From 1b39c53f189ef7ed8dd41defcf7906891b3c2d4e Mon Sep 17 00:00:00 2001
From: ao gong <41768719+ageorge156@users.noreply.github.com>
Date: Fri, 21 Aug 2026 22:02:58 +0800
Subject: [PATCH] test: define daily ledger projection contract

---
 tests/test_execution.py | 41 +++++++++++++++++++++++++++++++++++++++++
 1 file changed, 41 insertions(+)

diff --git a/tests/test_execution.py b/tests/test_execution.py
index dc9cf15..aebda84 100644
--- a/tests/test_execution.py
+++ b/tests/test_execution.py
@@ -583,6 +583,47 @@ def test_daily_ledger_nav_is_rebuildable_and_trades_are_projectable() -> None:
     assert (trades["qty"] > 0).all()
 
 
+def test_daily_ledger_frame_matches_platform_projection_contract() -> None:
+    """核心层输出稳定日频投影，但不携带 run_id 或执行数据库写入。"""
+    config = ExecutionConfig(
+        commission_bps=0,
+        stamp_tax_bps=0,
+        slippage_bps=0,
+        min_trade_amount=0,
+    )
+    result = simulate_daily_ledger_with_audit(
+        target_weights_history=[("d1", {"A": 1.0})],
+        execution_price_history=[("d1", {"A": 10.0})],
+        valuation_price_history=[
+            ("d0", {"A": 9.0}),
+            ("d1", {"A": 11.0}),
+            ("d2", {"A": 12.0}),
+        ],
+        initial_cash=1_000.0,
+        config=config,
+    )
+
+    ledger = result.ledger_frame
+
+    assert ledger.columns.tolist() == [
+        "trade_date",
+        "portfolio_value",
+        "nav",
+        "pnl",
+        "pnl_pct",
+        "position_value",
+        "cash",
+        "turnover",
+    ]
+    assert ledger["trade_date"].tolist() == ["d0", "d1", "d2"]
+    assert ledger["nav"].tolist() == pytest.approx([1.0, 1.1, 1.2])
+    assert ledger["pnl"].tolist() == pytest.approx([0.0, 100.0, 100.0])
+    assert ledger["pnl_pct"].tolist() == pytest.approx([0.0, 0.1, 1.2 / 1.1 - 1.0])
+    assert ledger["position_value"].tolist() == pytest.approx([0.0, 1_100.0, 1_200.0])
+    assert ledger["cash"].tolist() == pytest.approx([1_000.0, 0.0, 0.0])
+    assert ledger["turnover"].tolist() == pytest.approx([0.0, 1.0, 0.0])
+
+
 def test_daily_ledger_rejects_missing_close_for_held_asset() -> None:
     """已有持仓缺少收盘估值价时必须 fail closed。"""
     with pytest.raises(ValueError, match="missing valuation price for held asset A"):