feat!: persist T-Bank data and synchronize reads

Store account membership, portfolio, operations, forecasts and market sources in SQLite. Coalesce scoped refreshes, fence connection revisions, preserve complete financial snapshots and stabilize operation period state. BREAKING CHANGE: investment reads return data/meta resource envelopes and locally persisted snapshots; consumers must use the matching OpenAPI contract and explicit synchronization endpoints.
2026-09-26 21:29:15 +03:00
parent 0862d56c4e
commit d6e6c4ace5
116 changed files with 18321 additions and 5409 deletions
@@ -1,24 +1,12 @@
-import {
-  ConflictException,
-  NotFoundException,
-  ServiceUnavailableException,
-  UnauthorizedException,
-} from '@nestjs/common';
-import assert from 'node:assert/strict';
-import { MoexClient } from '../../../../../integrations/moex/moex.client';
-import { NcrRatingsClient } from '../../../../../integrations/ncr/ncr-ratings.client';
-import { TbankAccessService } from '../../../../../integrations/tbank/tbank-access.service';
-import { TbankClient } from '../../../../../integrations/tbank/tbank.client';
-import { PortfolioService } from '../../../portfolio/application/portfolio.service';
-import { BondIncomeService } from './bond-income.service';
-import { BondMarketService } from './bond-market.service';
-import { BondCatalogService } from './bond-catalog.service';
-jest.mock('../../../../../integrations/tbank/tbank-access.service', () => ({
-  TbankAccessService: class TbankAccessService {},
+import { bondCoupons, bondMetrics } from './bond-income.service';
+import { bondQuote } from './bond-market.service';
+import { instrumentPosition } from '../../application/instrument-position';
+import type { PortfolioDto } from '../../../portfolio/portfolio.api';
+jest.mock('../../../../../prisma/prisma.service', () => ({
+  PrismaService: class {},
 }));
 const time = (value: string) => ({ seconds: String(Date.parse(value) / 1000) });
 const money = (units: string, currency = 'rub') => ({ units, currency });
-const cacheClock = performance;
 const bond = {
  uid: 'uid',
  ticker: 'BOND',
@@ -30,469 +18,160 @@ const bond = {
  amortizationFlag: true,
  first_1dayCandleDate: time('2024-01-01'),
 };
-function setup() {
-  let generation = 'a';
-  const tbank = {
-    findBonds: jest.fn().mockResolvedValue([bond]),
-    getBond: jest.fn().mockResolvedValue(bond),
-    getLastPrice: jest.fn().mockResolvedValue({
-      instrumentUid: 'uid',
-      price: { units: '98', nano: 125000000 },
-      time: time('2026-09-10T10:00:00Z'),
-    }),
-    getLastPrices: jest.fn().mockResolvedValue([]),
-    getTradingStatus: jest
-      .fn()
-      .mockResolvedValue('SECURITY_TRADING_STATUS_NORMAL_TRADING'),
-    getCandles: jest.fn().mockResolvedValue([
-      { time: time('2026-09-09'), close: { units: '99' }, isComplete: true },
-      { time: time('2026-09-10'), close: { units: '100' }, isComplete: true },
-    ]),
-    getBondCoupons: jest.fn().mockResolvedValue([]),
-  };
-  const access = {
-    withConnection: jest.fn(
-      (user: string, handler: (context: unknown) => unknown) =>
-        handler({ token: user, generation }),
-    ),
-  };
-  const portfolios = {
-    getAll: jest.fn().mockResolvedValue({
-      positions: [],
-      lastSuccessfulAt: '2026-09-10T00:00:00Z',
-      isStale: false,
-    }),
-  };
-  const ratings = { rating: jest.fn().mockResolvedValue(null) };
-  const moex = { bondYield: jest.fn().mockResolvedValue(null) };
-  const service = new BondCatalogService(
-    access as unknown as TbankAccessService,
-    tbank as unknown as TbankClient,
+describe('bond financial projections', () => {
+  beforeEach(() =>
+    jest.useFakeTimers().setSystemTime(new Date('2026-09-10T10:00:00Z')),
  );
-  const market = new BondMarketService(
-    service,
-    tbank as unknown as TbankClient,
-  );
-  const income = new BondIncomeService(
-    service,
-    tbank as unknown as TbankClient,
-    portfolios as unknown as PortfolioService,
-    market,
-    moex as unknown as MoexClient,
-    ratings as unknown as NcrRatingsClient,
-  );
-  return {
-    market,
-    income,
-    service,
-    ratings,
-    moex,
-    tbank,
-    access,
-    portfolios,
-    changeGeneration: () => {
-      generation = 'b';
-    },
-  };
-}
-describe('bond market use case', () => {
-  beforeEach(() => {
-    jest.useFakeTimers().setSystemTime(new Date('2026-09-10T10:00:00Z'));
-    jest.spyOn(cacheClock, 'now').mockImplementation(() => Date.now());
-  });
-  afterEach(() => {
-    jest.useRealTimers();
-    jest.restoreAllMocks();
-  });
-  it('shows the next coupon and its annualized current yield without extra T-Bank calls', async () => {
-    const { tbank, moex, market, income } = setup();
-    tbank.getBond.mockResolvedValue({ ...bond, classCode: 'TQOB' });
-    tbank.getBondCoupons.mockResolvedValue([
-      {
-        couponDate: time('2026-12-10'),
-        payOneBond: money('40'),
-        couponPeriod: 91,
-        couponType: 'COUPON_TYPE_VARIABLE',
-      },
-      {
-        couponDate: time('2026-10-10'),
-        payOneBond: money('30'),
-        couponPeriod: 90,
-        couponType: 'COUPON_TYPE_FIX',
-      },
-      {
-        couponDate: time('2026-09-01'),
-        payOneBond: money('90'),
-        couponPeriod: 90,
-      },
-    ]);
-    const effectiveYield = {
-      value: '15.6262',
-      pricePercent: '53.384',
-      date: '2041-05-15',
-      dateType: 'MATDATE',
-      tradeAt: '2026-09-10T18:49:39Z',
-    };
-    moex.bondYield.mockResolvedValue(effectiveYield);
-    const [metrics] = await Promise.all([
-      income.metrics('user', 'uid'),
-      income.coupons('user', 'uid'),
-      market.quote('user', 'uid'),
-    ]);
-    expect(metrics).toMatchObject({
-      coupon: { value: '30', currency: 'RUB' },
-      couponDate: '2026-10-10',
-      couponType: 'COUPON_TYPE_FIX',
-      couponPeriodDays: 90,
-      couponYieldPercent: '24.7983',
-      effectiveYield,
-    });
-    expect(moex.bondYield).toHaveBeenCalledWith('BOND', 'ISIN', 'TQOB');
-    expect(tbank.getBond).toHaveBeenCalledTimes(1);
-    expect(tbank.getBondCoupons).toHaveBeenCalledTimes(1);
-    expect(tbank.getLastPrice).toHaveBeenCalledTimes(1);
-  });
-  it.each(['unknown', 'currency', 'period', 'zero-price'])(
-    'does not invent coupon yield with %s inputs',
-    async (scenario) => {
-      const { tbank, income } = setup();
-      tbank.getBondCoupons.mockResolvedValue([
-        {
-          couponDate: time('2026-10-10'),
-          payOneBond:
-            scenario === 'unknown'
-              ? undefined
-              : money('30', scenario === 'currency' ? 'usd' : 'rub'),
-          couponPeriod: scenario === 'period' ? 0 : 90,
-        },
-        {
-          couponDate: time('2026-12-10'),
-          payOneBond: money('50'),
-          couponPeriod: 90,
-        },
-      ]);
-      if (scenario === 'zero-price')
-        tbank.getLastPrice.mockResolvedValue({ price: { units: '0' } });
-      expect(await income.metrics('user', 'uid')).toMatchObject({
-        couponDate: '2026-10-10',
-        couponYieldPercent: null,
-      });
-    },
-  );
-  it('keeps coupons when MOEX fails and never substitutes a risk level for a credit rating', async () => {
-    const { tbank, moex, income } = setup();
-    tbank.getBond.mockResolvedValue({
-      ...bond,
-      classCode: 'TQOB',
-      floatingCouponFlag: true,
-      riskLevel: 'RISK_LEVEL_LOW',
-    });
-    moex.bondYield.mockRejectedValue(new ServiceUnavailableException());
-    expect(await income.metrics('user', 'uid')).toMatchObject({
-      effectiveYield: null,
-      coupon: null,
-      couponType: 'COUPON_TYPE_FLOATING',
-      couponYieldPercent: null,
-      unavailable: ['yield'],
-    });
-    tbank.getBondCoupons.mockRejectedValue(new UnauthorizedException());
-    await expect(income.metrics('other', 'uid')).rejects.toBeInstanceOf(
-      UnauthorizedException,
-    );
-  });
-  it('returns only the rating of the exact issue and isolates a registry outage', async () => {
-    const { ratings, income } = setup();
-    const creditRating = {
-      agency: 'NCR',
-      value: 'AAA.ru',
-      status: 'active',
-      date: '2026-04-17',
-      sourceUrl: 'https://ratings.ru/ratings/issues/123/',
-      observedAt: '2026-09-10T10:00:00Z',
-    };
-    ratings.rating.mockResolvedValue(creditRating);
-    expect(await income.metrics('user', 'uid')).toMatchObject({
-      creditRating,
-    });
-    expect(ratings.rating).toHaveBeenCalledWith('ISIN');
-    ratings.rating.mockRejectedValue(new ServiceUnavailableException());
-    expect(await income.metrics('other', 'uid')).toMatchObject({
-      creditRating: null,
-      unavailable: ['rating'],
-    });
-  });
-  it('opens concurrent sections within one upstream metadata request budget', async () => {
-    const { service, tbank, market, income } = setup();
-    tbank.getBond
-      .mockReset()
-      .mockResolvedValueOnce(bond)
-      .mockRejectedValue(
-        new ServiceUnavailableException({ code: 'TBANK_UNAVAILABLE' }),
-      );
-    await expect(
-      Promise.all([
-        service.getByTicker('user', 'BOND'),
-        market.quote('user', 'uid'),
-        market.candles('user', 'uid'),
-        income.coupons('user', 'uid'),
-        income.metrics('user', 'uid'),
-      ]),
-    ).resolves.toHaveLength(5);
-    expect(tbank.getBond).toHaveBeenCalledTimes(1);
-    expect(tbank.findBonds).toHaveBeenCalledTimes(1);
-  });
-  it('searches thirty issues without a separate ticker lookup for each result', async () => {
-    const { service, tbank, market, income } = setup();
-    const issues = Array.from({ length: 30 }, (_, index) => ({
-      ...bond,
-      uid: `uid-${index}`,
-      isin: `ISIN-${index}`,
-      ticker: `BOND-${index}`,
-    }));
-    tbank.findBonds.mockResolvedValue(issues);
-    tbank.getBond.mockImplementation((_token: string, uid: string) =>
-      Promise.resolve(issues.find((item) => item.uid === uid)),
-    );
-    expect(await service.search('user', 'BOND')).toHaveLength(30);
-    expect(tbank.findBonds).toHaveBeenCalledTimes(1);
-    expect(tbank.getBond).toHaveBeenCalledTimes(30);
-    expect(tbank.getLastPrices).toHaveBeenCalledTimes(1);
-    await service.getByTicker('user', 'BOND-0');
-    await Promise.all([
-      market.quote('user', 'uid-0'),
-      market.candles('user', 'uid-0'),
-      income.coupons('user', 'uid-0'),
-    ]);
-    expect(tbank.getBond).toHaveBeenCalledTimes(30);
-    expect(tbank.findBonds).toHaveBeenCalledTimes(2);
-  });
-  it('refreshes current nominal and accrued interest after the metadata TTL', async () => {
-    const { service, tbank, market } = setup();
-    await service.get('user', 'uid');
-    await jest.advanceTimersByTimeAsync(30_001);
-    tbank.getBond.mockResolvedValue({
-      ...bond,
-      nominal: money('400'),
-      aciValue: money('3'),
-    });
-    expect(await market.quote('user', 'uid')).toMatchObject({
-      cleanPrice: { value: '392.5' },
-      dirtyPrice: { value: '395.5' },
-    });
-    expect(tbank.getBond).toHaveBeenCalledTimes(2);
-  });
-  it('keeps late metadata responses within their original connection generation', async () => {
-    const { tbank, changeGeneration, market } = setup();
-    let resolveOld: ((value: typeof bond) => void) | undefined;
-    tbank.getBond.mockReturnValueOnce(
-      new Promise((resolve) => {
-        resolveOld = resolve;
-      }),
-    );
-    const oldQuote = market.quote('user', 'uid');
-    changeGeneration();
-    tbank.getBond.mockResolvedValue({ ...bond, nominal: money('400') });
-    expect(await market.quote('user', 'uid')).toMatchObject({
-      cleanPrice: { value: '392.5' },
-    });
-    assert.ok(resolveOld);
-    resolveOld(bond);
-    await oldQuote;
-    expect(await market.quote('user', 'uid')).toMatchObject({
-      cleanPrice: { value: '392.5' },
-    });
-    expect(tbank.getBond).toHaveBeenCalledTimes(2);
-  });
-  it('keeps percent quotes separate from money and uses current amortized nominal', async () => {
-    const { market } = setup();
-    expect(await market.quote('user', 'uid')).toMatchObject({
-      pricePercent: '98.125',
-      cleanPrice: { value: '490.625', currency: 'RUB' },
-      aci: { value: '12', currency: 'RUB' },
-      dirtyPrice: { value: '502.625', currency: 'RUB' },
-      changePercentagePoints: '-0.875',
-      previousCloseDate: '2026-09-09',
-    });
-  });
-  it('does not invent dirty prices or mix currencies when accrued interest is absent or mismatched', async () => {
-    const { tbank, market } = setup();
-    tbank.getBond.mockResolvedValueOnce({ ...bond, aciValue: undefined });
-    expect(await market.quote('user', 'uid')).toMatchObject({
-      aci: null,
-      dirtyPrice: null,
-    });
-    tbank.getBond.mockResolvedValueOnce({
-      ...bond,
-      aciValue: money('12', 'usd'),
-    });
-    expect(await market.quote('other', 'uid')).toMatchObject({
-      dirtyPrice: null,
-    });
-    tbank.getBond.mockResolvedValueOnce({ ...bond, nominal: undefined });
-    expect(await market.quote('third', 'uid')).toMatchObject({
-      pricePercent: '98.125',
-      cleanPrice: null,
-      dirtyPrice: null,
-    });
-  });
-  it('preserves absent coupon flags and dates without reporting false or zero', async () => {
-    const { service } = setup();
-    expect(await service.get('user', 'uid')).toMatchObject({
-      floatingCoupon: null,
-      perpetual: null,
-      couponQuantityPerYear: null,
-      maturityDate: null,
-      nominal: { value: '500', currency: 'RUB' },
-      amortization: true,
-    });
-  });
-  it('keeps distinct issues, deduplicates ISIN listings, and prices the selected exact UID', async () => {
-    const { service, tbank } = setup();
-    const listings = [
-      { ...bond, uid: 'off', apiTradeAvailableFlag: false },
-      { ...bond, uid: 'uid', apiTradeAvailableFlag: true },
-      { ...bond, uid: 'second', isin: 'OTHER', ticker: 'OTHER' },
-      { ...bond, uid: 'share', instrumentKind: 'INSTRUMENT_TYPE_SHARE' },
-      { ...bond, uid: undefined },
-      { ...bond, uid: '' },
-    ];
-    tbank.findBonds.mockResolvedValue(listings);
-    tbank.getBond.mockImplementation((_token: string, uid: string) =>
-      Promise.resolve(listings.find((b) => b.uid === uid)),
-    );
-    tbank.getLastPrices.mockResolvedValue([
-      { instrumentUid: 'uid', price: { units: '99' } },
-      { instrumentUid: 'off', price: { units: '1' } },
-    ]);
-    const results = await service.search('user', 'BOND');
-    expect(results.map((x) => x.instrumentUid)).toEqual(['uid', 'second']);
-    expect(results[0]).toMatchObject({ pricePercent: '99', slug: 'uid' });
-    expect((await service.get('user', 'off')).slug).toBe('off');
-  });
-  it('rejects ambiguous tickers and wrong instrument identities', async () => {
-    const { service, tbank } = setup();
-    tbank.findBonds.mockResolvedValue([
-      bond,
-      { ...bond, uid: 'other', isin: 'OTHER' },
-    ]);
-    await expect(service.getByTicker('user', 'bond')).rejects.toBeInstanceOf(
-      ConflictException,
-    );
-    tbank.getBond.mockResolvedValue({ ...bond, uid: 'other' });
-    await expect(service.get('user', 'uid')).rejects.toBeInstanceOf(
-      NotFoundException,
-    );
-  });
-  it('preserves catalog results on enrichment outage but never suppresses auth failures', async () => {
-    const { service, tbank } = setup();
-    tbank.getBond.mockRejectedValue(new ServiceUnavailableException());
-    tbank.getLastPrices.mockRejectedValue(new ServiceUnavailableException());
-    expect(await service.search('user', 'BOND')).toMatchObject([
-      { instrumentUid: 'uid', pricePercent: null, nominal: { value: '500' } },
-    ]);
-    tbank.getBond.mockRejectedValue(new UnauthorizedException());
-    await expect(service.search('other', 'BOND')).rejects.toBeInstanceOf(
-      UnauthorizedException,
-    );
-  });
-  it('keeps daily candles in percent, deduplicates boundaries and requires an all-history start', async () => {
-    const { tbank, market } = setup();
-    const history = await market.candles('user', 'uid', 'all');
-    expect(history.currency).toBeNull();
-    expect(history.candles.map((c) => c.close)).toEqual(['99', '100']);
-    for (const [, , from, to] of tbank.getCandles.mock.calls as [
-      string,
-      string,
-      Date,
-      Date,
-    ][])
-      expect(to.valueOf() - from.valueOf()).toBeLessThanOrEqual(365 * 86400000);
-    tbank.getBond.mockResolvedValue({
-      ...bond,
-      first_1dayCandleDate: undefined,
-    });
-    await expect(market.candles('other', 'uid', 'all')).rejects.toBeInstanceOf(
-      ServiceUnavailableException,
-    );
-  });
-  it('isolates caches by user and connection generation and retries failures', async () => {
-    const { service, tbank, changeGeneration } = setup();
-    await Promise.all([service.get('a', 'uid'), service.get('a', 'uid')]);
-    expect(tbank.getBond).toHaveBeenCalledTimes(1);
-    await service.get('b', 'uid');
-    changeGeneration();
-    await service.get('a', 'uid');
-    expect(tbank.getBond).toHaveBeenCalledTimes(3);
-    tbank.getBond.mockRejectedValueOnce(new ServiceUnavailableException());
-    await expect(service.get('c', 'uid')).rejects.toBeInstanceOf(
-      ServiceUnavailableException,
-    );
-    await expect(service.get('c', 'uid')).resolves.toMatchObject({
-      instrumentUid: 'uid',
-    });
-  });
-  it('estimates only future unfixed coupons from positive exact-UID bond holdings', async () => {
-    const { tbank, portfolios, income } = setup();
+  afterEach(() => jest.useRealTimers());
+  it('estimates only future unfixed payouts from exact UID holdings', () => {
    const holding = {
      instrumentUid: 'uid',
      type: 'BOND',
      quantity: '2',
-      averagePurchasePrice: { value: '490', currency: 'RUB' },
+      averagePurchasePrice: null,
      currentValue: { value: '981.25', currency: 'RUB' },
-      absoluteReturn: { value: '1.25', currency: 'RUB' },
+      absoluteReturn: null,
    };
-    portfolios.getAll.mockResolvedValue({
-      positions: [
-        holding,
-        { ...holding, instrumentUid: 'other', quantity: '99' },
-        { ...holding, type: 'STOCK', quantity: '999' },
+    const position = instrumentPosition(
+      {
+        positions: [
+          holding,
+          { ...holding, instrumentUid: 'other', quantity: '99' },
+          { ...holding, type: 'STOCK', quantity: '999' },
+        ],
+        lastSuccessfulAt: '2026-09-10T00:00:00Z',
+        isStale: true,
+      } as PortfolioDto,
+      'uid',
+      'BOND',
+    );
+    const result = bondCoupons(
+      [
+        {
+          couponNumber: '1',
+          couponDate: time('2026-10-01'),
+          fixDate: time('2026-09-29'),
+          payOneBond: money('10'),
+        },
+        {
+          couponNumber: '2',
+          couponDate: time('2026-10-01'),
+          fixDate: time('2026-09-09'),
+          payOneBond: money('10'),
+        },
+        {
+          couponNumber: '3',
+          couponDate: time('2026-10-01'),
+          payOneBond: money('10'),
+        },
+        {
+          couponNumber: '4',
+          couponDate: time('2026-10-01'),
+          fixDate: time('2026-09-29'),
+        },
      ],
-      lastSuccessfulAt: '2026-09-10T00:00:00Z',
-      isStale: true,
+      position,
+      { from: '2021-09-10', to: '2027-09-10', today: '2026-09-10' },
+      'source-time',
+      false,
+    );
+    expect(result.coupons[0].estimatedAmount).toEqual({
+      value: '20',
+      currency: 'RUB',
    });
-    tbank.getBondCoupons.mockResolvedValue([
-      {
-        couponNumber: '1',
-        couponDate: time('2026-10-01'),
-        fixDate: time('2026-09-29'),
-        payOneBond: money('10'),
-      },
-      {
-        couponNumber: '2',
-        couponDate: time('2026-10-01'),
-        fixDate: time('2026-09-09'),
-        payOneBond: money('10'),
-      },
-      {
-        couponNumber: '3',
-        couponDate: time('2026-10-01'),
-        payOneBond: money('10'),
-      },
-      {
-        couponNumber: '4',
-        couponDate: time('2026-10-01'),
-        fixDate: time('2026-09-29'),
-      },
-      {
-        couponNumber: '5',
-        couponDate: time('2025-10-01'),
-        payOneBond: money('10'),
-      },
-    ]);
-    const result = await income.coupons('user', 'uid');
    expect(
-      result.coupons.find((c) => c.number === '1')?.estimatedAmount,
-    ).toEqual({ value: '20', currency: 'RUB' });
-    expect(
-      result.coupons
-        .filter((c) => c.number !== '1')
-        .every((c) => c.estimatedAmount === null),
+      result.coupons.slice(1).every((row) => row.estimatedAmount === null),
    ).toBe(true);
-    expect(result.coupons.find((c) => c.number === '4')?.perBond).toBeNull();
+    expect(result.coupons[3].perBond).toBeNull();
    expect(result.positionIsStale).toBe(true);
-    expect(await income.position('user', 'uid')).toMatchObject({
-      quantity: '2',
-      currentValue: { value: '981.25' },
+    expect(position.quantity).toBe('2');
+  });
+  it('preserves amortized nominal, ACI, percent quotes and annualized coupon yield', () => {
+    const values = {
+      instrument: bond,
+      price: { price: { units: '98', nano: 125000000 } },
+      candle: { close: { units: '99' } },
+      coupons: [
+        {
+          couponDate: time('2026-10-10'),
+          payOneBond: money('30'),
+          couponPeriod: 90,
+        },
+      ],
+    };
+    expect(bondQuote(values, [], 'time')).toMatchObject({
+      pricePercent: '98.125',
+      cleanPrice: { currency: 'RUB', value: '490.625' },
+      dirtyPrice: { currency: 'RUB', value: '502.625' },
+      changePercentagePoints: '-0.875',
+    });
+    expect(bondMetrics(values, [], 'time')).toMatchObject({
+      couponDate: '2026-10-10',
+      couponYieldPercent: '24.7983',
+      creditRating: null,
+    });
+  });
+  it.each(['unknown', 'currency', 'period', 'zero-price'])(
+    'does not invent coupon yield with %s inputs',
+    (scenario) => {
+      const result = bondMetrics(
+        {
+          instrument: bond,
+          price: { price: { units: scenario === 'zero-price' ? '0' : '100' } },
+          coupons: [
+            {
+              couponDate: time('2026-10-10'),
+              payOneBond:
+                scenario === 'unknown'
+                  ? undefined
+                  : money('30', scenario === 'currency' ? 'usd' : 'rub'),
+              couponPeriod: scenario === 'period' ? 0 : 90,
+            },
+          ],
+        },
+        [],
+        'time',
+      );
+      expect(result.couponYieldPercent).toBeNull();
+    },
+  );
+  it('keeps absent and mismatched ACI unknown and never substitutes risk level for a rating', () => {
+    expect(
+      bondQuote(
+        {
+          instrument: { ...bond, aciValue: money('1', 'usd') },
+          price: { price: { units: '100' } },
+        },
+        [],
+        'time',
+      ).dirtyPrice,
+    ).toBeNull();
+    expect(
+      bondQuote(
+        {
+          instrument: { ...bond, aciValue: undefined },
+          price: { price: { units: '100' } },
+        },
+        [],
+        'time',
+      ).dirtyPrice,
+    ).toBeNull();
+    expect(
+      bondMetrics(
+        {
+          instrument: {
+            ...bond,
+            riskLevel: 'RISK_LEVEL_LOW',
+            floatingCouponFlag: true,
+          },
+        },
+        ['yield'],
+        'time',
+      ),
+    ).toMatchObject({
+      creditRating: null,
+      couponType: 'COUPON_TYPE_FLOATING',
+      couponYieldPercent: null,
    });
  });
 });