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test(swap): EQD-6968 补前一营业日基准组合+算尾非重置日放行（方案一场景2/3落格）

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- PrevBizDay_TailCalced×2：算尾(11)+rule=-1+当日(7/20)未发布 → 放行（取价日回拨至7/17已发布）
- PrevBizDay_NoTail：不算尾(10)+rule=-1+当日未发布 → 放行
- PrevBizDay_FixingDayMissing：rule=-1 但取价日(7/17)本身缺价 → 仍拦（真实依赖守卫）
- TailCalced_NonResetDay×2：算尾(11)+当日非重置日(7/22)+当日缺价 → 放行（非重置日不取当日价）
新增 Fr007MarketPrevBizDay 市场：重置日7/6、7/13、7/20 回拨取价日7/3、7/10、7/17

验证：GLMS20260817Fr007UnwindMorningTest 23/23 内存全绿
This commit is contained in:
hjhan
2026-08-19 09:28:27 +08:00
parent f069c38d48
commit 7cfa85a7cc
1 changed files with 65 additions and 0 deletions
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UnitTestProject/Modules/SwapModule/GLMS20260817Fr007UnwindMorningTest.cs
+65
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@@ -29,6 +29,14 @@ namespace YLErp.Modules.SwapModule
[new DateTime(2026, 7, 13)] = 0.01425,
[new DateTime(2026, 7, 20)] = 0.0143,
};
/// <summary>interest_rule=-1（前一营业日基准）取价日市场：重置日 7/6、7/13、7/20（周一）
/// 经 GetFixingDate 回拨至前一营业日 7/3、7/10、7/17（周五）。</summary>
private static readonly Dictionary<DateTime, double> Fr007MarketPrevBizDay = new()
{
[new DateTime(2026, 7, 3)] = 0.0142,
[new DateTime(2026, 7, 10)] = 0.01425,
[new DateTime(2026, 7, 17)] = 0.0143,
};
private const double PreviousResetRate = 0.01425;
private const decimal Notional = 279486108.21m;
@@ -344,5 +352,62 @@ namespace YLErp.Modules.SwapModule
preEod: BuildPreEod(new DateTime(2026, 7, 13))),
"不算尾(10)+本次平仓指定算尾+当日有价 → 应成功");
}
// ── 前一营业日基准（interest_rule=-1，EQD-6968 方案一场景2）──
// 取价日=重置日前一营业日，当日(7/20)定盘未发布也用不到 → 放行；
// 但取价日(前一营业日)本身缺价 → 仍是真实依赖，必须拦截。
[TestMethod]
public void PrevBizDay_TailCalced_ResetDayTodayMissing_Succeeds()
{
AssertNoThrow(Run(InterestTypeEnum.复利, includeCloseDate: true, calcMode: "11", interestRule: -1,
omitDate: CloseDate, market: Fr007MarketPrevBizDay, preEod: BuildPreEod(new DateTime(2026, 7, 13))),
"算尾(11)+前一营业日基准+当日(7/20)未发布 → 应放行（取价日7/17已发布）");
}
[TestMethod]
public void PrevBizDay_TailCalced_Simple_ResetDayTodayMissing_Succeeds()
{
AssertNoThrow(Run(InterestTypeEnum.单利, includeCloseDate: true, calcMode: "11", interestRule: -1,
omitDate: CloseDate, market: Fr007MarketPrevBizDay, preEod: BuildPreEod(new DateTime(2026, 7, 13))),
"单利 算尾(11)+前一营业日基准+当日未发布 → 应放行");
}
[TestMethod]
public void PrevBizDay_NoTail_ResetDayTodayMissing_Succeeds()
{
AssertNoThrow(Run(InterestTypeEnum.复利, includeCloseDate: true, interestRule: -1,
omitDate: CloseDate, market: Fr007MarketPrevBizDay, preEod: BuildPreEod(new DateTime(2026, 7, 13))),
"不算尾(10)+前一营业日基准+当日未发布 → 应放行");
}
[TestMethod]
public void PrevBizDay_TailCalced_FixingDayMissing_StillThrows()
{
var o = Run(InterestTypeEnum.复利, includeCloseDate: true, calcMode: "11", interestRule: -1,
omitDate: new DateTime(2026, 7, 17), market: Fr007MarketPrevBizDay,
preEod: BuildPreEod(new DateTime(2026, 7, 13)));
Assert.IsTrue(o.Threw, "算尾(11)+前一营业日基准+取价日(7/17)本身缺价 → 仍应拦截（真实依赖）");
StringAssert.Contains(o.Ex.Message, "FR007");
}
// ── 算尾+当前营业日+当日非重置日（EQD-6968 方案一场景3）──
// 当日价未被任何计息段消费（末段重置日7/20是历史日），当日(7/22)缺价 → 放行。
[TestMethod]
public void TailCalced_NonResetDay_TodayMissing_Succeeds()
{
AssertNoThrow(Run(InterestTypeEnum.复利, includeCloseDate: true, calcMode: "11", closeDate: NonIntCloseDate,
preEod: BuildPreEod(new DateTime(2026, 7, 13))),
"算尾(11)+当日非重置日+当日(7/22)缺价 → 应放行（非重置日不取当日价）");
}
[TestMethod]
public void TailCalced_NonResetDay_Simple_TodayMissing_Succeeds()
{
AssertNoThrow(Run(InterestTypeEnum.单利, includeCloseDate: true, calcMode: "11", closeDate: NonIntCloseDate,
preEod: BuildPreEod(new DateTime(2026, 7, 13))),
"单利 算尾(11)+当日非重置日+当日缺价 → 应放行");
}
}
}