test(swap): 补 CalcDailySimpleInterest 全腿模式+日终路径覆盖，锁定无更大影响
用户要求确认 CalcDailySimpleInterest 所有调用方(含日终)覆盖完整性。 代码事实纠正：日终(settment=true)走 CalcEodInterest → CalcDailySimpleInterestByEod (closePercent 硬编码 1m、且该函数从不改写 InterestPrincipal)，根本不调用本函数； 本函数唯一真实调用链 = GetInterests(settment=false) → CalcUnwindInterest。 故'含日终'的正确命题是：日终不受此 bug 影响，应有用例锁定该不变量。 新增 CalcByMode 驱动各 InterestMode + 日终路径(rest_days=7, closePercent<1)： - 追加预付金(6)/多头存续(7)/空头存续(8)/合约名义本金规模(2)：断言线性 closePrincipal - 固定值(1)：强制 newClosePercent=1，对平仓比例免疫，断言恒=Fix - 日终 预付金(5)/标的期初全价(9)：断言结果恒为线性 closePrincipal(证明 ByEod 正确变体不受影响) SwapUnwindPrepayPrincipalBugTdd 现 19 绿；SwapModule 全量 196 通过/4 跳过，无回归。
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hjhan
@@ -427,5 +427,141 @@ namespace YLErp.Modules.SwapModule
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Assert.IsTrue(fe.InterestAmount < fix,
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"利息基数必须为保证金维度(远小于 fix)，证明 orginPv 已用预付金自身 Fix，而非交易名义本金 notional");
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}
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// ===== 覆盖完整性补强：所有单利腿模式 + 日终路径 =====
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// 调用链事实（已用代码确认）：
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// CalcDailySimpleInterest 的唯一真实调用链 = GetInterests(settment=false) → CalcUnwindInterest → 本函数。
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// 日终(settment=true)走 CalcEodInterest → CalcDailySimpleInterestByEod(closePercent 硬编码 1m、
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// 且该函数从不改写 InterestPrincipal)，根本不调用本函数。故"含日终"的正确命题是：
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// 日终不受本 bug 影响，且应有用例锁定这一不变量。
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// 本组用同一入口驱动各 InterestMode 在 closePercent<1 + rest_days=7 多天场景，断言
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// InterestPrincipal = closePrincipal（线性），捕捉任何指数级回归；并显式加日终(settment=true)用例，
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// 断言日终结果恒为线性 closePrincipal（证明日终不受盘中 bug 影响，与正确的 ByEod 变体对齐）。
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private swap_flow_event CalcByMode(int mode, decimal baseP, decimal closePercent, int restDays = 7, bool eodPath = false)
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{
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var extend = new trade_extend
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{
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TradeId = 1,
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ExtendJson = JsonConvert.SerializeObject(new TradeExtendJson
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{
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AnnualDays = AnnualDays,
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InterestCalcMode = "10", // 算头不算尾（与生产一致）
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SettlementRules = 0
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})
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};
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var td = new trade
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{
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id = 1, TradeNumber = "UT-MODE-COV", ClientId = 999998,
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TradeType = "收益互换", TradeDate = ProdPosiStart, StartDate = ProdPosiStart,
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ExerciseDate = ProdUnwindDate.AddYears(1), TradeStatus = "确认成交", ValidState = "Valid",
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StockEqvNotional = (double)baseP, Notional = (double)baseP,
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trade_extend = extend
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};
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bool isPrepayOrFixed = mode == (int)InterestModeEnum.初始预付金
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|| mode == (int)InterestModeEnum.追加预付金
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|| mode == (int)InterestModeEnum.固定值;
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var position = new swap_position
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{
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id = 3003, SwapTradeId = 1, PositionType = (int)PositionTypeFlag.Unknown,
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InterestDirection = (int)SwapDirectionEnum.收取,
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InterestMode = mode,
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InterestRateDefault = 0m,
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InterestPrincipalFix = isPrepayOrFixed ? baseP : 0m,
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PosiStartDate = ProdPosiStart, PosiMatuirityDate = ProdUnwindDate.AddYears(1),
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IsInitial = true, Invalid = false, InterestType = (int)InterestTypeEnum.单利,
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IsAnnualized = true, interest_rest_days = restDays,
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interest_rule = 0, FloatRateUnderlyingCode = null,
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InterestSwapInterval = "[]"
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};
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// 使 dynomicPrincipal = posiPrincipal：eod.TdInterestPrincipal = orginPv(=baseP)，
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// 非预付金腿 orginPv 传 baseP；预付金/固定值腿 orginPv 被内部对齐为 Fix=baseP（同样成立）。
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var eodPos = new List<eod_swap_position>
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{
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new eod_swap_position
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{
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id = 30, SwapTradeId = 1, PositionId = 3003,
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ValueDate = ProdEodValueDate,
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TdInterestPrincipal = baseP,
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PosiNotionalValue = baseP,
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InterestProfitSum = 0m, FloatRate = 0m
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}
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};
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var interests = _svc.GetInterests(td, td.trade_extend, ProdUnwindDate, ProdUnwindDate,
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eodPos, new List<swap_position> { position },
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baseP, baseP, baseP, baseP * closePercent, closePercent,
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(int)SwapEventTypeEnum.平仓,
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false, false, 0, baseP, false, settment: eodPath, newCalcLast: false, closeList: null);
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Assert.AreEqual(1, interests.Count, $"mode={mode} 应生成 1 条 flow_event");
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return interests[0];
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}
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// ---- 追加预付金(6)：与初始预付金(5)同源修复，显式覆盖避免遗漏 ----
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[TestMethod]
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public void 追加预付金腿_盘中_部分平仓重置周期7天_应线性缩放()
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{
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var fe = CalcByMode((int)InterestModeEnum.追加预付金, ProdPrepayFix, 0.5m);
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Assert.AreEqual(4_590_000m, fe.InterestPrincipal, "追加预付金 50% 应=Fix×0.5（与初始预付金同源修复）");
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var fe1 = CalcByMode((int)InterestModeEnum.追加预付金, ProdPrepayFix, 0.1m);
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Assert.AreEqual(918_000m, fe1.InterestPrincipal, "追加预付金 10% 应=Fix×0.1");
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}
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// ---- 多头/空头存续名义本金(7/8)：经同一 CalcDailySimpleInterest，需证明修复通用 ----
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[TestMethod]
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public void 多头存续名义本金腿_盘中_部分平仓重置周期7天_应线性缩放()
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{
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const decimal baseP = 2_000_000m;
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var fe = CalcByMode((int)InterestModeEnum.多头存续名义本金, baseP, 0.5m);
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Assert.AreEqual(1_000_000m, fe.InterestPrincipal, "多头存续 50% 应=posiLong×0.5");
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var fe1 = CalcByMode((int)InterestModeEnum.多头存续名义本金, baseP, 0.1m);
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Assert.AreEqual(200_000m, fe1.InterestPrincipal, "多头存续 10% 应=posiLong×0.1");
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}
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[TestMethod]
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public void 空头存续名义本金腿_盘中_部分平仓重置周期7天_应线性缩放()
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{
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const decimal baseP = 2_000_000m;
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var fe = CalcByMode((int)InterestModeEnum.空头存续名义本金, baseP, 0.5m);
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Assert.AreEqual(1_000_000m, fe.InterestPrincipal, "空头存续 50% 应=posiShort×0.5");
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var fe1 = CalcByMode((int)InterestModeEnum.空头存续名义本金, baseP, 0.1m);
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Assert.AreEqual(200_000m, fe1.InterestPrincipal, "空头存续 10% 应=posiShort×0.1");
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}
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// ---- 合约名义本金规模(2)：CalcNotionalByMode 默认分支（posiNotional×cp） ----
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[TestMethod]
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public void 合约名义本金规模腿_盘中_部分平仓重置周期7天_应线性缩放()
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{
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const decimal baseP = 2_000_000m;
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var fe = CalcByMode((int)InterestModeEnum.合约名义本金规模, baseP, 0.5m);
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Assert.AreEqual(1_000_000m, fe.InterestPrincipal, "合约名义本金规模 50% 应=posiNotional×0.5");
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}
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// ---- 固定值(1)：CalcNotionalByMode 强制 newClosePercent=1，对 closePercent 免疫（输入 0.5 也不缩放） ----
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[TestMethod]
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public void 固定值腿_盘中_部分平仓_对平仓比例免疫_返回Fix本金()
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{
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const decimal baseP = 2_000_000m;
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var fe = CalcByMode((int)InterestModeEnum.固定值, baseP, 0.5m);
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Assert.AreEqual(baseP, fe.InterestPrincipal, "固定值腿 newClosePercent=1，InterestPrincipal 恒=Fix，不随平仓比例缩放");
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}
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// ---- 日终路径(settment=true)：证明走 CalcDailySimpleInterestByEod，结果恒为线性 closePrincipal，不受盘中 bug 影响 ----
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[TestMethod]
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public void 日终_预付金腿_部分平仓_结果应线性且不受盘中bug影响()
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{
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var fe = CalcByMode((int)InterestModeEnum.初始预付金, ProdPrepayFix, 0.5m, eodPath: true);
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Console.WriteLine($"[TDD][EOD 预付金50%] InterestPrincipal={fe.InterestPrincipal} (期望={4_590_000m})");
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Assert.AreEqual(4_590_000m, fe.InterestPrincipal, "日终预付金 50% 应=Fix×0.5（ByEod 正确变体，closePercent 走 closePrincipal 线性）");
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var fe1 = CalcByMode((int)InterestModeEnum.初始预付金, ProdPrepayFix, 0.1m, eodPath: true);
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Assert.AreEqual(918_000m, fe1.InterestPrincipal, "日终预付金 10% 应=Fix×0.1");
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}
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[TestMethod]
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public void 日终_非预付金腿_部分平仓_结果应线性且不受盘中bug影响()
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{
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const decimal baseP = 2_000_000m;
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var fe = CalcByMode((int)InterestModeEnum.标的期初全价, baseP, 0.5m, eodPath: true);
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Console.WriteLine($"[TDD][EOD 标的期初全价50%] InterestPrincipal={fe.InterestPrincipal} (期望={1_000_000m})");
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Assert.AreEqual(1_000_000m, fe.InterestPrincipal, "日终非预付金腿 50% 应=名义本金×0.5（ByEod 正确，不受影响）");
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}
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}
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}
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