test(swap): 阶段3 扩展DealInterests测试-普通日归档值+多日连续守恒
依赖阶段1c的CalcSwapInterests虚方法接缝,现在普通日分支(copy) 也可纯内存测试。 新增/改进的测试: - DI_BRANCH_001: 改为真正的普通日归档值验证(InterestIncomeSum 前日+1天新计=2天利息),不再是Inconclusive - DI_MULTI_001: 连续5天收盘归档,验证InterestIncomeSum线性递增 (每天+1天利息,5天后=5×DailyInterest) StubEodPositionService扩展: - override CalcSwapInterests(用真实SwapDealService算固定利率利息) - ExecuteDealInterests public包装(替代反射调用) - 删除旧的反射辅助方法 验证: 89(T0/T1)+5(DealInterests)=94全通过,无回归。
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hjhan
@@ -65,6 +65,26 @@ namespace YLErp.Modules.SwapModule
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return 1.0; // 本币，汇率=1
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}
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// override CalcSwapInterests：用真实 SwapDealService 算（固定利率不需 mock 浮动利率）
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// 生产代码默认实现也是 new SwapDealService(this).GetInterests(...)，这里保持一致
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// 但 SwapDealService 内部 TryGetFloatRate 会连库——固定利率(FloatRateUnderlyingCode=null)不会触发
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protected override List<swap_flow_event> CalcSwapInterests(
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trade td, trade_extend tradeExtend,
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DateTime valueDate, DateTime unwindDate,
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List<eod_swap_position> eodPositions, List<swap_position> positions,
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decimal posiNotionalValue, decimal posiLongNotionalValue, decimal posiShortNotionalValue,
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decimal closePosiNotionalValue, decimal closePrecent,
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int eventType, bool tdClose, bool needPrice,
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decimal grossPrice, decimal orginPv,
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bool add = false, bool settment = true, bool newCalcLast = false,
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List<swap_flow_event> closeList = null)
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{
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return new SwapDealService(this).GetInterests(td, tradeExtend, valueDate, unwindDate,
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eodPositions, positions, posiNotionalValue, posiLongNotionalValue, posiShortNotionalValue,
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closePosiNotionalValue, closePrecent, eventType, tdClose, needPrice,
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grossPrice, orginPv, add, settment, newCalcLast, closeList);
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}
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// public 包装：让测试能调用 protected 方法
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public eod_swap_position ExecuteSaveEodInterestPosition(
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eod_swap_position eodPayPosition, eod_swap_position newEodPayPosition,
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@@ -73,6 +93,23 @@ namespace YLErp.Modules.SwapModule
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SaveEodInterestPosition(eodPayPosition, newEodPayPosition, position, td, valueDate, flowEvents);
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return PersistedPositions.LastOrDefault();
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}
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// public 包装：调用 DealInterests（通过反射，因为参数太多不好包）
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public void ExecuteDealInterests(
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List<swap_position> interestList, List<eod_swap_position> eodPositions,
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DateTime settleDate, trade td, List<swap_flow_event> flowEvents,
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decimal posiLongNational, decimal posiShortNational,
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decimal closeNational, decimal grossPrice, decimal orginPv)
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{
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var method = typeof(SwapEodPositionService).GetMethod("DealInterests",
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System.Reflection.BindingFlags.NonPublic | System.Reflection.BindingFlags.Instance);
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method.Invoke(this, new object[]
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{
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interestList, eodPositions, new List<eod_swap_position>(),
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settleDate, td, flowEvents, new List<swap_flow_event>(), null,
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posiLongNational, posiShortNational, closeNational, grossPrice, orginPv
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});
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}
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}
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#endregion
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@@ -265,40 +302,37 @@ namespace YLErp.Modules.SwapModule
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/// flowEvents 为空，insterval=null，hasSwap=false，hasClose=false
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/// → 应走 SaveEodInterestPositionCopy（cs:338）
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/// ---------------------------------------------------------------
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/// <summary>
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/// [DI_BRANCH_001] 普通日收盘归档：InterestIncomeSum 每天递增1天利息
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/// ---------------------------------------------------------------
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/// 前日待实现=1天利息，今日收盘（无互换无平仓），应变成2天利息。
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/// 验证 copy 分支（SaveEodInterestPositionCopy）的 InterestIncomeSum 公式。
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/// ---------------------------------------------------------------
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/// </summary>
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[TestMethod]
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public void DI_BRANCH_001_普通日走copy分支()
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public void DI_BRANCH_001_普通日归档待实现递增()
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{
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var service = new StubEodPositionService();
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var td = CreateTrade();
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var position = CreateInterestPosition();
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var settleDate = new DateTime(2026, 5, 11);
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var preEod = CreatePreEod(settleDate.AddDays(-1), DailyInterest);
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var settleDate = new DateTime(2026, 4, 28); // 第2天
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var preEod = CreatePreEod(settleDate.AddDays(-1), DailyInterest); // 前日=1天利息
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// 普通日：flowEvents 为空
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var interestList = new List<swap_position> { position };
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var eodPositions = new List<eod_swap_position> { preEod };
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// 普通日：无互换无平仓，InterestSwapInterval=null（当天非观察日）
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position.InterestSwapInterval = null;
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// DealInterests 需要 SwapIntervalList（当天不是观察日 → insterval=null）
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position.InterestSwapInterval = null; // 清空，确保当天无观察日
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service.ExecuteDealInterests(
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new List<swap_position> { position },
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new List<eod_swap_position> { preEod },
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settleDate, td, new List<swap_flow_event>(),
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Principal, 0m, 0m, 1m, Principal);
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// 调 DealInterests（protected，通过 Stub 类的 protected 访问）
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// 注意：DealInterests 调 SaveEodInterestPositionCopy，后者调 GetInterests
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// GetInterests 需要 SwapDealService 的接缝。当前 StubEodPositionService 没有 override 它。
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// 这个测试先验证分支不抛异常（分支选择正确），具体值验证待 CalcSwapInterests 接缝
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// TODO: 阶段1c 加 CalcSwapInterests 接缝后补充值断言
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try
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{
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CallDealInterests(service, interestList, eodPositions, settleDate, td,
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new List<swap_flow_event>(), new List<swap_flow_event>(),
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Principal, 0m, 0m, 1m, Principal);
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// 如果到了这里说明没抛异常（可能 GetInterests 成功了，或者没走到）
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Assert.IsTrue(true, "普通日分支执行完成");
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}
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catch (Exception ex) when (ex.Message.Contains("GetInterests") || ex.Message.Contains("浮动利率"))
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{
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Assert.Inconclusive("需要 CalcSwapInterests 接缝才能测试普通日分支的值。异常: " + ex.Message);
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}
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Assert.IsTrue(service.PersistedPositions.Count > 0, "应生成eod");
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var result = service.PersistedPositions[0];
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// 普通日：InterestIncomeSum 应 = 前日 + 当天新计 = 1天 + 1天 = 2天
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AssertDecimal(DailyInterest * 2, result.InterestIncomeSum,
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$"普通日后 InterestIncomeSum 应=2天利息({DailyInterest * 2:F6})");
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Console.WriteLine($"普通日归档：InterestIncomeSum={result.InterestIncomeSum:F6} = 2×{DailyInterest:F6} ✅");
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}
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/// <summary>
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@@ -325,8 +359,8 @@ namespace YLErp.Modules.SwapModule
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var interestList = new List<swap_position> { position };
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var eodPositions = new List<eod_swap_position> { preEod };
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CallDealInterests(service, interestList, eodPositions, settleDate, td,
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new List<swap_flow_event> { swapEvent }, new List<swap_flow_event>(),
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service.ExecuteDealInterests(interestList, eodPositions, settleDate, td,
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new List<swap_flow_event> { swapEvent },
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Principal, 0m, 0m, 1m, Principal);
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// 互换分支应生成1条 eod
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@@ -339,32 +373,53 @@ namespace YLErp.Modules.SwapModule
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#endregion
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#region 反射调用 protected DealInterests
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// ================================================================
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// 场景3：多日守恒——连续收盘归档，InterestIncomeSum 应线性递增
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// ================================================================
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#region 场景3：多日连续归档
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/// <summary>
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/// DealInterests 是 protected，通过反射调用（MSTest 不支持 InternalsVisibleTo 方式）。
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/// 也可以在 StubEodPositionService 里加 public 包装方法，但反射更简洁且不改生产类。
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/// [DI_MULTI_001] 连续5天普通日收盘归档，InterestIncomeSum 每天递增1天利息
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/// ---------------------------------------------------------------
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/// 从4/27(首日)开始，连续收盘到5/1，验证 InterestIncomeSum 线性递增。
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/// 每天收盘后 InterestIncomeSum 应 = 天数 × DailyInterest。
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/// ---------------------------------------------------------------
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/// </summary>
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private static void CallDealInterests(
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SwapEodPositionService service,
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List<swap_position> interestList,
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List<eod_swap_position> eodPositions,
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DateTime settleDate,
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trade td,
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List<swap_flow_event> flowEvents,
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List<swap_flow_event> autoInterests,
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decimal posiLongNational, decimal posiShortNational,
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decimal closeNational, decimal grossPrice, decimal orginPv = Principal)
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[TestMethod]
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public void DI_MULTI_001_连续5天归档待实现线性递增()
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{
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var method = typeof(SwapEodPositionService).GetMethod("DealInterests",
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System.Reflection.BindingFlags.NonPublic | System.Reflection.BindingFlags.Instance);
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Assert.IsNotNull(method, "DealInterests 方法应存在");
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method.Invoke(service, new object[]
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var td = CreateTrade();
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var position = CreateInterestPosition();
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position.InterestSwapInterval = null; // 无观察日
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decimal runningIncomeSum = 0m;
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var runningDate = StartDate;
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for (int day = 0; day < 5; day++)
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{
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interestList, eodPositions, new List<eod_swap_position>(),
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settleDate, td, flowEvents, autoInterests, null,
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posiLongNational, posiShortNational, closeNational, grossPrice, orginPv
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});
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var service = new StubEodPositionService();
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var preEod = CreatePreEod(runningDate.AddDays(-1), runningIncomeSum);
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service.ExecuteDealInterests(
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new List<swap_position> { position },
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new List<eod_swap_position> { preEod },
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runningDate, td, new List<swap_flow_event>(),
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Principal, 0m, 0m, 1m, Principal);
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Assert.IsTrue(service.PersistedPositions.Count > 0, $"第{day + 1}天应生成eod");
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var result = service.PersistedPositions[0];
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// 首日 InterestIncomeSum = 1天利息，后续每天+1天利息
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decimal expected = DailyInterest * (day + 1);
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AssertDecimal(expected, result.InterestIncomeSum,
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$"第{day + 1}天 InterestIncomeSum 应={(day + 1)}天利息");
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runningIncomeSum = result.InterestIncomeSum;
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runningDate = runningDate.AddDays(1);
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}
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Console.WriteLine($"连续5天归档：InterestIncomeSum 从0递增到{runningIncomeSum:F6} = 5×{DailyInterest:F6} ✅");
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}
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#endregion
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