DRRK/tests/unit/test_manual_values.py

"""История номинала (D11) и ручные цена/доходность/дюрация (D6) на временном
SQLite. MOEX — фейк на реальной фикстуре РЭО-02 за 08.10.2026."""

from __future__ import annotations

from dataclasses import replace
from datetime import date, timedelta
from decimal import Decimal

import pytest
from sqlalchemy import select

from app.db.base import run_db
from app.db.models import MarketData
from app.services import market_data, securities
from app.services.market_data import (
    MANUAL_SOURCE,
    ManualQuoteInput,
    MarketDataError,
    validate_manual,
)
from app.services.securities import ManualNominalInput, SecurityServiceError
from tests.unit.fakes import FakeMoex

ON_DATE = date(2026, 10, 8)
ISIN = "RU000A106169"
USER = "analyst@rshb.ru"


@pytest.fixture
def reo(session_local, fixture_moex: FakeMoex, add_trade) -> FakeMoex:
    """РЭО-02 в справочнике и в UW с начала года; котировки ещё не загружались."""
    run_db(securities.add_by_isin(ISIN, USER, moex=fixture_moex))
    add_trade(ISIN, "BUY", date(2026, 1, 1), "100")
    return fixture_moex


def _load(
    moex: FakeMoex, on_date: date, **changes
) -> market_data.MarketDataUpdateResult:  # noqa: ANN003
    quote = moex._history[ISIN]
    moex._history[ISIN] = replace(quote, trade_date=on_date, **changes)
    return run_db(market_data.update(on_date, "system", moex=moex))


def _history() -> list[tuple[date, Decimal, str]]:
    rows = run_db(securities.nominal_history(ISIN))
    return [(r.valid_from, r.face_value, r.source) for r in rows]


def _manual_nominal(valid_from: date, face_value: str, user: str = USER) -> None:
    value = ManualNominalInput(ISIN, valid_from, Decimal(face_value), "погашение 10%")
    run_db(securities.set_manual_nominal(value, user))


def _manual_quote(**changes) -> ManualQuoteInput:  # noqa: ANN003
    values = {
        "isin": ISIN,
        "market_date": ON_DATE,
        "clean_price": None,
        "yield_value": None,
        "duration_days": None,
        "reason": "сделок мало, цена с RFQ",
    }
    values.update(changes)
    return ManualQuoteInput(**values)


# --- история номинала -------------------------------------------------------


def test_moex_nominal_is_recorded_only_when_changed(reo: FakeMoex) -> None:
    _load(reo, ON_DATE)
    _load(reo, ON_DATE)  # повторная загрузка той же даты
    _load(reo, date(2026, 10, 9))  # номинал тот же
    assert _history() == [(ON_DATE, Decimal("645.19"), "MOEX")]

    result = _load(reo, date(2026, 10, 12), face_value=Decimal("580.67"))

    assert _history() == [
        (date(2026, 10, 12), Decimal("580.67"), "MOEX"),
        (ON_DATE, Decimal("645.19"), "MOEX"),
    ]
    assert "Номинал изменился: 645.19 -> 580.67" in result.messages[0]


def test_earlier_date_loaded_later_gets_own_record(reo: FakeMoex) -> None:
    _load(reo, ON_DATE)
    _load(reo, date(2026, 10, 1), face_value=Decimal("1000"))
    _load(reo, date(2026, 10, 2), face_value=Decimal("1000"))

    assert _history() == [
        (ON_DATE, Decimal("645.19"), "MOEX"),
        (date(2026, 10, 1), Decimal("1000"), "MOEX"),
    ]
    assert run_db(securities.nominal_on(ISIN, date(2026, 10, 5))) == Decimal("1000")


def test_manual_nominal_has_priority_until_next_moex_change(reo: FakeMoex) -> None:
    _load(reo, ON_DATE)
    _manual_nominal(ON_DATE, "650")
    _load(reo, ON_DATE)
    _load(reo, date(2026, 10, 9))

    assert run_db(securities.nominal_on(ISIN, ON_DATE)) == Decimal("650")
    assert run_db(securities.nominal_on(ISIN, date(2026, 10, 9))) == Decimal("650")
    # До первой записи номинала нет (D11).
    assert run_db(securities.nominal_on(ISIN, date(2026, 10, 7))) is None

    _load(reo, date(2026, 10, 12), face_value=Decimal("580.67"))
    assert run_db(securities.nominal_on(ISIN, date(2026, 10, 12))) == Decimal("580.67")
    assert _history() == [
        (date(2026, 10, 12), Decimal("580.67"), "MOEX"),
        (ON_DATE, Decimal("650"), "ручной"),
        (ON_DATE, Decimal("645.19"), "MOEX"),
    ]


def test_manual_nominal_same_date_is_replaced(reo: FakeMoex) -> None:
    _manual_nominal(ON_DATE, "650")
    _manual_nominal(ON_DATE, "640", user="head@rshb.ru")

    [row] = run_db(securities.nominal_history(ISIN))
    assert (row.face_value, row.source, row.updated_by) == (
        Decimal("640"),
        "ручной",
        "head@rshb.ru",
    )
    assert row.reason == "погашение 10%"


@pytest.mark.parametrize(
    ("changes", "message"),
    [
        ({"face_value": None}, "Укажите номинал"),
        ({"face_value": Decimal("0")}, "больше нуля"),
        ({"reason": "  "}, "причину"),
        ({"valid_from": date.today() + timedelta(days=1)}, "в будущем"),
    ],
)
def test_manual_nominal_validation(reo: FakeMoex, changes: dict, message: str) -> None:
    value = replace(
        ManualNominalInput(ISIN, ON_DATE, Decimal("650"), "причина"), **changes
    )

    with pytest.raises(SecurityServiceError, match=message):
        run_db(securities.set_manual_nominal(value, USER))
    assert _history() == []


def test_manual_nominal_unknown_security(session_local) -> None:
    value = ManualNominalInput("RU000A999999", ON_DATE, Decimal("650"), "причина")

    with pytest.raises(SecurityServiceError, match="нет в справочнике"):
        run_db(securities.set_manual_nominal(value, USER))


# --- ручные цена, доходность, дюрация ----------------------------------------


def test_manual_price_overrides_moex_and_survives_reload(
    reo: FakeMoex, session_local
) -> None:
    _load(reo, ON_DATE)
    run_db(
        market_data.set_manual_quote(_manual_quote(clean_price=Decimal("100.1")), USER)
    )
    _load(reo, ON_DATE, clean_price=Decimal("101.5"))

    [row] = run_db(market_data.list_for_date(ON_DATE))
    assert (row.clean_price, row.clean_price_source) == (
        Decimal("100.1"),
        MANUAL_SOURCE,
    )
    assert (row.yield_value, row.yield_source) == (Decimal("17.78"), "YIELDATWAP")
    assert (row.duration_days, row.duration_source) == (Decimal("759"), "DURATION")

    [manual] = run_db(market_data.list_manual_for_date(ON_DATE))
    assert manual.clean_price == Decimal("100.1")
    assert manual.moex_clean_price == Decimal("101.5")
    assert manual.reason == "сделок мало, цена с RFQ"
    assert manual.updated_by == USER

    async def _moex_price() -> Decimal:
        async with session_local() as session:
            return (await session.execute(select(MarketData.clean_price))).scalar_one()

    assert run_db(_moex_price()) == Decimal("101.5")


def test_manual_values_without_trades(reo: FakeMoex) -> None:
    no_trades = date(2026, 10, 9)
    run_db(
        market_data.set_manual_quote(
            _manual_quote(
                market_date=no_trades,
                clean_price=Decimal("101"),
                duration_days=Decimal("758"),
            ),
            USER,
        )
    )

    [row] = run_db(market_data.list_for_date(no_trades))
    assert row.board is None
    assert (row.clean_price, row.clean_price_source) == (Decimal("101"), MANUAL_SOURCE)
    assert (row.yield_value, row.yield_source) == (None, None)
    assert (row.duration_days, row.duration_source) == (Decimal("758"), MANUAL_SOURCE)
    [manual] = run_db(market_data.list_manual_for_date(no_trades))
    assert manual.moex_clean_price is None


def test_manual_quote_edit_replaces_all_fields(reo: FakeMoex) -> None:
    _load(reo, ON_DATE)
    run_db(
        market_data.set_manual_quote(_manual_quote(clean_price=Decimal("100.1")), USER)
    )
    run_db(
        market_data.set_manual_quote(
            _manual_quote(yield_value=Decimal("18.5"), reason="доходность по RFQ"),
            "head@rshb.ru",
        )
    )

    [row] = run_db(market_data.list_for_date(ON_DATE))
    assert (row.clean_price, row.clean_price_source) == (Decimal("101.42"), "WAPRICE")
    assert (row.yield_value, row.yield_source) == (Decimal("18.5"), MANUAL_SOURCE)
    [manual] = run_db(market_data.list_manual_for_date(ON_DATE))
    assert (manual.reason, manual.updated_by) == ("доходность по RFQ", "head@rshb.ru")


@pytest.mark.parametrize(
    ("changes", "message"),
    [
        ({}, "Укажите цену, доходность или дюрацию."),
        ({"clean_price": Decimal("0")}, "Цена должна быть больше нуля."),
        ({"duration_days": Decimal("-1")}, "Дюрация не может быть отрицательной."),
        ({"yield_value": Decimal("-0.5"), "reason": ""}, "Укажите причину правки."),
        (
            {
                "clean_price": Decimal("100"),
                "market_date": date.today() + timedelta(days=1),
            },
            "Дата не может быть в будущем.",
        ),
    ],
)
def test_manual_quote_validation(changes: dict, message: str) -> None:
    assert validate_manual(_manual_quote(**changes)) == [message]


def test_manual_quote_unknown_security_and_invalid_input(reo: FakeMoex) -> None:
    with pytest.raises(MarketDataError, match="нет в справочнике"):
        run_db(
            market_data.set_manual_quote(
                _manual_quote(isin="RU000A999999", clean_price=Decimal("100")), USER
            )
        )
    with pytest.raises(MarketDataError, match="Укажите цену"):
        run_db(market_data.set_manual_quote(_manual_quote(), USER))
    assert run_db(market_data.list_manual_for_date(ON_DATE)) == []