diff options
| -rw-r--r-- | src/FundLab.Api/App.fs | 68 | ||||
| -rw-r--r-- | src/FundLab.Api/Persistence.fs | 418 | ||||
| -rw-r--r-- | tests/FundLab.Api.Tests/FundLab.Api.Tests.fsproj | 1 | ||||
| -rw-r--r-- | tests/FundLab.Api.Tests/StockSipTests.fs | 154 |
4 files changed, 544 insertions, 97 deletions
diff --git a/src/FundLab.Api/App.fs b/src/FundLab.Api/App.fs index f45f7ae..d5c3a50 100644 --- a/src/FundLab.Api/App.fs +++ b/src/FundLab.Api/App.fs @@ -356,6 +356,7 @@ type SipPlanResponse = id: Guid fundId: Guid instrumentCode: string + assetClass: string amount: string frequency: string status: string @@ -850,6 +851,7 @@ module App = id = plan.Id fundId = plan.FundId instrumentCode = plan.InstrumentCode + assetClass = plan.AssetClass amount = cashText plan.Amount frequency = SipPolicy.frequencyText plan.Frequency status = plan.Status @@ -1227,7 +1229,7 @@ module App = with | :? JsonException -> Error "request body must be valid JSON" - let private parseSipPlanCommand (body: string) : Result<SipPlanCommand, string> = + let private parseSipPlanCommand (body: string) : Result<SipPlanCommand * string, string> = try use document = JsonDocument.Parse(body) let root = document.RootElement @@ -1235,18 +1237,28 @@ module App = if root.ValueKind <> JsonValueKind.Object then Error "request body must be a JSON object" else + let assetClass = + match tryStringProperty root "assetClass" with + | Some value when not (String.IsNullOrWhiteSpace value) -> value.Trim().ToLowerInvariant() + | _ -> "fund" + match tryStringProperty root "instrumentCode", tryStringProperty root "amount", tryStringProperty root "frequency" with | Some code, Some amountText, Some frequencyText -> - match tryDecimal "amount" amountText, SipPolicy.parseFrequency frequencyText with - | Ok amount, Some frequency -> - Ok - { - InstrumentCode = code - Amount = amount - Frequency = frequency - } - | Error message, _ -> Error message - | _, None -> Error "frequency must be one of weekly, biweekly or monthly" + if assetClass <> "fund" && assetClass <> "stock" then + Error "assetClass must be fund or stock" + else + match tryDecimal "amount" amountText, SipPolicy.parseFrequency frequencyText with + | Ok amount, Some frequency -> + Ok( + { + InstrumentCode = code + Amount = amount + Frequency = frequency + }, + assetClass + ) + | Error message, _ -> Error message + | _, None -> Error "frequency must be one of weekly, biweekly or monthly" | _ -> Error "instrumentCode, amount and frequency are required" with @@ -1765,9 +1777,9 @@ module App = match parseSipPlanCommand body with | Error message -> return! invokeHandler (errorResponse 400 "INVALID_SIP_REQUEST" message) next ctx - | Ok command -> + | Ok(command, assetClass) -> try - match repository.CreateSipPlan(idempotencyKey, fundId, command) with + match repository.CreateSipPlan(idempotencyKey, fundId, command, assetClass = assetClass) with | SipPlanWriteResult.SipPlanCreated plan -> return! invokeHandler (setStatusCode 201 >=> json (sipPlanResponse plan)) next ctx | SipPlanWriteResult.SipPlanReplayed plan -> @@ -1952,6 +1964,7 @@ module App = {| planId = result.PlanId instrumentCode = result.InstrumentCode + assetClass = result.AssetClass amount = cashText result.Amount frequency = SipPolicy.frequencyText result.Frequency nextTradeDate = dateText result.NextTradeDate @@ -1966,7 +1979,7 @@ module App = |}) |} - let private advanceSipPlans (repository: FundRepository) (fundIdText: string) : HttpHandler = + let private advanceSipPlans (repository: FundRepository) (probes: MarketProbes option) (fundIdText: string) : HttpHandler = fun next ctx -> task { match Guid.TryParse fundIdText with @@ -1984,12 +1997,27 @@ module App = endDateText |> Option.defaultWith (fun () -> ConfirmationPolicy.tradeDateFor DateTimeOffset.UtcNow) + let stockQuote = + match probes with + | Some configured -> + Some(fun (code: string) -> + match configured.StockQuotes.GetQuote(code, ctx.RequestAborted) with + | Ok quote -> + Ok + { + Price = quote.Price + Name = quote.Name + Suspended = quote.Suspended + } + | Error failure -> Error(sprintf "%A" failure)) + | None -> None + try match repository.GetFund fundId with | None -> return! invokeHandler (errorResponse 404 "FUND_NOT_FOUND" "fund was not found") next ctx | Some _ -> - let advanced = repository.AdvanceSipPlans(fundId, endDate, limit) + let advanced = repository.AdvanceSipPlans(fundId, endDate, limit, ?stockQuote = stockQuote) return! json @@ -2397,6 +2425,12 @@ module App = match quoteResult with | Error failure -> return! invokeHandler (marketDataError failure) next ctx + | Ok quote when quote.Suspended = Some true -> + return! + invokeHandler + (errorResponse 400 "STOCK_SUSPENDED" "stock is suspended and cannot be traded") + next + ctx | Ok quote -> match quote.Price with | None -> @@ -2426,6 +2460,8 @@ module App = return! invokeHandler (errorResponse 409 "IDEMPOTENCY_CONFLICT" "idempotency key was used with a different request") next ctx | StockTradeWriteResult.StockTradeInvalid message -> return! invokeHandler (errorResponse 400 "INVALID_STOCK_TRADE_REQUEST" message) next ctx + | StockTradeWriteResult.StockTradeInsufficientFunds message -> + return! invokeHandler (errorResponse 400 "INSUFFICIENT_FUNDS" message) next ctx | StockTradeWriteResult.StockTradeFundNotFound -> return! invokeHandler (errorResponse 404 "FUND_NOT_FOUND" "fund was not found") next ctx with _ -> @@ -3521,7 +3557,7 @@ module App = GET >=> routef "/funds/%s/capital/deposits" (getCapitalDeposits repository) POST >=> routef "/funds/%s/sip/plans" (createSipPlan repository) GET >=> routef "/funds/%s/sip/plans" (getSipPlans repository) - POST >=> routef "/funds/%s/sip/advance" (advanceSipPlans repository) + POST >=> routef "/funds/%s/sip/advance" (advanceSipPlans repository probes) POST >=> routef "/funds/%s/sip/plans/%s/pause" (fun (fundId, planId) -> setSipPlanStatus repository "paused" fundId planId) POST >=> routef "/funds/%s/sip/plans/%s/resume" (fun (fundId, planId) -> setSipPlanStatus repository "active" fundId planId) POST >=> routef "/funds/%s/rebalance/plans" (createRebalancePlan repository) diff --git a/src/FundLab.Api/Persistence.fs b/src/FundLab.Api/Persistence.fs index b22fbd9..d1b8250 100644 --- a/src/FundLab.Api/Persistence.fs +++ b/src/FundLab.Api/Persistence.fs @@ -289,6 +289,16 @@ type SipPlanCommand = Frequency: SipFrequency } +/// Minimal live-quote view used to drive a stock SIP period. The resolver is +/// supplied by the API layer (which owns the market-data probe); the repository +/// only interprets the snapshot. +type StockSipQuote = + { + Price: decimal option + Name: string option + Suspended: bool option + } + type StockTradeCommand = { InstrumentCode: string @@ -325,6 +335,7 @@ type StockTradeWriteResult = | StockTradeReplayed of StockTradeRecord | StockTradeIdempotencyConflict | StockTradeInvalid of string + | StockTradeInsufficientFunds of string | StockTradeFundNotFound type StockSellCommand = @@ -549,6 +560,7 @@ type SipPlanRecord = Id: Guid FundId: Guid InstrumentCode: string + AssetClass: string Amount: decimal Frequency: SipFrequency Status: string @@ -584,6 +596,7 @@ type SipPlanAdvanceResult = { PlanId: Guid InstrumentCode: string + AssetClass: string Amount: decimal Frequency: SipFrequency Executions: SipExecutionOutcome list @@ -1019,6 +1032,10 @@ type FundRepository(connectionString: string) = created_at timestamptz NOT NULL DEFAULT now() ); + ALTER TABLE sip_plans ADD COLUMN IF NOT EXISTS asset_class text NOT NULL DEFAULT 'fund'; + + ALTER TABLE sip_plans DROP CONSTRAINT IF EXISTS sip_plans_instrument_code_fkey; + CREATE TABLE IF NOT EXISTS sip_plan_idempotencies ( idempotency_key text PRIMARY KEY, request_hash text NOT NULL, @@ -2986,19 +3003,20 @@ type FundRepository(connectionString: string) = Id = reader.GetGuid(0) FundId = reader.GetGuid(1) InstrumentCode = reader.GetString(2) - Amount = reader.GetDecimal(3) + AssetClass = reader.GetString(3) + Amount = reader.GetDecimal(4) Frequency = - match SipPolicy.parseFrequency (reader.GetString(4)) with + match SipPolicy.parseFrequency (reader.GetString(5)) with | Some frequency -> frequency | None -> failwith "sip plan frequency is invalid" - Status = reader.GetString(5) - IsSynthetic = reader.GetBoolean(6) - AnchorDate = reader.GetFieldValue<DateOnly>(7) - NextTradeDate = reader.GetFieldValue<DateOnly>(8) - CreatedAt = reader.GetFieldValue<DateTimeOffset>(9) - LastExecutionStatus = readStringOption reader 10 + Status = reader.GetString(6) + IsSynthetic = reader.GetBoolean(7) + AnchorDate = reader.GetFieldValue<DateOnly>(8) + NextTradeDate = reader.GetFieldValue<DateOnly>(9) + CreatedAt = reader.GetFieldValue<DateTimeOffset>(10) + LastExecutionStatus = readStringOption reader 11 LastExecutionDate = - if reader.IsDBNull(11) then None else Some(reader.GetFieldValue<DateOnly>(11)) + if reader.IsDBNull(12) then None else Some(reader.GetFieldValue<DateOnly>(12)) } let findSipPlan connection transaction planId = @@ -3007,7 +3025,7 @@ type FundRepository(connectionString: string) = connection transaction """ - SELECT p.id, p.fund_id, p.instrument_code, p.amount, p.frequency, p.status, p.is_synthetic, + SELECT p.id, p.fund_id, p.instrument_code, p.asset_class, p.amount, p.frequency, p.status, p.is_synthetic, p.anchor_date, p.next_trade_date, p.created_at, e.status, e.trade_date FROM sip_plans p @@ -3044,14 +3062,15 @@ type FundRepository(connectionString: string) = connection transaction """ - INSERT INTO sip_plans (id, fund_id, instrument_code, amount, frequency, status, is_synthetic, anchor_date, next_trade_date) - VALUES (@id, @fund_id, @instrument_code, @amount, @frequency, @status, @is_synthetic, @anchor_date, @next_trade_date) + INSERT INTO sip_plans (id, fund_id, instrument_code, asset_class, amount, frequency, status, is_synthetic, anchor_date, next_trade_date) + VALUES (@id, @fund_id, @instrument_code, @asset_class, @amount, @frequency, @status, @is_synthetic, @anchor_date, @next_trade_date) RETURNING created_at """ addParameter command "id" NpgsqlDbType.Uuid (box plan.Id) |> ignore addParameter command "fund_id" NpgsqlDbType.Uuid (box plan.FundId) |> ignore addParameter command "instrument_code" NpgsqlDbType.Text (box plan.InstrumentCode) |> ignore + addParameter command "asset_class" NpgsqlDbType.Text (box plan.AssetClass) |> ignore addParameter command "amount" NpgsqlDbType.Numeric (box plan.Amount) |> ignore addParameter command "frequency" NpgsqlDbType.Text (box (SipPolicy.frequencyText plan.Frequency)) |> ignore addParameter command "status" NpgsqlDbType.Text (box plan.Status) |> ignore @@ -3079,7 +3098,7 @@ type FundRepository(connectionString: string) = addParameter command "fund_id" NpgsqlDbType.Uuid (box fundId) |> ignore command.ExecuteNonQuery() |> ignore - let sipPlanRequestHash (fundId: Guid) (command: SipPlanCommand) = + let sipPlanRequestHash (fundId: Guid) (assetClass: string) (command: SipPlanCommand) = let invariant = CultureInfo.InvariantCulture let encoded (value: string) = sprintf "%d:%s" value.Length value let code = if isNull command.InstrumentCode then "" else command.InstrumentCode @@ -3090,6 +3109,7 @@ type FundRepository(connectionString: string) = [ "sip-plan" encoded (fundId.ToString("D")) + encoded assetClass encoded code (encoded (command.Amount.ToString("G29", invariant))) (encoded (SipPolicy.frequencyText command.Frequency)) @@ -3978,14 +3998,21 @@ type FundRepository(connectionString: string) = records |> Seq.toList - member _.CreateSipPlan(idempotencyKey: string, fundId: Guid, command: SipPlanCommand, ?anchorOverride: DateOnly) : SipPlanWriteResult = - if String.IsNullOrWhiteSpace idempotencyKey then + member _.CreateSipPlan(idempotencyKey: string, fundId: Guid, command: SipPlanCommand, ?anchorOverride: DateOnly, ?assetClass: string) : SipPlanWriteResult = + let resolvedAssetClass = + match assetClass with + | Some value when not (String.IsNullOrWhiteSpace value) -> value.Trim().ToLowerInvariant() + | _ -> "fund" + + if resolvedAssetClass <> "fund" && resolvedAssetClass <> "stock" then + SipPlanWriteResult.SipPlanInvalid "assetClass must be fund or stock" + elif String.IsNullOrWhiteSpace idempotencyKey then SipPlanWriteResult.SipPlanInvalid "idempotency key cannot be empty" else match SipPolicy.validateAmount command.Amount with | Error message -> SipPlanWriteResult.SipPlanInvalid message | Ok() -> - let fingerprint = sipPlanRequestHash fundId command + let fingerprint = sipPlanRequestHash fundId resolvedAssetClass command use connection = new NpgsqlConnection(connectionString) connection.Open() use transaction = connection.BeginTransaction(IsolationLevel.ReadCommitted) @@ -4019,7 +4046,7 @@ type FundRepository(connectionString: string) = transaction.Rollback() SipPlanWriteResult.SipPlanFundNotFound | Some isSynthetic -> - if instrumentExists connection (Some transaction) command.InstrumentCode then + if resolvedAssetClass = "stock" || instrumentExists connection (Some transaction) command.InstrumentCode then let anchorDate = anchorOverride |> Option.defaultWith (fun () -> ConfirmationPolicy.tradeDateFor DateTimeOffset.UtcNow) @@ -4029,6 +4056,7 @@ type FundRepository(connectionString: string) = Id = Guid.NewGuid() FundId = fundId InstrumentCode = command.InstrumentCode + AssetClass = resolvedAssetClass Amount = command.Amount Frequency = command.Frequency Status = "active" @@ -4055,7 +4083,7 @@ type FundRepository(connectionString: string) = raise error - member this.AdvanceSipPlans(fundId: Guid, endDate: DateOnly, limit: int) : SipAdvanceResult = + member this.AdvanceSipPlans(fundId: Guid, endDate: DateOnly, limit: int, ?stockQuote: string -> Result<StockSipQuote, string>) : SipAdvanceResult = use connection = new NpgsqlConnection(connectionString) connection.Open() @@ -4121,23 +4149,24 @@ type FundRepository(connectionString: string) = commandWithTransaction connection (Some transaction) - "SELECT id, instrument_code, amount, frequency, anchor_date, next_trade_date FROM sip_plans WHERE fund_id = @fund_id AND status = 'active' ORDER BY created_at" + "SELECT id, instrument_code, asset_class, amount, frequency, anchor_date, next_trade_date FROM sip_plans WHERE fund_id = @fund_id AND status = 'active' ORDER BY created_at" addParameter plansCommand "fund_id" NpgsqlDbType.Uuid (box fundId) |> ignore use plansReader = plansCommand.ExecuteReader() - let plans = ResizeArray<Guid * string * decimal * SipFrequency * DateOnly * DateOnly>() + let plans = ResizeArray<Guid * string * string * decimal * SipFrequency * DateOnly * DateOnly>() while plansReader.Read() do plans.Add( plansReader.GetGuid(0), plansReader.GetString(1), - plansReader.GetDecimal(2), - (match SipPolicy.parseFrequency (plansReader.GetString(3)) with + plansReader.GetString(2), + plansReader.GetDecimal(3), + (match SipPolicy.parseFrequency (plansReader.GetString(4)) with | Some frequency -> frequency | None -> failwith "sip plan frequency is invalid"), - plansReader.GetFieldValue<DateOnly>(4), - plansReader.GetFieldValue<DateOnly>(5) + plansReader.GetFieldValue<DateOnly>(5), + plansReader.GetFieldValue<DateOnly>(6) ) plansReader.Close() @@ -4172,7 +4201,204 @@ type FundRepository(connectionString: string) = rows |> Seq.toList - let advancePlanRow (planId: Guid, code: string, amount: decimal, frequency: SipFrequency, anchor: DateOnly, nextDate: DateOnly) = + let rollPlanPointer (planId: Guid) (nextDate: DateOnly) (frequency: SipFrequency) (anchor: DateOnly) (dueDates: DateOnly list) = + let rolled = + match dueDates with + | [] -> nextDate + | _ -> SipPolicy.nextTradeDate frequency anchor ((List.last dueDates).AddDays 1) + + if not (List.isEmpty dueDates) then + use rollCommand = + commandWithTransaction + connection + (Some transaction) + "UPDATE sip_plans SET next_trade_date = @next_date WHERE id = @plan_id" + + addParameter rollCommand "next_date" NpgsqlDbType.Date (box rolled) |> ignore + addParameter rollCommand "plan_id" NpgsqlDbType.Uuid (box planId) |> ignore + rollCommand.ExecuteNonQuery() |> ignore + + rolled + + // Stock SIP: schedule, lot sizing and idempotency mirror the fund path, but each + // due period buys the target stock through the shared stock-trade pipeline using a + // live quote (suspension and missing prices stop the period). + let advanceStockPlanRow (planId: Guid, code: string, assetClass: string, amount: decimal, frequency: SipFrequency, anchor: DateOnly, nextDate: DateOnly) = + let dueDates = + SipPolicy.advancePlan frequency anchor nextDate endDate + |> List.truncate (max 1 limit) + + let outcomes = ResizeArray<SipExecutionOutcome>() + + let upsertExecution (tradeDate: DateOnly) = + use insertCommand = + commandWithTransaction + connection + (Some transaction) + """ + INSERT INTO sip_executions (plan_id, trade_date, amount, fee_amount, status) + VALUES (@plan_id, @trade_date, @amount, @fee_amount, 'processing') + ON CONFLICT (plan_id, trade_date) DO NOTHING + RETURNING trade_date + """ + + addParameter insertCommand "plan_id" NpgsqlDbType.Uuid (box planId) |> ignore + addParameter insertCommand "trade_date" NpgsqlDbType.Date (box tradeDate) |> ignore + addParameter insertCommand "amount" NpgsqlDbType.Numeric (box amount) |> ignore + addParameter insertCommand "fee_amount" NpgsqlDbType.Numeric (box 0m) |> ignore + + use reader = insertCommand.ExecuteReader() + let inserted = reader.Read() + reader.Close() + inserted + + let setExecution (tradeDate: DateOnly) (status: string) (orderId: Guid option) (reason: string option) = + use updateCommand = + commandWithTransaction + connection + (Some transaction) + """ + UPDATE sip_executions + SET status = @status, + order_id = @order_id, + pending_reason = @reason, + executed_at = now() + WHERE plan_id = @plan_id AND trade_date = @trade_date + """ + + addParameter updateCommand "status" NpgsqlDbType.Text (box status) |> ignore + + let orderParameter = + match orderId with + | Some value -> box value + | None -> box DBNull.Value + + addParameter updateCommand "order_id" NpgsqlDbType.Uuid orderParameter |> ignore + + let reasonParameter = + match reason with + | Some value -> box value + | None -> box DBNull.Value + + addParameter updateCommand "reason" NpgsqlDbType.Text reasonParameter |> ignore + addParameter updateCommand "plan_id" NpgsqlDbType.Uuid (box planId) |> ignore + addParameter updateCommand "trade_date" NpgsqlDbType.Date (box tradeDate) |> ignore + updateCommand.ExecuteNonQuery() |> ignore + + let findExistingExecution (tradeDate: DateOnly) = + use selectCommand = + commandWithTransaction + connection + (Some transaction) + "SELECT status, order_id, pending_reason FROM sip_executions WHERE plan_id = @plan_id AND trade_date = @trade_date" + + addParameter selectCommand "plan_id" NpgsqlDbType.Uuid (box planId) |> ignore + addParameter selectCommand "trade_date" NpgsqlDbType.Date (box tradeDate) |> ignore + + use reader = selectCommand.ExecuteReader() + + if reader.Read() then + Some + (reader.GetString(0), + (if reader.IsDBNull(1) then None else Some(reader.GetGuid(1))), + readStringOption reader 2) + else + None + + let settle (tradeDate: DateOnly) (status: string) (orderId: Guid option) (reason: string option) = + setExecution tradeDate status orderId reason + + outcomes.Add( + { + TradeDate = tradeDate + Status = status + OrderId = orderId + PendingReason = reason + } + ) + + for tradeDate in dueDates do + if upsertExecution tradeDate then + let quoteResult = + match stockQuote with + | Some resolve -> resolve code + | None -> Error "stock quote probe is not configured" + + match quoteResult with + | Error reason -> settle tradeDate "market_data_unavailable" None (Some reason) + | Ok quote -> + match quote.Suspended with + | Some true -> settle tradeDate "suspended" None (Some "stock is suspended and cannot be traded") + | _ -> + match quote.Price with + | Some price when price > 0m -> + let lot = StockTerms.aShareDefault.MinUnit + let lots = Decimal.Floor(amount / (price * lot)) + let quantity = lots * lot + + if quantity <= 0m then + settle tradeDate "insufficient_cash" None (Some "scheduled amount is below one board lot at the current price") + else + let tradeKey = sprintf "sip:%O:%s" planId (tradeDate.ToString("yyyy-MM-dd")) + let executedAt = DateTimeOffset(tradeDate.ToDateTime(TimeOnly.MinValue), TimeSpan.Zero) + + let command: StockTradeCommand = + { + InstrumentCode = code + StockName = quote.Name + Quantity = quantity + Price = price + } + + match this.CreateStockTrade(tradeKey, fundId, command, executedAt, true) with + | StockTradeWriteResult.StockTradeCreated trade + | StockTradeWriteResult.StockTradeReplayed trade -> + settle tradeDate "succeeded" (Some trade.Id) None + | StockTradeWriteResult.StockTradeInsufficientFunds reason -> + settle tradeDate "insufficient_cash" None (Some reason) + | StockTradeWriteResult.StockTradeInvalid reason -> settle tradeDate "failed" None (Some reason) + | StockTradeWriteResult.StockTradeIdempotencyConflict -> + settle tradeDate "failed" None (Some "idempotency key was used with a different request") + | StockTradeWriteResult.StockTradeFundNotFound -> + settle tradeDate "failed" None (Some "fund was not found") + | _ -> settle tradeDate "market_data_unavailable" None (Some "stock quote did not include a price") + else + match findExistingExecution tradeDate with + | Some(status, orderId, reason) -> + outcomes.Add( + { + TradeDate = tradeDate + Status = status + OrderId = orderId + PendingReason = reason + } + ) + | None -> + outcomes.Add( + { + TradeDate = tradeDate + Status = "unknown" + OrderId = None + PendingReason = None + } + ) + + let rolled = rollPlanPointer planId nextDate frequency anchor dueDates + + let replayedOutcomes = + if List.isEmpty dueDates then readExecutionsUpTo planId endDate else outcomes |> Seq.toList + + { + PlanId = planId + InstrumentCode = code + AssetClass = assetClass + Amount = amount + Frequency = frequency + Executions = replayedOutcomes + NextTradeDate = rolled + } + + let advanceFundPlanRow (planId: Guid, code: string, assetClass: string, amount: decimal, frequency: SipFrequency, anchor: DateOnly, nextDate: DateOnly) = let dueDates = SipPolicy.advancePlan frequency anchor nextDate endDate |> List.truncate (max 1 limit) @@ -4323,12 +4549,19 @@ type FundRepository(connectionString: string) = { PlanId = planId InstrumentCode = code + AssetClass = assetClass Amount = amount Frequency = frequency Executions = replayedOutcomes NextTradeDate = rolled } + let advancePlanRow (planId: Guid, code: string, assetClass: string, amount: decimal, frequency: SipFrequency, anchor: DateOnly, nextDate: DateOnly) = + if assetClass = "stock" then + advanceStockPlanRow (planId, code, assetClass, amount, frequency, anchor, nextDate) + else + advanceFundPlanRow (planId, code, assetClass, amount, frequency, anchor, nextDate) + let planResults = plans |> Seq.map advancePlanRow |> Seq.toList transaction.Commit() @@ -4350,7 +4583,7 @@ type FundRepository(connectionString: string) = connection None """ - SELECT p.id, p.fund_id, p.instrument_code, p.amount, p.frequency, p.status, p.is_synthetic, + SELECT p.id, p.fund_id, p.instrument_code, p.asset_class, p.amount, p.frequency, p.status, p.is_synthetic, p.anchor_date, p.next_trade_date, p.created_at, e.status, e.trade_date FROM sip_plans p @@ -5512,7 +5745,7 @@ type FundRepository(connectionString: string) = raise error - member _.CreateStockTrade(idempotencyKey: string, fundId: Guid, command: StockTradeCommand, ?executedAtOverride: DateTimeOffset) : StockTradeWriteResult = + member _.CreateStockTrade(idempotencyKey: string, fundId: Guid, command: StockTradeCommand, ?executedAtOverride: DateTimeOffset, ?debitAvailableCash: bool) : StockTradeWriteResult = if String.IsNullOrWhiteSpace idempotencyKey then StockTradeWriteResult.StockTradeInvalid "idempotency key cannot be empty" else @@ -5563,68 +5796,91 @@ type FundRepository(connectionString: string) = let executedAt = defaultArg executedAtOverride DateTimeOffset.UtcNow let costCash = Decimal.Round(normalized.Quantity * normalized.Price, 2, MidpointRounding.AwayFromZero) - let trade: StockTradeRecord = - { - Id = Guid.NewGuid() - FundId = fundId - InstrumentCode = normalized.InstrumentCode - StockName = normalized.StockName - Quantity = normalized.Quantity - Price = normalized.Price - CostCash = costCash - IsSynthetic = isSynthetic - ExecutedAt = executedAt - } + let debited = + if defaultArg debitAvailableCash false then + use cashCommand = + commandWithTransaction + connection + (Some transaction) + "UPDATE funds SET available_cash = available_cash - @cost WHERE id = @fund_id AND available_cash >= @cost" - insertStockTrade connection (Some transaction) trade - insertStockTradeIdempotency connection (Some transaction) idempotencyKey fingerprint trade.Id fundId + addParameter cashCommand "cost" NpgsqlDbType.Numeric (box costCash) |> ignore + addParameter cashCommand "fund_id" NpgsqlDbType.Uuid (box fundId) |> ignore + cashCommand.ExecuteNonQuery() = 1 + else + true - use positionCommand = - commandWithTransaction - connection - (Some transaction) - """ - INSERT INTO stock_positions - (fund_id, instrument_code, stock_name, quantity, cost_cash, last_traded_at) - VALUES (@fund_id, @code, @name, @quantity, @cost_cash, @last_traded_at) - ON CONFLICT (fund_id, instrument_code) DO UPDATE - SET quantity = stock_positions.quantity + EXCLUDED.quantity, - cost_cash = stock_positions.cost_cash + EXCLUDED.cost_cash, - stock_name = COALESCE(EXCLUDED.stock_name, stock_positions.stock_name), - last_traded_at = EXCLUDED.last_traded_at - """ + if not debited then + transaction.Rollback() - addParameter positionCommand "fund_id" NpgsqlDbType.Uuid (box fundId) |> ignore - addParameter positionCommand "code" NpgsqlDbType.Text (box normalized.InstrumentCode) |> ignore + StockTradeWriteResult.StockTradeInsufficientFunds( + sprintf + "available cash is not enough for a stock purchase of %s" + (costCash.ToString("0.00", CultureInfo.InvariantCulture)) + ) + else + let trade: StockTradeRecord = + { + Id = Guid.NewGuid() + FundId = fundId + InstrumentCode = normalized.InstrumentCode + StockName = normalized.StockName + Quantity = normalized.Quantity + Price = normalized.Price + CostCash = costCash + IsSynthetic = isSynthetic + ExecutedAt = executedAt + } - let nameParameter = - match normalized.StockName with - | Some name -> box name - | None -> box DBNull.Value + insertStockTrade connection (Some transaction) trade + insertStockTradeIdempotency connection (Some transaction) idempotencyKey fingerprint trade.Id fundId - addParameter positionCommand "name" NpgsqlDbType.Text nameParameter |> ignore - addParameter positionCommand "quantity" NpgsqlDbType.Numeric (box normalized.Quantity) |> ignore - addParameter positionCommand "cost_cash" NpgsqlDbType.Numeric (box costCash) |> ignore - addParameter positionCommand "last_traded_at" NpgsqlDbType.TimestampTz (box executedAt) |> ignore - positionCommand.ExecuteNonQuery() |> ignore + use positionCommand = + commandWithTransaction + connection + (Some transaction) + """ + INSERT INTO stock_positions + (fund_id, instrument_code, stock_name, quantity, cost_cash, last_traded_at) + VALUES (@fund_id, @code, @name, @quantity, @cost_cash, @last_traded_at) + ON CONFLICT (fund_id, instrument_code) DO UPDATE + SET quantity = stock_positions.quantity + EXCLUDED.quantity, + cost_cash = stock_positions.cost_cash + EXCLUDED.cost_cash, + stock_name = COALESCE(EXCLUDED.stock_name, stock_positions.stock_name), + last_traded_at = EXCLUDED.last_traded_at + """ - let buyEvent = - stockCashflowEvent - fundId - normalized.InstrumentCode - normalized.StockName - "buy" - (DateOnly.FromDateTime executedAt.UtcDateTime) - normalized.Quantity - costCash - None - isSynthetic + addParameter positionCommand "fund_id" NpgsqlDbType.Uuid (box fundId) |> ignore + addParameter positionCommand "code" NpgsqlDbType.Text (box normalized.InstrumentCode) |> ignore + + let nameParameter = + match normalized.StockName with + | Some name -> box name + | None -> box DBNull.Value + + addParameter positionCommand "name" NpgsqlDbType.Text nameParameter |> ignore + addParameter positionCommand "quantity" NpgsqlDbType.Numeric (box normalized.Quantity) |> ignore + addParameter positionCommand "cost_cash" NpgsqlDbType.Numeric (box costCash) |> ignore + addParameter positionCommand "last_traded_at" NpgsqlDbType.TimestampTz (box executedAt) |> ignore + positionCommand.ExecuteNonQuery() |> ignore + + let buyEvent = + stockCashflowEvent + fundId + normalized.InstrumentCode + normalized.StockName + "buy" + (DateOnly.FromDateTime executedAt.UtcDateTime) + normalized.Quantity + costCash + None + isSynthetic - insertStockCashflow connection (Some transaction) buyEvent + insertStockCashflow connection (Some transaction) buyEvent - let persisted = { trade with ExecutedAt = executedAt } - transaction.Commit() - StockTradeWriteResult.StockTradeCreated persisted + let persisted = { trade with ExecutedAt = executedAt } + transaction.Commit() + StockTradeWriteResult.StockTradeCreated persisted with error -> try transaction.Rollback() diff --git a/tests/FundLab.Api.Tests/FundLab.Api.Tests.fsproj b/tests/FundLab.Api.Tests/FundLab.Api.Tests.fsproj index 1c2dd86..b2e587f 100644 --- a/tests/FundLab.Api.Tests/FundLab.Api.Tests.fsproj +++ b/tests/FundLab.Api.Tests/FundLab.Api.Tests.fsproj @@ -37,6 +37,7 @@ <Compile Include="StockTradeTests.fs" /> <Compile Include="StockSellTests.fs" /> <Compile Include="StockCashflowTests.fs" /> + <Compile Include="StockSipTests.fs" /> <Compile Include="BondTradeTests.fs" /> <Compile Include="FundValuationTests.fs" /> <Compile Include="SipPlanStatusTests.fs" /> diff --git a/tests/FundLab.Api.Tests/StockSipTests.fs b/tests/FundLab.Api.Tests/StockSipTests.fs new file mode 100644 index 0000000..2dae473 --- /dev/null +++ b/tests/FundLab.Api.Tests/StockSipTests.fs @@ -0,0 +1,154 @@ +namespace FundLab.Api.Tests + +open System +open Xunit +open FundLab.Api +open FundLab.Domain + +module StockSipSupport = + let quoteWith (code: string) (price: decimal option) (suspended: bool option) : StockQuote = + { + Code = code + Name = Some "贵州茅台" + Price = price + Currency = "CNY" + Market = Some "sh" + Adjust = Some "none" + Suspended = suspended + } + + let stubQuoteProbe (quote: StockQuote) = + { new IStockQuoteProbe with + member _.GetQuote(_, _) = Ok quote } + + let probes (quote: StockQuote) = + { NavDates = NavDateProbeSupport.stubNavDateProbe + NavSeries = NavDateProbeSupport.stubNavSeriesProbe + BondQuotes = NavDateProbeSupport.stubBondQuoteProbe + StockQuotes = stubQuoteProbe quote + StockDaily = NavDateProbeSupport.stubStockDailyProbe } + +[<Collection("postgres")>] +type StockSipTests(fixture: PostgresFixture) = + let sharedRepository = + lazy + let value = FundRepository(fixture.ConnectionString) + value.EnsureSchema() + value + + let repository () = sharedRepository.Value + + let createFund (initialCash: decimal) = + let command = + { + Name = "股票定投测试 FOF" + InitialCash = initialCash + InitialUnitNav = 1.00000000m + IsSynthetic = true + } + + let key = fixture.Key(sprintf "stock-sip-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 createStockPlan fundId code amount frequency anchor = + let key = fixture.Key(sprintf "stock-sip-plan-%s" (Guid.NewGuid().ToString("N"))) + + match + repository().CreateSipPlan( + key, + fundId, + { InstrumentCode = code; Amount = amount; Frequency = frequency }, + anchor, + "stock" + ) + with + | SipPlanWriteResult.SipPlanCreated plan -> plan.Id + | other -> failwithf "unexpected sip plan result: %A" other + + let app (quote: StockQuote) = + App.createApplicationWithProbes (repository ()) (StockSipSupport.probes quote) + + let advance (quote: StockQuote) fundId body = + PersistenceTestHelpers.invoke + (app quote) + "POST" + (sprintf "/api/funds/%O/sip/advance" fundId) + [ "Authorization", "Bearer test-token" ] + body + + let availableCash fundId = + match repository().GetFund fundId with + | Some fund -> fund.AvailableCash + | None -> failwith "fund not found" + + let stockQuantity fundId code = + repository().GetStockPositions fundId + |> List.filter (fun position -> position.InstrumentCode = code) + |> List.sumBy (fun position -> position.Quantity) + + [<Fact>] + member _.``a stock sip period buys whole lots and debits cash through the shared pipeline``() = + let fundId = createFund 10000.00m + let quote = StockSipSupport.quoteWith "600519" (Some 10.00m) (Some false) + let _ = createStockPlan fundId "600519" 2000.00m SipFrequency.Weekly (DateOnly(2026, 9, 7)) + + let status, body = advance quote fundId """{"endDate":"2026-09-14"}""" + + Assert.Equal(200, status) + Assert.Contains("\"assetClass\":\"stock\"", body) + Assert.Contains("\"status\":\"succeeded\"", body) + + Assert.Equal(200m, stockQuantity fundId "600519") + Assert.Equal(8000.00m, availableCash fundId) + + let buyEvents = + repository().GetStockCashflows fundId + |> List.filter (fun record -> record.EventType = "buy" && record.InstrumentCode = "600519") + + Assert.Single(buyEvents) |> ignore + Assert.Equal(2000.00m, buyEvents.Head.Amount) + + [<Fact>] + member _.``a suspended stock sip period is rejected without any trade``() = + let fundId = createFund 10000.00m + let quote = StockSipSupport.quoteWith "600519" (Some 10.00m) (Some true) + let _ = createStockPlan fundId "600519" 2000.00m SipFrequency.Weekly (DateOnly(2026, 9, 7)) + + let status, body = advance quote fundId """{"endDate":"2026-09-14"}""" + + Assert.Equal(200, status) + Assert.Contains("\"status\":\"suspended\"", body) + Assert.Equal(0m, stockQuantity fundId "600519") + Assert.Equal(10000.00m, availableCash fundId) + + [<Fact>] + member _.``a stock sip period with insufficient cash is rejected and never drives cash negative``() = + let fundId = createFund 500.00m + let quote = StockSipSupport.quoteWith "600519" (Some 10.00m) (Some false) + let _ = createStockPlan fundId "600519" 2000.00m SipFrequency.Weekly (DateOnly(2026, 9, 7)) + + let status, body = advance quote fundId """{"endDate":"2026-09-14"}""" + + Assert.Equal(200, status) + Assert.Contains("\"status\":\"insufficient_cash\"", body) + Assert.Equal(0m, stockQuantity fundId "600519") + Assert.Equal(500.00m, availableCash fundId) + + [<Fact>] + member _.``re-running the same stock sip window does not double the position``() = + let fundId = createFund 10000.00m + let quote = StockSipSupport.quoteWith "600519" (Some 10.00m) (Some false) + let _ = createStockPlan fundId "600519" 2000.00m SipFrequency.Weekly (DateOnly(2026, 9, 7)) + + let firstStatus, _ = advance quote fundId """{"endDate":"2026-09-14"}""" + Assert.Equal(200, firstStatus) + + let secondStatus, secondBody = advance quote fundId """{"endDate":"2026-09-14"}""" + Assert.Equal(200, secondStatus) + Assert.Contains("\"status\":\"succeeded\"", secondBody) + + Assert.Equal(200m, stockQuantity fundId "600519") + Assert.Equal(8000.00m, availableCash fundId) |