refactor(return-leg): 抽取 MtmCalc 标的端盯市计算

把 SwapEodPositionService 4处重复的 UnderlyingMarketValue 公式和 4处 PosiMtmPnL 公式抽成 MtmCalc 纯函数: - MarketValue(price, qty, contractSize, shortRatio): 标的市值 - UnrealizedPnl(price, costGrossPrice, qty, contractSize, shortRatio, ratio): 盯市未实现盈亏原代码4处副本(1731/1813/1898/2101 + 1741/1814/1899/2102)全部替换。验证: 编译0错误, 全量503测试7失败(基线一致)。
2026-08-11 10:45:43 +08:00
parent 59651b802e
commit a26f848287
3 changed files with 78 additions and 8 deletions
@@ -0,0 +1,50 @@
+using Microsoft.VisualStudio.TestTools.UnitTesting;
+using YLErp.Modules.SwapModule.ReturnLegs;
+
+namespace UnitTestProject.Modules.SwapModule.ReturnLegs
+{
+    [TestClass]
+    public class MtmCalcTest
+    {
+        [TestMethod]
+        public void MarketValue_多头_为正()
+        {
+            // 标的价100 × 1000张 × 乘数1 × 多头(+1) = 100000
+            Assert.AreEqual(100_000m, MtmCalc.MarketValue(100m, 1000m, 1m, 1));
+        }
+
+        [TestMethod]
+        public void MarketValue_空头_为负()
+        {
+            // 空头 shortRatio=-1
+            Assert.AreEqual(-100_000m, MtmCalc.MarketValue(100m, 1000m, 1m, -1));
+        }
+
+        [TestMethod]
+        public void MarketValue_合约乘数10()
+        {
+            Assert.AreEqual(1_000_000m, MtmCalc.MarketValue(100m, 1000m, 10m, 1));
+        }
+
+        [TestMethod]
+        public void UnrealizedPnl_多头浮盈()
+        {
+            // (105-100) × 1000 × 1 × 1 × 1 = 5000
+            Assert.AreEqual(5000m, MtmCalc.UnrealizedPnl(105m, 100m, 1000m, 1m, 1, 1m));
+        }
+
+        [TestMethod]
+        public void UnrealizedPnl_多头浮亏()
+        {
+            // (95-100) × 1000 × 1 × 1 × 1 = -5000
+            Assert.AreEqual(-5000m, MtmCalc.UnrealizedPnl(95m, 100m, 1000m, 1m, 1, 1m));
+        }
+
+        [TestMethod]
+        public void UnrealizedPnl_空头反向()
+        {
+            // 空头: 价格跌=盈利 (95-100) × 1000 × 1 × (-1) × 1 = 5000
+            Assert.AreEqual(5000m, MtmCalc.UnrealizedPnl(95m, 100m, 1000m, 1m, -1, 1m));
+        }
+    }
+}