path: root/tests/FundLab.Domain.Tests/DomainTests.fs

namespace FundLab.Domain.Tests

module DomainTests =

    open System
    open Xunit
    open FundLab.Domain

    let private unwrap result =
        match result with
        | Ok value -> value
        | Error error -> failwithf "%A" error

    [<Fact>]
    let ``new fund retains initial cash and starts with zero units`` () =
        let fund = Fund.create "退休账户" 1000m 1.00000000m

        Assert.Equal("退休账户", fund.Name)
        Assert.Equal(1000m, fund.NetAssets)
        Assert.Equal(0m, fund.OutstandingUnits)
        Assert.Equal(FundStatus.Empty, fund.Status)
        Assert.Equal(UnitNavStatus.ZeroUnits, Fund.unitNavStatus fund)

    [<Fact>]
    let ``pending order is not a confirmed holding`` () =
        Assert.False(OrderStatus.isConfirmed OrderStatus.PendingNav)
        Assert.True(OrderStatus.isConfirmed OrderStatus.Settled)

    [<Fact>]
    let ``external redemption creates a payable without changing user holdings`` () =
        let fundId = Guid.Parse("00000000-0000-0000-0000-000000000001")
        let depositId = Guid.Parse("00000000-0000-0000-0000-000000000011")
        let redemptionId = Guid.Parse("00000000-0000-0000-0000-000000000012")
        let at = DateTimeOffset(2026, 1, 1, 0, 0, 0, TimeSpan.Zero)

        let state =
            Ledger.empty
            |> Ledger.initializeFund fundId "退休账户" 0m 1.00000000m true
            |> unwrap
            |> Ledger.confirmExternalDeposit fundId depositId "deposit-1" 100.00m 1.00000000m at true
            |> unwrap
            |> Ledger.confirmExternalRedemption fundId redemptionId "redemption-1" 25.00000000m 1.00000000m at true
            |> unwrap

        let fund = Ledger.getFund fundId state |> unwrap

        Assert.Equal(75.00000000m, fund.OutstandingUnits)
        Assert.Equal(100.00m, fund.AvailableCash)
        Assert.Equal(25.00m, fund.balanceSheet.RedemptionPayable)
        Assert.Equal(75.00m, fund.balanceSheet.NetAssets)

    [<Fact>]
    let ``external redemption payment is idempotent and conflicts are rejected`` () =
        let fundId = Guid.Parse("00000000-0000-0000-0000-000000000002")
        let depositId = Guid.Parse("00000000-0000-0000-0000-000000000021")
        let redemptionId = Guid.Parse("00000000-0000-0000-0000-000000000022")
        let at = DateTimeOffset(2026, 1, 2, 0, 0, 0, TimeSpan.Zero)

        let deposited =
            Ledger.empty
            |> Ledger.initializeFund fundId "支付测试" 0m 1.00000000m true
            |> unwrap
            |> Ledger.confirmExternalDeposit fundId depositId "deposit-1" 100.00m 1.00000000m at true
            |> unwrap

        let redeemed =
            deposited
            |> Ledger.confirmExternalRedemption fundId redemptionId "redemption-1" 25.00000000m 1.00000000m at true
            |> unwrap

        let paid =
            redeemed
            |> Ledger.payExternalRedemption fundId redemptionId "payment-1" at true
            |> unwrap

        let replayed =
            redeemed
            |> Ledger.payExternalRedemption fundId redemptionId "payment-1" at true
            |> unwrap

        let conflict =
            paid
            |> Ledger.payExternalRedemption fundId redemptionId "payment-1" (at.AddMinutes 1.0) true

        let fund = Ledger.getFund fundId paid |> unwrap

        Assert.Equal(paid, replayed)
        Assert.Equal(Error(IdempotencyConflict "payment-1"), conflict)
        Assert.Equal(75.00m, fund.AvailableCash)
        Assert.Equal(0.00m, fund.balanceSheet.RedemptionPayable)
        Assert.Equal(75.00m, fund.balanceSheet.NetAssets)

    [<Fact>]
    let ``underlying purchase freezes then confirms cash and holding`` () =
        let fundId = Guid.Parse("00000000-0000-0000-0000-000000000003")
        let depositId = Guid.Parse("00000000-0000-0000-0000-000000000031")
        let orderId = Guid.Parse("00000000-0000-0000-0000-000000000032")
        let instrumentId = Guid.Parse("00000000-0000-0000-0000-000000000033")
        let at = DateTimeOffset(2026, 1, 3, 0, 0, 0, TimeSpan.Zero)

        let deposited =
            Ledger.empty
            |> Ledger.initializeFund fundId "底层申购" 0m 1.00000000m true
            |> unwrap
            |> Ledger.confirmExternalDeposit fundId depositId "deposit-1" 100.00m 1.00000000m at true
            |> unwrap

        let frozen =
            deposited
            |> Ledger.freezeUnderlyingPurchase fundId orderId "purchase-1" instrumentId 60.00m at true
            |> unwrap

        let frozenFund = Ledger.getFund fundId frozen |> unwrap
        Assert.Equal(40.00m, frozenFund.AvailableCash)
        Assert.Equal(60.00m, frozenFund.FrozenCash)
        Assert.Equal(100.00m, frozenFund.balanceSheet.NetAssets)

        let confirmed =
            frozen
            |> Ledger.confirmUnderlyingPurchase fundId orderId "purchase-confirm-1" 20.00000000m 3.00000000m at true
            |> unwrap

        let fund = Ledger.getFund fundId confirmed |> unwrap
        let holding = fund.Holdings |> Map.find instrumentId
        let order = fund.Orders |> Map.find orderId

        Assert.Equal(40.00m, fund.AvailableCash)
        Assert.Equal(0.00m, fund.FrozenCash)
        Assert.Equal(20.00000000m, holding.AvailableUnits)
        Assert.Equal(60.00m, holding.SettledValue)
        Assert.Equal(OrderStatus.Confirmed, order.Status)
        Assert.Equal(100.00m, fund.balanceSheet.NetAssets)

    [<Fact>]
    let ``cancelled underlying purchase releases its frozen cash`` () =
        let fundId = Guid.Parse("00000000-0000-0000-0000-000000000004")
        let depositId = Guid.Parse("00000000-0000-0000-0000-000000000041")
        let orderId = Guid.Parse("00000000-0000-0000-0000-000000000042")
        let instrumentId = Guid.Parse("00000000-0000-0000-0000-000000000043")
        let at = DateTimeOffset(2026, 1, 4, 0, 0, 0, TimeSpan.Zero)

        let state =
            Ledger.empty
            |> Ledger.initializeFund fundId "取消申购" 0m 1.00000000m true
            |> unwrap
            |> Ledger.confirmExternalDeposit fundId depositId "deposit-1" 100.00m 1.00000000m at true
            |> unwrap
            |> Ledger.freezeUnderlyingPurchase fundId orderId "purchase-1" instrumentId 60.00m at true
            |> unwrap
            |> Ledger.cancelUnderlyingPurchase fundId orderId "purchase-cancel-1" at true
            |> unwrap

        let fund = Ledger.getFund fundId state |> unwrap
        let order = fund.Orders |> Map.find orderId

        Assert.Equal(100.00m, fund.AvailableCash)
        Assert.Equal(0.00m, fund.FrozenCash)
        Assert.Equal(OrderStatus.Cancelled, order.Status)
        Assert.Empty(fund.Holdings)

    [<Fact>]
    let ``underlying redemption uses a receivable until cash is received`` () =
        let fundId = Guid.Parse("00000000-0000-0000-0000-000000000005")
        let depositId = Guid.Parse("00000000-0000-0000-0000-000000000051")
        let purchaseId = Guid.Parse("00000000-0000-0000-0000-000000000052")
        let redemptionId = Guid.Parse("00000000-0000-0000-0000-000000000053")
        let instrumentId = Guid.Parse("00000000-0000-0000-0000-000000000054")
        let at = DateTimeOffset(2026, 1, 5, 0, 0, 0, TimeSpan.Zero)

        let purchased =
            Ledger.empty
            |> Ledger.initializeFund fundId "底层赎回" 0m 1.00000000m true
            |> unwrap
            |> Ledger.confirmExternalDeposit fundId depositId "deposit-1" 100.00m 1.00000000m at true
            |> unwrap
            |> Ledger.freezeUnderlyingPurchase fundId purchaseId "purchase-1" instrumentId 60.00m at true
            |> unwrap
            |> Ledger.confirmUnderlyingPurchase fundId purchaseId "purchase-confirm-1" 20.00000000m 3.00000000m at true
            |> unwrap
            |> Ledger.freezeUnderlyingRedemption fundId redemptionId "redemption-1" instrumentId 20.00000000m at true
            |> unwrap

        let confirmed =
            purchased
            |> Ledger.confirmUnderlyingRedemption fundId redemptionId "redemption-confirm-1" 3.00000000m at true
            |> unwrap

        let beforeReceipt = Ledger.getFund fundId confirmed |> unwrap
        Assert.Equal(40.00m, beforeReceipt.AvailableCash)
        Assert.Equal(60.00m, beforeReceipt.balanceSheet.RedemptionReceivable)
        Assert.Equal(0.00m, beforeReceipt.balanceSheet.OtherInTransitAssets)
        Assert.Equal(100.00m, beforeReceipt.balanceSheet.NetAssets)
        Assert.Equal(100.00000000m, beforeReceipt.OutstandingUnits)

        let received =
            confirmed
            |> Ledger.receiveUnderlyingRedemption fundId redemptionId "redemption-receipt-1" at true
            |> unwrap

        let fund = Ledger.getFund fundId received |> unwrap
        let order = fund.Orders |> Map.find redemptionId

        Assert.Equal(100.00m, fund.AvailableCash)
        Assert.Equal(0.00m, fund.balanceSheet.RedemptionReceivable)
        Assert.Equal(0.00m, fund.balanceSheet.OtherInTransitAssets)
        Assert.Equal(OrderStatus.Settled, order.Status)
        Assert.Equal(100.00m, fund.balanceSheet.NetAssets)

    [<Fact>]
    let ``operations keep two funds isolated and synthetic provenance explicit`` () =
        let fundA = Guid.Parse("00000000-0000-0000-0000-000000000006")
        let fundB = Guid.Parse("00000000-0000-0000-0000-000000000007")
        let at = DateTimeOffset(2026, 1, 6, 0, 0, 0, TimeSpan.Zero)

        let state =
            Ledger.empty
            |> Ledger.initializeFund fundA "基金A" 0m 1.00000000m true
            |> unwrap
            |> Ledger.initializeFund fundB "基金B" 25.00m 1.00000000m true
            |> unwrap
            |> Ledger.confirmExternalDeposit fundA (Guid.NewGuid()) "fund-a-deposit" 100.00m 1.00000000m at true
            |> unwrap

        let first = Ledger.getFund fundA state |> unwrap
        let second = Ledger.getFund fundB state |> unwrap

        Assert.Equal(100.00m, first.AvailableCash)
        Assert.Equal(25.00m, second.AvailableCash)
        Assert.True(first.IsSynthetic)
        Assert.True(second.IsSynthetic)
        Assert.All(first.Events, fun event -> Assert.True(event.IsSynthetic))
        Assert.All(first.CashFlows, fun flow -> Assert.True(flow.IsSynthetic))

    [<Fact>]
    let ``precision and residual ownership are explicit`` () =
        let fundId = Guid.Parse("00000000-0000-0000-0000-000000000008")
        let at = DateTimeOffset(2026, 1, 7, 0, 0, 0, TimeSpan.Zero)
        let depositId = Guid.Parse("00000000-0000-0000-0000-000000000081")
        let redemptionId = Guid.Parse("00000000-0000-0000-0000-000000000082")

        let initialized =
            Ledger.empty
            |> Ledger.initializeFund fundId "残差基金" 0m 1.00000000m true
            |> unwrap

        let badPrecision =
            initialized
            |> Ledger.confirmExternalDeposit fundId depositId "bad-precision" 1.001m 1.00000000m at true

        let afterDeposit =
            initialized
            |> Ledger.confirmExternalDeposit fundId depositId "deposit-1" 1.00m 1.00000000m at true
            |> unwrap
            |> Ledger.confirmExternalRedemption fundId redemptionId "redemption-1" 1.00000000m 1.00500000m at true
            |> unwrap

        let fund = Ledger.getFund fundId afterDeposit |> unwrap
        let blocked =
            afterDeposit
            |> Ledger.confirmExternalDeposit fundId (Guid.NewGuid()) "deposit-2" 1.00m 1.00000000m at true

        let allocated =
            afterDeposit
            |> Ledger.allocateResidual fundId (Guid.Parse("00000000-0000-0000-0000-000000000083")) "residual-allocation-1" ResidualOwner.FundReserve at true
            |> unwrap
            |> Ledger.confirmExternalDeposit fundId (Guid.NewGuid()) "deposit-3" 1.00m 1.00000000m at true
            |> unwrap

        let allocatedFund = Ledger.getFund fundId allocated |> unwrap

        Assert.Equal(Error(InvalidPrecision "external deposit cash"), badPrecision)
        Assert.Equal(ResidualState.RequiresAllocation 0.00500000m, fund.ResidualState)
        Assert.Equal(Error(ResidualOwnershipRequired 0.00500000m), blocked)
        Assert.Equal(ResidualState.Allocated(0.00500000m, ResidualOwner.FundReserve), allocatedFund.ResidualState)
        Assert.Equal(1, List.length allocatedFund.ResidualAllocations)
        let residualEvent = allocatedFund.Events |> List.find (fun (event: LedgerEvent) -> event.EventType = "residual_allocated")
        Assert.Equal(Some ResidualOwner.FundReserve, residualEvent.ResidualOwner)
        Assert.Equal(2.00m, allocatedFund.AvailableCash)

    [<Fact>]
    let ``residual allocation requires zero outstanding units`` () =
        let fundId = Guid.Parse("00000000-0000-0000-0000-00000000000B")
        let depositId = Guid.Parse("00000000-0000-0000-0000-0000000000B1")
        let redemptionId = Guid.Parse("00000000-0000-0000-0000-0000000000B2")
        let allocationId = Guid.Parse("00000000-0000-0000-0000-0000000000B3")
        let at = DateTimeOffset(2026, 1, 9, 0, 0, 0, TimeSpan.Zero)

        let state =
            Ledger.empty
            |> Ledger.initializeFund fundId "残差未清" 0m 1.00000000m true
            |> unwrap
            |> Ledger.confirmExternalDeposit fundId depositId "deposit-1" 1.00m 1.00000000m at true
            |> unwrap
            |> Ledger.confirmExternalRedemption fundId redemptionId "redemption-1" 0.50000000m 1.00500000m at true
            |> unwrap

        let result =
            state
            |> Ledger.allocateResidual fundId allocationId "residual-allocation-1" ResidualOwner.FundReserve at true

        Assert.Equal(Error(InvalidState "residual allocation requires zero outstanding units"), result)

    [<Fact>]
    let ``external redemption payment settles only the referenced redemption`` () =
        let fundId = Guid.Parse("00000000-0000-0000-0000-00000000000C")
        let depositId = Guid.Parse("00000000-0000-0000-0000-0000000000C1")
        let firstRedemptionId = Guid.Parse("00000000-0000-0000-0000-0000000000C2")
        let secondRedemptionId = Guid.Parse("00000000-0000-0000-0000-0000000000C3")
        let at = DateTimeOffset(2026, 1, 10, 0, 0, 0, TimeSpan.Zero)

        let state =
            Ledger.empty
            |> Ledger.initializeFund fundId "逐笔付款" 0m 1.00000000m true
            |> unwrap
            |> Ledger.confirmExternalDeposit fundId depositId "deposit-1" 100.00m 1.00000000m at true
            |> unwrap
            |> Ledger.confirmExternalRedemption fundId firstRedemptionId "redemption-1" 10.00000000m 1.00000000m at true
            |> unwrap
            |> Ledger.confirmExternalRedemption fundId secondRedemptionId "redemption-2" 20.00000000m 1.00000000m at true
            |> unwrap
            |> Ledger.payExternalRedemption fundId firstRedemptionId "payment-1" at true
            |> unwrap

        let fund = Ledger.getFund fundId state |> unwrap
        let first = fund.ExternalRedemptions |> Map.find firstRedemptionId
        let second = fund.ExternalRedemptions |> Map.find secondRedemptionId
        let unknownPayment =
            state
            |> Ledger.payExternalRedemption fundId (Guid.Parse("00000000-0000-0000-0000-0000000000CF")) "payment-unknown" at true

        Assert.Equal(20.00m, fund.RedemptionPayable)
        Assert.Equal(ExternalRedemptionStatus.Paid, first.Status)
        Assert.Equal(ExternalRedemptionStatus.PendingPayment, second.Status)
        Assert.Equal(Error(ExternalRedemptionNotFound(Guid.Parse("00000000-0000-0000-0000-0000000000CF"))), unknownPayment)

    [<Fact>]
    let ``empty idempotency keys and identifiers are rejected`` () =
        let fundId = Guid.Parse("00000000-0000-0000-0000-00000000000D")
        let transactionId = Guid.Parse("00000000-0000-0000-0000-0000000000D1")
        let at = DateTimeOffset(2026, 1, 11, 0, 0, 0, TimeSpan.Zero)

        let initialized =
            Ledger.empty
            |> Ledger.initializeFund fundId "输入校验" 0m 1.00000000m true
            |> unwrap

        let emptyKey =
            initialized
            |> Ledger.confirmExternalDeposit fundId transactionId "   " 1.00m 1.00000000m at true

        let emptyTransaction =
            initialized
            |> Ledger.confirmExternalDeposit fundId Guid.Empty "deposit-1" 1.00m 1.00000000m at true

        let emptyOrder =
            initialized
            |> Ledger.freezeUnderlyingPurchase fundId Guid.Empty "purchase-1" (Guid.NewGuid()) 1.00m at true

        Assert.Equal(Error(InvalidState "idempotency key cannot be empty"), emptyKey)
        Assert.Equal(Error(InvalidIdentifier "transaction id"), emptyTransaction)
        Assert.Equal(Error(InvalidIdentifier "order id"), emptyOrder)

    [<Fact>]
    let ``duplicate transaction identifiers are rejected`` () =
        let fundId = Guid.Parse("00000000-0000-0000-0000-00000000000E")
        let transactionId = Guid.Parse("00000000-0000-0000-0000-0000000000E1")
        let at = DateTimeOffset(2026, 1, 12, 0, 0, 0, TimeSpan.Zero)

        let state =
            Ledger.empty
            |> Ledger.initializeFund fundId "交易唯一" 0m 1.00000000m true
            |> unwrap
            |> Ledger.confirmExternalDeposit fundId transactionId "deposit-1" 1.00m 1.00000000m at true
            |> unwrap

        let duplicate =
            state
            |> Ledger.confirmExternalDeposit fundId transactionId "deposit-2" 1.00m 1.00000000m at true

        Assert.Equal(Error(TransactionAlreadyExists transactionId), duplicate)

    [<Fact>]
    let ``time weighted return excludes external additional capital`` () =
        let at day = DateTimeOffset(2026, 1, day, 0, 0, 0, TimeSpan.Zero)
        let observations =
            [
                { At = at 1; NetAssets = 100.00m; ExternalCashFlow = 0.00m }
                { At = at 2; NetAssets = 200.00m; ExternalCashFlow = 100.00m }
            ]

        let result = Performance.timeWeightedReturn observations |> unwrap

        Assert.Equal(0.00m, result)

    [<Fact>]
    let ``invalid fund and reservation operations return typed errors`` () =
        let fundId = Guid.Parse("00000000-0000-0000-0000-000000000009")
        let missingFund = Ledger.getFund fundId Ledger.empty

        let initialized =
            Ledger.empty
            |> Ledger.initializeFund fundId "错误路径" 0m 1.00000000m true
            |> unwrap

        let duplicate =
            initialized
            |> Ledger.initializeFund fundId "重复基金" 0m 1.00000000m true

        let insufficientCash =
            initialized
            |> Ledger.freezeUnderlyingPurchase fundId (Guid.NewGuid()) "purchase-1" (Guid.NewGuid()) 1.00m (DateTimeOffset.UtcNow) true

        let insufficientUnits =
            initialized
            |> Ledger.confirmExternalRedemption fundId (Guid.NewGuid()) "redemption-1" 1.00000000m 1.00000000m (DateTimeOffset.UtcNow) true

        Assert.Equal(Error(FundNotFound fundId), missingFund)
        Assert.Equal(Error(FundAlreadyExists fundId), duplicate)
        Assert.Equal(Error(InsufficientCash 1.00m), insufficientCash)
        Assert.Equal(Error(InsufficientUnits 1.00000000m), insufficientUnits)

    [<Fact>]
    let ``performance observations must be chronological`` () =
        let at day = DateTimeOffset(2026, 1, day, 0, 0, 0, TimeSpan.Zero)
        let observations =
            [
                { At = at 2; NetAssets = 100.00m; ExternalCashFlow = 0.00m }
                { At = at 1; NetAssets = 100.00m; ExternalCashFlow = 0.00m }
            ]

        let result = Performance.timeWeightedReturn observations

        Assert.Equal(Error(InvalidObservation "observations must be strictly ordered"), result)

    [<Fact>]
    let ``external redemption payment cannot spend frozen or invested cash`` () =
        let fundId = Guid.Parse("00000000-0000-0000-0000-00000000000A")
        let depositId = Guid.Parse("00000000-0000-0000-0000-0000000000A1")
        let purchaseId = Guid.Parse("00000000-0000-0000-0000-0000000000A2")
        let instrumentId = Guid.Parse("00000000-0000-0000-0000-0000000000A3")
        let redemptionId = Guid.Parse("00000000-0000-0000-0000-0000000000A4")
        let at = DateTimeOffset(2026, 1, 8, 0, 0, 0, TimeSpan.Zero)

        let state =
            Ledger.empty
            |> Ledger.initializeFund fundId "现金不足" 0m 1.00000000m true
            |> unwrap
            |> Ledger.confirmExternalDeposit fundId depositId "deposit-1" 100.00m 1.00000000m at true
            |> unwrap
            |> Ledger.freezeUnderlyingPurchase fundId purchaseId "purchase-1" instrumentId 100.00m at true
            |> unwrap
            |> Ledger.confirmUnderlyingPurchase fundId purchaseId "purchase-confirm-1" 100.00000000m 1.00000000m at true
            |> unwrap
            |> Ledger.confirmExternalRedemption fundId redemptionId "redemption-1" 50.00000000m 1.00000000m at true
            |> unwrap

        let payment = state |> Ledger.payExternalRedemption fundId redemptionId "payment-1" at true

        Assert.Equal(Error(InsufficientCash 50.00m), payment)

    [<Fact>]
    let ``time weighted return distinguishes investment growth from withdrawals`` () =
        let at day = DateTimeOffset(2026, 1, day, 0, 0, 0, TimeSpan.Zero)
        let growth =
            [
                { At = at 1; NetAssets = 100.00m; ExternalCashFlow = 0.00m }
                { At = at 2; NetAssets = 110.00m; ExternalCashFlow = 0.00m }
            ]
            |> Performance.timeWeightedReturn
            |> unwrap

        let withdrawal =
            [
                { At = at 1; NetAssets = 100.00m; ExternalCashFlow = 0.00m }
                { At = at 2; NetAssets = 50.00m; ExternalCashFlow = -50.00m }
            ]
            |> Performance.timeWeightedReturn
            |> unwrap

        Assert.Equal(0.10m, growth)
        Assert.Equal(0.00m, withdrawal)

    [<Fact>]
    let ``single invalid performance observations are rejected`` () =
        let at = DateTimeOffset(2026, 1, 13, 0, 0, 0, TimeSpan.Zero)
        let negative =
            Performance.timeWeightedReturn [ { At = at; NetAssets = -1.00m; ExternalCashFlow = 0.00m } ]

        let zero =
            Performance.timeWeightedReturn [ { At = at; NetAssets = 0.00m; ExternalCashFlow = 0.00m } ]

        Assert.Equal(Error(InvalidObservation "net assets cannot be negative"), negative)
        Assert.Equal(Error(InvalidObservation "first net assets must be positive"), zero)