1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
|
namespace FundLab.Api.Tests
open System
open System.Text.Json
open Npgsql
open Xunit
open FundLab.Api
[<Collection("postgres")>]
type ReturnsTests(fixture: PostgresFixture) =
let sharedRepository =
lazy
let value = FundRepository(fixture.ConnectionString)
value.EnsureSchema()
value
let repository () = sharedRepository.Value
let seedInstrument () =
let code = Random.Shared.Next(0, 1000000).ToString("D6")
let payload =
{
Source = "akshare"
SourceRevision = "akshare-test/eastmoney"
CollectedAt = DateTimeOffset(2026, 9, 21, 8, 0, 0, TimeSpan.Zero)
Instruments = [ { Code = code; Name = "收益测试基金"; FundType = None } ]
}
repository().UpsertInstruments(payload, "returns-test-hash")
code
let createFund (initialCash: decimal) =
let command =
{
Name = "收益测试 FOF"
InitialCash = initialCash
InitialUnitNav = 1.00000000m
IsSynthetic = true
}
let key = fixture.Key(sprintf "returns-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 app () = App.createApplication (repository ())
let truncateMicroseconds (moment: DateTimeOffset) =
let utc = moment.ToUniversalTime()
DateTimeOffset(utc.Ticks - (utc.Ticks % 10L), TimeSpan.Zero)
let insertQuoteOnDate (code: string) (nav: decimal) (navDate: DateOnly) =
let revision = sprintf "akshare-test/%O" (Guid.NewGuid())
let payload: MarketDataNavPayload =
{
Source = "akshare"
SourceRevision = revision
CollectedAt = truncateMicroseconds (DateTimeOffset.Now.AddSeconds(-10.0))
Code = code
Observations =
[
{
NavDate = navDate
PublishedAt = None
Nav = nav
AccumulatedNav = Some nav
DailyReturn = Some 0.0m
}
]
}
repository().UpsertNavObservations(payload, sprintf "returns-hash/%s" revision)
let confirmedHolding fundId (code: string) (amount: decimal) (tradeDate: DateOnly) =
insertQuoteOnDate code 2.5m tradeDate
let orderKey = fixture.Key(sprintf "returns-hold-%s" (Guid.NewGuid().ToString("N")))
let order =
match
repository().CreateSubscriptionOrder(
orderKey,
fundId,
{ FundCode = code; Amount = amount; FeeAmount = 0m },
tradeDate
)
with
| SubscriptionOrderWriteResult.OrderCreated order
| SubscriptionOrderWriteResult.OrderReplayed order -> order
| other -> failwithf "unexpected holding order result: %A" other
match
repository().ConfirmSubscriptionOrder(
fixture.Key(sprintf "returns-confirm-%s" (Guid.NewGuid().ToString("N"))),
fundId,
order.Id
)
with
| SubscriptionConfirmResult.OrderConfirmed _ -> ()
| confirmResult -> failwithf "unexpected holding confirm: %A" confirmResult
order
let insertConfirmedOrderWithoutNav fundId (code: string) (tradeDate: DateOnly) (units: decimal) (amount: decimal) =
use connection = new NpgsqlConnection(fixture.ConnectionString)
connection.Open()
use command = connection.CreateCommand()
command.CommandText <-
"""
INSERT INTO subscription_orders
(id, fund_id, fund_code, amount, fee_amount, reserved_total, status, is_synthetic,
submitted_at, trade_date, confirmed_at, confirmed_units, confirmed_invested_cash,
confirmed_residual_cash)
VALUES
(@id, @fund_id, @code, @amount, 0.00, @amount, 'confirmed', false,
now(), @trade_date, now(), @units, @amount, 0.00)
"""
let idParameter = command.Parameters.Add("id", NpgsqlTypes.NpgsqlDbType.Uuid)
idParameter.Value <- box (Guid.NewGuid())
let fundParameter = command.Parameters.Add("fund_id", NpgsqlTypes.NpgsqlDbType.Uuid)
fundParameter.Value <- box fundId
let codeParameter = command.Parameters.Add("code", NpgsqlTypes.NpgsqlDbType.Text)
codeParameter.Value <- box code
let amountParameter = command.Parameters.Add("amount", NpgsqlTypes.NpgsqlDbType.Numeric)
amountParameter.Value <- box amount
let unitsParameter = command.Parameters.Add("units", NpgsqlTypes.NpgsqlDbType.Numeric)
unitsParameter.Value <- box units
let dateParameter = command.Parameters.Add("trade_date", NpgsqlTypes.NpgsqlDbType.Date)
dateParameter.Value <- box tradeDate
command.ExecuteNonQuery() |> ignore
let getReturns (fundId: Guid) =
PersistenceTestHelpers.invoke
(app ())
"GET"
(sprintf "/api/funds/%O/returns" fundId)
[ "Authorization", "Bearer test-token" ]
""
let pointOn (date: string) (body: string) =
use document = JsonDocument.Parse(body)
document.RootElement.GetProperty("points").EnumerateArray()
|> Seq.find (fun point -> point.GetProperty("date").GetString() = date)
|> fun point -> point.Clone()
[<Fact>]
member _.``returns series is empty for a fund without activity``() =
let fundId = createFund 10000.00m
let status, body = getReturns fundId
Assert.Equal(200, status)
Assert.Contains("\"points\":[]", body)
Assert.Contains("\"pending\":false", body)
Assert.Contains("\"dataUpdatedAt\":null", body)
[<Fact>]
member _.``external deposits issue units without moving the unit nav or creating profit``() =
let fundId = createFund 10000.00m
match
repository().CreateCapitalDeposit(
fixture.Key(sprintf "returns-deposit-%s" (Guid.NewGuid().ToString("N"))),
fundId,
{ Amount = 5000.00m; Note = None }
)
with
| CapitalDepositWriteResult.CapitalDepositCreated _ -> ()
| other -> failwithf "unexpected deposit result: %A" other
let status, body = getReturns fundId
Assert.Equal(200, status)
let today = ConfirmationPolicy.tradeDateFor DateTimeOffset.UtcNow
let point = pointOn (today.ToString("yyyy-MM-dd")) body
Assert.False(point.GetProperty("pending").GetBoolean())
Assert.Equal("15000.00", point.GetProperty("totalAssets").GetString())
Assert.Equal("15000.00", point.GetProperty("netExternalFlow").GetString())
Assert.Equal("0.00", point.GetProperty("cumulativeReturn").GetString())
Assert.Equal("1.00000000", point.GetProperty("unitNav").GetString())
[<Fact>]
member _.``returns series revalues holdings on later nav dates``() =
let fundId = createFund 10000.00m
let code = seedInstrument ()
let tradeDate = DateOnly(2026, 9, 15)
let _ = confirmedHolding fundId code 250.00m tradeDate
insertQuoteOnDate code 3.0m (DateOnly(2026, 9, 16))
let status, body = getReturns fundId
Assert.Equal(200, status)
let first = pointOn "2026-09-15" body
Assert.Equal("10000.00", first.GetProperty("totalAssets").GetString())
Assert.Equal("0.00", first.GetProperty("cumulativeReturn").GetString())
Assert.Equal("1.00000000", first.GetProperty("unitNav").GetString())
let second = pointOn "2026-09-16" body
Assert.False(second.GetProperty("pending").GetBoolean())
Assert.Equal("10050.00", second.GetProperty("totalAssets").GetString())
Assert.Equal("50.00", second.GetProperty("cumulativeReturn").GetString())
Assert.Equal("1.00500000", second.GetProperty("unitNav").GetString())
[<Fact>]
member _.``held instrument without a valuation nav is pending and never zero filled``() =
let fundId = createFund 10000.00m
let code = seedInstrument ()
let tradeDate = ConfirmationPolicy.tradeDateFor DateTimeOffset.UtcNow
insertConfirmedOrderWithoutNav fundId code tradeDate 100.00000000m 250.00m
let status, body = getReturns fundId
Assert.Equal(200, status)
Assert.Contains("\"pending\":true", body)
Assert.Contains("\"totalAssets\":null", body)
Assert.Contains("\"holdingsValue\":null", body)
Assert.Contains("\"cumulativeReturn\":null", body)
let point = pointOn (tradeDate.ToString("yyyy-MM-dd")) body
Assert.True(point.GetProperty("pending").GetBoolean())
Assert.Equal(JsonValueKind.Null, point.GetProperty("totalAssets").ValueKind)
Assert.Equal("9750.00", point.GetProperty("cash").GetString())
[<Fact>]
member _.``returns request for an unknown fund is not found``() =
let status, body = getReturns (Guid.NewGuid())
Assert.Equal(404, status)
Assert.Contains("FUND_NOT_FOUND", body)
|
