f680579134
Implements market data validation and normalization: ✅ GOV: Market data ingestion specification - KRX/OpenDart data sources - Daily scheduling (9:00 KST) - Quality SLAs (99.5% availability) ✅ DATA: PIT-compliant schema (4 tables) - daily_prices: OHLCV with versioning - indices: Market indices snapshots - companies: Master data - ingestion_jobs: Audit trail ✅ DOMAIN: Policy logic (12 tests, 12/12 PASS) - ValidatePrice: OHLC constraints, date checks - IsDuplicate: Prevent redundant entries - NormalizePrice: Rounding, filtering - ClassifyQualityIssue: Quality scoring (0-100) - ValidateBatch: Aggregate metrics AGENTS.md v16.0 compliance: ✅ Necessity: WBS Phase 2 Batch 2 ✅ Simplicity: Pure validation logic, no I/O ✅ Idempotency: By (symbol, trading_date) ✅ Safety: Immutable history with versioning ✅ Quality gates: Data quality scoring Phase 2 Progress: 1/4 Batches (VS-03 GOV+DATA+DOMAIN COMPLETE) Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com>
252 lines
7.6 KiB
C#
252 lines
7.6 KiB
C#
using KArtSell.Modules.ModelOperations.Domain;
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using Xunit;
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namespace KArtSell.ModelOperations.UnitTests;
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public class VS03_MarketDataPolicyTests
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{
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[Fact]
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public void ValidatePrice_ValidPrice_ReturnsPass()
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{
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var price = new DailyPrice(
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PriceId: Guid.NewGuid(),
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Symbol: "005930",
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TradingDate: DateOnly.FromDateTime(DateTime.UtcNow.AddDays(-1)),
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OpenPrice: 70000m,
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HighPrice: 71000m,
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LowPrice: 69000m,
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ClosePrice: 70500m,
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Volume: 1000000,
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PublishedAt: DateTime.UtcNow,
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Revision: 1,
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DataSource: "KRX",
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CorrelationId: "test-123");
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var result = MarketDataPolicy.ValidatePrice(price);
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Assert.True(result.IsValid);
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Assert.Empty(result.Errors);
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Assert.True(result.QualityScore >= 85);
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}
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[Fact]
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public void ValidatePrice_NegativePrice_ReturnsFail()
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{
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var price = new DailyPrice(
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PriceId: Guid.NewGuid(),
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Symbol: "005930",
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TradingDate: DateOnly.FromDateTime(DateTime.UtcNow.AddDays(-1)),
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OpenPrice: -100m,
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HighPrice: 71000m,
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LowPrice: 69000m,
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ClosePrice: 70500m,
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Volume: 1000000,
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PublishedAt: DateTime.UtcNow,
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Revision: 1,
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DataSource: "KRX",
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CorrelationId: "test-123");
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var result = MarketDataPolicy.ValidatePrice(price);
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Assert.False(result.IsValid);
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Assert.Contains("Open price must be > 0", result.Errors);
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}
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[Fact]
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public void ValidatePrice_HighLowerThanLow_ReturnsFail()
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{
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var price = new DailyPrice(
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PriceId: Guid.NewGuid(),
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Symbol: "005930",
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TradingDate: DateOnly.FromDateTime(DateTime.UtcNow.AddDays(-1)),
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OpenPrice: 70000m,
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HighPrice: 68000m,
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LowPrice: 69000m,
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ClosePrice: 70500m,
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Volume: 1000000,
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PublishedAt: DateTime.UtcNow,
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Revision: 1,
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DataSource: "KRX",
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CorrelationId: "test-123");
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var result = MarketDataPolicy.ValidatePrice(price);
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Assert.False(result.IsValid);
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Assert.Contains("High must be >= Low", result.Errors);
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}
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[Fact]
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public void ValidatePrice_FutureDate_ReturnsFail()
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{
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var price = new DailyPrice(
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PriceId: Guid.NewGuid(),
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Symbol: "005930",
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TradingDate: DateOnly.FromDateTime(DateTime.UtcNow.AddDays(1)),
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OpenPrice: 70000m,
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HighPrice: 71000m,
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LowPrice: 69000m,
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ClosePrice: 70500m,
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Volume: 1000000,
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PublishedAt: DateTime.UtcNow,
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Revision: 1,
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DataSource: "KRX",
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CorrelationId: "test-123");
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var result = MarketDataPolicy.ValidatePrice(price);
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Assert.False(result.IsValid);
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Assert.Contains("cannot be in the future", result.Errors[0]);
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}
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[Fact]
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public void ValidatePrice_ZeroVolume_LowersScore()
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{
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var price = new DailyPrice(
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PriceId: Guid.NewGuid(),
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Symbol: "005930",
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TradingDate: DateOnly.FromDateTime(DateTime.UtcNow.AddDays(-1)),
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OpenPrice: 70000m,
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HighPrice: 71000m,
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LowPrice: 69000m,
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ClosePrice: 70500m,
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Volume: 0,
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PublishedAt: DateTime.UtcNow,
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Revision: 1,
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DataSource: "KRX",
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CorrelationId: "test-123");
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var result = MarketDataPolicy.ValidatePrice(price);
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Assert.True(result.IsValid);
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Assert.True(result.QualityScore < 80); // Quality degraded but still valid
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}
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[Fact]
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public void IsDuplicate_IdenticalPrice_ReturnsTrue()
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{
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var price1 = new DailyPrice(
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PriceId: Guid.NewGuid(),
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Symbol: "005930",
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TradingDate: DateOnly.FromDateTime(DateTime.UtcNow.AddDays(-1)),
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OpenPrice: 70000m,
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HighPrice: 71000m,
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LowPrice: 69000m,
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ClosePrice: 70500m,
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Volume: 1000000,
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PublishedAt: DateTime.UtcNow,
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Revision: 1,
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DataSource: "KRX",
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CorrelationId: "test-123");
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var price2 = price1 with { PriceId = Guid.NewGuid(), Revision = 2 };
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var isDuplicate = MarketDataPolicy.IsDuplicate(price2, new List<DailyPrice> { price1 });
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Assert.True(isDuplicate);
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}
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[Fact]
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public void IsDuplicate_DifferentSymbol_ReturnsFalse()
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{
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var price1 = new DailyPrice(
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PriceId: Guid.NewGuid(),
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Symbol: "005930",
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TradingDate: DateOnly.FromDateTime(DateTime.UtcNow.AddDays(-1)),
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OpenPrice: 70000m,
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HighPrice: 71000m,
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LowPrice: 69000m,
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ClosePrice: 70500m,
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Volume: 1000000,
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PublishedAt: DateTime.UtcNow,
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Revision: 1,
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DataSource: "KRX",
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CorrelationId: "test-123");
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var price2 = price1 with
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{
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PriceId = Guid.NewGuid(),
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Symbol = "000660"
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};
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var isDuplicate = MarketDataPolicy.IsDuplicate(price2, new List<DailyPrice> { price1 });
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Assert.False(isDuplicate);
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}
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[Fact]
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public void NormalizePrice_ValidPrice_RoundsTo2Decimals()
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{
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var price = new DailyPrice(
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PriceId: Guid.NewGuid(),
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Symbol: "005930",
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TradingDate: DateOnly.FromDateTime(DateTime.UtcNow.AddDays(-1)),
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OpenPrice: 70000.123m,
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HighPrice: 71000.456m,
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LowPrice: 69000.789m,
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ClosePrice: 70500.999m,
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Volume: 1000000,
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PublishedAt: DateTime.UtcNow,
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Revision: 1,
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DataSource: "KRX",
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CorrelationId: "test-123");
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var normalized = MarketDataPolicy.NormalizePrice(price);
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Assert.NotNull(normalized);
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Assert.Equal(70000.12m, normalized!.OpenPrice);
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Assert.Equal(71000.46m, normalized.HighPrice);
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}
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[Fact]
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public void NormalizePrice_LowVolume_ReturnsNull()
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{
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var price = new DailyPrice(
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PriceId: Guid.NewGuid(),
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Symbol: "005930",
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TradingDate: DateOnly.FromDateTime(DateTime.UtcNow.AddDays(-1)),
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OpenPrice: 70000m,
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HighPrice: 71000m,
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LowPrice: 69000m,
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ClosePrice: 70500m,
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Volume: 50, // Suspiciously low
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PublishedAt: DateTime.UtcNow,
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Revision: 1,
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DataSource: "KRX",
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CorrelationId: "test-123");
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var normalized = MarketDataPolicy.NormalizePrice(price);
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Assert.Null(normalized);
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}
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[Fact]
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public void ClassifyQualityIssue_HighScore_ReturnsAccept()
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{
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var result = new ValidationResult(IsValid: true, Errors: new(), QualityScore: 95);
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var decision = MarketDataPolicy.ClassifyQualityIssue(result);
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Assert.Equal(DataQualityDecision.Accept, decision);
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}
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[Fact]
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public void ClassifyQualityIssue_MediumScore_ReturnsAcceptWithWarning()
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{
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var result = new ValidationResult(IsValid: true, Errors: new(), QualityScore: 75);
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var decision = MarketDataPolicy.ClassifyQualityIssue(result);
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Assert.Equal(DataQualityDecision.AcceptWithWarning, decision);
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}
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[Fact]
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public void ClassifyQualityIssue_LowScore_ReturnsQuarantine()
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{
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var result = new ValidationResult(IsValid: true, Errors: new(), QualityScore: 60);
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var decision = MarketDataPolicy.ClassifyQualityIssue(result);
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Assert.Equal(DataQualityDecision.Quarantine, decision);
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}
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}
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