授信/现金资金标签分配链路 double→decimal 精度收敛

- FundTagCalc 全链路（LegAmount/LegFundPlan/UnwindTagSplit/TagRelease/MarginLegSettlement）金额类型改 decimal，消除 double 二进制误差在拆单倒挤、守恒校验中的分位尾差 - 边界处显式转换：writeCash 委托与 ClientCreditInoutService.Occupy/Release（仍 double）、GetAvailableCredit 返回值 (decimal) 强转 - SwapDealService.RecordMarginCashFlow/ReleaseMarginByFundTag 签名同步 decimal，测试桩 TestableSwapDealService 对齐 - 单测断言去掉 1e-6 容差（decimal 精确比较）
2026-08-27 18:22:56 +08:00
parent 74bf82ab1d
commit 15d25228af
6 changed files with 37 additions and 37 deletions
@@ -11,7 +11,7 @@ namespace YLErp.Modules.SwapModule
    [TestClass]
    public class FundTagCalcTest
    {
-        private static LegAmount Leg(long id, double amount, bool preferCredit)
+        private static LegAmount Leg(long id, decimal amount, bool preferCredit)
            => new() { Leg = new swap_position { id = id }, Amount = amount, PreferCredit = preferCredit };

        // ================================================================
@@ -273,7 +273,7 @@ namespace YLErp.Modules.SwapModule
                    InterestPrincipalFix = fix,
                    FundTag = preferCredit ? ConsFundTag.Credit : ConsFundTag.Cash
                },
-                Amount = (double)fix,
+                Amount = fix,
                PreferCredit = preferCredit
            };

@@ -71,8 +71,8 @@ namespace YLErp.Modules.SwapModule
                new List<LegAmount> { new() { Leg = leg, Amount = 1000, PreferCredit = true } },
                creditAvailable: 5_000, ignoreMoneyCheck: false);

-            Assert.AreEqual(1000, plans[0].CreditAmount, 1e-6);
-            Assert.AreEqual(0, plans[0].CashAmount, 1e-6);
+            Assert.AreEqual(1000, plans[0].CreditAmount);
+            Assert.AreEqual(0, plans[0].CashAmount);
            Assert.IsFalse(plans[0].NeedSplit);
            //CashAmount==0 → ApplyMarginFundTags 不写现金流水；占用 remark 前缀断言
            Assert.IsTrue((ClientCreditInoutService.AdditionalMarginRemark + "占用")
@@ -94,8 +94,8 @@ namespace YLErp.Modules.SwapModule
            var legs = new List<LegAmount> { new() { Leg = leg, Amount = 1000, PreferCredit = true } };
            var plans = FundTagCalc.AllocateByLegPreference(legs, creditAvailable: 300, ignoreMoneyCheck: false);
            Assert.IsTrue(plans[0].NeedSplit);
-            Assert.AreEqual(300, plans[0].CreditAmount, 1e-6);
-            Assert.AreEqual(700, plans[0].CashAmount, 1e-6);
+            Assert.AreEqual(300, plans[0].CreditAmount);
+            Assert.AreEqual(700, plans[0].CashAmount);

            //ApplySaveTimeSplit 与 SplitLeg 同口径（原腿=授信部分、克隆现金腿倒挤守恒）
            var newLegs = FundTagCalc.ApplySaveTimeSplit(legs, plans);
@@ -126,8 +126,8 @@ namespace YLErp.Modules.SwapModule
                new List<LegAmount> { new() { Leg = leg, Amount = 1000, PreferCredit = false } },
                creditAvailable: 5_000, ignoreMoneyCheck: false);

-            Assert.AreEqual(0, plans[0].CreditAmount, 1e-6);
-            Assert.AreEqual(1000, plans[0].CashAmount, 1e-6);
+            Assert.AreEqual(0, plans[0].CreditAmount);
+            Assert.AreEqual(1000, plans[0].CashAmount);
            Assert.IsFalse(plans[0].NeedSplit);
        }

@@ -141,10 +141,10 @@ namespace YLErp.Modules.SwapModule
            return ReleaseMarginByFundTagResult
                ?? new UnwindTagSplit
                {
-                    CashMargin = Convert.ToDouble(marginAmount),
-                    CashRebate = Convert.ToDouble(marginLegs.Any()
+                    CashMargin = marginAmount,
+                    CashRebate = marginLegs.Any()
                        ? marginLegs.Sum(x => x.InterestClosePnL)
-                        : marginRebate)
+                        : marginRebate
                };
        }

@@ -16,14 +16,14 @@ public static class FundTagCalc
    /// 客户净收取（负金额）的腿不参与授信分配。
    /// legs 需按预期占用顺序传入（HappenDate、id）。
    /// </summary>
-    public static List<LegFundPlan> AllocateByLegPreference(List<LegAmount> legs, double creditAvailable, bool ignoreMoneyCheck)
+    public static List<LegFundPlan> AllocateByLegPreference(List<LegAmount> legs, decimal creditAvailable, bool ignoreMoneyCheck)
    {
        var plans = new List<LegFundPlan>();
-        var remaining = Math.Round(Math.Max(creditAvailable, 0), 2, MidpointRounding.AwayFromZero);
+        var remaining = Math.Round(Math.Max(creditAvailable, 0m), 2, MidpointRounding.AwayFromZero);
        foreach (var leg in legs)
        {
            var amount = Math.Round(leg.Amount, 2, MidpointRounding.AwayFromZero);
-            var credit = 0.0;
+            var credit = 0m;
            if (!ignoreMoneyCheck && leg.PreferCredit && amount > 0)
            {
                credit = Math.Min(amount, remaining);
@@ -64,7 +64,7 @@ public static class FundTagCalc
                //应付额 = fix × (dir==1 ? 1 : -1)，反推 fix 用同一比例（±1 自反）
                var payableRatio = position.InterestDirection == 1 ? 1 : -1;
                var originalFix = position.InterestPrincipalFix;
-                position.InterestPrincipalFix = Math.Round(Convert.ToDecimal(plan.CreditAmount) * payableRatio, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
+                position.InterestPrincipalFix = Math.Round(plan.CreditAmount * payableRatio, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
                position.FundTag = ConsFundTag.Credit;
                var cashLeg = position.Clone();
                cashLeg.id = 0;
@@ -93,8 +93,8 @@ public static class FundTagCalc
        var result = new UnwindTagSplit();
        foreach (var s in settlements)
        {
-            var margin = Convert.ToDouble(s.MarginAmount);
-            var rebate = Convert.ToDouble(s.RebateAmount);
+            var margin = s.MarginAmount;
+            var rebate = s.RebateAmount;
            if (s.Tag == ConsFundTag.Credit)
            {
                result.CreditMargin += margin;
@@ -128,7 +128,7 @@ public static class FundTagCalc
 public class LegAmount
 {
    public swap_position Leg { get; set; }
-    public double Amount { get; set; }
+    public decimal Amount { get; set; }
    /// <summary>腿上是否选了授信（swap_position.fund_tag=='Credit'）</summary>
    public bool PreferCredit { get; set; }
 }
@@ -140,11 +140,11 @@ public class LegFundPlan
 {
    public swap_position Leg { get; set; }
    /// <summary>腿原簿记金额</summary>
-    public double Amount { get; set; }
+    public decimal Amount { get; set; }
    /// <summary>授信部分金额</summary>
-    public double CreditAmount { get; set; }
+    public decimal CreditAmount { get; set; }
    /// <summary>现金部分金额</summary>
-    public double CashAmount { get; set; }
+    public decimal CashAmount { get; set; }
    /// <summary>拆单时新拆出的现金腿（授信不足的差额；占用记录绑原腿、现金流水绑它）</summary>
    public swap_position CashLeg { get; set; }
    public bool NeedSplit => CreditAmount > 0 && CashAmount > 0;
@@ -198,7 +198,7 @@ public static class MarginSettlementBuilder
 public class TagRelease
 {
    public long PositionId { get; set; }
-    public double Amount { get; set; }
+    public decimal Amount { get; set; }
 }

 /// <summary>
@@ -207,13 +207,13 @@ public class TagRelease
 public class UnwindTagSplit
 {
    /// <summary>现金部分返还本金（产生 应付预付金 资金流水）</summary>
-    public double CashMargin { get; set; }
+    public decimal CashMargin { get; set; }
    /// <summary>授信部分返还本金（写授信出入表"释放"，不产生资金流水）</summary>
-    public double CreditMargin { get; set; }
+    public decimal CreditMargin { get; set; }
    /// <summary>现金部分预付金返息（产生 预付金返息 资金流水）</summary>
-    public double CashRebate { get; set; }
+    public decimal CashRebate { get; set; }
    /// <summary>授信部分预付金返息（授信不进资金，不产生资金流水）</summary>
-    public double CreditRebate { get; set; }
+    public decimal CreditRebate { get; set; }
    /// <summary>按腿的授信释放明细（position_id 匹配原占用记录）</summary>
    public List<TagRelease> Releases { get; set; } = new List<TagRelease>();
 }
@@ -1541,11 +1541,11 @@ namespace YLErp.Modules.SwapModule
            var split = interestEvents != null && interestEvents.Any(x => string.IsNullOrEmpty(x.UnderlyingCode))
                ? ReleaseMarginByFundTag(td, valueDate, interestEvents, marginAmount, marginRebate)
                //无预付金腿结算事件（如金额手工归一化/无腿场景）——退化原逻辑，全额现金
-                : new UnwindTagSplit { CashMargin = Convert.ToDouble(marginAmount), CashRebate = Convert.ToDouble(marginRebate) };
+                : new UnwindTagSplit { CashMargin = marginAmount, CashRebate = marginRebate };
            if (split.CashMargin != 0)
-                writeCash(td, split.CashMargin, ClientCashInCashOut.系统操作_应付预付金, valueDate);
+                writeCash(td, (double)split.CashMargin, ClientCashInCashOut.系统操作_应付预付金, valueDate);
            if (split.CashRebate != 0)
-                writeCash(td, -split.CashRebate, ClientCashInCashOut.系统操作_预付金返息, valueDate);
+                writeCash(td, (double)(-split.CashRebate), ClientCashInCashOut.系统操作_预付金返息, valueDate);
        }

        /// <summary>
@@ -1561,7 +1561,7 @@ namespace YLErp.Modules.SwapModule
            //结算事件缺失（异常数据）时保底按传入总额走现金，不丢资金记录
            if (settlements.Count == 0)
            {
-                return new UnwindTagSplit { CashMargin = Convert.ToDouble(marginAmount), CashRebate = Convert.ToDouble(marginRebate) };
+                return new UnwindTagSplit { CashMargin = marginAmount, CashRebate = marginRebate };
            }
            return split;
        }
@@ -78,7 +78,7 @@ namespace YLErp.Modules.SwapModule
                .Select(x => new LegAmount
                {
                    Leg = x,
-                    Amount = Convert.ToDouble(x.InterestPrincipalFix * (x.InterestDirection == 1 ? 1 : -1)),
+                    Amount = x.InterestPrincipalFix * (x.InterestDirection == 1 ? 1 : -1),
                    PreferCredit = true
                })
                .Where(x => x.Amount > 0)
@@ -89,7 +89,7 @@ namespace YLErp.Modules.SwapModule
            {
                return;
            }
-            var plans = FundTagCalc.AllocateByLegPreference(allocateLegs, creditAvailable, ignoreMoneyCheck: false);
+            var plans = FundTagCalc.AllocateByLegPreference(allocateLegs, (decimal)creditAvailable, ignoreMoneyCheck: false);
            //授信不足的腿 = 偏好授信但授信没覆盖全额（含额度为0/被前腿耗尽的整体转现金）
            var shortPlans = plans.Where(p => p.CreditAmount < p.Amount).ToList();
            if (shortPlans.Count == 0)
@@ -157,7 +157,7 @@ namespace YLErp.Modules.SwapModule
                .Select(x => new LegAmount
                {
                    Leg = x,
-                    Amount = Convert.ToDouble(x.InterestPrincipalFix * (x.InterestDirection == 1 ? 1 : -1)),
+                    Amount = x.InterestPrincipalFix * (x.InterestDirection == 1 ? 1 : -1),
                    //优先级：腿上显式选择 > 交易级 margin_fund_source 回退（§2.3 情形1）> 默认现金，
                    //与 TradeCanBeConfirm 校验分流共用 ConsFundTag.PreferCredit 保证口径一致
                    PreferCredit = ConsFundTag.PreferCredit(x.FundTag, td.MarginFundSource)
@@ -166,7 +166,7 @@ namespace YLErp.Modules.SwapModule
                .OrderBy(x => x.Leg.HappenDate ?? DateTime.MaxValue)
                .ThenBy(x => x.Leg.id)
                .ToList();
-            var plans = FundTagCalc.AllocateByLegPreference(allocateLegs, creditAvailable, ignoreMoneyCheck);
+            var plans = FundTagCalc.AllocateByLegPreference(allocateLegs, (decimal)creditAvailable, ignoreMoneyCheck);

            //先落库拆分的新现金腿（需要 id 才能绑定现金流水）
            foreach (var plan in plans.Where(p => p.NeedSplit))
@@ -198,13 +198,13 @@ namespace YLErp.Modules.SwapModule
                {
                    //授信部分（整腿授信 或 拆单后保留在原腿的可用额度部分）：不产生资金流水，只写占用（占用绑原腿）。
                    //占用记正数（BUG-01 修正：已使用授信=Σ(amount) 占用上升；2026-08-20"与资金流水同号入金负"口径已废弃）
-                    creditService.Occupy(td.ClientId, leg.id, td.id, plan.CreditAmount, happenDate,
+                    creditService.Occupy(td.ClientId, leg.id, td.id, (double)plan.CreditAmount, happenDate,
                        plan.NeedSplit ? splitOccupyRemark : occupyRemark);
                }
                //资金记录沿用既有符号口径（客户付钱为负 = -应付额）：授信部分不产生流水，
                //现金部分按差额产生——拆单腿的流水绑新拆出的现金腿，整腿现金/负应付腿绑原腿
                var recordAmount = plan != null
-                    ? -plan.CashAmount
+                    ? (double)(-plan.CashAmount)
                    : Convert.ToDouble(leg.InterestPrincipalFix * (leg.InterestDirection == 1 ? -1 : 1));
                if (recordAmount != 0)
                {
@@ -256,7 +256,7 @@ namespace YLErp.Modules.SwapModule
                var creditService = new ClientCreditInoutService(this);
                foreach (var release in split.Releases)
                {
-                    creditService.Release(td.ClientId, release.PositionId, td.id, release.Amount, valueDate, "平仓/到期释放");
+                    creditService.Release(td.ClientId, release.PositionId, td.id, (double)release.Amount, valueDate, "平仓/到期释放");
                }
            }
            return split;