fix(期权到期): 债券标的到期取价补查中债估值表，并标注债券净/全价映射不一致(Layer2)

- EodPriceQueryService 新增 TryGetSettlementEodPrice：债券走中债估值、期货/股票走原路径 - 单笔 tradeExpireInner + 批量 MultipleTradeExpireConfirm 改用统一方法，修 GLMS-20260715-0002 债券期权到期报'结算价未找到' - 移除批量路径未初始化的 EodPriceProvider（对债券无效且有误导性的 footgun） - Layer2：标注 EodPriceProvider.Initialize 与 GetBondPrice 债券 ClosePrice/SettlePrice 净全价定义相反，待统一（不改逻辑） - 新增白盒单测覆盖债券标的到期取价（3用例 DB驱动，均通过）
2026-07-16 14:41:44 +08:00
parent 98122ef509
commit a17cdc2b74
4 changed files with 100 additions and 5 deletions
@@ -0,0 +1,72 @@
+namespace YLErp.Modules.DataProviderModule
+{
+    /// <summary>
+    /// TryGetSettlementEodPrice（债券感知统一取价）的白盒测试。
+    /// 覆盖期权/交易到期结算场景：债券标的应走中债估值表取到价（修复"结算价未找到"），
+    /// 非债券标的行为应与原 TryGetEodPrice 完全一致（不影响期货/股票）。
+    /// 注：DB 驱动，需连测试库；无数据时 Assert.Inconclusive 跳过。
+    /// </summary>
+    [TestClass]
+    public class EodPriceQueryServiceSettlementTest : YLUnitTestBase
+    {
+        [TestMethod]
+        public void BondUnderlying_RoutesToChinaBondValuation()
+        {
+            using var db = DbContextFactory.GetYLDbContext();
+            var bond = (from b in db.china_bond_valuation
+                        join u in db.underlying_manager on b.bond_id equals u.UnderlyingCode
+                        where b.dirty_price_close > 0
+                        orderby b.valuation_date descending
+                        select new { b.bond_id, vd = b.valuation_date }).FirstOrDefault();
+            if (bond == null) Assert.Inconclusive("测试库无债券估值数据，跳过");
+
+            var ok = EodPriceQueryService.TryGetSettlementEodPrice(bond.vd, bond.bond_id, out var ep);
+            Assert.IsTrue(ok, "债券标的应走中债估值表取到价（修复点）");
+            Assert.IsNotNull(ep);
+            // 债券 ClosePrice=全价(dirty_price_close)，应与 GetBondPrice().ClosePrice 一致
+            var bondPrice = EodPriceQueryService.GetBondPrice(bond.vd, bond.bond_id);
+            Assert.IsNotNull(bondPrice);
+            Assert.AreEqual(bondPrice.ClosePrice, ep.ClosePrice, 1e-6);
+        }
+
+        [TestMethod]
+        public void NonBondUnderlying_RoutesToStockOrFuturePath()
+        {
+            using var db = DbContextFactory.GetYLDbContext();
+            var stock = (from s in db.eod_stock_price
+                         join u in db.underlying_manager on s.UnderlyingCode equals u.UnderlyingCode
+                         where s.ClosePrice > 0 && u.UnderlyingInstrumentType == "Stock"
+                         select new { s.UnderlyingCode, s.ValueDate }).FirstOrDefault();
+            if (stock == null) Assert.Inconclusive("测试库无(股票类型)价格数据，跳过");
+
+            var ok = EodPriceQueryService.TryGetSettlementEodPrice(stock.ValueDate, stock.UnderlyingCode, out var ep);
+            var okOld = EodPriceQueryService.TryGetEodPrice(stock.ValueDate, stock.UnderlyingCode, out var epOld);
+            Assert.AreEqual(okOld, ok, "非债券标的行为应与原 TryGetEodPrice 一致");
+            if (ok)
+            {
+                Assert.IsNotNull(ep);
+                Assert.AreEqual(epOld.ClosePrice, ep.ClosePrice, 1e-6, "非债券标的取到的收盘价应与原路径相同");
+            }
+        }
+
+        [TestMethod]
+        public void BondOptionExpiry_Regression_OldPathFailsNewPathSucceeds()
+        {
+            using var db = DbContextFactory.GetYLDbContext();
+            var bond = (from b in db.china_bond_valuation
+                        join u in db.underlying_manager on b.bond_id equals u.UnderlyingCode
+                        where b.dirty_price_close > 0
+                        orderby b.valuation_date descending
+                        select new { b.bond_id, vd = b.valuation_date }).FirstOrDefault();
+            if (bond == null) Assert.Inconclusive("测试库无债券估值数据，跳过");
+
+            // 旧路径：TryGetEodPrice 只 join 期货/股票两表，债券取不到价
+            var oldOk = EodPriceQueryService.TryGetEodPrice(bond.vd, bond.bond_id, out _);
+            // 新路径：债券感知统一取价，应能取到
+            var newOk = EodPriceQueryService.TryGetSettlementEodPrice(bond.vd, bond.bond_id, out var ep);
+            Assert.IsFalse(oldOk, "回归基线：旧路径对债券标的应取不到价（这正是期权到期报'结算价未找到'的根因）");
+            Assert.IsTrue(newOk && ep != null && ep.ClosePrice > 0,
+                "修复验证：统一取价应能为债券标的取到结算价，期权到期不再报'结算价未找到'");
+        }
+    }
+}