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refactor(margin): 删除未接线的保证金死代码预留抽象

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- 删除 MarginAccount 整类、IMarginResolver 子树(MarginForm/CashMargin/CreditMargin/GuaranteeMargin)、MarginBalance 只读 struct：全仓零生产实例化，结构上无法适配 CalcMarginInterest 的盘中差分模型。

- 删除仅覆盖上述死代码的 MarginLegTest（不损失活代码覆盖率）。

- 保留被 CalcMarginInterest 实际使用的 MarginCalc/MarginModes 活代码。

- 同步修剪 ARCHITECTURE.md 树图与对账表，清理 AccrualContext.cs 过期注释。
This commit is contained in:
hjhan
2026-08-14 08:55:37 +08:00
parent 909111ad2c
commit b2cbbff9e7
9 changed files with 3 additions and 240 deletions
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Framework/YLErp.Core/Interest/AccrualContext.cs
+1 -1
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@@ -18,7 +18,7 @@ public readonly struct AccrualContext
/// <summary>年化天数（365 / 360）。</summary>
public int AnnualDays { get; }
/// <summary>舍入精度位数。默认 11（仅未接线的 MarginAccount.AccrueInterest 走此默认；生产融资腿/保证金腿均显式用 FundingLegPrecision=12）。</summary>
/// <summary>舍入精度位数。默认 11（生产融资腿/保证金腿均显式传入 FundingLegPrecision=12）。</summary>
public int Precision { get; }
/// <summary>可选 trace 收集器；为 null 时不记录（纯计算场景直接传 null，与开关无关）。</summary>
UnitTestProject/Modules/SwapModule/Margin/MarginLegTest.cs
-121
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@@ -1,121 +0,0 @@
using Microsoft.VisualStudio.TestTools.UnitTesting;
using YLErp.Derivatives.Interest;
using YLErp.Modules.SwapModule.Margin;
namespace UnitTestProject.Modules.SwapModule.Margin
{
/// <summary>
/// 保证金账户(MarginAccount)单测。验证余额变动（追加/释放/返还）。
/// 保证金就是保证金——有余额、有利率、有利息，不存在"计息基数/Notional"概念。
/// </summary>
[TestClass]
public class MarginLegTest
{
private const decimal Opening = 2_000_000m;
#region MarginAccount 余额变动
[TestMethod]
public void 账户_初始余额等于期初保证金()
{
var account = new MarginAccount(new MarginBalance(Opening));
Assert.AreEqual(Opening, account.Balance.Balance);
}
[TestMethod]
public void 账户_追加保证金_余额增加()
{
var account = new MarginAccount(new MarginBalance(Opening));
account.Deposit(500_000m);
Assert.AreEqual(2_500_000m, account.Balance.Balance);
}
[TestMethod]
public void 账户_释放保证金_余额减少()
{
var account = new MarginAccount(new MarginBalance(Opening));
account.Withdraw(800_000m);
Assert.AreEqual(1_200_000m, account.Balance.Balance);
}
[TestMethod]
public void 账户_释放超过余额_不低于零()
{
var account = new MarginAccount(new MarginBalance(Opening));
account.Withdraw(3_000_000m);
Assert.AreEqual(0m, account.Balance.Balance, "保证金余额不低于零");
}
#endregion
#region 三种保证金形态解析器
[TestMethod]
public void 三种形态解析器_各自返回正确Form和余额()
{
IMarginResolver cash = new CashMargin();
IMarginResolver credit = new CreditMargin();
IMarginResolver guarantee = new GuaranteeMargin();
Assert.AreEqual(MarginForm.Cash, cash.Form);
Assert.AreEqual(MarginForm.Credit, credit.Form);
Assert.AreEqual(MarginForm.Guarantee, guarantee.Form);
Assert.AreEqual(Opening, cash.Resolve(Opening).Balance);
Assert.AreEqual(Opening, credit.Resolve(Opening).Balance);
Assert.AreEqual(Opening, guarantee.Resolve(Opening).Balance);
}
#endregion
#region MarginAccount 计息
[TestMethod]
public void 计息_单利7天_余额200万年化3pct()
{
var account = new MarginAccount(new MarginBalance(2_000_000m));
// 200万 × 3% / 365 × 7天 = 1150.68...
var r = account.AccrueInterest(
rate: 0.03m,
startDate: new System.DateTime(2026, 5, 4),
endDate: new System.DateTime(2026, 5, 11),
boundary: AccrualBoundary.StartOnly,
annualDays: 365);
Assert.IsTrue(r.Accrued > 0, "7天利息应大于0");
System.Console.WriteLine($"保证金7天利息={r.Accrued}");
}
[TestMethod]
public void 计息_零余额_利息为零()
{
var account = new MarginAccount(new MarginBalance(0m));
var r = account.AccrueInterest(0.03m,
new System.DateTime(2026, 5, 4), new System.DateTime(2026, 5, 11),
AccrualBoundary.StartOnly, 365);
Assert.AreEqual(0m, r.Accrued);
}
[TestMethod]
public void 计息_释放后余额减少_利息相应减少()
{
var full = new MarginAccount(new MarginBalance(2_000_000m));
var half = new MarginAccount(new MarginBalance(2_000_000m));
half.Withdraw(1_000_000m);
var rFull = full.AccrueInterest(0.03m,
new System.DateTime(2026, 5, 4), new System.DateTime(2026, 5, 11),
AccrualBoundary.StartOnly, 365);
var rHalf = half.AccrueInterest(0.03m,
new System.DateTime(2026, 5, 4), new System.DateTime(2026, 5, 11),
AccrualBoundary.StartOnly, 365);
Assert.IsTrue(rHalf.Accrued < rFull.Accrued, "释放后利息应更少");
Assert.IsTrue(System.Math.Abs(rFull.Accrued - rHalf.Accrued * 2m) < 0.01m,
"余额减半, 利息也应减半");
}
#endregion
}
}
YLErpDAL/Modules/SwapModule/ARCHITECTURE.md
+2 -6
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@@ -52,11 +52,7 @@ SwapModule/
│
├── Margin/ 保证金（mode 5/6）
│ ├── MarginModes mode 判断（含 ForLinq for EF Core）
│ ├── MarginBalance 保证金余额（值对象）
│ ├── MarginAccount 余额管理 + AccrueInterest 计息入口
│ ├── MarginCalc 纯函数（PreviousBalance/FlipDirection/AccumulateSettlement）
│ ├── IMarginResolver 保证金形态接口
│ └── Cash/Credit/Guarantee 三种形态实现
│ └── MarginCalc 纯函数（PreviousBalance/FlipDirection/AccumulateSettlement）
│
├── ReturnLegs/ 标的端
│ ├── ReturnLegSummary 标的端汇总值
@@ -132,7 +128,7 @@ Unknown = 0
|---|---|---|
| 公司行为（送股/拆股） | QtyRollforward.corpActionDeltaQty | ✅ |
| 公司行为（登记日快照） | DividendCalc + BondPayment | 见 corp-action-refactor-proposal.md |
| 保证金配置/规则/占用 | MarginAccount + MarginCalc | ✅ |
| 保证金配置/规则/占用 | MarginCalc | ✅ |
| RecordMarginCashFlow 迁入 Margin | AddClientCash 加 virtual | 待做 |
| EOD 编排拆分 | SwapPositionCompose | 待业务需求驱动 |
```
YLErpDAL/Modules/SwapModule/Margin/CashMargin.cs
-10
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@@ -1,10 +0,0 @@
namespace YLErp.Modules.SwapModule.Margin;
/// <summary>现金保证金：余额 = 现金余额。</summary>
public sealed class CashMargin : IMarginResolver
{
public MarginForm Form => MarginForm.Cash;
public MarginBalance Resolve(decimal postedAmount)
=> new(postedAmount);
}
YLErpDAL/Modules/SwapModule/Margin/CreditMargin.cs
-10
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@@ -1,10 +0,0 @@
namespace YLErp.Modules.SwapModule.Margin;
/// <summary>授信保证：余额 = 已用授信额度。</summary>
public sealed class CreditMargin : IMarginResolver
{
public MarginForm Form => MarginForm.Credit;
public MarginBalance Resolve(decimal postedAmount)
=> new(postedAmount);
}
YLErpDAL/Modules/SwapModule/Margin/GuaranteeMargin.cs
-10
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@@ -1,10 +0,0 @@
namespace YLErp.Modules.SwapModule.Margin;
/// <summary>担保品：余额 = 担保品市值。</summary>
public sealed class GuaranteeMargin : IMarginResolver
{
public MarginForm Form => MarginForm.Guarantee;
public MarginBalance Resolve(decimal postedAmount)
=> new(postedAmount);
}
YLErpDAL/Modules/SwapModule/Margin/IMarginResolver.cs
-24
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@@ -1,24 +0,0 @@
namespace YLErp.Modules.SwapModule.Margin;
/// <summary>保证金形态：现金 / 授信 / 担保。预留扩展。</summary>
public enum MarginForm
{
/// <summary>现金保证金：余额 = 现金余额。</summary>
Cash,
/// <summary>授信保证：余额 = 已用授信额度。</summary>
Credit,
/// <summary>担保品：余额 = 担保品市值。</summary>
Guarantee,
}
/// <summary>
/// 按保证金形态解析余额。三种形态可互换地产出一个 MarginBalance（满足 LSP），
/// 这是保证金领域唯一合理的多态点（差异仅在"余额如何取得"）。
/// 具体余额来源（资金流水 / 授信占用 / 担保估值）后续按形态填充。
/// </summary>
public interface IMarginResolver
{
MarginForm Form { get; }
MarginBalance Resolve(decimal postedAmount);
}
YLErpDAL/Modules/SwapModule/Margin/MarginAccount.cs
-42
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@@ -1,42 +0,0 @@
using YLErp.Core.Interest;
using YLErp.Derivatives.Interest;
namespace YLErp.Modules.SwapModule.Margin;
/// <summary>
/// 保证金账户。管理保证金余额的变动（追加/释放/返还），并提供计息入口（预留抽象，尚未接线）。
///
/// 保证金是独立的资金管理概念（初始保证金/维持保证金/保证金余额/追保），与融资腿(funding leg)无关。
/// 生产保证金计息入口为 SwapDealService.CalcMarginInterest（仍以 InterestMode 5/6 标识）：
/// EOD 用昨日终本金 preEod.TdInterestPrincipal（无差分）；盘中用 accrualBasis 差分（orginPv 经 PreviousBalance）。
/// 本类尚未被生产代码实例化——其扁平"余额×利率×天数"模型无法表达盘中差分与多行分段，留作未来简化抽象。
/// </summary>
public sealed class MarginAccount
{
/// <summary>当前保证金余额。</summary>
public MarginBalance Balance { get; private set; }
public MarginAccount(MarginBalance openingBalance)
=> Balance = openingBalance;
/// <summary>追加保证金（余额增加）。</summary>
public void Deposit(decimal amount)
=> Balance = new MarginBalance(Balance.Balance + amount);
/// <summary>释放/返还保证金（余额减少，不低于 0）。</summary>
public void Withdraw(decimal amount)
=> Balance = new MarginBalance(Math.Max(0m, Balance.Balance - amount));
/// <summary>
/// 按当前余额计算保证金利息。委托 SwapInterest.AccrueSimple。
/// 注意：当前未被生产代码调用——生产保证金计息入口为 SwapDealService.CalcMarginInterest
/// （处理 EOD 昨日终本金与盘中差分；本方法的扁平余额模型不覆盖盘中差分口径）。
/// </summary>
/// <param name="rate">保证金利率（年化，如 0.03 = 3%）。</param>
/// <param name="startDate">计息开始日。</param>
/// <param name="endDate">计息结束日。</param>
/// <param name="boundary">算头算尾规则。</param>
/// <param name="annualDays">年化天数（365 或 360）。</param>
public InterestResult AccrueInterest(decimal rate, System.DateTime startDate, System.DateTime endDate, AccrualBoundary boundary, int annualDays)
=> SwapInterest.AccrueSimple(new AccrualContext(annualDays), Balance.Balance, rate, startDate, endDate, boundary);
}
YLErpDAL/Modules/SwapModule/Margin/MarginBalance.cs
-16
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@@ -1,16 +0,0 @@
namespace YLErp.Modules.SwapModule.Margin;
/// <summary>
/// 保证金余额。现金、授信、担保等多种保证金形态的统一表达。
///
/// 保证金就是保证金——有余额、有利率、有利息，不存在"计息基数/Notional"概念。
/// 余额随追加/释放/盈亏变动，利息由计息层（SwapDealService.CalcMarginInterest）按 EOD 昨日终本金 / 盘中差分口径计算。
/// </summary>
public readonly struct MarginBalance
{
/// <summary>保证金余额：现金余额 / 授信占用 / 担保品市值。</summary>
public decimal Balance { get; }
public MarginBalance(decimal balance)
=> Balance = balance;
}