feat: add portfolio snapshot read layer

2026-06-06 09:33:00 +09:00
parent 56e977a7ad
commit ca757009f5
51 changed files with 3565 additions and 51 deletions
@@ -0,0 +1,88 @@
+"""Position reconciliation tests (REQ-031)."""
+from __future__ import annotations
+
+from trex_core.application.broker_port import BalanceItem
+from trex_core.application.portfolio import PortfolioItem, SnapshotStore
+from trex_core.application.reconciliation import reconcile_positions
+
+
+class FakeBroker:
+    def __init__(self, balances):
+        self._b = balances
+    def name(self): return "fake"
+    def submit_order(self, req): ...
+    def poll_fill(self, *args, **kw): ...
+    def cancel_order(self, *args, **kw): ...
+    def get_balance(self): return list(self._b)
+
+
+def _store_with(*items):
+    store = SnapshotStore()
+    store.swap(list(items))
+    return store
+
+
+def test_mismatch_raises_warning_and_masks_asset():
+    store = _store_with(
+        PortfolioItem(portfolio_id="pf-A", symbol="005930",
+                      cash_balance=0, asset_quantity=10),
+    )
+    broker = FakeBroker([BalanceItem(symbol="005930", hldg_qty=7)])  # mismatch
+    decisions = reconcile_positions(store=store, broker=broker)
+    assert decisions["pf-A"] == "warning"
+    assert store.warnings() == {"pf-A"}
+
+
+def test_subsequent_match_auto_clears_warning():
+    store = _store_with(
+        PortfolioItem(portfolio_id="pf-A", symbol="005930",
+                      cash_balance=0, asset_quantity=10),
+    )
+    # round 1 — mismatch
+    reconcile_positions(store=store, broker=FakeBroker([BalanceItem("005930", 7)]))
+    assert "pf-A" in store.warnings()
+    # round 2 — match
+    decisions = reconcile_positions(store=store, broker=FakeBroker([BalanceItem("005930", 10)]))
+    assert decisions["pf-A"] == "cleared"
+    assert store.warnings() == set()
+
+
+def test_multiple_portfolios_same_symbol_aggregate():
+    store = _store_with(
+        PortfolioItem(portfolio_id="pf-A", symbol="005930",
+                      cash_balance=0, asset_quantity=6),
+        PortfolioItem(portfolio_id="pf-B", symbol="005930",
+                      cash_balance=0, asset_quantity=4),
+    )
+    # hub total 6+4=10 == broker 10 → both ok
+    decisions = reconcile_positions(
+        store=store, broker=FakeBroker([BalanceItem("005930", 10)]),
+    )
+    assert decisions == {"pf-A": "ok", "pf-B": "ok"}
+    assert store.warnings() == set()
+
+
+def test_paper_broker_returns_deterministic_balance():
+    """REQ-031 AC-3: paper stub provides deterministic balance."""
+    from trex_core.adapters.broker.paper import PaperBroker
+    from trex_core.application.broker_port import OrderRequest
+
+    broker = PaperBroker(fill_after_polls=0)
+    ack = broker.submit_order(OrderRequest(slot_id="s", side="buy",
+                                           symbol="005930", qty=10, limit_price=1000))
+    broker.poll_fill(ack.broker_order_id, side="buy", symbol="005930")  # fill
+    balances = broker.get_balance()
+    assert len(balances) == 1
+    assert balances[0].symbol == "005930"
+    assert balances[0].hldg_qty == 10
+
+    # zero-qty rows dropped (D-2 0-qty leftover semantics)
+    ack2 = broker.submit_order(OrderRequest(slot_id="s2", side="buy",
+                                            symbol="000660", qty=5, limit_price=500))
+    broker.poll_fill(ack2.broker_order_id, side="buy", symbol="000660")
+    ack3 = broker.submit_order(OrderRequest(slot_id="s3", side="sell",
+                                            symbol="000660", qty=5, limit_price=500))
+    broker.poll_fill(ack3.broker_order_id, side="sell", symbol="000660")
+    syms = {b.symbol for b in broker.get_balance()}
+    assert "000660" not in syms        # net 0 → dropped
+    assert "005930" in syms