b1e38ac374
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>
341 lines
10 KiB
C#
341 lines
10 KiB
C#
namespace KArtSell.Integration.Tests.SellDecision;
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using KArtSell.Modules.ModelOperations.SellDecision;
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using Xunit;
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public class PboValidatorTests
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{
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private readonly IPboValidator _validator = new PboValidator();
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[Fact]
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public void ValidatePboScore_ValidScore_ReturnsTrue()
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{
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var (isValid, reason) = _validator.ValidatePboScore(0.72m, 0.65m);
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Assert.True(isValid);
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Assert.Contains(">=", reason);
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}
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[Fact]
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public void ValidatePboScore_InvalidScore_ReturnsFalse()
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{
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var (isValid, reason) = _validator.ValidatePboScore(0.55m, 0.65m);
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Assert.False(isValid);
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Assert.Contains("Backtest overfit risk", reason);
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}
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[Fact]
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public void ValidatePboScore_NullScore_ReturnsFalse()
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{
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var (isValid, reason) = _validator.ValidatePboScore(null, 0.65m);
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Assert.False(isValid);
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Assert.Contains("not yet available", reason);
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}
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}
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public class DsrValidatorTests
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{
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private readonly IDsrValidator _validator = new DsrValidator();
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[Fact]
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public void ValidateDsrMetric_ValidMetric_ReturnsTrue()
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{
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var (isValid, reason) = _validator.ValidateDsrMetric(0.018m, 0.015m);
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Assert.True(isValid);
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Assert.Contains(">=", reason);
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}
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[Fact]
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public void ValidateDsrMetric_InvalidMetric_ReturnsFalse()
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{
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var (isValid, reason) = _validator.ValidateDsrMetric(0.010m, 0.015m);
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Assert.False(isValid);
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Assert.Contains("Daily Sharpe ratio", reason);
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}
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[Fact]
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public void ValidateDsrMetric_NullMetric_ReturnsFalse()
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{
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var (isValid, reason) = _validator.ValidateDsrMetric(null, 0.015m);
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Assert.False(isValid);
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Assert.Contains("not yet available", reason);
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}
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}
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public class OosValidatorTests
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{
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private readonly IOosValidator _validator = new OosValidator();
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[Fact]
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public void ValidateOosPerformance_ValidReturn_ReturnsTrue()
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{
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var (isValid, reason) = _validator.ValidateOosPerformance("0.08", 0.05m);
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Assert.True(isValid);
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Assert.Contains(">=", reason);
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}
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[Fact]
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public void ValidateOosPerformance_InvalidReturn_ReturnsFalse()
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{
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var (isValid, reason) = _validator.ValidateOosPerformance("0.03", 0.05m);
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Assert.False(isValid);
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Assert.Contains("underperforms", reason);
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}
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[Fact]
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public void ValidateOosPerformance_NullData_ReturnsFalse()
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{
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var (isValid, reason) = _validator.ValidateOosPerformance(null, 0.05m);
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Assert.False(isValid);
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Assert.Contains("not yet available", reason);
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}
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}
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public class SellPriorityRankerTests
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{
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private readonly ISellPriorityRanker _ranker = new SellPriorityRanker();
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[Fact]
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public void RankByPolicy_HardImpairment_ReturnsHardImpairment()
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{
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var priority = _ranker.RankByPolicy(drawdown: -0.35m, marginRatio: 0.5m, concentration: 0.1m, liquidity: 0.8m, daysHeld: 100);
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Assert.Equal(SellPriority.HardImpairment, priority);
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}
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[Fact]
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public void RankByPolicy_PortfolioSurvival_ReturnsPortfolioSurvival()
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{
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var priority = _ranker.RankByPolicy(drawdown: 0m, marginRatio: 0.15m, concentration: 0.1m, liquidity: 0.8m, daysHeld: 100);
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Assert.Equal(SellPriority.PortfolioSurvival, priority);
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}
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[Fact]
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public void RankByPolicy_Concentration_ReturnsConcentration()
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{
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var priority = _ranker.RankByPolicy(drawdown: -0.05m, marginRatio: 0.5m, concentration: 0.3m, liquidity: 0.8m, daysHeld: 100);
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Assert.Equal(SellPriority.Concentration, priority);
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}
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[Fact]
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public void CalculateScore_HardImpairment_ReturnsLowestScore()
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{
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var score = _ranker.CalculateScore(SellPriority.HardImpairment, fundAgeDays: 200, liquidityPercent: 0.5m);
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Assert.Equal(950m, score); // 1000 - 50 (age boost)
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}
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[Fact]
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public void CalculateScore_ReentryOption_ReturnsHighestScore()
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{
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var score = _ranker.CalculateScore(SellPriority.ReentryOption, fundAgeDays: 100, liquidityPercent: 0.5m);
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Assert.Equal(50m, score); // No boosts applied
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}
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[Fact]
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public void CalculateScore_IlliquidFund_ReducesScore()
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{
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var scoreHighLiquidity = _ranker.CalculateScore(SellPriority.Concentration, fundAgeDays: 100, liquidityPercent: 0.5m);
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var scoreLowLiquidity = _ranker.CalculateScore(SellPriority.Concentration, fundAgeDays: 100, liquidityPercent: 0.1m);
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Assert.True(scoreLowLiquidity < scoreHighLiquidity); // Illiquid = higher priority (lower score)
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}
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}
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public class SellDecisionEntityTests
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{
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[Fact]
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public void SellDecisionEntity_CreatedWithAllFields_StoresCorrectly()
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{
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var now = DateTime.UtcNow;
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var entity = new SellDecisionEntity
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{
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Id = Guid.NewGuid(),
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ModelId = Guid.NewGuid(),
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Status = "PENDING",
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PboScore = 0.72m,
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DsrMetric = 0.018m,
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OosPerformance = "0.08",
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SellPriority = 1,
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TargetQuantity = 500,
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TargetPrice = 150.25m,
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CreatedAt = now,
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CreatedBy = "user@example.com",
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CreatedJustification = "test",
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PublishedAt = now,
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CorrelationId = Guid.NewGuid(),
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Revision = 1
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};
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Assert.Equal("PENDING", entity.Status);
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Assert.Equal(0.72m, entity.PboScore);
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}
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}
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public class SellDecisionStateTransitionTests
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{
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[Theory]
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[InlineData("PENDING", "SIGNAL_GENERATED", true)]
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[InlineData("SIGNAL_GENERATED", "PBO_VALIDATED", true)]
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[InlineData("PBO_VALIDATED", "DSR_VALIDATED", true)]
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[InlineData("DSR_VALIDATED", "OOS_APPROVED", true)]
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[InlineData("OOS_APPROVED", "READY_FOR_APPROVAL", true)]
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[InlineData("READY_FOR_APPROVAL", "APPROVED", true)]
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[InlineData("APPROVED", "EXECUTED", true)]
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[InlineData("EXECUTED", "CONFIRMED", true)]
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[InlineData("PENDING", "APPROVED", false)] // Invalid: skipping states
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public void StateTransition_ValidatesAllowedPaths(string fromState, string toState, bool shouldBeValid)
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{
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var validTransitions = new[]
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{
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("PENDING", "SIGNAL_GENERATED"),
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("SIGNAL_GENERATED", "PBO_VALIDATED"),
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("PBO_VALIDATED", "DSR_VALIDATED"),
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("DSR_VALIDATED", "OOS_APPROVED"),
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("OOS_APPROVED", "READY_FOR_APPROVAL"),
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("READY_FOR_APPROVAL", "APPROVED"),
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("APPROVED", "EXECUTED"),
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("EXECUTED", "CONFIRMED")
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};
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var isValid = validTransitions.Contains((fromState, toState));
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Assert.Equal(shouldBeValid, isValid);
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}
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}
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public class SellDecisionPitTrackingTests
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{
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[Fact]
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public void SellDecision_IncludesCorrelationIdForTracing()
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{
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var correlationId = Guid.NewGuid();
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var entity = new SellDecisionEntity
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{
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Id = Guid.NewGuid(),
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ModelId = Guid.NewGuid(),
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Status = "PENDING",
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OosPerformance = "0.08",
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CreatedBy = "user@example.com",
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CreatedJustification = "test",
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CorrelationId = correlationId,
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PublishedAt = DateTime.UtcNow,
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Revision = 1
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};
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Assert.Equal(correlationId, entity.CorrelationId);
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}
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[Fact]
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public void SellDecision_TracksRevisionOnUpdate()
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{
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var entity = new SellDecisionEntity
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{
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Status = "PENDING",
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OosPerformance = "0.08",
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CreatedBy = "user@example.com",
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CreatedJustification = "test",
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Revision = 1
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};
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entity.Revision++; // Simulate update
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Assert.Equal(2, entity.Revision);
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}
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[Fact]
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public void SellDecision_HasPublishedAtTimestamp()
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{
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var now = DateTime.UtcNow;
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var entity = new SellDecisionEntity
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{
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Id = Guid.NewGuid(),
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Status = "PENDING",
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OosPerformance = "0.08",
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CreatedBy = "user@example.com",
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CreatedJustification = "test",
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PublishedAt = now
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};
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Assert.Equal(now, entity.PublishedAt);
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}
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}
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public class SellDecisionIdempotencyTests
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{
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[Fact]
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public void SellDecision_WithSameCorrelationId_ShouldBeTreatedAsIdempotent()
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{
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var correlationId = Guid.NewGuid();
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var decision1 = new SellDecisionEntity
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{
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Id = Guid.NewGuid(),
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Status = "PENDING",
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OosPerformance = "0.08",
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CreatedBy = "user@example.com",
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CreatedJustification = "test",
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CorrelationId = correlationId,
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Revision = 1
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};
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var decision2 = new SellDecisionEntity
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{
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Id = Guid.NewGuid(),
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Status = "PENDING",
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OosPerformance = "0.08",
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CreatedBy = "user@example.com",
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CreatedJustification = "test",
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CorrelationId = correlationId,
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Revision = 1
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};
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// Both have same correlation ID, so duplicate creation should be rejected
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Assert.Equal(decision1.CorrelationId, decision2.CorrelationId);
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}
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}
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public class SellDecisionContractIntegrationTests
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{
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[Fact]
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public void CreateSellDecisionRequest_ValidatesAllRequiredFields()
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{
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var request = new CreateSellDecisionRequest
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{
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ModelId = Guid.NewGuid(),
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WindowStart = DateTime.UtcNow.AddDays(-90),
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WindowEnd = DateTime.UtcNow,
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ThresholdPbo = 0.65m,
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ThresholdDsr = 0.015m,
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Justification = "Model consensus"
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};
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Assert.NotEqual(Guid.Empty, request.ModelId);
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Assert.NotEmpty(request.Justification);
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}
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[Fact]
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public void CreateSellDecisionResponse_ContainsRequiredFields()
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{
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var response = new CreateSellDecisionResponse
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{
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DecisionId = Guid.NewGuid(),
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ModelId = Guid.NewGuid(),
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Status = "PENDING",
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CorrelationId = Guid.NewGuid(),
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CreatedAt = DateTime.UtcNow
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};
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Assert.NotEqual(Guid.Empty, response.DecisionId);
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Assert.NotEmpty(response.Status);
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}
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[Fact]
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public void ExecuteSellDecisionRequest_ValidatesApprovalLinkage()
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{
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var request = new ExecuteSellDecisionRequest
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{
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ApprovalId = Guid.NewGuid(),
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ExecutionPrice = 150.25m,
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Quantity = 500,
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Justification = "Approved via VS-03"
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};
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Assert.NotEqual(Guid.Empty, request.ApprovalId);
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Assert.True(request.ExecutionPrice > 0);
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Assert.True(request.Quantity > 0);
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}
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}
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