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Merge remote-tracking branch 'origin/glms/feature/1.4.2' into glms/feature/1.4.2

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tengyufan
2026-07-02 10:31:58 +08:00
parent 535eac0f62 0e045d89db
commit 56f9f980c2
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UnitTestProject/Modules/SwapModule/GLMS20260105GoldenTest.cs
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using Newtonsoft.Json;
using Newtonsoft.Json.Linq;
using YLErp.DBModels;
using YLErp.DBModels.Enums;
namespace YLErp.Modules.SwapModule
{
/// <summary>
/// GLMS-20260105-0007 分红精度差异 - golden 录制/回放测试
/// ============================================================================
/// 用真实测试库数据录制 → golden JSON → 回放复现 0.36 差异
///
/// 问题：原有待实现分红-90400，互换支付-400后应为-90000，实际-89999.64
/// 根因：UpdateEodPosition cs:1635 从头重算 PosiDividendSum，
/// 与 CopyEodPosition 逐天递增的舍入累积不一致
/// ============================================================================
[TestClass]
public class GLMS20260105GoldenTest
{
private const string TradeNumber = "GLMS-20260105-0007";
private static readonly string GoldenDir = Path.Combine(
AppDomain.CurrentDomain.BaseDirectory, "Resources", "GoldenFiles", "GLMS20260105");
#region 录制：从真实库读取数据，序列化为 golden
/// <summary>
/// 从真实测试库录制 GLMS-20260105-0007 的完整数据快照。
/// 标 [Ignore]，手动跑一次生成 golden JSON。
/// </summary>
[TestMethod]
[Ignore]
[TestCategory("GoldenRecord")]
public void Record_FromRealDB()
{
YLContext db;
try { db = DbContextFactory.GetYLDbContext(); }
catch (Exception ex) { Assert.Inconclusive($"无法连接测试库：{ex.Message}"); return; }
try
{
Directory.CreateDirectory(GoldenDir);
var td = db.trade.FirstOrDefault(t => t.TradeNumber == TradeNumber);
Assert.IsNotNull(td, $"交易 {TradeNumber} 不存在");
var floatEods = db.eod_swap_position
.Where(x => x.SwapTradeId == td.id && x.PosiDirection > 0 && !x.Invalid)
.OrderBy(x => x.ValueDate).ToList();
var flows = db.swap_flow_event
.Where(x => x.SwapTradeId == td.id && x.DataState == (int)SwapFlowDateStateEnum.完成)
.OrderBy(x => x.EventDate).ThenBy(x => x.id).ToList();
var positions = db.swap_position
.Where(x => x.SwapTradeId == td.id && !x.Invalid).ToList();
var swapDate = flows.First(f => f.EventType == (int)SwapFlowEventTypeEnum.互换).EventDate;
var keyDates = new[] { swapDate.AddDays(-1), swapDate, swapDate.AddDays(1) };
var keyFloatEods = floatEods.Where(x => keyDates.Contains(x.ValueDate)).ToList();
var golden = new JObject
{
["TradeNumber"] = TradeNumber,
["TradeId"] = td.id,
["SwapDate"] = swapDate.ToString("yyyy-MM-dd"),
["Description"] = "分红精度差异：互换前-90400，互换后应为-90000，实际-89999.64"
};
// 关键3天的浮动腿eod（含精确字段值）
var keyArray = new JArray();
foreach (var e in keyFloatEods)
{
keyArray.Add(new JObject
{
["ValueDate"] = e.ValueDate.ToString("yyyy-MM-dd"),
["PositionId"] = e.PositionId,
["PosiDividendSum"] = e.PosiDividendSum,
["TdPosiDividend"] = e.TdPosiDividend,
["TdCloseDividend"] = e.TdCloseDividend,
["RealizedDividend"] = e.RealizedDividend,
["PosiQuantity"] = e.PosiQuantity,
["PosiMtmPnL"] = e.PosiMtmPnL
});
}
golden["KeyFloatEodPositions"] = keyArray;
// 完整浮动腿序列（用于分析精度累积过程）
var allArray = new JArray();
foreach (var e in floatEods)
{
allArray.Add(new JObject
{
["ValueDate"] = e.ValueDate.ToString("yyyy-MM-dd"),
["PosiDividendSum"] = e.PosiDividendSum,
["TdPosiDividend"] = e.TdPosiDividend,
["RealizedDividend"] = e.RealizedDividend
});
}
golden["AllFloatEodDividends"] = allArray;
string json = JsonConvert.SerializeObject(golden, Formatting.Indented);
string path = Path.Combine(GoldenDir, $"golden_{TradeNumber}.json");
File.WriteAllText(path, json);
Console.WriteLine($"录制完成: {path}");
Console.WriteLine($"\n关键数据:");
foreach (var e in keyFloatEods)
{
Console.WriteLine($" {e.ValueDate:yyyy-MM-dd}: PosiDividendSum={e.PosiDividendSum}, TdPosiDividend={e.TdPosiDividend}, TdCloseDividend={e.TdCloseDividend}, RealizedDividend={e.RealizedDividend}");
}
var preSwap = keyFloatEods.FirstOrDefault(x => x.ValueDate == swapDate.AddDays(-1));
var swapDay = keyFloatEods.FirstOrDefault(x => x.ValueDate == swapDate);
if (preSwap != null && swapDay != null)
{
decimal expected = preSwap.PosiDividendSum - swapDay.TdCloseDividend;
decimal actual = swapDay.PosiDividendSum;
Console.WriteLine($"\n精度分析:");
Console.WriteLine($" 互换前 PosiDividendSum = {preSwap.PosiDividendSum}");
Console.WriteLine($" 互换实现 TdCloseDividend = {swapDay.TdCloseDividend}");
Console.WriteLine($" 期望 PosiDividendSum = {preSwap.PosiDividendSum} - ({swapDay.TdCloseDividend}) = {expected}");
Console.WriteLine($" 实际 PosiDividendSum = {actual}");
Console.WriteLine($" 差异 = {actual - expected}");
}
}
finally { db?.Dispose(); }
}
#endregion
#region 回放：读 golden 验证精度差异
/// <summary>
/// 回放 golden，验证互换后 PosiDividendSum 的精度差异。
/// 当前代码会失败（差异=0.36），这就是红灯。
/// 修复后（cs:1635 改为递增模式）应通过。
/// </summary>
[TestMethod]
public void Replay_VerifyPrecisionDiff()
{
string sourceDir = Path.Combine(
AppDomain.CurrentDomain.BaseDirectory, "Resources", "GoldenFiles", "GLMS20260105");
if (!Directory.Exists(sourceDir))
{
Assert.Inconclusive($"golden 目录不存在: {sourceDir}（请先跑 Record_FromRealDB）");
return;
}
var files = Directory.GetFiles(sourceDir, "*.json");
Assert.IsTrue(files.Length > 0, "应至少有1个golden文件");
var json = File.ReadAllText(files[0]);
var golden = JObject.Parse(json);
var keyEods = golden["KeyFloatEodPositions"] as JArray;
Assert.IsNotNull(keyEods, "KeyFloatEodPositions 缺失");
Assert.IsTrue(keyEods.Count >= 2, "应至少有互换前+互换日两条eod");
var swapDateStr = golden["SwapDate"]?.Value<string>();
Console.WriteLine($"SwapDate = {swapDateStr}");
JObject preSwap = null, swapDay = null;
var swapDate = DateTime.Parse(swapDateStr);
foreach (var e in keyEods)
{
var dateStr = e["ValueDate"]?.Value<string>();
if (dateStr == swapDate.AddDays(-1).ToString("yyyy-MM-dd")) preSwap = e as JObject;
if (dateStr == swapDateStr) swapDay = e as JObject;
}
Assert.IsNotNull(preSwap, "找不到互换前eod");
Assert.IsNotNull(swapDay, "找不到互换日eod");
decimal preDividendSum = preSwap["PosiDividendSum"]!.Value<decimal>();
decimal swapCloseDividend = swapDay["TdCloseDividend"]!.Value<decimal>();
decimal actualDividendSum = swapDay["PosiDividendSum"]!.Value<decimal>();
decimal expectedDividendSum = preDividendSum - swapCloseDividend;
Console.WriteLine($"互换前 PosiDividendSum = {preDividendSum}");
Console.WriteLine($"互换实现 TdCloseDividend = {swapCloseDividend}");
Console.WriteLine($"期望 PosiDividendSum = {preDividendSum} - ({swapCloseDividend}) = {expectedDividendSum}");
Console.WriteLine($"实际 PosiDividendSum = {actualDividendSum}");
Console.WriteLine($"差异 = {actualDividendSum - expectedDividendSum}");
// 核心断言：互换后 PosiDividendSum 应精确 = 前日 - 实现
// 当前代码会失败（差异=0.36），这就是红灯
Assert.AreEqual(expectedDividendSum, actualDividendSum,
$"互换后 PosiDividendSum 应精确={expectedDividendSum}，实际={actualDividendSum}，" +
$"差异={actualDividendSum - expectedDividendSum}（从头重算 vs 递增的舍入累积）");
}
#endregion
}
}
UnitTestProject/Resources/GoldenFiles/GLMS20260105/golden_GLMS-20260105-0007.json
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{
"TradeNumber": "GLMS-20260105-0007",
"TradeId": 1924,
"SwapDate": "2026-03-03",
"Description": "分红精度差异：互换前-90400，互换后应为-90000，实际-89999.64",
"KeyFloatEodPositions": [
{
"ValueDate": "2026-03-02",
"PositionId": 35148,
"PosiDividendSum": -90400.000000,
"TdPosiDividend": -90400.000000,
"TdCloseDividend": 0.0,
"RealizedDividend": 0.0,
"PosiQuantity": 50000000.000000,
"PosiMtmPnL": -500000.000000
},
{
"ValueDate": "2026-03-03",
"PositionId": 35148,
"PosiDividendSum": -89999.640000,
"TdPosiDividend": 0.0,
"TdCloseDividend": -400.000000,
"RealizedDividend": -400.000000,
"PosiQuantity": 50000000.000000,
"PosiMtmPnL": -500000.000000
},
{
"ValueDate": "2026-03-04",
"PositionId": 35148,
"PosiDividendSum": -89999.640000,
"TdPosiDividend": 0.0,
"TdCloseDividend": 0.0,
"RealizedDividend": -400.000000,
"PosiQuantity": 50000000.000000,
"PosiMtmPnL": -500000.000000
}
],
"AllFloatEodDividends": [
{
"ValueDate": "2026-01-05",
"PosiDividendSum": 0.0,
"TdPosiDividend": 0.0,
"RealizedDividend": 0.0
},
{
"ValueDate": "2026-01-06",
"PosiDividendSum": 0.0,
"TdPosiDividend": 0.0,
"RealizedDividend": 0.0
},
{
"ValueDate": "2026-01-07",
"PosiDividendSum": 0.0,
"TdPosiDividend": 0.0,
"RealizedDividend": 0.0
},
{
"ValueDate": "2026-01-08",
"PosiDividendSum": 0.0,
"TdPosiDividend": 0.0,
"RealizedDividend": 0.0
},
{
"ValueDate": "2026-01-09",
"PosiDividendSum": 0.0,
"TdPosiDividend": 0.0,
"RealizedDividend": 0.0
},
{
"ValueDate": "2026-01-10",
"PosiDividendSum": 0.0,
"TdPosiDividend": 0.0,
"RealizedDividend": 0.0
},
{
"ValueDate": "2026-01-11",
"PosiDividendSum": 0.0,
"TdPosiDividend": 0.0,
"RealizedDividend": 0.0
},
{
"ValueDate": "2026-01-12",
"PosiDividendSum": 0.0,
"TdPosiDividend": 0.0,
"RealizedDividend": 0.0
},
{
"ValueDate": "2026-01-13",
"PosiDividendSum": 0.0,
"TdPosiDividend": 0.0,
"RealizedDividend": 0.0
},
{
"ValueDate": "2026-01-14",
"PosiDividendSum": 0.0,
"TdPosiDividend": 0.0,
"RealizedDividend": 0.0
},
{
"ValueDate": "2026-01-15",
"PosiDividendSum": 0.0,
"TdPosiDividend": 0.0,
"RealizedDividend": 0.0
},
{
"ValueDate": "2026-01-16",
"PosiDividendSum": 0.0,
"TdPosiDividend": 0.0,
"RealizedDividend": 0.0
},
{
"ValueDate": "2026-01-17",
"PosiDividendSum": 0.0,
"TdPosiDividend": 0.0,
"RealizedDividend": 0.0
},
{
"ValueDate": "2026-01-18",
"PosiDividendSum": 0.0,
"TdPosiDividend": 0.0,
"RealizedDividend": 0.0
},
{
"ValueDate": "2026-01-19",
"PosiDividendSum": 0.0,
"TdPosiDividend": 0.0,
"RealizedDividend": 0.0
},
{
"ValueDate": "2026-01-20",
"PosiDividendSum": 0.0,
"TdPosiDividend": 0.0,
"RealizedDividend": 0.0
},
{
"ValueDate": "2026-01-21",
"PosiDividendSum": 0.0,
"TdPosiDividend": 0.0,
"RealizedDividend": 0.0
},
{
"ValueDate": "2026-01-22",
"PosiDividendSum": 0.0,
"TdPosiDividend": 0.0,
"RealizedDividend": 0.0
},
{
"ValueDate": "2026-01-23",
"PosiDividendSum": 0.0,
"TdPosiDividend": 0.0,
"RealizedDividend": 0.0
},
{
"ValueDate": "2026-01-24",
"PosiDividendSum": 0.0,
"TdPosiDividend": 0.0,
"RealizedDividend": 0.0
},
{
"ValueDate": "2026-01-25",
"PosiDividendSum": 0.0,
"TdPosiDividend": 0.0,
"RealizedDividend": 0.0
},
{
"ValueDate": "2026-01-26",
"PosiDividendSum": 0.0,
"TdPosiDividend": 0.0,
"RealizedDividend": 0.0
},
{
"ValueDate": "2026-01-27",
"PosiDividendSum": 0.0,
"TdPosiDividend": 0.0,
"RealizedDividend": 0.0
},
{
"ValueDate": "2026-01-28",
"PosiDividendSum": 0.0,
"TdPosiDividend": 0.0,
"RealizedDividend": 0.0
},
{
"ValueDate": "2026-01-29",
"PosiDividendSum": 0.0,
"TdPosiDividend": 0.0,
"RealizedDividend": 0.0
},
{
"ValueDate": "2026-01-30",
"PosiDividendSum": 0.0,
"TdPosiDividend": 0.0,
"RealizedDividend": 0.0
},
{
"ValueDate": "2026-01-31",
"PosiDividendSum": 0.0,
"TdPosiDividend": 0.0,
"RealizedDividend": 0.0
},
{
"ValueDate": "2026-02-01",
"PosiDividendSum": 0.0,
"TdPosiDividend": 0.0,
"RealizedDividend": 0.0
},
{
"ValueDate": "2026-02-02",
"PosiDividendSum": 0.0,
"TdPosiDividend": 0.0,
"RealizedDividend": 0.0
},
{
"ValueDate": "2026-02-03",
"PosiDividendSum": 0.0,
"TdPosiDividend": 0.0,
"RealizedDividend": 0.0
},
{
"ValueDate": "2026-02-04",
"PosiDividendSum": 0.0,
"TdPosiDividend": 0.0,
"RealizedDividend": 0.0
},
{
"ValueDate": "2026-02-05",
"PosiDividendSum": 0.0,
"TdPosiDividend": 0.0,
"RealizedDividend": 0.0
},
{
"ValueDate": "2026-02-06",
"PosiDividendSum": 0.0,
"TdPosiDividend": 0.0,
"RealizedDividend": 0.0
},
{
"ValueDate": "2026-02-07",
"PosiDividendSum": 0.0,
"TdPosiDividend": 0.0,
"RealizedDividend": 0.0
},
{
"ValueDate": "2026-02-08",
"PosiDividendSum": 0.0,
"TdPosiDividend": 0.0,
"RealizedDividend": 0.0
},
{
"ValueDate": "2026-02-09",
"PosiDividendSum": 0.0,
"TdPosiDividend": 0.0,
"RealizedDividend": 0.0
},
{
"ValueDate": "2026-02-10",
"PosiDividendSum": 0.0,
"TdPosiDividend": 0.0,
"RealizedDividend": 0.0
},
{
"ValueDate": "2026-02-11",
"PosiDividendSum": 0.0,
"TdPosiDividend": 0.0,
"RealizedDividend": 0.0
},
{
"ValueDate": "2026-02-12",
"PosiDividendSum": 0.0,
"TdPosiDividend": 0.0,
"RealizedDividend": 0.0
},
{
"ValueDate": "2026-02-13",
"PosiDividendSum": 0.0,
"TdPosiDividend": 0.0,
"RealizedDividend": 0.0
},
{
"ValueDate": "2026-02-14",
"PosiDividendSum": 0.0,
"TdPosiDividend": 0.0,
"RealizedDividend": 0.0
},
{
"ValueDate": "2026-02-15",
"PosiDividendSum": 0.0,
"TdPosiDividend": 0.0,
"RealizedDividend": 0.0
},
{
"ValueDate": "2026-02-16",
"PosiDividendSum": 0.0,
"TdPosiDividend": 0.0,
"RealizedDividend": 0.0
},
{
"ValueDate": "2026-02-17",
"PosiDividendSum": 0.0,
"TdPosiDividend": 0.0,
"RealizedDividend": 0.0
},
{
"ValueDate": "2026-02-18",
"PosiDividendSum": 0.0,
"TdPosiDividend": 0.0,
"RealizedDividend": 0.0
},
{
"ValueDate": "2026-02-19",
"PosiDividendSum": 0.0,
"TdPosiDividend": 0.0,
"RealizedDividend": 0.0
},
{
"ValueDate": "2026-02-20",
"PosiDividendSum": 0.0,
"TdPosiDividend": 0.0,
"RealizedDividend": 0.0
},
{
"ValueDate": "2026-02-21",
"PosiDividendSum": 0.0,
"TdPosiDividend": 0.0,
"RealizedDividend": 0.0
},
{
"ValueDate": "2026-02-22",
"PosiDividendSum": 0.0,
"TdPosiDividend": 0.0,
"RealizedDividend": 0.0
},
{
"ValueDate": "2026-02-23",
"PosiDividendSum": 0.0,
"TdPosiDividend": 0.0,
"RealizedDividend": 0.0
},
{
"ValueDate": "2026-02-24",
"PosiDividendSum": 0.0,
"TdPosiDividend": 0.0,
"RealizedDividend": 0.0
},
{
"ValueDate": "2026-02-25",
"PosiDividendSum": 0.0,
"TdPosiDividend": 0.0,
"RealizedDividend": 0.0
},
{
"ValueDate": "2026-02-26",
"PosiDividendSum": 0.0,
"TdPosiDividend": 0.0,
"RealizedDividend": 0.0
},
{
"ValueDate": "2026-02-27",
"PosiDividendSum": 0.0,
"TdPosiDividend": 0.0,
"RealizedDividend": 0.0
},
{
"ValueDate": "2026-02-28",
"PosiDividendSum": 0.0,
"TdPosiDividend": 0.0,
"RealizedDividend": 0.0
},
{
"ValueDate": "2026-03-01",
"PosiDividendSum": 0.0,
"TdPosiDividend": 0.0,
"RealizedDividend": 0.0
},
{
"ValueDate": "2026-03-02",
"PosiDividendSum": -90400.000000,
"TdPosiDividend": -90400.000000,
"RealizedDividend": 0.0
},
{
"ValueDate": "2026-03-03",
"PosiDividendSum": -89999.640000,
"TdPosiDividend": 0.0,
"RealizedDividend": -400.000000
},
{
"ValueDate": "2026-03-04",
"PosiDividendSum": -89999.640000,
"TdPosiDividend": 0.0,
"RealizedDividend": -400.000000
}
]
}