Pnl

modules/purchase_trade/tests/test_module.py

@@ -2069,6 +2069,96 @@ class PurchaseTradeTestCase(ModuleTestCase):
             {'type': 'derivative'},
         ])
 
+    def test_purchase_derivative_pnl_uses_direction_and_market_delta(self):
+        'purchase derivative pnl is entry versus market with long short direction'
+        Valuation = Pool().get('valuation.valuation')
+        today = datetime.date(2026, 7, 16)
+        currency = Mock(id=1)
+        company_currency = Mock(id=2)
+        unit = Mock(id=3)
+        price_index = Mock(
+            price_index='ICE',
+            get_price_per_qt=Mock(return_value=Decimal('100')),
+            get_price=Mock(return_value=Decimal('80')))
+        party = Mock(id=4)
+        product = Mock(id=5)
+        purchase = Mock(
+            id=6,
+            currency=currency,
+            company=Mock(currency=company_currency))
+        line = Mock(id=7, unit=unit, purchase=purchase)
+
+        def derivative(direction):
+            return Mock(
+                price_index=price_index,
+                price=Decimal('100'),
+                direction=direction,
+                quantity=Decimal('10'),
+                party=party,
+                product=product)
+
+        line.derivatives = [derivative('long'), derivative('short')]
+
+        with patch('trytond.modules.purchase_trade.valuation.Pool') as PoolMock, patch.object(
+                Valuation, '_base_amount_values',
+                side_effect=[
+                    (Decimal('-200'), Decimal('1'), 2),
+                    (Decimal('200'), Decimal('1'), 2),
+                ]):
+            PoolMock.return_value.get.return_value = Mock(
+                today=Mock(return_value=today))
+            values = Valuation.create_pnl_der_from_line(line)
+
+        self.assertEqual(values[0]['amount'], Decimal('-200.00'))
+        self.assertEqual(values[0]['base_amount'], Decimal('-200'))
+        self.assertIsNone(values[0]['mtm_price'])
+        self.assertIsNone(values[0]['mtm'])
+        self.assertEqual(values[1]['amount'], Decimal('200.00'))
+        self.assertEqual(values[1]['base_amount'], Decimal('200'))
+        self.assertIsNone(values[1]['mtm_price'])
+        self.assertIsNone(values[1]['mtm'])
+
+    def test_sale_derivative_pnl_uses_direction_and_market_delta(self):
+        'sale derivative pnl is stored in amount and base amount only'
+        Valuation = Pool().get('valuation.valuation')
+        today = datetime.date(2026, 7, 16)
+        currency = Mock(id=1)
+        company_currency = Mock(id=2)
+        unit = Mock(id=3)
+        price_index = Mock(
+            price_index='ICE',
+            get_price_per_qt=Mock(return_value=Decimal('100')),
+            get_price=Mock(return_value=Decimal('120')))
+        derivative = Mock(
+            price_index=price_index,
+            price=Decimal('100'),
+            direction='long',
+            quantity=Decimal('10'),
+            party=Mock(id=4),
+            product=Mock(id=5))
+        sale = Mock(
+            id=6,
+            currency=currency,
+            company=Mock(currency=company_currency))
+        sale_line = Mock(
+            id=7,
+            unit=unit,
+            sale=sale,
+            derivatives=[derivative])
+
+        with patch('trytond.modules.purchase_trade.valuation.Pool') as PoolMock, patch.object(
+                Valuation, '_base_amount_values',
+                return_value=(Decimal('200'), Decimal('1'), 2)):
+            PoolMock.return_value.get.return_value = Mock(
+                today=Mock(return_value=today))
+            values = Valuation.create_pnl_der_from_sale_line(sale_line)
+
+        self.assertEqual(values[0]['price'], Decimal('100.0000'))
+        self.assertEqual(values[0]['amount'], Decimal('200.00'))
+        self.assertEqual(values[0]['base_amount'], Decimal('200'))
+        self.assertIsNone(values[0]['mtm_price'])
+        self.assertIsNone(values[0]['mtm'])
+
     def test_update_daily_snapshot_generates_all_purchases_and_unmatched_sales(self):
         'daily valuation cron snapshots purchases and unmatched sale lines'
         Valuation = Pool().get('valuation.valuation')