refactor(return-leg): QuantityRollforward 改名 QtyRollforward
代码里统一用 Qty 表示数量, 命名更简洁。 文件/类/测试类同步改名: Quantity→Qty。
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+10
-13
@@ -6,58 +6,55 @@ namespace UnitTestProject.Modules.SwapModule.ReturnLegs
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/// 标的端数量递推测试。验证开仓/平仓/公司行为场景下数量正确推进。
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/// </summary>
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[TestClass]
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public class QuantityRollforwardTest
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public class QtyRollforwardTest
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{
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[TestMethod]
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public void 无交易_数量不变()
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{
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Assert.AreEqual(1000m, QuantityRollforward.Calc(1000m, 0m, 0m));
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Assert.AreEqual(1000m, QtyRollforward.Calc(1000m, 0m, 0m));
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}
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[TestMethod]
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public void 开仓_数量增加()
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{
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Assert.AreEqual(1500m, QuantityRollforward.Calc(1000m, 500m, 0m));
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Assert.AreEqual(1500m, QtyRollforward.Calc(1000m, 500m, 0m));
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}
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[TestMethod]
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public void 平仓_数量减少()
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{
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Assert.AreEqual(600m, QuantityRollforward.Calc(1000m, 0m, 400m));
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Assert.AreEqual(600m, QtyRollforward.Calc(1000m, 0m, 400m));
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}
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[TestMethod]
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public void 开仓加平仓_净值()
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{
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Assert.AreEqual(1200m, QuantityRollforward.Calc(1000m, 500m, 300m));
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Assert.AreEqual(1200m, QtyRollforward.Calc(1000m, 500m, 300m));
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}
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[TestMethod]
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public void 全平_数量归零()
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{
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Assert.AreEqual(0m, QuantityRollforward.Calc(1000m, 0m, 1000m));
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Assert.AreEqual(0m, QtyRollforward.Calc(1000m, 0m, 1000m));
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}
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[TestMethod]
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public void 超额平仓_不低于零()
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{
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Assert.AreEqual(0m, QuantityRollforward.Calc(1000m, 0m, 1500m));
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Assert.AreEqual(0m, QtyRollforward.Calc(1000m, 0m, 1500m));
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}
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[TestMethod]
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public void 公司行为送股_数量增加_默认不影响()
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{
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// 默认 corpActionDeltaQty=0, 行为不变
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Assert.AreEqual(1000m, QuantityRollforward.Calc(1000m, 0m, 0m));
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// 送股 10%: 1000 × 10% = 100
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Assert.AreEqual(1100m, QuantityRollforward.Calc(1000m, 0m, 0m, corpActionDeltaQty: 100m));
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Assert.AreEqual(1000m, QtyRollforward.Calc(1000m, 0m, 0m));
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Assert.AreEqual(1100m, QtyRollforward.Calc(1000m, 0m, 0m, corpActionDeltaQty: 100m));
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}
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[TestMethod]
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public void 公司行为拆股_数量翻倍()
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{
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// 1拆2: 数量翻倍, corpActionDeltaQty = 当前数量
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Assert.AreEqual(2000m, QuantityRollforward.Calc(1000m, 0m, 0m, corpActionDeltaQty: 1000m));
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Assert.AreEqual(2000m, QtyRollforward.Calc(1000m, 0m, 0m, corpActionDeltaQty: 1000m));
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}
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}
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}
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+2
-2
@@ -1,7 +1,7 @@
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namespace YLErp.Modules.SwapModule.ReturnLegs;
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/// <summary>
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/// 标的端数量递推(quantity rollforward)。
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/// 标的端数量递推(Qty Rollforward)。
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///
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/// 逐日推进持仓数量:今日数量 = 上一日终数量 + 今日开仓 - 今日平仓 + 公司行为调整。
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///
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@@ -9,7 +9,7 @@ namespace YLErp.Modules.SwapModule.ReturnLegs;
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/// 预留给公司行为改造(送股/拆股/配股)——届时填入非零值。
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/// 原代码(SwapEodPositionService:1980)只有开仓/平仓两项,硬编码了"数量只因交易变动"假设。
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/// </summary>
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public static class QuantityRollforward
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public static class QtyRollforward
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{
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/// <summary>
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/// 计算今日持仓数量。
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@@ -1978,7 +1978,7 @@ namespace YLErp.Modules.SwapModule
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var openFlowEvents = unwindEvents.Where(x => x.EventType == (int)SwapFlowEventTypeEnum.开仓).ToList();
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decimal unwindQty = unwindFlowEvents.Sum(s => s.Quantity);
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decimal openQty = openFlowEvents.Sum(s => s.Quantity);
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curretEod.PosiQuantity = QuantityRollforward.Calc(eod.PosiQuantity, openQty, unwindQty);
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curretEod.PosiQuantity = QtyRollforward.Calc(eod.PosiQuantity, openQty, unwindQty);
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if (unwindEvents.Count == 0)
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{
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curretEod.PosiNetPrice = position.PosiNetPrice;
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