fix 部分平仓选择切换会导致不一致，浮动端会错误

2026-07-16 20:57:18 +08:00
parent cd9fed9913
commit 62c26bd7f5
3 changed files with 104 additions and 7 deletions
@@ -101,6 +101,66 @@ describe('多次部分平仓：比例↔名义本金换算以 PosiNotionalValue
    });
 });

+// ============================================================================
+// 多次部分平仓：全部↔部分切换时 CloseQty 不应随 ClosePercent 口径变化而跳变
+// 守卫 unwindSwapTrade.js changeCloseMethod/changeClosePercent/changeCloseQty/changeCloseNotionalValue
+// 旧 bug：ClosePercent 是占期初口径(A)，但 CloseQty=PositionQty*ClosePercent 错当占剩余(B)用
+//        全部(ClosePercent=0.7,CloseQty=720000) → 部分(ClosePercent没变, CloseQty=504000) ❌ 跳变
+// 修复：CloseQty = PositionQty × (ClosePercent / oriClosePercent)
+// ============================================================================
+describe('多次部分平仓：全部↔部分切换 CloseQty 不跳变（占期初口径自洽）', () => {
+    // 场景基于 GLMS-20260701-0013：
+    //   期初 NotionalValue=980000，已平两次剩 PosiNotionalValue=686000, PositionQty=720000
+    //   oriClosePercent = 686000/980000 = 0.7
+    const NotionalValue = 980000;
+    const PosiNotionalValue = 686000;
+    const PositionQty = 720000;
+    const oriClosePercent = PosiNotionalValue / NotionalValue; // 0.7
+
+    test('全部平仓 ClosePercent=0.7 → CloseQty=720000（剩余全部）', () => {
+        const closePercent = oriClosePercent; // 全部平仓 = oriClosePercent
+        const closeQty = SwapCalc.calcCloseQtyByOriginalPercent(closePercent, oriClosePercent, PositionQty);
+        expectClose(closeQty, 720000, '全部平仓应平剩余全部数量');
+    });
+
+    test('全部→部分切换（ClosePercent 没变=0.7）：CloseQty 应保持 720000 不跳变', () => {
+        // 旧 bug：CloseQty = 720000 * 0.7 = 504000（错误跳变）
+        // 修复：CloseQty = 720000 * (0.7/0.7) = 720000（不变）
+        const closePercent = oriClosePercent;
+        const closeQty = SwapCalc.calcCloseQtyByOriginalPercent(closePercent, oriClosePercent, PositionQty);
+        const buggyCloseQty = Math.round(PositionQty * closePercent * 100) / 100; // 旧 bug 公式
+        expectClose(closeQty, 720000, '修复后应不变');
+        expect(Math.abs(buggyCloseQty - 504000)).toBeLessThanOrEqual(TOL, '旧 bug 会跳变到 504000');
+        expect(Math.abs(closeQty - buggyCloseQty)).toBeGreaterThan(TOL, '修复与旧 bug 必须有差异');
+    });
+
+    test('改比例 0.5（占期初）→ CloseQty=720000×(0.5/0.7)=514285.71', () => {
+        const closePercent = 0.5;
+        const closeQty = SwapCalc.calcCloseQtyByOriginalPercent(closePercent, oriClosePercent, PositionQty);
+        expectClose(closeQty, 514285.71, '占期初 50% 对应占剩余 71.43%，×720000=514285.71');
+    });
+
+    test('逆运算：CloseQty=514285.71 → ClosePercent=0.5（占期初）', () => {
+        const closeQty = 514285.71;
+        const closePercent = SwapCalc.calcOriginalClosePercentByQty(closeQty, PositionQty, oriClosePercent);
+        expectClose(closePercent, 0.5, '逆运算应还原为占期初 0.5');
+    });
+
+    test('逆运算自洽：CloseQty=720000（=PositionQty）→ ClosePercent=0.7（=oriClosePercent）', () => {
+        const closeQty = PositionQty; // 720000
+        const closePercent = SwapCalc.calcOriginalClosePercentByQty(closeQty, PositionQty, oriClosePercent);
+        expectClose(closePercent, oriClosePercent, '平全部剩余 → ClosePercent=oriClosePercent');
+    });
+
+    test('除零保护：oriClosePercent=0（已全平完）→ CloseQty=0', () => {
+        expect(SwapCalc.calcCloseQtyByOriginalPercent(0.5, 0, 720000)).toBe(0);
+    });
+
+    test('除零保护：PositionQty=0 → ClosePercent=0', () => {
+        expect(SwapCalc.calcOriginalClosePercentByQty(100, 0, oriClosePercent)).toBe(0);
+    });
+});
+
 describe('交叉校验：对齐 C# FrontendCalcCharacterizationTest 金标准', () => {
    // FC_001 平仓-债券多头-默认
    test('FC_001 平仓 债券多头 默认', () => {