Lock external flows vs internal trade ledger sources against net inflow (3d-36)

1 files changed, 71 insertions, 0 deletions

diff --git a/tests/FundLab.Api.Tests/CashReconciliationTests.fs b/tests/FundLab.Api.Tests/CashReconciliationTests.fs
index e969472..b9b024a 100644
--- a/tests/FundLab.Api.Tests/CashReconciliationTests.fs
+++ b/tests/FundLab.Api.Tests/CashReconciliationTests.fs
@@ -210,6 +210,30 @@ type CashReconciliationTests(fixture: PostgresFixture) =
         | SubscriptionConfirmResult.OrderConfirmed _ -> ()
         | other -> failwithf "unexpected subscription confirm: %A" other
 
+    let redeem fundId code units idempotencyKey =
+        let order =
+            match
+                repository().CreateRedemptionOrder(
+                    idempotencyKey,
+                    fundId,
+                    { InstrumentCode = code; Units = units; FeeAmount = 0m }
+                )
+            with
+            | RedemptionWriteResult.RedemptionCreated order
+            | RedemptionWriteResult.RedemptionReplayed order -> order
+            | other -> failwithf "unexpected redemption order result: %A" other
+
+        match
+            repository().ConfirmRedemptionOrder(
+                fixture.Key(sprintf "cash-recon-redeem-confirm-%s" (Guid.NewGuid().ToString("N"))),
+                fundId,
+                order.Id
+            )
+        with
+        | RedemptionConfirmResult.RedemptionConfirmed _
+        | RedemptionConfirmResult.RedemptionConfirmReplayed _ -> ()
+        | other -> failwithf "unexpected redemption confirm: %A" other
+
     let app () = App.createApplication (repository ())
 
     let reconciliation fundId =
@@ -234,6 +258,11 @@ type CashReconciliationTests(fixture: PostgresFixture) =
         |> Seq.filter (fun entry -> entry.GetProperty("source").GetString() = source)
         |> Seq.length
 
+    let sourceNet (body: string) (source: string) =
+        match (sourceEntry body source).GetProperty("netAmount").GetString() with
+        | null -> failwithf "source %s has no netAmount" source
+        | text -> Decimal.Parse(text, System.Globalization.CultureInfo.InvariantCulture)
+
     let deleteLedgerEvents fundId =
         use connection = new NpgsqlConnection(fixture.ConnectionString)
         connection.Open()
@@ -471,3 +500,45 @@ type CashReconciliationTests(fixture: PostgresFixture) =
         Assert.Contains("\"difference\":\"0.00\"", body)
         Assert.Equal(1, eventCount body "stock_sell")
         Assert.Equal(1L, tableCount "stock_sells" fundId)
+
+    [<Fact>]
+    member _.``external flows and internal trades stay separate sources reconciled against net inflow``() =
+        let fundId = createFund 10000.00m
+        let code = seedInstrument ()
+        deposit fundId 5000.00m (fixture.Key "cash-flow-split-deposit")
+        subscribe fundId code 1000.00m (fixture.Key "cash-flow-split-subscribe")
+        redeem fundId code 400m (fixture.Key "cash-flow-split-redeem")
+        buyStock fundId "600519" 100m 10.00m (fixture.Key "cash-flow-split-buy")
+        sellStock fundId "600519" 40m 12.00m (fixture.Key "cash-flow-split-sell")
+
+        let status, body = reconciliation fundId
+        Assert.Equal(200, status)
+        Assert.Contains("\"openingCash\":\"10000.00\"", body)
+        Assert.Contains("\"netInflow\":\"3880.00\"", body)
+        Assert.Contains("\"closingCash\":\"13880.00\"", body)
+        Assert.Contains("\"ledgerBalance\":\"13880.00\"", body)
+        Assert.Contains("\"difference\":\"0.00\"", body)
+
+        // external capital/subscription/redemption are their own ledger sources
+        Assert.Equal(5000.00m, sourceNet body "capital_deposit")
+        Assert.Equal(-1000.00m, sourceNet body "subscription")
+        Assert.Equal(400.00m, sourceNet body "redemption")
+        Assert.Equal(1, eventCount body "subscription")
+        Assert.Equal(1, eventCount body "redemption")
+
+        // internal stock trades are their own ledger sources, never external flows
+        Assert.Equal(-1000.00m, sourceNet body "stock_buy")
+        Assert.Equal(480.00m, sourceNet body "stock_sell")
+        Assert.Equal(1, eventCount body "stock_buy")
+        Assert.Equal(1, eventCount body "stock_sell")
+
+        // the two buckets add up to net inflow: external flows are not smuggled into trade sources
+        let externalTotal =
+            sourceNet body "capital_deposit" + sourceNet body "subscription" + sourceNet body "redemption"
+
+        let internalTotal = sourceNet body "stock_buy" + sourceNet body "stock_sell"
+
+        Assert.Equal(4400.00m, externalTotal)
+        Assert.Equal(-520.00m, internalTotal)
+        Assert.Equal(3880.00m, externalTotal + internalTotal)
+        Assert.Equal(0.00m, (repository().GetCashReconciliation fundId |> Result.defaultWith failwith).Difference)