refactor(swap-eod): L1 类内去重——CopyInterestLegFields/FinalizeInterestEodRoll 收口四 Save* 重复段（行为保真）

- 腿字段拷贝 3 处×14 行 → 入参化 helper（FloatRate 来源随场景传入，勿统一） - 滚存收尾 4 处 → FinalizeInterestEodRoll（方向源参数化：三处 position、Copy 一处 eodPayPosition，勿统一；Persist 与日志留调用点保持原序） - 差异保真：WithClose 不设 InterestFeePending；勿缩放注释保留升级 - 安全网：InterestEodTailSnapshotTest 三格尾部快照（AutoSettle/AutoSettleWithClose/CloseOnly，钉值特征化）+ golden 两格 + DI_EXCEL 家族 - 验证：快照 3/3 逐字段一致；全量 SwapModule 576/566/10/0 与去重前基线完全相同 - 注：本提交为工作区被还原后按原编辑重放，验证结果与首次执行一致
2026-08-17 18:15:09 +08:00
parent 65a367e139
commit 09fa96a93f
2 changed files with 282 additions and 78 deletions
@@ -0,0 +1,227 @@
+using Newtonsoft.Json;
+
+namespace YLErp.Modules.SwapModule
+{
+    /// <summary>
+    /// L1（类内去重）前置安全网：DealInterests 四分支中无 golden 语料的三格
+    /// （AutoSettle / AutoSettleWithClose / CloseOnly）尾部滚存字段特征化快照。
+    ///
+    /// - ManualSwap / RollForward 两格已由 DealInterestsGoldenReplayTest 语料钉住
+    ///   （字段集见 GoldenReplayFramework.EodPositionToJson）。
+    /// - 本测试钉"现状行为"：L1 抽共享助手（腿字段拷贝段 + 滚存收尾段）前后，
+    ///   以下字段必须逐字段不变。变化=去重改了口径。
+    /// - 同时断言接 seam 指纹（哪个计息接缝 + eventType）与 autoInterests 收集行为，
+    ///   兼作 L2（按腿拆类）的路由验收。
+    /// - 计息金额由受控 CalcResult 注入（不连库、不依赖真实计息引擎）。
+    /// </summary>
+    [TestClass]
+    public class InterestEodTailSnapshotTest
+    {
+        private const decimal Principal = 10000m;
+        private const decimal Rate = 0.03m;
+        private static readonly DateTime StartDate = new(2026, 4, 27);
+        private static readonly DateTime SettleDate = StartDate.AddDays(10); // 第10天收盘
+        private const decimal Accrued10d = 8.22m;   // 受控：10天理论应结
+        private const decimal DailyNew = 0.82m;     // 受控：当日新增
+        private const decimal ManualSettled = 3.5m; // 受控：盘中平仓已结
+        private const decimal Remaining = 7000m;    // 平仓后剩余本金
+        private const decimal ClosedNotional = 3000m; // 本次平掉本金
+
+        private sealed class TailStubService : TestableSwapEodPositionService
+        {
+            public TailStubService() : base(nameof(InterestEodTailSnapshotTest)) { }
+
+            /// <summary>受控计息结果：两个计息 seam 均返回它</summary>
+            public List<swap_flow_event> CalcResult { get; set; } = new();
+
+            public string LastCalcSeam { get; private set; } = "";
+            public List<int> CalcEventTypes { get; } = new();
+
+            protected override List<swap_flow_event> CalcSwapInterests(
+                trade td, trade_extend tradeExtend,
+                DateTime valueDate, DateTime unwindDate,
+                List<eod_swap_position> eodPositions, List<swap_position> positions,
+                decimal posiNotionalValue,
+                decimal closePosiNotionalValue, decimal closePrecent,
+                int eventType, bool tdClose,
+                decimal orginPv,
+                bool add = false, bool settment = true, bool newCalcLast = false,
+                List<swap_flow_event> closeList = null)
+            {
+                LastCalcSeam = nameof(CalcSwapInterests);
+                CalcEventTypes.Add(eventType);
+                return CalcResult;
+            }
+
+            protected override List<swap_flow_event> CalcEodPostCloseSettleInterests(InterestCalcRequest req)
+            {
+                LastCalcSeam = nameof(CalcEodPostCloseSettleInterests);
+                CalcEventTypes.Add(req.EventType);
+                return CalcResult;
+            }
+
+            public List<swap_flow_event> ExecuteDealInterests(
+                List<swap_position> interestList, List<eod_swap_position> eodPositions,
+                DateTime settleDate, trade td, List<swap_flow_event> flowEvents,
+                decimal posiTotalNotional, decimal closeNational, decimal grossPrice, decimal orginPv)
+            {
+                var autoInterests = new List<swap_flow_event>();
+                DealInterests(interestList, eodPositions, new List<eod_swap_position>(),
+                    settleDate, td, flowEvents, autoInterests, null,
+                    posiTotalNotional, closeNational, grossPrice, orginPv);
+                return autoInterests;
+            }
+        }
+
+        private static trade CreateTrade() => new()
+        {
+            id = 1, TradeNumber = "TAIL-SNAP-001", ClientId = 999998,
+            TradeType = "收益互换", TradeDate = StartDate, StartDate = StartDate,
+            ExerciseDate = new DateTime(2027, 4, 27), TradeStatus = "确认成交",
+            ValidState = "Valid", StructureType = "单标的",
+            QuoteCurrency = "CNY", SettlementCurrency = "CNY",
+            trade_extend = new trade_extend
+            {
+                TradeId = 1,
+                ExtendJson = JsonConvert.SerializeObject(new TradeExtendJson { AnnualDays = 365, InterestCalcMode = "10", SettlementRules = 0 })
+            }
+        };
+
+        /// <param name="observationDay">true=当日观察日(Settlement=1)；false=观察日在别日</param>
+        private static swap_position CreateInterestPosition(bool observationDay)
+        {
+            var interval = observationDay
+                ? new IntervalModel { Date = SettleDate, Rate = Rate, Settlement = 1 }
+                : new IntervalModel { Date = StartDate, Rate = Rate, Settlement = 1 };
+            return new swap_position
+            {
+                id = 1001, SwapTradeId = 1, InterestDirection = (int)SwapDirectionEnum.收取,
+                InterestMode = (int)InterestModeEnum.标的期初全价, InterestRateDefault = Rate,
+                InterestPrincipalFix = Principal, PosiStartDate = StartDate,
+                PosiMatuirityDate = new DateTime(2027, 4, 27), IsInitial = true,
+                InterestType = (int)InterestTypeEnum.单利, IsAnnualized = true,
+                interest_rest_days = 1, interest_rule = 0,
+                InterestSwapInterval = JsonConvert.SerializeObject(new List<IntervalModel> { interval })
+            };
+        }
+
+        private static eod_swap_position CreatePreEod(decimal accumulated) => new()
+        {
+            id = 100, PositionId = 1001, ValueDate = SettleDate.AddDays(-1),
+            InterestDirection = (int)SwapDirectionEnum.收取, InterestMode = (int)InterestModeEnum.标的期初全价,
+            InterestIncomeSum = accumulated, InterestProfitSum = accumulated,
+            InterestRateDefault = Rate, TdInterestPrincipal = Principal,
+            InterestType = (int)InterestTypeEnum.单利, IsAnnualized = true, interest_rest_days = 1
+        };
+
+        private static swap_flow_event CreateCalcResult() => new()
+        {
+            EventType = (int)SwapEventTypeEnum.自动互换, PositionId = 1001,
+            InterestAmount = Accrued10d, TdInterestAmount = DailyNew,
+            InterestClosePnL = Accrued10d,
+            InterestPrincipal = Principal, InterestRate = Rate,
+            InterestDirection = (int)SwapDirectionEnum.收取
+        };
+
+        private static swap_flow_event CreateCloseEvent() => new()
+        {
+            EventType = (int)SwapEventTypeEnum.平仓, PositionId = 1001,
+            InterestAmount = ManualSettled, InterestClosePnL = ManualSettled,
+            InterestRate = Rate, InterestFee = 0m,
+            InterestPrincipal = ClosedNotional,
+            InterestDirection = (int)SwapDirectionEnum.收取,
+            DataState = (int)SwapFlowDateStateEnum.完成
+        };
+
+        /// <summary>AutoSettle 格：观察日无平仓 → SaveAutoEodInterestPosition，返回值收集进 autoInterests</summary>
+        [TestMethod]
+        public void AutoSettle_观察日无平仓_尾部快照()
+        {
+            var service = new TailStubService { CalcResult = new List<swap_flow_event> { CreateCalcResult() } };
+            var autoInterests = service.ExecuteDealInterests(
+                new List<swap_position> { CreateInterestPosition(observationDay: true) },
+                new List<eod_swap_position> { CreatePreEod(Accrued10d) },
+                SettleDate, CreateTrade(), new List<swap_flow_event>(),
+                Principal, 0m, 100m, Principal);
+
+            Assert.AreEqual("CalcSwapInterests", service.LastCalcSeam, "观察日无平仓应走 CalcSwapInterests seam");
+            Assert.AreEqual((int)SwapEventTypeEnum.自动互换, service.CalcEventTypes.Single(), "eventType 应为自动互换");
+            Assert.AreEqual(1, autoInterests.Count, "观察日分支应收集返回值进 autoInterests（→资金记录）");
+
+            var p = service.PersistedPositions.Single();
+            // 钉值于 2026-08-17 现状行为（受控输入：应结8.22/新增0.82/本金10000）
+            Assert.AreEqual(8.22m, p.TdCloseInterest);
+            Assert.AreEqual(0.82m, p.TdInterestIncome);
+            Assert.AreEqual(10000m, p.TdInterestPrincipal);
+            Assert.AreEqual(0.03m, p.TdInterestRate);
+            Assert.AreEqual(0.00m, p.InterestIncomeSum, "应结=结算，待实现清零");
+            Assert.AreEqual(0m, p.InterestFeeSum);
+            Assert.AreEqual(0m, p.InterestProfitSum);
+            Assert.AreEqual(8.22m, p.RealizedInterest);
+            Assert.AreEqual(0m, p.RealizedInterestFee);
+            Assert.AreEqual(0m, p.SwapPositionValue);
+            Assert.AreEqual(1.0m, p.TdCurrency);
+        }
+
+        /// <summary>AutoSettleWithClose 格（TEST-MATRIX §6 最弱格）：观察日+平仓 → SaveAutoEodWithCloseInterestPosition(autoSwap:true)，补结差额=恒1全额−盘中已结</summary>
+        [TestMethod]
+        public void AutoSettleWithClose_观察日加平仓_尾部快照()
+        {
+            var service = new TailStubService { CalcResult = new List<swap_flow_event> { CreateCalcResult() } };
+            var autoInterests = service.ExecuteDealInterests(
+                new List<swap_position> { CreateInterestPosition(observationDay: true) },
+                new List<eod_swap_position> { CreatePreEod(Accrued10d) },
+                SettleDate, CreateTrade(), new List<swap_flow_event> { CreateCloseEvent() },
+                Remaining, ClosedNotional, 100m, Remaining);
+
+            Assert.AreEqual("CalcEodPostCloseSettleInterests", service.LastCalcSeam, "观察日+平仓应走 EodPostCloseSettle seam");
+            Assert.AreEqual((int)SwapEventTypeEnum.自动互换, service.CalcEventTypes.Single(), "autoSwap=true → eventType=自动互换");
+            Assert.AreEqual(1, autoInterests.Count, "观察日分支应收集返回值进 autoInterests");
+            Assert.AreEqual(Accrued10d - ManualSettled, autoInterests[0].InterestAmount, "补结差额=恒1全额8.22−盘中已结3.50");
+
+            var p = service.PersistedPositions.Single();
+            // 钉值于 2026-08-17 现状行为（受控输入：恒1全额8.22/盘中已结3.5/剩余7000/平掉3000）
+            Assert.AreEqual(8.22m, p.TdCloseInterest, "TdCloseInterest=盘中已结3.50+补结4.72");
+            Assert.AreEqual(0.5753424657534246575342465753m, p.TdInterestIncome, "autoSwap 重算展示应计=剩余7000×3%/365");
+            Assert.AreEqual(7000m, p.TdInterestPrincipal, "单利部分平仓：跨日本金=剩余");
+            Assert.AreEqual(0.03m, p.TdInterestRate);
+            Assert.AreEqual(0.00m, p.InterestIncomeSum, "恒1口径：理论应结8.22−结算8.22=0");
+            Assert.AreEqual(0m, p.InterestFeeSum);
+            Assert.AreEqual(0m, p.InterestProfitSum);
+            Assert.AreEqual(8.22m, p.RealizedInterest);
+            Assert.AreEqual(0m, p.RealizedInterestFee);
+            Assert.AreEqual(0m, p.SwapPositionValue);
+            Assert.AreEqual(1.0m, p.TdCurrency);
+        }
+
+        /// <summary>CloseOnly 格：非观察日平仓 → SaveAutoEodWithCloseInterestPosition(autoSwap:false)，返回值不收集，TdCloseInterest=盘中已结</summary>
+        [TestMethod]
+        public void CloseOnly_非观察日平仓_尾部快照()
+        {
+            var service = new TailStubService { CalcResult = new List<swap_flow_event> { CreateCalcResult() } };
+            var autoInterests = service.ExecuteDealInterests(
+                new List<swap_position> { CreateInterestPosition(observationDay: false) },
+                new List<eod_swap_position> { CreatePreEod(Accrued10d) },
+                SettleDate, CreateTrade(), new List<swap_flow_event> { CreateCloseEvent() },
+                Remaining, ClosedNotional, 100m, Remaining);
+
+            Assert.AreEqual("CalcEodPostCloseSettleInterests", service.LastCalcSeam, "纯平仓应走 EodPostCloseSettle seam");
+            Assert.AreEqual((int)SwapEventTypeEnum.平仓, service.CalcEventTypes.Single(), "autoSwap=false → eventType=平仓");
+            Assert.AreEqual(0, autoInterests.Count, "纯平仓分支不收集返回值（结算已在盘中流水定格）");
+
+            var p = service.PersistedPositions.Single();
+            // 钉值于 2026-08-17 现状行为（受控输入：恒1重算8.22/盘中已结3.5/剩余7000/平掉3000）
+            Assert.AreEqual(ManualSettled, p.TdCloseInterest, "TdCloseInterest 应仅为盘中已结3.50，不叠加恒1重算值");
+            Assert.AreEqual(0.5753424657534246575342465753m, p.TdInterestIncome, "不算尾路径：剩余7000×3%/365");
+            Assert.AreEqual(7000m, p.TdInterestPrincipal, "单利部分平仓：跨日本金=剩余");
+            Assert.AreEqual(0.03m, p.TdInterestRate, "非观察日：利率取平仓流水 InterestRate");
+            Assert.AreEqual(5.295342465753m, p.InterestIncomeSum, "尾差递推：上日8.22+新增0.575342−已结3.50");
+            Assert.AreEqual(0m, p.InterestFeeSum);
+            Assert.AreEqual(5.295342465753m, p.InterestProfitSum);
+            Assert.AreEqual(3.5m, p.RealizedInterest);
+            Assert.AreEqual(0m, p.RealizedInterestFee);
+            Assert.AreEqual(5.295342465753m, p.SwapPositionValue);
+            Assert.AreEqual(1.0m, p.TdCurrency);
+        }
+    }
+}