From 50bc6562da74d9ebc93cc72ad845c7ef5260abe9 Mon Sep 17 00:00:00 2001 From: hjhan Date: Wed, 12 Aug 2026 18:29:51 +0800 Subject: [PATCH] =?UTF-8?q?chore:=20=E5=88=A0=E9=99=A4=E8=AF=AF=E6=8F=90?= =?UTF-8?q?=E4=BA=A4=E7=9A=84=20TdCarryInCharacterizationTest=20=E5=8D=A0?= =?UTF-8?q?=E4=BD=8D=E6=B5=8B=E8=AF=95=EF=BC=88=E6=B2=99=E7=AE=B1=E6=BC=82?= =?UTF-8?q?=E7=A7=BB=E4=BA=A7=E7=94=9F=E7=9A=84=E6=97=A0=E6=84=8F=E4=B9=89?= =?UTF-8?q?=E6=96=87=E4=BB=B6=EF=BC=89?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- .../Accrual/TdCarryInCharacterizationTest.cs | 66 ------------------- 1 file changed, 66 deletions(-) delete mode 100644 UnitTestProject/Modules/SwapModule/Accrual/TdCarryInCharacterizationTest.cs 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。 - } - } -}