RichardandClaude Opus 4.8
2a312ca035
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>
86 lines
2.5 KiB
C#
86 lines
2.5 KiB
C#
using FluentAssertions;
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using IBKRTrader.Core.Analytics;
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using IBKRTrader.Core.Persistence.Entities;
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namespace IBKRTrader.Tests.Analytics;
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[Trait("cat", "unit")]
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public class RealizedPnlEngineTests
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{
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private static CoreTrade Fill(string action, decimal qty, decimal price, int minute, string symbol = "AAPL") =>
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new()
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{
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Module = "CT", Symbol = symbol, Action = action,
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Quantity = qty, Price = price, TotalValue = qty * price,
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TradedAt = new DateTime(2026, 1, 1, 0, minute, 0, DateTimeKind.Utc)
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};
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[Fact]
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public void BuyThenSellAll_RealizesFullPnl()
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{
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var fills = new[] { Fill("BUY", 10, 100m, 0), Fill("SELL", 10, 130m, 1) };
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var realized = RealizedPnlEngine.Match(fills);
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realized.Should().HaveCount(1);
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realized[0].RealizedPnl.Should().Be(300m); // (130-100)*10
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}
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[Fact]
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public void Sell_MatchesOldestLotsFirst_Fifo()
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{
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var fills = new[]
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{
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Fill("BUY", 10, 100m, 0),
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Fill("BUY", 10, 120m, 1),
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Fill("SELL", 15, 130m, 2) // 10 gegen 100er-Lot, 5 gegen 120er-Lot
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};
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var realized = RealizedPnlEngine.Match(fills);
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realized.Should().HaveCount(2);
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realized[0].RealizedPnl.Should().Be((130m - 100m) * 10m); // 300
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realized[1].RealizedPnl.Should().Be((130m - 120m) * 5m); // 50
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RealizedPnlEngine.TotalRealized(fills).Should().Be(350m);
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}
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[Fact]
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public void PartialSell_LeavesRemainderOpen()
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{
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var fills = new[] { Fill("BUY", 10, 100m, 0), Fill("SELL", 4, 130m, 1) };
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var realized = RealizedPnlEngine.Match(fills);
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realized.Should().HaveCount(1);
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realized[0].Quantity.Should().Be(4m);
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realized[0].RealizedPnl.Should().Be(120m);
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}
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[Fact]
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public void SellExceedingHoldings_IgnoresSurplus_NoShort()
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{
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var fills = new[] { Fill("BUY", 5, 100m, 0), Fill("SELL", 8, 130m, 1) };
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var realized = RealizedPnlEngine.Match(fills);
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realized.Should().HaveCount(1);
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realized[0].Quantity.Should().Be(5m); // nur die gehaltenen 5 realisiert
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}
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[Fact]
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public void SeparatesBySymbol()
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{
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var fills = new[]
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{
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Fill("BUY", 10, 100m, 0, "AAPL"),
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Fill("BUY", 10, 50m, 1, "MSFT"),
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Fill("SELL", 10, 130m, 2, "AAPL")
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};
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var realized = RealizedPnlEngine.Match(fills);
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realized.Should().HaveCount(1);
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realized[0].Symbol.Should().Be("AAPL");
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}
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}
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