Implement B4: Add Predictalytics.Application.Tests project with unit tests for PositionPnLEngine and AnalyticsService

2026-07-03 11:22:43 +02:00
parent f8c8230d99
commit 7a44914d9d
7 changed files with 459 additions and 1 deletions
@@ -0,0 +1,150 @@
+using Microsoft.EntityFrameworkCore;
+using Predictalytics.Domain.Entities;
+using Predictalytics.Domain.Enums;
+using Predictalytics.Infrastructure.Data;
+using Predictalytics.Infrastructure.Services;
+using Microsoft.Extensions.Logging.Abstractions;
+using System;
+using System.Threading.Tasks;
+using Xunit;
+
+namespace Predictalytics.Application.Tests.Services;
+
+public class PositionPnLEngineTests
+{
+    private AppDbContext CreateDbContext()
+    {
+        var options = new DbContextOptionsBuilder<AppDbContext>()
+            .UseInMemoryDatabase(databaseName: Guid.NewGuid().ToString())
+            .Options;
+        return new AppDbContext(options);
+    }
+
+    [Fact]
+    public async Task RecalculateTraderPositionsAsync_BuyTrade_CreatesTraderPosition()
+    {
+        // Arrange
+        using var db = CreateDbContext();
+        var pnlEngine = new PositionPnLEngine(db, NullLogger<PositionPnLEngine>.Instance);
+
+        var trader = new Trader { Id = 1, PlatformUserId = "0x1", DisplayName = "Trader 1" };
+        var market = new Market { Id = 10, PlatformMarketId = "pm1", Question = "Q?" };
+        var outcome = new MarketOutcome { Id = 100, MarketId = 10, Label = "Yes", TokenId = "t100", CurrentPrice = 0.60m };
+        market.Outcomes.Add(outcome);
+
+        db.Traders.Add(trader);
+        db.Markets.Add(market);
+
+        var buyTrade = new Trade
+        {
+            Id = 500,
+            TraderId = 1,
+            DbMarketId = 10,
+            MarketOutcomeId = 100,
+            Side = TradeSide.Buy,
+            Price = 0.50m,
+            Size = 100m,
+            Amount = 50m,
+            ExecutedAt = DateTime.UtcNow
+        };
+        db.Trades.Add(buyTrade);
+        await db.SaveChangesAsync();
+
+        // Act
+        await pnlEngine.RecalculateTraderPositionsAsync(1);
+
+        // Assert
+        var pos = await db.TraderPositions.FirstOrDefaultAsync(p => p.TraderId == 1 && p.MarketOutcomeId == 100);
+        Assert.NotNull(pos);
+        Assert.Equal(100m, pos.SharesHeld);
+        Assert.Equal(0.50m, pos.AvgCost);
+        Assert.Equal(0m, pos.RealizedPnl);
+    }
+
+    [Fact]
+    public async Task RecalculateTraderPositionsAsync_SellTrade_CalculatesRealizedPnL()
+    {
+        // Arrange
+        using var db = CreateDbContext();
+        var pnlEngine = new PositionPnLEngine(db, NullLogger<PositionPnLEngine>.Instance);
+
+        var trader = new Trader { Id = 1, PlatformUserId = "0x1", DisplayName = "Trader 1" };
+        var market = new Market { Id = 10, PlatformMarketId = "pm1", Question = "Q?" };
+        var outcome = new MarketOutcome { Id = 100, MarketId = 10, Label = "Yes", TokenId = "t100", CurrentPrice = 0.60m };
+        market.Outcomes.Add(outcome);
+
+        db.Traders.Add(trader);
+        db.Markets.Add(market);
+
+        // Buy 100 shares at 0.40
+        db.Trades.Add(new Trade
+        {
+            Id = 501, TraderId = 1, DbMarketId = 10, MarketOutcomeId = 100,
+            Side = TradeSide.Buy, Price = 0.40m, Size = 100m, Amount = 40m,
+            ExecutedAt = DateTime.UtcNow.AddMinutes(-10)
+        });
+
+        // Sell 50 shares at 0.60
+        db.Trades.Add(new Trade
+        {
+            Id = 502, TraderId = 1, DbMarketId = 10, MarketOutcomeId = 100,
+            Side = TradeSide.Sell, Price = 0.60m, Size = 50m, Amount = 30m,
+            ExecutedAt = DateTime.UtcNow
+        });
+
+        await db.SaveChangesAsync();
+
+        // Act
+        await pnlEngine.RecalculateTraderPositionsAsync(1);
+
+        // Assert
+        var pos = await db.TraderPositions.FirstOrDefaultAsync(p => p.TraderId == 1 && p.MarketOutcomeId == 100);
+        Assert.NotNull(pos);
+        Assert.Equal(50m, pos.SharesHeld);
+        Assert.Equal(0.40m, pos.AvgCost); // AvgCost stays at 0.40
+        Assert.Equal(10m, pos.RealizedPnl); // 50 * (0.60 - 0.40) = 10
+    }
+
+    [Fact]
+    public async Task RecalculateTraderPositionsAsync_RedeemTrade_CalculatesRedeemPnL()
+    {
+        // Arrange
+        using var db = CreateDbContext();
+        var pnlEngine = new PositionPnLEngine(db, NullLogger<PositionPnLEngine>.Instance);
+
+        var trader = new Trader { Id = 1, PlatformUserId = "0x1", DisplayName = "Trader 1" };
+        var market = new Market { Id = 10, PlatformMarketId = "pm1", Question = "Q?", IsResolved = true, ResolutionOutcome = "Yes" };
+        var outcome = new MarketOutcome { Id = 100, MarketId = 10, Label = "Yes", TokenId = "t100", CurrentPrice = 1.00m };
+        market.Outcomes.Add(outcome);
+
+        db.Traders.Add(trader);
+        db.Markets.Add(market);
+
+        // Buy 100 shares at 0.40
+        db.Trades.Add(new Trade
+        {
+            Id = 501, TraderId = 1, DbMarketId = 10, MarketOutcomeId = 100,
+            Side = TradeSide.Buy, Price = 0.40m, Size = 100m, Amount = 40m,
+            ExecutedAt = DateTime.UtcNow.AddMinutes(-10)
+        });
+
+        // Redeem at 1.00 (Win)
+        db.Trades.Add(new Trade
+        {
+            Id = 503, TraderId = 1, DbMarketId = 10, MarketOutcomeId = 100,
+            Side = TradeSide.Redeem, Price = 1.00m, Size = 100m, Amount = 100m,
+            ExecutedAt = DateTime.UtcNow
+        });
+
+        await db.SaveChangesAsync();
+
+        // Act
+        await pnlEngine.RecalculateTraderPositionsAsync(1);
+
+        // Assert
+        var pos = await db.TraderPositions.FirstOrDefaultAsync(p => p.TraderId == 1 && p.MarketOutcomeId == 100);
+        Assert.NotNull(pos);
+        Assert.Equal(0m, pos.SharesHeld);
+        Assert.Equal(60m, pos.RealizedPnl); // 100 * (1.00 - 0.40) = 60
+    }
+}