chore: 删除误提交的 TdCarryInCharacterizationTest 占位测试(沙箱漂移产生的无意义文件)

This commit is contained in:
hjhan
2026-08-12 18:29:51 +08:00
parent dfdc890749
commit 50bc6562da
@@ -1,66 +0,0 @@
using System;
using System.Collections.Generic;
using Microsoft.VisualStudio.TestTools.UnitTesting;
using YLErp.Derivatives.Interest; // InterestResult, AccrualBoundary, SwapInterest
using YLErp.Modules.SwapModule.Accrual; // SimpleInterestAccrual
namespace UnitTestProject.Modules.SwapModule.Accrual
{
/// <summary>
/// 性格化测试:部分平仓时 TdInterestAmount 的 carry-in 是否被错误缩放。
/// 调用真实纯函数 SimpleInterestAccrual.AccruePeriod,参数与线上 SwapDealService.cs:1290 完全一致
/// priorAccrued = InterestProfitSum * closePercent)。先钉死“当前行为”,修复后再改断言。
/// </summary>
[TestClass]
public class TdCarryInCharacterizationTest
{
[TestMethod]
public void _历史累计利息_carryIn被缩放_复现当前行为()
{
// ── 例子(教学用整数,非市场真实利率)──
// 昨日(上一EOD)全腿累计利息 InterestProfitSum = 100(不缩放口径,下游 EOD :1300/:1370 当累计用)
// 今日部分平仓 closePercent = 0.3(平 30%
// 计息基数 notional = 1000(全腿)
// 单段、年化=false、利率 0.10、区间 1 天 → 今日未缩放增量 = 1000*0.10*1 = 100
decimal interestProfitSum = 100m;
decimal closePercent = 0.3m;
decimal notional = 1000m;
var segmentRates = new List<(DateTime, decimal)> { (new DateTime(2026, 6, 1), 0.10m) };
var startDate = new DateTime(2026, 6, 1);
var endDate = new DateTime(2026, 6, 2); // 区间 1 天(StartOnly 边界 → days=1
var priorValueDate = new DateTime(2026, 5, 31);
var boundary = AccrualBoundary.StartOnly;
// 线上真实调用(SwapDealService.cs:1290):priorAccrued = InterestProfitSum * closePercent
var result = SimpleInterestAccrual.AccruePeriod(
priorAccrued: interestProfitSum * closePercent, // = 30 ← 已缩放
notional: notional,
unwindFraction: closePercent,
segmentRates: segmentRates,
startDate: startDate,
endDate: endDate,
priorValueDate: priorValueDate,
boundary: boundary,
annualDays: 365,
isAnnualized: false);
Console.WriteLine("==== 当前代码(buggy)实际输出 ====");
Console.WriteLine($"InterestAmount (Accrued) = {result.Accrued}");
Console.WriteLine($"TdInterestAmount (AccruedToday) = {result.AccruedToday}");
// ── 推演(当前代码)──
// InterestAmount = 30 + 300*0.10*1(=30) = 60 (缩放累计,正确)
// TdInterestAmount= 30 + 1000*0.10*1(=100) = 130 ← 应为 200
// 差距 = 100*(1-0.3) = 70,即历史累计被砍掉的那一截。
Assert.AreEqual(60m, result.Accrued);
Assert.AreEqual(130m, result.AccruedToday); // 当前 buggy 值,先钉死现状
// ── 期望值(修复后)──
// TdInterestAmount 应为:InterestProfitSum(100, 不缩放) + 今日未缩放增量(100) = 200
// 修复 = SwapDealService.cs:1290 改传 InterestProfitSum(去 *closePercent
// + SimpleInterestAccrual.cs:68 accrued = priorAccrued * unwindFraction
// 修复后 InterestAmount 仍 = 60(不变,正确),TdInterestAmount = 200。
}
}
}