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Merge branch 'glms/feature/1.4.2' of http://git.yiliantech.com/gitlab/otc-dev/zszq-trs into glms/feature/1.4.2

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锦麟 王
2026-07-16 11:01:16 +08:00
parent 84703d1f4d 24266cfad4
commit a6238b7d86
2 changed files with 190 additions and 1 deletions
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UnitTestProject/Modules/SwapModule/SwapUnwindPrepayOrigVsRealBugTdd.cs
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using YLErp.DBModels;
using YLErp.DBModels.Enums;
namespace YLErp.Modules.SwapModule
{
/// <summary>
/// 多次部分平仓"返回预付金"默认显示仍是初始值 bug 的回归测试（根因修复后应为全绿）。
/// ---------------------------------------------------------------
/// 生产铁证 GLMS-20260701-0008（SwapTradeId=1993，dev DB 192.168.2.96 / glms_yltrs_ylcms）：
/// 预付金腿(InterestMode=5) 双轨记录——
/// orig 35798 (IsInitial=1, PosiDirection=0, InterestPrincipalFix=99,000) ← 期初腿，恒为初始值
/// real 35871 (IsInitial=0, PositionId=35798, InterestPrincipalFix=73,260) ← 实时腿，已扣减 2 次平仓(9,900+15,840)
///
/// 根因：GetUnwindInterests 的利息腿迭代源取 origPositions(IsInitial=1)，其预付金腿
/// InterestPrincipalFix 恒=99,000；而"当前剩余本金"73,260 存在 real 腿。GetInterests 算
/// closePrincipal = Fix × closePercent 与预付金计息基数 orginPv 都读 position.InterestPrincipalFix，
/// 于是多次部分平仓后打开平仓页，"返回预付金"仍按初始 99,000 计算——完全不对。
/// 首次平仓时 orig==real，掩盖了该 bug（解释"为何只修好一次部分平仓"）。
///
/// 修复：SwapDealService.ResolveInterestLegPositions —— 迭代源仍用 origPositions（保留
/// orig.id → eod_swap_position.PositionId 的日终匹配，全库 25,441 行 eod 均按 orig.id 归档，
/// 换 realPositions 会破坏 preEod 匹配导致利息重算错误），仅对预付金腿(初始5/追加6) Clone 覆盖
/// InterestPrincipalFix 为实时腿剩余本金。real 与 orig 通过 real.PositionId == orig.id 精确 1:1 关联。
///
/// 覆盖盲区说明：既有 SwapUnwindPrepayPrincipalBugTdd 的 19 个用例全部直接调 GetInterests
/// 并只喂一条 IsInitial=true 的持仓，完全绕过 GetUnwindInterests 的 orig-vs-real 选择逻辑，
/// 测不到本次 bug。本类直接单测抽出的纯函数 ResolveInterestLegPositions 以锁定该契约。
/// </summary>
[TestClass]
public class SwapUnwindPrepayOrigVsRealBugTdd
{
// 生产 GLMS-20260701-0008 精确值
private const long OrigId = 35798;
private const long RealId = 35871;
private const decimal InitialFix = 99_000m; // orig 腿初始本金
private const decimal RemainingFix = 73_260m; // real 腿剩余本金（已扣减 2 次平仓）
private static swap_position OrigPrepay(decimal fix = InitialFix, int mode = (int)InterestModeEnum.初始预付金)
=> new swap_position
{
id = OrigId,
SwapTradeId = 1993,
PosiDirection = 0, // 利息端（收/支）
InterestMode = mode,
InterestPrincipalFix = fix,
IsInitial = true,
Invalid = false
};
private static swap_position RealPrepay(long positionId = OrigId, decimal fix = RemainingFix, int mode = (int)InterestModeEnum.初始预付金)
=> new swap_position
{
id = RealId,
SwapTradeId = 1993,
PositionId = positionId, // 指向对应 orig 的 id
PosiDirection = 0,
InterestMode = mode,
InterestPrincipalFix = fix,
IsInitial = false,
Invalid = false
};
[TestMethod]
public void 多次部分平仓后_预付金腿本金应取实时腿剩余本金_而非原始腿初始值()
{
var origs = new List<swap_position> { OrigPrepay() };
var reals = new List<swap_position> { RealPrepay() };
var result = SwapDealService.ResolveInterestLegPositions(origs, reals);
Assert.AreEqual(1, result.Count, "应保留 1 条利息腿");
Assert.AreEqual(RemainingFix, result[0].InterestPrincipalFix,
"多次部分平仓后：预付金腿本金应=实时腿剩余本金 73,260，而非原始腿初始值 99,000（bug 症状）");
// 必须是 Clone，不能污染原始腿（原始腿要保留 99,000 供其他路径/审计）
Assert.AreEqual(InitialFix, origs[0].InterestPrincipalFix,
"修复必须走 Clone，绝不能就地改写 origPositions 的初始本金");
}
[TestMethod]
public void 首次平仓_实时腿等于原始腿_返回原始腿本身_零改动()
{
var origs = new List<swap_position> { OrigPrepay(InitialFix) };
var reals = new List<swap_position> { RealPrepay(fix: InitialFix) }; // 尚未平仓，real==orig
var result = SwapDealService.ResolveInterestLegPositions(origs, reals);
Assert.AreEqual(InitialFix, result[0].InterestPrincipalFix, "首次平仓 orig==real，本金保持初始值");
Assert.AreSame(origs[0], result[0], "orig==real 时不应克隆，直接返回原始腿本身（行为与修复前一致）");
}
[TestMethod]
public void 追加预付金腿_同样取实时腿剩余本金()
{
var origs = new List<swap_position> { OrigPrepay(InitialFix, (int)InterestModeEnum.追加预付金) };
var reals = new List<swap_position> { RealPrepay(fix: RemainingFix, mode: (int)InterestModeEnum.追加预付金) };
var result = SwapDealService.ResolveInterestLegPositions(origs, reals);
Assert.AreEqual(RemainingFix, result[0].InterestPrincipalFix,
"追加预付金(mode=6)与初始预付金(mode=5)同源修复，同样取实时腿剩余本金");
}
[TestMethod]
public void 非预付金腿_不受影响_始终保持原始腿本金()
{
// 标的期初全价(=9)等非预付金腿：即便 real 腿本金不同也不应被覆盖（其本金语义不同，不走此纠正）
var orig = OrigPrepay(InitialFix, (int)InterestModeEnum.标的期初全价);
var real = RealPrepay(fix: RemainingFix, mode: (int)InterestModeEnum.标的期初全价);
var result = SwapDealService.ResolveInterestLegPositions(
new List<swap_position> { orig }, new List<swap_position> { real });
Assert.AreEqual(InitialFix, result[0].InterestPrincipalFix, "非预付金腿本金不被实时腿覆盖");
Assert.AreSame(orig, result[0], "非预付金腿应原样返回，不克隆");
}
[TestMethod]
public void 无匹配实时腿_返回原始腿()
{
// real 腿 PositionId 指向别的 orig（或根本没有实时腿）→ 找不到匹配，保持原始腿
var origs = new List<swap_position> { OrigPrepay() };
var mismatched = new List<swap_position> { RealPrepay(positionId: 99999) };
var r1 = SwapDealService.ResolveInterestLegPositions(origs, mismatched);
Assert.AreEqual(InitialFix, r1[0].InterestPrincipalFix, "无匹配实时腿：保持原始腿初始本金");
var r2 = SwapDealService.ResolveInterestLegPositions(origs, new List<swap_position>());
Assert.AreEqual(InitialFix, r2[0].InterestPrincipalFix, "实时腿为空：保持原始腿初始本金");
var r3 = SwapDealService.ResolveInterestLegPositions(origs, null);
Assert.AreEqual(InitialFix, r3[0].InterestPrincipalFix, "实时腿为 null：应容错并保持原始腿初始本金");
}
[TestMethod]
public void 只保留利息腿_过滤掉标的腿()
{
// PosiDirection>0 的标的腿不属于利息端，应被过滤（与原实现 Where(PosiDirection==0) 一致）
var underlyingLeg = new swap_position
{
id = 40000, SwapTradeId = 1993, PosiDirection = 1,
InterestMode = (int)InterestModeEnum.标的期初全价, IsInitial = true, Invalid = false
};
var origs = new List<swap_position> { OrigPrepay(), underlyingLeg };
var reals = new List<swap_position> { RealPrepay() };
var result = SwapDealService.ResolveInterestLegPositions(origs, reals);
Assert.AreEqual(1, result.Count, "只应保留利息腿(PosiDirection==0)，标的腿被过滤");
Assert.AreEqual(OrigId, result[0].id, "保留的应是预付金利息腿");
Assert.AreEqual(RemainingFix, result[0].InterestPrincipalFix, "且其本金已对齐实时剩余本金");
}
}
}
YLErpDAL/Modules/SwapModule/SwapDealService.cs
+38 -1
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@@ -500,7 +500,10 @@ namespace YLErp.Modules.SwapModule
var allpositions = DbContext.swap_position.Where(x => x.SwapTradeId == tradeId && !x.Invalid).ToList();
var origPositions = allpositions.Where(x => x.IsInitial).ToList();
var realPostitions = allpositions.Where(x => !x.IsInitial).ToList();
var positions = origPositions.Where(x => x.PosiDirection == 0).ToList();
// 根因修复(多次部分平仓预付金返还错误)：见 ResolveInterestLegPositions 注释。
// 迭代源仍用 origPositions(保留 orig.id → eod_swap_position.PositionId 的日终匹配)，
// 仅对预付金腿以实时腿的剩余本金克隆覆盖，故此处不改任何日终匹配行为。
var positions = ResolveInterestLegPositions(origPositions, realPostitions);
var fpositions = origPositions.Where(x => x.PosiDirection > 0).ToList();
var longPositions = fpositions.Where(x => x.PositionType == (int)PositionTypeFlag.Long).ToList();
var shortPositions = fpositions.Where(x => x.PositionType == (int)PositionTypeFlag.Short).ToList();
@@ -521,6 +524,40 @@ namespace YLErp.Modules.SwapModule
return interests;
}
/// <summary>
/// 解析利息腿(PosiDirection==0)持仓，供 GetUnwindInterests 使用。抽为纯函数以便无库单测。
/// <para>根因(多次部分平仓预付金返还错误)：预付金腿(初始/追加)的"当前剩余本金"存于实时持仓
/// realPositions.InterestPrincipalFix，每次平仓由 UpdateInitalPosition 递减；而原始腿
/// origPositions(IsInitial=1)的 InterestPrincipalFix 恒为初始值。GetInterests 算
/// closePrincipal = Fix × closePercent 与预付金计息基数 orginPv(InitSwapDealInterest) 时都读
/// position.InterestPrincipalFix，若沿用原始腿，会在多次部分平仓后仍返还/计算初始本金(如始终 99000)。</para>
/// <para>修复：迭代源仍用 origPositions(保留 orig.id → eod_swap_position.PositionId 的日终匹配，
/// 全库实测 eod 均按 orig.id 归档；若换 realPositions 会破坏 preEod 匹配导致利息重算错误)，仅对预付金腿
/// Clone 覆盖其本金值为实时腿的剩余本金。real 与 orig 通过 real.PositionId == orig.id 精确 1:1 关联。
/// 首次平仓时 orig==real 行为不变；仅在发生过部分平仓后 real≠orig 时用实时腿本金纠正。</para>
/// </summary>
/// <param name="origPositions">原始腿(IsInitial=1)全集</param>
/// <param name="realPositions">实时腿(IsInitial=0)全集，其 PositionId 指向对应 orig 的 id</param>
/// <returns>利息腿(PosiDirection==0)列表：预付金腿本金已对齐实时剩余本金，其余保持原始腿</returns>
public static List<swap_position> ResolveInterestLegPositions(List<swap_position> origPositions, List<swap_position> realPositions)
{
realPositions ??= new List<swap_position>();
return origPositions.Where(x => x.PosiDirection == 0).Select(p =>
{
if (p.InterestMode == (int)InterestModeEnum.初始预付金 || p.InterestMode == (int)InterestModeEnum.追加预付金)
{
var realLeg = realPositions.FirstOrDefault(r => r.PositionId == p.id);
if (realLeg != null && realLeg.InterestPrincipalFix != p.InterestPrincipalFix)
{
var clone = p.Clone();
clone.InterestPrincipalFix = realLeg.InterestPrincipalFix;
return clone;
}
}
return p;
}).ToList();
}
/// <summary>
/// 获取利息腿"已通过历史互换结出的累计利息"（用于复利重算时扣除，类比分红的 CalcConsumedDividend）。
/// 数据源为事件级 swap_flow_event.InterestAmount（互换/自动互换 完成态事件，互换当时即落库，不依赖日终归档）。