Add bond full milestone: profile probe, coupon/accrual rules, ledger and point-in-time valuation (3d-29)

1 files changed, 76 insertions, 1 deletions

diff --git a/tests/FundLab.Api.Tests/FundValuationTests.fs b/tests/FundLab.Api.Tests/FundValuationTests.fs
index 1897fd3..197686d 100644
--- a/tests/FundLab.Api.Tests/FundValuationTests.fs
+++ b/tests/FundLab.Api.Tests/FundValuationTests.fs
@@ -19,6 +19,17 @@ module FundValuationSupport =
             AccruedInterest = None
             Date = None
             MaturityDate = None
+            ParValue = None
+            IssuePrice = None
+            ValueDate = None
+            ListingDate = None
+            PublishDate = None
+            PayInterestDay = None
+            CouponRate = None
+            CouponRateExplain = None
+            BondExpireYears = None
+            Rating = None
+            DataStatus = None
         }
 
     let stockProbeReturning (prices: Map<string, decimal>) =
@@ -109,12 +120,52 @@ type FundValuationTests(fixture: PostgresFixture) =
             repository().CreateBondTrade(
                 key,
                 fundId,
-                { InstrumentCode = code; BondName = Some "南航转债"; Quantity = quantity; Price = price }
+                {
+                    InstrumentCode = code
+                    BondName = Some "南航转债"
+                    Quantity = quantity
+                    Price = price
+                    CleanPrice = price
+                    AccruedInterest = 0m
+                    ParValue = 100m
+                    SettlementDate = DateOnly(2026, 9, 21)
+                    CouponRate = None
+                    ValueDate = None
+                    MaturityDate = None
+                    TradeDate = Some(DateOnly(2026, 9, 21))
+                }
             )
         with
         | BondTradeWriteResult.BondTradeCreated _ -> ()
         | other -> failwithf "unexpected bond trade result: %A" other
 
+    let buyBondWithTerms fundId code quantity cleanPrice =
+        let key = fixture.Key(sprintf "valuation-bond-terms-%s" (Guid.NewGuid().ToString("N")))
+
+        match
+            repository().CreateBondTrade(
+                key,
+                fundId,
+                {
+                    InstrumentCode = code
+                    BondName = Some "南航转债"
+                    Quantity = quantity
+                    Price = cleanPrice
+                    CleanPrice = cleanPrice
+                    AccruedInterest = 0m
+                    ParValue = 100m
+                    SettlementDate = DateOnly(2026, 9, 21)
+                    CouponRate = Some 0.02m
+                    ValueDate = Some(DateOnly(2020, 10, 15))
+                    MaturityDate = Some(DateOnly(2026, 10, 15))
+                    TradeDate = Some(DateOnly(2026, 9, 21))
+                }
+            )
+        with
+        | BondTradeWriteResult.BondTradeCreated _ -> ()
+        | other -> failwithf "unexpected bond trade result: %A" other
+
+
     let app stockPrices bondPrices =
         App.createApplicationWithProbes (repository ()) (FundValuationSupport.probes stockPrices bondPrices)
 
@@ -143,6 +194,30 @@ type FundValuationTests(fixture: PostgresFixture) =
         Assert.Contains("\"unavailablePositions\":0", body)
 
     [<Fact>]
+    member _.``bond valuation accrues interest point-in-time and values on a dirty basis``() =
+        let fundId = createFund 10000.00m
+        buyBondWithTerms fundId "110075" 10m 106.368m
+
+        let valuationAt asOf =
+            PersistenceTestHelpers.invoke
+                (app Map.empty (Map.ofList [ "110075", 106.368m ]))
+                "GET"
+                (sprintf "/api/funds/%O/valuation?asOfDate=%s" fundId asOf)
+                [ "Authorization", "Bearer test-token" ]
+                ""
+
+        let status, early = valuationAt "2026-09-21"
+        Assert.Equal(200, status)
+        Assert.Contains("\"accruedInterest\":\"1.86849300\"", early)
+        Assert.Contains("\"dirtyPrice\":\"108.23649300\"", early)
+        Assert.Contains("\"valueBasis\":\"dirty\"", early)
+        Assert.Contains("\"marketValue\":\"1082.36\"", early)
+
+        let _, later = valuationAt "2026-10-01"
+        Assert.Contains("\"accruedInterest\":\"1.92328800\"", later)
+        Assert.Contains("\"marketValue\":\"1082.91\"", later)
+
+    [<Fact>]
     member _.``all-unavailable valuation keeps cash intact and marks positions unavailable without zeroing``() =
         let fundId = createFund 5000.00m
         buyStock fundId "600519" 100m 1000.00m