c1c73e96f5
- funding_rate table and "Фондирование" page: rate from date, history, rate on date (D27)
- positions by issue: BUY - SELL per portfolio, "Остатки" page (D29)
- quotes are loaded only for securities with an open position (D10)
- business calendar from xmlcalendar.ru: yearly file upload, report date
and update job use previous working day (D30)
- xlsx download for positions, quotes and funding rate history
- manual operation type as radio buttons
- QUIK instruments with purchase marks ("МТС 2Р-18_1") match the issue,
file name kept in operation.instrument (D17)
- migrations d3a6f8b1c254, e7b2c9d4a813, f1c4a7e9b352
- project.md: decisions and questions after customer meetings
136 lines
4.4 KiB
Python
136 lines
4.4 KiB
Python
from __future__ import annotations
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import json
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import sys
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from datetime import date
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from pathlib import Path
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import pytest
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ROOT = Path(__file__).resolve().parents[1]
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if str(ROOT) not in sys.path:
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sys.path.insert(0, str(ROOT))
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FIXTURES = ROOT / "tests" / "fixtures"
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FIXTURE_ISIN = "RU000A106169"
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FIXTURE_DATE = date(2026, 10, 8)
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@pytest.fixture
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def fixtures_dir() -> Path:
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"""Сохранённые реальные ответы MOEX ISS / ЦБ (байт в байт, см. .gitattributes)."""
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return FIXTURES
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@pytest.fixture
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def session_local(tmp_path: Path, monkeypatch):
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"""Временный SQLite со схемой из миграций (с сидами) вместо SessionLocal
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во всех модулях сервисов. Postgres не нужен."""
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from sqlalchemy.ext.asyncio import async_sessionmaker, create_async_engine
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from sqlalchemy.pool import NullPool
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from alembic import command
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from alembic.config import Config
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from app.core.config import settings
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from app.services import (
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business_calendar,
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funding,
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fx_rates,
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manual_operations,
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market_data,
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positions,
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quik_import,
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request_log,
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securities,
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)
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db_url = f"sqlite+aiosqlite:///{(tmp_path / 'drrk.db').as_posix()}"
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monkeypatch.setattr(settings, "DATABASE_URL", db_url)
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monkeypatch.setattr(settings, "DATABASE_SCHEMA", "")
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cfg = Config()
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cfg.set_main_option("script_location", str(ROOT / "alembic"))
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command.upgrade(cfg, "head")
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factory = async_sessionmaker(
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bind=create_async_engine(db_url, poolclass=NullPool),
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autoflush=False,
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expire_on_commit=False,
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)
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for module in (
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business_calendar,
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securities,
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market_data,
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fx_rates,
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funding,
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positions,
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request_log,
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quik_import,
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manual_operations,
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):
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monkeypatch.setattr(module, "SessionLocal", factory)
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return factory
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@pytest.fixture
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def add_trade(session_local):
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"""add_trade(ISIN, код операции, дата, количество, портфель="UW") — сделка
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напрямую в БД, без файла. Бумага уже в справочнике."""
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from decimal import Decimal
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from sqlalchemy import select
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from app.db.base import run_db
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from app.db.models import Operation, Security
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from app.repositories.reference import ReferenceRepository
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async def _add(
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isin: str, code: str, on_date: date, quantity: str, portfolio: str
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) -> None:
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async with session_local() as session:
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reference = ReferenceRepository(session)
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security = (
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await session.execute(select(Security).where(Security.isin == isin))
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).scalar_one()
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session.add(
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Operation(
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security_id=security.id,
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portfolio_id=await reference.get_portfolio_id(portfolio),
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operation_type_id=(await reference.operation_type_ids())[code],
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currency_id=security.currency_id,
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trade_date=on_date,
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quantity=Decimal(quantity),
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amount=Decimal("1000"),
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created_by="system",
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updated_by="system",
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)
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)
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await session.commit()
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def add_trade(
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isin: str, code: str, on_date: date, quantity: str, portfolio: str = "UW"
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) -> None:
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run_db(_add(isin, code, on_date, quantity, portfolio))
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return add_trade
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@pytest.fixture
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def fixture_moex(fixtures_dir: Path):
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"""Фейковый MOEX, отвечающий реальными фикстурами РЭО-02 за 08.10.2026."""
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from app.integrations.moex import parse_history, parse_security
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from tests.unit.fakes import FakeMoex, search_hit
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security_payload = json.loads(
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(fixtures_dir / "moex_security_RU000A106169.json").read_text("utf-8")
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)
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history_payload = json.loads(
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(fixtures_dir / "moex_history_RU000A106169_2026-10-08.json").read_text("utf-8")
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)
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return FakeMoex(
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search={FIXTURE_ISIN: search_hit(FIXTURE_ISIN, FIXTURE_ISIN)},
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securities={FIXTURE_ISIN: parse_security(security_payload)},
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history={
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FIXTURE_ISIN: parse_history(history_payload, FIXTURE_DATE, ["TQCB", "TQOB"])
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},
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)
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