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。
2026-08-13 12:31:45 +08:00
parent dea9c4cba5
commit 9df39491da
4 changed files with 134 additions and 3 deletions
@@ -0,0 +1,112 @@
+using YLErp.Modules.EodModule;
+
+namespace YLErp.Modules.SwapModule
+{
+    /// <summary>
+    /// 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。
+    /// 根因双成因：
+    ///   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
+    ///      -> 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）
+    ///   B. SwapDealService.GetPreEodDividendSum 用 ValueDate 严格小于 dealDate 读 T-1 EOD 快照
+    ///      -> 登记日当天手动平仓读不到当日 EOD，拿到 0
+    /// 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。
+    /// </summary>
+    [TestClass]
+    public class GLMS20260105_0006_RegisterDateDividendTest
+    {
+        private const string BondCode = "230004.IB";
+        private const int TradeId = 6006;
+        private const long PositionId = 60061;
+        private const decimal Qty = 20_000_000m;
+        private const decimal PaymentPer100 = 0.1808m;
+        private const decimal ExpectedDividend = 36_160m; // 20,000,000 × 0.1808 / 100
+
+        // 付息日历（截图）：登记日 4/3，支付日 4/6
+        private static readonly DateTime RegDate = new(2026, 4, 3);
+        private static readonly DateTime PayDate = new(2026, 4, 6);
+        private static readonly DateTime PreRegDate = new(2026, 4, 2);
+
+        #region 成因 A：日期口径 seam
+
+        private sealed class TestableBondPaymentService : BondPaymentService
+        {
+            private readonly List<BondPayment> _data;
+            public TestableBondPaymentService(List<BondPayment> data) : base(OptUserInfo.UnitTestUser) { _data = data; }
+
+            protected override IQueryable<BondPayment> QueryBondPayments(string underlyingCode)
+                => _data.Where(x => x.underlyingCode == underlyingCode).AsQueryable();
+        }
+
+        [TestMethod]
+        public void CauseA_登记日当日EOD_应按登记日口径选中付息记录()
+        {
+            var record = new BondPayment
+            {
+                underlyingCode = BondCode,
+                reg_date = RegDate,          // 债权登记日 4/3（关键：分红归属按此判定）
+                payment_date_pl = PayDate,   // 理论付息日 4/6
+                payment_date = PayDate,      // 实际付息日 4/6
+                payment_interest = PaymentPer100
+            };
+            var svc = new TestableBondPaymentService(new List<BondPayment> { record });
+
+            // 登记日当日的 EOD 计提区间 (4/2, 4/3]
+            var payments = svc.GetBondPayments(BondCode, PreRegDate, RegDate);
+
+            // 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）
+            // 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）
+            Assert.AreEqual(1, payments.Count,
+                "登记日(4/3)当日 EOD 应按债权登记日(reg_date)选中该笔付息；" +
+                "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。");
+        }
+
+        #endregion
+
+        #region 成因 B：T-1 快照 seam
+
+        private sealed class TestableSwapDealService : SwapDealService
+        {
+            private readonly List<eod_swap> _eodSwaps;
+            private readonly List<eod_swap_position> _eodPositions;
+            public TestableSwapDealService(List<eod_swap> eodSwaps, List<eod_swap_position> eodPositions)
+                : base(OptUserInfo.UnitTestUser) { _eodSwaps = eodSwaps; _eodPositions = eodPositions; }
+
+            public decimal ExposeGetPreEodDividendSum(int tradeId, long positionId, DateTime dealDate)
+                => GetPreEodDividendSum(tradeId, positionId, dealDate);
+
+            protected override IQueryable<eod_swap> QueryPreEodSwaps(int tradeId)
+                => _eodSwaps.Where(x => x.SwapTradeId == tradeId).AsQueryable();
+
+            protected override eod_swap_position QueryPreEodPosition(int tradeId, long positionId, DateTime valueDate)
+                => _eodPositions.FirstOrDefault(x => x.SwapTradeId == tradeId && x.PositionId == positionId && x.ValueDate == valueDate);
+        }
+
+        [TestMethod]
+        public void CauseB_登记日当天手动平仓_应读到当日EOD分红36160()
+        {
+            // 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）
+            var eodSwaps = new List<eod_swap>
+            {
+                new eod_swap { SwapTradeId = TradeId, ValueDate = PreRegDate },
+                new eod_swap { SwapTradeId = TradeId, ValueDate = RegDate }
+            };
+            var eodPositions = new List<eod_swap_position>
+            {
+                new eod_swap_position { SwapTradeId = TradeId, PositionId = PositionId, ValueDate = PreRegDate, PosiDividendSum = 0m, PosiQuantity = Qty },
+                new eod_swap_position { SwapTradeId = TradeId, PositionId = PositionId, ValueDate = RegDate, PosiDividendSum = ExpectedDividend, PosiQuantity = Qty }
+            };
+            var svc = new TestableSwapDealService(eodSwaps, eodPositions);
+
+            // 登记日(4/3)当天手动平仓
+            var dividend = svc.ExposeGetPreEodDividendSum(TradeId, PositionId, RegDate);
+
+            // 修复前：ValueDate 严格小于 dealDate 读 T-1(4/2) -> 0（漏读当日分红）
+            // 修复后：ValueDate 小于等于 dealDate 读当日(4/3) -> 36160（GLMS-20260105-0006 已修复）
+            Assert.AreEqual(ExpectedDividend, dividend, 0.01m,
+                "登记日(4/3)当天手动平仓应读到当日 EOD 累计分红 36,160；" +
+                "当前 GetPreEodDividendSum 用 ValueDate < dealDate 读 T-1 快照->0。");
+        }
+
+        #endregion
+    }
+}