refactor: 删除 CalcNotionalByMode, 保证金/融资腿计息基数内联到调用点
CalcNotionalByMode 已完成历史使命: - 融资腿(1/2/9)迁入 FundingLegStrategyFactory - 保证金(5/6)迁入 MarginModes.Contains 分支 - 死代码(3/4/7/8)已删 调用点(GetInterests:843)现在内联两条路径: - 保证金: closePrincipal = Fix × closePercent (用 MarginModes.Contains 判断) - 融资腿: FundingLegStrategyFactory.Get(mode).CalcNotional(...) 删除: - CalcNotionalByMode 方法(含注释) - 2个用反射调私有方法的诊断测试(验证的逻辑已被FundingLegStrategyTest覆盖) 验证: 编译0错误, 全量509测试7失败(基线一致)。
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hjhan
@@ -66,33 +66,5 @@ namespace YLErp.Modules.SwapModule
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TradeDate = D0, StartDate = D0, ExerciseDate = D1, TradeStatus = "确认成交", ValidState = "Valid",
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StockEqvNotional = (double)RealLong, Notional = (double)RealLong, trade_extend = extend };
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}
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/// <summary>用反射调用 private CalcNotionalByMode，直接证明各 mode 的 closePrincipal 是否依赖 posiLong/posiShort。</summary>
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private (decimal close, decimal posi, decimal pct) CallCalcNotionalByMode(swap_position position, decimal closePct, decimal posiNotional, decimal posiLong, decimal posiShort)
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{
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var m = typeof(SwapDealService).GetMethod("CalcNotionalByMode", System.Reflection.BindingFlags.NonPublic | System.Reflection.BindingFlags.Instance);
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return ((decimal, decimal, decimal))m.Invoke(_svc, new object[] { position, closePct, posiNotional, posiLong, posiShort });
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}
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[TestMethod]
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public void 诊断_mode9_标的期初全价_closePrincipal_不依赖posiLong_而用posiNotional()
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{
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// mode 9 分支：closePrincipal = posiNotional * closePercent
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var baseP = OrigBasePrice();
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var (close, posi, _) = CallCalcNotionalByMode(baseP, ClosePct, RealLong * ClosePct, OrigLong, 0m);
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Console.WriteLine($"[mode9] posiNotional={RealLong * ClosePct} posiLong(orig)={OrigLong} → closePrincipal={close}");
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Assert.AreEqual(RealLong * ClosePct * ClosePct, close, "mode9 应 = posiNotional(=real剩余*closePct) * closePct，与 posiLong(orig 100M) 无关");
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}
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[TestMethod]
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public void 诊断_mode5_预付金_closePrincipal_用自身Fix_不依赖posiLong()
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{
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// mode 5 分支：closePrincipal = position.InterestPrincipalFix * closePercent（用 Clone 后的 real Fix）
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var prepay = RealPrepay(); // Fix = RealFix(66,813.12)
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var (close, posi, _) = CallCalcNotionalByMode(prepay, ClosePct, RealLong * ClosePct, OrigLong, 0m);
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Console.WriteLine($"[mode5] Fix(cloned real)={RealFix} posiLong(orig)={OrigLong} → closePrincipal={close}");
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Assert.AreEqual(RealFix * ClosePct, close, "mode5 应 = 实时腿剩余本金(real Fix) * closePct，与 posiLong(orig 100M) 无关");
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Assert.AreNotEqual(OrigFix * ClosePct, close, "务必不是期初 99,000 * closePct（证明后端修复生效）");
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}
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}
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}
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@@ -840,7 +840,26 @@ namespace YLErp.Modules.SwapModule
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bool swap = InitInterestDate(unwindDate, preDealDate, td, tdClose, out DateTime startDate, out DateTime endDate);
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// 计算名义本金
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var (closePrincipal, posiPrincipal, newClosePercent) = CalcNotionalByMode(position, closePrecent, posiNotionalValue, posiLongNotionalValue, posiShortNotionalValue);
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decimal closePrincipal;
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decimal posiPrincipal;
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decimal newClosePercent = closePrecent;
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var mode = (InterestModeEnum)position.InterestMode;
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if (MarginModes.Contains(position.InterestMode))
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{
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// 保证金腿: 计息基数 = InterestPrincipalFix(保证金余额)
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closePrincipal = position.InterestPrincipalFix * closePrecent;
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posiPrincipal = position.InterestPrincipalFix;
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}
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else
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{
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// 融资腿(1/2/9): 走策略工厂
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var r = FundingLegStrategyFactory.Get(mode)
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.CalcNotional(position.InterestPrincipalFix, posiNotionalValue, posiLongNotionalValue, posiShortNotionalValue, closePrecent);
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closePrincipal = r.ClosePrincipal;
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posiPrincipal = r.PosiPrincipal;
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newClosePercent = r.ClosePercent;
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}
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if ((InterestModeEnum)position.InterestMode == InterestModeEnum.合约名义本金规模
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|| (InterestModeEnum)position.InterestMode == InterestModeEnum.标的期初全价
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&& posiNotionalValue == 0m)
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@@ -904,51 +923,9 @@ namespace YLErp.Modules.SwapModule
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return interests;
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}
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/// <summary>
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/// 根据计息模式计算名义本金。
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///
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/// 现状(过渡期)：
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/// - 融资腿(mode 1/2/9)已委托 FundingLegStrategyFactory，走新策略体系。
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/// - 保证金(mode 5/6)暂保留——待 Margin 独立计息入口建成后迁出。
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/// - 多空存续(mode 7/8)界面已禁用，保留 case 仅为防御性兜底。
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/// - 死代码(mode 3/4)走 default。
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///
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/// 待保证金(mode 5/6)迁入 Margin 上下文后，本方法可整体删除，
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/// 调用点直接走 FundingLegStrategyFactory.Get(mode)。
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/// </summary>
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private (decimal close, decimal posi, decimal closePct) CalcNotionalByMode(swap_position position, decimal closePercent, decimal posiNotional, decimal posiLong, decimal posiShort)
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{
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var mode = (InterestModeEnum)position.InterestMode;
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// 融资腿(1/2/9)走策略工厂
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if (mode == InterestModeEnum.固定值
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|| mode == InterestModeEnum.合约名义本金规模
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|| mode == InterestModeEnum.标的期初全价)
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{
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var r = FundingLegStrategyFactory.Get(mode)
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.CalcNotional(position.InterestPrincipalFix, posiNotional, posiLong, posiShort, closePercent);
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return (r.ClosePrincipal, r.PosiPrincipal, r.ClosePercent);
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}
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// 以下 mode 尚未迁入新架构，保留原逻辑
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decimal closePrincipal = posiNotional;
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decimal posiPrincipal = posiNotional;
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decimal newClosePercent = closePercent;
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switch (mode)
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{
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case InterestModeEnum.追加预付金:
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case InterestModeEnum.初始预付金:
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closePrincipal = position.InterestPrincipalFix * closePercent;
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posiPrincipal = position.InterestPrincipalFix;
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break;
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}
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return (closePrincipal, posiPrincipal, newClosePercent);
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}
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/// <summary>
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/// 平仓比例口径转换（解决"显示占期初 / 计算占剩余"双语义问题）。
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/// 前端与事件列表展示用"占期初(original)"语义(A)；后端 CalcNotionalByMode / 费用递减 /
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/// 前端与事件列表展示用"占期初(original)"语义(A)；后端计息基数计算 / 费用递减 /
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/// 全平判定均按"占剩余(remaining)"语义(B)消费。
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/// A → B：B = A × 期初名义本金(NotionalValue) / 剩余名义本金(PosiNotionalValue)，并 cap 到 1。
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/// B → A：A = B × 剩余名义本金 / 期初名义本金。
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@@ -5,7 +5,7 @@
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"launchBrowser": true,
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"launchUrl": "http://localhost:49462",
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"environmentVariables": {
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"ASPNETCORE_ENVIRONMENT": "dev"
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"ASPNETCORE_ENVIRONMENT": "local"
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},
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"applicationUrl": "http://localhost:49462"
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}
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