Add stock assets to rebalance with stock buy/sell legs (3d-31 B4b)

1 files changed, 209 insertions, 0 deletions

diff --git a/tests/FundLab.Api.Tests/RebalanceStockTests.fs b/tests/FundLab.Api.Tests/RebalanceStockTests.fs
new file mode 100644
index 0000000..3aed5ae
--- /dev/null
+++ b/tests/FundLab.Api.Tests/RebalanceStockTests.fs
@@ -0,0 +1,209 @@
+namespace FundLab.Api.Tests
+
+open System
+open System.Text.Json
+open Xunit
+open FundLab.Api
+open FundLab.Domain
+
+[<Collection("postgres")>]
+type RebalanceStockTests(fixture: PostgresFixture) =
+    let sharedRepository =
+        lazy
+            let value = FundRepository(fixture.ConnectionString)
+            value.EnsureSchema()
+            value
+
+    let repository () = sharedRepository.Value
+
+    let today = ConfirmationPolicy.tradeDateFor DateTimeOffset.UtcNow
+
+    let createFund (initialCash: decimal) =
+        let command =
+            {
+                Name = "股票再平衡测试 FOF"
+                InitialCash = initialCash
+                InitialUnitNav = 1.00000000m
+                IsSynthetic = true
+            }
+
+        let key = fixture.Key(sprintf "rebalance-stock-fund-%s" (Guid.NewGuid().ToString("N")))
+
+        match repository().CreateFund(key, command) with
+        | FundWriteResult.Created fund -> fund.Id
+        | other -> failwithf "unexpected fund creation result: %A" other
+
+    let seedInstrument () =
+        let code = Random.Shared.Next(0, 1000000).ToString("D6")
+
+        let payload =
+            {
+                Source = "akshare"
+                SourceRevision = "akshare-test/eastmoney"
+                CollectedAt = DateTimeOffset(2026, 9, 21, 8, 0, 0, TimeSpan.Zero)
+                Instruments = [ { Code = code; Name = "再平衡股票测试基金"; FundType = None } ]
+            }
+
+        repository().UpsertInstruments(payload, "rebalance-stock-test-hash")
+        code
+
+    let seedStockSnapshot (code: string) (price: decimal) =
+        let snapshot: InstrumentSnapshotRecord =
+            {
+                InstrumentCode = code
+                AssetClass = "stock"
+                SnapshotDate = today
+                Price = price
+                Source = "akshare"
+                SourceRevision = "akshare-test/stock-daily"
+                SourceCollectedAt = DateTimeOffset(today.ToDateTime(TimeOnly.MinValue), TimeSpan.Zero)
+                SourcePayloadHash = sprintf "rebalance-stock-hash/%s/%O" code (Guid.NewGuid())
+            }
+
+        repository().UpsertInstrumentSnapshots [ snapshot ]
+
+    let buyStock fundId code quantity price =
+        let key = fixture.Key(sprintf "rebalance-stock-buy-%s" (Guid.NewGuid().ToString("N")))
+
+        match
+            repository().CreateStockTrade(
+                key,
+                fundId,
+                { InstrumentCode = code; StockName = Some "贵州茅台"; Quantity = quantity; Price = price }
+            )
+        with
+        | StockTradeWriteResult.StockTradeCreated _ -> ()
+        | other -> failwithf "unexpected stock trade result: %A" other
+
+    let app () = App.createApplication (repository ())
+
+    let createPlanId fundId targets =
+        let body =
+            targets
+            |> List.map (fun (code, percent) -> sprintf "{\"instrumentCode\":\"%s\",\"targetPercent\":\"%s\"}" code percent)
+            |> String.concat ","
+            |> sprintf "{\"targets\":[%s]}"
+
+        let status, response =
+            PersistenceTestHelpers.invoke
+                (app ())
+                "POST"
+                (sprintf "/api/funds/%O/rebalance/plans" fundId)
+                [
+                    "Authorization", "Bearer test-token"
+                    "Idempotency-Key", fixture.Key(sprintf "rebalance-stock-plan-%s" (Guid.NewGuid().ToString("N")))
+                ]
+                body
+
+        match status with
+        | 201 ->
+            use document = JsonDocument.Parse(response)
+            Guid.Parse(document.RootElement.GetProperty("id").GetString())
+        | _ -> failwithf "unexpected plan status %d: %s" status response
+
+    let previewViaApi fundId planId =
+        PersistenceTestHelpers.invoke
+            (app ())
+            "GET"
+            (sprintf "/api/funds/%O/rebalance/plans/%O/preview" fundId planId)
+            [ "Authorization", "Bearer test-token" ]
+            ""
+
+    let executeViaApi fundId planId =
+        PersistenceTestHelpers.invoke
+            (app ())
+            "POST"
+            (sprintf "/api/funds/%O/rebalance/plans/%O/execute" fundId planId)
+            [ "Authorization", "Bearer test-token" ]
+            "{}"
+
+    let stockQuantity fundId code =
+        repository().GetStockPositions fundId
+        |> List.filter (fun position -> position.InstrumentCode = code)
+        |> List.sumBy (fun position -> position.Quantity)
+
+    let availableCash fundId =
+        match repository().GetFund fundId with
+        | Some fund -> fund.AvailableCash
+        | None -> failwith "fund was not found"
+
+    [<Fact>]
+    member _.``preview counts a stock holding in the rebalance universe``() =
+        let fundId = createFund 5000.00m
+        buyStock fundId "600519" 100m 100.00m
+        seedStockSnapshot "600519" 100.00m
+        let planId = createPlanId fundId [ "600519", "100.00" ]
+
+        let status, body = previewViaApi fundId planId
+        Assert.Equal(200, status)
+
+        use document = JsonDocument.Parse(body)
+        Assert.Equal("15000.00", document.RootElement.GetProperty("equity").GetString())
+        Assert.Equal("5000.00", document.RootElement.GetProperty("availableCash").GetString())
+
+        let row =
+            document.RootElement.GetProperty("rows").EnumerateArray()
+            |> Seq.find (fun row -> row.GetProperty("instrumentCode").GetString() = "600519")
+
+        Assert.Equal("10000.00", row.GetProperty("currentValue").GetString())
+        Assert.Equal("66.66", row.GetProperty("currentPercent").GetString())
+        Assert.Equal("buy", row.GetProperty("action").GetString())
+        Assert.Equal("5000.00", row.GetProperty("deltaAmount").GetString())
+
+    [<Fact>]
+    member _.``a stock buy target is executed through the stock trade pipeline and debits cash``() =
+        let fundId = createFund 10000.00m
+        seedStockSnapshot "600519" 10.00m
+        let planId = createPlanId fundId [ "600519", "100.00" ]
+
+        let status, body = executeViaApi fundId planId
+        Assert.Equal(200, status)
+        Assert.Contains("\"instrumentCode\":\"600519\"", body)
+        Assert.Contains("\"action\":\"buy\"", body)
+        Assert.Contains("\"status\":\"succeeded\"", body)
+
+        Assert.Equal(1000m, stockQuantity fundId "600519")
+        Assert.Equal(0.00m, availableCash fundId)
+
+        let buyEvents =
+            repository().GetStockCashflows fundId
+            |> List.filter (fun record -> record.EventType = "buy" && record.InstrumentCode = "600519")
+
+        Assert.Single(buyEvents) |> ignore
+        Assert.Equal(10000.00m, buyEvents.Head.Amount)
+
+    [<Fact>]
+    member _.``an overweight stock holding is sold through the stock sell pipeline``() =
+        let fundId = createFund 0.00m
+        let fundCode = seedInstrument ()
+        buyStock fundId "600519" 100m 100.00m
+        seedStockSnapshot "600519" 100.00m
+        let planId = createPlanId fundId [ fundCode, "100.00" ]
+
+        let status, body = executeViaApi fundId planId
+        Assert.Equal(200, status)
+        Assert.Contains("\"instrumentCode\":\"600519\"", body)
+        Assert.Contains("\"action\":\"sell\"", body)
+        Assert.Contains("\"status\":\"succeeded\"", body)
+
+        Assert.Equal(0m, stockQuantity fundId "600519")
+
+        let sellEvents =
+            repository().GetStockCashflows fundId
+            |> List.filter (fun record -> record.EventType = "sell" && record.InstrumentCode = "600519")
+
+        Assert.Single(sellEvents) |> ignore
+        Assert.Equal(10000.00m, sellEvents.Head.Amount)
+
+    [<Fact>]
+    member _.``a stock target below one board lot is skipped without trading``() =
+        let fundId = createFund 500.00m
+        seedStockSnapshot "600519" 10.00m
+        let planId = createPlanId fundId [ "600519", "100.00" ]
+
+        let status, body = executeViaApi fundId planId
+        Assert.Equal(200, status)
+        Assert.Contains("\"status\":\"skipped_below_lot\"", body)
+
+        Assert.Equal(0m, stockQuantity fundId "600519")
+        Assert.Equal(500.00m, availableCash fundId)