refactor(interest): 新增预付金腿策略 + 策略工厂

新增(零生产改动):
- InterestLegs/PrepayLeg.cs
  mode 5 初始预付金 / mode 6 追加预付金 共用。
  计息基数=InterestPrincipalFix, 平仓本金=Fix×closePercent。
  构造时校验mode合法性(只接受5/6)。
  方向翻转/orginPv重映射等独有逻辑后续单独抽。

- InterestLegs/InterestLegStrategyFactory.cs
  按InterestMode返回对应策略, 收敛switch分发。
  死代码mode 3/4/7/8不注册, 传入会抛ArgumentException。

测试(14个全过):
- 预付金: 部分平仓/全平/非法mode构造
- 工厂: 各活跃mode返回正确类型/未注册mode抛异常/int重载等价

fixing接入尝试(已回退):
- 尝试用Fr007IndexFixer.Instance替换SwapDealService的6处取价
- 发现问题: 静态Instance绕过TryGetFloatRate(virtual)接缝,
  破坏测试stub机制(CI_007/CI_008失败)
- 已回退, 下次改用实例级IIndexFixer(委托TryGetFloatRate)方式接入
This commit is contained in:
hjhan
2026-08-10 18:40:04 +08:00
parent 79e9304114
commit aca834d8dc
3 changed files with 135 additions and 2 deletions
@@ -99,14 +99,78 @@ namespace UnitTestProject.Modules.SwapModule.InterestLegs
#endregion
#region mode
#region (mode 5/6)Fix缩放posiPrincipal=Fix全额
[TestMethod]
public void ()
public void _初始_部分平仓_本金按Fix缩放()
{
var leg = new PrepayLeg(InterestModeEnum.);
var r = leg.CalcNotional(Fix, Notional, LongNotional, ShortNotional, 0.5m);
Assert.AreEqual(1_000_000m, r.ClosePrincipal, "平仓本金=Fix×50%");
Assert.AreEqual(Fix, r.PosiPrincipal, "持仓本金=Fix全额");
Assert.AreEqual(0.5m, r.ClosePercent);
}
[TestMethod]
public void _追加_全平_本金等于Fix()
{
var leg = new PrepayLeg(InterestModeEnum.);
var r = leg.CalcNotional(Fix, Notional, LongNotional, ShortNotional, 1m);
Assert.AreEqual(Fix, r.ClosePrincipal, "全平本金=Fix");
}
[TestMethod]
public void _构造非法mode应抛异常()
{
Assert.ThrowsException<ArgumentException>(() =>
new PrepayLeg(InterestModeEnum.));
}
#endregion
#region mode
[TestMethod]
public void ()
{
Assert.AreEqual(InterestModeEnum., new FixedNotionalLeg().Mode);
Assert.AreEqual(InterestModeEnum., new ContractNotionalLeg().Mode);
Assert.AreEqual(InterestModeEnum., new UnderlyingFullPriceLeg().Mode);
Assert.AreEqual(InterestModeEnum., new PrepayLeg(InterestModeEnum.).Mode);
Assert.AreEqual(InterestModeEnum., new PrepayLeg(InterestModeEnum.).Mode);
}
#endregion
#region mode分发
[TestMethod]
public void _返回各活跃mode的策略()
{
Assert.IsInstanceOfType(InterestLegStrategyFactory.Get(InterestModeEnum.), typeof(FixedNotionalLeg));
Assert.IsInstanceOfType(InterestLegStrategyFactory.Get(InterestModeEnum.), typeof(ContractNotionalLeg));
Assert.IsInstanceOfType(InterestLegStrategyFactory.Get(InterestModeEnum.), typeof(UnderlyingFullPriceLeg));
Assert.IsInstanceOfType(InterestLegStrategyFactory.Get(InterestModeEnum.), typeof(PrepayLeg));
Assert.IsInstanceOfType(InterestLegStrategyFactory.Get(InterestModeEnum.), typeof(PrepayLeg));
}
[TestMethod]
public void _未注册mode抛异常()
{
Assert.ThrowsException<ArgumentException>(() =>
InterestLegStrategyFactory.Get(InterestModeEnum.));
Assert.ThrowsException<ArgumentException>(() =>
InterestLegStrategyFactory.Get(InterestModeEnum.));
}
[TestMethod]
public void _int重载和枚举重载等价()
{
var byEnum = InterestLegStrategyFactory.Get(InterestModeEnum.);
var byInt = InterestLegStrategyFactory.Get((int)InterestModeEnum.);
Assert.AreEqual(byEnum.Mode, byInt.Mode);
}
#endregion