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refactor(margin): 抽出独立 Margin 限界上下文，移除 PrepayLeg 错误继承

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- 新建 YLErp.Modules.SwapModule.Margin：MarginBalance / MarginLeg / IMarginResolver(Cash/Credit/Guarantee)

- MarginLeg 不继承 IInterestLegStrategy，与利息腿完全解耦（保证金是客户存款/担保，非互换腿）

- 删除 PrepayLeg，工厂不再注册 mode 5/6 预付金

- 预付金用例迁入 MarginLegTest，旧 InterestLegStrategyTest 改为断言预付金已非利息腿
This commit is contained in:
hjhan
2026-08-10 22:09:09 +08:00
parent aca834d8dc
commit 55284fb76b
10 changed files with 153 additions and 71 deletions
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UnitTestProject/Modules/SwapModule/InterestLegs/InterestLegStrategyTest.cs
+6 -35
View File
@@ -8,6 +8,7 @@ namespace UnitTestProject.Modules.SwapModule.InterestLegs
/// <summary>
/// 利息腿策略单测。验证每个策略的 CalcNotional 与现有 CalcNotionalByMode switch 完全一致。
/// 这组测试是后续"迁移调用点"的安全网——迁移前后行为必须不变。
/// 注：原预付金（PrepayLeg）用例已迁出，见 MarginLegTest（保证金独立限界上下文）。
/// </summary>
[TestClass]
public class InterestLegStrategyTest
@@ -99,37 +100,6 @@ namespace UnitTestProject.Modules.SwapModule.InterestLegs
#endregion
#region 预付金(mode 5/6)：按Fix缩放，posiPrincipal=Fix全额
[TestMethod]
public void 预付金_初始_部分平仓_本金按Fix缩放()
{
var leg = new PrepayLeg(InterestModeEnum.初始预付金);
var r = leg.CalcNotional(Fix, Notional, LongNotional, ShortNotional, 0.5m);
Assert.AreEqual(1_000_000m, r.ClosePrincipal, "平仓本金=Fix×50%");
Assert.AreEqual(Fix, r.PosiPrincipal, "持仓本金=Fix全额");
Assert.AreEqual(0.5m, r.ClosePercent);
}
[TestMethod]
public void 预付金_追加_全平_本金等于Fix()
{
var leg = new PrepayLeg(InterestModeEnum.追加预付金);
var r = leg.CalcNotional(Fix, Notional, LongNotional, ShortNotional, 1m);
Assert.AreEqual(Fix, r.ClosePrincipal, "全平本金=Fix");
}
[TestMethod]
public void 预付金_构造非法mode应抛异常()
{
Assert.ThrowsException<ArgumentException>(() =>
new PrepayLeg(InterestModeEnum.固定值));
}
#endregion
#region 守卫：策略对应各自mode
[TestMethod]
@@ -138,8 +108,6 @@ namespace UnitTestProject.Modules.SwapModule.InterestLegs
Assert.AreEqual(InterestModeEnum.固定值, new FixedNotionalLeg().Mode);
Assert.AreEqual(InterestModeEnum.合约名义本金规模, new ContractNotionalLeg().Mode);
Assert.AreEqual(InterestModeEnum.标的期初全价, new UnderlyingFullPriceLeg().Mode);
Assert.AreEqual(InterestModeEnum.初始预付金, new PrepayLeg(InterestModeEnum.初始预付金).Mode);
Assert.AreEqual(InterestModeEnum.追加预付金, new PrepayLeg(InterestModeEnum.追加预付金).Mode);
}
#endregion
@@ -152,8 +120,6 @@ namespace UnitTestProject.Modules.SwapModule.InterestLegs
Assert.IsInstanceOfType(InterestLegStrategyFactory.Get(InterestModeEnum.固定值), typeof(FixedNotionalLeg));
Assert.IsInstanceOfType(InterestLegStrategyFactory.Get(InterestModeEnum.合约名义本金规模), typeof(ContractNotionalLeg));
Assert.IsInstanceOfType(InterestLegStrategyFactory.Get(InterestModeEnum.标的期初全价), typeof(UnderlyingFullPriceLeg));
Assert.IsInstanceOfType(InterestLegStrategyFactory.Get(InterestModeEnum.初始预付金), typeof(PrepayLeg));
Assert.IsInstanceOfType(InterestLegStrategyFactory.Get(InterestModeEnum.追加预付金), typeof(PrepayLeg));
}
[TestMethod]
@@ -163,6 +129,11 @@ namespace UnitTestProject.Modules.SwapModule.InterestLegs
InterestLegStrategyFactory.Get(InterestModeEnum.持仓名义本金));
Assert.ThrowsException<ArgumentException>(() =>
InterestLegStrategyFactory.Get(InterestModeEnum.持仓市值));
// 预付金 5/6 已不再是利息腿，工厂不再注册，按未注册处理
Assert.ThrowsException<ArgumentException>(() =>
InterestLegStrategyFactory.Get(InterestModeEnum.初始预付金));
Assert.ThrowsException<ArgumentException>(() =>
InterestLegStrategyFactory.Get(InterestModeEnum.追加预付金));
}
[TestMethod]
UnitTestProject/Modules/SwapModule/Margin/MarginLegTest.cs
+55
View File
@@ -0,0 +1,55 @@
using Microsoft.VisualStudio.TestTools.UnitTesting;
using YLErp.Modules.SwapModule.Margin;
namespace UnitTestProject.Modules.SwapModule.Margin
{
/// <summary>
/// 保证金利息计提（MarginLeg）单测。验证计息余额计算，以及三种形态解析器可互换产余额。
/// 替换原 InterestLegStrategyTest 里的预付金（PrepayLeg）用例——预付金已迁出利息腿限界上下文。
/// </summary>
[TestClass]
public class MarginLegTest
{
private const decimal Balance = 2_000_000m;
[TestMethod]
public void 计息余额_默认不缩放_等于保证金全额()
{
var leg = new MarginLeg();
var r = leg.CalcBalance(Balance);
Assert.AreEqual(Balance, r.Balance, "默认不缩放，余额=保证金全额");
}
[TestMethod]
public void 计息余额_部分释放_按适用比例缩放()
{
var leg = new MarginLeg();
var r = leg.CalcBalance(Balance, 0.5m);
Assert.AreEqual(1_000_000m, r.Balance, "部分释放：余额×适用比例");
}
[TestMethod]
public void 计息余额_零适用比例_为零()
{
var leg = new MarginLeg();
var r = leg.CalcBalance(Balance, 0m);
Assert.AreEqual(0m, r.Balance);
}
[TestMethod]
public void 三种形态解析器_均可互换产出余额()
{
IMarginResolver cash = new CashMargin();
IMarginResolver credit = new CreditMargin();
IMarginResolver guarantee = new GuaranteeMargin();
Assert.AreEqual(MarginForm.Cash, cash.Form);
Assert.AreEqual(MarginForm.Credit, credit.Form);
Assert.AreEqual(MarginForm.Guarantee, guarantee.Form);
Assert.AreEqual(1_000_000m, cash.Resolve(Balance, 0.5m).Balance);
Assert.AreEqual(1_000_000m, credit.Resolve(Balance, 0.5m).Balance);
Assert.AreEqual(1_000_000m, guarantee.Resolve(Balance, 0.5m).Balance);
}
}
}