Integrate bond and stock positions into fund valuation (3d-23)

3 files changed, 248 insertions, 0 deletions

diff --git a/tests/FundLab.Api.Tests/FundLab.Api.Tests.fsproj b/tests/FundLab.Api.Tests/FundLab.Api.Tests.fsproj
index dffe48f..38a9e7e 100644
--- a/tests/FundLab.Api.Tests/FundLab.Api.Tests.fsproj
+++ b/tests/FundLab.Api.Tests/FundLab.Api.Tests.fsproj
@@ -36,6 +36,7 @@
         <Compile Include="StockDailyProbeTests.fs" />
         <Compile Include="StockTradeTests.fs" />
         <Compile Include="BondTradeTests.fs" />
+        <Compile Include="FundValuationTests.fs" />
     <Compile Include="Program.fs" />
   </ItemGroup>
 </Project>
diff --git a/tests/FundLab.Api.Tests/FundValuationTests.fs b/tests/FundLab.Api.Tests/FundValuationTests.fs
new file mode 100644
index 0000000..0cfee18
--- /dev/null
+++ b/tests/FundLab.Api.Tests/FundValuationTests.fs
@@ -0,0 +1,178 @@
+namespace FundLab.Api.Tests
+
+open System
+open System.Threading
+open Xunit
+open FundLab.Api
+
+module FundValuationSupport =
+    let stockQuote (code: string) (price: decimal) : StockQuote =
+        { Code = code; Name = Some "贵州茅台"; Price = Some price; Currency = "CNY" }
+
+    let bondQuote (code: string) (price: decimal) : BondQuote =
+        {
+            Code = code
+            SourceRevision = "akshare-test/hs-cov-spot"
+            Name = Some "南航转债"
+            Price = Some price
+            CleanPrice = Some price
+            AccruedInterest = None
+            Date = None
+            MaturityDate = None
+        }
+
+    let stockProbeReturning (prices: Map<string, decimal>) =
+        { new IStockQuoteProbe with
+            member _.GetQuote(code, _) =
+                match prices.TryFind code with
+                | Some price -> Ok(stockQuote code price)
+                | None -> Error(MarketDataCollectorUnavailable(sprintf "no valid quote for %s" code)) }
+
+    let bondProbeReturning (prices: Map<string, decimal>) =
+        { new IBondQuoteProbe with
+            member _.GetQuote(code, _) =
+                match prices.TryFind code with
+                | Some price -> Ok(bondQuote code price)
+                | None -> Error(MarketDataCollectorUnavailable(sprintf "no valid quote for %s" code)) }
+
+    let probes (stockPrices: Map<string, decimal>) (bondPrices: Map<string, decimal>) =
+        { NavDates = NavDateProbeSupport.stubNavDateProbe
+          NavSeries = NavDateProbeSupport.stubNavSeriesProbe
+          BondQuotes = bondProbeReturning bondPrices
+          StockQuotes = stockProbeReturning stockPrices
+          StockDaily = NavDateProbeSupport.stubStockDailyProbe }
+
+[<Collection("postgres")>]
+type FundValuationTests(fixture: PostgresFixture) =
+    let sharedRepository =
+        lazy
+            let value = FundRepository(fixture.ConnectionString)
+            value.EnsureSchema()
+            value
+
+    let repository () = sharedRepository.Value
+
+    let createFund (initialCash: decimal) =
+        let command =
+            {
+                Name = "组合估值测试 FOF"
+                InitialCash = initialCash
+                InitialUnitNav = 1.00000000m
+                IsSynthetic = true
+            }
+
+        let key = fixture.Key(sprintf "valuation-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 buyStock fundId code quantity price =
+        let key = fixture.Key(sprintf "valuation-stock-%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 buyBond fundId code quantity price =
+        let key = fixture.Key(sprintf "valuation-bond-%s" (Guid.NewGuid().ToString("N")))
+
+        match
+            repository().CreateBondTrade(
+                key,
+                fundId,
+                { InstrumentCode = code; BondName = Some "南航转债"; Quantity = quantity; Price = price }
+            )
+        with
+        | BondTradeWriteResult.BondTradeCreated _ -> ()
+        | other -> failwithf "unexpected bond trade result: %A" other
+
+    let app stockPrices bondPrices =
+        App.createApplicationWithProbes (repository ()) (FundValuationSupport.probes stockPrices bondPrices)
+
+    let getValuation stockPrices bondPrices fundId =
+        PersistenceTestHelpers.invoke
+            (app stockPrices bondPrices)
+            "GET"
+            (sprintf "/api/funds/%O/valuation" fundId)
+            [ "Authorization", "Bearer test-token" ]
+            ""
+
+    [<Fact>]
+    member _.``mixed valuation prices live positions and flags the unavailable one``() =
+        let fundId = createFund 10000.00m
+        buyStock fundId "600519" 100m 1000.00m
+        buyBond fundId "110075" 10m 100.00m
+
+        let status, body =
+            getValuation (Map.ofList [ "600519", 1252.57m ]) (Map.ofList [ "110075", 106.368m ]) fundId
+
+        Assert.Equal(200, status)
+        Assert.Contains("\"cash\":\"10000.00\"", body)
+        Assert.Contains("\"positionsMarketValue\":\"126320.68\"", body)
+        Assert.Contains("\"portfolioValue\":\"136320.68\"", body)
+        Assert.Contains("\"pricedPositions\":2", body)
+        Assert.Contains("\"unavailablePositions\":0", body)
+
+    [<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
+        buyBond fundId "110075" 10m 100.00m
+
+        let status, body = getValuation Map.empty Map.empty fundId
+
+        Assert.Equal(200, status)
+        Assert.Contains("\"cash\":\"5000.00\"", body)
+        Assert.Contains("\"positionsMarketValue\":\"0.00\"", body)
+        Assert.Contains("\"portfolioValue\":\"5000.00\"", body)
+        Assert.Contains("\"unavailablePositions\":2", body)
+        Assert.Contains("\"status\":\"unavailable\"", body)
+        Assert.Contains("\"quantity\":\"100.00000000\"", body)
+        Assert.Contains("\"quantity\":\"10.00000000\"", body)
+
+    [<Fact>]
+    member _.``partial failure values available positions and does not inflate on missing price``() =
+        let fundId = createFund 2000.00m
+        buyStock fundId "600519" 100m 1000.00m
+        buyBond fundId "110075" 10m 100.00m
+
+        let status, body = getValuation (Map.ofList [ "600519", 10.00m ]) Map.empty fundId
+
+        Assert.Equal(200, status)
+        Assert.Contains("\"positionsMarketValue\":\"1000.00\"", body)
+        Assert.Contains("\"portfolioValue\":\"3000.00\"", body)
+        Assert.Contains("\"pricedPositions\":1", body)
+        Assert.Contains("\"unavailablePositions\":1", body)
+
+    [<Fact>]
+    member _.``without probes every position is marked unavailable and excluded from market value``() =
+        let fundId = createFund 0.00m
+        buyStock fundId "600519" 100m 1000.00m
+
+        let status, body =
+            PersistenceTestHelpers.invoke
+                (App.createApplication (repository ()))
+                "GET"
+                (sprintf "/api/funds/%O/valuation" fundId)
+                [ "Authorization", "Bearer test-token" ]
+                ""
+
+        Assert.Equal(200, status)
+        Assert.Contains("\"positionsMarketValue\":\"0.00\"", body)
+        Assert.Contains("\"portfolioValue\":\"0.00\"", body)
+        Assert.Contains("\"status\":\"unavailable\"", body)
+        Assert.Contains("\"quantity\":\"100.00000000\"", body)
+        Assert.Contains("\"unavailablePositions\":1", body)
+
+    [<Fact>]
+    member _.``valuation of a missing fund answers 404``() =
+        let status, body = getValuation Map.empty Map.empty (Guid.NewGuid())
+        Assert.Equal(404, status)
+        Assert.Contains("FUND_NOT_FOUND", body)
diff --git a/tests/FundLab.Web.Tests/BoundaryTests.fs b/tests/FundLab.Web.Tests/BoundaryTests.fs
index 3a9ec61..d8bb472 100644
--- a/tests/FundLab.Web.Tests/BoundaryTests.fs
+++ b/tests/FundLab.Web.Tests/BoundaryTests.fs
@@ -710,6 +710,75 @@ module ConfirmationBoundaryTests =
         Assert.False(updated.bondPositionsInFlight)
 
     [<Fact>]
+    let ``valuation completion stores totals and per-position marks`` () =
+        let fundId = "3fa85f64-5717-4562-b3fc-2c963f66afa6"
+
+        let model =
+            { init () with
+                createdFund = Some(FundBoundaryTests.sampleFund fundId)
+                valuationReadSeq = 1
+                valuationInFlight = true }
+
+        let raw : RawFundValuation =
+            {
+                fundId = fundId
+                currency = "CNY"
+                cash = "10000.00"
+                positionsMarketValue = "126320.68"
+                portfolioValue = "136320.68"
+                pricedPositions = 1
+                unavailablePositions = 1
+                positions =
+                    [|
+                        {
+                            instrumentCode = "600519"
+                            name = box "贵州茅台"
+                            assetClass = "stock"
+                            quantity = "100.00000000"
+                            price = box "1252.57"
+                            priceSource = box "live"
+                            marketValue = box "125257.00"
+                            status = "priced"
+                        }
+                        {
+                            instrumentCode = "110075"
+                            name = box "南航转债"
+                            assetClass = "bond"
+                            quantity = "10.00000000"
+                            price = null
+                            priceSource = null
+                            marketValue = null
+                            status = "unavailable"
+                        }
+                    |]
+            }
+
+        let updated, _ = update (ValuationReadCompleted(1, fundId, raw)) model
+
+        let valuation = updated.valuation.Value
+        Assert.Equal("136320.68", valuation.portfolioValue)
+        Assert.Equal(1, valuation.unavailablePositions)
+        Assert.Equal(2, valuation.positions.Length)
+        Assert.Equal("unavailable", valuation.positions[1].status)
+        Assert.False(updated.valuationInFlight)
+
+    [<Fact>]
+    let ``valuation failure clears totals and surfaces a message`` () =
+        let fundId = "3fa85f64-5717-4562-b3fc-2c963f66afa6"
+
+        let model =
+            { init () with
+                createdFund = Some(FundBoundaryTests.sampleFund fundId)
+                valuationReadSeq = 1
+                valuationInFlight = true }
+
+        let updated, _ = update (ValuationReadFailed(1, fundId, "collector exited with code 2")) model
+
+        Assert.Equal(None, updated.valuation)
+        Assert.Contains("组合估值不可用", updated.valuationMessage |> Option.defaultValue "")
+        Assert.False(updated.valuationInFlight)
+
+    [<Fact>]
     let ``order decode keeps decimal strings and decodes option fields`` () =
         let confirmed = Api.decodeOrder (sampleConfirmedRaw ())
         let pending = Api.decodeOrder (samplePendingRaw ())