feat(analytics): доходы, ребалансировка, налоги, бенчмарки и цели — фаза 4
Второй источник выплат: sources/tinvest/sync_events.py (GetDividends, GetBondCoupons, GetBondEvents) и sources/moex/payouts.py (ISS bondization + dividends). Приоритет между ними — pricing/payouts.resolve_payouts, решается на чтении, а не на записи: corporate_action уникален по (instrument_id, kind, source, source_id), обе версии сосуществуют, и правило можно поменять без ресинка истории. Амортизация от MOEX идёт в bond_nominal_schedule, а не в corporate_action — этим типом безраздельно владеет ledger/corporate_actions.py. analytics/income.py — metric_income_monthly (факт) и metric_income_calendar (прошлое и прогноз) с basis paid/announced/history на каждой строке, три источника числа не смешиваются. analytics/rebalance.py — сделки по portfolio_target пропорционально внутри бакета, лоты только вниз, покупки не занимают у ещё не свершившихся продаж. analytics/tax.py — оценка, не замена справки брокера: дивиденды/купоны gross, реализованный результат из lot_disposal с переоценкой каждой ноги на свою дату. analytics/benchmarks.py — TWR индекса на сетке портфеля, kind (price/total_return) не скрывается. analytics/goals.py — прогресс цели и нужный взнос по trailing XIRR. Четыре шага зарегистрированы в register_steps: benchmarks после returns (общая сетка дат), rebalance после allocation (её веса, не пересчитывает), income и tax после lots (нужен lot_disposal).
This commit is contained in:
Dmitry
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"""MOEX ISS as the second payout feed: bondization and the dividend register.
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Every request goes through respx — the ISS is never actually called.
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"""
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from __future__ import annotations
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from datetime import date, timedelta
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from decimal import Decimal
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import httpx
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import respx
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from sqlalchemy import select
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from factories import make_account, make_event
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from fintracker.analytics import today_local
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from fintracker.config import Settings
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from fintracker.db import get_sessionmaker
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from fintracker.models import (
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AccountKind,
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AccountRole,
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AssetClass,
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BondNominalSchedule,
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CorporateAction,
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CorporateActionKind,
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CorporateActionStatus,
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EventKind,
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Instrument,
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)
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from fintracker.sources.moex.client import AmortisationRow, CouponRow, MoexClient
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from fintracker.sources.moex.payouts import (
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MoexDividendRow,
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MoexPayoutsSource,
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coupon_payout,
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dividend_payout,
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fetch_dividends,
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nominal_schedule,
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)
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ISS = "https://iss.moex.com/iss"
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D = Decimal
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TODAY = today_local()
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PAST = TODAY - timedelta(days=30)
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FUTURE = TODAY + timedelta(days=30)
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def block(name: str, columns: list[str], data: list[list]) -> dict:
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return {name: {"columns": columns, "data": data}}
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def bondization(coupons: list[list], amortisations: list[list] | None = None) -> dict:
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return {
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"coupons": {
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"columns": ["coupondate", "value", "valueprc", "faceunit"],
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"data": coupons,
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},
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"amortizations": {
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"columns": ["amortdate", "value", "facevalue", "faceunit"],
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"data": amortisations or [],
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},
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}
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# --- mapping -------------------------------------------------------------------------
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def test_a_coupon_row_maps_to_a_moex_sourced_corporate_action():
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payout = coupon_payout(
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CouponRow(coupon_date=FUTURE, value=D("34.90"), value_pct=D("7.0"), currency="RUB"),
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instrument_id=9,
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today=TODAY,
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)
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assert payout is not None
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assert payout.kind is CorporateActionKind.coupon
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assert payout.source == "moex"
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assert payout.source_id == f"cpn:{FUTURE.isoformat()}"
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assert payout.pay_date == FUTURE
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assert payout.amount_per_unit == D("34.90")
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assert payout.currency == "RUB"
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assert payout.status is CorporateActionStatus.announced
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def test_a_coupon_already_paid_is_stored_as_paid():
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payout = coupon_payout(
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CouponRow(coupon_date=PAST, value=D("34.90"), value_pct=None, currency="RUB"),
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instrument_id=9,
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today=TODAY,
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)
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assert payout is not None
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assert payout.status is CorporateActionStatus.paid
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def test_a_floating_coupon_without_a_rate_keeps_its_date_and_loses_its_amount():
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"""The date is published long before the rate is fixed, and the calendar needs it."""
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payout = coupon_payout(
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CouponRow(coupon_date=FUTURE, value=None, value_pct=None, currency="RUB"),
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instrument_id=9,
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today=TODAY,
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)
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assert payout is not None
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assert payout.amount_per_unit is None
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def test_a_dividend_register_row_states_the_record_date_and_nothing_else():
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payout = dividend_payout(
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MoexDividendRow(
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secid="SBER", registry_close_date=date(2026, 7, 10), value=D("52"), currency="RUB"
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),
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instrument_id=7,
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today=TODAY,
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)
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assert payout is not None
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assert payout.record_date == date(2026, 7, 10)
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assert payout.pay_date is None
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assert payout.source_id == "div:2026-07-10"
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assert payout.amount_per_unit == D("52")
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def test_amortisations_run_the_nominal_down_to_zero():
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warnings: list[str] = []
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points = nominal_schedule(
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[
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AmortisationRow(
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amort_date=date(2028, 5, 5), value=D(500), face_value=D(500), currency="SUR"
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),
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AmortisationRow(
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amort_date=date(2026, 5, 5), value=D(250), face_value=D(1000), currency="SUR"
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),
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AmortisationRow(
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amort_date=date(2027, 5, 5), value=D(250), face_value=D(750), currency="SUR"
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),
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],
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instrument_id=9,
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currency="RUB",
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warnings=warnings,
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)
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assert [(p.effective_date, p.nominal) for p in points] == [
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(date(2026, 5, 5), D(750)),
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(date(2027, 5, 5), D(500)),
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(date(2028, 5, 5), D(0)),
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]
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assert all(p.source == "moex" for p in points)
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assert warnings == []
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def test_a_plan_that_does_not_add_up_to_the_stated_nominal_is_reported():
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warnings: list[str] = []
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nominal_schedule(
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[
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AmortisationRow(
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amort_date=date(2026, 5, 5), value=D(250), face_value=D(1000), currency="SUR"
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),
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AmortisationRow(
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amort_date=date(2027, 5, 5), value=D(250), face_value=D(750), currency="SUR"
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),
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],
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instrument_id=9,
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currency="RUB",
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warnings=warnings,
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secid="RU000A",
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)
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assert len(warnings) == 1
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assert "1000" in warnings[0]
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def test_nominal_points_are_decimal_never_float():
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points = nominal_schedule(
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[
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AmortisationRow(
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amort_date=date(2026, 5, 5), value=D("1000"), face_value=None, currency=None
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)
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],
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instrument_id=9,
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currency="RUB",
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warnings=[],
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)
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assert all(isinstance(p.nominal, Decimal) and not isinstance(p.nominal, float) for p in points)
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# --- client --------------------------------------------------------------------------
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@respx.mock
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async def test_bondization_gives_the_whole_coupon_schedule_not_just_the_near_ones():
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"""This is why bonds are read from MOEX: the plan runs to maturity, in one request."""
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schedule = [
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[(TODAY + timedelta(days=30 * n)).isoformat(), 34.9, 7.0, "SUR"] for n in range(1, 25)
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]
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respx.get(url__startswith=f"{ISS}/securities/RU000A/bondization").mock(
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return_value=httpx.Response(200, json=bondization(schedule))
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)
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async with MoexClient() as moex:
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coupons, amortisations = await moex.bondization("RU000A")
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within_a_year = [
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c for c in coupons if c.coupon_date and c.coupon_date <= TODAY + timedelta(days=365)
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]
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assert len(within_a_year) >= 12
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assert all(c.value == D("34.9") for c in within_a_year)
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assert amortisations == []
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@respx.mock
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async def test_the_dividend_extract_is_read_by_column_name():
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respx.get(url__startswith=f"{ISS}/securities/SBER/dividends").mock(
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return_value=httpx.Response(
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200,
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json=block(
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"dividends",
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["secid", "isin", "registryclosedate", "value", "currencyid"],
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[["SBER", "RU0009029540", "2026-07-10", 34.84, "SUR"]],
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),
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)
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)
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async with httpx.AsyncClient(trust_env=False) as http:
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rows = await fetch_dividends(http, "SBER")
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assert rows == [
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MoexDividendRow(
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secid="SBER",
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registry_close_date=date(2026, 7, 10),
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value=D("34.84"),
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currency="RUB", # ISS says SUR
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)
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]
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# --- sync ----------------------------------------------------------------------------
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async def seed(asset_class: AssetClass, ticker: str) -> int:
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account_id = await make_account(
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name="Брокерский",
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kind=AccountKind.broker,
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role=AccountRole.investment,
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balance=None,
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include_in_net_worth=False,
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source="tinvest",
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source_id=f"tinv-{ticker}",
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)
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async with get_sessionmaker()() as session:
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instrument = Instrument(
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asset_class=asset_class,
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ticker=ticker,
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board="TQBR",
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name=ticker,
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currency="RUB",
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)
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session.add(instrument)
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await session.commit()
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await session.refresh(instrument)
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instrument_id = instrument.id
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await make_event(
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PAST, account_id=account_id, kind=EventKind.buy, instrument_id=instrument_id, quantity=10
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)
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return instrument_id
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async def rows_of(model, **where):
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async with get_sessionmaker()() as session:
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stmt = select(model)
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for column, value in where.items():
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stmt = stmt.where(getattr(model, column) == value)
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return list((await session.execute(stmt)).scalars().all())
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def mock_iss(mock_http) -> None:
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mock_http.get(url__startswith=f"{ISS}/securities/RU000A/bondization").mock(
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return_value=httpx.Response(
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200,
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json=bondization(
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[
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["2027-05-05", 34.9, 7.0, "SUR"],
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["2028-05-05", 34.9, 7.0, "SUR"],
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],
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[
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["2027-05-05", 250, 1000, "SUR"],
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["2028-05-05", 750, 750, "SUR"],
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],
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),
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)
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)
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mock_http.get(url__startswith=f"{ISS}/securities/SBER/dividends").mock(
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return_value=httpx.Response(
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200,
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json=block(
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"dividends",
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["secid", "registryclosedate", "value", "currencyid"],
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[["SBER", "2026-07-10", 34.84, "SUR"]],
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),
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)
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)
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async def test_a_bond_run_writes_coupons_and_the_nominal_schedule(app, mock_http, run_sync):
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instrument_id = await seed(AssetClass.bond, "RU000A")
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mock_iss(mock_http)
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await run_sync(MoexPayoutsSource(), settings=Settings())
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actions = await rows_of(CorporateAction, instrument_id=instrument_id)
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assert {(a.kind, a.source, a.source_id) for a in actions} == {
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(CorporateActionKind.coupon, "moex", "cpn:2027-05-05"),
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(CorporateActionKind.coupon, "moex", "cpn:2028-05-05"),
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}
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schedule = sorted(
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await rows_of(BondNominalSchedule, instrument_id=instrument_id),
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key=lambda p: p.effective_date,
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)
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assert [(p.effective_date, p.nominal) for p in schedule] == [
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(date(2027, 5, 5), D(750)),
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(date(2028, 5, 5), D(0)),
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]
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async def test_a_share_run_writes_the_register_dividend(app, mock_http, run_sync):
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instrument_id = await seed(AssetClass.share, "SBER")
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mock_iss(mock_http)
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await run_sync(MoexPayoutsSource(), settings=Settings())
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actions = await rows_of(CorporateAction, instrument_id=instrument_id)
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assert [(a.kind, a.source, a.amount_per_unit) for a in actions] == [
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(CorporateActionKind.dividend, "moex", D("34.84"))
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]
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async def test_a_second_run_stores_no_duplicates(app, mock_http, run_sync):
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instrument_id = await seed(AssetClass.bond, "RU000A")
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mock_iss(mock_http)
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await run_sync(MoexPayoutsSource(), settings=Settings())
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await run_sync(MoexPayoutsSource(), settings=Settings())
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assert len(await rows_of(CorporateAction, instrument_id=instrument_id)) == 2
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assert len(await rows_of(BondNominalSchedule, instrument_id=instrument_id)) == 2
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async def test_moex_wins_the_nominal_row_a_weaker_source_already_wrote(app, mock_http, run_sync):
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"""`bond_nominal_schedule` is keyed without `source`, so precedence is decided on write."""
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instrument_id = await seed(AssetClass.bond, "RU000A")
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async with get_sessionmaker()() as session:
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session.add(
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BondNominalSchedule(
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instrument_id=instrument_id,
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effective_date=date(2027, 5, 5),
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nominal=D(800),
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currency="RUB",
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source="tinvest",
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)
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)
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await session.commit()
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mock_iss(mock_http)
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await run_sync(MoexPayoutsSource(), settings=Settings())
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schedule = await rows_of(BondNominalSchedule, instrument_id=instrument_id)
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row = next(p for p in schedule if p.effective_date == date(2027, 5, 5))
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assert (row.nominal, row.source) == (D(750), "moex")
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@@ -0,0 +1,454 @@
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"""T-Invest payout feeds: what the three RPCs mean once they are flattened.
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The mapping tests are pure — the sync ones run against the real database with a stand-in
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client, so no test here touches the network or needs a token.
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"""
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from __future__ import annotations
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from datetime import UTC, date, datetime, timedelta
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from decimal import Decimal
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from typing import ClassVar
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import pytest
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from sqlalchemy import select
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from factories import make_account, make_event
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from fintracker.analytics import today_local
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from fintracker.config import Settings
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from fintracker.db import get_sessionmaker
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from fintracker.models import (
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AccountKind,
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AccountRole,
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AssetClass,
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BondNominalSchedule,
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CorporateAction,
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CorporateActionKind,
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CorporateActionStatus,
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EventKind,
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Instrument,
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RawTinvestEvent,
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)
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from fintracker.sources.tinvest import sync_events
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from fintracker.sources.tinvest.client import BondCouponRow, BondEventRow, DividendRow
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from fintracker.sources.tinvest.sync_events import (
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TinvestEventsSource,
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coupon_payout,
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dividend_payout,
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msk_date,
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nominal_schedule,
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status_for,
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)
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D = Decimal
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TODAY = today_local()
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PAST = TODAY - timedelta(days=30)
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FUTURE = TODAY + timedelta(days=30)
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def utc(day: date) -> datetime:
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"""How the API stamps a trading day: midnight UTC, i.e. 3 a.m. in Moscow."""
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return datetime(day.year, day.month, day.day, tzinfo=UTC)
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def dividend(**over) -> DividendRow:
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base = {
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"instrument_uid": "uid-share",
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"amount": D("45.24"),
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"currency": "RUB",
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"payment_date": utc(date(2026, 7, 24)),
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"declared_date": utc(date(2026, 5, 30)),
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"record_date": utc(date(2026, 7, 10)),
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"last_buy_date": utc(date(2026, 7, 9)),
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"dividend_type": "Regular Cash",
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"regularity": "Annual",
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"payload": {"dividend_net": {"value": "45.24", "currency": "rub"}},
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}
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return DividendRow(**{**base, **over})
|
||||
|
||||
|
||||
def coupon(**over) -> BondCouponRow:
|
||||
base = {
|
||||
"instrument_uid": "uid-bond",
|
||||
"coupon_number": 7,
|
||||
"coupon_date": utc(date(2026, 11, 5)),
|
||||
"fix_date": utc(date(2026, 11, 4)),
|
||||
"pay_one_bond": D("34.90"),
|
||||
"currency": "RUB",
|
||||
"coupon_type": "COUPON_TYPE_CONSTANT",
|
||||
"coupon_period": 182,
|
||||
"payload": {"coupon_number": 7},
|
||||
}
|
||||
return BondCouponRow(**{**base, **over})
|
||||
|
||||
|
||||
def redemption(day: date, amount: str, **over) -> BondEventRow:
|
||||
base = {
|
||||
"instrument_uid": "uid-bond",
|
||||
"event_type": "EVENT_TYPE_MTY",
|
||||
"event_number": 1,
|
||||
"event_date": utc(day),
|
||||
"fix_date": utc(day),
|
||||
"pay_date": utc(day),
|
||||
"pay_one_bond": D(amount),
|
||||
"currency": "RUB",
|
||||
"payload": {},
|
||||
}
|
||||
return BondEventRow(**{**base, **over})
|
||||
|
||||
|
||||
# --- mapping -------------------------------------------------------------------------
|
||||
|
||||
|
||||
def test_a_midnight_utc_stamp_is_the_moscow_trading_day():
|
||||
"""Read as UTC, every payout would move one day earlier than the exchange printed it."""
|
||||
assert msk_date(datetime(2026, 7, 10, 0, 0, tzinfo=UTC)) == date(2026, 7, 10)
|
||||
assert msk_date(datetime(2026, 7, 9, 21, 30, tzinfo=UTC)) == date(2026, 7, 10)
|
||||
assert msk_date(None) is None
|
||||
|
||||
|
||||
def test_dividend_carries_every_date_the_feed_states():
|
||||
payout = dividend_payout(dividend(), instrument_id=7, today=TODAY)
|
||||
|
||||
assert payout is not None
|
||||
assert payout.kind is CorporateActionKind.dividend
|
||||
assert payout.record_date == date(2026, 7, 10)
|
||||
assert payout.pay_date == date(2026, 7, 24)
|
||||
# last_buy_date is the last day a purchase still earns it — the ex-side date on offer
|
||||
assert payout.ex_date == date(2026, 7, 9)
|
||||
assert payout.amount_per_unit == D("45.24")
|
||||
assert payout.currency == "RUB"
|
||||
assert payout.source == "tinvest"
|
||||
assert payout.source_id == "div:2026-07-10"
|
||||
|
||||
|
||||
def test_dividend_without_any_date_is_dropped():
|
||||
assert (
|
||||
dividend_payout(
|
||||
dividend(record_date=None, payment_date=None, declared_date=None),
|
||||
instrument_id=7,
|
||||
today=TODAY,
|
||||
)
|
||||
is None
|
||||
)
|
||||
|
||||
|
||||
def test_a_past_payout_is_paid_and_a_future_one_announced():
|
||||
assert status_for(PAST, TODAY) is CorporateActionStatus.paid
|
||||
assert status_for(FUTURE, TODAY) is CorporateActionStatus.announced
|
||||
assert status_for(None, TODAY) is CorporateActionStatus.announced
|
||||
|
||||
|
||||
def test_coupon_maps_to_the_coupon_kind_keyed_on_its_number():
|
||||
warnings: list[str] = []
|
||||
payout = coupon_payout(coupon(), instrument_id=9, today=TODAY, warnings=warnings)
|
||||
|
||||
assert payout is not None
|
||||
assert payout.kind is CorporateActionKind.coupon
|
||||
assert payout.pay_date == date(2026, 11, 5)
|
||||
assert payout.record_date == date(2026, 11, 4)
|
||||
assert payout.amount_per_unit == D("34.90")
|
||||
assert payout.source_id == "cpn:7"
|
||||
assert warnings == []
|
||||
|
||||
|
||||
def test_an_unknown_coupon_type_warns_instead_of_becoming_a_plain_coupon():
|
||||
warnings: list[str] = []
|
||||
payout = coupon_payout(
|
||||
coupon(coupon_type="COUPON_TYPE_UNSPECIFIED"),
|
||||
instrument_id=9,
|
||||
today=TODAY,
|
||||
warnings=warnings,
|
||||
)
|
||||
|
||||
assert payout is None
|
||||
assert len(warnings) == 1
|
||||
assert "COUPON_TYPE_UNSPECIFIED" in warnings[0]
|
||||
|
||||
|
||||
def test_a_zero_coupon_is_not_a_payout():
|
||||
warnings: list[str] = []
|
||||
assert (
|
||||
coupon_payout(
|
||||
coupon(pay_one_bond=D(0), coupon_type="COUPON_TYPE_DISCOUNT"),
|
||||
instrument_id=9,
|
||||
today=TODAY,
|
||||
warnings=warnings,
|
||||
)
|
||||
is None
|
||||
)
|
||||
assert warnings == []
|
||||
|
||||
|
||||
def test_redemptions_run_the_nominal_down_to_zero():
|
||||
"""An amortised bond repays the principal in slices; the nominal after each is what is left."""
|
||||
warnings: list[str] = []
|
||||
points = nominal_schedule(
|
||||
[
|
||||
redemption(date(2027, 5, 5), "250"),
|
||||
redemption(date(2026, 5, 5), "250"), # out of order on purpose
|
||||
redemption(date(2028, 5, 5), "500"),
|
||||
],
|
||||
instrument_id=9,
|
||||
currency="RUB",
|
||||
warnings=warnings,
|
||||
)
|
||||
|
||||
assert [(p.effective_date, p.nominal) for p in points] == [
|
||||
(date(2026, 5, 5), D(750)),
|
||||
(date(2027, 5, 5), D(500)),
|
||||
(date(2028, 5, 5), D(0)),
|
||||
]
|
||||
assert all(p.source == "tinvest" and p.currency == "RUB" for p in points)
|
||||
assert warnings == []
|
||||
|
||||
|
||||
def test_a_bullet_bond_gets_a_single_point_at_maturity():
|
||||
points = nominal_schedule(
|
||||
[redemption(date(2029, 3, 1), "1000")], instrument_id=9, currency="RUB", warnings=[]
|
||||
)
|
||||
assert [(p.effective_date, p.nominal) for p in points] == [(date(2029, 3, 1), D(0))]
|
||||
|
||||
|
||||
def test_an_unknown_bond_event_type_warns_and_is_skipped():
|
||||
warnings: list[str] = []
|
||||
points = nominal_schedule(
|
||||
[redemption(date(2026, 5, 5), "250", event_type="EVENT_TYPE_CONV")],
|
||||
instrument_id=9,
|
||||
currency="RUB",
|
||||
warnings=warnings,
|
||||
)
|
||||
|
||||
assert points == []
|
||||
assert "EVENT_TYPE_CONV" in warnings[0]
|
||||
|
||||
|
||||
def test_a_redemption_with_no_money_is_warned_about_not_read_as_zero():
|
||||
"""A silent zero would shift every later nominal upward by the missing slice."""
|
||||
warnings: list[str] = []
|
||||
points = nominal_schedule(
|
||||
[
|
||||
redemption(date(2026, 5, 5), "250", pay_one_bond=None),
|
||||
redemption(date(2027, 5, 5), "750"),
|
||||
],
|
||||
instrument_id=9,
|
||||
currency="RUB",
|
||||
warnings=warnings,
|
||||
)
|
||||
|
||||
assert [p.nominal for p in points] == [D(0)]
|
||||
assert "без суммы" in warnings[0]
|
||||
|
||||
|
||||
def test_every_mapped_amount_is_a_decimal_never_a_float():
|
||||
payout = dividend_payout(dividend(), instrument_id=7, today=TODAY)
|
||||
points = nominal_schedule(
|
||||
[redemption(date(2026, 5, 5), "250"), redemption(date(2027, 5, 5), "750")],
|
||||
instrument_id=9,
|
||||
currency="RUB",
|
||||
warnings=[],
|
||||
)
|
||||
assert payout is not None
|
||||
assert isinstance(payout.amount_per_unit, Decimal)
|
||||
assert all(isinstance(p.nominal, Decimal) and not isinstance(p.nominal, float) for p in points)
|
||||
|
||||
|
||||
# --- sync ----------------------------------------------------------------------------
|
||||
|
||||
|
||||
class FakeClient:
|
||||
"""Stands in for `TinvestClient`: same three coroutines, no gRPC and no token."""
|
||||
|
||||
calls: ClassVar[list[str]] = []
|
||||
|
||||
def __init__(self, token: str, **_: object) -> None:
|
||||
self.token = token
|
||||
|
||||
async def __aenter__(self) -> FakeClient:
|
||||
return self
|
||||
|
||||
async def __aexit__(self, *exc: object) -> None:
|
||||
return None
|
||||
|
||||
async def dividends(self, uid: str, **_: object) -> list[DividendRow]:
|
||||
FakeClient.calls.append(f"dividends:{uid}")
|
||||
return [dividend(instrument_uid=uid)] if uid == "uid-share" else []
|
||||
|
||||
async def bond_coupons(self, uid: str, **_: object) -> list[BondCouponRow]:
|
||||
FakeClient.calls.append(f"coupons:{uid}")
|
||||
return [
|
||||
coupon(instrument_uid=uid),
|
||||
coupon(instrument_uid=uid, coupon_number=8, coupon_date=utc(date(2027, 5, 5))),
|
||||
]
|
||||
|
||||
async def bond_events(self, uid: str, **_: object) -> list[BondEventRow]:
|
||||
FakeClient.calls.append(f"events:{uid}")
|
||||
return [redemption(date(2027, 5, 5), "250"), redemption(date(2028, 5, 5), "750")]
|
||||
|
||||
|
||||
@pytest.fixture
|
||||
def fake_client(monkeypatch):
|
||||
FakeClient.calls = []
|
||||
monkeypatch.setattr(sync_events, "TinvestClient", FakeClient)
|
||||
return FakeClient
|
||||
|
||||
|
||||
async def seed(asset_class: AssetClass, uid: str, ticker: str) -> int:
|
||||
"""One instrument with a confirmed ledger event — which is what puts it in scope."""
|
||||
account_id = await make_account(
|
||||
name="Брокерский",
|
||||
kind=AccountKind.broker,
|
||||
role=AccountRole.investment,
|
||||
balance=None,
|
||||
include_in_net_worth=False,
|
||||
source="tinvest",
|
||||
source_id=f"tinv-{ticker}",
|
||||
)
|
||||
async with get_sessionmaker()() as session:
|
||||
instrument = Instrument(
|
||||
asset_class=asset_class,
|
||||
tinvest_uid=uid,
|
||||
ticker=ticker,
|
||||
board="TQBR",
|
||||
name=ticker,
|
||||
currency="RUB",
|
||||
)
|
||||
session.add(instrument)
|
||||
await session.commit()
|
||||
await session.refresh(instrument)
|
||||
instrument_id = instrument.id
|
||||
await make_event(
|
||||
PAST, account_id=account_id, kind=EventKind.buy, instrument_id=instrument_id, quantity=10
|
||||
)
|
||||
return instrument_id
|
||||
|
||||
|
||||
async def rows(model, **where):
|
||||
async with get_sessionmaker()() as session:
|
||||
stmt = select(model)
|
||||
for column, value in where.items():
|
||||
stmt = stmt.where(getattr(model, column) == value)
|
||||
return list((await session.execute(stmt)).scalars().all())
|
||||
|
||||
|
||||
def settings() -> Settings:
|
||||
return Settings(tinvest_token="test-token")
|
||||
|
||||
|
||||
async def test_a_share_run_writes_the_raw_row_and_the_corporate_action(app, fake_client, run_sync):
|
||||
instrument_id = await seed(AssetClass.share, "uid-share", "SBER")
|
||||
|
||||
result = await run_sync(TinvestEventsSource(), settings=settings())
|
||||
|
||||
assert result.counts["dividends"] == 1
|
||||
action = (await rows(CorporateAction, instrument_id=instrument_id))[0]
|
||||
assert action.kind is CorporateActionKind.dividend
|
||||
assert action.source == "tinvest"
|
||||
assert action.source_id == "div:2026-07-10"
|
||||
assert action.amount_per_unit == D("45.24")
|
||||
assert action.record_date == date(2026, 7, 10)
|
||||
raw = (await rows(RawTinvestEvent, instrument_uid="uid-share"))[0]
|
||||
assert raw.kind == "dividend"
|
||||
assert raw.payload["dividend_net"]["value"] == "45.24"
|
||||
|
||||
|
||||
async def test_a_bond_run_writes_coupons_and_a_descending_nominal_schedule(
|
||||
app, fake_client, run_sync
|
||||
):
|
||||
instrument_id = await seed(AssetClass.bond, "uid-bond", "RU000A")
|
||||
|
||||
await run_sync(TinvestEventsSource(), settings=settings())
|
||||
|
||||
actions = await rows(CorporateAction, instrument_id=instrument_id)
|
||||
assert {a.kind for a in actions} == {CorporateActionKind.coupon}
|
||||
assert {a.source_id for a in actions} == {"cpn:7", "cpn:8"}
|
||||
schedule = sorted(
|
||||
await rows(BondNominalSchedule, instrument_id=instrument_id),
|
||||
key=lambda p: p.effective_date,
|
||||
)
|
||||
assert [(p.effective_date, p.nominal, p.source) for p in schedule] == [
|
||||
(date(2027, 5, 5), D(750), "tinvest"),
|
||||
(date(2028, 5, 5), D(0), "tinvest"),
|
||||
]
|
||||
|
||||
|
||||
async def test_a_bond_never_writes_an_amortization_row(app, fake_client, run_sync):
|
||||
"""`ledger/corporate_actions.py` owns that kind and prunes anything it did not derive."""
|
||||
instrument_id = await seed(AssetClass.bond, "uid-bond", "RU000A")
|
||||
|
||||
await run_sync(TinvestEventsSource(), settings=settings())
|
||||
|
||||
actions = await rows(CorporateAction, instrument_id=instrument_id)
|
||||
assert not any(
|
||||
a.kind in (CorporateActionKind.amortization, CorporateActionKind.repayment) for a in actions
|
||||
)
|
||||
|
||||
|
||||
async def test_a_share_is_never_asked_for_coupons(app, fake_client, run_sync):
|
||||
await seed(AssetClass.share, "uid-share", "SBER")
|
||||
|
||||
await run_sync(TinvestEventsSource(), settings=settings())
|
||||
|
||||
assert FakeClient.calls == ["dividends:uid-share"]
|
||||
|
||||
|
||||
async def test_a_second_run_stores_no_duplicates(app, fake_client, run_sync):
|
||||
instrument_id = await seed(AssetClass.bond, "uid-bond", "RU000A")
|
||||
|
||||
await run_sync(TinvestEventsSource(), settings=settings())
|
||||
await run_sync(TinvestEventsSource(), settings=settings())
|
||||
|
||||
assert len(await rows(CorporateAction, instrument_id=instrument_id)) == 2
|
||||
assert len(await rows(BondNominalSchedule, instrument_id=instrument_id)) == 2
|
||||
assert len(await rows(RawTinvestEvent, instrument_uid="uid-bond")) == 4
|
||||
|
||||
|
||||
async def test_a_ledger_derived_paid_row_is_not_overwritten_by_the_feed(app, fake_client, run_sync):
|
||||
"""Money that arrived outranks an announcement — and the feed cannot even reach that row."""
|
||||
instrument_id = await seed(AssetClass.bond, "uid-bond", "RU000A")
|
||||
async with get_sessionmaker()() as session:
|
||||
session.add(
|
||||
CorporateAction(
|
||||
instrument_id=instrument_id,
|
||||
kind=CorporateActionKind.amortization,
|
||||
status=CorporateActionStatus.paid,
|
||||
ex_date=date(2027, 5, 5),
|
||||
pay_date=date(2027, 5, 5),
|
||||
amount_per_unit=D("250"),
|
||||
currency="RUB",
|
||||
source="tinvest",
|
||||
source_id="2027-05-05",
|
||||
)
|
||||
)
|
||||
await session.commit()
|
||||
|
||||
await run_sync(TinvestEventsSource(), settings=settings())
|
||||
|
||||
derived = [
|
||||
a
|
||||
for a in await rows(CorporateAction, instrument_id=instrument_id)
|
||||
if a.kind is CorporateActionKind.amortization
|
||||
]
|
||||
assert len(derived) == 1
|
||||
assert derived[0].status is CorporateActionStatus.paid
|
||||
assert derived[0].amount_per_unit == D("250")
|
||||
|
||||
|
||||
async def test_an_instrument_outside_the_ledger_is_never_asked_about(app, fake_client, run_sync):
|
||||
async with get_sessionmaker()() as session:
|
||||
session.add(
|
||||
Instrument(
|
||||
asset_class=AssetClass.share,
|
||||
tinvest_uid="uid-never-held",
|
||||
ticker="GAZP",
|
||||
board="TQBR",
|
||||
name="GAZP",
|
||||
currency="RUB",
|
||||
)
|
||||
)
|
||||
await session.commit()
|
||||
|
||||
result = await run_sync(TinvestEventsSource(), settings=settings())
|
||||
|
||||
assert FakeClient.calls == []
|
||||
assert result.changed is False
|
||||
Reference in New Issue
Block a user