Add Fable's Stufe A invariant tests
This commit is contained in:
Richard
@@ -1,4 +1,4 @@
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<Project Sdk="Microsoft.NET.Sdk">
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<Project Sdk="Microsoft.NET.Sdk">
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<PropertyGroup>
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<TargetFramework>net10.0</TargetFramework>
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@@ -10,6 +10,7 @@
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<ItemGroup>
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<PackageReference Include="coverlet.collector" Version="6.0.4" />
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<PackageReference Include="Microsoft.EntityFrameworkCore.InMemory" Version="8.0.11" />
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<PackageReference Include="Microsoft.EntityFrameworkCore.Sqlite" Version="8.0.11" />
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<PackageReference Include="Microsoft.NET.Test.Sdk" Version="17.14.1" />
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<PackageReference Include="Moq" Version="4.20.72" />
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<PackageReference Include="xunit" Version="2.9.3" />
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@@ -24,6 +25,7 @@
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<ProjectReference Include="..\Predictalytics.Application\Predictalytics.Application.csproj" />
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<ProjectReference Include="..\Predictalytics.Domain\Predictalytics.Domain.csproj" />
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<ProjectReference Include="..\Predictalytics.Infrastructure\Predictalytics.Infrastructure.csproj" />
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<ProjectReference Include="..\Predictalytics.Worker\Predictalytics.Worker.csproj" />
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</ItemGroup>
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</Project>
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@@ -12,10 +12,10 @@ namespace Predictalytics.Application.Tests.Services;
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public class PositionPnLEngineTests
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{
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private AppDbContext CreateDbContext()
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private AppDbContext CreateDbContext(string? dbName = null)
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{
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var options = new DbContextOptionsBuilder<AppDbContext>()
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.UseInMemoryDatabase(databaseName: Guid.NewGuid().ToString())
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.UseInMemoryDatabase(databaseName: dbName ?? Guid.NewGuid().ToString())
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.Options;
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return new AppDbContext(options);
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}
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@@ -289,4 +289,369 @@ public class PositionPnLEngineTests
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// Then PnL7d = OverallPnL (50) - SnapshotPnL (100) = -50.
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Assert.Equal(-50m, updatedTrader.Analytics.PnL7d);
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}
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// ═════════════════════════════════════════════════════════════════════════
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// Invariant tests added 2026-07-09 (review round 4).
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// Each test pins the REQUIRED behavior for a confirmed, still-open defect.
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// They are EXPECTED TO BE RED until the corresponding fix lands.
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// Fix the engine — never weaken these assertions to make them pass.
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// ═════════════════════════════════════════════════════════════════════════
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/// <summary>
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/// Defect 1: The totals (and the virtual-payout pass) iterate only over
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/// positions rebuilt from the remaining trades. A position whose trades were
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/// removed by the retention worker must still contribute its RealizedPnl to
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/// OverallPnL — the position IS the compressed replacement for its history.
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/// </summary>
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[Fact]
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public async Task RecalculateTraderPositionsAsync_PositionWithoutRemainingTrades_IsIncludedInOverallPnl()
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{
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// Arrange
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var dbName = Guid.NewGuid().ToString();
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using (var db = CreateDbContext(dbName))
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{
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var trader = new Trader { Id = 1, PlatformUserId = "0x1", DisplayName = "Trader 1" };
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// Outcome 100: closed position, all of its trades pruned by retention.
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var market1 = new Market { Id = 10, PlatformMarketId = 1L, Question = "Old market" };
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market1.Outcomes.Add(new MarketOutcome { Id = 100, MarketId = 10, Label = "Yes", TokenId = "t100", CurrentPrice = 0.60m });
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// Outcome 101: one live trade, so the engine runs its full path.
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var market2 = new Market { Id = 11, PlatformMarketId = 2L, Question = "Live market" };
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market2.Outcomes.Add(new MarketOutcome { Id = 101, MarketId = 11, Label = "Yes", TokenId = "t101", CurrentPrice = 0.50m });
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db.Traders.Add(trader);
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db.Markets.AddRange(market1, market2);
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db.TraderPositions.Add(new TraderPosition
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{
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Id = 1, TraderId = 1, MarketOutcomeId = 100,
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SharesHeld = 0, AvgCost = 0, RealizedPnl = 50m,
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LastAppliedTradeId = 999, LastTradeExecutedAt = DateTime.UtcNow.AddDays(-40),
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IsHistoryPruned = true
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});
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db.Trades.Add(new Trade
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{
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Id = 1000, TraderId = 1, DbMarketId = 11, MarketOutcomeId = 101,
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Side = TradeSide.Buy, Price = 0.50m, Size = 100m, Amount = 50m,
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ExecutedAt = DateTime.UtcNow
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});
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await db.SaveChangesAsync();
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}
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// Act (fresh context, like the worker does)
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using (var db = CreateDbContext(dbName))
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{
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var pnlEngine = new PositionPnLEngine(db, NullLogger<PositionPnLEngine>.Instance);
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await pnlEngine.RecalculateTraderPositionsAsync(1);
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}
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// Assert: 50 realized (orphaned position) + 0 unrealized (live buy at current price)
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using (var db = CreateDbContext(dbName))
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{
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var analytics = await db.TraderAnalytics.SingleAsync(a => a.TraderId == 1);
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Assert.Equal(50m, analytics.OverallPnL);
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var trader = await db.Traders.SingleAsync(t => t.Id == 1);
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Assert.Equal(50m, trader.TotalPnl);
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}
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}
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/// <summary>
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/// Defect 1 (virtual-payout variant): A position with open shares in a
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/// RESOLVED market must receive its virtual payout even when none of its
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/// trades exist anymore. Requires the engine to load positions with their
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/// MarketOutcome/Market instead of relying on entities tracked via trades.
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/// </summary>
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[Fact]
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public async Task RecalculateTraderPositionsAsync_VirtualPayout_AppliesToPositionWithoutRemainingTrades()
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{
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// Arrange
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var dbName = Guid.NewGuid().ToString();
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using (var db = CreateDbContext(dbName))
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{
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var trader = new Trader { Id = 1, PlatformUserId = "0x1", DisplayName = "Trader 1" };
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var resolvedMarket = new Market
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{
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Id = 10, PlatformMarketId = 1L, Question = "Resolved market",
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IsResolved = true, ResolutionOutcome = "Yes"
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};
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resolvedMarket.Outcomes.Add(new MarketOutcome { Id = 100, MarketId = 10, Label = "Yes", TokenId = "t100", CurrentPrice = 0.99m });
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var liveMarket = new Market { Id = 11, PlatformMarketId = 2L, Question = "Live market" };
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liveMarket.Outcomes.Add(new MarketOutcome { Id = 101, MarketId = 11, Label = "Yes", TokenId = "t101", CurrentPrice = 0.50m });
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db.Traders.Add(trader);
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db.Markets.AddRange(resolvedMarket, liveMarket);
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// Winning position, bought at 0.40, never redeemed, trades pruned.
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db.TraderPositions.Add(new TraderPosition
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{
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Id = 1, TraderId = 1, MarketOutcomeId = 100,
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SharesHeld = 100m, AvgCost = 0.40m, RealizedPnl = 0m,
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LastAppliedTradeId = 999, LastTradeExecutedAt = DateTime.UtcNow.AddDays(-40),
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IsHistoryPruned = true
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});
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db.Trades.Add(new Trade
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{
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Id = 1000, TraderId = 1, DbMarketId = 11, MarketOutcomeId = 101,
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Side = TradeSide.Buy, Price = 0.50m, Size = 10m, Amount = 5m,
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ExecutedAt = DateTime.UtcNow
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});
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await db.SaveChangesAsync();
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}
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// Act
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using (var db = CreateDbContext(dbName))
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{
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var pnlEngine = new PositionPnLEngine(db, NullLogger<PositionPnLEngine>.Instance);
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await pnlEngine.RecalculateTraderPositionsAsync(1);
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}
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// Assert: virtual payout of 100 × (1.00 − 0.40) = 60 was booked.
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using (var db = CreateDbContext(dbName))
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{
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var pos = await db.TraderPositions.SingleAsync(p => p.TraderId == 1 && p.MarketOutcomeId == 100);
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Assert.Equal(60m, pos.RealizedPnl);
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Assert.Equal(0m, pos.SharesHeld);
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var analytics = await db.TraderAnalytics.SingleAsync(a => a.TraderId == 1);
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Assert.Equal(60m, analytics.OverallPnL);
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}
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}
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/// <summary>
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/// Defect 3: If an external actor (the reconciliation worker) zeroes the
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/// checkpoint of a position whose history is pruned, the engine must NOT
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/// re-apply the remaining trades on top of the existing position state.
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/// A pruned position can never be replayed — the engine has to detect the
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/// inconsistent state, keep the stored values and restore a valid checkpoint.
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/// This guard must live in the engine even if the reconciliation worker is
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/// also fixed to skip pruned positions (defense in depth).
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/// </summary>
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[Fact]
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public async Task RecalculateTraderPositionsAsync_PrunedPositionWithResetCheckpoint_DoesNotDoubleCount()
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{
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// Arrange
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var dbName = Guid.NewGuid().ToString();
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using (var db = CreateDbContext(dbName))
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{
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var trader = new Trader { Id = 1, PlatformUserId = "0x1", DisplayName = "Trader 1" };
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var market = new Market { Id = 10, PlatformMarketId = 1L, Question = "Q?" };
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market.Outcomes.Add(new MarketOutcome { Id = 100, MarketId = 10, Label = "Yes", TokenId = "t100", CurrentPrice = 0.50m });
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db.Traders.Add(trader);
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db.Markets.Add(market);
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// This sell was already applied in an earlier run (its +25 PnL is part
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// of RealizedPnl below). Earlier buys were pruned (IsHistoryPruned).
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db.Trades.Add(new Trade
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{
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Id = 10, TraderId = 1, DbMarketId = 10, MarketOutcomeId = 100,
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Side = TradeSide.Sell, Price = 0.75m, Size = 100m, Amount = 75m,
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ExecutedAt = DateTime.UtcNow.AddDays(-1)
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});
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db.TraderPositions.Add(new TraderPosition
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{
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Id = 1, TraderId = 1, MarketOutcomeId = 100,
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SharesHeld = 100m, AvgCost = 0.50m, RealizedPnl = 25m,
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LastAppliedTradeId = 0, // externally reset, e.g. by TradeReconciliationWorker
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LastTradeExecutedAt = DateTime.UtcNow.AddDays(-1),
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IsHistoryPruned = true
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});
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await db.SaveChangesAsync();
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}
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// Act
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using (var db = CreateDbContext(dbName))
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{
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var pnlEngine = new PositionPnLEngine(db, NullLogger<PositionPnLEngine>.Instance);
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await pnlEngine.RecalculateTraderPositionsAsync(1);
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}
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// Assert: values unchanged — the sell must not be booked a second time.
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using (var db = CreateDbContext(dbName))
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{
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var pos = await db.TraderPositions.SingleAsync(p => p.TraderId == 1 && p.MarketOutcomeId == 100);
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Assert.Equal(25m, pos.RealizedPnl);
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Assert.Equal(100m, pos.SharesHeld);
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var analytics = await db.TraderAnalytics.SingleAsync(a => a.TraderId == 1);
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Assert.Equal(25m, analytics.OverallPnL); // 25 realized + 0 unrealized (price == cost)
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}
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}
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/// <summary>
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/// Defect 4: MERGE burns shares and returns cash — it is the mirror image of
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/// SPLIT, not a buy. The Polymarket activity API always delivers positive
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/// sizes, so branching on the sign of Size sends every merge through the
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/// buy branch (shares up, cash out). Booking must branch on TradeSide.
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/// </summary>
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[Fact]
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public async Task RecalculateTraderPositionsAsync_MergeTrade_ReducesSharesAndReturnsCash()
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{
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// Arrange
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var dbName = Guid.NewGuid().ToString();
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using (var db = CreateDbContext(dbName))
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{
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var trader = new Trader { Id = 1, PlatformUserId = "0x1", DisplayName = "Trader 1" };
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var market = new Market { Id = 10, PlatformMarketId = 1L, Question = "Q?" };
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market.Outcomes.Add(new MarketOutcome { Id = 100, MarketId = 10, Label = "Yes", TokenId = "t100", CurrentPrice = 0.40m });
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db.Traders.Add(trader);
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db.Markets.Add(market);
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db.Trades.Add(new Trade
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{
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Id = 10, TraderId = 1, DbMarketId = 10, MarketOutcomeId = 100,
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Side = TradeSide.Buy, Price = 0.40m, Size = 100m, Amount = 40m,
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ExecutedAt = DateTime.UtcNow.AddHours(-2)
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});
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// Merge of 100 shares — size is POSITIVE, exactly as the API delivers it.
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db.Trades.Add(new Trade
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{
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Id = 20, TraderId = 1, DbMarketId = 10, MarketOutcomeId = 100,
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Side = TradeSide.Merge, Price = 0.40m, Size = 100m, Amount = 40m,
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ExecutedAt = DateTime.UtcNow.AddHours(-1)
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});
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await db.SaveChangesAsync();
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}
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// Act
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using (var db = CreateDbContext(dbName))
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{
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var pnlEngine = new PositionPnLEngine(db, NullLogger<PositionPnLEngine>.Instance);
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await pnlEngine.RecalculateTraderPositionsAsync(1);
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}
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// Assert: buy −40, merge +40 → flat position, flat cash.
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using (var db = CreateDbContext(dbName))
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{
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var pos = await db.TraderPositions.SingleAsync(p => p.TraderId == 1 && p.MarketOutcomeId == 100);
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Assert.Equal(0m, pos.SharesHeld);
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Assert.Equal(0m, pos.RealizedPnl); // merged out at cost basis
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var analytics = await db.TraderAnalytics.SingleAsync(a => a.TraderId == 1);
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Assert.Equal(0m, analytics.CurrentBalance);
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Assert.Equal(40m, analytics.EstimatedBankroll); // max cash drawdown was the buy
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}
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}
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/// <summary>
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/// Defect 6: A checkpoint reset causes the engine to replay trades whose
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/// cashflows are already contained in the persisted CurrentBalance. The
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/// replay must not book those cashflows a second time.
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/// </summary>
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[Fact]
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public async Task RecalculateTraderPositionsAsync_CheckpointResetAndReplay_DoesNotDoubleCountBalance()
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{
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// Arrange
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var dbName = Guid.NewGuid().ToString();
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using (var db = CreateDbContext(dbName))
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{
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var trader = new Trader { Id = 1, PlatformUserId = "0x1", DisplayName = "Trader 1" };
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var market = new Market { Id = 10, PlatformMarketId = 1L, Question = "Q?" };
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market.Outcomes.Add(new MarketOutcome { Id = 100, MarketId = 10, Label = "Yes", TokenId = "t100", CurrentPrice = 0.50m });
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db.Traders.Add(trader);
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db.Markets.Add(market);
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db.Trades.Add(new Trade
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{
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Id = 10, TraderId = 1, DbMarketId = 10, MarketOutcomeId = 100,
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Side = TradeSide.Buy, Price = 0.50m, Size = 100m, Amount = 50m,
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ExecutedAt = DateTime.UtcNow.AddHours(-1)
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});
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await db.SaveChangesAsync();
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}
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// First run — applies the buy, balance goes to −50.
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using (var db = CreateDbContext(dbName))
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{
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var pnlEngine = new PositionPnLEngine(db, NullLogger<PositionPnLEngine>.Instance);
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await pnlEngine.RecalculateTraderPositionsAsync(1);
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}
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// Simulate the reconciliation worker resetting the checkpoint
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// (it does exactly this whenever it links orphaned trades).
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using (var db = CreateDbContext(dbName))
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{
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var pos = await db.TraderPositions.SingleAsync(p => p.TraderId == 1 && p.MarketOutcomeId == 100);
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pos.LastAppliedTradeId = 0;
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await db.SaveChangesAsync();
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}
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// Second run — engine resets the position and replays the same buy.
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using (var db = CreateDbContext(dbName))
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{
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var pnlEngine = new PositionPnLEngine(db, NullLogger<PositionPnLEngine>.Instance);
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await pnlEngine.RecalculateTraderPositionsAsync(1);
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}
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// Assert: balance must equal the single-run result.
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using (var db = CreateDbContext(dbName))
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{
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var analytics = await db.TraderAnalytics.SingleAsync(a => a.TraderId == 1);
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Assert.Equal(-50m, analytics.CurrentBalance);
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Assert.Equal(50m, analytics.EstimatedBankroll);
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var pos = await db.TraderPositions.SingleAsync(p => p.TraderId == 1 && p.MarketOutcomeId == 100);
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Assert.Equal(100m, pos.SharesHeld);
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Assert.Equal(0.50m, pos.AvgCost);
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}
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}
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/// <summary>
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/// Defect 5: For a newly discovered trader there is no snapshot older than
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/// the window, and the fallback of 0 turns the LIFETIME PnL into the
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/// 24h/7d/30d PnL. A trader whose entire activity is older than the window
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/// must report 0 for that window, not his all-time PnL.
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/// </summary>
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[Fact]
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public async Task RecalculateTraderPositionsAsync_NewlyDiscoveredTraderWithOldHistory_WindowPnlIsNotLifetimePnl()
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{
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// Arrange: profitable round trip 60/50 days ago, no snapshots (first analysis).
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var dbName = Guid.NewGuid().ToString();
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using (var db = CreateDbContext(dbName))
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{
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var trader = new Trader { Id = 1, PlatformUserId = "0x1", DisplayName = "Trader 1" };
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var market = new Market { Id = 10, PlatformMarketId = 1L, Question = "Q?" };
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market.Outcomes.Add(new MarketOutcome { Id = 100, MarketId = 10, Label = "Yes", TokenId = "t100", CurrentPrice = 0.70m });
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db.Traders.Add(trader);
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db.Markets.Add(market);
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db.Trades.Add(new Trade
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{
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Id = 10, TraderId = 1, DbMarketId = 10, MarketOutcomeId = 100,
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Side = TradeSide.Buy, Price = 0.20m, Size = 100m, Amount = 20m,
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ExecutedAt = DateTime.UtcNow.AddDays(-60)
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});
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db.Trades.Add(new Trade
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{
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Id = 20, TraderId = 1, DbMarketId = 10, MarketOutcomeId = 100,
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Side = TradeSide.Sell, Price = 0.70m, Size = 100m, Amount = 70m,
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ExecutedAt = DateTime.UtcNow.AddDays(-50)
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});
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await db.SaveChangesAsync();
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}
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// Act
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using (var db = CreateDbContext(dbName))
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{
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var pnlEngine = new PositionPnLEngine(db, NullLogger<PositionPnLEngine>.Instance);
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await pnlEngine.RecalculateTraderPositionsAsync(1);
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}
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// Assert: lifetime PnL is 50, but no trading happened inside any window.
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using (var db = CreateDbContext(dbName))
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{
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var analytics = await db.TraderAnalytics.SingleAsync(a => a.TraderId == 1);
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Assert.Equal(50m, analytics.OverallPnL);
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Assert.Equal(0m, analytics.PnL30d);
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Assert.Equal(0m, analytics.PnL7d);
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Assert.Equal(0m, analytics.PnL24h);
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}
|
||||
}
|
||||
}
|
||||
|
||||
@@ -0,0 +1,140 @@
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Reflection;
|
||||
using System.Threading;
|
||||
using System.Threading.Tasks;
|
||||
using Microsoft.Data.Sqlite;
|
||||
using Microsoft.EntityFrameworkCore;
|
||||
using Microsoft.Extensions.Configuration;
|
||||
using Microsoft.Extensions.DependencyInjection;
|
||||
using Microsoft.Extensions.Logging.Abstractions;
|
||||
using Predictalytics.Domain.Entities;
|
||||
using Predictalytics.Domain.Enums;
|
||||
using Predictalytics.Infrastructure.Data;
|
||||
using Predictalytics.Infrastructure.Services;
|
||||
using Predictalytics.Worker.Services;
|
||||
using Xunit;
|
||||
|
||||
namespace Predictalytics.Application.Tests.Services;
|
||||
|
||||
/// <summary>
|
||||
/// Invariant tests for the retention/compaction worker (added 2026-07-09).
|
||||
/// Uses SQLite in-memory instead of the InMemory provider because the worker
|
||||
/// relies on ExecuteDeleteAsync/ExecuteUpdateAsync (relational-only).
|
||||
/// </summary>
|
||||
public class TradeRetentionWorkerTests
|
||||
{
|
||||
/// <summary>
|
||||
/// Defect 2: Compaction bumps the position checkpoint to the aggregate
|
||||
/// trade's Id — which is the highest Id in the table. Any UNAPPLIED real
|
||||
/// trade with a smaller Id silently falls below the checkpoint and is never
|
||||
/// booked (IsHistoryPruned additionally blocks the reset self-heal).
|
||||
///
|
||||
/// Invariant: after compaction plus a PnL engine run, every previously
|
||||
/// unapplied trade must be reflected in the position. Valid fixes include
|
||||
/// skipping compaction while unapplied trades exist for the position, or
|
||||
/// marking the aggregate as pre-applied without moving the checkpoint past
|
||||
/// unapplied trades. EXPECTED TO BE RED until fixed.
|
||||
/// </summary>
|
||||
[Fact]
|
||||
public async Task RunOptimizationAsync_CompactionWithUnappliedTrades_DoesNotLoseThem()
|
||||
{
|
||||
// ── Arrange: shared SQLite in-memory database ────────────────────────
|
||||
using var connection = new SqliteConnection("DataSource=:memory:");
|
||||
connection.Open();
|
||||
var options = new DbContextOptionsBuilder<AppDbContext>()
|
||||
.UseSqlite(connection)
|
||||
.Options;
|
||||
|
||||
var baseDate = DateTime.UtcNow.Date;
|
||||
|
||||
using (var setup = new AppDbContext(options))
|
||||
{
|
||||
setup.Database.EnsureCreated();
|
||||
|
||||
var ev = new Event { Id = 1, Platform = PlatformType.Polymarket, Slug = "e", Title = "E" };
|
||||
setup.Set<Event>().Add(ev);
|
||||
|
||||
var market = new Market { Id = 10, EventId = 1, PlatformMarketId = 1L, Question = "Q?" };
|
||||
market.Outcomes.Add(new MarketOutcome { Id = 100, MarketId = 10, Label = "Yes", TokenId = "t100", CurrentPrice = 0.45m });
|
||||
setup.Markets.Add(market);
|
||||
|
||||
// Bot trader → target of the compaction pass.
|
||||
setup.Traders.Add(new Trader { Id = 1, PlatformUserId = "0x1", DisplayName = "Bot", IsSuspectedBot = true });
|
||||
|
||||
// Two APPLIED trades, older than the compaction cutoff, same day/side
|
||||
// → they form a compactable group.
|
||||
setup.Trades.Add(new Trade
|
||||
{
|
||||
Id = 10, TraderId = 1, DbMarketId = 10, MarketOutcomeId = 100, PlatformTradeId = "tx10",
|
||||
Side = TradeSide.Buy, Price = 0.40m, Size = 50m, Amount = 20m,
|
||||
ExecutedAt = baseDate.AddDays(-20).AddHours(10)
|
||||
});
|
||||
setup.Trades.Add(new Trade
|
||||
{
|
||||
Id = 11, TraderId = 1, DbMarketId = 10, MarketOutcomeId = 100, PlatformTradeId = "tx11",
|
||||
Side = TradeSide.Buy, Price = 0.40m, Size = 50m, Amount = 20m,
|
||||
ExecutedAt = baseDate.AddDays(-20).AddHours(11)
|
||||
});
|
||||
|
||||
// One UNAPPLIED trade (imported but not yet analyzed): Id 12 is above
|
||||
// the checkpoint (11) but below the aggregate's future Id.
|
||||
setup.Trades.Add(new Trade
|
||||
{
|
||||
Id = 12, TraderId = 1, DbMarketId = 10, MarketOutcomeId = 100, PlatformTradeId = "tx12",
|
||||
Side = TradeSide.Buy, Price = 0.50m, Size = 100m, Amount = 50m,
|
||||
ExecutedAt = baseDate.AddDays(-5).AddHours(10)
|
||||
});
|
||||
|
||||
// Position reflects exactly the two applied trades.
|
||||
setup.TraderPositions.Add(new TraderPosition
|
||||
{
|
||||
Id = 1, TraderId = 1, MarketOutcomeId = 100,
|
||||
SharesHeld = 100m, AvgCost = 0.40m, RealizedPnl = 0m,
|
||||
LastAppliedTradeId = 11,
|
||||
LastTradeExecutedAt = baseDate.AddDays(-20).AddHours(11),
|
||||
IsHistoryPruned = false
|
||||
});
|
||||
|
||||
setup.SaveChanges();
|
||||
}
|
||||
|
||||
var services = new ServiceCollection();
|
||||
services.AddScoped(_ => new AppDbContext(options));
|
||||
using var provider = services.BuildServiceProvider();
|
||||
|
||||
var config = new ConfigurationBuilder().AddInMemoryCollection(new Dictionary<string, string?>
|
||||
{
|
||||
["RetentionSettings:RetentionDays"] = "90",
|
||||
["RetentionSettings:CompactionDays"] = "14"
|
||||
}).Build();
|
||||
|
||||
var worker = new TradeRetentionWorker(provider, config, NullLogger<TradeRetentionWorker>.Instance);
|
||||
|
||||
// RunOptimizationAsync is private; invoked via reflection on purpose so
|
||||
// this test exercises the real production code path. Making the method
|
||||
// internal (+ InternalsVisibleTo) instead of this reflection call is a
|
||||
// welcome refactor.
|
||||
var method = typeof(TradeRetentionWorker).GetMethod("RunOptimizationAsync", BindingFlags.Instance | BindingFlags.NonPublic);
|
||||
Assert.NotNull(method);
|
||||
|
||||
// ── Act 1: retention/compaction pass ─────────────────────────────────
|
||||
await (Task)method!.Invoke(worker, new object[] { CancellationToken.None })!;
|
||||
|
||||
// ── Act 2: next analytics run ────────────────────────────────────────
|
||||
using (var engineCtx = new AppDbContext(options))
|
||||
{
|
||||
var engine = new PositionPnLEngine(engineCtx, NullLogger<PositionPnLEngine>.Instance);
|
||||
await engine.RecalculateTraderPositionsAsync(1);
|
||||
}
|
||||
|
||||
// ── Assert: the unapplied trade (Id 12) must now be part of the position:
|
||||
// 100 shares @0.40 (compacted or not) + 100 shares @0.50 → 200 @ 0.45.
|
||||
using (var assertCtx = new AppDbContext(options))
|
||||
{
|
||||
var pos = await assertCtx.TraderPositions.SingleAsync(p => p.TraderId == 1 && p.MarketOutcomeId == 100);
|
||||
Assert.Equal(200m, pos.SharesHeld);
|
||||
Assert.Equal(0.45m, pos.AvgCost);
|
||||
}
|
||||
}
|
||||
}
|
||||
Reference in New Issue
Block a user