114 lines
3.6 KiB
Python
114 lines
3.6 KiB
Python
"""
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E2E tests for rebalancing calculation flow.
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"""
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from fastapi.testclient import TestClient
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def _setup_portfolio_with_holdings(client: TestClient, auth_headers: dict) -> int:
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"""Helper: create portfolio with targets and holdings."""
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# Create portfolio
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resp = client.post(
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"/api/portfolios",
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json={"name": "Rebalance Test", "portfolio_type": "pension"},
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headers=auth_headers,
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)
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pid = resp.json()["id"]
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# Set targets (sum = 100)
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client.put(
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f"/api/portfolios/{pid}/targets",
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json=[
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{"ticker": "069500", "target_ratio": 50},
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{"ticker": "148070", "target_ratio": 50},
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],
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headers=auth_headers,
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)
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# Set holdings
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client.put(
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f"/api/portfolios/{pid}/holdings",
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json=[
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{"ticker": "069500", "quantity": 10, "avg_price": 40000},
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{"ticker": "148070", "quantity": 5, "avg_price": 100000},
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],
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headers=auth_headers,
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)
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return pid
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def test_calculate_rebalance_with_manual_prices(client: TestClient, auth_headers):
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"""Test rebalance calculation with manually provided prices."""
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pid = _setup_portfolio_with_holdings(client, auth_headers)
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response = client.post(
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f"/api/portfolios/{pid}/rebalance/calculate",
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json={
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"strategy": "full_rebalance",
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"prices": {"069500": 50000, "148070": 110000},
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},
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headers=auth_headers,
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)
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assert response.status_code == 200
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data = response.json()
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assert data["portfolio_id"] == pid
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assert data["total_assets"] > 0
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assert len(data["items"]) == 2
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# Verify items have required fields
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item = data["items"][0]
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assert "ticker" in item
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assert "target_ratio" in item
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assert "current_ratio" in item
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assert "diff_quantity" in item
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assert "action" in item
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assert "change_vs_prev_month" in item
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def test_calculate_additional_buy_strategy(client: TestClient, auth_headers):
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"""Test additional buy strategy: buy-only, no sells."""
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pid = _setup_portfolio_with_holdings(client, auth_headers)
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response = client.post(
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f"/api/portfolios/{pid}/rebalance/calculate",
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json={
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"strategy": "additional_buy",
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"prices": {"069500": 50000, "148070": 110000},
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"additional_amount": 1000000,
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},
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headers=auth_headers,
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)
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assert response.status_code == 200
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data = response.json()
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assert data["total_assets"] > 0
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assert data["available_to_buy"] == 1000000
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# Additional buy should never have "sell" actions
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for item in data["items"]:
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assert item["action"] in ("buy", "hold")
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def test_additional_buy_requires_amount(client: TestClient, auth_headers):
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"""Test that additional_buy strategy requires additional_amount."""
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pid = _setup_portfolio_with_holdings(client, auth_headers)
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response = client.post(
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f"/api/portfolios/{pid}/rebalance/calculate",
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json={
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"strategy": "additional_buy",
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"prices": {"069500": 50000, "148070": 110000},
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},
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headers=auth_headers,
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)
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assert response.status_code == 400
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def test_calculate_rebalance_without_prices_fallback(client: TestClient, auth_headers):
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"""Test rebalance calculation without manual prices falls back to DB."""
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pid = _setup_portfolio_with_holdings(client, auth_headers)
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# Without prices, should still work (may have 0 prices from DB in test env)
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response = client.post(
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f"/api/portfolios/{pid}/rebalance/calculate",
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json={"strategy": "full_rebalance"},
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headers=auth_headers,
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)
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assert response.status_code == 200
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