互换三个bug的TDD红灯/绿灯测试
单利利息偏大(红灯): Step1_SimpleInterestRedTest 用1813坐实 单利路径(CalcDailySimpleInterest)未加consumedInterest扣除, 默认值偏大8271(历史已结利息未扣)。复利路径c6adb3bb已修。 审核状态卡死(红灯): SwapApproveStatusStuckTest 3个方法 坐实28/28互换事件CloseMethod=0走else分支(无ExerciseDate判断), 当前3笔交易实际卡死(到期+确认成交)。Step2分析副作用:Notional清零 需放cs:1577之后避免被td.Notional=td.TradeAmount覆盖。 重收盘误删(绿灯确认): Step1加修复后逻辑模拟,确认排除manualClientCashIds 后手动互换记录不再被命中(78751f0a已修)。
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hjhan
@@ -99,6 +99,192 @@ namespace YLErp.Modules.SwapModule
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}
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}
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/// <summary>
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/// Step0e：探查"单利 + 有互换历史"的样本，用于验证单利路径是否也需要 consumedInterest 扣除。
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///
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/// 复利路径(c6adb3bb)已修，单利路径(CalcDailySimpleInterest)未修。
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/// 需找：单利利息腿 + 该腿有历史互换/自动互换事件(InterestAmount≠0) + 有eod。
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/// </summary>
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[TestMethod]
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[TestCategory("DBRecording")]
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public void Step0e_ListSimpleInterestSwapTrades()
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{
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YLContext db;
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try { db = DbContextFactory.GetYLDbContext(); }
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catch (Exception ex)
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{
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Assert.Inconclusive($"无法连接测试库（CI/无DB环境正常跳过）：{ex.Message}");
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return;
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}
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try
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{
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// 找单利利息腿（InterestType=0=单利）且有历史互换事件的交易
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var simplePositions = db.swap_position
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.Where(x => !x.Invalid && x.InterestDirection > 0 && x.InterestType == (int)InterestTypeEnum.单利)
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.Select(x => new { x.SwapTradeId, x.id, x.InterestMode, x.InterestPrincipalFix })
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.ToList();
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Console.WriteLine($"=== 单利利息腿持仓: {simplePositions.Count} 条 ===\n");
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// 关联历史互换事件（InterestAmount≠0 说明有实际利息结算）
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var tradeIds = simplePositions.Select(x => x.SwapTradeId).Distinct().ToList();
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var swapEvents = db.swap_flow_event
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.Where(x => tradeIds.Contains(x.SwapTradeId)
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&& (x.EventType == (int)SwapFlowEventTypeEnum.互换 || x.EventType == (int)SwapFlowEventTypeEnum.自动互换)
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&& x.DataState == (int)SwapFlowDateStateEnum.完成
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&& x.InterestAmount != 0)
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.ToList();
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var byTrade = simplePositions
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.Where(p => swapEvents.Any(s => s.SwapTradeId == p.SwapTradeId && s.PositionId == p.id))
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.GroupBy(p => p.SwapTradeId)
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.Select(g => new
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{
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SwapTradeId = g.Key,
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单利腿数 = g.Count(),
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利息模式 = string.Join("|", g.Select(x => ((InterestModeEnum)x.InterestMode).ToString())),
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历史互换事件数 = swapEvents.Count(s => s.SwapTradeId == g.Key),
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历史利息合计 = swapEvents.Where(s => s.SwapTradeId == g.Key).Sum(s => s.InterestAmount),
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EodCount = db.eod_swap_position.Count(e => e.SwapTradeId == g.Key)
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})
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.Where(t => t.EodCount > 0)
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.OrderByDescending(t => Math.Abs(t.历史利息合计))
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.Take(20)
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.ToList();
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Console.WriteLine($"{"TradeId",8} {"单利腿",6} {"历史互换",8} {"历史利息合计",16} {"eod",6} {"利息模式",-20}");
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foreach (var t in byTrade)
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{
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Console.WriteLine($"{t.SwapTradeId,8} {t.单利腿数,6} {t.历史互换事件数,8} {t.历史利息合计,16:F4} {t.EodCount,6} {t.利息模式,-20}");
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}
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if (byTrade.Count == 0)
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{
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Assert.Inconclusive("无单利+有互换历史的样本。");
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}
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Assert.IsTrue(byTrade.Count > 0);
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}
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finally
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{
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db?.Dispose();
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}
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}
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/// <summary>
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/// Step1_SimpleInterestRedTest：单利路径红灯测试。
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///
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/// 复利路径已由 c6adb3bb 修复（consumedInterest 扣除），但单利路径(CalcDailySimpleInterest)
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/// 未加该扣除。本测试坐实：单利利息腿在"有历史互换结清后再平仓"时，默认值仍偏大。
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///
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/// 红灯（当前）：默认值包含历史已结利息(consumedInterest)，偏大
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/// 绿灯（修复后）：单利路径也扣除 consumedInterest，默认值正确
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/// </summary>
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[TestMethod]
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[TestCategory("DBRecording")]
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public void Step1_SimpleInterestRedTest()
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{
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int tradeId = SimpleInterestSampleTradeId;
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YLContext db;
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try { db = DbContextFactory.GetYLDbContext(); }
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catch (Exception ex)
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{
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Assert.Inconclusive($"无法连接测试库（CI/无DB环境正常跳过）：{ex.Message}");
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return;
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}
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try
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{
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Console.WriteLine($"===== 单利路径红灯测试 SwapTradeId={tradeId} =====\n");
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// 1. 确认该交易的单利利息腿
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var simplePositions = db.swap_position
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.Where(x => x.SwapTradeId == tradeId && !x.Invalid
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&& x.InterestDirection > 0
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&& x.InterestType == (int)InterestTypeEnum.单利)
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.ToList();
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Console.WriteLine($"[1] 单利利息腿: {simplePositions.Count} 条");
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foreach (var p in simplePositions)
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{
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Console.WriteLine($" PositionId={p.id} Mode={((InterestModeEnum)p.InterestMode)} PrincipalFix={p.InterestPrincipalFix}");
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}
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// 2. 找最近 eod 日期，作为"模拟平仓日"
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var latestEodDate = db.eod_swap_position
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.Where(x => x.SwapTradeId == tradeId)
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.Max(x => (DateTime?)x.ValueDate);
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if (latestEodDate == null)
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{
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Assert.Inconclusive($"交易 {tradeId} 无 eod 数据");
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return;
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}
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// 用 eod 后一天作为模拟平仓日
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var testDate = latestEodDate.Value.AddDays(1);
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Console.WriteLine($"\n[2] 模拟平仓日: {testDate:yyyy-MM-dd}（eod最近: {latestEodDate:yyyy-MM-dd}）");
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// 3. 调用真实 GetUnwindInterests（与前端平仓页相同路径）
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var userInfo = new OptUserInfo(1, "UnitTest", OptUserFrom.UnitTest);
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var service = new SwapDealService(userInfo);
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var defaults = service.GetUnwindInterests(
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testDate, testDate, tradeId, 1m, (int)SwapEventTypeEnum.平仓);
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// 4. 对每个单利腿，对比"默认值"vs"应计基数(待实现-已结利息)"
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Console.WriteLine($"\n[3] 单利路径诊断：默认值 vs 应计基数");
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Console.WriteLine($" {"PositionId",10} {"InterestMode",14} {"默认值",14} {"eod待实现IPS",14} {"历史已结CI",14} {"应计(IPS-CI)",14} {"偏大量",14} {"红灯",6}");
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int redCount = 0;
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foreach (var d in defaults.Where(x => x.InterestDirection > 0))
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{
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var pos = simplePositions.FirstOrDefault(x => x.id == d.PositionId);
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if (pos == null) continue; // 跳过非单利腿
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// eod 待实现
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var preEod = db.eod_swap_position
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.Where(x => x.SwapTradeId == tradeId && x.PositionId == d.PositionId && x.ValueDate < testDate)
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.OrderByDescending(x => x.ValueDate).FirstOrDefault();
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decimal ips = preEod?.InterestProfitSum ?? 0;
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// 历史已结利息（复利路径用的 GetConsumedInterest，单利路径没用）
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decimal ci = service.GetConsumedInterest(tradeId, d.PositionId, testDate);
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// 应计基数 = 待实现 - 已结（这才是正确的"未实现利息"）
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decimal expected = ips - ci;
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decimal actual = d.InterestClosePnL;
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decimal diff = actual - expected;
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bool isRed = Math.Abs(ci) > 0.01m && Math.Abs(diff) > Math.Abs(ci) * 0.5m;
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if (isRed) redCount++;
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string modeName = ((InterestModeEnum)d.InterestMode).ToString();
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Console.WriteLine($" {d.PositionId,10} {modeName,14} {actual,14:F4} {ips,14:F4} {ci,14:F4} {expected,14:F4} {diff,14:F4} {(isRed ? "⚠红灯" : "绿灯"),6}");
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}
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Console.WriteLine($"\n[结论]");
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if (redCount > 0)
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{
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Console.WriteLine($" ⚠ 坐实单利路径 bug：{redCount} 条单利腿默认值偏大（含历史已结利息）。");
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Console.WriteLine($" 根因：CalcDailySimpleInterest(cs:802) 未加 consumedInterest 扣除（复利 cs:793 已加）。");
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}
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else
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{
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Console.WriteLine($" 单利路径未检测到偏大（可能已修或样本无历史互换）。");
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}
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// 红灯断言：单利路径应存在偏大
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Assert.IsTrue(redCount > 0,
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"红灯：单利路径应存在默认值偏大（含历史已结利息）。修复后此断言应反转。");
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}
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finally
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{
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db?.Dispose();
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}
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}
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/// <summary>
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/// 单利红灯样本交易ID。从 Step0e 选"标的期初全价+单利+有历史互换"的交易。
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/// </summary>
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private int SimpleInterestSampleTradeId => 1813;
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/// <summary>
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/// Step0b：对单笔交易做详细诊断——对比"待实现"vs"已实现"利息，判断默认值是否重复计入。
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///
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@@ -395,6 +581,13 @@ namespace YLErp.Modules.SwapModule
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// 5. 模拟"打开平仓页"——分别测 6-29/6-30/7-1 三天，对比默认值变化
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Console.WriteLine($"\n[5] 调 GetUnwindInterests 模拟打开平仓页（6-29/6-30/7-1 三天对比）");
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// 先查利息腿的计息类型（单利/复利），判断走哪个修复路径
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var interestPositions = DbContextFactory.GetYLDbContext().swap_position
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.Where(x => x.SwapTradeId == tradeId && x.InterestDirection > 0 && !x.Invalid).ToList();
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foreach (var p in interestPositions)
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{
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Console.WriteLine($" PositionId={p.id} InterestMode={((InterestModeEnum)p.InterestMode)} InterestType={((InterestTypeEnum)p.InterestType)}");
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}
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var userInfo = new OptUserInfo(1, "UnitTest", OptUserFrom.UnitTest);
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var service = new SwapDealService(userInfo);
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var testDates = new[] {
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