refactor(margin): 删除未接线的保证金死代码预留抽象

- 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
@@ -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
[TestMethod]
public void _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 _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 _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 _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
[TestMethod]
public void _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
[TestMethod]
public void _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 _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 _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
}
}