fix(EQD-7004): 补全分红登记日口径修复的多次付息累计测试与Trace日志

原修复 9df39491 仅覆盖单次登记日(4/3)的两个单点修复，本次补全 EQD-7004 的完整验证与排查手段： - 测试 GLMS20260105_0006 新增 4 个场景：5 期 reg_date 过滤口径各自命中正确子集；五期票息累计=5x36160=180800；auto 实现归0后下次登记日重新累加；4 期挂账累计读 144640 - 分红读取关键链路加 Debug 级日志(生产可关)：BondPaymentService.GetBondPayments(reg_date 过滤区间+命中条数)、SwapDealService.GetPreEodPositionByDate(EOD 定位+回退)、GetPreEodDividendSum(取EOD日期+PosiDividendSum)、方案C 平仓预览/收益结算两处 DividendIn 赋值实跑 dotnet test 全 GREEN(6/6)。任务编号 EQD-7004。
2026-08-14 10:05:01 +08:00
parent b2cbbff9e7
commit bdba5fbecd
3 changed files with 133 additions and 2 deletions
@@ -26,6 +26,16 @@ namespace YLErp.Modules.SwapModule
        private static readonly DateTime PayDate = new(2026, 4, 6);
        private static readonly DateTime PreRegDate = new(2026, 4, 2);

+        // 多次付息日历（截图：债券 230004.IB，每期票息 0.1808，共 5 次登记日）
+        private static readonly DateTime[] RegDates = {
+            new(2026, 2, 28), new(2026, 4, 3), new(2026, 4, 29),
+            new(2026, 5, 29), new(2026, 6, 29)
+        };
+        private static readonly DateTime[] PayDates = {
+            new(2026, 3, 2), new(2026, 4, 6), new(2026, 4, 30),
+            new(2026, 6, 1), new(2026, 6, 30)
+        };
+
        #region 成因 A：日期口径 seam

        private sealed class TestableBondPaymentService : BondPaymentService
@@ -60,6 +70,60 @@ namespace YLErp.Modules.SwapModule
                "当前按支付日(pay_date_PL=4/6)过滤会漏选->0条，导致分红不计提。");
        }

+        [TestMethod]
+        public void CauseA_MultiRegDate_跨登记日区间命中正确子集()
+        {
+            var records = Enumerable.Range(0, 5).Select(i => new BondPayment
+            {
+                underlyingCode = BondCode,
+                reg_date = RegDates[i],
+                payment_date_pl = PayDates[i],
+                payment_date = PayDates[i],
+                payment_interest = PaymentPer100
+            }).ToList();
+            var svc = new TestableBondPaymentService(records);
+
+            // 单次窗口：每个登记日各自命中 1 条（验证按 reg_date 过滤，非支付日）
+            for (int i = 0; i < 5; i++)
+            {
+                var prev = i == 0 ? RegDates[i].AddDays(-1) : RegDates[i - 1];
+                var hit = svc.GetBondPayments(BondCode, prev, RegDates[i]);
+                Assert.AreEqual(1, hit.Count, $"窗口({prev:yyyy-MM-dd},{RegDates[i]:yyyy-MM-dd}] 应仅命中登记日 {RegDates[i]:yyyy-MM-dd} 那条");
+                Assert.AreEqual(RegDates[i], hit[0].reg_date, "命中的应是该登记日记录");
+            }
+
+            // 长区间应命中全部 5 条，不漏不混
+            var all = svc.GetBondPayments(BondCode, RegDates[0].AddDays(-1), RegDates[4]);
+            Assert.AreEqual(5, all.Count, "长区间(登记日1前,登记日5] 应命中全部 5 次付息");
+
+            // 跨登记日中间区间：(4/2, 4/29] 应命中 4/3 与 4/29 两条（不含 2/28、5/29、6/29）
+            var mid = svc.GetBondPayments(BondCode, new DateTime(2026, 4, 2), new DateTime(2026, 4, 29));
+            Assert.AreEqual(2, mid.Count, "(4/2,4/29] 应命中 4/3+4/29 两条");
+            CollectionAssert.AreEquivalent(
+                new[] { new DateTime(2026, 4, 3), new DateTime(2026, 4, 29) },
+                mid.Select(x => x.reg_date!.Value).ToArray());
+        }
+
+        [TestMethod]
+        public void CauseA_MultiRegDate_CalcPayment累加五期票息()
+        {
+            var records = Enumerable.Range(0, 5).Select(i => new BondPayment
+            {
+                underlyingCode = BondCode,
+                reg_date = RegDates[i],
+                payment_date_pl = PayDates[i],
+                payment_date = PayDates[i],
+                payment_interest = PaymentPer100
+            }).ToList();
+            var svc = new TestableBondPaymentService(records);
+
+            // 长区间取全部 5 期，CalcPayment 应累加 = 5 × 36160 = 180,800（原测试仅覆盖单期）
+            var payments = svc.GetBondPayments(BondCode, RegDates[0].AddDays(-1), RegDates[4]);
+            var total = svc.CalcPayment(payments, Qty, 1, 1);
+            Assert.AreEqual(5 * ExpectedDividend, total, 0.01m,
+                "5 期票息累加应为 5 × 36,160 = 180,800；单期口径会漏计其余 4 期");
+        }
+
        #endregion

        #region 成因 B：T-1 快照 seam
@@ -107,6 +171,65 @@ namespace YLErp.Modules.SwapModule
                "当前 GetPreEodDividendSum 用 ValueDate < dealDate 读 T-1 快照->0。");
        }

+        [TestMethod]
+        public void CauseB_MultiRegDate_Auto实现归0后下次登记日重新累加()
+        {
+            // 模拟：登记日1(2/28)计提 36160 → auto互换实现归0(3/1) → 登记日2(4/3)再计提 36160
+            var eodSwaps = new List<eod_swap>
+            {
+                new eod_swap { SwapTradeId = TradeId, ValueDate = new DateTime(2026,2,27) },
+                new eod_swap { SwapTradeId = TradeId, ValueDate = new DateTime(2026,2,28) },
+                new eod_swap { SwapTradeId = TradeId, ValueDate = new DateTime(2026,3,1) },
+                new eod_swap { SwapTradeId = TradeId, ValueDate = new DateTime(2026,4,2) },
+                new eod_swap { SwapTradeId = TradeId, ValueDate = new DateTime(2026,4,3) },
+            };
+            var eodPositions = new List<eod_swap_position>
+            {
+                new eod_swap_position { SwapTradeId = TradeId, PositionId = PositionId, ValueDate = new DateTime(2026,2,27), PosiDividendSum = 0m, PosiQuantity = Qty },
+                new eod_swap_position { SwapTradeId = TradeId, PositionId = PositionId, ValueDate = new DateTime(2026,2,28), PosiDividendSum = ExpectedDividend, PosiQuantity = Qty },
+                new eod_swap_position { SwapTradeId = TradeId, PositionId = PositionId, ValueDate = new DateTime(2026,3,1), PosiDividendSum = 0m, PosiQuantity = Qty },
+                new eod_swap_position { SwapTradeId = TradeId, PositionId = PositionId, ValueDate = new DateTime(2026,4,2), PosiDividendSum = 0m, PosiQuantity = Qty },
+                new eod_swap_position { SwapTradeId = TradeId, PositionId = PositionId, ValueDate = new DateTime(2026,4,3), PosiDividendSum = ExpectedDividend, PosiQuantity = Qty },
+            };
+            var svc = new TestableSwapDealService(eodSwaps, eodPositions);
+
+            // 登记日2(4/3)当天手动互换：应读 4/3 EOD = 36160（第二次，非第一次已实现的、非 0）
+            var dividend = svc.ExposeGetPreEodDividendSum(TradeId, PositionId, new DateTime(2026, 4, 3));
+            Assert.AreEqual(ExpectedDividend, dividend, 0.01m,
+                "登记日2(4/3)手动互换应读当日EOD=第二次分红36160；" +
+                "若读T-1(4/2=0)则漏当日，若读2/28则错取第一次已实现的。");
+        }
+
+        [TestMethod]
+        public void CauseB_MultiRegDate_手动互换期间分红挂账累计四期()
+        {
+            // 模拟：多次登记日之间未 auto 实现，分红挂账累加
+            //   4/3=36160, 4/29=72320, 5/29=108480, 6/29=144640（4期累计）
+            var eodSwaps = new List<eod_swap>
+            {
+                new eod_swap { SwapTradeId = TradeId, ValueDate = new DateTime(2026,4,3) },
+                new eod_swap { SwapTradeId = TradeId, ValueDate = new DateTime(2026,4,29) },
+                new eod_swap { SwapTradeId = TradeId, ValueDate = new DateTime(2026,5,29) },
+                new eod_swap { SwapTradeId = TradeId, ValueDate = new DateTime(2026,6,29) },
+            };
+            var eodPositions = new List<eod_swap_position>
+            {
+                new eod_swap_position { SwapTradeId = TradeId, PositionId = PositionId, ValueDate = new DateTime(2026,4,3), PosiDividendSum = 1 * ExpectedDividend, PosiQuantity = Qty },
+                new eod_swap_position { SwapTradeId = TradeId, PositionId = PositionId, ValueDate = new DateTime(2026,4,29), PosiDividendSum = 2 * ExpectedDividend, PosiQuantity = Qty },
+                new eod_swap_position { SwapTradeId = TradeId, PositionId = PositionId, ValueDate = new DateTime(2026,5,29), PosiDividendSum = 3 * ExpectedDividend, PosiQuantity = Qty },
+                new eod_swap_position { SwapTradeId = TradeId, PositionId = PositionId, ValueDate = new DateTime(2026,6,29), PosiDividendSum = 4 * ExpectedDividend, PosiQuantity = Qty },
+            };
+            var svc = new TestableSwapDealService(eodSwaps, eodPositions);
+
+            // 每次登记日当天手动互换应读到该日累计值（验证多次付息累计被正确读取）
+            Assert.AreEqual(1 * ExpectedDividend, svc.ExposeGetPreEodDividendSum(TradeId, PositionId, new DateTime(2026, 4, 3)), 0.01m, "4/3 应读 36160");
+            Assert.AreEqual(2 * ExpectedDividend, svc.ExposeGetPreEodDividendSum(TradeId, PositionId, new DateTime(2026, 4, 29)), 0.01m, "4/29 应读 72320（2期累计）");
+            Assert.AreEqual(3 * ExpectedDividend, svc.ExposeGetPreEodDividendSum(TradeId, PositionId, new DateTime(2026, 5, 29)), 0.01m, "5/29 应读 108480（3期累计）");
+            // 关键：第 4 期登记日累计 = 4 × 36160 = 144640（原 9df39491 仅覆盖单期 36160，未验证多次付息累计）
+            Assert.AreEqual(4 * ExpectedDividend, svc.ExposeGetPreEodDividendSum(TradeId, PositionId, new DateTime(2026, 6, 29)), 0.01m,
+                "6/29 应读 144640（4期累计）；原 9df39491 仅覆盖单期 36160，未验证多次付息累计。");
+        }
+
        #endregion
    }
 }
@@ -103,6 +103,8 @@ namespace YLErp.Modules.EodModule
            var result = QueryBondPayments(underlyingCode)
                .Where(x => x.reg_date > startDate && x.reg_date <= endDate)
                .AsNoTracking().ToList();
+            Log.Debug($"[分红-登记日口径] GetBondPayments underlyingCode={underlyingCode} 区间=({startDate:yyyy-MM-dd},{endDate:yyyy-MM-dd}] 按reg_date过滤, 命中 {result.Count} 条: " +
+                      string.Join(",", result.Select(r => r.reg_date?.ToString("yyyy-MM-dd"))));
            return result;
        }

@@ -277,6 +277,7 @@ namespace YLErp.Modules.SwapModule
                    //   DividendPending = "待结算分红收益"（仍挂在账上、未来才结的存量 = PosiDividendSum 全量口径，
                    //                    见 GetPreEodDividendSum 注释的口径论证；切勿改回硬0或分摊，会落库回归）
                    decimal preEodDividendSum = GetPreEodDividendSum(tradeId, position.PositionId, dealDate);
+                    Logger.Debug($"[分红-平仓预览] 方案C DividendIn=DividendPending=PosiDividendSum全量 tradeId={tradeId} positionId={position.PositionId} dealDate={dealDate:yyyy-MM-dd} 值={preEodDividendSum}");
                    floatEvent.DividendIn = preEodDividendSum;
                    floatEvent.DividendPending = preEodDividendSum;
                    floatEvent.UnderlyingCode = position.UnderlyingCode;
@@ -410,7 +411,9 @@ namespace YLErp.Modules.SwapModule
                    floatEvent.PositionId = position.PositionId;
                    // 方案C：分红收益改由上一收盘日 EOD PosiDividendSum 提供（单一可信源），
                    // 前端 getDivindIn 不再覆盖；消除"期初持仓×totalInterest"对已平仓部分的重复计入。
-                    floatEvent.DividendIn = GetPreEodDividendSum(tradeId, position.PositionId, dealDate);
+                    decimal preEodDividendSum = GetPreEodDividendSum(tradeId, position.PositionId, dealDate);
+                    Logger.Debug($"[分红-收益结算] DividendIn=PosiDividendSum全量 tradeId={tradeId} positionId={position.PositionId} dealDate={dealDate:yyyy-MM-dd} 值={preEodDividendSum}");
+                    floatEvent.DividendIn = preEodDividendSum;
                    floatEvent.UnderlyingCode = position.UnderlyingCode;
                    floatEvent.UnderlyingInstrumentType = position.UnderlyingInstrumentType;
                    floatEvent.CloseFee = 0;
@@ -807,7 +810,9 @@ namespace YLErp.Modules.SwapModule
        protected virtual decimal GetPreEodDividendSum(int tradeId, long positionId, DateTime dealDate)
        {
            var preEod = GetPreEodPositionByDate(tradeId, positionId, dealDate);
-            return preEod == null ? 0m : preEod.PosiDividendSum;
+            var sum = preEod == null ? 0m : preEod.PosiDividendSum;
+            Logger.Debug($"[分红-读取] GetPreEodDividendSum tradeId={tradeId} positionId={positionId} dealDate={dealDate:yyyy-MM-dd} 取EOD日期={(preEod?.ValueDate):yyyy-MM-dd} PosiDividendSum={sum}");
+            return sum;
        }

        /// <summary>
@@ -821,6 +826,7 @@ namespace YLErp.Modules.SwapModule
                .Where(x => x.ValueDate <= dealDate)
                .OrderByDescending(o => o.ValueDate).FirstOrDefault();
            var preEodDate = lastEod == null ? dealDate.AddDays(-1) : lastEod.ValueDate;
+            Logger.Debug($"[分红-快照定位] GetPreEodPositionByDate tradeId={tradeId} positionId={positionId} dealDate={dealDate:yyyy-MM-dd} 取<=当日EOD, 命中日期={(lastEod?.ValueDate):yyyy-MM-dd}, 回退={lastEod == null}");
            return QueryPreEodPosition(tradeId, positionId, preEodDate);
        }