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
2026-08-19 17:48:34 +08:00
parent ddf233678d
commit aa3548e77f
19 changed files with 1342 additions and 104 deletions
@@ -0,0 +1,197 @@
+using System.Reflection;
+using YLErp.DBModels;
+using YLErp.DBModels.Enums;
+using YLErp.Modules.TradeModule.DealModule;
+
+namespace YLErp.Modules.SwapModule
+{
+    [TestClass]
+    public class SplitCorporateActionTddTest
+    {
+        [TestMethod]
+        public void SplitTenScalesQuantityAndPriceByTen()
+        {
+            var position = CreateFundPosition();
+            var info = CreateCorporateAction(split: 10m);
+
+            Assert.IsTrue(SwapEodPositionService.ApplyFundCorporateActionToPosition(
+                position, info, 100m, 0m));
+
+            Assert.AreEqual(1000m, position.PosiQuantity);
+            Assert.AreEqual(10m, position.PosiGrossPrice);
+        }
+
+        [TestMethod]
+        public void SplitPointOneScalesQuantityAndPriceByPointOne()
+        {
+            var position = CreateFundPosition();
+            var info = CreateCorporateAction(split: 0.1m);
+
+            Assert.IsTrue(SwapEodPositionService.ApplyFundCorporateActionToPosition(
+                position, info, 100m, 0m));
+
+            Assert.AreEqual(10m, position.PosiQuantity);
+            Assert.AreEqual(1000m, position.PosiGrossPrice);
+        }
+
+        [TestMethod]
+        public void GiveShareTenWithNullSplitUsesCompatibleFactorTwo()
+        {
+            var position = CreateFundPosition();
+            var info = CreateCorporateAction(giveShare: 10m, split: null);
+
+            Assert.IsTrue(SwapEodPositionService.ApplyFundCorporateActionToPosition(
+                position, info, 100m, 0m));
+
+            Assert.AreEqual(200m, position.PosiQuantity);
+            Assert.AreEqual(50m, position.PosiGrossPrice);
+        }
+
+        [TestMethod]
+        public void GiveShareFiveAndSplitTwoHaveCombinedFactorThree()
+        {
+            var position = CreateFundPosition();
+            var info = CreateCorporateAction(giveShare: 5m, split: 2m);
+
+            // (1 + 5 / 10) * 2 = 3：100 份/100 元变为 300 份/约 33.333333333 元。
+            Assert.IsTrue(SwapEodPositionService.ApplyFundCorporateActionToPosition(
+                position, info, 100m, 0m));
+
+            Assert.AreEqual(300m, position.PosiQuantity);
+            Assert.IsTrue(Math.Abs(position.PosiGrossPrice - 33.333333333m) < 0.000000001m);
+        }
+
+        [TestMethod]
+        public void CashAmountDoesNotChangeTrsFundInitialPriceFactor()
+        {
+            var position = CreateFundPosition();
+            var info = CreateCorporateAction(cash: 10m);
+
+            Assert.IsTrue(SwapEodPositionService.ApplyFundCorporateActionToPosition(
+                position, info, 100m, 0m));
+
+            Assert.AreEqual(100m, position.PosiQuantity);
+            Assert.AreEqual(100m, position.PosiGrossPrice);
+        }
+
+        [TestMethod]
+        public void RationedSharesUseExcelPriceRatioForTrsQuantity()
+        {
+            var position = CreateFundPosition();
+            var info = CreateCorporateAction(
+                rationedSharesAmount: 1m,
+                rationedSharesPrice: 50m);
+
+            Assert.IsTrue(SwapEodPositionService.ApplyFundCorporateActionToPosition(
+                position, info, 100m, 0m));
+
+            // Excel L-N：L=(100*10+1*50)/(10+1)=95.4545...，M=100/L；
+            // 因此数量和价格分别按 Q'=Q*M、P'=P/M 调整。
+            Assert.IsTrue(Math.Abs(position.PosiQuantity - 104.761904761905m) < 0.000000000001m);
+            Assert.IsTrue(Math.Abs(position.PosiGrossPrice - 95.454545455m) < 0.000000001m);
+        }
+
+        [TestMethod]
+        public void ZeroSplitIsRejected()
+        {
+            var info = CreateCorporateAction(split: 0m);
+
+            Assert.ThrowsException<ArgumentOutOfRangeException>(() =>
+                SwapEodPositionService.ApplyFundCorporateActionToPosition(
+                    CreateFundPosition(), info, 100m, 0m));
+        }
+
+        [TestMethod]
+        public void NegativeSplitIsRejected()
+        {
+            var info = CreateCorporateAction(split: -1m);
+
+            Assert.ThrowsException<ArgumentOutOfRangeException>(() =>
+                SwapEodPositionService.ApplyFundCorporateActionToPosition(
+                    CreateFundPosition(), info, 100m, 0m));
+        }
+
+        [TestMethod]
+        public void MissingSplitDoesNotClearExistingSplitDuringMerge()
+        {
+            var target = CreateCorporateAction(split: 10m);
+            var source = CreateCorporateAction(split: null);
+
+            InvokeMerge(target, source);
+
+            Assert.AreEqual(10m, GetSplit(target));
+        }
+
+        [TestMethod]
+        public void ExplicitSplitOneOverridesExistingSplitDuringMerge()
+        {
+            var target = CreateCorporateAction(split: 10m);
+            var source = CreateCorporateAction(split: 1m);
+
+            InvokeMerge(target, source);
+
+            Assert.AreEqual(1m, GetSplit(target));
+        }
+
+        private static ex_dividend_info CreateCorporateAction(
+            decimal cash = 0m,
+            decimal giveShare = 0m,
+            decimal? split = null,
+            decimal rationedSharesAmount = 0m,
+            decimal rationedSharesPrice = 0m)
+        {
+            var info = new ex_dividend_info
+            {
+                UnderlyingCode = "FUND.TEST",
+                ExDividendDate = new DateTime(2026, 8, 14),
+                EffectiveDate = new DateTime(2026, 8, 17),
+                GiveCashAmount = cash,
+                GiveShareAmount = giveShare,
+                RationedSharesAmount = rationedSharesAmount,
+                RationedSharesPrice = rationedSharesPrice,
+                ValidStatus = true
+            };
+            SetSplit(info, split);
+            return info;
+        }
+
+        private static swap_position CreateFundPosition()
+        {
+            return new swap_position
+            {
+                PosiDirection = 1,
+                UnderlyingInstrumentType = ConsGlobal.InstrumentType.Fund,
+                UnderlyingCode = "FUND.TEST",
+                PosiQuantity = 100m,
+                PosiGrossPrice = 100m,
+                PosiNetPrice = 100m,
+                PosiNetFeePrice = 100m,
+                PosiNetNoFeePrice = 100m,
+                ContractSize = 1m
+            };
+        }
+
+        private static void SetSplit(ex_dividend_info info, decimal? value)
+        {
+            var property = typeof(ex_dividend_info).GetProperty("Split");
+            Assert.IsNotNull(property, "ex_dividend_info.Split 尚未实现");
+            property.SetValue(info, value);
+        }
+
+        private static decimal? GetSplit(ex_dividend_info info)
+        {
+            var property = typeof(ex_dividend_info).GetProperty("Split");
+            Assert.IsNotNull(property, "ex_dividend_info.Split 尚未实现");
+            return (decimal?)property.GetValue(info);
+        }
+
+        private static void InvokeMerge(ex_dividend_info target, ex_dividend_info source)
+        {
+            var method = typeof(DividendService).GetMethod(
+                "MergeNonZeroDividendValues",
+                BindingFlags.Static | BindingFlags.NonPublic);
+            Assert.IsNotNull(method, "公司行为存量合并方法不存在");
+            method.Invoke(null, new object[] { target, source });
+        }
+    }
+}