feat: auto-reconcile stale holding mirrors

Closes #94
2026-09-14 12:55:04 +09:00
parent adf131f19c
commit c70ac0fb24
19 changed files with 1181 additions and 16 deletions
@@ -0,0 +1,275 @@
+"""PostgreSQL auto-reconcile transaction sequencing tests."""
+
+from __future__ import annotations
+
+from datetime import UTC, datetime
+from types import SimpleNamespace
+from uuid import uuid4
+
+import psycopg
+import pytest
+
+from trex_core.adapters.persistence.auto_reconcile import PostgreSQLAutoReconcileStore
+from trex_core.adapters.persistence.postgresql import PostgreSQLSlotRepository
+from trex_core.adapters.portfolio.reconcile_warning_store import (
+    PostgreSQLReconcileWarningStore,
+)
+from trex_core.application.auto_reconcile import AutoReconcileCommand
+from trex_core.domain.slot import SlotService, SlotState
+
+
+class FakeCursor:
+    def __init__(self, rowcounts=(1, 1), fail_on_insert=False):
+        self.rowcounts = iter(rowcounts)
+        self.rowcount = -1
+        self.fail_on_insert = fail_on_insert
+        self.calls = []
+
+    def __enter__(self):
+        return self
+
+    def __exit__(self, exc_type, exc, tb):
+        return False
+
+    def execute(self, sql, params=None):
+        normalized = " ".join(sql.split())
+        self.calls.append((normalized, params))
+        if normalized.startswith("UPDATE daily_slot"):
+            self.rowcount = next(self.rowcounts)
+        elif normalized.startswith("DELETE FROM slot_reconcile_warning"):
+            self.rowcount = next(self.rowcounts)
+        elif normalized.startswith("INSERT INTO slot_transition_log") and self.fail_on_insert:
+            raise RuntimeError("audit insert failed")
+
+
+class FakeConnection:
+    def __init__(self, cursor):
+        self._cursor = cursor
+        self.commits = 0
+        self.rollbacks = 0
+
+    def cursor(self):
+        return self._cursor
+
+    def commit(self):
+        self.commits += 1
+
+    def rollback(self):
+        self.rollbacks += 1
+
+    def close(self):
+        pass
+
+
+class FakeConnectionContext:
+    def __init__(self, conn):
+        self.conn = conn
+
+    def __enter__(self):
+        return self.conn
+
+    def __exit__(self, exc_type, exc, tb):
+        return False
+
+
+def _command():
+    return AutoReconcileCommand(
+        slot_id=uuid4(),
+        instance_key="inst-a",
+        portfolio_id="pf-a",
+        symbol="019685",
+        expected_qty=1452.0,
+        expected_avg_price=2100.0,
+        target_qty=726.0,
+        target_avg_price=2172.46829187,
+        hub_quantity=726.0,
+        broker_quantity=726,
+        evidence_observed_at=datetime.now(tz=UTC),
+    )
+
+
+def _install(monkeypatch, conn):
+    module = SimpleNamespace(connect=lambda dsn, autocommit=False: FakeConnectionContext(conn))
+    monkeypatch.setattr(
+        "trex_core.adapters.persistence.auto_reconcile._require_psycopg",
+        lambda _module=None: module,
+    )
+
+
+def test_postgresql_auto_reconcile_commits_update_b_clear_and_audit(monkeypatch):
+    cursor = FakeCursor(rowcounts=(1, 1))
+    conn = FakeConnection(cursor)
+    _install(monkeypatch, conn)
+
+    assert PostgreSQLAutoReconcileStore("postgresql://unused").apply_holding_mirror(_command())
+
+    assert conn.commits == 1
+    assert conn.rollbacks == 0
+    statements = [sql for sql, _params in cursor.calls]
+    assert statements[0].startswith("SELECT pg_advisory_xact_lock")
+    assert "status='holding'" in statements[1]
+    assert "avg_price IS NOT DISTINCT FROM" in statements[1]
+    assert "broker_order_id IS NULL" in statements[1]
+    assert statements[2].startswith("DELETE FROM slot_reconcile_warning")
+    assert cursor.calls[2][1][1] == "B"
+    assert statements[3].startswith("INSERT INTO slot_transition_log")
+    assert cursor.calls[3][1][2:4] == (
+        "hub_broker_matched_core_mirror_stale",
+        "auto_reconcile",
+    )
+
+
+def test_postgresql_auto_reconcile_cas_failure_rolls_back_without_warning_or_audit(monkeypatch):
+    cursor = FakeCursor(rowcounts=(0,))
+    conn = FakeConnection(cursor)
+    _install(monkeypatch, conn)
+
+    assert not PostgreSQLAutoReconcileStore("postgresql://unused").apply_holding_mirror(_command())
+
+    assert conn.commits == 0
+    assert conn.rollbacks == 1
+    assert len(cursor.calls) == 2
+
+
+def test_postgresql_auto_reconcile_audit_failure_rolls_back_slot_and_warning(monkeypatch):
+    cursor = FakeCursor(rowcounts=(1, 1), fail_on_insert=True)
+    conn = FakeConnection(cursor)
+    _install(monkeypatch, conn)
+
+    with pytest.raises(RuntimeError, match="audit insert failed"):
+        PostgreSQLAutoReconcileStore("postgresql://unused").apply_holding_mirror(_command())
+
+    assert conn.commits == 0
+    assert conn.rollbacks == 1
+    assert len(cursor.calls) == 4
+
+
+def _seed_real_transaction_state(pg_clean):
+    repo = PostgreSQLSlotRepository(pg_clean)
+    service = SlotService(repo, instance_key="inst-a")
+    warning = PostgreSQLReconcileWarningStore(pg_clean)
+    repo.reconcile_universe("inst-a", {"pf-a": "019685"})
+    slot = repo.find_slot_by_portfolio("inst-a", "pf-a")
+    assert slot is not None
+    pending = service.transit_slot(
+        slot.slot_id,
+        SlotState.INACTIVE,
+        SlotState.PENDING_BUY,
+        reason="buy",
+        actor="test",
+        symbol="019685",
+    )
+    holding = service.transit_slot(
+        pending.slot_id,
+        SlotState.PENDING_BUY,
+        SlotState.HOLDING,
+        reason="filled",
+        actor="test",
+        qty=1452.0,
+        avg_price=2100.0,
+    )
+    warning.set_warned(
+        str(holding.slot_id),
+        portfolio_id="pf-a",
+        case_code="B",
+        actor="reconcile",
+    )
+    warning.set_warned(
+        str(holding.slot_id),
+        portfolio_id="pf-a",
+        case_code="C",
+        actor="reconcile",
+    )
+    command = AutoReconcileCommand(
+        slot_id=holding.slot_id,
+        instance_key="inst-a",
+        portfolio_id="pf-a",
+        symbol="019685",
+        expected_qty=1452.0,
+        expected_avg_price=2100.0,
+        target_qty=726.0,
+        target_avg_price=2172.46829187,
+        hub_quantity=726.0,
+        broker_quantity=726,
+        evidence_observed_at=datetime.now(tz=UTC),
+    )
+    return repo, warning, holding, command
+
+
+def test_postgresql_auto_reconcile_real_transaction_commit(pg_clean):
+    repo, warning, holding, command = _seed_real_transaction_state(pg_clean)
+
+    assert PostgreSQLAutoReconcileStore(pg_clean).apply_holding_mirror(command)
+
+    current = repo.fetch_slot(holding.slot_id)
+    assert current is not None
+    assert current.status is SlotState.HOLDING
+    assert current.qty == 726.0
+    assert current.avg_price == pytest.approx(2172.46829187)
+    info = warning.get_warning_info(str(holding.slot_id))
+    assert info is not None
+    assert info["case_codes"] == ["C"]
+    with psycopg.connect(pg_clean) as conn:
+        row = conn.execute(
+            "SELECT actor, reason FROM slot_transition_log "
+            "WHERE slot_id = %s ORDER BY ts DESC LIMIT 1",
+            (holding.slot_id,),
+        ).fetchone()
+    assert row == ("auto_reconcile", "hub_broker_matched_core_mirror_stale")
+
+
+def test_postgresql_auto_reconcile_real_transaction_audit_failure_rolls_back(pg_clean):
+    repo, warning, holding, command = _seed_real_transaction_state(pg_clean)
+    with psycopg.connect(pg_clean) as conn:
+        before_audit_row = conn.execute(
+            "SELECT count(*) FROM slot_transition_log WHERE slot_id = %s",
+            (holding.slot_id,),
+        ).fetchone()
+    assert before_audit_row is not None
+    before_audit_count = before_audit_row[0]
+
+    with psycopg.connect(pg_clean, autocommit=True) as conn:
+        conn.execute(
+            """
+            CREATE FUNCTION trex_test_fail_auto_reconcile_audit()
+            RETURNS trigger LANGUAGE plpgsql AS $$
+            BEGIN
+                RAISE EXCEPTION 'forced auto-reconcile audit failure';
+            END
+            $$
+            """
+        )
+        conn.execute(
+            """
+            CREATE TRIGGER trex_test_fail_auto_reconcile_audit
+            BEFORE INSERT ON slot_transition_log
+            FOR EACH ROW WHEN (NEW.actor = 'auto_reconcile')
+            EXECUTE FUNCTION trex_test_fail_auto_reconcile_audit()
+            """
+        )
+
+    try:
+        with pytest.raises(psycopg.errors.RaiseException, match="forced auto-reconcile"):
+            PostgreSQLAutoReconcileStore(pg_clean).apply_holding_mirror(command)
+
+        current = repo.fetch_slot(holding.slot_id)
+        assert current is not None
+        assert current.qty == 1452.0
+        assert current.avg_price == 2100.0
+        info = warning.get_warning_info(str(holding.slot_id))
+        assert info is not None
+        assert info["case_codes"] == ["B", "C"]
+        with psycopg.connect(pg_clean) as conn:
+            after_audit_row = conn.execute(
+                "SELECT count(*) FROM slot_transition_log WHERE slot_id = %s",
+                (holding.slot_id,),
+            ).fetchone()
+        assert after_audit_row is not None
+        after_audit_count = after_audit_row[0]
+        assert after_audit_count == before_audit_count
+    finally:
+        with psycopg.connect(pg_clean, autocommit=True) as conn:
+            conn.execute(
+                "DROP TRIGGER IF EXISTS trex_test_fail_auto_reconcile_audit ON slot_transition_log"
+            )
+            conn.execute("DROP FUNCTION IF EXISTS trex_test_fail_auto_reconcile_audit()")
@@ -117,6 +117,58 @@ def test_get_portfolios_network_error_raises_unavailable():
 # REQ-123: cost-basis parsing (canonical + diagnostics)
 # ---------------------------------------------------------------------------

+
+def test_get_cost_basis_evidence_parses_identity_quantity_and_complete_basis():
+    def handler(req: httpx.Request) -> httpx.Response:
+        assert req.url.path == "/v1/portfolios/pf-1/holdings/cost-basis"
+        return httpx.Response(200, json={
+            "portfolio_id": "pf-1",
+            "symbol": "019685",
+            "current_quantity": "726",
+            "cost_basis_per_unit": "2172.46829187",
+            "total_cost_basis": str(726 * 2172.46829187),
+            "data_completeness_warning": None,
+        })
+
+    adapter = PortfolioHubReadAdapter("https://pf.test", token="tok", client=_client(handler))
+    evidence = adapter.get_cost_basis_evidence("pf-1")
+    assert evidence.portfolio_id == "pf-1"
+    assert evidence.symbol == "019685"
+    assert evidence.current_quantity == 726.0
+    assert evidence.cost_basis_per_unit == pytest.approx(2172.46829187)
+    assert evidence.data_completeness_warning is None
+    assert evidence.observed_at.tzinfo is not None
+
+
+@pytest.mark.parametrize("payload", [
+    {"cost_basis_per_unit": 1, "total_cost_basis": 1},
+    {
+        "portfolio_id": "wrong", "symbol": "019685", "current_quantity": 1,
+        "cost_basis_per_unit": 1, "total_cost_basis": 1,
+    },
+    {
+        "portfolio_id": "pf-1", "symbol": "019685", "current_quantity": 1,
+        "cost_basis_per_unit": "NaN", "total_cost_basis": 1,
+    },
+])
+def test_get_cost_basis_evidence_rejects_missing_mismatched_or_nonfinite(payload):
+    def handler(req: httpx.Request) -> httpx.Response:
+        return httpx.Response(200, json=payload)
+
+    adapter = PortfolioHubReadAdapter("https://pf.test", token="tok", client=_client(handler))
+    with pytest.raises(PortfolioHubUnavailableError):
+        adapter.get_cost_basis_evidence("pf-1")
+
+
+def test_get_cost_basis_evidence_never_uses_legacy_fields():
+    def handler(req: httpx.Request) -> httpx.Response:
+        return httpx.Response(200, json={"avg_cost": 1234, "wac": 1234})
+
+    adapter = PortfolioHubReadAdapter("https://pf.test", token="tok", client=_client(handler))
+    with pytest.raises(PortfolioHubUnavailableError):
+        adapter.get_cost_basis_evidence("pf-1")
+
+
 def test_get_cost_basis_with_diagnostics_prefers_canonical_when_valid():
    """REQ-123 AC-1: cost_basis_per_unit가 있으면 우선 사용."""