Add returns and charts slice (3d-9b)

1 files changed, 233 insertions, 0 deletions

diff --git a/tests/FundLab.Api.Tests/ReturnsTests.fs b/tests/FundLab.Api.Tests/ReturnsTests.fs
new file mode 100644
index 0000000..01a5e10
--- /dev/null
+++ b/tests/FundLab.Api.Tests/ReturnsTests.fs
@@ -0,0 +1,233 @@
+namespace FundLab.Api.Tests
+
+open System
+open System.Text.Json
+open Npgsql
+open Xunit
+open FundLab.Api
+
+[<Collection("postgres")>]
+type ReturnsTests(fixture: PostgresFixture) =
+    let sharedRepository =
+        lazy
+            let value = FundRepository(fixture.ConnectionString)
+            value.EnsureSchema()
+            value
+
+    let repository () = sharedRepository.Value
+
+    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 = "收益测试基金"; FundType = None } ]
+            }
+
+        repository().UpsertInstruments(payload, "returns-test-hash")
+        code
+
+    let createFund (initialCash: decimal) =
+        let command =
+            {
+                Name = "收益测试 FOF"
+                InitialCash = initialCash
+                InitialUnitNav = 1.00000000m
+                IsSynthetic = true
+            }
+
+        let key = fixture.Key(sprintf "returns-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 app () = App.createApplication (repository ())
+
+    let truncateMicroseconds (moment: DateTimeOffset) =
+        let utc = moment.ToUniversalTime()
+        DateTimeOffset(utc.Ticks - (utc.Ticks % 10L), TimeSpan.Zero)
+
+    let insertQuoteOnDate (code: string) (nav: decimal) (navDate: DateOnly) =
+        let revision = sprintf "akshare-test/%O" (Guid.NewGuid())
+
+        let payload: MarketDataNavPayload =
+            {
+                Source = "akshare"
+                SourceRevision = revision
+                CollectedAt = truncateMicroseconds (DateTimeOffset.Now.AddSeconds(-10.0))
+                Code = code
+                Observations =
+                    [
+                        {
+                            NavDate = navDate
+                            PublishedAt = None
+                            Nav = nav
+                            AccumulatedNav = Some nav
+                            DailyReturn = Some 0.0m
+                        }
+                    ]
+            }
+
+        repository().UpsertNavObservations(payload, sprintf "returns-hash/%s" revision)
+
+    let confirmedHolding fundId (code: string) (amount: decimal) (tradeDate: DateOnly) =
+        insertQuoteOnDate code 2.5m tradeDate
+
+        let orderKey = fixture.Key(sprintf "returns-hold-%s" (Guid.NewGuid().ToString("N")))
+
+        let order =
+            match
+                repository().CreateSubscriptionOrder(
+                    orderKey,
+                    fundId,
+                    { FundCode = code; Amount = amount; FeeAmount = 0m },
+                    tradeDate
+                )
+            with
+            | SubscriptionOrderWriteResult.OrderCreated order
+            | SubscriptionOrderWriteResult.OrderReplayed order -> order
+            | other -> failwithf "unexpected holding order result: %A" other
+
+        match
+            repository().ConfirmSubscriptionOrder(
+                fixture.Key(sprintf "returns-confirm-%s" (Guid.NewGuid().ToString("N"))),
+                fundId,
+                order.Id
+            )
+        with
+        | SubscriptionConfirmResult.OrderConfirmed _ -> ()
+        | confirmResult -> failwithf "unexpected holding confirm: %A" confirmResult
+
+        order
+
+    let insertConfirmedOrderWithoutNav fundId (code: string) (tradeDate: DateOnly) (units: decimal) (amount: decimal) =
+        use connection = new NpgsqlConnection(fixture.ConnectionString)
+        connection.Open()
+        use command = connection.CreateCommand()
+
+        command.CommandText <-
+            """
+            INSERT INTO subscription_orders
+                (id, fund_id, fund_code, amount, fee_amount, reserved_total, status, is_synthetic,
+                 submitted_at, trade_date, confirmed_at, confirmed_units, confirmed_invested_cash,
+                 confirmed_residual_cash)
+            VALUES
+                (@id, @fund_id, @code, @amount, 0.00, @amount, 'confirmed', false,
+                 now(), @trade_date, now(), @units, @amount, 0.00)
+            """
+
+        let idParameter = command.Parameters.Add("id", NpgsqlTypes.NpgsqlDbType.Uuid)
+        idParameter.Value <- box (Guid.NewGuid())
+        let fundParameter = command.Parameters.Add("fund_id", NpgsqlTypes.NpgsqlDbType.Uuid)
+        fundParameter.Value <- box fundId
+        let codeParameter = command.Parameters.Add("code", NpgsqlTypes.NpgsqlDbType.Text)
+        codeParameter.Value <- box code
+        let amountParameter = command.Parameters.Add("amount", NpgsqlTypes.NpgsqlDbType.Numeric)
+        amountParameter.Value <- box amount
+        let unitsParameter = command.Parameters.Add("units", NpgsqlTypes.NpgsqlDbType.Numeric)
+        unitsParameter.Value <- box units
+        let dateParameter = command.Parameters.Add("trade_date", NpgsqlTypes.NpgsqlDbType.Date)
+        dateParameter.Value <- box tradeDate
+        command.ExecuteNonQuery() |> ignore
+
+    let getReturns (fundId: Guid) =
+        PersistenceTestHelpers.invoke
+            (app ())
+            "GET"
+            (sprintf "/api/funds/%O/returns" fundId)
+            [ "Authorization", "Bearer test-token" ]
+            ""
+
+    let pointOn (date: string) (body: string) =
+        use document = JsonDocument.Parse(body)
+
+        document.RootElement.GetProperty("points").EnumerateArray()
+        |> Seq.find (fun point -> point.GetProperty("date").GetString() = date)
+        |> fun point -> point.Clone()
+
+    [<Fact>]
+    member _.``returns series is empty for a fund without activity``() =
+        let fundId = createFund 10000.00m
+        let status, body = getReturns fundId
+
+        Assert.Equal(200, status)
+        Assert.Contains("\"points\":[]", body)
+        Assert.Contains("\"pending\":false", body)
+        Assert.Contains("\"dataUpdatedAt\":null", body)
+
+    [<Fact>]
+    member _.``external deposits issue units without moving the unit nav or creating profit``() =
+        let fundId = createFund 10000.00m
+
+        match
+            repository().CreateCapitalDeposit(
+                fixture.Key(sprintf "returns-deposit-%s" (Guid.NewGuid().ToString("N"))),
+                fundId,
+                { Amount = 5000.00m; Note = None }
+            )
+        with
+        | CapitalDepositWriteResult.CapitalDepositCreated _ -> ()
+        | other -> failwithf "unexpected deposit result: %A" other
+
+        let status, body = getReturns fundId
+        Assert.Equal(200, status)
+
+        let today = ConfirmationPolicy.tradeDateFor DateTimeOffset.UtcNow
+        let point = pointOn (today.ToString("yyyy-MM-dd")) body
+
+        Assert.False(point.GetProperty("pending").GetBoolean())
+        Assert.Equal("15000.00", point.GetProperty("totalAssets").GetString())
+        Assert.Equal("15000.00", point.GetProperty("netExternalFlow").GetString())
+        Assert.Equal("0.00", point.GetProperty("cumulativeReturn").GetString())
+        Assert.Equal("1.00000000", point.GetProperty("unitNav").GetString())
+
+    [<Fact>]
+    member _.``returns series revalues holdings on later nav dates``() =
+        let fundId = createFund 10000.00m
+        let code = seedInstrument ()
+        let tradeDate = DateOnly(2026, 9, 15)
+        let _ = confirmedHolding fundId code 250.00m tradeDate
+        insertQuoteOnDate code 3.0m (DateOnly(2026, 9, 16))
+
+        let status, body = getReturns fundId
+        Assert.Equal(200, status)
+
+        let first = pointOn "2026-09-15" body
+        Assert.Equal("10000.00", first.GetProperty("totalAssets").GetString())
+        Assert.Equal("0.00", first.GetProperty("cumulativeReturn").GetString())
+        Assert.Equal("1.00000000", first.GetProperty("unitNav").GetString())
+
+        let second = pointOn "2026-09-16" body
+        Assert.False(second.GetProperty("pending").GetBoolean())
+        Assert.Equal("10050.00", second.GetProperty("totalAssets").GetString())
+        Assert.Equal("50.00", second.GetProperty("cumulativeReturn").GetString())
+        Assert.Equal("1.00500000", second.GetProperty("unitNav").GetString())
+
+    [<Fact>]
+    member _.``held instrument without a valuation nav is pending and never zero filled``() =
+        let fundId = createFund 10000.00m
+        let code = seedInstrument ()
+        let tradeDate = ConfirmationPolicy.tradeDateFor DateTimeOffset.UtcNow
+        insertConfirmedOrderWithoutNav fundId code tradeDate 100.00000000m 250.00m
+
+        let status, body = getReturns fundId
+        Assert.Equal(200, status)
+        Assert.Contains("\"pending\":true", body)
+        Assert.Contains("\"totalAssets\":null", body)
+        Assert.Contains("\"holdingsValue\":null", body)
+        Assert.Contains("\"cumulativeReturn\":null", body)
+
+        let point = pointOn (tradeDate.ToString("yyyy-MM-dd")) body
+        Assert.True(point.GetProperty("pending").GetBoolean())
+        Assert.Equal(JsonValueKind.Null, point.GetProperty("totalAssets").ValueKind)
+        Assert.Equal("9750.00", point.GetProperty("cash").GetString())
+
+    [<Fact>]
+    member _.``returns request for an unknown fund is not found``() =
+        let status, body = getReturns (Guid.NewGuid())
+        Assert.Equal(404, status)
+        Assert.Contains("FUND_NOT_FOUND", body)