Files
KArtSell.Aegis/tests/KArtSell.Integration.Tests/SellDecision/SellDecisionTests.cs
T
kjh2064 b1e38ac374 feat: Phase 3 J/K/L (Sell Decision, Trade Execution, Portfolio Reconciliation) + fix pre-existing build/boot breakage
Completes VS-10/VS-12/VS-14 and makes the solution and Host actually
build and boot for the first time on this branch (main did not build
before this commit).

Root-cause fixes required to reach a green build/boot (not scoped to
J/K/L but blocking any verification of it):
- Restore Polly PackageVersion accidentally deleted from
  Directory.Packages.props (broke KArtSell.Host).
- Remove MediatR dependency from Compliance/VS-04 (package was never
  installed; ICommand/ICommandHandler/IMediator never existed) and
  wire Endpoint -> Handler directly per this repo's convention.
- Migrate FastEndpoints v5 API calls (SendOkAsync/SendAsync/
  SendCreatedAtAsync/SendNotFoundAsync, Description().WithName()) to
  the v7 Send.* fluent API across ~10 endpoint files.
- Fix migrations 0036/0038/0039/0040: rewritten from invalid T-SQL
  (`IF NOT EXISTS ... BEGIN ... END`) to idiomatic Postgres
  (`CREATE TABLE/INDEX IF NOT EXISTS`) — these could not apply to any
  fresh database before this fix.
- Collapse 3 duplicate cross-cutting abstractions that shadowed the
  BuildingBlocks versions and caused type-mismatch compile errors:
  IKrxDataService, IOutboxWriter (ReconcileTradeHandler), IClock
  (ApprovalWorkflow/ApprovalPolicy).
- Inject IClock (BuildingBlocks.Time) in place of direct
  DateTime.Now/UtcNow across 19 files to satisfy the architecture
  test AGENTS.md#DateTime-abstraction rule (13/13 architecture tests
  now pass, was 12/13).
- Register all new and previously-unregistered slices in
  Program.cs DI (SellDecision, TradeExecution, PortfolioReconciliation,
  Compliance, Features/ApprovalWorkflow) — the Host had never
  successfully completed a boot with this code present.
- Disable ("[DontRegister]") the older, route-colliding
  ApprovalWorkflow/ (Workstream H) endpoint set in favor of
  Features/ApprovalWorkflow/ (Workstream G, matches the documented
  Features/<Slice>/ convention); kept for its existing test coverage.
  See TECH_DEBT-017 for the follow-up decision needed.

Verified: dotnet build 0 errors/0 warnings; architecture tests 13/13;
unit tests 54/54 + 18/18; integration tests 34/36 (2 failures are a
local test-DB migration-journal/schema mismatch, not a code defect);
Host boots cleanly and registers all 34 endpoints.

New tech debt recorded: DEBT-017 (duplicate VS-03 implementation),
DEBT-018 (outbox write not co-transactional with entity write in
TradeExecution/PortfolioReconciliation), DEBT-019 (duplicate
BuildingBlocks-shadowing abstractions, partially resolved).

Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com>
2026-08-07 19:53:38 +09:00

341 lines
10 KiB
C#

namespace KArtSell.Integration.Tests.SellDecision;
using KArtSell.Modules.ModelOperations.SellDecision;
using Xunit;
public class PboValidatorTests
{
private readonly IPboValidator _validator = new PboValidator();
[Fact]
public void ValidatePboScore_ValidScore_ReturnsTrue()
{
var (isValid, reason) = _validator.ValidatePboScore(0.72m, 0.65m);
Assert.True(isValid);
Assert.Contains(">=", reason);
}
[Fact]
public void ValidatePboScore_InvalidScore_ReturnsFalse()
{
var (isValid, reason) = _validator.ValidatePboScore(0.55m, 0.65m);
Assert.False(isValid);
Assert.Contains("Backtest overfit risk", reason);
}
[Fact]
public void ValidatePboScore_NullScore_ReturnsFalse()
{
var (isValid, reason) = _validator.ValidatePboScore(null, 0.65m);
Assert.False(isValid);
Assert.Contains("not yet available", reason);
}
}
public class DsrValidatorTests
{
private readonly IDsrValidator _validator = new DsrValidator();
[Fact]
public void ValidateDsrMetric_ValidMetric_ReturnsTrue()
{
var (isValid, reason) = _validator.ValidateDsrMetric(0.018m, 0.015m);
Assert.True(isValid);
Assert.Contains(">=", reason);
}
[Fact]
public void ValidateDsrMetric_InvalidMetric_ReturnsFalse()
{
var (isValid, reason) = _validator.ValidateDsrMetric(0.010m, 0.015m);
Assert.False(isValid);
Assert.Contains("Daily Sharpe ratio", reason);
}
[Fact]
public void ValidateDsrMetric_NullMetric_ReturnsFalse()
{
var (isValid, reason) = _validator.ValidateDsrMetric(null, 0.015m);
Assert.False(isValid);
Assert.Contains("not yet available", reason);
}
}
public class OosValidatorTests
{
private readonly IOosValidator _validator = new OosValidator();
[Fact]
public void ValidateOosPerformance_ValidReturn_ReturnsTrue()
{
var (isValid, reason) = _validator.ValidateOosPerformance("0.08", 0.05m);
Assert.True(isValid);
Assert.Contains(">=", reason);
}
[Fact]
public void ValidateOosPerformance_InvalidReturn_ReturnsFalse()
{
var (isValid, reason) = _validator.ValidateOosPerformance("0.03", 0.05m);
Assert.False(isValid);
Assert.Contains("underperforms", reason);
}
[Fact]
public void ValidateOosPerformance_NullData_ReturnsFalse()
{
var (isValid, reason) = _validator.ValidateOosPerformance(null, 0.05m);
Assert.False(isValid);
Assert.Contains("not yet available", reason);
}
}
public class SellPriorityRankerTests
{
private readonly ISellPriorityRanker _ranker = new SellPriorityRanker();
[Fact]
public void RankByPolicy_HardImpairment_ReturnsHardImpairment()
{
var priority = _ranker.RankByPolicy(drawdown: -0.35m, marginRatio: 0.5m, concentration: 0.1m, liquidity: 0.8m, daysHeld: 100);
Assert.Equal(SellPriority.HardImpairment, priority);
}
[Fact]
public void RankByPolicy_PortfolioSurvival_ReturnsPortfolioSurvival()
{
var priority = _ranker.RankByPolicy(drawdown: 0m, marginRatio: 0.15m, concentration: 0.1m, liquidity: 0.8m, daysHeld: 100);
Assert.Equal(SellPriority.PortfolioSurvival, priority);
}
[Fact]
public void RankByPolicy_Concentration_ReturnsConcentration()
{
var priority = _ranker.RankByPolicy(drawdown: -0.05m, marginRatio: 0.5m, concentration: 0.3m, liquidity: 0.8m, daysHeld: 100);
Assert.Equal(SellPriority.Concentration, priority);
}
[Fact]
public void CalculateScore_HardImpairment_ReturnsLowestScore()
{
var score = _ranker.CalculateScore(SellPriority.HardImpairment, fundAgeDays: 200, liquidityPercent: 0.5m);
Assert.Equal(950m, score); // 1000 - 50 (age boost)
}
[Fact]
public void CalculateScore_ReentryOption_ReturnsHighestScore()
{
var score = _ranker.CalculateScore(SellPriority.ReentryOption, fundAgeDays: 100, liquidityPercent: 0.5m);
Assert.Equal(50m, score); // No boosts applied
}
[Fact]
public void CalculateScore_IlliquidFund_ReducesScore()
{
var scoreHighLiquidity = _ranker.CalculateScore(SellPriority.Concentration, fundAgeDays: 100, liquidityPercent: 0.5m);
var scoreLowLiquidity = _ranker.CalculateScore(SellPriority.Concentration, fundAgeDays: 100, liquidityPercent: 0.1m);
Assert.True(scoreLowLiquidity < scoreHighLiquidity); // Illiquid = higher priority (lower score)
}
}
public class SellDecisionEntityTests
{
[Fact]
public void SellDecisionEntity_CreatedWithAllFields_StoresCorrectly()
{
var now = DateTime.UtcNow;
var entity = new SellDecisionEntity
{
Id = Guid.NewGuid(),
ModelId = Guid.NewGuid(),
Status = "PENDING",
PboScore = 0.72m,
DsrMetric = 0.018m,
OosPerformance = "0.08",
SellPriority = 1,
TargetQuantity = 500,
TargetPrice = 150.25m,
CreatedAt = now,
CreatedBy = "user@example.com",
CreatedJustification = "test",
PublishedAt = now,
CorrelationId = Guid.NewGuid(),
Revision = 1
};
Assert.Equal("PENDING", entity.Status);
Assert.Equal(0.72m, entity.PboScore);
}
}
public class SellDecisionStateTransitionTests
{
[Theory]
[InlineData("PENDING", "SIGNAL_GENERATED", true)]
[InlineData("SIGNAL_GENERATED", "PBO_VALIDATED", true)]
[InlineData("PBO_VALIDATED", "DSR_VALIDATED", true)]
[InlineData("DSR_VALIDATED", "OOS_APPROVED", true)]
[InlineData("OOS_APPROVED", "READY_FOR_APPROVAL", true)]
[InlineData("READY_FOR_APPROVAL", "APPROVED", true)]
[InlineData("APPROVED", "EXECUTED", true)]
[InlineData("EXECUTED", "CONFIRMED", true)]
[InlineData("PENDING", "APPROVED", false)] // Invalid: skipping states
public void StateTransition_ValidatesAllowedPaths(string fromState, string toState, bool shouldBeValid)
{
var validTransitions = new[]
{
("PENDING", "SIGNAL_GENERATED"),
("SIGNAL_GENERATED", "PBO_VALIDATED"),
("PBO_VALIDATED", "DSR_VALIDATED"),
("DSR_VALIDATED", "OOS_APPROVED"),
("OOS_APPROVED", "READY_FOR_APPROVAL"),
("READY_FOR_APPROVAL", "APPROVED"),
("APPROVED", "EXECUTED"),
("EXECUTED", "CONFIRMED")
};
var isValid = validTransitions.Contains((fromState, toState));
Assert.Equal(shouldBeValid, isValid);
}
}
public class SellDecisionPitTrackingTests
{
[Fact]
public void SellDecision_IncludesCorrelationIdForTracing()
{
var correlationId = Guid.NewGuid();
var entity = new SellDecisionEntity
{
Id = Guid.NewGuid(),
ModelId = Guid.NewGuid(),
Status = "PENDING",
OosPerformance = "0.08",
CreatedBy = "user@example.com",
CreatedJustification = "test",
CorrelationId = correlationId,
PublishedAt = DateTime.UtcNow,
Revision = 1
};
Assert.Equal(correlationId, entity.CorrelationId);
}
[Fact]
public void SellDecision_TracksRevisionOnUpdate()
{
var entity = new SellDecisionEntity
{
Status = "PENDING",
OosPerformance = "0.08",
CreatedBy = "user@example.com",
CreatedJustification = "test",
Revision = 1
};
entity.Revision++; // Simulate update
Assert.Equal(2, entity.Revision);
}
[Fact]
public void SellDecision_HasPublishedAtTimestamp()
{
var now = DateTime.UtcNow;
var entity = new SellDecisionEntity
{
Id = Guid.NewGuid(),
Status = "PENDING",
OosPerformance = "0.08",
CreatedBy = "user@example.com",
CreatedJustification = "test",
PublishedAt = now
};
Assert.Equal(now, entity.PublishedAt);
}
}
public class SellDecisionIdempotencyTests
{
[Fact]
public void SellDecision_WithSameCorrelationId_ShouldBeTreatedAsIdempotent()
{
var correlationId = Guid.NewGuid();
var decision1 = new SellDecisionEntity
{
Id = Guid.NewGuid(),
Status = "PENDING",
OosPerformance = "0.08",
CreatedBy = "user@example.com",
CreatedJustification = "test",
CorrelationId = correlationId,
Revision = 1
};
var decision2 = new SellDecisionEntity
{
Id = Guid.NewGuid(),
Status = "PENDING",
OosPerformance = "0.08",
CreatedBy = "user@example.com",
CreatedJustification = "test",
CorrelationId = correlationId,
Revision = 1
};
// Both have same correlation ID, so duplicate creation should be rejected
Assert.Equal(decision1.CorrelationId, decision2.CorrelationId);
}
}
public class SellDecisionContractIntegrationTests
{
[Fact]
public void CreateSellDecisionRequest_ValidatesAllRequiredFields()
{
var request = new CreateSellDecisionRequest
{
ModelId = Guid.NewGuid(),
WindowStart = DateTime.UtcNow.AddDays(-90),
WindowEnd = DateTime.UtcNow,
ThresholdPbo = 0.65m,
ThresholdDsr = 0.015m,
Justification = "Model consensus"
};
Assert.NotEqual(Guid.Empty, request.ModelId);
Assert.NotEmpty(request.Justification);
}
[Fact]
public void CreateSellDecisionResponse_ContainsRequiredFields()
{
var response = new CreateSellDecisionResponse
{
DecisionId = Guid.NewGuid(),
ModelId = Guid.NewGuid(),
Status = "PENDING",
CorrelationId = Guid.NewGuid(),
CreatedAt = DateTime.UtcNow
};
Assert.NotEqual(Guid.Empty, response.DecisionId);
Assert.NotEmpty(response.Status);
}
[Fact]
public void ExecuteSellDecisionRequest_ValidatesApprovalLinkage()
{
var request = new ExecuteSellDecisionRequest
{
ApprovalId = Guid.NewGuid(),
ExecutionPrice = 150.25m,
Quantity = 500,
Justification = "Approved via VS-03"
};
Assert.NotEqual(Guid.Empty, request.ApprovalId);
Assert.True(request.ExecutionPrice > 0);
Assert.True(request.Quantity > 0);
}
}