core services and tests
This commit is contained in:
@@ -0,0 +1,159 @@
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using QuantEngine.Application.Services;
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using QuantEngine.Core.Interfaces;
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using QuantEngine.Core.Models;
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namespace QuantEngine.Core.Tests;
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public class ApplicationServiceTests
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{
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[Fact]
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public async Task WorkspaceService_ForwardsSettingAndHistoryOperations()
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{
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var repo = new FakeWorkspaceRepository();
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var history = new FakeHistoryStore();
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var service = new WorkspaceService(repo, history);
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var setting = new Setting { Ordinal = 1, Key = "risk_mode", ValueJson = "\"RISK_ON\"" };
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Assert.True(await service.UpsertSettingAsync(setting));
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Assert.Equal(setting, repo.LastSetting);
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var payload = new Dictionary<string, object?> { ["foo"] = "bar" };
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Assert.Equal(1, await service.AppendHistoryAsync("decision_result_history", payload));
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Assert.Equal("decision_result_history", history.LastDomain);
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Assert.Equal("bar", history.LastPayload?["foo"]);
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}
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[Fact]
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public async Task ApprovalService_ForwardsApprovalAndLockOperations()
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{
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var repo = new FakeWorkspaceRepository();
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var service = new ApprovalService(repo);
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var approval = new WorkspaceApproval { Domain = "settings", TargetRef = "portfolio", Status = "APPROVED" };
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Assert.True(await service.UpsertApprovalAsync(approval));
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Assert.Equal(approval, repo.LastApproval);
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var lockRow = new WorkspaceLock { Domain = "settings", TargetRef = "portfolio", LockedBy = "qa", Reason = "review" };
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Assert.True(await service.AcquireLockAsync(lockRow));
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Assert.Equal(lockRow, repo.LastLock);
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Assert.True(await service.ReleaseLockAsync("settings", "portfolio"));
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Assert.Equal(("settings", "portfolio"), repo.LastReleasedLock);
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}
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[Fact]
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public async Task CollectionService_AppendsRunSnapshotAndErrorRecords()
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{
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var history = new FakeHistoryStore();
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var service = new CollectionService(history);
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await service.AppendRunAsync(new CollectionRun
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{
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RunId = "run-1",
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CollectorName = "kis",
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StartedAt = "2026-06-26T09:00:00+09:00",
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Status = "PASS"
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});
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Assert.Equal("collection_run_history", history.LastDomain);
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Assert.Equal("run-1", history.LastPayload?["run_id"]);
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await service.AppendSnapshotAsync(new CollectionSnapshot
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{
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RunId = "run-1",
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DatasetName = "decision_result_history",
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Ticker = "005930",
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SourcePriority = "KIS",
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SourceStatus = "PASS",
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PayloadJson = "{}",
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ProvenanceJson = "{}"
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});
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Assert.Equal("collection_snapshot_history", history.LastDomain);
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Assert.Equal("005930", history.LastPayload?["ticker"]);
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await service.AppendSourceErrorAsync(new CollectionSourceError
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{
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RunId = "run-1",
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SourceName = "naver",
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ErrorKind = "TIMEOUT",
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ErrorMessage = "timeout"
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});
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Assert.Equal("collection_source_error_history", history.LastDomain);
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Assert.Equal("TIMEOUT", history.LastPayload?["error_kind"]);
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}
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[Fact]
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public async Task FormulaService_ForwardsFormulaExecutionAndHistory()
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{
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var history = new FakeHistoryStore();
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var service = new FormulaService(history);
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var timing = service.ComputeTimingDecision(new Dictionary<string, object>
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{
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["entryModeGate"] = "PASS",
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["entryMode"] = "BREAKOUT",
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["leaderGate"] = "PASS",
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["acGate"] = "CLEAR",
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["priceStatus"] = "PRICE_OK",
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["atr20"] = 1.0,
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["leaderTotal"] = 4,
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["flowCredit"] = 0.7,
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["avgTradeValue5D"] = 100,
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["spreadPct"] = 0.5
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});
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Assert.NotEqual(string.Empty, timing.Action);
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await service.AppendFormulaRunAsync("timing", new Dictionary<string, object?>
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{
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["action"] = timing.Action,
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["entry_score"] = timing.EntryScore
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});
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Assert.Equal("formula_timing_history", history.LastDomain);
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Assert.Equal(timing.Action, history.LastPayload?["action"]);
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}
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private sealed class FakeWorkspaceRepository : IWorkspaceRepository
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{
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public Setting? LastSetting { get; private set; }
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public WorkspaceApproval? LastApproval { get; private set; }
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public WorkspaceLock? LastLock { get; private set; }
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public (string Domain, string TargetRef)? LastReleasedLock { get; private set; }
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public Task<IEnumerable<Setting>> GetSettingsAsync() => Task.FromResult(Enumerable.Empty<Setting>());
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public Task<Setting?> GetSettingByKeyAsync(string key) => Task.FromResult<Setting?>(null);
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public Task<bool> UpsertSettingAsync(Setting setting) { LastSetting = setting; return Task.FromResult(true); }
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public Task<bool> DeleteSettingAsync(string key) => Task.FromResult(true);
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public Task<IEnumerable<AccountSnapshot>> GetAccountSnapshotsAsync() => Task.FromResult(Enumerable.Empty<AccountSnapshot>());
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public Task<bool> InsertAccountSnapshotsAsync(IEnumerable<AccountSnapshot> snapshots) => Task.FromResult(true);
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public Task<bool> ClearAccountSnapshotsAsync() => Task.FromResult(true);
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public Task<IEnumerable<WorkspaceApproval>> GetApprovalsAsync() => Task.FromResult(Enumerable.Empty<WorkspaceApproval>());
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public Task<WorkspaceApproval?> GetApprovalAsync(string domain, string targetRef) => Task.FromResult<WorkspaceApproval?>(null);
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public Task<bool> UpsertApprovalAsync(WorkspaceApproval approval) { LastApproval = approval; return Task.FromResult(true); }
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public Task<IEnumerable<WorkspaceLock>> GetLocksAsync() => Task.FromResult(Enumerable.Empty<WorkspaceLock>());
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public Task<WorkspaceLock?> GetLockAsync(string domain, string targetRef) => Task.FromResult<WorkspaceLock?>(null);
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public Task<bool> AcquireLockAsync(WorkspaceLock @lock) { LastLock = @lock; return Task.FromResult(true); }
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public Task<bool> ReleaseLockAsync(string domain, string targetRef) { LastReleasedLock = (domain, targetRef); return Task.FromResult(true); }
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}
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private sealed class FakeHistoryStore : IPostgresqlHistoryStore
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{
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public string? LastDomain { get; private set; }
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public IDictionary<string, object?>? LastPayload { get; private set; }
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public Task<int> AppendAsync(string domain, IDictionary<string, object?> payload)
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{
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LastDomain = domain;
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LastPayload = new Dictionary<string, object?>(payload);
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return Task.FromResult(1);
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}
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public Task<IReadOnlyList<IDictionary<string, object?>>> SnapshotAsync(string domain, int limit = 500)
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=> Task.FromResult<IReadOnlyList<IDictionary<string, object?>>>(Array.Empty<IDictionary<string, object?>>());
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}
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}
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@@ -30,4 +30,62 @@ public class FormulaEngineTests
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Assert.NotNull(result);
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Assert.Equal("BUY_BREAKOUT_PILOT_ONLY", result.Action);
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}
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[Fact]
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public void ComputeSellDecisionProducesExitTrimWhenRiskWindowIsOpen()
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{
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var ctx = new Dictionary<string, object>
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{
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{ "close", 100.0 },
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{ "profitPct", 31.0 },
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{ "tp1Price", 108.0 },
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{ "tp2Price", 112.0 },
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{ "timingAction", "BUY_STAGE1_READY" },
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{ "atr20", 4.0 }
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};
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var result = FormulaEngine.ComputeSellDecision(ctx);
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Assert.Equal("PROFIT_TRIM_35", result.Action);
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Assert.Equal(35, result.RatioPct);
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Assert.Equal("SIGNAL_CONFIRMED", result.Validation);
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}
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[Fact]
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public void ComputeFinalDecisionPromotesSellReadyWhenSellSignalIsConfirmed()
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{
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var ctx = new Dictionary<string, object>
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{
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{ "sellAction", "TRIM_35" },
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{ "sellValidation", "SIGNAL_CONFIRMED" },
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{ "timingScoreEntry", 72.0 },
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{ "timingScoreExit", 15.0 }
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};
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var result = FormulaEngine.ComputeFinalDecision(ctx);
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Assert.Equal("SELL_READY", result.FinalAction);
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Assert.Equal(10, result.ActionPriority);
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Assert.Equal("RULE_ENGINE", result.DecisionSource);
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}
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[Fact]
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public void ComputeCashShortfallHarnessCalculatesTargetAndShortfall()
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{
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var asResult = new Dictionary<string, object>
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{
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{ "settlementCashD2Krw", 10_000_000.0 }
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};
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var cashFloor = new Dictionary<string, object>
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{
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{ "minPct", 15.0 }
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};
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var result = FormulaEngine.ComputeCashShortfallHarness(asResult, 100_000_000.0, cashFloor, 6.0);
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Assert.Equal(10.0, result.CashCurrentPctD2);
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Assert.Equal(15.0, result.CashTargetPct);
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Assert.Equal(5_000_000.0, result.CashShortfallMinKrw);
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Assert.Equal(5_000_000.0, result.CashShortfallTargetKrw);
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}
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}
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@@ -0,0 +1,93 @@
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using QuantEngine.Application.Services;
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using QuantEngine.Core.Interfaces;
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namespace QuantEngine.Core.Tests;
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public class HistoryIngestionE2ETests
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{
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[Fact]
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public async Task AppendDecisionThenReadSnapshotRoundTripsThroughApplicationFlow()
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{
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var store = new FakeHistoryStore();
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var ingestion = new HistoryIngestionService(store);
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var reader = new PostgresqlHistorySnapshotReader(store);
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var appendCount = await ingestion.AppendDecisionAsync(new Dictionary<string, object?>
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{
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["decision_id"] = "dec-001",
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["decided_at"] = DateTimeOffset.Parse("2026-06-26T09:00:00+09:00"),
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["instrument_id"] = "005930",
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["action"] = "BUY",
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["gate"] = "PASS",
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["score"] = 87.5,
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["source_version"] = "v1",
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["provenance"] = new Dictionary<string, object?>
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{
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["source"] = "unit-test"
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}
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});
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Assert.Equal(1, appendCount);
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var rows = await reader.ReadAsync("decision_result_history", 10);
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Assert.Single(rows);
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Assert.Equal("dec-001", rows[0]["decision_id"]);
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Assert.Equal("005930", rows[0]["instrument_id"]);
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Assert.Equal("BUY", rows[0]["action"]);
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Assert.Equal("PASS", rows[0]["gate"]);
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Assert.Equal(87.5, rows[0]["score"]);
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}
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[Fact]
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public async Task AppendFactorOutputThenReadSnapshotPreservesPayload()
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{
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var store = new FakeHistoryStore();
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var ingestion = new HistoryIngestionService(store);
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var reader = new PostgresqlHistorySnapshotReader(store);
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var appendCount = await ingestion.AppendFactorOutputAsync(
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factorId: "RS_VERDICT_V2",
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factorVersion: "2026-06-26",
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outputValue: 1.23,
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outputGate: "PASS",
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sourceVersion: "source-42",
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observedAt: DateTimeOffset.Parse("2026-06-26T10:00:00+09:00"));
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Assert.Equal(1, appendCount);
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var rows = await reader.ReadAsync("factor_output_history", 10);
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Assert.Single(rows);
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Assert.Equal("RS_VERDICT_V2", rows[0]["factor_id"]);
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Assert.Equal("2026-06-26", rows[0]["factor_version"]);
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Assert.Equal(1.23, rows[0]["output_value"]);
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Assert.Equal("PASS", rows[0]["output_gate"]);
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Assert.Equal("source-42", rows[0]["source_version"]);
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}
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private sealed class FakeHistoryStore : IPostgresqlHistoryStore
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{
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private readonly Dictionary<string, List<IDictionary<string, object?>>> _rows = new();
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public Task<int> AppendAsync(string domain, IDictionary<string, object?> payload)
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{
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if (!_rows.TryGetValue(domain, out var list))
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{
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list = new List<IDictionary<string, object?>>();
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_rows[domain] = list;
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}
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list.Add(new Dictionary<string, object?>(payload));
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return Task.FromResult(1);
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}
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public Task<IReadOnlyList<IDictionary<string, object?>>> SnapshotAsync(string domain, int limit = 500)
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{
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if (!_rows.TryGetValue(domain, out var list))
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{
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return Task.FromResult<IReadOnlyList<IDictionary<string, object?>>>(Array.Empty<IDictionary<string, object?>>());
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}
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return Task.FromResult<IReadOnlyList<IDictionary<string, object?>>>(list.Take(limit).ToList());
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}
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}
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}
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@@ -0,0 +1,41 @@
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using QuantEngine.Infrastructure.Repositories;
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namespace QuantEngine.Core.Tests;
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public class PostgresqlHistoryStoreTests
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{
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[Fact]
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public void DomainColumnsExposeCanonicalDomains()
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{
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var domains = PostgresqlHistoryStore.GetDomainColumns();
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Assert.Contains("decision_result_history", domains.Keys);
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Assert.Contains("factor_output_history", domains.Keys);
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Assert.Contains("market_raw_history", domains.Keys);
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Assert.Contains("market_vs_engine_gap_history", domains.Keys);
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Assert.True(domains["decision_result_history"].Contains("decision_id"));
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Assert.True(domains["factor_output_history"].Contains("output_gate"));
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}
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[Fact]
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public void BuildInsertSqlUsesEngineHistoryPrefixAndNamedParameters()
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{
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var sql = PostgresqlHistoryStore.BuildInsertSql(
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"decision_result_history",
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new[] { "decision_id", "decided_at", "instrument_id", "action", "gate", "score", "source_version", "provenance" });
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Assert.Equal(
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"INSERT INTO engine_history.decision_result_history (decision_id, decided_at, instrument_id, action, gate, score, source_version, provenance) VALUES (@decision_id, @decided_at, @instrument_id, @action, @gate, @score, @source_version, @provenance)",
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sql);
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}
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[Fact]
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public void BuildSnapshotSqlUsesCreatedAtDescendingAndLimitParameter()
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{
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var sql = PostgresqlHistoryStore.BuildSnapshotSql("factor_output_history", 25);
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Assert.Equal(
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"SELECT * FROM engine_history.factor_output_history ORDER BY created_at DESC LIMIT @Limit",
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sql);
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}
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}
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@@ -20,6 +20,8 @@
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<ItemGroup>
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<ProjectReference Include="..\QuantEngine.Core\QuantEngine.Core.csproj" />
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<ProjectReference Include="..\QuantEngine.Application\QuantEngine.Application.csproj" />
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<ProjectReference Include="..\QuantEngine.Infrastructure\QuantEngine.Infrastructure.csproj" />
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</ItemGroup>
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</Project>
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</Project>
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@@ -0,0 +1,68 @@
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using System.Reflection;
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using QuantEngine.Infrastructure.External;
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namespace QuantEngine.Core.Tests;
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public class SecurityTests
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{
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[Theory]
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[InlineData("/uapi/domestic-stock/v1/quotations/inquire-price", "FHKST01010100")]
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[InlineData("/uapi/domestic-stock/v1/quotations/inquire-investor", "FHKST01010900")]
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[InlineData("/uapi/domestic-stock/v1/quotations/inquire-daily-itemchartprice", "FHKST03010100")]
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public void AssertReadOnly_AllowsReadOnlyQuotationPaths(string path, string trId)
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{
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var client = CreateClient();
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var ex = Record.Exception(() => InvokeAssertReadOnly(client, path, trId));
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Assert.Null(ex);
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}
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[Theory]
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[InlineData("/uapi/domestic-stock/v1/trading/order-cash", "VTTC0802U")]
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[InlineData("/uapi/domestic-stock/v1/quotations/inquire-price", "TTTC084000")]
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[InlineData("/uapi/domestic-stock/v1/trading/order-cash", "FHKST01010100")]
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public void AssertReadOnly_BlocksTradingPathsOrIds(string path, string trId)
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{
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var client = CreateClient();
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var ex = Assert.Throws<TargetInvocationException>(() => InvokeAssertReadOnly(client, path, trId));
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Assert.IsType<InvalidOperationException>(ex.InnerException);
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Assert.Contains("BLOCKED", ex.InnerException!.Message);
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}
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[Fact]
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public void AssertReadOnly_BlocksKnownTradingTrIdPrefixes()
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{
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var client = CreateClient();
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var ex = Assert.Throws<TargetInvocationException>(() => InvokeAssertReadOnly(client, "/uapi/domestic-stock/v1/quotations/inquire-price", "VTTC8434R00"));
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Assert.IsType<InvalidOperationException>(ex.InnerException);
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Assert.Contains("TR_ID", ex.InnerException!.Message);
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}
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private static KisApiClient CreateClient()
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{
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Environment.SetEnvironmentVariable("KIS_APP_Key_TEST", "mock-key");
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Environment.SetEnvironmentVariable("KIS_APP_Secret_TEST", "mock-secret");
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return new KisApiClient(new HttpClient(new DummyHandler()), new NoopConnectionFactory());
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}
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private static void InvokeAssertReadOnly(KisApiClient client, string path, string trId)
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{
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var method = typeof(KisApiClient).GetMethod("AssertReadOnly", BindingFlags.Instance | BindingFlags.NonPublic)
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?? throw new InvalidOperationException("AssertReadOnly method not found.");
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method.Invoke(client, new object[] { path, trId });
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}
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private sealed class DummyHandler : HttpMessageHandler
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{
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protected override Task<HttpResponseMessage> SendAsync(HttpRequestMessage request, CancellationToken cancellationToken)
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=> Task.FromResult(new HttpResponseMessage(System.Net.HttpStatusCode.OK));
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}
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private sealed class NoopConnectionFactory : QuantEngine.Infrastructure.Data.IDbConnectionFactory
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{
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public System.Data.IDbConnection CreateConnection() => throw new NotSupportedException("Not needed for read-only guard tests.");
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}
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||||
}
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@@ -1,10 +1,85 @@
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namespace QuantEngine.Core.Tests;
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namespace QuantEngine.Core.Tests;
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||||
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||||
public class UnitTest1
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||||
{
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||||
[Fact]
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||||
public void Test1()
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||||
public void OperationalReportLoader_ParsesCanonicalTempReport()
|
||||
{
|
||||
var path = Path.GetFullPath(Path.Combine(AppContext.BaseDirectory, "..", "..", "..", "..", "..", "..", "Temp", "operational_report.json"));
|
||||
var report = QuantEngine.Core.Infrastructure.OperationalReportLoader.Load(path);
|
||||
|
||||
Assert.Equal("2026-05-24-operational-report-v1", report.SchemaVersion);
|
||||
Assert.Equal("GatherTradingData.json", report.SourceJson);
|
||||
Assert.Equal(38, report.SectionCount);
|
||||
Assert.True(report.Sections.Count >= 4);
|
||||
Assert.Equal("exec_safety_declaration", report.Sections[0].Name);
|
||||
Assert.Contains("source: .NET operational report builder", report.Sections[0].Preview);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void OperationalReportLoader_ReturnsSafeDefaultsWhenFileIsMissing()
|
||||
{
|
||||
var path = Path.Combine(Path.GetTempPath(), Guid.NewGuid().ToString("N"), "operational_report.json");
|
||||
var report = QuantEngine.Core.Infrastructure.OperationalReportLoader.Load(path);
|
||||
|
||||
Assert.Equal("n/a", report.SchemaVersion);
|
||||
Assert.Equal("n/a", report.SourceJson);
|
||||
Assert.Equal("n/a", report.GeneratedAt);
|
||||
Assert.Equal(0, report.SectionCount);
|
||||
Assert.Empty(report.Sections);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void OperationalReportLoader_UsesSectionCountFromPayloadWhenPresent()
|
||||
{
|
||||
var tempDir = Path.Combine(Path.GetTempPath(), Guid.NewGuid().ToString("N"));
|
||||
Directory.CreateDirectory(tempDir);
|
||||
var path = Path.Combine(tempDir, "operational_report.json");
|
||||
|
||||
File.WriteAllText(path, """
|
||||
{
|
||||
"schema_version": "test-schema",
|
||||
"source_json": "fixture.json",
|
||||
"generated_at": "2026-06-26T00:00:00+00:00",
|
||||
"section_count": 2,
|
||||
"sections": [
|
||||
{ "name": "alpha", "title": "Alpha", "markdown": "alpha body" },
|
||||
{ "name": "beta", "title": "Beta", "markdown": "beta body" }
|
||||
]
|
||||
}
|
||||
""");
|
||||
|
||||
var report = QuantEngine.Core.Infrastructure.OperationalReportLoader.Load(path);
|
||||
|
||||
Assert.Equal("test-schema", report.SchemaVersion);
|
||||
Assert.Equal("fixture.json", report.SourceJson);
|
||||
Assert.Equal(2, report.SectionCount);
|
||||
Assert.Equal(2, report.Sections.Count);
|
||||
Assert.Equal("alpha", report.Sections[0].Name);
|
||||
Assert.Equal("alpha body", report.Sections[0].Preview);
|
||||
}
|
||||
|
||||
[Fact]
|
||||
public void OperationalReportLoader_PreservesEmptySectionsWithoutThrowing()
|
||||
{
|
||||
var tempDir = Path.Combine(Path.GetTempPath(), Guid.NewGuid().ToString("N"));
|
||||
Directory.CreateDirectory(tempDir);
|
||||
var path = Path.Combine(tempDir, "operational_report.json");
|
||||
|
||||
File.WriteAllText(path, """
|
||||
{
|
||||
"schema_version": "empty-schema",
|
||||
"source_json": "fixture.json",
|
||||
"generated_at": "2026-06-26T00:00:00+00:00",
|
||||
"section_count": 0,
|
||||
"sections": []
|
||||
}
|
||||
""");
|
||||
|
||||
var report = QuantEngine.Core.Infrastructure.OperationalReportLoader.Load(path);
|
||||
|
||||
Assert.Equal(0, report.SectionCount);
|
||||
Assert.Empty(report.Sections);
|
||||
Assert.Equal("empty-schema", report.SchemaVersion);
|
||||
}
|
||||
}
|
||||
|
||||
Reference in New Issue
Block a user