From 279c6403450d981693659f04e1438cdd366f5a0a Mon Sep 17 00:00:00 2001
From: hjhan <hongjun.han@yieldchain.com>
Date: Tue, 11 Aug 2026 10:36:38 +0800
Subject: [PATCH] =?UTF-8?q?refactor(return-leg):=20=E6=8A=BD=E5=8F=96=20Qu?=
 =?UTF-8?q?antityRollforward=20=E6=A0=87=E7=9A=84=E7=AB=AF=E6=95=B0?=
 =?UTF-8?q?=E9=87=8F=E9=80=92=E6=8E=A8?=
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把 SwapEodPositionService:1980 inline 的数量递推公式抽成独立纯函数:
  qty = 上一日终数量 + 开仓 - 平仓 + 公司行为调整

新增第4参数 corpActionDeltaQty(默认0,当前不影响行为),
预留给公司行为改造(送股/拆股/配股)。
原代码硬编码'数量只因交易变动'假设,改造时填入非零值即可。

ReturnLegs/QuantityRollforward.cs: 纯函数, 不依赖任何实例状态
ReturnLegs 测试: 8个(无交易/开仓/平仓/全平/超额/送股/拆股)
SwapEodPositionService: inline 2行 → QuantityRollforward.Calc() 1行

验证: 编译0错误, 全量497测试7失败(基线一致)。
---
 .../ReturnLegs/QuantityRollforwardTest.cs     | 63 +++++++++++++++++++
 .../ReturnLegs/QuantityRollforward.cs         | 27 ++++++++
 .../SwapModule/SwapEodPositionService.cs      |  4 +-
 3 files changed, 92 insertions(+), 2 deletions(-)
 create mode 100644 UnitTestProject/Modules/SwapModule/ReturnLegs/QuantityRollforwardTest.cs
 create mode 100644 YLErpDAL/Modules/SwapModule/ReturnLegs/QuantityRollforward.cs

diff --git a/UnitTestProject/Modules/SwapModule/ReturnLegs/QuantityRollforwardTest.cs b/UnitTestProject/Modules/SwapModule/ReturnLegs/QuantityRollforwardTest.cs
new file mode 100644
index 00000000..7274b2c3
--- /dev/null
+++ b/UnitTestProject/Modules/SwapModule/ReturnLegs/QuantityRollforwardTest.cs
@@ -0,0 +1,63 @@
+using YLErp.Modules.SwapModule.ReturnLegs;
+
+namespace UnitTestProject.Modules.SwapModule.ReturnLegs
+{
+    /// <summary>
+    /// 标的端数量递推测试。验证开仓/平仓/公司行为场景下数量正确推进。
+    /// </summary>
+    [TestClass]
+    public class QuantityRollforwardTest
+    {
+        [TestMethod]
+        public void 无交易_数量不变()
+        {
+            Assert.AreEqual(1000m, QuantityRollforward.Calc(1000m, 0m, 0m));
+        }
+
+        [TestMethod]
+        public void 开仓_数量增加()
+        {
+            Assert.AreEqual(1500m, QuantityRollforward.Calc(1000m, 500m, 0m));
+        }
+
+        [TestMethod]
+        public void 平仓_数量减少()
+        {
+            Assert.AreEqual(600m, QuantityRollforward.Calc(1000m, 0m, 400m));
+        }
+
+        [TestMethod]
+        public void 开仓加平仓_净值()
+        {
+            Assert.AreEqual(1200m, QuantityRollforward.Calc(1000m, 500m, 300m));
+        }
+
+        [TestMethod]
+        public void 全平_数量归零()
+        {
+            Assert.AreEqual(0m, QuantityRollforward.Calc(1000m, 0m, 1000m));
+        }
+
+        [TestMethod]
+        public void 超额平仓_不低于零()
+        {
+            Assert.AreEqual(0m, QuantityRollforward.Calc(1000m, 0m, 1500m));
+        }
+
+        [TestMethod]
+        public void 公司行为送股_数量增加_默认不影响()
+        {
+            // 默认 corpActionDeltaQty=0, 行为不变
+            Assert.AreEqual(1000m, QuantityRollforward.Calc(1000m, 0m, 0m));
+            // 送股 10%: 1000 × 10% = 100
+            Assert.AreEqual(1100m, QuantityRollforward.Calc(1000m, 0m, 0m, corpActionDeltaQty: 100m));
+        }
+
+        [TestMethod]
+        public void 公司行为拆股_数量翻倍()
+        {
+            // 1拆2: 数量翻倍, corpActionDeltaQty = 当前数量
+            Assert.AreEqual(2000m, QuantityRollforward.Calc(1000m, 0m, 0m, corpActionDeltaQty: 1000m));
+        }
+    }
+}
diff --git a/YLErpDAL/Modules/SwapModule/ReturnLegs/QuantityRollforward.cs b/YLErpDAL/Modules/SwapModule/ReturnLegs/QuantityRollforward.cs
new file mode 100644
index 00000000..c2352db4
--- /dev/null
+++ b/YLErpDAL/Modules/SwapModule/ReturnLegs/QuantityRollforward.cs
@@ -0,0 +1,27 @@
+namespace YLErp.Modules.SwapModule.ReturnLegs;
+
+/// <summary>
+/// 标的端数量递推（quantity rollforward）。
+///
+/// 逐日推进持仓数量：今日数量 = 上一日终数量 + 今日开仓 - 今日平仓 + 公司行为调整。
+///
+/// 公司行为调整(corpActionDeltaQty)默认 0，当前不影响行为；
+/// 预留给公司行为改造（送股/拆股/配股）——届时填入非零值。
+/// 原代码(SwapEodPositionService:1980)只有开仓/平仓两项，硬编码了"数量只因交易变动"假设。
+/// </summary>
+public static class QuantityRollforward
+{
+    /// <summary>
+    /// 计算今日持仓数量。
+    /// </summary>
+    /// <param name="previousQty">上一日终持仓数量。</param>
+    /// <param name="openQty">今日开仓数量。</param>
+    /// <param name="unwindQty">今日平仓数量。</param>
+    /// <param name="corpActionDeltaQty">公司行为导致数量变动（送股/拆股），默认 0。</param>
+    /// <returns>今日持仓数量（不低于 0）。</returns>
+    public static decimal Calc(decimal previousQty, decimal openQty, decimal unwindQty, decimal corpActionDeltaQty = 0m)
+    {
+        var qty = previousQty + openQty - unwindQty + corpActionDeltaQty;
+        return qty < 0 ? 0 : Math.Abs(qty);
+    }
+}
diff --git a/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs b/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs
index 776b88c4..ef3e7901 100644
--- a/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs
+++ b/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs
@@ -13,6 +13,7 @@ using YLErp.Models;
 using YLErp.Modules.DataProviderModule;
 using YLErp.Modules.EodModule;
 using YLErp.Modules.SwapModule.Margin;
+using YLErp.Modules.SwapModule.ReturnLegs;
 using YLErp.QdpModule;
 
 namespace YLErp.Modules.SwapModule
@@ -1977,8 +1978,7 @@ namespace YLErp.Modules.SwapModule
             var openFlowEvents = unwindEvents.Where(x => x.EventType == (int)SwapFlowEventTypeEnum.开仓).ToList();
             decimal unwindQty = unwindFlowEvents.Sum(s => s.Quantity);
             decimal openQty = openFlowEvents.Sum(s => s.Quantity);
-            var qty = eod.PosiQuantity + openQty - unwindQty;
-            curretEod.PosiQuantity = qty < 0 ? 0 : Math.Abs(qty);
+            curretEod.PosiQuantity = QuantityRollforward.Calc(eod.PosiQuantity, openQty, unwindQty);
             if (unwindEvents.Count == 0)
             {
                 curretEod.PosiNetPrice = position.PosiNetPrice;