DRRK/tests/unit/test_positions.py

"""Остатки выпусков в портфелях (D29) на временном SQLite."""

from __future__ import annotations

from datetime import date
from decimal import Decimal
from pathlib import Path

import pytest
from sqlalchemy import select

from app.db.base import run_db
from app.db.models import Currency, Operation, Security
from app.imports.quik import parse_quik_xlsx
from app.repositories.reference import ReferenceRepository
from app.services import positions, quik_import
from app.services.positions import PositionError

USER = "analyst@rshb.ru"
REO = "RU000A106169"
EVH = "RU000A10EVH2"


@pytest.fixture
def add(session_local):
    """add(портфель, ISIN, код операции, дата, количество) — операция напрямую в БД.
    Бумаги РЭО-02 и ЕврХол3P06 заводятся при первом вызове."""
    names = {REO: "РЭО-02", EVH: "ЕврХол3P06"}

    async def _add(
        portfolio: str, isin: str, code: str, on_date: date, quantity: str | None
    ) -> None:
        async with session_local() as session:
            reference = ReferenceRepository(session)
            rub = (
                await session.execute(select(Currency.id).where(Currency.code == "RUB"))
            ).scalar_one()
            security = (
                await session.execute(select(Security).where(Security.isin == isin))
            ).scalar_one_or_none()
            if security is None:
                security = Security(
                    isin=isin,
                    secid=isin,
                    name=names[isin],
                    currency_id=rub,
                    created_by=USER,
                    updated_by=USER,
                )
                session.add(security)
                await session.flush()
            session.add(
                Operation(
                    security_id=security.id,
                    portfolio_id=await reference.get_portfolio_id(portfolio),
                    operation_type_id=(await reference.operation_type_ids())[code],
                    currency_id=rub,
                    trade_date=on_date,
                    quantity=Decimal(quantity) if quantity is not None else None,
                    amount=Decimal("1000"),
                    created_by=USER,
                    updated_by=USER,
                )
            )
            await session.commit()

    return lambda *args: run_db(_add(*args))


def _rows(on_date: date, portfolio: str | None = None, **kwargs) -> list[tuple]:
    rows = run_db(positions.positions_on(on_date, portfolio, **kwargs))
    return [(r.portfolio, r.isin, r.bought, r.sold, r.balance) for r in rows]


def test_balance_is_bought_minus_sold_by_trade_date(add) -> None:
    add("UW", REO, "BUY", date(2026, 1, 1), "2834360")
    add("UW", REO, "SELL", date(2026, 3, 30), "1000000")
    add("UW", REO, "SELL", date(2026, 3, 31), "34360")

    assert _rows(date(2025, 12, 31)) == []
    assert _rows(date(2026, 1, 1)) == [
        ("UW", REO, Decimal("2834360"), Decimal("0"), Decimal("2834360"))
    ]
    assert _rows(date(2026, 3, 30)) == [
        ("UW", REO, Decimal("2834360"), Decimal("1000000"), Decimal("1834360"))
    ]
    assert run_db(positions.balance_on("UW", REO, date(2026, 10, 8))) == Decimal(
        "1800000"
    )


def test_portfolios_are_separate(add) -> None:
    add("UW", REO, "BUY", date(2026, 1, 1), "100")
    add("SALES", REO, "BUY", date(2026, 2, 1), "40")
    add("SALES", REO, "SELL", date(2026, 2, 2), "10")
    add("SALES", EVH, "BUY", date(2026, 3, 30), "5")

    on_date = date(2026, 3, 30)
    assert [(p, i, b) for p, i, _, _, b in _rows(on_date)] == [
        ("UW", REO, Decimal("100")),
        ("SALES", EVH, Decimal("5")),
        ("SALES", REO, Decimal("30")),
    ]
    assert [(p, i) for p, i, *_ in _rows(on_date, "SALES")] == [
        ("SALES", EVH),
        ("SALES", REO),
    ]
    assert run_db(positions.balance_on("UW", EVH, on_date)) == Decimal("0")


def test_other_operations_do_not_change_quantity(add) -> None:
    add("UW", REO, "BUY", date(2026, 1, 1), "100")
    add("UW", REO, "CPN", date(2026, 2, 1), "100")
    add("UW", REO, "NOM", date(2026, 2, 1), "100")
    add("UW", REO, "ADJ", date(2026, 2, 1), "-50")
    add("UW", REO, "UWFEE", date(2026, 2, 1), None)

    assert _rows(date(2026, 3, 1)) == [
        ("UW", REO, Decimal("100"), Decimal("0"), Decimal("100"))
    ]


def test_closed_positions_are_hidden_by_default(add) -> None:
    add("UW", REO, "BUY", date(2026, 1, 1), "100")
    add("UW", REO, "SELL", date(2026, 2, 1), "100")
    add("UW", EVH, "SELL", date(2026, 2, 1), "5")  # покупка не загружена

    assert _rows(date(2026, 3, 1)) == [
        ("UW", EVH, Decimal("0"), Decimal("5"), Decimal("-5"))
    ]
    assert _rows(date(2026, 3, 1), include_closed=True) == [
        ("UW", EVH, Decimal("0"), Decimal("5"), Decimal("-5")),
        ("UW", REO, Decimal("100"), Decimal("100"), Decimal("0")),
    ]


def test_unknown_portfolio(session_local) -> None:
    with pytest.raises(PositionError, match="Портфеля MM нет"):
        run_db(positions.positions_on(date(2026, 1, 1), "MM"))


def test_balance_after_quik_import(add, fixtures_dir: Path) -> None:
    """Обезличенная выгрузка QUIK за 30.03.2026 в SALES: остаток сходится с
    суммой строк файла."""
    add("UW", EVH, "BUY", date(2026, 3, 1), "1")  # заводит бумагу; другой портфель
    parsed = parse_quik_xlsx(
        (fixtures_dir / "quik_sample_300326_anon.xlsx").read_bytes()
    )
    context = run_db(quik_import.load_context(parsed))
    plan = quik_import.build_plan(parsed.trades, context, "SALES", {})
    run_db(
        quik_import.save_import(
            parsed,
            file_name="сделки_300326.xlsx",
            portfolio_code="SALES",
            decisions={},
            expected_rows=[row.trade.ordinal for row in plan.to_load],
            user=USER,
        )
    )

    bought = sum(t.quantity for t in parsed.trades if t.operation == "BUY")
    sold = sum(t.quantity for t in parsed.trades if t.operation == "SELL")
    assert bought and sold
    assert _rows(date(2026, 3, 30), "SALES") == [
        ("SALES", EVH, bought, sold, bought - sold)
    ]
    assert _rows(date(2026, 3, 29), "SALES") == []