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
498 lines
18 KiB
Python
498 lines
18 KiB
Python
"""Сервисы на фейковых сессиях/репозиториях — по образцу
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../sfm/tests/unit/test_opencloud_token_store.py: подменяем SessionLocal и
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классы репозиториев в модулях сервисов, БД не нужна."""
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from __future__ import annotations
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import asyncio
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from dataclasses import dataclass, field
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from datetime import date
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from decimal import Decimal
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from types import SimpleNamespace
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import pytest
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from app.integrations.cbr import FxRate
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from app.integrations.gateway import GatewayAuthError, GatewayUnavailableError
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from app.integrations.moex import MarketQuote, MoexDataError, SecurityInfo
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from app.services import fx_rates, market_data, request_log, securities
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from app.services.dates import previous_business_day
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from app.services.securities import SecurityServiceError
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from tests.unit.fakes import FakeCbr, FakeMoex, search_hit
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ON_DATE = date(2026, 10, 8)
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USER = "analyst@rshb.ru"
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# --- фейковая БД -------------------------------------------------------------
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@dataclass
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class FakeDB:
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currencies: dict[str, int] = field(
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default_factory=lambda: {"RUB": 1, "CNY": 2, "USD": 3}
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)
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securities: dict[str, SimpleNamespace] = field(default_factory=dict)
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market_data: dict[tuple[int, date], tuple[MarketQuote, str]] = field(
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default_factory=dict
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)
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nominals: dict[tuple[int, date], Decimal] = field(default_factory=dict)
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rates: dict[date, tuple[FxRate, str]] = field(default_factory=dict)
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request_log: list = field(default_factory=list)
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commits: int = 0
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fail_upsert_for: set[int] = field(default_factory=set)
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closed: set[int] = field(default_factory=set) # остаток 0 на дату (D10)
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def add_security(self, isin: str, secid: str, name: str, is_active=True):
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security = SimpleNamespace(
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id=len(self.securities) + 1,
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isin=isin,
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secid=secid,
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name=name,
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is_active=is_active,
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)
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self.securities[isin] = security
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return security
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class FakeSession:
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def __init__(self, db: FakeDB) -> None:
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self.db = db
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async def commit(self) -> None:
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self.db.commits += 1
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async def __aenter__(self) -> FakeSession:
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return self
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async def __aexit__(self, exc_type, exc, tb) -> bool: # noqa: ANN001
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return False
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class FakeSessionLocal:
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def __init__(self, db: FakeDB) -> None:
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self.db = db
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def __call__(self) -> FakeSession:
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return FakeSession(self.db)
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class FakeReferenceRepository:
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def __init__(self, session: FakeSession) -> None:
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self.db = session.db
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async def get_currency_id(self, code: str) -> int | None:
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return self.db.currencies.get(code)
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class FakeSecurityRepository:
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def __init__(self, session: FakeSession) -> None:
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self.db = session.db
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async def get_by_isin(self, isin: str):
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return self.db.securities.get(isin)
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async def list_active(self):
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return [s for s in self.db.securities.values() if s.is_active]
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async def add(self, isin: str, info: SecurityInfo, currency_id: int, user: str):
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security = self.db.add_security(isin, info.secid, info.short_name or info.secid)
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security.currency_id = currency_id
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security.created_by = user
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return security
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class FakeOperationRepository:
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def __init__(self, session: FakeSession) -> None:
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self.db = session.db
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async def open_security_ids(self, on_date: date) -> list[int]:
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return [s.id for s in self.db.securities.values() if s.id not in self.db.closed]
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class FakeMarketDataRepository:
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def __init__(self, session: FakeSession) -> None:
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self.db = session.db
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async def upsert(self, security_id: int, quote: MarketQuote, user: str) -> None:
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if security_id in self.db.fail_upsert_for:
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raise RuntimeError("БД недоступна")
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self.db.market_data[(security_id, quote.trade_date)] = (quote, user)
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class FakeNominalHistoryRepository:
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def __init__(self, session: FakeSession) -> None:
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self.db = session.db
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async def last_moex_on(self, security_id: int, on_date: date):
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dates = [d for (s, d) in self.db.nominals if s == security_id and d <= on_date]
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if not dates:
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return None
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return SimpleNamespace(face_value=self.db.nominals[(security_id, max(dates))])
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async def upsert(self, *, security_id, valid_from, face_value, **_) -> None:
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self.db.nominals[(security_id, valid_from)] = face_value
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class FakeExchangeRateRepository:
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def __init__(self, session: FakeSession) -> None:
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self.db = session.db
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async def last_rate_date(self, currency_id: int) -> date | None:
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return max(self.db.rates, default=None)
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async def upsert_many(self, currency_id: int, rates, user: str) -> None:
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for rate in rates:
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self.db.rates[rate.rate_date] = (rate, user)
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class FakeRequestLogRepository:
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def __init__(self, session: FakeSession) -> None:
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self.db = session.db
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async def add_many(self, records, user: str) -> None:
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self.db.request_log.extend((record, user) for record in records)
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@pytest.fixture
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def db(monkeypatch) -> FakeDB:
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fake_db = FakeDB()
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session_local = FakeSessionLocal(fake_db)
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for module in (securities, market_data, fx_rates, request_log):
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monkeypatch.setattr(module, "SessionLocal", session_local)
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monkeypatch.setattr(securities, "SecurityRepository", FakeSecurityRepository)
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monkeypatch.setattr(securities, "ReferenceRepository", FakeReferenceRepository)
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monkeypatch.setattr(market_data, "SecurityRepository", FakeSecurityRepository)
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monkeypatch.setattr(market_data, "MarketDataRepository", FakeMarketDataRepository)
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monkeypatch.setattr(market_data, "OperationRepository", FakeOperationRepository)
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monkeypatch.setattr(
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market_data, "NominalHistoryRepository", FakeNominalHistoryRepository
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)
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monkeypatch.setattr(fx_rates, "ReferenceRepository", FakeReferenceRepository)
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monkeypatch.setattr(fx_rates, "ExchangeRateRepository", FakeExchangeRateRepository)
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monkeypatch.setattr(request_log, "RequestLogRepository", FakeRequestLogRepository)
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return fake_db
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# --- данные ------------------------------------------------------------------
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def _info(secid: str, isin: str, face_unit: str = "SUR", name: str = "РЭО-02"):
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return SecurityInfo(
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isin=isin,
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secid=secid,
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short_name=name,
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initial_face_value=Decimal("1000"),
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face_value=Decimal("645.19"),
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face_unit=face_unit,
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issue_date=date(2023, 3, 30),
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mat_date=date(2031, 12, 20),
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coupon_percent=Decimal("17.35"),
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coupon_frequency=4,
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)
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def _quote(secid: str, price: str = "101.42") -> MarketQuote:
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return MarketQuote(
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trade_date=ON_DATE,
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board="TQCB",
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secid=secid,
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clean_price=Decimal(price),
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clean_price_source="WAPRICE",
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yield_value=Decimal("17.78"),
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yield_source="YIELDATWAP",
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duration_days=Decimal("759"),
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accrued_interest=Decimal("3.68"),
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face_value=Decimal("645.19"),
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coupon_percent=Decimal("17.35"),
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num_trades=3,
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volume=Decimal("15"),
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raw={},
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)
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def _rate(day: date, value: str) -> FxRate:
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return FxRate(
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rate_date=day, nominal=1, value=Decimal(value), rate_per_unit=Decimal(value)
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)
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# --- дата отчёта -------------------------------------------------------------
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@pytest.mark.parametrize(
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("today", "expected"),
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[
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(date(2026, 10, 9), date(2026, 10, 8)), # пт -> чт
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(date(2026, 10, 12), date(2026, 10, 9)), # пн -> пт
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(date(2026, 10, 11), date(2026, 10, 9)), # вс -> пт
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(date(2026, 10, 10), date(2026, 10, 9)), # сб -> пт
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],
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)
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def test_previous_business_day(today: date, expected: date) -> None:
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assert previous_business_day(today) == expected
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# --- бумаги ------------------------------------------------------------------
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def test_add_by_isin_two_step_lookup_and_save(db: FakeDB) -> None:
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moex = FakeMoex(
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search={"RU000A106169": search_hit("RU000A106169", "RU000A106169")},
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securities={"RU000A106169": _info("RU000A106169", "RU000A106169")},
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)
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result = asyncio.run(securities.add_by_isin(" ru000a106169 ", USER, moex=moex))
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assert result.isin == "RU000A106169"
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assert result.name == "РЭО-02"
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saved = db.securities["RU000A106169"]
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assert saved.currency_id == db.currencies["RUB"] # SUR -> RUB
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assert saved.created_by == USER
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assert moex.calls == [
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("find_by_isin", "RU000A106169"),
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("get_security", "RU000A106169"),
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]
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assert len(db.request_log) == 2
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assert {user for _, user in db.request_log} == {USER}
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def test_add_ofz_stores_isin_and_different_secid(db: FakeDB) -> None:
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moex = FakeMoex(
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search={"RU000A1038V6": search_hit("SU26238RMFS4", "RU000A1038V6")},
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securities={
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"SU26238RMFS4": _info("SU26238RMFS4", "RU000A1038V6", name="ОФЗ 26238")
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},
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)
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result = asyncio.run(securities.add_by_isin("RU000A1038V6", USER, moex=moex))
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assert (result.isin, result.secid) == ("RU000A1038V6", "SU26238RMFS4")
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assert ("get_security", "SU26238RMFS4") in moex.calls
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def test_add_existing_isin_is_rejected_without_moex_calls(db: FakeDB) -> None:
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db.add_security("RU000A106169", "RU000A106169", "РЭО-02")
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moex = FakeMoex()
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with pytest.raises(SecurityServiceError, match="уже добавлена"):
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asyncio.run(securities.add_by_isin("RU000A106169", USER, moex=moex))
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assert moex.calls == []
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def test_add_unknown_isin_is_not_found_on_moex(db: FakeDB) -> None:
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moex = FakeMoex()
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with pytest.raises(SecurityServiceError, match="не найдена на Мосбирже"):
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asyncio.run(securities.add_by_isin("RU000A999999", USER, moex=moex))
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assert db.securities == {}
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assert len(db.request_log) == 1 # поиск всё равно журналируется
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def test_add_when_search_found_but_description_empty(db: FakeDB) -> None:
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moex = FakeMoex(search={"RU000A106169": search_hit("RU000A106169", "RU000A106169")})
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with pytest.raises(SecurityServiceError, match="не найдена на Мосбирже"):
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asyncio.run(securities.add_by_isin("RU000A106169", USER, moex=moex))
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@pytest.mark.parametrize("isin", ["", "RU000A10616", "RU000A1061699", "12000A106169"])
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def test_add_invalid_isin(db: FakeDB, isin: str) -> None:
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moex = FakeMoex()
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with pytest.raises(SecurityServiceError, match="ISIN"):
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asyncio.run(securities.add_by_isin(isin, USER, moex=moex))
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assert moex.calls == []
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def test_add_gateway_error_is_user_friendly_and_logged(db: FakeDB) -> None:
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error = GatewayAuthError("Шлюз отказал в доступе", source="moex", endpoint="/x")
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moex = FakeMoex(search={"RU000A106169": error})
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with pytest.raises(SecurityServiceError, match="Не удалось получить данные MOEX"):
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asyncio.run(securities.add_by_isin("RU000A106169", USER, moex=moex))
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assert len(db.request_log) == 1
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def test_add_unknown_face_unit(db: FakeDB) -> None:
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moex = FakeMoex(
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search={"XS0000000001": search_hit("XS0000000001", "XS0000000001")},
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securities={"XS0000000001": _info("XS0000000001", "XS0000000001", "EUR")},
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)
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with pytest.raises(SecurityServiceError, match="EUR"):
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asyncio.run(securities.add_by_isin("XS0000000001", USER, moex=moex))
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assert db.securities == {}
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# --- котировки ---------------------------------------------------------------
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def test_market_update_counts_and_continues_after_errors(db: FakeDB) -> None:
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reo = db.add_security("RU000A106169", "RU000A106169", "РЭО-02")
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db.add_security("RU000A1038V6", "SU26238RMFS4", "ОФЗ 26238")
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db.add_security("RU000A100000", "RU000A100000", "Сломанная")
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db.add_security("RU000A111111", "RU000A111111", "Неактивная", is_active=False)
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moex = FakeMoex(
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history={
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"RU000A106169": _quote("RU000A106169"),
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"SU26238RMFS4": None,
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"RU000A100000": MoexDataError("только режим PACT"),
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}
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)
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result = asyncio.run(market_data.update(ON_DATE, "system", moex=moex))
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assert (result.updated, result.no_trades, result.errors) == (1, 1, 1)
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assert not result.ok
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assert len(result.messages) == 3
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assert any("торгов за 08.10.2026 не было" in m for m in result.messages)
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assert any("PACT" in m for m in result.messages)
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assert db.market_data[(reo.id, ON_DATE)][1] == "system"
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# История — по SECID, не по ISIN; неактивные не запрашиваются.
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requested = [call[1] for call in moex.calls]
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assert requested == ["RU000A106169", "SU26238RMFS4", "RU000A100000"]
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assert len(db.request_log) == 3
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def test_market_update_db_error_on_one_security_does_not_stop_others(
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db: FakeDB,
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) -> None:
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first = db.add_security("RU000A106169", "RU000A106169", "РЭО-02")
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second = db.add_security("RU000A1038V6", "SU26238RMFS4", "ОФЗ 26238")
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db.fail_upsert_for.add(first.id)
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moex = FakeMoex(
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history={
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"RU000A106169": _quote("RU000A106169"),
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"SU26238RMFS4": _quote("SU26238RMFS4", "95.10"),
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}
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)
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result = asyncio.run(market_data.update(ON_DATE, "system", moex=moex))
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assert (result.updated, result.errors) == (1, 1)
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assert (second.id, ON_DATE) in db.market_data
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assert "непредвиденная ошибка" in result.messages[0]
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def test_market_update_transient_gateway_error_is_per_security(db: FakeDB) -> None:
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db.add_security("RU000A106169", "RU000A106169", "РЭО-02")
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db.add_security("RU000A1038V6", "SU26238RMFS4", "ОФЗ 26238")
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moex = FakeMoex(
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history={
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"RU000A106169": GatewayUnavailableError(
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"MOEX временно недоступен", source="moex", endpoint="/x"
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),
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"SU26238RMFS4": _quote("SU26238RMFS4"),
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}
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)
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result = asyncio.run(market_data.update(ON_DATE, "system", moex=moex))
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assert (result.updated, result.errors) == (1, 1)
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def test_market_update_auth_error_aborts_remaining(db: FakeDB) -> None:
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for i in range(3):
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db.add_security(f"RU000A10000{i}", f"RU000A10000{i}", f"Бумага {i}")
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error = GatewayAuthError("Шлюз отказал в доступе", source="moex", endpoint="/x")
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moex = FakeMoex(history={"RU000A100000": error})
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result = asyncio.run(market_data.update(ON_DATE, "system", moex=moex))
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assert (result.updated, result.no_trades, result.errors) == (0, 0, 3)
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assert len(moex.calls) == 1
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assert "прервано" in result.messages[-1]
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def test_market_update_only_open_positions(db: FakeDB) -> None:
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db.add_security("RU000A106169", "RU000A106169", "РЭО-02")
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closed = db.add_security("RU000A1038V6", "SU26238RMFS4", "ОФЗ 26238")
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db.closed.add(closed.id)
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moex = FakeMoex(history={"RU000A106169": _quote("RU000A106169")})
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result = asyncio.run(market_data.update(ON_DATE, "system", moex=moex))
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assert (result.updated, result.no_trades, result.errors) == (1, 0, 0)
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assert [call[1] for call in moex.calls] == ["RU000A106169"]
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def test_market_update_without_open_positions(db: FakeDB) -> None:
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security = db.add_security("RU000A106169", "RU000A106169", "РЭО-02")
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db.closed.add(security.id)
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moex = FakeMoex()
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result = asyncio.run(market_data.update(ON_DATE, USER, moex=moex))
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|
||
assert result.ok
|
||
assert result.messages == [
|
||
"Нет бумаг с открытой позицией на 08.10.2026, котировки не запрашивались."
|
||
]
|
||
assert moex.calls == []
|
||
assert db.request_log == []
|
||
|
||
|
||
# --- курсы -------------------------------------------------------------------
|
||
|
||
|
||
def test_fx_update_starts_from_january_first_when_empty(db: FakeDB) -> None:
|
||
cbr = FakeCbr([_rate(date(2026, 1, 13), "11.1"), _rate(ON_DATE, "12.7516")])
|
||
|
||
result = asyncio.run(fx_rates.update(ON_DATE, USER, cbr=cbr))
|
||
|
||
assert cbr.calls == [(date(2026, 1, 1), ON_DATE, "R01375")]
|
||
assert result.ok
|
||
assert result.saved == 2
|
||
assert result.date_from == date(2026, 1, 1)
|
||
assert db.rates[ON_DATE][1] == USER
|
||
assert "12.7516" in result.messages[0]
|
||
assert len(db.request_log) == 1
|
||
|
||
|
||
def test_fx_update_continues_from_day_after_last_saved(db: FakeDB) -> None:
|
||
db.rates[date(2026, 10, 3)] = (_rate(date(2026, 10, 3), "12.4328"), "system")
|
||
cbr = FakeCbr([_rate(date(2026, 10, 6), "12.6491"), _rate(ON_DATE, "12.7516")])
|
||
|
||
result = asyncio.run(fx_rates.update(ON_DATE, "system", cbr=cbr))
|
||
|
||
assert cbr.calls == [(date(2026, 10, 4), ON_DATE, "R01375")]
|
||
assert result.saved == 2
|
||
|
||
|
||
def test_fx_update_nothing_to_do_does_not_call_cbr(db: FakeDB) -> None:
|
||
db.rates[ON_DATE] = (_rate(ON_DATE, "12.7516"), "system")
|
||
cbr = FakeCbr([])
|
||
|
||
result = asyncio.run(fx_rates.update(ON_DATE, "system", cbr=cbr))
|
||
|
||
assert result.ok
|
||
assert cbr.calls == []
|
||
assert "обновлять нечего" in result.messages[0]
|
||
|
||
|
||
def test_fx_update_cbr_error_is_reported(db: FakeDB) -> None:
|
||
error = GatewayAuthError(
|
||
"Шлюз отказал в доступе к CBR", source="cbr", endpoint="/x"
|
||
)
|
||
cbr = FakeCbr(error)
|
||
|
||
result = asyncio.run(fx_rates.update(ON_DATE, "system", cbr=cbr))
|
||
|
||
assert not result.ok
|
||
assert "Шлюз отказал" in result.error
|
||
assert db.rates == {}
|
||
assert len(db.request_log) == 1
|
||
|
||
|
||
def test_fx_update_empty_answer(db: FakeDB) -> None:
|
||
result = asyncio.run(fx_rates.update(ON_DATE, "system", cbr=FakeCbr([])))
|
||
|
||
assert result.ok
|
||
assert result.saved == 0
|
||
assert "не вернул" in result.messages[0]
|