128 lines
5.8 KiB
Python
128 lines
5.8 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 slots 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 import RpcRequest
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from trex_core.application.messaging_handlers import make_slots_rpc_handler
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from trex_core.application.portfolio import PortfolioItem, SnapshotStore
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from trex_core.domain.slot.in_memory_repository import InMemorySlotRepository
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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(instance_key="test-instance")
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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(instance_key="test-instance")
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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(instance_key="test-instance")
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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(instance_key="test-instance")
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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(instance_key="test-instance")
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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) — via make_slots_rpc_handler ----------
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def test_pending_cash_delta_sums_by_asset():
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outbox = InMemoryLedgerOutbox(instance_key="test-instance")
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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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"""Cash-estimated overlay applied through slots handler (REQ-029 OQ-4)."""
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outbox = InMemoryLedgerOutbox(instance_key="test-instance")
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outbox.enqueue(_trade(execution_id="b", side="buy", qty=10, price=1000.0, fee=1.0))
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store = _store_with(pid="PF-1", cash=1_000_000.0, qty=0.0)
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repo = InMemorySlotRepository()
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repo.reconcile_universe("default", {"PF-1": "SYM"})
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handler = make_slots_rpc_handler(repo, snapshot_store=store, ledger_outbox=outbox)
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resp = handler(RpcRequest(payload={"filter": "all", "strategy_instance_id": "test-instance"}, correlation_id="test"))
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slots = resp.payload["slots"]
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pf1 = next(s for s in slots if s["portfolio_id"] == "PF-1")
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assert pf1["cash_estimated"] is True
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assert pf1["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(instance_key="test-instance")
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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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