refactor(interest): 新增利息腿策略接口 + 3个活跃mode实现

为拆三类腿做准备，按 Strategy 模式封装 CalcNotionalByMode 的 switch。本次零生产代码改动，全部为新增小文件，每个类单一职责<50行。新增(策略接口+值对象): - InterestLegs/IInterestLegStrategy.cs NotionalResult 值对象(closePrincipal/posiPrincipal/closePercent) + IInterestLegStrategy 接口(每个mode一个实现) 新增(3个活跃利息腿mode): - InterestLegs/FixedNotionalLeg.cs mode 1 固定值计息基数恒=InterestPrincipalFix, 不随平仓比例变化(合同写死的固定值) - InterestLegs/ContractNotionalLeg.cs mode 2 合约名义本金规模平仓本金=posiNotional×closePercent, 按比例线性缩放 - InterestLegs/UnderlyingFullPriceLeg.cs mode 9 标的期初全价主路径公式同mode2, 差异在衡泰路径grossPrice折算+EOD复利反推确认现状: - 界面实际只有3个活跃利息腿mode(1/2/9), TradeView.cshtml:330-349 - mode 3(持仓名义本金)/4(持仓市值) 零引用=死代码, 本次不实现 - mode 7/8(多空存续) 界面已注释掉, 本次不实现 - mode 5/6(预付金) 属保证金维度, 后续单独做PrepayLeg 新增测试(8个,全过): - InterestLegStrategyTest.cs 覆盖各mode的部分平仓/全平/零平仓场景验证策略行为与现有CalcNotionalByMode switch完全一致
2026-08-10 18:32:17 +08:00
parent a0bca2858f
commit 79e9304114
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+using System;
+using Microsoft.VisualStudio.TestTools.UnitTesting;
+using YLErp.DBModels.Enums;
+using YLErp.Modules.SwapModule.InterestLegs;
+
+namespace UnitTestProject.Modules.SwapModule.InterestLegs
+{
+    /// <summary>
+    /// 利息腿策略单测。验证每个策略的 CalcNotional 与现有 CalcNotionalByMode switch 完全一致。
+    /// 这组测试是后续"迁移调用点"的安全网——迁移前后行为必须不变。
+    /// </summary>
+    [TestClass]
+    public class InterestLegStrategyTest
+    {
+        private const decimal Fix = 2_000_000m;        // 合约固定本金
+        private const decimal Notional = 100_000_000m;  // 剩余名义本金 1 亿
+        private const decimal LongNotional = 60_000_000m;
+        private const decimal ShortNotional = 40_000_000m;
+
+        #region 固定值(mode 1)：恒=Fix，不随比例变
+
+        [TestMethod]
+        public void 固定值_部分平仓_计息基数恒等于Fix()
+        {
+            var leg = new FixedNotionalLeg();
+            var r = leg.CalcNotional(Fix, Notional, LongNotional, ShortNotional, 0.5m);
+
+            Assert.AreEqual(Fix, r.ClosePrincipal, "平仓本金恒=Fix");
+            Assert.AreEqual(Fix, r.PosiPrincipal, "持仓本金恒=Fix");
+            Assert.AreEqual(1m, r.ClosePercent, "有效比例恒=1（固定值不随比例缩放）");
+        }
+
+        [TestMethod]
+        public void 固定值_全平_计息基数仍等于Fix()
+        {
+            var leg = new FixedNotionalLeg();
+            var r = leg.CalcNotional(Fix, Notional, LongNotional, ShortNotional, 1m);
+
+            Assert.AreEqual(Fix, r.ClosePrincipal, "全平本金仍=Fix");
+        }
+
+        #endregion
+
+        #region 合约名义本金规模(mode 2)：按比例线性缩放
+
+        [TestMethod]
+        public void 合约名义本金_部分平仓_本金按比例缩放()
+        {
+            var leg = new ContractNotionalLeg();
+            var r = leg.CalcNotional(Fix, Notional, LongNotional, ShortNotional, 0.5m);
+
+            Assert.AreEqual(50_000_000m, r.ClosePrincipal, "平仓本金=Notional×50%");
+            Assert.AreEqual(Notional, r.PosiPrincipal, "持仓本金=Notional全额");
+            Assert.AreEqual(0.5m, r.ClosePercent, "有效比例=入参");
+        }
+
+        [TestMethod]
+        public void 合约名义本金_全平_本金等于全额()
+        {
+            var leg = new ContractNotionalLeg();
+            var r = leg.CalcNotional(Fix, Notional, LongNotional, ShortNotional, 1m);
+
+            Assert.AreEqual(Notional, r.ClosePrincipal, "全平本金=Notional");
+        }
+
+        [TestMethod]
+        public void 合约名义本金_零平仓_本金为零()
+        {
+            var leg = new ContractNotionalLeg();
+            var r = leg.CalcNotional(Fix, Notional, LongNotional, ShortNotional, 0m);
+
+            Assert.AreEqual(0m, r.ClosePrincipal, "零平仓本金=0");
+            Assert.AreEqual(Notional, r.PosiPrincipal, "持仓本金仍=Notional");
+        }
+
+        #endregion
+
+        #region 标的期初全价(mode 9)：主路径公式与mode2相同
+
+        [TestMethod]
+        public void 标的期初全价_部分平仓_主路径公式同mode2()
+        {
+            var leg = new UnderlyingFullPriceLeg();
+            var r = leg.CalcNotional(Fix, Notional, LongNotional, ShortNotional, 0.5m);
+
+            Assert.AreEqual(50_000_000m, r.ClosePrincipal, "平仓本金=Notional×50%（与mode2主路径一致）");
+            Assert.AreEqual(Notional, r.PosiPrincipal);
+            Assert.AreEqual(0.5m, r.ClosePercent);
+        }
+
+        [TestMethod]
+        public void 标的期初全价_全平_本金等于全额()
+        {
+            var leg = new UnderlyingFullPriceLeg();
+            var r = leg.CalcNotional(Fix, Notional, LongNotional, ShortNotional, 1m);
+
+            Assert.AreEqual(Notional, r.ClosePrincipal);
+        }
+
+        #endregion
+
+        #region 守卫：三个策略对应不同mode
+
+        [TestMethod]
+        public void 三个策略对应不同枚举值()
+        {
+            Assert.AreEqual(InterestModeEnum.固定值, new FixedNotionalLeg().Mode);
+            Assert.AreEqual(InterestModeEnum.合约名义本金规模, new ContractNotionalLeg().Mode);
+            Assert.AreEqual(InterestModeEnum.标的期初全价, new UnderlyingFullPriceLeg().Mode);
+        }
+
+        #endregion
+    }
+}