#EQD-6948 国联民生-实现保证金规则（2）追保金额的产生与收盘计算收盘计算和授信占用

2026-08-24 16:34:18 +08:00
parent 8648b62af9
commit c35befbe8f
49 changed files with 2814 additions and 272 deletions
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+using YLErp.DBModels;
+using YLErp.Modules.DataProviderModule;
+
+namespace YLErp.Modules.SwapModule
+{
+    /// <summary>
+    /// R2 阶段三 §3.1 收盘价取数链路冒烟测试（只读 dev 库，不构造数据）：
+    /// 债券净价源（china_bond_valuation，GetBondPrice 口径 SettlePrice=净价、ClosePrice=全价，≤计算日 取最近——盘中/非交易日回退到最近已有估值）；
+    /// 指数/ETF收盘价源（eod_stock_price）。
+    /// 两个源在"价格同步作业跑完前"决定引擎行为：取不到 → 追加按0、维持=初始（见 SwapSpanMarginEngineTest.SE_004）。
+    /// </summary>
+    [TestClass]
+    public class SwapSpanPriceSourceTest
+    {
+        [TestMethod]
+        public void SP_001_债券估值净价源_可取且净价为正()
+        {
+            using var db = DbContextFactory.GetYLDbContext();
+            var latest = db.china_bond_valuation
+                .Where(x => x.net_price > 0 && x.dirty_price_close > 0)
+                .OrderByDescending(x => x.valuation_date)
+                .Select(x => new { x.valuation_date, x.bond_id })
+                .FirstOrDefault();
+            if (latest == null)
+            {
+                Assert.Inconclusive("dev 库无中债估值数据，跳过");
+            }
+
+            //当日可取
+            Assert.IsTrue(EodPriceQueryService.TryGetBondEodPrice(latest.valuation_date, latest.bond_id, out var price));
+            Assert.IsTrue(price.SettlePrice > 0, "净价(SettlePrice)应为正");
+            Assert.IsTrue(price.ClosePrice > 0, "全价(ClosePrice)应为正");
+
+            //≤计算日 取最近：往未来多取几天仍回退到最近一条估值（盘中跑引擎即此语义）
+            Assert.IsTrue(EodPriceQueryService.TryGetBondEodPrice(latest.valuation_date.AddDays(5), latest.bond_id, out var fallback));
+            Assert.AreEqual(price.SettlePrice, fallback.SettlePrice, 1e-9);
+        }
+
+        [TestMethod]
+        public void SP_002_ETF收盘价源_可取()
+        {
+            using var db = DbContextFactory.GetYLDbContext();
+            var latest = db.eod_stock_price
+                .Where(x => x.ClosePrice > 0)
+                .OrderByDescending(x => x.ValueDate)
+                .Select(x => new { x.ValueDate, x.UnderlyingCode })
+                .FirstOrDefault();
+            if (latest == null)
+            {
+                Assert.Inconclusive("dev 库无股票/ETF日终价格数据，跳过");
+            }
+
+            Assert.IsTrue(EodPriceQueryService.TryGetEodPrice(latest.ValueDate, latest.UnderlyingCode, out var price));
+            Assert.IsTrue(price.GetPrice(SettlementTypeEnum.ClosePrice) > 0);
+        }
+    }
+}