Richard
7e3791b82d
R3 Slice 2: Trading-Buchführung auf EF Core (+ InMemory-Tests) - BudgetService, TradeHistoryService, PortfolioService von Dapper/DatabaseService auf IDbContextFactory<CoreDbContext> (EF Core) umgestellt - Positionen/Budget/Trade-Historie ueber CoreDbContext (core_position/core_budget/core_trade_history) - Tests: EF-InMemory-Provider im Testprojekt; 5 PortfolioService-Tests (Buy/Sell/Avg/Exposure/Isolation) - 35/35 Tests + Build + smoke-ui gruen; WorkerBase-Log/Modul/Dapper-Entfernung folgen Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com> @
100 lines
3.5 KiB
C#
100 lines
3.5 KiB
C#
using FluentAssertions;
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using IBKRTrader.Core.Budget;
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using IBKRTrader.Core.Logging;
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using IBKRTrader.Core.Persistence.Ef;
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using IBKRTrader.Core.Trading;
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using Microsoft.EntityFrameworkCore;
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namespace IBKRTrader.Tests.Trading;
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/// <summary>
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/// EF-gestützte Buchführung gegen die EF-InMemory-Datenbank (kein externer DB-Zugriff,
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/// deterministisch – zählt als Unit-Test).
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/// </summary>
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[Trait("cat", "unit")]
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public class PortfolioServiceTests
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{
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private sealed class InMemoryFactory : IDbContextFactory<CoreDbContext>
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{
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private readonly DbContextOptions<CoreDbContext> _options;
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public InMemoryFactory(DbContextOptions<CoreDbContext> options) => _options = options;
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public CoreDbContext CreateDbContext() => new(_options);
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}
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private static PortfolioService CreateSut(out IDbContextFactory<CoreDbContext> factory)
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{
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var options = new DbContextOptionsBuilder<CoreDbContext>()
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.UseInMemoryDatabase(Guid.NewGuid().ToString())
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.Options;
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factory = new InMemoryFactory(options);
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var logger = new LoggingService();
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var history = new TradeHistoryService(factory, logger);
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var budget = new BudgetService(factory, logger);
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return new PortfolioService(factory, history, budget, logger);
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}
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[Fact]
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public async Task Buy_CreatesPosition_AndExposure_AndBudget_AndHistory()
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{
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var sut = CreateSut(out var factory);
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await sut.RecordFillAsync("CT", "AAPL", TradeSide.Buy, 5, 100m, "O1");
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(await sut.GetPositionQuantityAsync("CT", "AAPL")).Should().Be(5);
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(await sut.GetModuleExposureAsync("CT")).Should().Be(500m);
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await using var db = await factory.CreateDbContextAsync();
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db.TradeHistory.Should().ContainSingle();
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(await db.Budgets.FindAsync("CT"))!.UsedBudget.Should().Be(500m);
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}
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[Fact]
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public async Task Buy_Twice_AveragesPrice()
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{
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var sut = CreateSut(out _);
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await sut.RecordFillAsync("CT", "AAPL", TradeSide.Buy, 10, 100m, "O1");
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await sut.RecordFillAsync("CT", "AAPL", TradeSide.Buy, 10, 120m, "O2");
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(await sut.GetPositionQuantityAsync("CT", "AAPL")).Should().Be(20);
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// Durchschnitt: (10*100 + 10*120) / 20 = 110
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var positions = await sut.GetPositionsAsync("CT");
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positions.Single().AvgPrice.Should().Be(110m);
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}
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[Fact]
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public async Task Sell_Partial_ReducesQuantity()
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{
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var sut = CreateSut(out _);
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await sut.RecordFillAsync("CT", "AAPL", TradeSide.Buy, 10, 100m, "O1");
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await sut.RecordFillAsync("CT", "AAPL", TradeSide.Sell, 4, 130m, "O2");
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(await sut.GetPositionQuantityAsync("CT", "AAPL")).Should().Be(6);
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}
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[Fact]
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public async Task Sell_Full_RemovesPosition()
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{
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var sut = CreateSut(out _);
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await sut.RecordFillAsync("CT", "AAPL", TradeSide.Buy, 10, 100m, "O1");
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await sut.RecordFillAsync("CT", "AAPL", TradeSide.Sell, 10, 130m, "O2");
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(await sut.GetPositionQuantityAsync("CT", "AAPL")).Should().Be(0);
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(await sut.GetPositionsAsync("CT")).Should().BeEmpty();
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}
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[Fact]
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public async Task Exposure_IsIsolatedPerModule()
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{
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var sut = CreateSut(out _);
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await sut.RecordFillAsync("CT", "AAPL", TradeSide.Buy, 5, 100m, "O1");
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await sut.RecordFillAsync("XX", "MSFT", TradeSide.Buy, 2, 200m, "O2");
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(await sut.GetModuleExposureAsync("CT")).Should().Be(500m);
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(await sut.GetModuleExposureAsync("XX")).Should().Be(400m);
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}
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}
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