fix(dividend): 分红按债权登记日(reg_date)口径计提，手动互换读取当日EOD快照 (GLMS-20260105-0006)
- BondPayment 实体补映射 reg_date（债权登记日，对应 bond_payment_info.reg_date 列） - BondPaymentService.GetBondPayments 改按 reg_date 过滤（原错用 pay_date_PL/支付日；pay_date_PL 是理论付息日，仍属支付日，非登记日） - SwapDealService.GetPreEodPositionByDate 由 ValueDate < dealDate 改 <=，登记日当天手动互换读当日EOD分红而非T-1 - 新增 GLMS20260105_0006_RegisterDateDividendTest 回归测试（手工合成内存，先RED复现后GREEN 2/2） 根因：bond_payment_info 表仅有 pay_date_PL(理论付息日)/pay_date_act(实际付息日) 两个支付日，缺登记日； 代码用支付日判定票息归属，且手动互换只读 T-1 EOD 快照；登记日≠支付日(恰差一工作日)时缺陷被掩盖， 导致对话框分红收益显示 0。
This commit is contained in:
hjhan
@@ -65,6 +65,13 @@ namespace YLErp.DBModels
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[DisplayName("实际付息(兑付)日")]
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[Column("pay_date_act")]
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public DateTime? payment_date { get; set; }
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/// <summary>
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/// 债权登记日（除息/归属截止日）——票息归属按此判定，而非支付日
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/// </summary>
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[DisplayName("债权登记日")]
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[Column("reg_date")]
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public DateTime? reg_date { get; set; }
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/// <summary>
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/// 每张兑付利息额
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/// </summary>
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@@ -0,0 +1,112 @@
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using YLErp.Modules.EodModule;
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namespace YLErp.Modules.SwapModule
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{
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/// <summary>
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/// GLMS-20260105-0006 回归：债券 TRS 登记日当天手动平仓/互换，分红收益应为 36160 而非 0。
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/// 根因双成因：
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/// A. BondPaymentService.GetBondPayments 用支付日(pay_date_PL/pay_date_act)而非债权登记日(reg_date)判定谁享有票息
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/// -> 登记日(4/3)当日 EOD 不计提，跨过支付日(4/6)才计提（巧合：4/4-4/5周末，下一交易日恰=支付日，掩盖缺陷）
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/// B. SwapDealService.GetPreEodDividendSum 用 ValueDate 严格小于 dealDate 读 T-1 EOD 快照
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/// -> 登记日当天手动平仓读不到当日 EOD，拿到 0
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/// 本文件用手工合成内存数据（不连 96 库），通过 virtual seam 注入，真实跑生产日期逻辑。
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/// </summary>
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[TestClass]
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public class GLMS20260105_0006_RegisterDateDividendTest
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{
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private const string BondCode = "230004.IB";
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private const int TradeId = 6006;
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private const long PositionId = 60061;
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private const decimal Qty = 20_000_000m;
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private const decimal PaymentPer100 = 0.1808m;
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private const decimal ExpectedDividend = 36_160m; // 20,000,000 × 0.1808 / 100
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// 付息日历（截图）：登记日 4/3，支付日 4/6
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private static readonly DateTime RegDate = new(2026, 4, 3);
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private static readonly DateTime PayDate = new(2026, 4, 6);
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private static readonly DateTime PreRegDate = new(2026, 4, 2);
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#region 成因 A：日期口径 seam
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private sealed class TestableBondPaymentService : BondPaymentService
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{
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private readonly List<BondPayment> _data;
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public TestableBondPaymentService(List<BondPayment> data) : base(OptUserInfo.UnitTestUser) { _data = data; }
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protected override IQueryable<BondPayment> QueryBondPayments(string underlyingCode)
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=> _data.Where(x => x.underlyingCode == underlyingCode).AsQueryable();
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}
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[TestMethod]
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public void CauseA_登记日当日EOD_应按登记日口径选中付息记录()
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{
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var record = new BondPayment
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{
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underlyingCode = BondCode,
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reg_date = RegDate, // 债权登记日 4/3（关键：分红归属按此判定）
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payment_date_pl = PayDate, // 理论付息日 4/6
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payment_date = PayDate, // 实际付息日 4/6
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payment_interest = PaymentPer100
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};
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var svc = new TestableBondPaymentService(new List<BondPayment> { record });
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// 登记日当日的 EOD 计提区间 (4/2, 4/3]
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var payments = svc.GetBondPayments(BondCode, PreRegDate, RegDate);
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// 修复前：用支付日(pay_date_PL=4/6)过滤 -> 4/6 不在 (4/2,4/3] -> 0 条（漏计分红）
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// 修复后：用债权登记日(reg_date=4/3)过滤 -> 4/3 落在区间 -> 1 条（GLMS-20260105-0006 已修复）
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Assert.AreEqual(1, payments.Count,
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"登记日(4/3)当日 EOD 应按债权登记日(reg_date)选中该笔付息；" +
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"当前按支付日(pay_date_PL=4/6)过滤会漏选->0条，导致分红不计提。");
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}
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#endregion
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#region 成因 B：T-1 快照 seam
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private sealed class TestableSwapDealService : SwapDealService
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{
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private readonly List<eod_swap> _eodSwaps;
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private readonly List<eod_swap_position> _eodPositions;
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public TestableSwapDealService(List<eod_swap> eodSwaps, List<eod_swap_position> eodPositions)
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: base(OptUserInfo.UnitTestUser) { _eodSwaps = eodSwaps; _eodPositions = eodPositions; }
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public decimal ExposeGetPreEodDividendSum(int tradeId, long positionId, DateTime dealDate)
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=> GetPreEodDividendSum(tradeId, positionId, dealDate);
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protected override IQueryable<eod_swap> QueryPreEodSwaps(int tradeId)
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=> _eodSwaps.Where(x => x.SwapTradeId == tradeId).AsQueryable();
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protected override eod_swap_position QueryPreEodPosition(int tradeId, long positionId, DateTime valueDate)
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=> _eodPositions.FirstOrDefault(x => x.SwapTradeId == tradeId && x.PositionId == positionId && x.ValueDate == valueDate);
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}
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[TestMethod]
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public void CauseB_登记日当天手动平仓_应读到当日EOD分红36160()
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{
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// 4/2 EOD：累计分红 0；4/3 EOD（登记日）：累计分红 36160（即登记日应有的状态）
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var eodSwaps = new List<eod_swap>
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{
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new eod_swap { SwapTradeId = TradeId, ValueDate = PreRegDate },
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new eod_swap { SwapTradeId = TradeId, ValueDate = RegDate }
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};
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var eodPositions = new List<eod_swap_position>
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{
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new eod_swap_position { SwapTradeId = TradeId, PositionId = PositionId, ValueDate = PreRegDate, PosiDividendSum = 0m, PosiQuantity = Qty },
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new eod_swap_position { SwapTradeId = TradeId, PositionId = PositionId, ValueDate = RegDate, PosiDividendSum = ExpectedDividend, PosiQuantity = Qty }
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};
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var svc = new TestableSwapDealService(eodSwaps, eodPositions);
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// 登记日(4/3)当天手动平仓
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var dividend = svc.ExposeGetPreEodDividendSum(TradeId, PositionId, RegDate);
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// 修复前：ValueDate 严格小于 dealDate 读 T-1(4/2) -> 0（漏读当日分红）
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// 修复后：ValueDate 小于等于 dealDate 读当日(4/3) -> 36160（GLMS-20260105-0006 已修复）
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Assert.AreEqual(ExpectedDividend, dividend, 0.01m,
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"登记日(4/3)当天手动平仓应读到当日 EOD 累计分红 36,160；" +
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"当前 GetPreEodDividendSum 用 ValueDate < dealDate 读 T-1 快照->0。");
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}
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#endregion
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}
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}
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@@ -98,10 +98,21 @@ namespace YLErp.Modules.EodModule
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/// <returns></returns>
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public List<BondPayment> GetBondPayments(string underlyingCode, DateTime startDate, DateTime endDate)
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{
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var result = DbContext.bondPayment.Where(x => x.underlyingCode == underlyingCode && x.payment_date > startDate && x.payment_date <= endDate).AsNoTracking().ToList();
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// GLMS-20260105-0006：票息归属按债权登记日(reg_date)判定，而非支付日(pay_date_PL/pay_date_act)。
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// 登记日当天 EOD 即应计提；原按支付日口径会让"登记日≠支付日"的债券漏计（二者恰差一工作日时缺陷被掩盖）。
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var result = QueryBondPayments(underlyingCode)
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.Where(x => x.reg_date > startDate && x.reg_date <= endDate)
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.AsNoTracking().ToList();
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return result;
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}
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/// <summary>
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/// 可测性 seam：返回某债券的全部付息记录（未做日期过滤）。测试可 override 注入内存数据，
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/// 以验证日期口径（GLMS-20260105-0006：应按债权登记日 reg_date 而非支付日 pay_date_PL/pay_date_act 判定）。
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/// </summary>
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protected virtual IQueryable<BondPayment> QueryBondPayments(string underlyingCode)
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=> DbContext.bondPayment.Where(x => x.underlyingCode == underlyingCode);
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public List<BondPayment> GetTargetDatePayments(string underlyingCode, DateTime targetDate)
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{
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@@ -812,12 +812,13 @@ namespace YLErp.Modules.SwapModule
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/// <summary>
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/// 取 dealDate 对应"上一收盘日"持仓的累计分红快照。
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/// 内部用 ValueDate 严格小于 dealDate 定位上一收盘日（登记日当天手动平仓会因此读到 T-1 快照，见 GLMS-20260105-0006）。
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/// GLMS-20260105-0006：登记日当天手动平仓/互换时，当日 EOD 快照已含分红，应取到当日而非 T-1。
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/// 故由 ValueDate 严格小于 dealDate 改为 小于等于：当日 EOD 存在则读当日，否则回退上一收盘日（原口径不变）。
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/// </summary>
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protected virtual eod_swap_position GetPreEodPositionByDate(int tradeId, long positionId, DateTime dealDate)
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{
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var lastEod = QueryPreEodSwaps(tradeId)
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.Where(x => x.ValueDate < dealDate)
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.Where(x => x.ValueDate <= dealDate)
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.OrderByDescending(o => o.ValueDate).FirstOrDefault();
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var preEodDate = lastEod == null ? dealDate.AddDays(-1) : lastEod.ValueDate;
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return QueryPreEodPosition(tradeId, positionId, preEodDate);
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