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fix(bond): #JTZG-136 国联民生-有期间付息，自动互换的的时候互换日期不正确

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- 将 BondPaymentService.GetBondPayments 方法的过滤条件从 reg_date 改为 payment_date
- 更新相关日志信息显示 [分红-付息日口径] 替代 [分红-登记日口径]
- 修正单元测试中的注释和变量名，统一使用 payment_date 口径描述
- 修改测试数据构造，验证按实际付息日进行票息计提的逻辑
- 更新相关文档注释，明确日期口径变更的具体实现方式
This commit is contained in:
张名锐
2026-08-26 13:40:59 +08:00
parent 1c879c0b65
commit ac7b04e79d
4 changed files with 143 additions and 185 deletions
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UnitTestProject/Modules/SwapModule/GLMS20260105_0006_RegisterDateDividendTest.cs
+66 -76
View File
@@ -3,13 +3,10 @@ using YLErp.Modules.EodModule;
namespace YLErp.Modules.SwapModule
{
/// <summary>
/// GLMS-20260105-0006 回归：债券 TRS 登记日当天手动平仓/互换，分红收益应为 36160 而非 0。
/// 根因双成因：
/// A. BondPaymentService.GetBondPayments 用支付日(pay_date_PL/pay_date_act)而非债权登记日(reg_date)判定谁享有票息
/// -> 登记日(4/3)当日 EOD 不计提，跨过支付日(4/6)才计提（巧合：4/4-4/5周末，下一交易日恰=支付日，掩盖缺陷）
/// B. SwapDealService.GetPreEodDividendSum 用 ValueDate 严格小于 dealDate 读 T-1 EOD 快照
/// -> 登记日当天手动平仓读不到当日 EOD，拿到 0
/// 本文件用手工合成内存数据（不连 96 库），通过 virtual seam 注入，真实跑生产日期逻辑。
/// 债券 TRS 付息日（payment_date）分红测试。
/// 验证：
/// A. BondPaymentService.GetBondPayments 用实际付息日(payment_date)判定付息归属
/// B. SwapDealService.GetPreEodDividendSum 读 EOD 快照
/// </summary>
[TestClass]
public class GLMS20260105_0006_RegisterDateDividendTest
@@ -21,12 +18,12 @@ namespace YLErp.Modules.SwapModule
private const decimal PaymentPer100 = 0.1808m;
private const decimal ExpectedDividend = 36_160m; // 20,000,000 × 0.1808 / 100
// 付息日历（截图）：登记日 4/3，支付日 4/6
// 付息日历：登记日 4/3，支付日 4/6
private static readonly DateTime RegDate = new(2026, 4, 3);
private static readonly DateTime PayDate = new(2026, 4, 6);
private static readonly DateTime PreRegDate = new(2026, 4, 2);
private static readonly DateTime PrePayDate = new(2026, 4, 5);
// 多次付息日历（截图：债券 230004.IB，每期票息 0.1808，共 5 次登记日）
// 多次付息日历：债券 230004.IB，每期票息 0.1808，共 5 次付息日
private static readonly DateTime[] RegDates = {
new(2026, 2, 28), new(2026, 4, 3), new(2026, 4, 29),
new(2026, 5, 29), new(2026, 6, 29)
@@ -48,30 +45,28 @@ namespace YLErp.Modules.SwapModule
}
[TestMethod]
public void CauseA_登记日当日EOD_应按登记日口径选中付息记录()
public void CauseA_付息日当日EOD_应按付息日口径选中付息记录()
{
var record = new BondPayment
{
underlyingCode = BondCode,
reg_date = RegDate, // 债权登记日 4/3（关键：分红归属按此判定）
reg_date = RegDate, // 债权登记日 4/3
payment_date_pl = PayDate, // 理论付息日 4/6
payment_date = PayDate, // 实际付息日 4/6
payment_interest = PaymentPer100
};
var svc = new TestableBondPaymentService(new List<BondPayment> { record });
// 登记日当日的 EOD 计提区间 (4/2, 4/3]
var payments = svc.GetBondPayments(BondCode, PreRegDate, RegDate);
// 付息日当日的 EOD 计提区间 (4/5, 4/6]
var payments = svc.GetBondPayments(BondCode, PrePayDate, PayDate);
// 修复前：用支付日(pay_date_PL=4/6)过滤 -> 4/6 不在 (4/2,4/3] -> 0 条（漏计分红）
// 修复后：用债权登记日(reg_date=4/3)过滤 -> 4/3 落在区间 -> 1 条（GLMS-20260105-0006 已修复）
// 按支付日(payment_date=4/6)过滤 -> 4/6 落在区间 -> 1 条
Assert.AreEqual(1, payments.Count,
"登记日(4/3)当日 EOD 应按债权登记日(reg_date)选中该笔付息；" +
"当前按支付日(pay_date_PL=4/6)过滤会漏选->0条，导致分红不计提。");
"付息日(4/6)当日 EOD 应按实际付息日(payment_date)选中该笔付息。");
}
[TestMethod]
public void CauseA_MultiRegDate_跨登记日区间命中正确子集()
public void CauseA_MultiRegDate_跨付息日区间命中正确子集()
{
var records = Enumerable.Range(0, 5).Select(i => new BondPayment
{
@@ -83,25 +78,25 @@ namespace YLErp.Modules.SwapModule
}).ToList();
var svc = new TestableBondPaymentService(records);
// 单次窗口：每个登记日各自命中 1 条（验证按 reg_date 过滤，非支付日）
// 单次窗口：每个付息日各自命中 1 条（验证按 payment_date 过滤）
for (int i = 0; i < 5; i++)
{
var prev = i == 0 ? RegDates[i].AddDays(-1) : RegDates[i - 1];
var hit = svc.GetBondPayments(BondCode, prev, RegDates[i]);
Assert.AreEqual(1, hit.Count, $"窗口({prev:yyyy-MM-dd},{RegDates[i]:yyyy-MM-dd}] 应仅命中登记日 {RegDates[i]:yyyy-MM-dd} 那条");
Assert.AreEqual(RegDates[i], hit[0].reg_date, "命中的应是该登记日记录");
var prev = i == 0 ? PayDates[i].AddDays(-1) : PayDates[i - 1];
var hit = svc.GetBondPayments(BondCode, prev, PayDates[i]);
Assert.AreEqual(1, hit.Count, $"窗口({prev:yyyy-MM-dd},{PayDates[i]:yyyy-MM-dd}] 应仅命中付息日 {PayDates[i]:yyyy-MM-dd} 那条");
Assert.AreEqual(PayDates[i], hit[0].payment_date, "命中的应是该付息日记录");
}
// 长区间应命中全部 5 条，不漏不混
var all = svc.GetBondPayments(BondCode, RegDates[0].AddDays(-1), RegDates[4]);
Assert.AreEqual(5, all.Count, "长区间(登记日1前,登记日5] 应命中全部 5 次付息");
var all = svc.GetBondPayments(BondCode, PayDates[0].AddDays(-1), PayDates[4]);
Assert.AreEqual(5, all.Count, "长区间(付息日1前,付息日5] 应命中全部 5 次付息");
// 跨登记日中间区间：(4/2, 4/29] 应命中 4/3 与 4/29 两条（不含 2/28、5/29、6/29）
var mid = svc.GetBondPayments(BondCode, new DateTime(2026, 4, 2), new DateTime(2026, 4, 29));
Assert.AreEqual(2, mid.Count, "(4/2,4/29] 应命中 4/3+4/29 两条");
// 跨付息日中间区间：(4/5, 4/30] 应命中 4/6 与 4/30 两条（不含 3/2、6/1、6/30）
var mid = svc.GetBondPayments(BondCode, new DateTime(2026, 4, 5), new DateTime(2026, 4, 30));
Assert.AreEqual(2, mid.Count, "(4/5,4/30] 应命中 4/6+4/30 两条");
CollectionAssert.AreEquivalent(
new[] { new DateTime(2026, 4, 3), new DateTime(2026, 4, 29) },
mid.Select(x => x.reg_date!.Value).ToArray());
new[] { new DateTime(2026, 4, 6), new DateTime(2026, 4, 30) },
mid.Select(x => x.payment_date!.Value).ToArray());
}
[TestMethod]
@@ -117,8 +112,8 @@ namespace YLErp.Modules.SwapModule
}).ToList();
var svc = new TestableBondPaymentService(records);
// 长区间取全部 5 期，CalcPayment 应累加 = 5 × 36160 = 180,800（原测试仅覆盖单期）
var payments = svc.GetBondPayments(BondCode, RegDates[0].AddDays(-1), RegDates[4]);
// 长区间取全部 5 期，CalcPayment 应累加 = 5 × 36160 = 180,800
var payments = svc.GetBondPayments(BondCode, PayDates[0].AddDays(-1), PayDates[4]);
var total = svc.CalcPayment(payments, Qty, 1, 1);
Assert.AreEqual(5 * ExpectedDividend, total, 0.01m,
"5 期票息累加应为 5 × 36,160 = 180,800；单期口径会漏计其余 4 期");
@@ -146,88 +141,83 @@ namespace YLErp.Modules.SwapModule
}
[TestMethod]
public void CauseB_登记日当天手动平仓_应读到当日EOD分红36160()
public void CauseB_付息日当天手动平仓_应读到当日EOD分红36160()
{
// 4/2 EOD：累计分红 0；4/3 EOD（登记日）：累计分红 36160（即登记日应有的状态）
// 4/5 EOD：累计分红 0；4/6 EOD（付息日）：累计分红 36160
var eodSwaps = new List<eod_swap>
{
new eod_swap { SwapTradeId = TradeId, ValueDate = PreRegDate },
new eod_swap { SwapTradeId = TradeId, ValueDate = RegDate }
new eod_swap { SwapTradeId = TradeId, ValueDate = PrePayDate },
new eod_swap { SwapTradeId = TradeId, ValueDate = PayDate }
};
var eodPositions = new List<eod_swap_position>
{
new eod_swap_position { SwapTradeId = TradeId, PositionId = PositionId, ValueDate = PreRegDate, PosiDividendSum = 0m, PosiQuantity = Qty },
new eod_swap_position { SwapTradeId = TradeId, PositionId = PositionId, ValueDate = RegDate, PosiDividendSum = ExpectedDividend, PosiQuantity = Qty }
new eod_swap_position { SwapTradeId = TradeId, PositionId = PositionId, ValueDate = PrePayDate, PosiDividendSum = 0m, PosiQuantity = Qty },
new eod_swap_position { SwapTradeId = TradeId, PositionId = PositionId, ValueDate = PayDate, PosiDividendSum = ExpectedDividend, PosiQuantity = Qty }
};
var svc = new TestableSwapDealService(eodSwaps, eodPositions);
// 登记日(4/3)当天手动平仓
var dividend = svc.ExposeGetPreEodDividendSum(TradeId, PositionId, RegDate);
// 付息日(4/6)当天手动平仓
var dividend = svc.ExposeGetPreEodDividendSum(TradeId, PositionId, PayDate);
// 修复前：ValueDate 严格小于 dealDate 读 T-1(4/2) -> 0（漏读当日分红）
// 修复后：ValueDate 小于等于 dealDate 读当日(4/3) -> 36160（GLMS-20260105-0006 已修复）
Assert.AreEqual(ExpectedDividend, dividend, 0.01m,
"登记日(4/3)当天手动平仓应读到当日 EOD 累计分红 36,160；" +
"当前 GetPreEodDividendSum 用 ValueDate < dealDate 读 T-1 快照->0。");
"付息日(4/6)当天手动平仓应读到当日 EOD 累计分红 36,160。");
}
[TestMethod]
public void CauseB_MultiRegDate_Auto实现归0后下次登记日重新累加()
public void CauseB_MultiRegDate_Auto实现归0后下次付息日重新累加()
{
// 模拟：登记日1(2/28)计提 36160 → auto互换实现归0(3/1) → 登记日2(4/3)再计提 36160
// 模拟：付息日1(3/2)计提 36160 → auto互换实现归0(3/3) → 付息日2(4/6)再计提 36160
var eodSwaps = new List<eod_swap>
{
new eod_swap { SwapTradeId = TradeId, ValueDate = new DateTime(2026,2,27) },
new eod_swap { SwapTradeId = TradeId, ValueDate = new DateTime(2026,2,28) },
new eod_swap { SwapTradeId = TradeId, ValueDate = new DateTime(2026,3,1) },
new eod_swap { SwapTradeId = TradeId, ValueDate = new DateTime(2026,4,2) },
new eod_swap { SwapTradeId = TradeId, ValueDate = new DateTime(2026,4,3) },
new eod_swap { SwapTradeId = TradeId, ValueDate = new DateTime(2026,3,2) },
new eod_swap { SwapTradeId = TradeId, ValueDate = new DateTime(2026,3,3) },
new eod_swap { SwapTradeId = TradeId, ValueDate = new DateTime(2026,4,5) },
new eod_swap { SwapTradeId = TradeId, ValueDate = new DateTime(2026,4,6) },
};
var eodPositions = new List<eod_swap_position>
{
new eod_swap_position { SwapTradeId = TradeId, PositionId = PositionId, ValueDate = new DateTime(2026,2,27), PosiDividendSum = 0m, PosiQuantity = Qty },
new eod_swap_position { SwapTradeId = TradeId, PositionId = PositionId, ValueDate = new DateTime(2026,2,28), PosiDividendSum = ExpectedDividend, PosiQuantity = Qty },
new eod_swap_position { SwapTradeId = TradeId, PositionId = PositionId, ValueDate = new DateTime(2026,3,1), PosiDividendSum = 0m, PosiQuantity = Qty },
new eod_swap_position { SwapTradeId = TradeId, PositionId = PositionId, ValueDate = new DateTime(2026,4,2), PosiDividendSum = 0m, PosiQuantity = Qty },
new eod_swap_position { SwapTradeId = TradeId, PositionId = PositionId, ValueDate = new DateTime(2026,4,3), PosiDividendSum = ExpectedDividend, PosiQuantity = Qty },
new eod_swap_position { SwapTradeId = TradeId, PositionId = PositionId, ValueDate = new DateTime(2026,3,2), PosiDividendSum = ExpectedDividend, PosiQuantity = Qty },
new eod_swap_position { SwapTradeId = TradeId, PositionId = PositionId, ValueDate = new DateTime(2026,3,3), PosiDividendSum = 0m, PosiQuantity = Qty },
new eod_swap_position { SwapTradeId = TradeId, PositionId = PositionId, ValueDate = new DateTime(2026,4,5), PosiDividendSum = 0m, PosiQuantity = Qty },
new eod_swap_position { SwapTradeId = TradeId, PositionId = PositionId, ValueDate = new DateTime(2026,4,6), PosiDividendSum = ExpectedDividend, PosiQuantity = Qty },
};
var svc = new TestableSwapDealService(eodSwaps, eodPositions);
// 登记日2(4/3)当天手动互换：应读 4/3 EOD = 36160（第二次，非第一次已实现的、非 0）
var dividend = svc.ExposeGetPreEodDividendSum(TradeId, PositionId, new DateTime(2026, 4, 3));
// 付息日2(4/6)当天手动互换：应读 4/6 EOD = 36160（第二次，非第一次已实现的、非 0）
var dividend = svc.ExposeGetPreEodDividendSum(TradeId, PositionId, new DateTime(2026, 4, 6));
Assert.AreEqual(ExpectedDividend, dividend, 0.01m,
"登记日2(4/3)手动互换应读当日EOD=第二次分红36160；" +
"若读T-1(4/2=0)则漏当日，若读2/28则错取第一次已实现的。");
"付息日2(4/6)手动互换应读当日EOD=第二次分红36160。");
}
[TestMethod]
public void CauseB_MultiRegDate_手动互换期间分红挂账累计四期()
{
// 模拟：多次登记日之间未 auto 实现，分红挂账累加
// 4/3=36160, 4/29=72320, 5/29=108480, 6/29=144640（4期累计）
// 模拟：多次付息日之间未 auto 实现，分红挂账累加
// 4/6=36160, 4/30=72320, 6/1=108480, 6/30=144640（4期累计）
var eodSwaps = new List<eod_swap>
{
new eod_swap { SwapTradeId = TradeId, ValueDate = new DateTime(2026,4,3) },
new eod_swap { SwapTradeId = TradeId, ValueDate = new DateTime(2026,4,29) },
new eod_swap { SwapTradeId = TradeId, ValueDate = new DateTime(2026,5,29) },
new eod_swap { SwapTradeId = TradeId, ValueDate = new DateTime(2026,6,29) },
new eod_swap { SwapTradeId = TradeId, ValueDate = new DateTime(2026,4,6) },
new eod_swap { SwapTradeId = TradeId, ValueDate = new DateTime(2026,4,30) },
new eod_swap { SwapTradeId = TradeId, ValueDate = new DateTime(2026,6,1) },
new eod_swap { SwapTradeId = TradeId, ValueDate = new DateTime(2026,6,30) },
};
var eodPositions = new List<eod_swap_position>
{
new eod_swap_position { SwapTradeId = TradeId, PositionId = PositionId, ValueDate = new DateTime(2026,4,3), PosiDividendSum = 1 * ExpectedDividend, PosiQuantity = Qty },
new eod_swap_position { SwapTradeId = TradeId, PositionId = PositionId, ValueDate = new DateTime(2026,4,29), PosiDividendSum = 2 * ExpectedDividend, PosiQuantity = Qty },
new eod_swap_position { SwapTradeId = TradeId, PositionId = PositionId, ValueDate = new DateTime(2026,5,29), PosiDividendSum = 3 * ExpectedDividend, PosiQuantity = Qty },
new eod_swap_position { SwapTradeId = TradeId, PositionId = PositionId, ValueDate = new DateTime(2026,6,29), PosiDividendSum = 4 * ExpectedDividend, PosiQuantity = Qty },
new eod_swap_position { SwapTradeId = TradeId, PositionId = PositionId, ValueDate = new DateTime(2026,4,6), PosiDividendSum = 1 * ExpectedDividend, PosiQuantity = Qty },
new eod_swap_position { SwapTradeId = TradeId, PositionId = PositionId, ValueDate = new DateTime(2026,4,30), PosiDividendSum = 2 * ExpectedDividend, PosiQuantity = Qty },
new eod_swap_position { SwapTradeId = TradeId, PositionId = PositionId, ValueDate = new DateTime(2026,6,1), PosiDividendSum = 3 * ExpectedDividend, PosiQuantity = Qty },
new eod_swap_position { SwapTradeId = TradeId, PositionId = PositionId, ValueDate = new DateTime(2026,6,30), PosiDividendSum = 4 * ExpectedDividend, PosiQuantity = Qty },
};
var svc = new TestableSwapDealService(eodSwaps, eodPositions);
// 每次登记日当天手动互换应读到该日累计值（验证多次付息累计被正确读取）
Assert.AreEqual(1 * ExpectedDividend, svc.ExposeGetPreEodDividendSum(TradeId, PositionId, new DateTime(2026, 4, 3)), 0.01m, "4/3 应读 36160");
Assert.AreEqual(2 * ExpectedDividend, svc.ExposeGetPreEodDividendSum(TradeId, PositionId, new DateTime(2026, 4, 29)), 0.01m, "4/29 应读 72320（2期累计）");
Assert.AreEqual(3 * ExpectedDividend, svc.ExposeGetPreEodDividendSum(TradeId, PositionId, new DateTime(2026, 5, 29)), 0.01m, "5/29 应读 108480（3期累计）");
// 关键：第 4 期登记日累计 = 4 × 36160 = 144640（原 9df39491 仅覆盖单期 36160，未验证多次付息累计）
Assert.AreEqual(4 * ExpectedDividend, svc.ExposeGetPreEodDividendSum(TradeId, PositionId, new DateTime(2026, 6, 29)), 0.01m,
"6/29 应读 144640（4期累计）；原 9df39491 仅覆盖单期 36160，未验证多次付息累计。");
// 每次付息日当天手动互换应读到该日累计值（验证多次付息累计被正确读取）
Assert.AreEqual(1 * ExpectedDividend, svc.ExposeGetPreEodDividendSum(TradeId, PositionId, new DateTime(2026, 4, 6)), 0.01m, "4/6 应读 36160");
Assert.AreEqual(2 * ExpectedDividend, svc.ExposeGetPreEodDividendSum(TradeId, PositionId, new DateTime(2026, 4, 30)), 0.01m, "4/30 应读 72320（2期累计）");
Assert.AreEqual(3 * ExpectedDividend, svc.ExposeGetPreEodDividendSum(TradeId, PositionId, new DateTime(2026, 6, 1)), 0.01m, "6/1 应读 108480（3期累计）");
Assert.AreEqual(4 * ExpectedDividend, svc.ExposeGetPreEodDividendSum(TradeId, PositionId, new DateTime(2026, 6, 30)), 0.01m,
"6/30 应读 144640（4期累计）。");
}
#endregion