feat(performance): investment performance vs Moscow Exchange index (WealthLedger/main#54) (#200)

2026-11-08 16:45:29 +03:00
parent 84433ee207
commit fee61537b6
28 changed files with 1507 additions and 4 deletions
@@ -0,0 +1,121 @@
+import { MarketIndexHistoryService } from './market-index.service';
+
+jest.mock('./market-index.repository', () => ({ MarketIndexRepository: class {} }));
+
+type State = {
+  coveredFrom: null | string;
+  coveredTo: null | string;
+  lastAttemptAt: Date | null;
+  lastSuccessAt: Date | null;
+};
+type Close = { close: string; tradeDate: string };
+
+const HOUR_MS = 3_600_000;
+
+// In-memory stand-in mirroring the repository's merge rules.
+function setup(history: Close[]) {
+  let state: null | State = null;
+  const stored = new Map<string, string>();
+  const repository = {
+    read: jest.fn((_: string, from: string, to: string) => Promise.resolve({
+      closes: [...stored.entries()]
+        .filter(([date]) => date >= from && date <= to)
+        .sort(([a], [b]) => a.localeCompare(b))
+        .map(([tradeDate, close]) => ({ tradeDate, close })),
+      state: state && { ...state },
+    })),
+    attempt: jest.fn((_: string, at: Date) => {
+      state = { coveredFrom: null, coveredTo: null, lastSuccessAt: null, ...state, lastAttemptAt: at };
+      return Promise.resolve();
+    }),
+    save: jest.fn((_: string, closes: Close[], from: string, to: string, at: Date) => {
+      for (const close of closes) stored.set(close.tradeDate, close.close);
+      const current = state as State;
+      const joined = Boolean(current.coveredFrom && current.coveredTo &&
+        from <= current.coveredTo && to >= current.coveredFrom);
+      state = {
+        ...current,
+        lastSuccessAt: at,
+        coveredFrom: joined && current.coveredFrom && current.coveredFrom < from ? current.coveredFrom : from,
+        coveredTo: joined && current.coveredTo && current.coveredTo > to ? current.coveredTo : to,
+      };
+      return Promise.resolve();
+    }),
+  };
+  const moex = {
+    indexHistory: jest.fn((_: string, from: string, till: string) => Promise.resolve(
+      history.filter((row) => row.tradeDate >= from && row.tradeDate <= till),
+    )),
+  };
+  const service = new MarketIndexHistoryService(
+    repository as never, moex as never, { event: jest.fn() } as never,
+  );
+  return { service, moex, setHistory: (rows: Close[]) => history.splice(0, history.length, ...rows) };
+}
+
+const closes = (...dates: string[]) => dates.map((tradeDate) => ({ tradeDate, close: '100' }));
+
+describe('MarketIndexHistoryService', () => {
+  afterEach(() => jest.useRealTimers());
+
+  it('loads a ten-day lookback once and reuses the confirmed range', async () => {
+    const { service, moex } = setup(closes('2026-09-30', '2026-10-02', '2026-10-05'));
+    expect(await service.read('MCFTRR', '2026-10-02', '2026-10-05')).toHaveLength(3);
+    expect(await service.read('MCFTRR', '2026-10-02', '2026-10-05')).toHaveLength(3);
+    expect(moex.indexHistory).toHaveBeenCalledTimes(1);
+    expect(moex.indexHistory).toHaveBeenCalledWith('MCFTRR', '2026-09-22', '2026-10-05');
+  });
+
+  it('extends history backward at once, even right after a successful load', async () => {
+    const { service, moex } = setup(closes('2023-01-03', '2026-09-30', '2026-10-05'));
+    await service.read('MCFTRR', '2026-10-01', '2026-10-05');
+    expect(await service.read('MCFTRR', '2023-01-05', '2026-10-05')).toHaveLength(3);
+    expect(moex.indexHistory).toHaveBeenLastCalledWith('MCFTRR', '2022-12-26', '2026-10-05');
+  });
+
+  it('re-checks a missing tail close after an hour, but not sooner', async () => {
+    jest.useFakeTimers({ now: new Date('2026-10-05T12:00:00Z') });
+    const { service, moex, setHistory } = setup(closes('2026-09-30', '2026-10-02'));
+    await service.read('MCFTRR', '2026-10-02', '2026-10-05');
+    setHistory(closes('2026-09-30', '2026-10-02', '2026-10-05'));
+    await service.read('MCFTRR', '2026-10-02', '2026-10-05');
+    expect(moex.indexHistory).toHaveBeenCalledTimes(1);
+    jest.setSystemTime(Date.now() + HOUR_MS + 1);
+    const rows = await service.read('MCFTRR', '2026-10-02', '2026-10-05');
+    expect(rows?.at(-1)?.tradeDate).toBe('2026-10-05');
+    expect(moex.indexHistory).toHaveBeenCalledTimes(2);
+  });
+
+  it('keeps saved history usable when a later refresh fails and throttles retries', async () => {
+    jest.useFakeTimers({ now: new Date('2026-10-05T12:00:00Z') });
+    const { service, moex } = setup(closes('2026-09-30', '2026-10-02'));
+    await service.read('MCFTRR', '2026-10-02', '2026-10-02');
+    jest.setSystemTime(Date.now() + 1000);
+    moex.indexHistory.mockRejectedValue(new Error('MOEX down'));
+    expect(await service.read('MCFTRR', '2026-10-02', '2026-10-05')).toHaveLength(2);
+    expect(await service.read('MCFTRR', '2026-10-02', '2026-10-05')).toHaveLength(2);
+    expect(moex.indexHistory).toHaveBeenCalledTimes(2);
+  });
+
+  it('returns no history when nothing was ever loaded and MOEX fails', async () => {
+    const { service, moex } = setup([]);
+    moex.indexHistory.mockRejectedValue(new Error('MOEX down'));
+    expect(await service.read('MCFTRR', '2026-10-02', '2026-10-05')).toBeNull();
+  });
+
+  it('refuses a range that does not reach the last cash flow', async () => {
+    const { service, moex } = setup(closes('2026-09-30', '2026-10-02'));
+    await service.read('MCFTRR', '2026-10-02', '2026-10-02');
+    moex.indexHistory.mockRejectedValue(new Error('MOEX down'));
+    expect(await service.read('MCFTRR', '2026-10-02', '2026-10-09', '2026-10-08')).toBeNull();
+  });
+
+  it('shares one request for parallel reads', async () => {
+    const { service, moex } = setup(closes('2026-09-30', '2026-10-02'));
+    await Promise.all([
+      service.read('IMOEX', '2026-10-02', '2026-10-05'),
+      service.read('IMOEX', '2026-10-02', '2026-10-05'),
+    ]);
+    expect(moex.indexHistory).toHaveBeenCalledTimes(1);
+  });
+});