Files
KArtSell.Aegis/tests/KArtSell.ModelOperations.UnitTests/VS03_MarketDataPolicyTests.cs
T
kjh2064 f680579134 feat: Complete VS-03 DOMAIN - Market Data Ingestion (Batch 2 - 3/7)
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>
2026-08-05 21:16:29 +09:00

252 lines
7.6 KiB
C#

using KArtSell.Modules.ModelOperations.Domain;
using Xunit;
namespace KArtSell.ModelOperations.UnitTests;
public class VS03_MarketDataPolicyTests
{
[Fact]
public void ValidatePrice_ValidPrice_ReturnsPass()
{
var price = new DailyPrice(
PriceId: Guid.NewGuid(),
Symbol: "005930",
TradingDate: DateOnly.FromDateTime(DateTime.UtcNow.AddDays(-1)),
OpenPrice: 70000m,
HighPrice: 71000m,
LowPrice: 69000m,
ClosePrice: 70500m,
Volume: 1000000,
PublishedAt: DateTime.UtcNow,
Revision: 1,
DataSource: "KRX",
CorrelationId: "test-123");
var result = MarketDataPolicy.ValidatePrice(price);
Assert.True(result.IsValid);
Assert.Empty(result.Errors);
Assert.True(result.QualityScore >= 85);
}
[Fact]
public void ValidatePrice_NegativePrice_ReturnsFail()
{
var price = new DailyPrice(
PriceId: Guid.NewGuid(),
Symbol: "005930",
TradingDate: DateOnly.FromDateTime(DateTime.UtcNow.AddDays(-1)),
OpenPrice: -100m,
HighPrice: 71000m,
LowPrice: 69000m,
ClosePrice: 70500m,
Volume: 1000000,
PublishedAt: DateTime.UtcNow,
Revision: 1,
DataSource: "KRX",
CorrelationId: "test-123");
var result = MarketDataPolicy.ValidatePrice(price);
Assert.False(result.IsValid);
Assert.Contains("Open price must be > 0", result.Errors);
}
[Fact]
public void ValidatePrice_HighLowerThanLow_ReturnsFail()
{
var price = new DailyPrice(
PriceId: Guid.NewGuid(),
Symbol: "005930",
TradingDate: DateOnly.FromDateTime(DateTime.UtcNow.AddDays(-1)),
OpenPrice: 70000m,
HighPrice: 68000m,
LowPrice: 69000m,
ClosePrice: 70500m,
Volume: 1000000,
PublishedAt: DateTime.UtcNow,
Revision: 1,
DataSource: "KRX",
CorrelationId: "test-123");
var result = MarketDataPolicy.ValidatePrice(price);
Assert.False(result.IsValid);
Assert.Contains("High must be >= Low", result.Errors);
}
[Fact]
public void ValidatePrice_FutureDate_ReturnsFail()
{
var price = new DailyPrice(
PriceId: Guid.NewGuid(),
Symbol: "005930",
TradingDate: DateOnly.FromDateTime(DateTime.UtcNow.AddDays(1)),
OpenPrice: 70000m,
HighPrice: 71000m,
LowPrice: 69000m,
ClosePrice: 70500m,
Volume: 1000000,
PublishedAt: DateTime.UtcNow,
Revision: 1,
DataSource: "KRX",
CorrelationId: "test-123");
var result = MarketDataPolicy.ValidatePrice(price);
Assert.False(result.IsValid);
Assert.Contains("cannot be in the future", result.Errors[0]);
}
[Fact]
public void ValidatePrice_ZeroVolume_LowersScore()
{
var price = new DailyPrice(
PriceId: Guid.NewGuid(),
Symbol: "005930",
TradingDate: DateOnly.FromDateTime(DateTime.UtcNow.AddDays(-1)),
OpenPrice: 70000m,
HighPrice: 71000m,
LowPrice: 69000m,
ClosePrice: 70500m,
Volume: 0,
PublishedAt: DateTime.UtcNow,
Revision: 1,
DataSource: "KRX",
CorrelationId: "test-123");
var result = MarketDataPolicy.ValidatePrice(price);
Assert.True(result.IsValid);
Assert.True(result.QualityScore < 80); // Quality degraded but still valid
}
[Fact]
public void IsDuplicate_IdenticalPrice_ReturnsTrue()
{
var price1 = new DailyPrice(
PriceId: Guid.NewGuid(),
Symbol: "005930",
TradingDate: DateOnly.FromDateTime(DateTime.UtcNow.AddDays(-1)),
OpenPrice: 70000m,
HighPrice: 71000m,
LowPrice: 69000m,
ClosePrice: 70500m,
Volume: 1000000,
PublishedAt: DateTime.UtcNow,
Revision: 1,
DataSource: "KRX",
CorrelationId: "test-123");
var price2 = price1 with { PriceId = Guid.NewGuid(), Revision = 2 };
var isDuplicate = MarketDataPolicy.IsDuplicate(price2, new List<DailyPrice> { price1 });
Assert.True(isDuplicate);
}
[Fact]
public void IsDuplicate_DifferentSymbol_ReturnsFalse()
{
var price1 = new DailyPrice(
PriceId: Guid.NewGuid(),
Symbol: "005930",
TradingDate: DateOnly.FromDateTime(DateTime.UtcNow.AddDays(-1)),
OpenPrice: 70000m,
HighPrice: 71000m,
LowPrice: 69000m,
ClosePrice: 70500m,
Volume: 1000000,
PublishedAt: DateTime.UtcNow,
Revision: 1,
DataSource: "KRX",
CorrelationId: "test-123");
var price2 = price1 with
{
PriceId = Guid.NewGuid(),
Symbol = "000660"
};
var isDuplicate = MarketDataPolicy.IsDuplicate(price2, new List<DailyPrice> { price1 });
Assert.False(isDuplicate);
}
[Fact]
public void NormalizePrice_ValidPrice_RoundsTo2Decimals()
{
var price = new DailyPrice(
PriceId: Guid.NewGuid(),
Symbol: "005930",
TradingDate: DateOnly.FromDateTime(DateTime.UtcNow.AddDays(-1)),
OpenPrice: 70000.123m,
HighPrice: 71000.456m,
LowPrice: 69000.789m,
ClosePrice: 70500.999m,
Volume: 1000000,
PublishedAt: DateTime.UtcNow,
Revision: 1,
DataSource: "KRX",
CorrelationId: "test-123");
var normalized = MarketDataPolicy.NormalizePrice(price);
Assert.NotNull(normalized);
Assert.Equal(70000.12m, normalized!.OpenPrice);
Assert.Equal(71000.46m, normalized.HighPrice);
}
[Fact]
public void NormalizePrice_LowVolume_ReturnsNull()
{
var price = new DailyPrice(
PriceId: Guid.NewGuid(),
Symbol: "005930",
TradingDate: DateOnly.FromDateTime(DateTime.UtcNow.AddDays(-1)),
OpenPrice: 70000m,
HighPrice: 71000m,
LowPrice: 69000m,
ClosePrice: 70500m,
Volume: 50, // Suspiciously low
PublishedAt: DateTime.UtcNow,
Revision: 1,
DataSource: "KRX",
CorrelationId: "test-123");
var normalized = MarketDataPolicy.NormalizePrice(price);
Assert.Null(normalized);
}
[Fact]
public void ClassifyQualityIssue_HighScore_ReturnsAccept()
{
var result = new ValidationResult(IsValid: true, Errors: new(), QualityScore: 95);
var decision = MarketDataPolicy.ClassifyQualityIssue(result);
Assert.Equal(DataQualityDecision.Accept, decision);
}
[Fact]
public void ClassifyQualityIssue_MediumScore_ReturnsAcceptWithWarning()
{
var result = new ValidationResult(IsValid: true, Errors: new(), QualityScore: 75);
var decision = MarketDataPolicy.ClassifyQualityIssue(result);
Assert.Equal(DataQualityDecision.AcceptWithWarning, decision);
}
[Fact]
public void ClassifyQualityIssue_LowScore_ReturnsQuarantine()
{
var result = new ValidationResult(IsValid: true, Errors: new(), QualityScore: 60);
var decision = MarketDataPolicy.ClassifyQualityIssue(result);
Assert.Equal(DataQualityDecision.Quarantine, decision);
}
}