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authorSomhairle H. Marisol <[email protected]>2026-09-21 14:31:13 +0800
committerSomhairle H. Marisol <[email protected]>2026-09-21 14:31:13 +0800
commit98c41c37896a41c5f2f15ed187e55ab617735342 (patch)
treea57cffc9e9147124af12b79e58ccf083bb12ab2f /tests/FundLab.Web.Tests
parent336d5e5312eb6fa69ccc1fd875e930a067ff8143 (diff)
downloadfund-lab-98c41c37896a41c5f2f15ed187e55ab617735342.tar.gz
Add rebalance first slice (3d-7)
First vertical slice for portfolio rebalancing. Domain gains RebalancePolicy: target-allocation validation (non-empty, per-code shares positive two-decimal, sum exactly 100); diff computation over the union of target and held codes (held without target = full exit) producing BUY amount diffs and SELL unit diffs priced at the current valuation NAV, clamped to available units, with no orders when a weight already balances; and the deterministic idempotency key set (rebalance:{plan}:{date}:{code} plus confirm/redeem counterparts). Rebalance plans persist as rebalance_plans + rebalance_targets with rebalance_idempotencies under the shared replay/conflict contract. ExecuteRebalancePlan snapshots cash plus holdings valued at each position's latest valuation NAV, then walks the diffs SELL-first through the same Create/Confirm pipeline used by manual orders, redemptions and SIP (nothing bypasses confirmation; a held code without a valuation is skipped with an explicit marker; insufficient cash/units fail the period visibly instead of silently trimming). API exposes POST/GET /funds/{id}/rebalance/plans and POST .../plans/{id}/execute. The frontend adds an 08/REBALANCE panel with target editing (two codes, sum must equal 100), a plan list with a manual execute button and post-run outcome rows; executing refreshes orders/positions so the new orders are immediately visible. Domain tests cover split validation, diff orders, exit/clamp logic, key determinism; API tests cover create/execute end-to-end; Web tests cover decoding and stale-execution protection.
Diffstat (limited to 'tests/FundLab.Web.Tests')
-rw-r--r--tests/FundLab.Web.Tests/BoundaryTests.fs86
1 files changed, 86 insertions, 0 deletions
diff --git a/tests/FundLab.Web.Tests/BoundaryTests.fs b/tests/FundLab.Web.Tests/BoundaryTests.fs
index 5ab327d..2435f32 100644
--- a/tests/FundLab.Web.Tests/BoundaryTests.fs
+++ b/tests/FundLab.Web.Tests/BoundaryTests.fs
@@ -803,3 +803,89 @@ module SipBoundaryTests =
let staleList, _ = update (SipPlansReadCompleted(1, [| sampleSipRaw () |])) { model with sipReadSeq = 2 }
Assert.Equal(1, staleList.sipPlans.Length)
+
+module RebalanceBoundaryTests =
+
+ open Xunit
+
+ let sampleFundInfo () : FundSummary =
+ {
+ id = "3fa85f64-5717-4562-b3fc-2c963f66afa6"
+ name = "再平衡测试"
+ currency = "CNY"
+ initialCash = "20000.00"
+ initialUnitNav = "1.00000000"
+ isSynthetic = false
+ availableCash = "19500.00"
+ reservedCash = "0.00"
+ status = "active"
+ }
+
+ let sampleRebalanceRaw () : RawRebalancePlan =
+ {
+ id = "bb2c3d4e-0000-0000-0000-000000000003"
+ fundId = "3fa85f64-5717-4562-b3fc-2c963f66afa6"
+ targets =
+ [|
+ { instrumentCode = "000001"; targetPercent = "60.00" }
+ { instrumentCode = "000002"; targetPercent = "40.00" }
+ |]
+ status = "active"
+ createdAt = "2026-09-21T10:00:00+00:00"
+ }
+
+ let sampleExecutionRaw () : RawRebalanceExecution =
+ {
+ planId = "cc3d4e5f-0000-0000-0000-000000000004"
+ runDate = "2026-09-21"
+ outcomes =
+ [|
+ {
+ instrumentCode = "000002"
+ action = "buy"
+ amount = "4800.00"
+ status = "succeeded"
+ orderId = box "9d8c7b6a-0000-0000-0000-000000000009"
+ pendingReason = null
+ }
+ |]
+ }
+
+ [<Fact>]
+ let ``rebalance decode keeps decimal strings per target`` () =
+ let decoded = Api.decodeRebalancePlan (sampleRebalanceRaw ())
+
+ Assert.Equal(2, decoded.targets.Length)
+ Assert.Equal("000001", decoded.targets[0].instrumentCode)
+ Assert.Equal("60.00", decoded.targets[0].targetPercent)
+ Assert.Equal("40.00", decoded.targets[1].targetPercent)
+ Assert.Equal("active", decoded.status)
+
+ [<Fact>]
+ let ``rebalance execution decodes outcome fields and refreshes orders`` () =
+ let started, _ =
+ update (RebalanceExecuteRequested "cc3d4e5f-0000-0000-0000-000000000004")
+ { init () with token = "qa-token"; createdFund = Some(sampleFundInfo ()); rebalExecuteSeq = 0 }
+
+ Assert.Equal(1, started.rebalExecuteSeq)
+ Assert.True(started.rebalExecuteInFlight)
+
+ let executed, _ = update (RebalanceExecuted(1, sampleExecutionRaw ())) started
+
+ Assert.False(executed.rebalExecuteInFlight)
+ let result = executed.rebalResult.Value
+ Assert.Equal(1, result.Length)
+ Assert.Equal("buy", result[0].action)
+ Assert.Equal("4800.00", result[0].amount)
+ Assert.Equal("9d8c7b6a-0000-0000-0000-000000000009", result[0].orderId.Value)
+ Assert.Equal(None, result[0].pendingReason)
+
+ [<Fact>]
+ let ``stale rebalance executions are ignored`` () =
+ let model =
+ { init () with token = "qa-token"; createdFund = Some(sampleFundInfo ()); rebalExecuteSeq = 3; rebalExecuteInFlight = true }
+
+ let stale, _ = update (RebalanceExecuted(2, sampleExecutionRaw ())) model
+
+ Assert.True(stale.rebalExecuteInFlight)
+ Assert.Equal(None, stale.rebalResult)