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refactor(swap): 阶段1c CalcSwapInterests虚方法接缝(testable迁移)

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加1个protected virtual虚方法:
- CalcSwapInterests: 计算利息腿利息明细(原new SwapDealService(this).GetInterests)
  参数与GetInterests完全一致,保证行为不变

将3个分支方法里的'new SwapDealService(this).GetInterests'替换为
调用CalcSwapInterests虚方法:
- SaveAutoEodInterestPosition(自动互换分支)
- SaveAutoEodWithCloseInterestPosition(平仓分支)
- SaveEodInterestPositionCopy(普通日分支)

测试子类override CalcSwapInterests,用StubSwapDealService
(已有89个测试验证)内存算利息,即可测全部4个分支。

验证: 93个测试全通过(T0/T1=89 + DealInterests=4),无回归。
This commit is contained in:
hjhan
2026-07-01 18:17:47 +08:00
parent deb831bf3e
commit 638803c497
1 changed files with 24 additions and 3 deletions
Download Patch File Download Diff File Expand all files Collapse all files
YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs
+24 -3
View File
@@ -58,6 +58,27 @@ namespace YLErp.Modules.SwapModule
return new EodCurrencyRateService(UserInfo).GetCurrencyRate(quoteCurrency, settlementCurrency, valueDate, seekPreday, currencyRateType);
}
/// <summary>
/// 计算利息腿利息明细（生产: new SwapDealService(this).GetInterests；测试: 用StubSwapDealService内存算）
/// 参数与 SwapDealService.GetInterests 完全一致，保证行为不变。
/// </summary>
protected virtual List<swap_flow_event> CalcSwapInterests(
trade td, trade_extend tradeExtend,
DateTime valueDate, DateTime unwindDate,
List<eod_swap_position> eodPositions, List<swap_position> positions,
decimal posiNotionalValue, decimal posiLongNotionalValue, decimal posiShortNotionalValue,
decimal closePosiNotionalValue, decimal closePrecent,
int eventType, bool tdClose, bool needPrice,
decimal grossPrice, decimal orginPv,
bool add = false, bool settment = true, bool newCalcLast = false,
List<swap_flow_event> closeList = null)
{
return new SwapDealService(this).GetInterests(td, tradeExtend, valueDate, unwindDate,
eodPositions, positions, posiNotionalValue, posiLongNotionalValue, posiShortNotionalValue,
closePosiNotionalValue, closePrecent, eventType, tdClose, needPrice,
grossPrice, orginPv, add, settment, newCalcLast, closeList);
}
#endregion
/// <summary>
@@ -966,7 +987,7 @@ namespace YLErp.Modules.SwapModule
{
orginPv = eodPayPosition.InterestPrincipalFix;
}
var interests = new SwapDealService(this).GetInterests(td, td.trade_extend, valueDate, valueDate, preEodPositions, positions, posiNotionalValue, posiLongNotional, posiShortNational, posiNotionalValue, closePercent, (int)SwapEventTypeEnum.自动互换, false, true, grossPrice, orginPv, true);
var interests = CalcSwapInterests(td, td.trade_extend, valueDate, valueDate, preEodPositions, positions, posiNotionalValue, posiLongNotional, posiShortNational, posiNotionalValue, closePercent, (int)SwapEventTypeEnum.自动互换, false, true, grossPrice, orginPv, true);
decimal InterestAmount = interests.Sum(x => x.InterestAmount);
decimal TdInterestAmount = interests.Sum(x => x.TdInterestAmount);
@@ -1076,7 +1097,7 @@ namespace YLErp.Modules.SwapModule
positions.Add(position);
List<eod_swap_position> preEodPositions = new List<eod_swap_position>();
preEodPositions.Add(eodPayPosition);
var interests = new SwapDealService(this).GetInterests(td, td.trade_extend, valueDate, valueDate, preEodPositions, positions, posiNotionalValue, posiLongNotional, posiShortNational, closeNational, 1, eventType, false, true, grossPrice, orginPv, true, settment: false, newCalcLast: true);
var interests = CalcSwapInterests(td, td.trade_extend, valueDate, valueDate, preEodPositions, positions, posiNotionalValue, posiLongNotional, posiShortNational, closeNational, 1, eventType, false, true, grossPrice, orginPv, true, settment: false, newCalcLast: true);
decimal TdInterestAmount = interests.Sum(x => x.TdInterestAmount);
decimal InterestAmount = interests.Sum(x => x.InterestAmount);
newEodPayPosition.ValueDate = valueDate;
@@ -1234,7 +1255,7 @@ namespace YLErp.Modules.SwapModule
{
preEodPositions.Add(eodPayPosition);
}
var interests = new SwapDealService(this).GetInterests(td, td.trade_extend, valueDate, valueDate, preEodPositions, positions, posiNotionalValue, posiLongNational, posiShortNational, posiNotionalValue, closePercent, 0, false, needPrice, grossPrice, orginPv);
var interests = CalcSwapInterests(td, td.trade_extend, valueDate, valueDate, preEodPositions, positions, posiNotionalValue, posiLongNational, posiShortNational, posiNotionalValue, closePercent, 0, false, needPrice, grossPrice, orginPv);
UpdateDbOption(newEodPayPosition);
newEodPayPosition.PosiStatus = 0;