add interest accural test, improve migration tests
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Backend CI / unit-test (push) Successful in 37s
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@@ -137,6 +137,16 @@ def _ensure_utc_aware(dt: datetime | None) -> datetime | None:
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return dt.astimezone(timezone.utc)
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def _validate_timestamp(actual: datetime, expected: datetime, tolerance: timedelta) -> None:
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actual_utc = _ensure_utc_aware(actual)
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expected_utc = _ensure_utc_aware(expected)
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assert actual_utc is not None
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assert expected_utc is not None
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delta = abs(actual_utc - expected_utc)
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assert delta <= tolerance, f"Timestamps differ by {delta}, which exceeds tolerance of {tolerance}"
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# Trades
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def test_create_trade_success_with_cycle(session: Session) -> None:
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user_id = make_user(session)
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exchange_id = make_exchange(session, user_id)
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@@ -554,6 +564,7 @@ def test_replace_trade(session: Session) -> None:
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assert actual_new_trade.replaced_by_trade_id == old_trade_id
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# Cycles
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def test_create_cycle(session: Session) -> None:
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user_id = make_user(session)
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exchange_id = make_exchange(session, user_id)
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@@ -656,6 +667,216 @@ def test_update_cycle_immutable_fields(session: Session) -> None:
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)
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# Cycle loans
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def test_create_cycle_loan_event(session: Session) -> None:
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user_id = make_user(session)
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exchange_id = make_exchange(session, user_id)
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cycle_id = make_cycle(session, user_id, exchange_id)
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loan_data = {
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"cycle_id": cycle_id,
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"loan_amount_cents": 100000,
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"loan_interest_rate_tenth_bps": 5000, # 5%
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"notes": "Test loan change for the cycle",
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}
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loan_event = crud.create_cycle_loan_event(session, loan_data)
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now = datetime.now(timezone.utc)
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assert loan_event.id is not None
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assert loan_event.cycle_id == cycle_id
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assert loan_event.loan_amount_cents == loan_data["loan_amount_cents"]
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assert loan_event.loan_interest_rate_tenth_bps == loan_data["loan_interest_rate_tenth_bps"]
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assert loan_event.notes == loan_data["notes"]
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assert loan_event.effective_date == now.date()
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_validate_timestamp(loan_event.created_at, now, timedelta(seconds=1))
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session.refresh(loan_event)
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actual_loan_event = session.get(models.CycleLoanChangeEvents, loan_event.id)
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assert actual_loan_event is not None
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assert actual_loan_event.cycle_id == cycle_id
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assert actual_loan_event.loan_amount_cents == loan_data["loan_amount_cents"]
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assert actual_loan_event.loan_interest_rate_tenth_bps == loan_data["loan_interest_rate_tenth_bps"]
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assert actual_loan_event.notes == loan_data["notes"]
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assert actual_loan_event.effective_date == now.date()
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_validate_timestamp(actual_loan_event.created_at, now, timedelta(seconds=1))
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def test_get_cycle_loan_events_by_cycle_id(session: Session) -> None:
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user_id = make_user(session)
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exchange_id = make_exchange(session, user_id)
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cycle_id = make_cycle(session, user_id, exchange_id)
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loan_data_1 = {
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"cycle_id": cycle_id,
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"loan_amount_cents": 100000,
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"loan_interest_rate_tenth_bps": 5000,
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"notes": "First loan event",
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}
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yesterday = (datetime.now(timezone.utc) - timedelta(days=1)).date()
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loan_data_2 = {
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"cycle_id": cycle_id,
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"loan_amount_cents": 150000,
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"loan_interest_rate_tenth_bps": 4500,
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"effective_date": yesterday,
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"notes": "Second loan event",
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}
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crud.create_cycle_loan_event(session, loan_data_1)
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crud.create_cycle_loan_event(session, loan_data_2)
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loan_events = crud.get_loan_events_by_cycle_id(session, cycle_id)
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assert len(loan_events) == 2
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notes = [event.notes for event in loan_events]
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assert loan_events[0].notes == loan_data_2["notes"]
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assert loan_events[0].effective_date == yesterday
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assert notes == ["Second loan event", "First loan event"] # Ordered by effective_date desc
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def test_get_cycle_loan_events_by_cycle_id_same_date(session: Session) -> None:
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user_id = make_user(session)
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exchange_id = make_exchange(session, user_id)
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cycle_id = make_cycle(session, user_id, exchange_id)
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loan_data_1 = {
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"cycle_id": cycle_id,
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"loan_amount_cents": 100000,
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"loan_interest_rate_tenth_bps": 5000,
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"notes": "First loan event",
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}
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loan_data_2 = {
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"cycle_id": cycle_id,
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"loan_amount_cents": 150000,
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"loan_interest_rate_tenth_bps": 4500,
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"notes": "Second loan event",
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}
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crud.create_cycle_loan_event(session, loan_data_1)
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crud.create_cycle_loan_event(session, loan_data_2)
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loan_events = crud.get_loan_events_by_cycle_id(session, cycle_id)
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assert len(loan_events) == 2
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notes = [event.notes for event in loan_events]
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assert notes == ["First loan event", "Second loan event"] # Ordered by id desc when effective_date is same
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def test_create_cycle_loan_event_single_field(session: Session) -> None:
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user_id = make_user(session)
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exchange_id = make_exchange(session, user_id)
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cycle_id = make_cycle(session, user_id, exchange_id)
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loan_data = {
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"cycle_id": cycle_id,
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"loan_amount_cents": 200000,
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}
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loan_event = crud.create_cycle_loan_event(session, loan_data)
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now = datetime.now(timezone.utc)
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assert loan_event.id is not None
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assert loan_event.cycle_id == cycle_id
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assert loan_event.loan_amount_cents == loan_data["loan_amount_cents"]
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assert loan_event.loan_interest_rate_tenth_bps is None
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assert loan_event.notes is None
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assert loan_event.effective_date == now.date()
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_validate_timestamp(loan_event.created_at, now, timedelta(seconds=1))
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session.refresh(loan_event)
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actual_loan_event = session.get(models.CycleLoanChangeEvents, loan_event.id)
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assert actual_loan_event is not None
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assert actual_loan_event.cycle_id == cycle_id
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assert actual_loan_event.loan_amount_cents == loan_data["loan_amount_cents"]
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assert actual_loan_event.loan_interest_rate_tenth_bps is None
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assert actual_loan_event.notes is None
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assert actual_loan_event.effective_date == now.date()
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_validate_timestamp(actual_loan_event.created_at, now, timedelta(seconds=1))
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def test_create_cycle_daily_accrual(session: Session) -> None:
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user_id = make_user(session)
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exchange_id = make_exchange(session, user_id)
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cycle_id = make_cycle(session, user_id, exchange_id)
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today = datetime.now(timezone.utc).date()
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accrual_data = {
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"cycle_id": cycle_id,
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"accrual_date": today,
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"accrued_interest_cents": 150,
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"notes": "Daily interest accrual",
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}
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accrual = crud.create_cycle_daily_accrual(session, cycle_id, accrual_data["accrual_date"], accrual_data["accrued_interest_cents"])
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assert accrual.id is not None
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assert accrual.cycle_id == cycle_id
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assert accrual.accrual_date == accrual_data["accrual_date"]
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assert accrual.accrual_amount_cents == accrual_data["accrued_interest_cents"]
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session.refresh(accrual)
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actual_accrual = session.get(models.CycleDailyAccrual, accrual.id)
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assert actual_accrual is not None
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assert actual_accrual.cycle_id == cycle_id
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assert actual_accrual.accrual_date == accrual_data["accrual_date"]
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assert actual_accrual.accrual_amount_cents == accrual_data["accrued_interest_cents"]
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def test_get_cycle_daily_accruals_by_cycle_id(session: Session) -> None:
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user_id = make_user(session)
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exchange_id = make_exchange(session, user_id)
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cycle_id = make_cycle(session, user_id, exchange_id)
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today = datetime.now(timezone.utc).date()
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yesterday = today - timedelta(days=1)
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accrual_data_1 = {
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"cycle_id": cycle_id,
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"accrual_date": yesterday,
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"accrued_interest_cents": 100,
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}
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accrual_data_2 = {
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"cycle_id": cycle_id,
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"accrual_date": today,
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"accrued_interest_cents": 150,
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}
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crud.create_cycle_daily_accrual(session, cycle_id, accrual_data_1["accrual_date"], accrual_data_1["accrued_interest_cents"])
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crud.create_cycle_daily_accrual(session, cycle_id, accrual_data_2["accrual_date"], accrual_data_2["accrued_interest_cents"])
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accruals = crud.get_cycle_daily_accruals_by_cycle_id(session, cycle_id)
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assert len(accruals) == 2
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dates = [accrual.accrual_date for accrual in accruals]
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assert dates == [yesterday, today] # Ordered by accrual_date asc
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def test_get_cycle_daily_accruals_by_cycle_id_and_date(session: Session) -> None:
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user_id = make_user(session)
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exchange_id = make_exchange(session, user_id)
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cycle_id = make_cycle(session, user_id, exchange_id)
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today = datetime.now(timezone.utc).date()
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yesterday = today - timedelta(days=1)
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accrual_data_1 = {
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"cycle_id": cycle_id,
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"accrual_date": yesterday,
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"accrued_interest_cents": 100,
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}
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accrual_data_2 = {
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"cycle_id": cycle_id,
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"accrual_date": today,
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"accrued_interest_cents": 150,
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}
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crud.create_cycle_daily_accrual(session, cycle_id, accrual_data_1["accrual_date"], accrual_data_1["accrued_interest_cents"])
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crud.create_cycle_daily_accrual(session, cycle_id, accrual_data_2["accrual_date"], accrual_data_2["accrued_interest_cents"])
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accruals_today = crud.get_cycle_daily_accrual_by_cycle_id_and_date(session, cycle_id, today)
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assert accruals_today is not None
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assert accruals_today.accrual_date == today
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assert accruals_today.accrual_amount_cents == accrual_data_2["accrued_interest_cents"]
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accruals_yesterday = crud.get_cycle_daily_accrual_by_cycle_id_and_date(session, cycle_id, yesterday)
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assert accruals_yesterday is not None
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assert accruals_yesterday.accrual_date == yesterday
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assert accruals_yesterday.accrual_amount_cents == accrual_data_1["accrued_interest_cents"]
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# Exchanges
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def test_create_exchange(session: Session) -> None:
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user_id = make_user(session)
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@@ -45,6 +45,8 @@ def test_run_migrations_0_to_1(monkeypatch: pytest.MonkeyPatch) -> None:
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"loan_interest_rate_tenth_bps": ("INTEGER", 0, 0),
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"start_date": ("DATE", 1, 0),
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"end_date": ("DATE", 0, 0),
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"latest_interest_accrued_date": ("DATE", 0, 0),
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"total_accrued_amount_cents": ("INTEGER", 1, 0),
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},
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"cycle_loan_change_events": {
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"id": ("INTEGER", 1, 1),
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@@ -170,6 +172,39 @@ def test_run_migrations_0_to_1(monkeypatch: pytest.MonkeyPatch) -> None:
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actual_fk_list = [{"table": r[2], "from": r[3], "to": r[4]} for r in fk_rows]
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for efk in fks:
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assert efk in actual_fk_list, f"missing FK on {tbl_name}: {efk}"
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# check trades.replaced_by_trade_id self-referential FK
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fk_rows = conn.execute(text("PRAGMA foreign_key_list('trades')")).fetchall()
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actual_fk_list = [{"table": r[2], "from": r[3], "to": r[4]} for r in fk_rows]
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assert {"table": "trades", "from": "replaced_by_trade_id", "to": "id"} in actual_fk_list, (
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"missing self FK trades.replaced_by_trade_id -> trades.id"
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)
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# helper to find unique index on a column
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def has_unique_index(table: str, column: str) -> bool:
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idx_rows = conn.execute(text(f"PRAGMA index_list('{table}')")).fetchall()
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for idx in idx_rows:
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idx_name = idx[1]
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is_unique = bool(idx[2])
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if not is_unique:
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continue
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info = conn.execute(text(f"PRAGMA index_info('{idx_name}')")).fetchall()
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cols = [r[2] for r in info]
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if column in cols:
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return True
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return False
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assert has_unique_index("trades", "friendly_name"), (
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"expected unique index on trades(friendly_name) per uq_trades_user_friendly_name"
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)
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assert has_unique_index("cycles", "friendly_name"), (
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"expected unique index on cycles(friendly_name) per uq_cycles_user_friendly_name"
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)
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assert has_unique_index("exchanges", "name"), "expected unique index on exchanges(name) per uq_exchanges_user_name"
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assert has_unique_index("sessions", "session_token_hash"), "expected unique index on sessions(session_token_hash)"
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assert has_unique_index("cycle_loan_change_events", "related_trade_id"), (
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"expected unique index on cycle_loan_change_events(related_trade_id)"
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)
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finally:
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engine.dispose()
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SQLModel.metadata.clear()
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@@ -1,6 +1,6 @@
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from __future__ import annotations
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from datetime import datetime, timedelta, timezone
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from datetime import date, datetime, timedelta, timezone
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from typing import TYPE_CHECKING, Any, TypeVar, cast
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from pydantic import BaseModel
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@@ -13,6 +13,8 @@ if TYPE_CHECKING:
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from collections.abc import Mapping
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from enum import Enum
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from sqlalchemy.sql.elements import ColumnElement
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# Generic enum member type
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T = TypeVar("T", bound="Enum")
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@@ -301,6 +303,93 @@ def update_cycle(session: Session, cycle_id: int, update_data: Mapping[str, Any]
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return cycle
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# Cycle loan and interest
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def create_cycle_loan_event(session: Session, loan_data: Mapping[str, Any] | BaseModel) -> models.CycleLoanChangeEvents:
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data = _data_to_dict(loan_data)
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allowed = _allowed_columns(models.CycleLoanChangeEvents)
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payload = {k: v for k, v in data.items() if k in allowed}
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if "cycle_id" not in payload:
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raise ValueError("cycle_id is required")
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cycle = session.get(models.Cycles, payload["cycle_id"])
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if cycle is None:
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raise ValueError("cycle_id does not exist")
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payload["effective_date"] = payload.get("effective_date") or datetime.now(timezone.utc).date()
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payload["created_at"] = datetime.now(timezone.utc)
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cle = models.CycleLoanChangeEvents(**payload)
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session.add(cle)
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try:
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session.flush()
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except IntegrityError as e:
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session.rollback()
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raise ValueError("create_cycle_loan_event integrity error") from e
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session.refresh(cle)
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return cle
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def get_loan_events_by_cycle_id(session: Session, cycle_id: int) -> list[models.CycleLoanChangeEvents]:
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eff_col = cast("ColumnElement", models.CycleLoanChangeEvents.effective_date)
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id_col = cast("ColumnElement", models.CycleLoanChangeEvents.id)
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statement = (
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select(models.CycleLoanChangeEvents)
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.where(
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models.CycleLoanChangeEvents.cycle_id == cycle_id,
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)
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.order_by(eff_col, id_col.asc())
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)
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return list(session.exec(statement).all())
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def create_cycle_daily_accrual(session: Session, cycle_id: int, accrual_date: date, accrual_amount_cents: int) -> models.CycleDailyAccrual:
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cycle = session.get(models.Cycles, cycle_id)
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if cycle is None:
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raise ValueError("cycle_id does not exist")
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existing = session.exec(
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select(models.CycleDailyAccrual).where(
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models.CycleDailyAccrual.cycle_id == cycle_id,
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models.CycleDailyAccrual.accrual_date == accrual_date,
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),
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).first()
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if existing:
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return existing
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if accrual_amount_cents < 0:
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raise ValueError("accrual_amount_cents must be non-negative")
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row = models.CycleDailyAccrual(
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cycle_id=cycle_id,
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accrual_date=accrual_date,
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accrual_amount_cents=accrual_amount_cents,
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created_at=datetime.now(timezone.utc),
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)
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session.add(row)
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try:
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session.flush()
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except IntegrityError as e:
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session.rollback()
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raise ValueError("create_cycle_daily_accrual integrity error") from e
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session.refresh(row)
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return row
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def get_cycle_daily_accruals_by_cycle_id(session: Session, cycle_id: int) -> list[models.CycleDailyAccrual]:
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date_col = cast("ColumnElement", models.CycleDailyAccrual.accrual_date)
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statement = (
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select(models.CycleDailyAccrual)
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.where(
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models.CycleDailyAccrual.cycle_id == cycle_id,
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)
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.order_by(date_col.asc())
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)
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return list(session.exec(statement).all())
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def get_cycle_daily_accrual_by_cycle_id_and_date(session: Session, cycle_id: int, accrual_date: date) -> models.CycleDailyAccrual | None:
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statement = select(models.CycleDailyAccrual).where(
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models.CycleDailyAccrual.cycle_id == cycle_id,
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models.CycleDailyAccrual.accrual_date == accrual_date,
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)
|
||||
return session.exec(statement).first()
|
||||
|
||||
|
||||
# Exchanges
|
||||
IMMUTABLE_EXCHANGE_FIELDS = {"id"}
|
||||
|
||||
|
||||
@@ -18,8 +18,10 @@ from sqlmodel import (
|
||||
|
||||
class TradeType(str, Enum):
|
||||
SELL_PUT = "SELL_PUT"
|
||||
CLOSE_SELL_PUT = "CLOSE_SELL_PUT"
|
||||
ASSIGNMENT = "ASSIGNMENT"
|
||||
SELL_CALL = "SELL_CALL"
|
||||
CLOSE_SELL_CALL = "CLOSE_SELL_CALL"
|
||||
EXERCISE_CALL = "EXERCISE_CALL"
|
||||
LONG_SPOT = "LONG_SPOT"
|
||||
CLOSE_LONG_SPOT = "CLOSE_LONG_SPOT"
|
||||
@@ -117,13 +119,17 @@ class Cycles(SQLModel, table=True):
|
||||
status: CycleStatus = Field(sa_column=Column(Text, nullable=False))
|
||||
funding_source: FundingSource = Field(sa_column=Column(Text, nullable=True))
|
||||
capital_exposure_cents: int | None = Field(default=None, nullable=True)
|
||||
loan_amount_cents: int | None = Field(default=None, nullable=True)
|
||||
loan_interest_rate_tenth_bps: int | None = Field(default=None, nullable=True)
|
||||
start_date: date = Field(sa_column=Column(Date, nullable=False))
|
||||
end_date: date | None = Field(default=None, sa_column=Column(Date, nullable=True))
|
||||
|
||||
trades: list["Trades"] = Relationship(back_populates="cycle")
|
||||
|
||||
loan_amount_cents: int | None = Field(default=None, nullable=True)
|
||||
loan_interest_rate_tenth_bps: int | None = Field(default=None, nullable=True)
|
||||
|
||||
latest_interest_accrued_date: date | None = Field(default=None, sa_column=Column(Date, nullable=True))
|
||||
total_accrued_amount_cents: int = Field(default=0, sa_column=Column(Integer, nullable=False))
|
||||
|
||||
loan_change_events: list["CycleLoanChangeEvents"] = Relationship(back_populates="cycle")
|
||||
daily_accruals: list["CycleDailyAccrual"] = Relationship(back_populates="cycle")
|
||||
|
||||
@@ -131,7 +137,7 @@ class Cycles(SQLModel, table=True):
|
||||
class CycleLoanChangeEvents(SQLModel, table=True):
|
||||
__tablename__ = "cycle_loan_change_events" # type: ignore[attr-defined]
|
||||
id: int | None = Field(default=None, primary_key=True)
|
||||
cycle_id: int = Field(foreign_key="cycles.id", nullable=False, index=True)
|
||||
cycle_id: int = Field(sa_column=Column(Integer, ForeignKey("cycles.id", ondelete="CASCADE"), nullable=False, index=True))
|
||||
effective_date: date = Field(sa_column=Column(Date, nullable=False))
|
||||
loan_amount_cents: int | None = Field(default=None, sa_column=Column(Integer, nullable=True))
|
||||
loan_interest_rate_tenth_bps: int | None = Field(default=None, sa_column=Column(Integer, nullable=True))
|
||||
@@ -148,7 +154,7 @@ class CycleDailyAccrual(SQLModel, table=True):
|
||||
__table_args__ = (UniqueConstraint("cycle_id", "accrual_date", name="uq_cycle_daily_accruals_cycle_date"),)
|
||||
|
||||
id: int | None = Field(default=None, primary_key=True)
|
||||
cycle_id: int = Field(foreign_key="cycles.id", nullable=False, index=True)
|
||||
cycle_id: int = Field(sa_column=Column(Integer, ForeignKey("cycles.id", ondelete="CASCADE"), nullable=False, index=True))
|
||||
accrual_date: date = Field(sa_column=Column(Date, nullable=False))
|
||||
accrual_amount_cents: int = Field(sa_column=Column(Integer, nullable=False))
|
||||
created_at: datetime = Field(sa_column=Column(DateTime(timezone=True), nullable=False))
|
||||
|
||||
@@ -18,8 +18,10 @@ from sqlmodel import (
|
||||
|
||||
class TradeType(str, Enum):
|
||||
SELL_PUT = "SELL_PUT"
|
||||
CLOSE_SELL_PUT = "CLOSE_SELL_PUT"
|
||||
ASSIGNMENT = "ASSIGNMENT"
|
||||
SELL_CALL = "SELL_CALL"
|
||||
CLOSE_SELL_CALL = "CLOSE_SELL_CALL"
|
||||
EXERCISE_CALL = "EXERCISE_CALL"
|
||||
LONG_SPOT = "LONG_SPOT"
|
||||
CLOSE_LONG_SPOT = "CLOSE_LONG_SPOT"
|
||||
@@ -117,13 +119,17 @@ class Cycles(SQLModel, table=True):
|
||||
status: CycleStatus = Field(sa_column=Column(Text, nullable=False))
|
||||
funding_source: FundingSource = Field(sa_column=Column(Text, nullable=True))
|
||||
capital_exposure_cents: int | None = Field(default=None, nullable=True)
|
||||
loan_amount_cents: int | None = Field(default=None, nullable=True)
|
||||
loan_interest_rate_tenth_bps: int | None = Field(default=None, nullable=True)
|
||||
start_date: date = Field(sa_column=Column(Date, nullable=False))
|
||||
end_date: date | None = Field(default=None, sa_column=Column(Date, nullable=True))
|
||||
|
||||
trades: list["Trades"] = Relationship(back_populates="cycle")
|
||||
|
||||
loan_amount_cents: int | None = Field(default=None, nullable=True)
|
||||
loan_interest_rate_tenth_bps: int | None = Field(default=None, nullable=True)
|
||||
|
||||
latest_interest_accrued_date: date | None = Field(default=None, sa_column=Column(Date, nullable=True))
|
||||
total_accrued_amount_cents: int = Field(default=0, sa_column=Column(Integer, nullable=False))
|
||||
|
||||
loan_change_events: list["CycleLoanChangeEvents"] = Relationship(back_populates="cycle")
|
||||
daily_accruals: list["CycleDailyAccrual"] = Relationship(back_populates="cycle")
|
||||
|
||||
@@ -131,7 +137,7 @@ class Cycles(SQLModel, table=True):
|
||||
class CycleLoanChangeEvents(SQLModel, table=True):
|
||||
__tablename__ = "cycle_loan_change_events" # type: ignore[attr-defined]
|
||||
id: int | None = Field(default=None, primary_key=True)
|
||||
cycle_id: int = Field(foreign_key="cycles.id", nullable=False, index=True)
|
||||
cycle_id: int = Field(sa_column=Column(Integer, ForeignKey("cycles.id", ondelete="CASCADE"), nullable=False, index=True))
|
||||
effective_date: date = Field(sa_column=Column(Date, nullable=False))
|
||||
loan_amount_cents: int | None = Field(default=None, sa_column=Column(Integer, nullable=True))
|
||||
loan_interest_rate_tenth_bps: int | None = Field(default=None, sa_column=Column(Integer, nullable=True))
|
||||
@@ -148,7 +154,7 @@ class CycleDailyAccrual(SQLModel, table=True):
|
||||
__table_args__ = (UniqueConstraint("cycle_id", "accrual_date", name="uq_cycle_daily_accruals_cycle_date"),)
|
||||
|
||||
id: int | None = Field(default=None, primary_key=True)
|
||||
cycle_id: int = Field(foreign_key="cycles.id", nullable=False, index=True)
|
||||
cycle_id: int = Field(sa_column=Column(Integer, ForeignKey("cycles.id", ondelete="CASCADE"), nullable=False, index=True))
|
||||
accrual_date: date = Field(sa_column=Column(Date, nullable=False))
|
||||
accrual_amount_cents: int = Field(sa_column=Column(Integer, nullable=False))
|
||||
created_at: datetime = Field(sa_column=Column(DateTime(timezone=True), nullable=False))
|
||||
|
||||
Reference in New Issue
Block a user