feat(swap): EQD-6953 后端值域闸门补疑似到期债券判定——IsResultAbsurd新增分支:IsMaturedDegenerate(ytm=0且净/全价均为面值100,抽为public纯函数供单测)命中即返回null+真实原因文案，走既有'宁可不回写'守卫链；判定条件与前端swapCalc.js同款闸门一致(注释互指)；新增6个单测(命中/正常券180205实测值/零息平价/息票平价/ytm null/IsResultAbsurd分支接线)全过

2026-08-21 15:29:17 +08:00
parent cd981527ab
commit b9968dc80a
2 changed files with 82 additions and 1 deletions
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+using Microsoft.VisualStudio.TestTools.UnitTesting;
+using YLErp.Helpers;
+using YLErp.Model;
+
+namespace UnitTestProject.Modules
+{
+    /// <summary>
+    /// EQD-6953 疑似到期债券值域闸门：IsMaturedDegenerate / IsResultAbsurd 分支覆盖。
+    /// 场景来源：UAT 060203.IB（2006年国债，2026估值日已无剩余现金流）——
+    /// jquantlib 对空现金流求解得 ytm=0、净/全价均为面值100，errCode=0"成功但退化"。
+    /// 与前端 swapCalc.js::getBondCalcErrorMessage 的同款闸门保持一致口径。
+    /// </summary>
+    [TestClass]
+    public class BondCalcHeplerTest
+    {
+        [TestMethod]
+        public void 到期退化值_三条件同时成立_命中()
+        {
+            var r = new CalBondResult { cleanPrice = 100m, dirtyPrice = 100m, ytm = 0m };
+            Assert.IsTrue(BondCalcHepler.IsMaturedDegenerate(r));
+        }
+
+        [TestMethod]
+        public void 正常券_不命中_按UAT实测180205IB()
+        {
+            var r = new CalBondResult { cleanPrice = 97.43300000000002m, dirtyPrice = 100.00001369863016m, ytm = 6.738278242318886m };
+            Assert.IsFalse(BondCalcHepler.IsMaturedDegenerate(r));
+        }
+
+        [TestMethod]
+        public void ytm为0但净价非面值_不命中_真实零息平价券场景()
+        {
+            var r = new CalBondResult { cleanPrice = 99.5m, dirtyPrice = 100m, ytm = 0m };
+            Assert.IsFalse(BondCalcHepler.IsMaturedDegenerate(r));
+        }
+
+        [TestMethod]
+        public void 价格为面值但ytm非0_不命中_正常息票平价券场景()
+        {
+            var r = new CalBondResult { cleanPrice = 100m, dirtyPrice = 100.5m, ytm = 3.2m };
+            Assert.IsFalse(BondCalcHepler.IsMaturedDegenerate(r));
+        }
+
+        [TestMethod]
+        public void ytm为null_不命中()
+        {
+            var r = new CalBondResult { cleanPrice = 100m, dirtyPrice = 100m, ytm = null };
+            Assert.IsFalse(BondCalcHepler.IsMaturedDegenerate(r));
+        }
+
+        [TestMethod]
+        public void IsResultAbsurd_到期退化值_命中并带原因()
+        {
+            var r = new CalBondResult { cleanPrice = 100m, dirtyPrice = 100m, ytm = 0m };
+            var ok = typeof(BondCalcHepler)
+                .GetMethod("IsResultAbsurd", System.Reflection.BindingFlags.NonPublic | System.Reflection.BindingFlags.Static)
+                .Invoke(null, new object[] { r, null });
+            Assert.IsTrue((bool)ok);
+        }
+    }
+}