Add futures account model

crates/fidc-core/tests/futures_account.rs

@@ -0,0 +1,52 @@
+use std::collections::BTreeMap;
+
+use fidc_core::{FuturesAccountState, FuturesContractSpec, FuturesDirection};
+
+#[test]
+fn futures_account_tracks_long_margin_pnl_and_settlement() {
+    let spec = FuturesContractSpec::new(300.0, 0.12, 0.14);
+    let mut account = FuturesAccountState::new(1_000_000.0);
+
+    account.open("IF2501", FuturesDirection::Long, spec, 2, 4000.0, 12.0);
+    account.mark_price("IF2501", FuturesDirection::Long, 4010.0);
+
+    assert!((account.total_cash() - 999_988.0).abs() < 1e-6);
+    assert!((account.margin() - 288_720.0).abs() < 1e-6);
+    assert!((account.cash() - 711_268.0).abs() < 1e-6);
+    assert!((account.position_equity() - 6_000.0).abs() < 1e-6);
+    assert!((account.total_value() - 1_005_988.0).abs() < 1e-6);
+
+    let settlement = BTreeMap::from([("IF2501".to_string(), 4020.0)]);
+    let cash_delta = account.settle(&settlement);
+
+    assert!((cash_delta - 12_000.0).abs() < 1e-6);
+    assert!((account.total_cash() - 1_011_988.0).abs() < 1e-6);
+    let position = account
+        .position("IF2501", FuturesDirection::Long)
+        .expect("long position");
+    assert!((position.avg_price - 4020.0).abs() < 1e-6);
+    assert!((position.equity()).abs() < 1e-6);
+}
+
+#[test]
+fn futures_account_tracks_short_close_cash_delta() {
+    let spec = FuturesContractSpec::new(10.0, 0.1, 0.2);
+    let mut account = FuturesAccountState::new(100_000.0);
+
+    account.open("RB2501", FuturesDirection::Short, spec, 5, 3500.0, 3.0);
+    account.mark_price("RB2501", FuturesDirection::Short, 3480.0);
+    assert!((account.margin() - 34_800.0).abs() < 1e-6);
+    assert!((account.position_equity() - 1_000.0).abs() < 1e-6);
+
+    let cash_delta = account
+        .close("RB2501", FuturesDirection::Short, 2, 3470.0, 2.0)
+        .expect("close short");
+
+    assert!((cash_delta - 598.0).abs() < 1e-6);
+    assert!((account.total_cash() - 100_595.0).abs() < 1e-6);
+    let position = account
+        .position("RB2501", FuturesDirection::Short)
+        .expect("remaining short position");
+    assert_eq!(position.quantity, 3);
+    assert!((position.equity() - 900.0).abs() < 1e-6);
+}