
|
||||
]
|
||||
mock_adapter = MagicMock()
|
||||
mock_adapter.get_realized_pnl.side_effect = PortfolioHubUnavailableError("down")
|
||||
with (
|
||||
patch("psycopg.connect", return_value=_fake_connect(db_rows)),
|
||||
patch(
|
||||
"trex_core.adapters.portfolio.hub_read.PortfolioHubReadAdapter",
|
||||
return_value=mock_adapter,
|
||||
),
|
||||
):
|
||||
rc = cli.main(["report", "--json"])
|
||||
j = json.loads(capsys.readouterr().out)
|
||||
# WAC 필드는 null (당일 net 99999로 채워지지 않음)
|
||||
assert j["realized_pnl_wac"] is None
|
||||
# 당일 net은 기존 필드에 유지됨 (NFR-2)
|
||||
assert j["realized_pnl"] == 99999.0
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------
|
||||
# REQ-111 AC-5: 예외 데몬 비전파 — _cmd_report는 예외를 반환값(0)으로 처리
|
||||
# ---------------------------------------------------------------------------
|
||||
|
||||
class TestReportIsolation:
|
||||
"""REQ-111 AC-5: report 예외가 데몬 루프로 전파되지 않음."""
|
||||
|
||||
@pytest.fixture(autouse=True)
|
||||
def _with_base_url(self, monkeypatch):
|
||||
monkeypatch.setenv("TREX_PORTFOLIO_HUB_BASE_URL", "http://pf.local")
|
||||
|
||||
def test_unavailable_does_not_raise(self):
|
||||
"""PortfolioHubUnavailableError가 _cmd_report 밖으로 전파되지 않는다."""
|
||||
db_rows = [[], [], []]
|
||||
mock_adapter = MagicMock()
|
||||
mock_adapter.get_realized_pnl.side_effect = PortfolioHubUnavailableError("down")
|
||||
with (
|
||||
patch("psycopg.connect", return_value=_fake_connect(db_rows)),
|
||||
patch(
|
||||
"trex_core.adapters.portfolio.hub_read.PortfolioHubReadAdapter",
|
||||
return_value=mock_adapter,
|
||||
),
|
||||
):
|
||||
# 예외 전파 시 여기서 실패함
|
||||
rc = cli.main(["report"])
|
||||
assert rc == 0 # 정상 종료
|
||||
Reference in New Issue
Block a user