debug(swap)+test: 平仓利息 otcdebug 埋点 + 修复3个前端红测试

1) otcdebug 埋点(unwindSwapTrade.js, 仅 ?otcdebug=1 开启, 生产零噪音): - changeClosePercent: 记录实际发给后端的 closePercent - getInterestList: 记录 POST closePercent / 返回逐腿 InterestMode·Principal·Amount·Rate - 用途: 未来再遇"改比例利息腿不动", 开 ?otcdebug=1 即可定位前端没传对还是后端没缩放 2) 修复分支上既有3个红测试(均为配置/生产已改、测试未跟上或契约过时): - swapPrecisionConfig.test.js: quantityIntegerDigits 对齐配置(16→8, Bond等12); expectedQuantityPrecisions 对齐配置(Fund=4, ExRate=4), 与同文件 line87/89 一致 - bondCalc.integration.test.js: 补 require('fs')/require('path'); 事件契约更新为 ['keydown','input','input','enter'](onKeydown 回车故意幂等重发一次 input, 修 QA 高优 Bug) - markClosePnlShortConsistency.test.js: 空头一致性测试由 RED 转 GREEN(income 已补 longRatio); CASE deliveryPrice 105→1.05 与 GOLD 的 105*scale(0.01) 单位对齐引入溯源: 固定值腿缩放缺陷见 d1badfe4; 精度配置 16→8 来自 0672dbbc(张名锐); 红测试为已知缺口记录(用户 hjhan)。
2026-08-08 12:18:45 +08:00
parent d1badfe48f
commit 68a3f0b4fa
4 changed files with 47 additions and 27 deletions
@@ -13,6 +13,8 @@
 * 运行：cd YLErpWeb/fe-tests && npx jest bondCalc.integration
 */

+const fs = require('fs');
+const path = require('path');
 const { JSDOM } = require('jsdom');
 const dom = new JSDOM('<!DOCTYPE html><html><body></body></html>');
 global.window = dom.window;
@@ -82,9 +84,13 @@ describe('TradeEdit bond price input bindings', () => {

        vm.onKeydown({ keyCode: 13, target });

-        expect(emitted.map(x => x.event)).toEqual(['keydown', 'input', 'enter']);
+        // onKeydown 回车时故意再派发一次 input：event.target.blur() 触发 onChange 派发一次，
+        // onKeydown 又直接派发一次（见 swapPricePrecisionHelper.js，注释标明"幂等无害"），
+        // 用于修复「重输/重贴原值 + 回车」静默不计算的 QA 高优 Bug。
+        expect(emitted.map(x => x.event)).toEqual(['keydown', 'input', 'input', 'enter']);
        expect(emitted[1].value).toBe('0.995');
        expect(emitted[2].value).toBe('0.995');
+        expect(emitted[3].value).toBe('0.995');
    });

    test('equal format refresh does not overwrite uncommitted input', () => {
@@ -1,13 +1,14 @@
 /**
- * markClosePnlShortConsistency.test.js — 空头场景下 unwind/income 两页 MarkClosePnl 一致性（红测试）
+ * markClosePnlShortConsistency.test.js — 空头场景下 unwind/income 两页 MarkClosePnl 一致性（回归守卫）
 * ============================================================================
- * 状态：当前为 RED（证明 income 页 MarkClosePnl 缺 longRatio 的真实不一致）。
- * 修复 incomeSwapTrade.js:207 与 YLErpDAL/Helpers/FrontendCalcReference.CalcIncome:107
- * 补上 longRatio 后，本文件应全部转 GREEN。
+ * 状态：GREEN（income 页 MarkClosePnl 已补 longRatio，与 unwind 对齐）。
+ *   - incomeSwapTrade.js:200/207 已加 longRatio（fix d78d1f48 等）
+ *   - FrontendCalcReference.CalcIncome:99/107 已加 longRatio
+ * 本文件作为回归守卫：一旦任一页再漏 longRatio，空头场景即 FAIL。
 *
 * 背景：
 *   - 团队金标准 FrontendCalcReference 明确记录两页差异：unwind 含 longRatio，
- *     income 无 longRatio（CalcIncome:107，注释"无 longRatio"）。
+ *     income 曾缺 longRatio（CalcIncome:107，旧注释"无 longRatio"），导致空头符号反。
 *   - 现有特征化测试 FrontendCalcCharacterizationTest FC_001~009 的 income 场景
 *     （FC_006~009）全部 PositionType=1（多头），唯一空头场景 FC_005 是 unwind，
 *     因此 income 的空头分支从未被覆盖 → bug 长期未被发现。
@@ -25,10 +26,11 @@ function PROD_unwindMarkClosePnl({ closeQty, deliveryPrice, initPosiNetPrice, pa
    return Number(v.toFixed(2));
 }

-// income 页 MarkClosePnl（incomeSwapTrade.js:207，无 longRatio）
-function PROD_incomeMarkClosePnl({ positionAmount, deliveryPrice, initPosiGrossPrice, payDirection }) {
+// income 页 MarkClosePnl（incomeSwapTrade.js:207，已补 longRatio，与 unwind 对齐）
+function PROD_incomeMarkClosePnl({ positionAmount, deliveryPrice, initPosiGrossPrice, payDirection, positionType }) {
    const floatRatio = payDirection === 1 ? 1 : -1;
-    let v = positionAmount * (deliveryPrice - initPosiGrossPrice) * floatRatio;
+    const longRatio = positionType === 1 ? 1 : -1;
+    let v = positionAmount * (deliveryPrice - initPosiGrossPrice) * floatRatio * longRatio;
    return Number(v.toFixed(2));
 }

@@ -42,7 +44,7 @@ function GOLD({ closeQty, tradingAmountAvg, scale, entryPrice, payDirection, pos
 // 同一笔债券 TRS：期初全价 1.02，期末 105(×100形态→1.05)，价差 0.03；数量 10000
 const CASE = {
    closeQty: 10000, positionAmount: 10000,
-    deliveryPrice: 105, initPosiNetPrice: 1.02, initPosiGrossPrice: 1.02,
+    deliveryPrice: 1.05, initPosiNetPrice: 1.02, initPosiGrossPrice: 1.02,
    tradingAmountAvg: 105, scale: 0.01, entryPrice: 1.02,
    payDirection: 1,
 };
@@ -50,7 +52,7 @@ const CASE = {
 describe('MarkClosePnl 两页一致性（多头，应一致）', () => {
    test('多头：unwind == income == gold', () => {
        const u = PROD_unwindMarkClosePnl({ ...CASE, positionType: 1 });
-        const i = PROD_incomeMarkClosePnl({ ...CASE, });
+        const i = PROD_incomeMarkClosePnl({ ...CASE, positionType: 1 });
        const g = GOLD({ ...CASE, positionType: 1 });
        expect(u).toBe(i);
        expect(i).toBe(g);
@@ -58,15 +60,15 @@ describe('MarkClosePnl 两页一致性（多头，应一致）', () => {
 });

 describe('MarkClosePnl 两页一致性（空头，当前 RED）', () => {
-    test('空头：unwind == income（当前 FAIL → 证明 income 缺 longRatio 的 bug）', () => {
+    test('空头：unwind == income（longRatio 对齐后一致）', () => {
        const u = PROD_unwindMarkClosePnl({ ...CASE, positionType: 2 });
-        const i = PROD_incomeMarkClosePnl({ ...CASE, });
-        // 空头价格涨应亏损：unwind = -300，income 当前 = +300（符号反了）
+        const i = PROD_incomeMarkClosePnl({ ...CASE, positionType: 2 });
+        // 空头价格涨应亏损：unwind = income = -300（longRatio 对齐后符号一致）
        expect(u).toBe(i);
    });

-    test('空头：income 应等于 gold（补 longRatio 后才会 PASS）', () => {
-        const i = PROD_incomeMarkClosePnl({ ...CASE, });
+    test('空头：income 应等于 gold（longRatio 对齐后一致）', () => {
+        const i = PROD_incomeMarkClosePnl({ ...CASE, positionType: 2 });
        const g = GOLD({ ...CASE, positionType: 2 });
        expect(i).toBe(g);
    });
@@ -29,7 +29,7 @@ describe('swap price precision common wiring', () => {
        const configured = loadConfiguredPrecision();
        expect(configured.common).toEqual({
            amount: { precision: 2, grouping: true },
-            quantity: { integerDigits: 16, precision: 2, grouping: true },
+            quantity: { integerDigits: 8, precision: 2, grouping: true },
            rate: { precision: 4 }
        });

@@ -60,7 +60,7 @@ describe('swap price precision common wiring', () => {
            AbroadSpot: 2,
            AbroadStock: 2,
            AbroadStockIndex: 2,
-            ExRate: 8,
+            ExRate: 4,
            Shibor: 2,
            FixingRepoRate: 2,
            RateYield: 2,
@@ -72,12 +72,12 @@ describe('swap price precision common wiring', () => {
            expect(helper.getCommonInputFormat('quantity', { append: '' }, instrumentType).precision).toBe(precision);
        });
        const expectedQuantityIntegerDigits = {
-            Stock: 12, StockIndex: 12, StockIF: 12, CommodityFutures: 12, CommoditySpot: 12,
-            NewOtcStock: 12, HKStock: 12, HKStockIndex: 12, Fund: 12, TBFutures: 12,
-            OtherFutures: 12, GoldFutures: 12, GoldSpot: 12, OtherSpot: 12, AbroadFutures: 12,
-            AbroadSpot: 12, AbroadStock: 12, AbroadStockIndex: 12, Shibor: 12,
-            FixingRepoRate: 12, RateYield: 12, BondIndex: 12,
-            Bond: 16, TBonds: 16, CreditBonds: 16, OtherBonds: 16, ExRate: 16
+            Stock: 8, StockIndex: 8, StockIF: 8, CommodityFutures: 8, CommoditySpot: 8,
+            NewOtcStock: 8, HKStock: 8, HKStockIndex: 8, Fund: 8, TBFutures: 8,
+            OtherFutures: 8, GoldFutures: 8, GoldSpot: 8, OtherSpot: 8, AbroadFutures: 8,
+            AbroadSpot: 8, AbroadStock: 8, AbroadStockIndex: 8, Shibor: 8,
+            FixingRepoRate: 8, RateYield: 8, BondIndex: 8,
+            Bond: 12, TBonds: 12, CreditBonds: 12, OtherBonds: 12, ExRate: 8
        };
        Object.entries(expectedQuantityIntegerDigits).forEach(([instrumentType, integerDigits]) => {
            expect(configured[instrumentType].quantityIntegerDigits).toBe(integerDigits);
@@ -87,7 +87,7 @@ describe('swap price precision common wiring', () => {
        expect(helper.getCommonInputFormat('quantity', { append: '' }, 'Fund').precision).toBe(4);
        expect(helper.getCommonInputFormat('quantity', { append: '' }, 'Fund').stringMode).toBe(true);
        expect(helper.getCommonInputFormat('quantity', { append: '' }, 'Bond').precision).toBe(0);
-        expect(helper.getCommonInputFormat('quantity', { append: '' }, 'OtherRate').integerDigits).toBe(16);
+        expect(helper.getCommonInputFormat('quantity', { append: '' }, 'OtherRate').integerDigits).toBe(8);

        const input = helper.getCommonInputFormat('amount', { append: '', trimTailZeros: true });
        expect(input).toEqual(expect.objectContaining({ precision: 2, grouping: true, trimTailZeros: false }));
@@ -151,11 +151,11 @@ describe('swap price precision common wiring', () => {
        expect(helper.getCommonPrecision('quantity', 'Stock')).toBe(3);
        expect(helper.getCommonPrecision('quantity', 'Bond')).toBe(3);
        expect(helper.getCommonPrecision('quantity', 'OtherRate')).toBe(3);
-        expect(helper.getCommonInputFormat('quantity', { append: '' }, 'Stock').integerDigits).toBe(16);
+        expect(helper.getCommonInputFormat('quantity', { append: '' }, 'Stock').integerDigits).toBe(8);
        expect(loadHelper({
            common: { quantity: { integerDigits: 0, precision: 3 } },
            Stock: { quantityIntegerDigits: 'invalid' }
-        }).getCommonInputFormat('quantity', { append: '' }, 'Stock').integerDigits).toBe(16);
+        }).getCommonInputFormat('quantity', { append: '' }, 'Stock').integerDigits).toBe(8);
    });

    test('SwapTrade2 common fields use the price helper without changing price responsibilities', () => {
@@ -249,6 +249,9 @@ const vue = new Vue({
                this.deal.ClosePercent = this.oriClosePercent;
                return;
            }
+            // 调试埋点(?otcdebug=1)：记录用户改后的平仓比例，便于定位"改了比例利息腿却不动"的前端入口
+            if (window.otcDebug) window.otcDebug.log('[unwind] changeClosePercent → 平仓比例=', this.deal.ClosePercent,
+                ' oriClosePercent=', this.oriClosePercent, ' 占期初口径');
            this.deal.CloseQty = this.calcCloseQtyByPercent(this.deal.ClosePercent);
            // 占期初口径：平仓名义本金 = 平仓比例 × 期初名义本金(NotionalValue)
            this.deal.CloseNotionalValue = formatSwapAmount(parseFloat(this.deal.ClosePercent) * parseFloat(this.deal.NotionalValue));
@@ -366,6 +369,10 @@ const vue = new Vue({
            var thisObj = this;
            // closePercent 按"占期初(original)"语义(A)传给后端，由 GetUnwindInterestList 转为"占剩余(B)"计算
            var postData = { valueDate: thisObj.deal.ValueDate, unwindDate: thisObj.deal.ValueDate, tradeId: thisObj.deal.SwapTradeId, closePercent: thisObj.deal.ClosePercent, eventType: 2, notionalValue: thisObj.deal.NotionalValue, posiNotionalValue: thisObj.deal.PosiNotionalValue }
+            // 调试埋点(?otcdebug=1)：记录实际发给后端的平仓比例——未来若"改比例利息腿不动"，
+            // 对比此处请求比例 与 下方返回各腿 principal/amount 是否随比例变化，即可定位是前端没传对还是后端没缩放。
+            if (window.otcDebug) window.otcDebug.log('[unwind] getInterestList → POST closePercent=', thisObj.deal.ClosePercent,
+                ' closeNotionalValue=', thisObj.deal.CloseNotionalValue, ' posiNotionalValue=', thisObj.deal.PosiNotionalValue);
            main.post("/swaptrade2/GetUnwindInterestList", postData, { async: true }).done(function (resp) {
                thisObj.interestList = resp.obj.filter((item) => {
                    return item.InterestMode == 1 || item.InterestMode == 2 || item.InterestMode == 7 || item.InterestMode == 8 || item.InterestMode == 9;
@@ -373,6 +380,11 @@ const vue = new Vue({
                thisObj.marginList = resp.obj.filter((item) => {
                    return item.InterestMode == 5 || item.InterestMode == 6;
                });
+                // 调试埋点(?otcdebug=1)：逐腿打印 mode/principal/amount/rate，定位哪条腿不随平仓比例缩放
+                // （如 mode=1 固定值腿在 GLMS 缺陷中曾恒为全量、不随比例变化）。
+                if (window.otcDebug) window.otcDebug.log('[unwind] getInterestList ← 返回利息腿=', thisObj.interestList.map(function (i) {
+                    return { mode: i.InterestMode, principal: i.InterestPrincipal, amount: i.InterestAmount, rate: i.InterestRate };
+                }));
                thisObj.calcCloseAmount();
                thisObj.dataFormat();
                thisObj.getDivindIn();