Add real NAV series multi-day returns (3d-13)

3 files changed, 243 insertions, 1 deletions

diff --git a/tests/FundLab.Api.Tests/FundLab.Api.Tests.fsproj b/tests/FundLab.Api.Tests/FundLab.Api.Tests.fsproj
index a77e503..07db95f 100644
--- a/tests/FundLab.Api.Tests/FundLab.Api.Tests.fsproj
+++ b/tests/FundLab.Api.Tests/FundLab.Api.Tests.fsproj
@@ -30,6 +30,7 @@
         <Compile Include="InvestmentPlanTests.fs" />
         <Compile Include="RebalanceTests.fs" />
         <Compile Include="NavDateProbeTests.fs" />
+        <Compile Include="NavSeriesProbeTests.fs" />
     <Compile Include="Program.fs" />
   </ItemGroup>
 </Project>
diff --git a/tests/FundLab.Api.Tests/NavDateProbeTests.fs b/tests/FundLab.Api.Tests/NavDateProbeTests.fs
index 0f7e506..6197950 100644
--- a/tests/FundLab.Api.Tests/NavDateProbeTests.fs
+++ b/tests/FundLab.Api.Tests/NavDateProbeTests.fs
@@ -71,8 +71,12 @@ type RealAkshareFactAttribute() =
 type NavDateProbeTests(fixture: PostgresFixture) =
     let repository () = FundRepository(fixture.ConnectionString)
 
+    let stubSeriesProbe =
+        { new INavSeriesProbe with
+            member _.RecentNavSeries(_, _, _) = Ok [] }
+
     let appWithProbe (probe: INavDateProbe) =
-        App.createApplicationWithNavDateProbe (repository ()) probe
+        App.createApplicationWithProbes (repository ()) { NavDates = probe; NavSeries = stubSeriesProbe }
 
     [<Fact>]
     member _.``probe parses, dedupes, sorts descending and truncates``() =
diff --git a/tests/FundLab.Api.Tests/NavSeriesProbeTests.fs b/tests/FundLab.Api.Tests/NavSeriesProbeTests.fs
new file mode 100644
index 0000000..14fd8e8
--- /dev/null
+++ b/tests/FundLab.Api.Tests/NavSeriesProbeTests.fs
@@ -0,0 +1,237 @@
+namespace FundLab.Api.Tests
+
+open System
+open System.Threading
+open Xunit
+open FundLab.Api
+
+module NavSeriesProbeSupport =
+    let payload (code: string) (observations: (string * string * string option) list) =
+        let body =
+            observations
+            |> List.map (fun (date, nav, accumulated) ->
+                let accumulatedText =
+                    match accumulated with
+                    | Some value -> sprintf "\"%s\"" value
+                    | None -> "null"
+
+                sprintf
+                    "{\"nav_date\":\"%s\",\"published_at\":null,\"nav\":\"%s\",\"accumulated_nav\":%s,\"daily_return\":null}"
+                    date
+                    nav
+                    accumulatedText)
+            |> String.concat ","
+
+        sprintf
+            "{\"schema_version\":\"fund-lab.akshare.v1\",\"operation\":\"nav\",\"source\":\"akshare\",\"source_revision\":\"akshare-test/eastmoney\",\"collected_at\":\"2026-09-21T08:00:00Z\",\"instrument\":{\"code\":\"%s\"},\"observations\":[%s]}"
+            code
+            body
+
+[<Collection("postgres")>]
+type NavSeriesProbeTests(fixture: PostgresFixture) =
+    let repository () = FundRepository(fixture.ConnectionString)
+
+    let stubDateProbe =
+        { new INavDateProbe with
+            member _.RecentNavDates(_, _, _) = Ok [] }
+
+    let appWithSeries (probe: INavSeriesProbe) =
+        App.createApplicationWithProbes (repository ()) { NavDates = stubDateProbe; NavSeries = probe }
+
+    [<Fact>]
+    member _.``series parses points descending, keeps accumulated nav, drops zero navs and truncates``() =
+        let json =
+            NavSeriesProbeSupport.payload
+                "000001"
+                [
+                    "2026-09-16", "1.1205", Some "2.5000"
+                    "2026-09-21", "1.1902", None
+                    "2026-09-16", "1.1205", Some "2.5000"
+                    "2026-09-18", "1.1500", Some "2.5300"
+                    "2026-09-17", "0.0000", None
+                    "2026-09-15", "1.1000", Some "2.4800"
+                ]
+
+        let probe = AkshareNavSeriesProbe(NavDateProbeSupport.collectorReturning (fun () -> Ok json)) :> INavSeriesProbe
+
+        match probe.RecentNavSeries("000001", 4, CancellationToken.None) with
+        | Ok points ->
+            Assert.Equal<DateOnly list>(
+                [ DateOnly(2026, 9, 21); DateOnly(2026, 9, 18); DateOnly(2026, 9, 16); DateOnly(2026, 9, 15) ],
+                points |> List.map (fun point -> point.NavDate)
+            )
+
+            Assert.Equal(4, List.length points)
+            Assert.Equal<decimal option>(Some 2.53m, (points |> List.find (fun point -> point.NavDate = DateOnly(2026, 9, 18))).AccumulatedNav)
+            Assert.Equal<decimal option>(None, (points |> List.head).AccumulatedNav)
+        | Error failure -> failwithf "expected NAV series, got %A" failure
+
+    [<Fact>]
+    member _.``series memoises successful lookups per code and day``() =
+        let mutable calls = 0
+
+        let collector =
+            NavDateProbeSupport.collectorReturning (fun () ->
+                calls <- calls + 1
+                Ok(NavSeriesProbeSupport.payload "000001" [ "2026-09-21", "1.1902", None ]))
+
+        let probe = AkshareNavSeriesProbe(collector) :> INavSeriesProbe
+        let first = probe.RecentNavSeries("000001", 30, CancellationToken.None)
+        let second = probe.RecentNavSeries("000001", 30, CancellationToken.None)
+
+        Assert.Equal(1, calls)
+        Assert.Equal(first |> Result.map (List.map (fun point -> point.NavDate)), second |> Result.map (List.map (fun point -> point.NavDate)))
+
+    [<Fact>]
+    member _.``series returns an empty list when no usable nav remains``() =
+        let json = NavSeriesProbeSupport.payload "000001" [ "2026-09-21", "0.0000", None; "2026-09-18", "0.0000", None ]
+        let probe = AkshareNavSeriesProbe(NavDateProbeSupport.collectorReturning (fun () -> Ok json)) :> INavSeriesProbe
+
+        match probe.RecentNavSeries("000001", 30, CancellationToken.None) with
+        | Ok points -> Assert.Empty points
+        | Error failure -> failwithf "expected empty NAV series, got %A" failure
+
+    [<Fact>]
+    member _.``series rejects a malformed fund code without touching the collector``() =
+        let probe =
+            AkshareNavSeriesProbe(NavDateProbeSupport.collectorReturning (fun () -> failwith "collector should not be called"))
+            :> INavSeriesProbe
+
+        match probe.RecentNavSeries("abc", 30, CancellationToken.None) with
+        | Error (InvalidMarketDataRequest message) -> Assert.Contains("six digits", message)
+        | other -> failwithf "expected InvalidMarketDataRequest, got %A" other
+
+    [<Fact>]
+    member _.``series maps collector failures to an unavailable reason``() =
+        let probe =
+            AkshareNavSeriesProbe(NavDateProbeSupport.collectorReturning (fun () -> Error "collector exited with code 2"))
+            :> INavSeriesProbe
+
+        match probe.RecentNavSeries("000001", 30, CancellationToken.None) with
+        | Error (MarketDataCollectorUnavailable message) -> Assert.Contains("code 2", message)
+        | other -> failwithf "expected MarketDataCollectorUnavailable, got %A" other
+
+    [<Fact>]
+    member _.``series maps malformed payloads to an invalid payload reason``() =
+        let probe = AkshareNavSeriesProbe(NavDateProbeSupport.collectorReturning (fun () -> Ok "{not-json")) :> INavSeriesProbe
+
+        match probe.RecentNavSeries("000001", 30, CancellationToken.None) with
+        | Error (InvalidMarketDataPayload _) -> ()
+        | other -> failwithf "expected InvalidMarketDataPayload, got %A" other
+
+    [<Fact>]
+    member _.``market nav-series endpoint returns the probe points``() =
+        let probe =
+            { new INavSeriesProbe with
+                member _.RecentNavSeries(code, limit, _) =
+                    Assert.Equal("000001", code)
+                    Assert.Equal(30, limit)
+
+                    Ok
+                        [
+                            { NavDate = DateOnly(2026, 9, 21); Nav = 1.1902m; AccumulatedNav = None }
+                            { NavDate = DateOnly(2026, 9, 18); Nav = 1.15m; AccumulatedNav = Some 2.53m }
+                        ] }
+
+        let status, body =
+            PersistenceTestHelpers.invoke
+                (appWithSeries probe)
+                "GET"
+                "/api/market/nav-series?code=000001"
+                [ "Authorization", "Bearer test-token" ]
+                ""
+
+        Assert.Equal(200, status)
+        Assert.Contains("\"code\":\"000001\"", body)
+        Assert.Contains("\"navDate\":\"2026-09-21\"", body)
+        Assert.Contains("1.1902", body)
+        Assert.Contains("\"navDate\":\"2026-09-18\"", body)
+        Assert.Contains("2.53", body)
+
+    [<Fact>]
+    member _.``market nav-series endpoint passes the requested limit``() =
+        let probe =
+            { new INavSeriesProbe with
+                member _.RecentNavSeries(_, limit, _) =
+                    Assert.Equal(3, limit)
+                    Ok [ { NavDate = DateOnly(2026, 9, 21); Nav = 1.1902m; AccumulatedNav = None } ] }
+
+        let status, _ =
+            PersistenceTestHelpers.invoke
+                (appWithSeries probe)
+                "GET"
+                "/api/market/nav-series?code=000001&limit=3"
+                [ "Authorization", "Bearer test-token" ]
+                ""
+
+        Assert.Equal(200, status)
+
+    [<Fact>]
+    member _.``market nav-series endpoint returns an empty list for no usable points``() =
+        let probe =
+            { new INavSeriesProbe with
+                member _.RecentNavSeries(_, _, _) = Ok [] }
+
+        let status, body =
+            PersistenceTestHelpers.invoke
+                (appWithSeries probe)
+                "GET"
+                "/api/market/nav-series?code=000001"
+                [ "Authorization", "Bearer test-token" ]
+                ""
+
+        Assert.Equal(200, status)
+        Assert.Contains("\"points\":[]", body)
+
+    [<Fact>]
+    member _.``market nav-series endpoint answers 503 when the probe fails``() =
+        let probe =
+            { new INavSeriesProbe with
+                member _.RecentNavSeries(_, _, _) = Error(MarketDataCollectorUnavailable "collector exited with code 2") }
+
+        let status, body =
+            PersistenceTestHelpers.invoke
+                (appWithSeries probe)
+                "GET"
+                "/api/market/nav-series?code=000001"
+                [ "Authorization", "Bearer test-token" ]
+                ""
+
+        Assert.Equal(503, status)
+        Assert.Contains("MARKET_DATA_UNAVAILABLE", body)
+        Assert.Contains("code 2", body)
+
+    [<Fact>]
+    member _.``market nav-series endpoint rejects a malformed code with 400``() =
+        let probe =
+            { new INavSeriesProbe with
+                member _.RecentNavSeries(_, _, _) =
+                    Error(InvalidMarketDataRequest "fund code must contain exactly six digits") }
+
+        let status, body =
+            PersistenceTestHelpers.invoke
+                (appWithSeries probe)
+                "GET"
+                "/api/market/nav-series?code=abc"
+                [ "Authorization", "Bearer test-token" ]
+                ""
+
+        Assert.Equal(400, status)
+        Assert.Contains("INVALID_MARKET_DATA_REQUEST", body)
+
+    [<Fact>]
+    member _.``market nav-series endpoint rejects a malformed limit with 400``() =
+        let probe =
+            { new INavSeriesProbe with
+                member _.RecentNavSeries(_, _, _) = failwith "probe should not be called for an invalid limit" }
+
+        let status, body =
+            PersistenceTestHelpers.invoke
+                (appWithSeries probe)
+                "GET"
+                "/api/market/nav-series?code=000001&limit=0"
+                [ "Authorization", "Bearer test-token" ]
+                ""
+
+        Assert.Equal(400, status)
+        Assert.Contains("limit must be an integer between 1 and 250", body)