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|
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)
|
