galaxis-po/backend/tests/e2e/test_realized_pnl.py

"""
E2E tests for realized/unrealized PnL tracking and position sizing.
"""
import pytest
from fastapi.testclient import TestClient


def _create_portfolio(client: TestClient, auth_headers: dict, name: str = "PnL Test") -> int:
    """Helper to create a portfolio and return its ID."""
    resp = client.post(
        "/api/portfolios",
        json={"name": name, "portfolio_type": "general"},
        headers=auth_headers,
    )
    assert resp.status_code == 201
    return resp.json()["id"]


def test_sell_transaction_records_realized_pnl(client: TestClient, auth_headers):
    """매도 거래 시 realized_pnl이 계산되어 저장된다."""
    pid = _create_portfolio(client, auth_headers)

    # Buy 10 shares at 70,000
    client.post(
        f"/api/portfolios/{pid}/transactions",
        json={
            "ticker": "005930",
            "tx_type": "buy",
            "quantity": 10,
            "price": 70000,
            "executed_at": "2024-01-15T10:00:00",
        },
        headers=auth_headers,
    )

    # Sell 5 shares at 80,000 → realized_pnl = (80000 - 70000) * 5 = 50,000
    resp = client.post(
        f"/api/portfolios/{pid}/transactions",
        json={
            "ticker": "005930",
            "tx_type": "sell",
            "quantity": 5,
            "price": 80000,
            "executed_at": "2024-01-20T10:00:00",
        },
        headers=auth_headers,
    )
    assert resp.status_code == 201
    tx = resp.json()
    assert tx["realized_pnl"] == 50000.0


def test_sell_transaction_loss_realized_pnl(client: TestClient, auth_headers):
    """매도 손실 시 음수 realized_pnl이 기록된다."""
    pid = _create_portfolio(client, auth_headers)

    # Buy 10 shares at 70,000
    client.post(
        f"/api/portfolios/{pid}/transactions",
        json={
            "ticker": "005930",
            "tx_type": "buy",
            "quantity": 10,
            "price": 70000,
            "executed_at": "2024-01-15T10:00:00",
        },
        headers=auth_headers,
    )

    # Sell 5 shares at 60,000 → realized_pnl = (60000 - 70000) * 5 = -50,000
    resp = client.post(
        f"/api/portfolios/{pid}/transactions",
        json={
            "ticker": "005930",
            "tx_type": "sell",
            "quantity": 5,
            "price": 60000,
            "executed_at": "2024-01-20T10:00:00",
        },
        headers=auth_headers,
    )
    assert resp.status_code == 201
    tx = resp.json()
    assert tx["realized_pnl"] == -50000.0


def test_buy_transaction_no_realized_pnl(client: TestClient, auth_headers):
    """매수 거래에는 realized_pnl이 없다."""
    pid = _create_portfolio(client, auth_headers)

    resp = client.post(
        f"/api/portfolios/{pid}/transactions",
        json={
            "ticker": "005930",
            "tx_type": "buy",
            "quantity": 10,
            "price": 70000,
            "executed_at": "2024-01-15T10:00:00",
        },
        headers=auth_headers,
    )
    assert resp.status_code == 201
    tx = resp.json()
    assert tx["realized_pnl"] is None


def test_transaction_list_includes_realized_pnl(client: TestClient, auth_headers):
    """거래 목록 조회 시 realized_pnl이 포함된다."""
    pid = _create_portfolio(client, auth_headers)

    # Buy then sell
    client.post(
        f"/api/portfolios/{pid}/transactions",
        json={
            "ticker": "005930",
            "tx_type": "buy",
            "quantity": 10,
            "price": 70000,
            "executed_at": "2024-01-15T10:00:00",
        },
        headers=auth_headers,
    )
    client.post(
        f"/api/portfolios/{pid}/transactions",
        json={
            "ticker": "005930",
            "tx_type": "sell",
            "quantity": 5,
            "price": 75000,
            "executed_at": "2024-01-20T10:00:00",
        },
        headers=auth_headers,
    )

    resp = client.get(f"/api/portfolios/{pid}/transactions", headers=auth_headers)
    assert resp.status_code == 200
    txs = resp.json()["items"]
    assert len(txs) == 2
    # Most recent first (sell)
    sell_tx = next(t for t in txs if t["tx_type"] == "sell")
    buy_tx = next(t for t in txs if t["tx_type"] == "buy")
    assert sell_tx["realized_pnl"] == 25000.0
    assert buy_tx["realized_pnl"] is None


def test_portfolio_detail_includes_realized_unrealized_pnl(client: TestClient, auth_headers):
    """포트폴리오 상세에 실현/미실현 수익이 포함된다."""
    pid = _create_portfolio(client, auth_headers)

    # Buy 10 shares at 70,000
    client.post(
        f"/api/portfolios/{pid}/transactions",
        json={
            "ticker": "005930",
            "tx_type": "buy",
            "quantity": 10,
            "price": 70000,
            "executed_at": "2024-01-15T10:00:00",
        },
        headers=auth_headers,
    )

    # Sell 5 shares at 80,000
    client.post(
        f"/api/portfolios/{pid}/transactions",
        json={
            "ticker": "005930",
            "tx_type": "sell",
            "quantity": 5,
            "price": 80000,
            "executed_at": "2024-01-20T10:00:00",
        },
        headers=auth_headers,
    )

    resp = client.get(f"/api/portfolios/{pid}/detail", headers=auth_headers)
    assert resp.status_code == 200
    detail = resp.json()
    assert detail["total_realized_pnl"] == 50000.0
    # unrealized_pnl depends on current prices but should be present
    assert "total_unrealized_pnl" in detail


def test_rebalance_apply_records_realized_pnl(client: TestClient, auth_headers):
    """리밸런싱 적용 시 매도 거래에 realized_pnl이 기록된다."""
    pid = _create_portfolio(client, auth_headers)

    # Setup initial holdings
    client.put(
        f"/api/portfolios/{pid}/holdings",
        json=[{"ticker": "005930", "quantity": 10, "avg_price": 70000}],
        headers=auth_headers,
    )

    # Apply rebalance with a sell
    resp = client.post(
        f"/api/portfolios/{pid}/rebalance/apply",
        json={
            "items": [
                {"ticker": "005930", "action": "sell", "quantity": 3, "price": 75000},
            ]
        },
        headers=auth_headers,
    )
    assert resp.status_code == 201
    data = resp.json()
    sell_tx = data["transactions"][0]
    assert sell_tx["realized_pnl"] == 15000.0  # (75000 - 70000) * 3


def test_position_size_endpoint(client: TestClient, auth_headers):
    """포지션 사이징 가이드 API가 올바르게 동작한다."""
    pid = _create_portfolio(client, auth_headers)

    # Set holdings and targets
    client.put(
        f"/api/portfolios/{pid}/holdings",
        json=[
            {"ticker": "005930", "quantity": 10, "avg_price": 70000},
        ],
        headers=auth_headers,
    )
    client.put(
        f"/api/portfolios/{pid}/targets",
        json=[
            {"ticker": "005930", "target_ratio": 50},
            {"ticker": "000660", "target_ratio": 50},
        ],
        headers=auth_headers,
    )

    # Get position size for a new ticker
    resp = client.get(
        f"/api/portfolios/{pid}/position-size?ticker=000660&price=150000",
        headers=auth_headers,
    )
    assert resp.status_code == 200
    data = resp.json()
    assert data["ticker"] == "000660"
    assert data["current_holding_quantity"] == 0
    assert data["target_ratio"] == 50.0
    assert data["recommended_quantity"] >= 0
    assert data["max_quantity"] >= 0


def test_position_size_no_targets(client: TestClient, auth_headers):
    """목표 비중 없을 때 포지션 사이징이 기본값으로 동작한다."""
    pid = _create_portfolio(client, auth_headers)

    client.put(
        f"/api/portfolios/{pid}/holdings",
        json=[{"ticker": "005930", "quantity": 10, "avg_price": 70000}],
        headers=auth_headers,
    )

    resp = client.get(
        f"/api/portfolios/{pid}/position-size?ticker=000660&price=150000",
        headers=auth_headers,
    )
    assert resp.status_code == 200
    data = resp.json()
    assert data["ticker"] == "000660"
    assert data["target_ratio"] is None
    # Without targets, max should use 20% default
    assert data["max_quantity"] >= 0