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
2026-06-26 20:35:17 +09:00
parent b9ee8edf8f
commit 73d3b35ab2
15 changed files with 1385 additions and 11 deletions
@@ -22,6 +22,8 @@ import httpx
 from trex_core.application.portfolio import (
    PortfolioHubUnavailableError,
    PortfolioItem,
+    RealizedPnlItem,
+    RealizedPnlResult,
 )


@@ -120,6 +122,81 @@ class PortfolioHubReadAdapter:
            ))
        return out

+    def get_realized_pnl(
+        self,
+        portfolio_id: str,
+        from_dt: str,
+        to_dt: str,
+        *,
+        symbol: Optional[str] = None,
+    ) -> RealizedPnlResult:
+        """REQ-109: GET /v1/portfolios/{id}/pnl/realized — WAC realized PnL.
+
+        Query params: from (alias for from_dt), to (alias for to_dt), symbol (optional).
+        Raises PortfolioHubUnavailableError on network error or non-2xx.
+        """
+        url = f"{self._base_url}/v1/portfolios/{portfolio_id}/pnl/realized"
+        params: dict = {"from": from_dt, "to": to_dt}
+        if symbol is not None:
+            params["symbol"] = symbol
+        try:
+            resp = self._get(url, params=params)
+        except httpx.HTTPError as exc:
+            raise PortfolioHubUnavailableError(
+                f"get_realized_pnl network error: {exc.__class__.__name__}"
+            ) from exc
+        if not (200 <= resp.status_code < 300):
+            raise PortfolioHubUnavailableError(
+                f"get_realized_pnl {resp.status_code}: {resp.text[:120]}"
+            )
+        try:
+            body = resp.json()
+        except ValueError as exc:
+            raise PortfolioHubUnavailableError("get_realized_pnl response not JSON") from exc
+
+        if not isinstance(body, dict):
+            raise PortfolioHubUnavailableError("get_realized_pnl response shape unexpected")
+
+        # Parse items
+        raw_items = body.get("items") or []
+        items: list[RealizedPnlItem] = []
+        for raw in raw_items:
+            if not isinstance(raw, dict):
+                continue
+            items.append(RealizedPnlItem(
+                symbol=raw.get("symbol") or None,
+                realized_pnl=float(raw.get("realized_pnl") or 0.0),
+                sell_qty=float(raw.get("quantity") or 0.0),
+                cost_basis_per_unit=float(raw.get("cost_basis_per_unit") or 0.0),
+                fee_amount=float(raw.get("fee_amount") or 0.0),
+                tax_amount=float(raw.get("tax_amount") or 0.0),
+            ))
+
+        # total_realized_pnl: use response field if present, else sum items
+        raw_total = body.get("total_realized_pnl")
+        if raw_total is not None:
+            try:
+                total = float(raw_total)
+            except (TypeError, ValueError):
+                total = sum(it.realized_pnl for it in items)
+        else:
+            total = sum(it.realized_pnl for it in items)
+
+        # cost_basis_from: datetime str or None
+        cbf_raw = body.get("cost_basis_from")
+        cost_basis_from: Optional[str] = str(cbf_raw) if cbf_raw is not None else None
+
+        # data_completeness_warning: str|None → bool
+        dcw_raw = body.get("data_completeness_warning")
+        data_completeness_warning: bool = bool(dcw_raw)
+
+        return RealizedPnlResult(
+            items=items,
+            cost_basis_from=cost_basis_from,
+            data_completeness_warning=data_completeness_warning,
+            total_realized_pnl=total,
+        )
+
    def get_cost_basis(self, portfolio_id: str) -> "Optional[float]":
        """REQ-105 FR-7: GET /v1/portfolios/{id}/holdings/cost-basis -> avg_cost (WAC).

@@ -1,7 +1,13 @@
-"""Deterministic stub for PortfolioHubReadPort (REQ-027 AC-2)."""
+"""Deterministic stub for PortfolioHubReadPort (REQ-027 AC-2; REQ-109 stub)."""
 from __future__ import annotations

-from trex_core.application.portfolio import PortfolioItem
+from typing import Optional
+
+from trex_core.application.portfolio import (
+    PortfolioItem,
+    RealizedPnlItem,
+    RealizedPnlResult,
+)


 class StubPortfolioRead:
@@ -9,12 +15,16 @@ class StubPortfolioRead:

    `whoami()` returns the configured daemon_id; tests can override the
    universe by mutating `self.items`.
+
+    REQ-109: `get_realized_pnl` returns a deterministic fixed RealizedPnlResult.
+    Tests can override `self.realized_pnl_result` to inject custom fixtures.
    """

    def __init__(
        self,
        daemon_id: str = "stub-daemon",
        items: list[PortfolioItem] | None = None,
+        realized_pnl_result: Optional[RealizedPnlResult] = None,
    ) -> None:
        self._daemon_id = daemon_id
        self.items: list[PortfolioItem] = list(items or [
@@ -35,6 +45,22 @@ class StubPortfolioRead:
                strategy_params={"window": 20},
            ),
        ])
+        # REQ-109: fixed realized PnL result for tests (overridable)
+        self.realized_pnl_result: RealizedPnlResult = realized_pnl_result or RealizedPnlResult(
+            items=[
+                RealizedPnlItem(
+                    symbol="005930",
+                    realized_pnl=50_000.0,
+                    sell_qty=10.0,
+                    cost_basis_per_unit=70_000.0,
+                    fee_amount=500.0,
+                    tax_amount=1_500.0,
+                ),
+            ],
+            cost_basis_from="2026-06-01",
+            data_completeness_warning=False,
+            total_realized_pnl=50_000.0,
+        )

    def get_portfolios(self, daemon_id: str) -> list[PortfolioItem]:
        # Stub does not filter by daemon_id — every test universe is scoped.
@@ -42,3 +68,14 @@ class StubPortfolioRead:

    def whoami(self) -> str:
        return self._daemon_id
+
+    def get_realized_pnl(
+        self,
+        portfolio_id: str,
+        from_dt: str,
+        to_dt: str,
+        *,
+        symbol: Optional[str] = None,
+    ) -> RealizedPnlResult:
+        """REQ-109 AC-4: deterministic fixed result, no network required."""
+        return self.realized_pnl_result