Hedging setup

This commit is contained in:
2026-07-16 20:37:17 +02:00
parent 4c85f80412
commit aba25d62dc
6 changed files with 248 additions and 2 deletions

View File

@@ -266,6 +266,112 @@ class PurchaseTradeTestCase(ModuleTestCase):
lot_model.save.assert_not_called()
def test_purchase_auto_hedge_under_uses_floor_contract_count(self):
'purchase auto hedge under creates a short floor contract quantity'
unit = Mock()
price_index = Mock(id=7)
price_index.get_qt.side_effect = [Decimal('17'), Decimal('17')]
line = Mock(
id=12,
derivatives=[],
coffee_market_reference=price_index,
coffee_market_price=Decimal('300'),
quantity_theorical=Decimal('26.4'),
quantity=None,
unit=unit,
product=Mock(id=3),
purchase=Mock(id=4, party=Mock(id=5)))
config_model = Mock()
config_model.search.return_value = [
Mock(auto_hedging=True, auto_hedging_over=False)]
derivative_model = Mock()
date_model = Mock()
date_model.today.return_value = datetime.date(2026, 7, 16)
pool = Mock()
pool.get.side_effect = lambda name: {
'purchase.configuration': config_model,
'derivative.derivative': derivative_model,
'ir.date': date_model,
}[name]
with patch.object(purchase_module, 'Pool', return_value=pool):
purchase_module.Line._ensure_auto_hedge_derivative(line)
derivative_model.create.assert_called_once_with([{
'purchase': 4,
'line': 12,
'product': 3,
'party': 5,
'price_index': 7,
'nb_ct': 1,
'price': Decimal('300'),
'direction': 'short',
'trade_date': datetime.date(2026, 7, 16),
'open_qty': Decimal('17'),
}])
def test_sale_auto_hedge_over_uses_ceiling_contract_count(self):
'sale auto hedge over creates a long ceiling contract quantity'
unit = Mock()
price_index = Mock(id=8)
price_index.get_qt.side_effect = [Decimal('17'), Decimal('34')]
line = Mock(
id=22,
derivatives=[],
coffee_market_reference=price_index,
coffee_market_price=Decimal('301'),
quantity_theorical=Decimal('26.4'),
quantity=None,
unit=unit,
product=Mock(id=13),
sale=Mock(id=14, party=Mock(id=15)))
config_model = Mock()
config_model.search.return_value = [
Mock(auto_hedging=True, auto_hedging_over=True)]
derivative_model = Mock()
date_model = Mock()
date_model.today.return_value = datetime.date(2026, 7, 16)
pool = Mock()
pool.get.side_effect = lambda name: {
'sale.configuration': config_model,
'derivative.derivative': derivative_model,
'ir.date': date_model,
}[name]
with patch.object(sale_module, 'Pool', return_value=pool):
sale_module.SaleLine._ensure_auto_hedge_derivative(line)
derivative_model.create.assert_called_once_with([{
'sale': 14,
'sale_line': 22,
'product': 13,
'party': 15,
'price_index': 8,
'nb_ct': 2,
'price': Decimal('301'),
'direction': 'long',
'trade_date': datetime.date(2026, 7, 16),
'open_qty': Decimal('34'),
}])
def test_auto_hedge_keeps_existing_manual_derivative(self):
'auto hedge does not create a duplicate when a derivative exists'
line = Mock(derivatives=[Mock()])
config_model = Mock()
config_model.search.return_value = [
Mock(auto_hedging=True, auto_hedging_over=True)]
derivative_model = Mock()
pool = Mock()
pool.get.side_effect = lambda name: {
'purchase.configuration': config_model,
'derivative.derivative': derivative_model,
}[name]
with patch.object(purchase_module, 'Pool', return_value=pool):
purchase_module.Line._ensure_auto_hedge_derivative(line)
derivative_model.create.assert_not_called()
def test_itsa_book_year_suffix_uses_april_fiscal_start(self):
'ITSA book year changes on April 1st'
self.assertEqual(