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

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)。
2026-08-11 10:52:04 +08:00
parent a26f848287
commit 946cbbb66d
7 changed files with 78 additions and 78 deletions
@@ -0,0 +1,144 @@
+using System;
+using Microsoft.VisualStudio.TestTools.UnitTesting;
+using YLErp.DBModels.Enums;
+using YLErp.Modules.SwapModule.FundingLegs;
+
+namespace UnitTestProject.Modules.SwapModule.FundingLegs
+{
+    /// <summary>
+    /// 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。
+    /// </summary>
+    [TestClass]
+    public class FundingLegStrategyTest
+    {
+        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)
+
+        [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);
+        }
+
+        [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);
+        }
+
+        #endregion
+
+        #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()
+        {
+            var leg = new ContractNotionalLeg();
+            var r = leg.CalcNotional(Fix, Notional, LongNotional, ShortNotional, 0.5m);
+
+            Assert.AreEqual(50_000_000m, r.ClosePrincipal);
+            Assert.AreEqual(Notional, r.PosiPrincipal);
+            Assert.AreEqual(0.5m, r.ClosePercent);
+        }
+
+        [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);
+        }
+
+        [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);
+            Assert.AreEqual(Notional, r.PosiPrincipal);
+        }
+
+        #endregion
+
+        #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()
+        {
+            var leg = new UnderlyingFullPriceLeg();
+            var r = leg.CalcNotional(Fix, Notional, LongNotional, ShortNotional, 0.5m);
+
+            Assert.AreEqual(50_000_000m, r.ClosePrincipal);
+            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
+
+        [TestMethod]
+        public void 各策略对应正确枚举值()
+        {
+            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
+
+        #region 工厂
+
+        [TestMethod]
+        public void 工厂_返回各活跃mode的策略()
+        {
+            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>(() =>
+                FundingLegStrategyFactory.Get(InterestModeEnum.持仓名义本金));
+            Assert.ThrowsException<ArgumentException>(() =>
+                FundingLegStrategyFactory.Get(InterestModeEnum.持仓市值));
+            Assert.ThrowsException<ArgumentException>(() =>
+                FundingLegStrategyFactory.Get(InterestModeEnum.初始预付金));
+            Assert.ThrowsException<ArgumentException>(() =>
+                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 = FundingLegStrategyFactory.Get(InterestModeEnum.固定值);
+            var byInt = FundingLegStrategyFactory.Get((int)InterestModeEnum.固定值);
+            Assert.AreEqual(byEnum.Mode, byInt.Mode);
+        }
+
+        #endregion
+    }
+}