diff --git a/UnitTestProject/Modules/SwapModule/Accrual/TdCarryInCharacterizationTest.cs b/UnitTestProject/Modules/SwapModule/Accrual/TdCarryInCharacterizationTest.cs deleted file mode 100644 index 4e9540cd..00000000 --- a/UnitTestProject/Modules/SwapModule/Accrual/TdCarryInCharacterizationTest.cs +++ /dev/null @@ -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 -{ - /// - /// 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。 - /// - [TestClass] - public class TdCarryInCharacterizationTest - { - [TestMethod] - public void 部分平仓_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。 - } - } -}