Dmitry
ff3b76871d
Поток: upload -> raw_report_file (sha256 UNIQUE) -> parse -> raw_report_line,
событий в леджере ещё нет -> preview -> POST /imports/{id}/commit ->
ledger/ingest.py резолвит инструмент, считает dedupe_key, пишет event
confirmed | shadow (plan §1.6 B) — сравнивая account.primary_event_source
с источником отчёта, а не гадая. Нерезолвленный инструмент ждёт в
pending_instrument, никогда не угадывается; POST /instruments/pending/{id}/resolve
привязывает и пересобирает лоты.
ledger/dedupe.py — shadow-матчинг случая B двумя проходами (точная дата, затем
±1 рабочий день, жадно 1:1, |price| ±0,5 %). Шаги shadow_dedupe и
report_reconcile зарегистрированы перед quality: оба говорят через FINDINGS.
/instruments/pending регистрируется в app.py ДО routers/instruments.py:
FastAPI сопоставляет маршруты по порядку, и /instruments/{id} с типом int
отвечает 422 на нечисловой сегмент, а не проваливается дальше.
Контракт — docs/ai/import-contract.md, общий для бэкенда и Flutter.
242 lines
6.5 KiB
Python
242 lines
6.5 KiB
Python
"""Shadow matching: which report rows are the API's rows seen twice, and which are news."""
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from __future__ import annotations
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from datetime import date
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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_event, make_instrument
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from fintracker.analytics import FINDINGS
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from fintracker.db import get_sessionmaker
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from fintracker.ledger.dedupe import match_shadow_events
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from fintracker.models import AccountKind, AccountRole, Event, EventKind, EventStatus
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TRADE_DAY = date(2026, 3, 10)
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async def broker_account() -> int:
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return 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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)
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async def run() -> tuple[int, int]:
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FINDINGS.reset()
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async with get_sessionmaker()() as session:
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result = await match_shadow_events(session)
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await session.commit()
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return result.matched, result.unmatched
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async def matched_ids() -> dict[int, int | None]:
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async with get_sessionmaker()() as session:
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rows = (
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await session.execute(select(Event).where(Event.status == EventStatus.shadow))
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).scalars()
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return {e.id: (e.meta or {}).get("matched_event_id") for e in rows}
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async def test_price_within_half_a_percent_is_the_same_trade(app):
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account = await broker_account()
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instrument = await make_instrument(ticker="GAZP")
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api = await make_event(
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TRADE_DAY,
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account_id=account,
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kind=EventKind.buy,
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instrument_id=instrument,
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quantity="10",
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price="100",
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amount="-1000",
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)
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shadow = await make_event(
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TRADE_DAY,
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account_id=account,
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kind=EventKind.buy,
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instrument_id=instrument,
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quantity="10",
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price="100.4",
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amount="-1004",
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status=EventStatus.shadow,
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)
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matched, unmatched = await run()
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assert (matched, unmatched) == (1, 0)
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assert await matched_ids() == {shadow: api}
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assert FINDINGS.items == []
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async def test_price_off_by_two_percent_is_not_matched_and_is_reported(app):
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account = await broker_account()
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instrument = await make_instrument(ticker="GAZP")
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await make_event(
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TRADE_DAY,
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account_id=account,
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kind=EventKind.buy,
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instrument_id=instrument,
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quantity="10",
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price="100",
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amount="-1000",
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)
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shadow = await make_event(
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TRADE_DAY,
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account_id=account,
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kind=EventKind.buy,
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instrument_id=instrument,
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quantity="10",
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price="102",
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amount="-1020",
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status=EventStatus.shadow,
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)
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matched, unmatched = await run()
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assert (matched, unmatched) == (0, 1)
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assert await matched_ids() == {shadow: None}
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assert [f.check_name for f in FINDINGS.items] == ["report_only_event"]
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assert "нет в API" in FINDINGS.items[0].detail
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async def test_one_confirmed_event_closes_only_one_shadow(app):
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account = await broker_account()
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instrument = await make_instrument(ticker="GAZP")
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await make_event(
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TRADE_DAY,
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account_id=account,
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kind=EventKind.buy,
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instrument_id=instrument,
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quantity="10",
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price="100",
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amount="-1000",
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)
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first = await make_event(
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TRADE_DAY,
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account_id=account,
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kind=EventKind.buy,
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instrument_id=instrument,
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quantity="10",
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price="100",
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amount="-1000",
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status=EventStatus.shadow,
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)
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second = await make_event(
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TRADE_DAY,
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account_id=account,
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kind=EventKind.buy,
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instrument_id=instrument,
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quantity="10",
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price="100",
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amount="-1000",
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status=EventStatus.shadow,
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)
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matched, unmatched = await run()
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assert (matched, unmatched) == (1, 1)
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marks = await matched_ids()
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assert sorted(marks) == sorted([first, second])
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assert sum(1 for v in marks.values() if v is not None) == 1
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assert [f.check_name for f in FINDINGS.items] == ["report_only_event"]
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async def test_settlement_date_one_business_day_later_still_matches(app):
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"""The report prints T+1 where the API prints T — the relaxed level exists for this."""
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account = await broker_account()
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instrument = await make_instrument(ticker="GAZP")
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api = await make_event(
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date(2026, 3, 13), # Friday
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account_id=account,
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kind=EventKind.buy,
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instrument_id=instrument,
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quantity="10",
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price="100",
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amount="-1000",
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)
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shadow = await make_event(
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date(2026, 3, 16), # the next business day
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account_id=account,
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kind=EventKind.buy,
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instrument_id=instrument,
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quantity="10",
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price="100",
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amount="-1000",
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status=EventStatus.shadow,
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)
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matched, unmatched = await run()
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assert (matched, unmatched) == (1, 0)
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assert await matched_ids() == {shadow: api}
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async def test_an_exact_date_wins_over_a_next_day_candidate(app):
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account = await broker_account()
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instrument = await make_instrument(ticker="GAZP")
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same_day = await make_event(
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TRADE_DAY,
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account_id=account,
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kind=EventKind.buy,
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instrument_id=instrument,
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quantity="10",
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price="100",
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amount="-1000",
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)
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await make_event(
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date(2026, 3, 11),
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account_id=account,
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kind=EventKind.buy,
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instrument_id=instrument,
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quantity="10",
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price="100",
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amount="-1000",
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)
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shadow = await make_event(
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TRADE_DAY,
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account_id=account,
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kind=EventKind.buy,
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instrument_id=instrument,
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quantity="10",
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price="100",
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amount="-1000",
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status=EventStatus.shadow,
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)
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await run()
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assert await matched_ids() == {shadow: same_day}
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async def test_quantities_must_agree_exactly(app):
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account = await broker_account()
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instrument = await make_instrument(ticker="GAZP")
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await make_event(
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TRADE_DAY,
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account_id=account,
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kind=EventKind.buy,
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instrument_id=instrument,
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quantity="10",
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price="100",
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amount="-1000",
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)
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await make_event(
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TRADE_DAY,
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account_id=account,
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kind=EventKind.buy,
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instrument_id=instrument,
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quantity=Decimal("11"),
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price="100",
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amount="-1100",
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status=EventStatus.shadow,
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)
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matched, unmatched = await run()
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assert (matched, unmatched) == (0, 1)
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