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refactor: InterestLeg 改名 FundingLeg(业界标准 Financing Leg)

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命名: InterestLeg→FundingLeg, 消除'interest'与通用'利息'歧义。
Funding精确表达'融资成本'(客户付券商的杠杆成本 spread+FR007)。

改名清单:
- IInterestLegStrategy → IFundingLegStrategy
- InterestLegStrategyFactory → FundingLegStrategyFactory
- InterestLegStrategyTest → FundingLegStrategyTest
- 命名空间 InterestLegs → FundingLegs
- 目录 InterestLegs/ → FundingLegs/
- SwapDealService 引用同步更新

验证: 编译0错误, 全量503测试7失败(基线一致)。
This commit is contained in:
hjhan
2026-08-11 10:52:04 +08:00
parent a26f848287
commit 946cbbb66d
7 changed files with 78 additions and 78 deletions
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UnitTestProject/Modules/SwapModule/InterestLegs/InterestLegStrategyTest.cs → UnitTestProject/Modules/SwapModule/FundingLegs/FundingLegStrategyTest.cs
+29 -34
View File
@@ -1,24 +1,23 @@
using System;
using Microsoft.VisualStudio.TestTools.UnitTesting;
using YLErp.DBModels.Enums;
using YLErp.Modules.SwapModule.InterestLegs;
using YLErp.Modules.SwapModule.FundingLegs;
namespace UnitTestProject.Modules.SwapModule.InterestLegs
namespace UnitTestProject.Modules.SwapModule.FundingLegs
{
/// <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。
/// 融资腿策略单测。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。
/// 注：原预付金（PrepayLeg）用例已迁出，见 MarginLegTest（保证金独立限界上下文）。
/// </summary>
[TestClass]
public class InterestLegStrategyTest
public class FundingLegStrategyTest
{
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 Fix = 2_000_000m;
private const decimal Notional = 100_000_000m;
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
#region 固定值(mode 1)
[TestMethod]
public void 固定值_部分平仓_计息基数恒等于Fix()
@@ -28,7 +27,7 @@ namespace UnitTestProject.Modules.SwapModule.InterestLegs
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）");
Assert.AreEqual(1m, r.ClosePercent);
}
[TestMethod]
@@ -36,13 +35,12 @@ namespace UnitTestProject.Modules.SwapModule.InterestLegs
{
var leg = new FixedNotionalLeg();
var r = leg.CalcNotional(Fix, Notional, LongNotional, ShortNotional, 1m);
Assert.AreEqual(Fix, r.ClosePrincipal, "全平本金仍=Fix");
Assert.AreEqual(Fix, r.ClosePrincipal);
}
#endregion
#region 合约名义本金规模(mode 2)：按比例线性缩放
#region 合约名义本金规模(mode 2)
[TestMethod]
public void 合约名义本金_部分平仓_本金按比例缩放()
@@ -50,9 +48,9 @@ namespace UnitTestProject.Modules.SwapModule.InterestLegs
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");
Assert.AreEqual(50_000_000m, r.ClosePrincipal);
Assert.AreEqual(Notional, r.PosiPrincipal);
Assert.AreEqual(0.5m, r.ClosePercent);
}
[TestMethod]
@@ -60,8 +58,7 @@ namespace UnitTestProject.Modules.SwapModule.InterestLegs
{
var leg = new ContractNotionalLeg();
var r = leg.CalcNotional(Fix, Notional, LongNotional, ShortNotional, 1m);
Assert.AreEqual(Notional, r.ClosePrincipal, "全平本金=Notional");
Assert.AreEqual(Notional, r.ClosePrincipal);
}
[TestMethod]
@@ -70,13 +67,13 @@ namespace UnitTestProject.Modules.SwapModule.InterestLegs
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");
Assert.AreEqual(0m, r.ClosePrincipal);
Assert.AreEqual(Notional, r.PosiPrincipal);
}
#endregion
#region 标的期初全价(mode 9)：主路径公式与mode2相同
#region 标的期初全价(mode 9)
[TestMethod]
public void 标的期初全价_部分平仓_主路径公式同mode2()
@@ -84,7 +81,7 @@ namespace UnitTestProject.Modules.SwapModule.InterestLegs
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(50_000_000m, r.ClosePrincipal);
Assert.AreEqual(Notional, r.PosiPrincipal);
Assert.AreEqual(0.5m, r.ClosePercent);
}
@@ -94,13 +91,12 @@ namespace UnitTestProject.Modules.SwapModule.InterestLegs
{
var leg = new UnderlyingFullPriceLeg();
var r = leg.CalcNotional(Fix, Notional, LongNotional, ShortNotional, 1m);
Assert.AreEqual(Notional, r.ClosePrincipal);
}
#endregion
#region 守卫：策略对应各自mode
#region 守卫
[TestMethod]
public void 各策略对应正确枚举值()
@@ -112,35 +108,34 @@ namespace UnitTestProject.Modules.SwapModule.InterestLegs
#endregion
#region 工厂：按mode分发
#region 工厂
[TestMethod]
public void 工厂_返回各活跃mode的策略()
{
Assert.IsInstanceOfType(InterestLegStrategyFactory.Get(InterestModeEnum.固定值), typeof(FixedNotionalLeg));
Assert.IsInstanceOfType(InterestLegStrategyFactory.Get(InterestModeEnum.合约名义本金规模), typeof(ContractNotionalLeg));
Assert.IsInstanceOfType(InterestLegStrategyFactory.Get(InterestModeEnum.标的期初全价), typeof(UnderlyingFullPriceLeg));
Assert.IsInstanceOfType(FundingLegStrategyFactory.Get(InterestModeEnum.固定值), typeof(FixedNotionalLeg));
Assert.IsInstanceOfType(FundingLegStrategyFactory.Get(InterestModeEnum.合约名义本金规模), typeof(ContractNotionalLeg));
Assert.IsInstanceOfType(FundingLegStrategyFactory.Get(InterestModeEnum.标的期初全价), typeof(UnderlyingFullPriceLeg));
}
[TestMethod]
public void 工厂_未注册mode抛异常()
{
Assert.ThrowsException<ArgumentException>(() =>
InterestLegStrategyFactory.Get(InterestModeEnum.持仓名义本金));
FundingLegStrategyFactory.Get(InterestModeEnum.持仓名义本金));
Assert.ThrowsException<ArgumentException>(() =>
InterestLegStrategyFactory.Get(InterestModeEnum.持仓市值));
// 预付金 5/6 已不再是利息腿，工厂不再注册，按未注册处理
FundingLegStrategyFactory.Get(InterestModeEnum.持仓市值));
Assert.ThrowsException<ArgumentException>(() =>
InterestLegStrategyFactory.Get(InterestModeEnum.初始预付金));
FundingLegStrategyFactory.Get(InterestModeEnum.初始预付金));
Assert.ThrowsException<ArgumentException>(() =>
InterestLegStrategyFactory.Get(InterestModeEnum.追加预付金));
FundingLegStrategyFactory.Get(InterestModeEnum.追加预付金));
}
[TestMethod]
public void 工厂_int重载和枚举重载等价()
{
var byEnum = InterestLegStrategyFactory.Get(InterestModeEnum.固定值);
var byInt = InterestLegStrategyFactory.Get((int)InterestModeEnum.固定值);
var byEnum = FundingLegStrategyFactory.Get(InterestModeEnum.固定值);
var byInt = FundingLegStrategyFactory.Get((int)InterestModeEnum.固定值);
Assert.AreEqual(byEnum.Mode, byInt.Mode);
}