Dmitry
4552efbf5d
Отменённые и незавершённые операции удаляются из event по raw_tinvest_operation, а не только из текущего окна синка. Бумага, которую MOEX не котирует (структурные ноты, внебиржевые облигации), получает цену из портфеля брокера. Логотип и цвет бренда копируются в instrument (миграция e8b21f6a90c3).
142 lines
5.0 KiB
Python
142 lines
5.0 KiB
Python
"""A paper the exchange never quotes is priced by the broker's own mark (T-Invest snapshot)."""
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from __future__ import annotations
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from datetime import UTC, date, datetime
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from decimal import Decimal
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from sqlalchemy import select
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from factories import make_account, make_instrument, make_price
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from fintracker.db import get_sessionmaker
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from fintracker.models import AccountKind, AccountRole, AssetClass, Instrument
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from fintracker.models.pricing import PriceDaily
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from fintracker.sources.tinvest.client import PortfolioSnapshot, PositionLine
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from fintracker.sources.tinvest.sync import _store_snapshot
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D = Decimal
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CAPTURED = datetime(2026, 9, 19, 17, 10, tzinfo=UTC) # 20:10 in Moscow, the same calendar day
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DAY = date(2026, 9, 19)
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async def with_uid(instrument_id: int, uid: str) -> None:
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async with get_sessionmaker()() as session:
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row = await session.get(Instrument, instrument_id)
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assert row is not None
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row.tinvest_uid = uid
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await session.commit()
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def line(uid: str, *, price: str | None = "12354.6177", qty: str = "2") -> PositionLine:
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return PositionLine(
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instrument_uid=uid,
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figi=None,
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quantity=D(qty),
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average_price=D("11353.3839"),
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current_price=None if price is None else D(price),
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currency="RUB",
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instrument_type="bond",
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)
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async def store(account: int, *positions: PositionLine, at: datetime = CAPTURED) -> None:
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snapshot = PortfolioSnapshot(
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account_id="tinv-1", captured_at=at, positions=list(positions), cash=[], payload={}
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)
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async with get_sessionmaker()() as session:
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await _store_snapshot(session, account, snapshot)
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await session.commit()
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async def prices(instrument_id: int) -> list[PriceDaily]:
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async with get_sessionmaker()() as session:
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return list(
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(
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await session.execute(
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select(PriceDaily)
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.where(PriceDaily.instrument_id == instrument_id)
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.order_by(PriceDaily.d)
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)
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)
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.scalars()
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.all()
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)
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async def broker_account() -> int:
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return await make_account(
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name="Т", kind=AccountKind.broker, role=AccountRole.investment, balance=None,
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source="tinvest", source_id="tinv-1",
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) # fmt: skip
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async def test_an_unquoted_paper_gets_the_brokers_mark_as_the_days_close(app):
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account = await broker_account()
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note = await make_instrument(ticker="SIBN6P4", asset_class=AssetClass.bond, board=None)
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await with_uid(note, "uid-note")
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await store(account, line("uid-note"))
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(row,) = await prices(note)
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assert (row.d, row.close, row.currency, row.source) == (DAY, D("12354.6177"), "RUB", "tinvest")
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async def test_the_mark_is_refreshed_within_the_day(app):
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account = await broker_account()
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note = await make_instrument(ticker="SIBN6P4", asset_class=AssetClass.bond, board=None)
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await with_uid(note, "uid-note")
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await store(account, line("uid-note", price="12000"))
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await store(account, line("uid-note", price="12100"))
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(row,) = await prices(note)
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assert row.close == D("12100")
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async def test_an_exchange_priced_paper_is_left_to_the_exchange(app):
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account = await broker_account()
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sber = await make_instrument(ticker="SBER")
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await with_uid(sber, "uid-sber")
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await make_price(date(2026, 9, 18), instrument_id=sber, close="300")
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async with get_sessionmaker()() as session:
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row = (
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await session.execute(select(PriceDaily).where(PriceDaily.instrument_id == sber))
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).scalar_one()
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row.source = "moex"
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await session.commit()
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await store(account, line("uid-sber", price="999"))
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assert [(p.d, p.source) for p in await prices(sber)] == [(date(2026, 9, 18), "moex")]
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async def test_it_never_overwrites_another_sources_row_for_the_day(app):
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account = await broker_account()
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note = await make_instrument(ticker="SIBN6P4", asset_class=AssetClass.bond, board=None)
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await with_uid(note, "uid-note")
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await make_price(DAY, instrument_id=note, close="13000") # a manual entry, say
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async with get_sessionmaker()() as session:
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row = (
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await session.execute(select(PriceDaily).where(PriceDaily.instrument_id == note))
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).scalar_one()
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row.source = "manual"
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await session.commit()
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await store(account, line("uid-note", price="12354"))
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(row,) = await prices(note)
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assert (row.close, row.source) == (D("13000"), "manual")
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async def test_cash_and_lines_without_a_mark_are_skipped(app):
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account = await broker_account()
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rub = await make_instrument(ticker="RUB000UTSTOM", asset_class=AssetClass.currency, board=None)
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bare = await make_instrument(ticker="BARE", asset_class=AssetClass.bond, board=None)
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await with_uid(rub, "uid-rub")
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await with_uid(bare, "uid-bare")
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await store(account, line("uid-rub", price="1"), line("uid-bare", price=None))
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assert await prices(rub) == []
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assert await prices(bare) == []
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