feat(web): 对账中心上线——恒等式B5只读端点+前端恒等式区块,双轨对账页升级为对账中心(issue#42-A) [nas]

- API: GET /paper/reconcile/identity?date&refresh——缺省读 supervisor 15:10/23:27 已存 identity_reconcile 行,无存行现算并落库(与 build/save 同套幂等); 路由置于 /paper/{aid} 前,与既有 reconcile 端点同组 - 前端: Reconcile.vue 顶部新增恒等式卡片(账户级红绿/未归因±/占比vs容忍0.5%/ 可展开逐票缺口+实例市值拆分),页面与菜单更名为「对账中心」; api/paper.ts 补 IdentityReport 类型族 - 测试: 绿线(50/10050=0.497%pass)+存行复用+refresh强制重算(200=1.96%红)+ snapshot_missing 如实标注,12/12 绿 - 附: docs/session_prompts/ 两份 session 移交提示词入库(fundamentals 18min→ 数据session / 统一ex定寸→策略session,用户08-26拍板)
2026-08-26 20:31:42 +08:00
parent 0c81f5b04b
commit df008b985c
7 changed files with 326 additions and 7 deletions
@@ -240,3 +240,84 @@ def test_reconcile_routes(tmp_path):
    r3 = c.get("/api/v1/paper/39", headers=_auth(token))
    assert r3.status_code == 200
    assert r3.json()["mode"] == "shadow"
+
+
+def test_identity_reconcile_route(tmp_path):
+    """GET /paper/reconcile/identity:现算→落库→二次读存行;超容忍标红。"""
+    import sqlite3
+
+    c, token = _client(tmp_path)
+    db = os.path.join(str(tmp_path), "p.db")
+
+    def _seed(snap_mv: float) -> None:
+        with sqlite3.connect(db) as conn:
+            conn.execute("DELETE FROM live_accounts")
+            conn.execute("DELETE FROM live_balance")
+            conn.execute("DELETE FROM live_positions")
+            conn.execute("DELETE FROM qmt_account_snapshot")
+            conn.execute(
+                "INSERT INTO live_accounts (id,name,account,vt_symbol,"
+                "strategy_class,strategy_name,status) VALUES "
+                "(5,'live','66639661','pool','channel_test',"
+                "'portfolio_channel_test','running')")
+            conn.execute(
+                "INSERT INTO live_balance (account_id,date,cash,market_value,"
+                "total) VALUES (5,'2026-08-15',1000.0,10000.0,11000.0)")
+            conn.execute(
+                "INSERT INTO live_positions (account_id,symbol,volume,avg_price) "
+                "VALUES (5,'510300.XSHG',1000,4.0)")
+            conn.execute(
+                "INSERT INTO qmt_account_snapshot (account,mini_path,cash,"
+                "market_value,total,positions,updated_at) VALUES "
+                "('66639661','',1000.0,?,10100.0,"
+                "'[{\"symbol\": \"510300.SH\", \"volume\": 1000}]',"
+                "'2026-08-15 15:10:00')", (snap_mv,))
+            conn.commit()
+
+    # 绿线:快照 10050 − 账本 10000 = 50(0.497% < 0.5%) → pass
+    _seed(10050.0)
+    r = c.get("/api/v1/paper/reconcile/identity?date=2026-08-15",
+              headers=_auth(token))
+    assert r.status_code == 200
+    data = r.json()
+    assert data["identity_passed"] is True
+    row = data["rows"][0]
+    assert row["account"] == "66639661"
+    assert row["status"] == "pass"
+    assert abs(row["unattributed_mv"] - 50.0) < 1e-6
+    assert row["unattributed_positions"] == []  # 逐票 1000=1000 无分歧
+
+    # 二次调用走已存行(identity_reconcile 同日已落库),结果一致
+    r2 = c.get("/api/v1/paper/reconcile/identity?date=2026-08-15",
+               headers=_auth(token))
+    assert r2.json()["rows"][0]["unattributed_mv"] == row["unattributed_mv"]
+
+    # 超红线(改库后 refresh=true 强制重算):快照 10200 − 账本 10000 = 200(1.96%)
+    _seed(10200.0)
+    r3 = c.get("/api/v1/paper/reconcile/identity?date=2026-08-15&refresh=true",
+               headers=_auth(token))
+    d3 = r3.json()
+    assert d3["identity_passed"] is False
+    assert d3["rows"][0]["status"] == "unattributed_over_tol"
+    assert abs(d3["rows"][0]["unattributed_mv"] - 200.0) < 1e-6
+
+
+def test_identity_reconcile_snapshot_missing(tmp_path):
+    """无快照账号如实标 snapshot_missing,不算通过也不崩。"""
+    import sqlite3
+
+    c, token = _client(tmp_path)
+    db = os.path.join(str(tmp_path), "p.db")
+    with sqlite3.connect(db) as conn:
+        conn.execute(
+            "INSERT INTO live_accounts (id,name,account,vt_symbol,strategy_class,"
+            "strategy_name,status) VALUES (6,'l2','88888888','pool',"
+            "'all_weather','portfolio_all_weather_ex','running')")
+        conn.commit()
+
+    r = c.get("/api/v1/paper/reconcile/identity?date=2026-08-15",
+              headers=_auth(token))
+    assert r.status_code == 200
+    row = r.json()["rows"][0]
+    assert row["status"] == "snapshot_missing"
+    assert r.json()["identity_passed"] is False