From b3ce94b67b2da5f49895eade6dbda78498e27c1c Mon Sep 17 00:00:00 2001 From: hjhan Date: Fri, 7 Aug 2026 11:39:08 +0800 Subject: [PATCH] =?UTF-8?q?test(swap):=20=E4=BF=AE=E5=A4=8D=20SPC=5F007=20?= =?UTF-8?q?=E7=BA=A2=E7=81=AF=E5=B9=B6=E9=94=81=E5=AE=9A=20a1cdb2cd=20?= =?UTF-8?q?=E6=97=A5=E6=9C=9F=E5=88=86=E6=A1=B6=E4=BF=AE=E5=A4=8D?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit a1cdb2cd（修正平仓事件日期过滤条件）将 ResolveInterestLegPositionsAsOf 的分桶从 EventDate 改为 UnwindDate，方向正确（应按经济生效日而非簿记日），但 SPC_007 的测试 事件未设 UnwindDate(null) → 落入空桶 → 断言 Expected7000 Actual10000 红灯。 改动（仅测试，生产代码零改动）： - SPC_007：给 close/floatClose 补 UnwindDate（与 EventDate 同日，保持原语义），让测试 数据贴近真实生产事件（平仓事件总会设 UnwindDate），红灯转绿 - 新增 SPC_008：EventDate≠UnwindDate 场景（簿记 7/11 滞后于经济生效 7/9），验证按 UnwindDate 分桶——锁定 a1cdb2cd 的修复价值。已反向验证：临时回退 a1cdb2cd 后 SPC_008 立即失败(Expected7000 Actual10000)，证明该测试有效，能抓住此类修复被回滚 双绿通过。生产代码无改动。 --- .../SwapPositionComposeScenarioTest.cs | 84 +++++++++++++++++++ 1 file changed, 84 insertions(+) diff --git a/UnitTestProject/Modules/SwapModule/SwapPositionComposeScenarioTest.cs b/UnitTestProject/Modules/SwapModule/SwapPositionComposeScenarioTest.cs index e4dccf28..861aa11e 100644 --- a/UnitTestProject/Modules/SwapModule/SwapPositionComposeScenarioTest.cs +++ b/UnitTestProject/Modules/SwapModule/SwapPositionComposeScenarioTest.cs @@ -401,6 +401,10 @@ namespace YLErp.Modules.SwapModule PositionType = 0, EventType = (int)SwapEventTypeEnum.平仓, EventDate = new DateTime(2026, 7, 9), + // UnwindDate 必须显式设置：ResolveInterestLegPositionsAsOf 自 a1cdb2cd 起按 UnwindDate + // （经济生效日）分桶，而非 EventDate（簿记日）。生产平仓事件总会设 UnwindDate + // （InitUnwind:327、AuotoSwapUnwind:1590）。此处同日场景：UnwindDate == EventDate。 + UnwindDate = new DateTime(2026, 7, 9), InterestMode = (int)InterestModeEnum.初始预付金, InterestPrincipal = 3000m }; @@ -410,6 +414,7 @@ namespace YLErp.Modules.SwapModule PositionType = 1, EventType = (int)SwapEventTypeEnum.平仓, EventDate = new DateTime(2026, 7, 9), + UnwindDate = new DateTime(2026, 7, 9), TradingAmount = 3000000m }; var originalWithFloat = new List @@ -430,5 +435,84 @@ namespace YLErp.Modules.SwapModule Assert.AreEqual(10000m, beforeClose.InterestPrincipalFix); Assert.AreEqual(7000m, onCloseDate.InterestPrincipalFix); } + + /// + /// [SPC_008] EventDate ≠ UnwindDate 时，ResolveInterestLegPositionsAsOf 按 UnwindDate（经济生效日）分桶。 + /// ---------------------------------------------------------------------------- + /// 锁定 a1cdb2cd 的修复价值：平仓事件的簿记日(EventDate)可能滞后于经济生效日(UnwindDate) + /// （如 T+N 结算、手动补录）。重放预付金腿 as-of 本金时，分桶必须按 UnwindDate： + /// - settleDate < UnwindDate → 平仓"未发生"，as-of=原始本金 + /// - settleDate >= UnwindDate → 平仓"已生效"，as-of=实时剩余本金 + /// 修复前按 EventDate 分桶：settleDate 落在 [UnwindDate, EventDate) 区间时，会被误判为"未发生"。 + /// 本测试构造 EventDate=7/11、UnwindDate=7/9，验证 settleDate=7/10 时已按 UnwindDate 生效。 + /// + [TestMethod] + public void SPC_008_EventDateDiffersFromUnwindDate_BucketsByUnwindDate() + { + const long originalPositionId = 2; + var original = new swap_position + { + id = originalPositionId, PosiDirection = 0, + InterestDirection = (int)SwapDirectionEnum.收取, + InterestMode = (int)InterestModeEnum.初始预付金, + InterestPrincipalFix = 10000m + }; + var realtime = new swap_position + { + PositionId = originalPositionId, + InterestMode = (int)InterestModeEnum.初始预付金, + InterestPrincipalFix = 7000m + }; + // 关键：EventDate(簿记 7/11) 滞后于 UnwindDate(经济生效 7/9) —— T+N 结算/补录常见 + var close = new swap_flow_event + { + PositionId = originalPositionId, + PositionType = 0, + EventType = (int)SwapEventTypeEnum.平仓, + EventDate = new DateTime(2026, 7, 11), + UnwindDate = new DateTime(2026, 7, 9), + InterestMode = (int)InterestModeEnum.初始预付金, + InterestPrincipal = 3000m + }; + var floatClose = new swap_flow_event + { + PositionId = 1, + PositionType = 1, + EventType = (int)SwapEventTypeEnum.平仓, + EventDate = new DateTime(2026, 7, 11), + UnwindDate = new DateTime(2026, 7, 9), + TradingAmount = 3000000m + }; + var originalWithFloat = new List + { + original, + new swap_position { id = 1, PosiDirection = 1, PosiNotionalValue = 10000000m } + }; + var flows = new[] { close, floatClose }; + + // settleDate=7/8（经济生效日前）→ as-of=原始 10000 + var beforeEffective = SwapDealService.ResolveInterestLegPositionsAsOf( + originalWithFloat, new List { realtime }, flows, new DateTime(2026, 7, 8)) + .Single(x => x.id == originalPositionId); + Assert.AreEqual(10000m, beforeEffective.InterestPrincipalFix, + "7/8（经济生效日前）：平仓未发生，as-of 本金应=原始 10000"); + + // settleDate=7/9（经济生效日当天）→ as-of=实时剩余 7000 + var onEffectiveDate = SwapDealService.ResolveInterestLegPositionsAsOf( + originalWithFloat, new List { realtime }, flows, new DateTime(2026, 7, 9)) + .Single(x => x.id == originalPositionId); + Assert.AreEqual(7000m, onEffectiveDate.InterestPrincipalFix, + "7/9（经济生效日）：平仓已生效，as-of 本金应=实时剩余 7000"); + + // 【关键·锁定 a1cdb2cd】settleDate=7/10（生效后、簿记前）→ 应按 UnwindDate 判为已生效 =7000 + // 修复前按 EventDate(7/11) 分桶：7/10 < 7/11 → 误判"未发生" → 返回 10000（错误） + // 修复后按 UnwindDate(7/9) 分桶：7/10 >= 7/9 → 已生效 → 返回 7000（正确） + var afterEffectiveBeforeBook = SwapDealService.ResolveInterestLegPositionsAsOf( + originalWithFloat, new List { realtime }, flows, new DateTime(2026, 7, 10)) + .Single(x => x.id == originalPositionId); + Assert.AreEqual(7000m, afterEffectiveBeforeBook.InterestPrincipalFix, + "7/10（生效后、簿记前）：必须按 UnwindDate 判已生效 → 7000。" + + "若返回 10000，说明 a1cdb2cd 修复被回滚（退回按 EventDate 分桶）。"); + } } }