genichinandClaude Opus 4.8
2bfecd59a8
ledger write 응답의 portfolio-hub 권위 cash/quantity 를 스냅샷에 write-back 해
매수/매도 직후 "수량 live·현금 stale" 비대칭 제거(option D 활성화). portfolio-hub#8
(*_after 응답) 동작 중 확인으로 그간 deferred 됐던 REQ-030 을 닫음.
거버넌스: 전부 change-req (신규 REQ 없음, dcy-018 OQ-3 a).
- REQ-017: record_trade → LedgerWriteOutcome{result, cash_balance_after,
asset_quantity_after}. 어댑터가 응답 root flat *_after 파싱(new+duplicate, 누락 None)
- REQ-019: LedgerWriter 에 SnapshotStore 주입 → new+duplicate write-back
(best-effort, *_after 절대값이라 멱등). LedgerOutbox.pending_cash_delta()
- REQ-029: 추정 현금 오버레이(_apply_cash_estimate, cash_estimated 라벨, OQ-4 i)
+ 슬롯 오버레이 유지(OQ-1 B). 미정산 outbox delta 기반, write-back 수렴
- REQ-030: option D 활성화 → Approved→Implemented
best-effort 격리(NFR-1): write-back/추정 실패가 ledger 멱등·청산 무차단.
배치 번호: 동시 커밋된 BAT-022(slot-state, dcy-016)와 충돌해 BAT-023 으로 배정.
검증: 단위 350 passed/35 skipped, 인프라 게이트(PG+RabbitMQ) 385 passed, ruff clean.
신규 test_ledger_option_d + adapter/PG 테스트. BAT-023 release-candidate.
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
122 lines
5.1 KiB
Python
122 lines
5.1 KiB
Python
"""Option D cash/position write-back + estimate overlay tests (dcy-018, issue: cash stale).
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Covers: LedgerWriter write-back to SnapshotStore on new/duplicate, skip when
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*_after missing, best-effort isolation, and the snapshot handler's estimated-cash
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overlay from pending outbox deltas (OQ-4).
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"""
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from __future__ import annotations
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from datetime import datetime, timezone
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from trex_core.adapters.ledger.in_memory import InMemoryLedger
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from trex_core.application.ledger_outbox import (
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InMemoryLedgerOutbox,
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LedgerWriter,
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trade_cash_delta,
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)
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from trex_core.application.ledger_port import LedgerTrade
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from trex_core.application.messaging_handlers import _apply_cash_estimate
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from trex_core.application.portfolio import PortfolioItem, SnapshotStore
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UTC = timezone.utc
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def _trade(execution_id="e-1", asset="PF-1", side="buy", qty=10, price=1000.0, fee=1.0):
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return LedgerTrade(asset_id=asset, order_id="O-1", execution_id=execution_id,
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side=side, qty=qty, price=price, fee=fee,
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executed_at=datetime(2026, 6, 4, tzinfo=UTC))
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def _store_with(pid="PF-1", cash=1_000_000.0, qty=0.0):
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s = SnapshotStore()
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s.swap([PortfolioItem(portfolio_id=pid, symbol="005930",
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cash_balance=cash, asset_quantity=qty)])
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return s
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# --- write-back (REQ-019/030) ----------------------------------------------
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def test_writeback_updates_snapshot_on_new():
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store = _store_with()
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outbox = InMemoryLedgerOutbox()
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ledger = InMemoryLedger(cash_after=300_000.0, quantity_after=10.0)
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writer = LedgerWriter(outbox, ledger, snapshot_store=store)
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outbox.enqueue(_trade())
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writer.run_once()
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a = store.get("PF-1").item
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assert a.cash_balance == 300_000.0 and a.asset_quantity == 10.0
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def test_writeback_applies_on_duplicate_too():
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store = _store_with(cash=1_000_000.0)
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outbox = InMemoryLedgerOutbox()
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# execution already recorded once → second write is duplicate, *_after still authoritative
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ledger = InMemoryLedger(cash_after=300_000.0, quantity_after=10.0)
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ledger.record_trade(_trade(execution_id="dup")) # pre-record → next is duplicate
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writer = LedgerWriter(outbox, ledger, snapshot_store=store)
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outbox.enqueue(_trade(execution_id="dup"))
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writer.run_once()
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assert store.get("PF-1").item.cash_balance == 300_000.0 # duplicate still wrote back
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def test_writeback_skipped_when_after_missing():
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store = _store_with(cash=1_000_000.0)
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outbox = InMemoryLedgerOutbox()
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ledger = InMemoryLedger() # no cash_after/quantity_after → None
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writer = LedgerWriter(outbox, ledger, snapshot_store=store)
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outbox.enqueue(_trade())
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writer.run_once()
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assert store.get("PF-1").item.cash_balance == 1_000_000.0 # unchanged
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def test_writeback_best_effort_does_not_block_completion():
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class _BoomStore:
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def update_cash_position(self, *a, **k):
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raise RuntimeError("boom")
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outbox = InMemoryLedgerOutbox()
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ledger = InMemoryLedger(cash_after=1.0, quantity_after=1.0)
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writer = LedgerWriter(outbox, ledger, snapshot_store=_BoomStore())
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outbox.enqueue(_trade())
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stats = writer.run_once()
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assert stats.completed == 1 # ledger still completed despite write-back error
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def test_no_writeback_without_store():
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outbox = InMemoryLedgerOutbox()
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ledger = InMemoryLedger(cash_after=1.0, quantity_after=1.0)
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writer = LedgerWriter(outbox, ledger) # no snapshot_store
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outbox.enqueue(_trade())
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assert writer.run_once().completed == 1 # no crash
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# --- estimate overlay (REQ-029 / OQ-4) -------------------------------------
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def test_pending_cash_delta_sums_by_asset():
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outbox = InMemoryLedgerOutbox()
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outbox.enqueue(_trade(execution_id="b", side="buy", qty=10, price=1000.0, fee=1.0))
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deltas = outbox.pending_cash_delta()
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assert deltas["PF-1"] == trade_cash_delta(_trade(side="buy", qty=10, price=1000.0, fee=1.0))
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assert deltas["PF-1"] == -(10 * 1000.0 + 1.0) # buy: cash down
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def test_apply_cash_estimate_overlays_pending_delta():
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outbox = InMemoryLedgerOutbox()
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outbox.enqueue(_trade(execution_id="b", side="buy", qty=10, price=1000.0, fee=1.0))
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payload = {"assets": [{"asset_id": "PF-1", "symbol": "005930",
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"cash_balance": 1_000_000.0, "asset_quantity": 0.0}]}
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_apply_cash_estimate(payload, outbox)
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a = payload["assets"][0]
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assert a["cash_estimated"] is True
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assert a["cash_balance"] == 1_000_000.0 - (10 * 1000.0 + 1.0) # estimated cash
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def test_estimate_clears_after_writeback():
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"""Once the ledger write completes (no longer pending), the estimate is gone."""
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store = _store_with(cash=1_000_000.0)
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outbox = InMemoryLedgerOutbox()
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ledger = InMemoryLedger(cash_after=989_999.0, quantity_after=10.0)
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writer = LedgerWriter(outbox, ledger, snapshot_store=store)
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outbox.enqueue(_trade(side="buy", qty=10, price=1000.0, fee=1.0))
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assert outbox.pending_cash_delta() # estimate present while pending
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writer.run_once() # completes → write-back authoritative
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assert outbox.pending_cash_delta() == {} # no longer pending → no estimate
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assert store.get("PF-1").item.cash_balance == 989_999.0
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