feat(bond): 支持债券与股票基金公司行为现金流计算的差异化处理 - init2
- 修改 CalcPayment 方法添加 useBondPriceScale 参数区分债券和股票/基金的金额计算口径 - 债券利息按每100元面值票息通过BondPriceConverter转为入库金额，股票基金分红直接计算 - 在BondPaymentService中添加详细的参数说明文档注释 - 更新SwapDealService中分红计算逻辑，根据标的类型自动选择合适的金额转换方式 - 新增CorporateActionEventLifecycleTest单元测试验证公司行为事件生命周期管理 - 添加SplitCorporateActionTddTest测试验证拆合股功能 - 优化FundCorporateActionRollbackAndUnwindTest扩展到股票类型测试 - 更新前端OperationHistory页面表格列宽和显示格式支持更长的说明信息
This commit is contained in:
张名锐
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using System;
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using System.Collections.Generic;
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using System.Linq;
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using Newtonsoft.Json;
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using Microsoft.VisualStudio.TestTools.UnitTesting;
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using YLErp.DBModels;
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using YLErp.DBModels.Consts;
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namespace YLErp.Modules.SwapModule
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{
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[TestClass]
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public class CorporateActionEventLifecycleTest
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{
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// 8/14 登记日只创建 Applied=false 的待生效事件；8/17 真实生效日补齐
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// 同一事件的调整前后快照并标记 Applied=true。
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private static readonly DateTime RecordDate = new DateTime(2026, 8, 14);
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private static readonly DateTime EffectiveDate = new DateTime(2026, 8, 17);
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[TestMethod]
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public void RegistrationSnapshot_IsPending_AndKeepsBeforeFields()
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{
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var info = CreateAction(77, ConsGlobal.InstrumentType.Stock);
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var before = CreateEodPosition(9, info.UnderlyingCode, 1000m, 100m);
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var snapshot = SwapEodPositionService.BuildCorporateActionEventData(
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info,
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before,
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null,
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applied: false);
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Assert.AreEqual(77, snapshot.ExDividendInfoId);
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Assert.AreEqual(9L, snapshot.PositionId);
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Assert.AreEqual(1000m, snapshot.BeforeQuantity);
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Assert.AreEqual(100m, snapshot.BeforePrice);
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Assert.AreEqual(100000m, snapshot.BeforeNotional);
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Assert.AreEqual(0m, snapshot.AfterQuantity);
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Assert.IsFalse(snapshot.Applied);
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var reason = SwapEventService.BuildCorporateActionEventReason(snapshot);
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StringAssert.Contains(reason, "BeforeQuantity=1000");
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StringAssert.Contains(reason, "AfterQuantity=0");
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}
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[TestMethod]
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public void EffectiveSnapshot_ContainsAfterFields_AndSupportsStockAndFund()
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{
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var info = CreateAction(78, ConsGlobal.InstrumentType.Fund);
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var before = CreateEodPosition(10, info.UnderlyingCode, 1000m, 100m);
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var after = CreateEodPosition(10, info.UnderlyingCode, 2000m, 50m);
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var snapshot = SwapEodPositionService.BuildCorporateActionEventData(
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info,
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before,
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after,
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applied: true);
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Assert.AreEqual(1000m, snapshot.BeforeQuantity);
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Assert.AreEqual(100m, snapshot.BeforePrice);
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Assert.AreEqual(2000m, snapshot.AfterQuantity);
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Assert.AreEqual(50m, snapshot.AfterPrice);
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Assert.AreEqual(100000m, snapshot.AfterNotional);
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Assert.IsTrue(snapshot.Applied);
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Assert.IsTrue(SwapEodPositionService.IsCorporateActionInstrument(ConsGlobal.InstrumentType.Stock));
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Assert.IsTrue(SwapEodPositionService.IsCorporateActionInstrument(ConsGlobal.InstrumentType.Fund));
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Assert.IsFalse(SwapEodPositionService.IsCorporateActionInstrument(ConsGlobal.InstrumentType.TBonds));
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}
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[TestMethod]
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public void Rerun_DoesNotCreateDuplicateCorporateActionEvent()
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{
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var info = CreateAction(79, ConsGlobal.InstrumentType.Stock);
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var snapshot = SwapEodPositionService.BuildCorporateActionEventData(
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info,
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CreateEodPosition(11, info.UnderlyingCode, 1000m, 100m),
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null,
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applied: false);
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var existing = new swap_event
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{
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SwapTradeId = 100,
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EventType = (int)SwapEventTypeEnum.公司行为,
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EventData = JsonConvert.SerializeObject(snapshot),
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Invalid = false
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};
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Assert.IsFalse(SwapEodPositionService.ShouldCreateCorporateActionEvent(
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new[] { existing },
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info,
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11L));
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}
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[TestMethod]
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public void LegacyEventWithoutExDividendInfoId_DoesNotBlockCurrentEvent()
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{
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var info = CreateAction(79, ConsGlobal.InstrumentType.Stock);
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var legacySnapshot = SwapEodPositionService.BuildCorporateActionEventData(
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info,
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CreateEodPosition(11, info.UnderlyingCode, 1000m, 100m),
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null,
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applied: false);
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legacySnapshot.ExDividendInfoId = 0;
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var legacyEvent = new swap_event
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{
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SwapTradeId = 100,
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EventType = (int)SwapEventTypeEnum.公司行为,
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EventData = JsonConvert.SerializeObject(legacySnapshot),
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Invalid = false
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};
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Assert.IsTrue(SwapEodPositionService.ShouldCreateCorporateActionEvent(
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new[] { legacyEvent },
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info,
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11L));
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}
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[TestMethod]
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public void OperationHistory_FiltersPendingCorporateActionOnly()
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{
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var info = CreateAction(80, ConsGlobal.InstrumentType.Stock);
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var pendingData = SwapEodPositionService.BuildCorporateActionEventData(
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info,
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CreateEodPosition(12, info.UnderlyingCode, 1000m, 100m),
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null,
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applied: false);
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var appliedData = SwapEodPositionService.BuildCorporateActionEventData(
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info,
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CreateEodPosition(13, info.UnderlyingCode, 1000m, 100m),
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CreateEodPosition(13, info.UnderlyingCode, 2000m, 50m),
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applied: true);
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var events = new List<swap_event>
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{
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new swap_event { id = 1, EventType = (int)SwapEventTypeEnum.公司行为, EventData = JsonConvert.SerializeObject(pendingData) },
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new swap_event { id = 2, EventType = (int)SwapEventTypeEnum.公司行为, EventData = JsonConvert.SerializeObject(appliedData) },
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new swap_event { id = 3, EventType = (int)SwapEventTypeEnum.互换, EventData = "{}" }
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};
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var visible = SwapEventService.FilterOperationHistory(events);
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Assert.AreEqual(2, visible.Count);
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CollectionAssert.DoesNotContain(visible.Select(x => x.id).ToList(), 1L);
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CollectionAssert.Contains(visible.Select(x => x.id).ToList(), 2L);
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CollectionAssert.Contains(visible.Select(x => x.id).ToList(), 3L);
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}
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[TestMethod]
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public void EffectiveCorporateAction_AdjustsStockQuantityAndPrice()
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{
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var position = new swap_position
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{
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PositionId = 14,
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PosiDirection = 1,
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UnderlyingInstrumentType = ConsGlobal.InstrumentType.Stock,
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UnderlyingCode = "STOCK.TEST",
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PosiQuantity = 1000m,
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PosiGrossPrice = 100m,
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PosiNetPrice = 100m,
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ContractSize = 1m
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};
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var info = CreateAction(81, ConsGlobal.InstrumentType.Stock);
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info.GiveShareAmount = 10m;
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var applied = SwapEodPositionService.ApplyFundCorporateActionToPosition(
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position,
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info,
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100m,
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0m);
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Assert.IsTrue(applied);
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Assert.AreEqual(2000m, position.PosiQuantity);
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Assert.AreEqual(50m, position.PosiGrossPrice);
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Assert.AreEqual(100000m, position.PosiNotionalValue);
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}
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[TestMethod]
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public void Lifecycle_RegistrationIsIdempotent_ThenEffectiveUpdatesSameEvent()
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{
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var info = CreateAction(82, ConsGlobal.InstrumentType.Stock);
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var before = CreateEodPosition(15, info.UnderlyingCode, 1000m, 100m);
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var after = CreateEodPosition(15, info.UnderlyingCode, 2000m, 50m);
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var service = new EventRecordingService();
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var trade = new trade { id = 100 };
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service.Record(
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trade,
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new[] { before },
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Array.Empty<eod_swap_position>(),
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new[] { info },
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Array.Empty<ex_dividend_info>(),
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RecordDate);
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service.Record(
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trade,
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new[] { before },
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Array.Empty<eod_swap_position>(),
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new[] { info },
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Array.Empty<ex_dividend_info>(),
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RecordDate);
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Assert.AreEqual(1, service.Events.Count);
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Assert.AreEqual(1000m, before.PosiQuantity, "登记日不能改持仓数量");
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Assert.AreEqual(100m, before.PosiGrossPrice, "登记日不能改持仓价格");
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var pending = JsonConvert.DeserializeObject<CorporateActionEventData>(service.Events[0].EventData);
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Assert.IsFalse(pending.Applied);
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Assert.AreEqual(RecordDate, service.Events[0].ValueDate.Date);
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service.Record(
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trade,
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new[] { after },
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new[] { before },
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Array.Empty<ex_dividend_info>(),
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new[] { info },
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EffectiveDate);
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Assert.AreEqual(1, service.Events.Count, "生效日应更新原事件而非新增事件");
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Assert.AreEqual(1, service.UpdateCount);
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var applied = JsonConvert.DeserializeObject<CorporateActionEventData>(service.Events[0].EventData);
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Assert.IsTrue(applied.Applied);
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Assert.AreEqual(1000m, applied.BeforeQuantity);
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Assert.AreEqual(2000m, applied.AfterQuantity);
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Assert.AreEqual(50m, applied.AfterPrice);
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Assert.AreEqual(RecordDate, service.Events[0].ValueDate.Date);
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}
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private sealed class EventRecordingService : TestableSwapEodPositionService
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{
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public List<swap_event> Events { get; } = new List<swap_event>();
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public int UpdateCount { get; private set; }
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public EventRecordingService()
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: base(nameof(CorporateActionEventLifecycleTest))
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{
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}
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protected override List<swap_event> FindCorporateActionEvents(int swapTradeId)
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{
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return Events;
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}
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protected override swap_event AddSwapEvent(
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DateTime tradeDate,
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int swapTradeId,
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int eventType,
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string data,
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int clientCashId,
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bool save,
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string reason)
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{
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return new swap_event { id = Events.Count + 1 };
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}
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protected override void UpdateCorporateActionEventRecord(swap_event swapEvent)
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{
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UpdateCount++;
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}
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public void Record(
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trade trade,
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IReadOnlyCollection<eod_swap_position> current,
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IReadOnlyCollection<eod_swap_position> previous,
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IReadOnlyCollection<ex_dividend_info> registration,
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IReadOnlyCollection<ex_dividend_info> effective,
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DateTime settleDate)
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{
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RecordCorporateActionEvents(
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trade,
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current,
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previous,
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registration,
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effective,
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settleDate);
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}
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}
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private static ex_dividend_info CreateAction(int id, string instrumentType)
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{
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return new ex_dividend_info
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{
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id = id,
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UnderlyingCode = instrumentType == ConsGlobal.InstrumentType.Fund ? "FUND.TEST" : "STOCK.TEST",
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ExDividendDate = RecordDate,
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EffectiveDate = EffectiveDate,
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GiveShareAmount = 0m,
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GiveCashAmount = 0m,
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ValidStatus = true
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};
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}
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private static eod_swap_position CreateEodPosition(long positionId, string code, decimal quantity, decimal price)
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{
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return new eod_swap_position
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{
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PositionId = positionId,
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UnderlyingCode = code,
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UnderlyingInstrumentType = ConsGlobal.InstrumentType.Stock,
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PosiQuantity = quantity,
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PosiGrossPrice = price,
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PosiNotionalValue = quantity * price,
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PosiNetPrice = price,
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ContractSize = 1m,
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PosiDirection = 1,
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PositionType = 1
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};
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}
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}
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}
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