fix: 兼容TRS日终推送历史利息腿类别为空

2026-08-27 13:16:01 +08:00
parent 679117f82a
commit 877cf9dc4f
2 changed files with 99 additions and 8 deletions
@@ -142,6 +142,88 @@ namespace YLErp.Modules.EodModuleTests
            Assert.AreEqual(0m, item.InitMarginLoss);
        }

+        [TestMethod]
+        public void BuildContract_历史类别为空_仍推送全部TRS合约()
+        {
+            var valueDate = new DateTime(2026, 2, 10);
+            var eodSwap = new eod_swap { ValueDate = valueDate, SwapTradeId = 1645, SwapTradeNo = "ZSZQ-IS-202602090001" };
+            var positions = new List<eod_swap_position>
+            {
+                new() { SwapTradeId = 1645, PositionId = 33306, UnderlyingCode = "220208.IB", PositionType = 1 },
+                new() { SwapTradeId = 1645, PositionId = 33307, InterestMode = (int)InterestModeEnum.标的期初全价, InterestRateDefault = 0.001m, InterestDirection = 1 }
+            };
+            var swapPositions = new Dictionary<long, swap_position>
+            {
+                [33306] = new() { id = 33306, category_tag = null },
+                [33307] = new() { id = 33307, category_tag = null }
+            };
+
+            var item = TrsContractKafkaPushService.BuildContract(
+                eodSwap,
+                new Dictionary<int, trade> { [1645] = new() { id = 1645, UnderlyingCode = "220208.IB" } },
+                positions,
+                swapPositions);
+
+            Assert.AreEqual(0m, item.FixedRate);
+            Assert.AreEqual(1, item.InterestDirection);
+            Assert.AreEqual(1, item.FloatingDirection);
+        }
+
+        [TestMethod]
+        public void BuildContract_增强收益腿不参与固定利率取值()
+        {
+            var eodSwap = new eod_swap { ValueDate = new DateTime(2026, 8, 24), SwapTradeId = 7 };
+            var positions = new List<eod_swap_position>
+            {
+                new() { SwapTradeId = 7, PositionId = 101, UnderlyingCode = "600000.SH", PositionType = 2 },
+                new() { SwapTradeId = 7, PositionId = 102, InterestMode = (int)InterestModeEnum.固定值, InterestRateDefault = 0.0123m, InterestDirection = 1 },
+                new() { SwapTradeId = 7, PositionId = 103, InterestMode = (int)InterestModeEnum.固定值, InterestRateDefault = 0.0999m, InterestDirection = 2 }
+            };
+            var swapPositions = new Dictionary<long, swap_position>
+            {
+                [101] = new() { id = 101, category_tag = null },
+                [102] = new() { id = 102, category_tag = "互换利率" },
+                [103] = new() { id = 103, category_tag = "增强收益" }
+            };
+
+            var item = TrsContractKafkaPushService.BuildContract(
+                eodSwap,
+                new Dictionary<int, trade> { [7] = new() { id = 7, UnderlyingCode = "600000.SH" } },
+                positions,
+                swapPositions);
+
+            Assert.AreEqual(0.0123m, item.FixedRate);
+            Assert.AreEqual(1, item.InterestDirection);
+            Assert.AreEqual(2, item.FloatingDirection);
+        }
+
+        [TestMethod]
+        public void BuildContract_多条互换利率腿_取第一条()
+        {
+            var eodSwap = new eod_swap { ValueDate = new DateTime(2026, 8, 24), SwapTradeId = 7 };
+            var positions = new List<eod_swap_position>
+            {
+                new() { SwapTradeId = 7, PositionId = 101, UnderlyingCode = "600000.SH", PositionType = 1 },
+                new() { SwapTradeId = 7, PositionId = 102, InterestMode = (int)InterestModeEnum.固定值, InterestRateDefault = 0.0123m, InterestDirection = 1 },
+                new() { SwapTradeId = 7, PositionId = 103, InterestMode = (int)InterestModeEnum.固定值, InterestRateDefault = 0.0456m, InterestDirection = 2 }
+            };
+            var swapPositions = new Dictionary<long, swap_position>
+            {
+                [101] = new() { id = 101, category_tag = null },
+                [102] = new() { id = 102, category_tag = "互换利率" },
+                [103] = new() { id = 103, category_tag = "互换利率" }
+            };
+
+            var item = TrsContractKafkaPushService.BuildContract(
+                eodSwap,
+                new Dictionary<int, trade> { [7] = new() { id = 7, UnderlyingCode = "600000.SH" } },
+                positions,
+                swapPositions);
+
+            Assert.AreEqual(0.0123m, item.FixedRate);
+            Assert.AreEqual(1, item.InterestDirection);
+        }
+
        private static TestableTrsContractKafkaPushService CreateService(RecordingKafkaProducer producer, DateTime valueDate)
        {
            return new TestableTrsContractKafkaPushService(