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