R8: Accounting- + Supervisor-Modul + Core-Datenfundament (S-0)

Portierung der beiden fehlenden Grundbausteine aus PolytraderSharp (voller Ausbau). Core S-0 (Datenfundament fuer Analyse/Forensik): - core_decision_journal + core_order_events (+ ReasonCode/Decision/OrderEvent-Enums), IDecisionJournal/IOrderEventLog mit fehlertoleranten EF-Impls (Handel bricht nie). - SignalId-Durchreichung TradeSignal -> ExecutionService -> core_trade_history; ExecutionService schreibt an jeder Verzweigung Journal/Order-Events. - JSONL-Log-Sink (LogJson + Dual-Sink), pure Analytik: RealizedPnlEngine (FIFO), TradeAnalytics, DossierBuilder. Migration AddAnalysisFoundation. Accounting-Modul (acc_): unabhaengiger IBKR-Kontoauszug (Activity Flex Query) hinter Interfaces mit Offline-Null-Stubs -> append-only Ledger + Periodenabrechnung/BWA + FX (USD/EUR) + CSV/PDF (PDFsharp/MigraDoc). Steuerschicht bewusst offen (Platzhalter-Tab). Kein Handel. Migration InitialAccounting. Supervisor-Modul (sup_): read-only OpenRouter-Agent (Function-Calling-Loop) + read-only Tool-Registry (8 Tools) + Profile + Dossier-Browser + Counterfactual-Job (Stub) + Tagesbericht/MCP-Light (opt-in). Migration InitialSupervisor. Verdrahtung: Program.cs (beide Module + Icons), slnx/App/Tests-Referenzen, provision-db.ps1, AppSettings-Sektionen, docs/konzepte, README. Tests: 79 -> 117 gruen (FIFO/KPIs/Dossier/JSONL, Classifier/Engine/FX/Idempotenz, OpenRouter/Registry/Agent/MCP, STA-Konstruktion beider neuen Fenster). Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-07-31 09:25:18 +02:00
parent cbbedb2e0e
commit 2a312ca035
86 changed files with 6880 additions and 22 deletions
@@ -0,0 +1,85 @@
+using FluentAssertions;
+using IBKRTrader.Core.Analytics;
+using IBKRTrader.Core.Persistence.Entities;
+
+namespace IBKRTrader.Tests.Analytics;
+
+[Trait("cat", "unit")]
+public class RealizedPnlEngineTests
+{
+    private static CoreTrade Fill(string action, decimal qty, decimal price, int minute, string symbol = "AAPL") =>
+        new()
+        {
+            Module = "CT", Symbol = symbol, Action = action,
+            Quantity = qty, Price = price, TotalValue = qty * price,
+            TradedAt = new DateTime(2026, 1, 1, 0, minute, 0, DateTimeKind.Utc)
+        };
+
+    [Fact]
+    public void BuyThenSellAll_RealizesFullPnl()
+    {
+        var fills = new[] { Fill("BUY", 10, 100m, 0), Fill("SELL", 10, 130m, 1) };
+
+        var realized = RealizedPnlEngine.Match(fills);
+
+        realized.Should().HaveCount(1);
+        realized[0].RealizedPnl.Should().Be(300m);  // (130-100)*10
+    }
+
+    [Fact]
+    public void Sell_MatchesOldestLotsFirst_Fifo()
+    {
+        var fills = new[]
+        {
+            Fill("BUY", 10, 100m, 0),
+            Fill("BUY", 10, 120m, 1),
+            Fill("SELL", 15, 130m, 2)   // 10 gegen 100er-Lot, 5 gegen 120er-Lot
+        };
+
+        var realized = RealizedPnlEngine.Match(fills);
+
+        realized.Should().HaveCount(2);
+        realized[0].RealizedPnl.Should().Be((130m - 100m) * 10m);  // 300
+        realized[1].RealizedPnl.Should().Be((130m - 120m) * 5m);   // 50
+        RealizedPnlEngine.TotalRealized(fills).Should().Be(350m);
+    }
+
+    [Fact]
+    public void PartialSell_LeavesRemainderOpen()
+    {
+        var fills = new[] { Fill("BUY", 10, 100m, 0), Fill("SELL", 4, 130m, 1) };
+
+        var realized = RealizedPnlEngine.Match(fills);
+
+        realized.Should().HaveCount(1);
+        realized[0].Quantity.Should().Be(4m);
+        realized[0].RealizedPnl.Should().Be(120m);
+    }
+
+    [Fact]
+    public void SellExceedingHoldings_IgnoresSurplus_NoShort()
+    {
+        var fills = new[] { Fill("BUY", 5, 100m, 0), Fill("SELL", 8, 130m, 1) };
+
+        var realized = RealizedPnlEngine.Match(fills);
+
+        realized.Should().HaveCount(1);
+        realized[0].Quantity.Should().Be(5m);   // nur die gehaltenen 5 realisiert
+    }
+
+    [Fact]
+    public void SeparatesBySymbol()
+    {
+        var fills = new[]
+        {
+            Fill("BUY", 10, 100m, 0, "AAPL"),
+            Fill("BUY", 10, 50m, 1, "MSFT"),
+            Fill("SELL", 10, 130m, 2, "AAPL")
+        };
+
+        var realized = RealizedPnlEngine.Match(fills);
+
+        realized.Should().HaveCount(1);
+        realized[0].Symbol.Should().Be("AAPL");
+    }
+}