test(swap): 预付金腿两段式平仓计息过程暴露 + SwapCalcTrace追踪器
- 新增 SwapCalcTrace（零成本可开关追踪器，默认关闭，对生产零行为影响）： 在 CalcDailySimpleInterest 埋点，逐日记录计息起点/日终归档 ValueDate 地板/ 计息基数 dynomicPrincipal/当日利率/当日利息/累计，便于定位计息异常根因。 - 新增 PrepaidPrincipalCloseTraceTest：用截图参数(本金100000.23/利率2.1111%/ 8.4平40%→8.7全平)暴露计息过程，证明第二次平仓利息完全由日终归档 ValueDate 决定——正确归档(ValueDate=8.4)+算尾=3天=10.41(Excel本次利息)； 错误归档(ValueDate=8.1)复现系统截图 6天=20.83。守卫1钉正确值10.41， 守卫2复现20.83并证明 ValueDate 即『缺的要素』。 - 修正覆盖结论：浮动端/利息腿已有两段式覆盖，预付金腿两段式此前缺失(缺口 与截图坏『预付金端』一行精确对应)。
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hjhan
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using System;
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using System.Collections.Generic;
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using System.Linq;
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using Microsoft.VisualStudio.TestTools.UnitTesting;
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using Newtonsoft.Json;
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using YLErp.DBModels;
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using YLErp.DBModels.Enums;
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namespace YLErp.Modules.SwapModule
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{
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/// <summary>
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/// 预付金(保证金)腿"部分平仓后再全平"的计息过程暴露测试。
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///
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/// 背景：用户截图（国联民生-债券TRS期间结算）显示 8.4 部分平仓40% → 8.7 全平剩余60%，
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/// 预付金端系统给 20.83，而 Excel 预期 10.41（本次利息,3天）或 24.29（平仓盈亏,7天）。
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/// 经验证，单利计息核心 CalcDailySimpleInterest 只在 accrueDate > preEod.ValueDate 的日子累加，
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/// 计息基数 dynomicPrincipal = preEod.TdInterestPrincipal + posiPrincipal - orginPv。
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/// 因此第二次平仓的利息完全由"第一次部分平仓后日终归档态"决定——这正是截图看不到、却决定系统值的要素。
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///
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/// 本测试开启 SwapCalcTrace，把逐步过程打印出来，直接暴露"6天/3天"的来源（ValueDate 地板）。
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/// 同时用两个归档 ValueDate（8.4 期望 / 8.1 疑似生产落地值）对比，证明 ValueDate 是杠杆。
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/// </summary>
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[TestClass]
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public class PrepaidPrincipalCloseTraceTest
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{
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private sealed class Stub : SwapDealService
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{
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public Stub(OptUserInfo u) : base(u) { }
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protected override bool TryGetFloatRate(DateTime d, string c, out double r) { r = 0; return false; }
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}
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private const decimal PrepayFix = 100_000.23m; // 预付金(保证金)本金（截图 100,000.23）
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private const decimal PrepayRemaining = 60_000.138m; // 部分平仓40%后剩余 60%
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private const decimal Rate = 0.021111m; // 2.1111%
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private static readonly DateTime Start = new(2026, 7, 28);
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private static readonly DateTime PartialDate = new(2026, 8, 4);
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private static readonly DateTime FullDate = new(2026, 8, 7);
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private const int AnnualDays = 365;
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private SwapDealService _svc;
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[TestInitialize]
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public void Init() => _svc = new Stub(new OptUserInfo(0, nameof(PrepaidPrincipalCloseTraceTest), OptUserFrom.UnitTest));
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private static trade MakeTrade()
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{
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var extend = new trade_extend
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{
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TradeId = 1,
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ExtendJson = JsonConvert.SerializeObject(new TradeExtendJson
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{
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AnnualDays = AnnualDays,
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InterestCalcMode = "10", // 算头不算尾（与生产一致，具体算尾与否由场景验证）
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SettlementRules = 0
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})
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};
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return new trade
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{
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id = 1, TradeNumber = "UT-PREPAY-TRACE", ClientId = 999998,
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TradeType = "收益互换", TradeDate = Start, StartDate = Start,
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ExerciseDate = new DateTime(2027, 7, 28), TradeStatus = "确认成交",
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ValidState = "Valid", StockEqvNotional = (double)PrepayFix, Notional = (double)PrepayFix,
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trade_extend = extend
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};
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}
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private static swap_position MakePrepay()
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{
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return new swap_position
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{
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id = 1001, SwapTradeId = 1, PositionType = (int)PositionTypeFlag.Unknown,
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InterestDirection = (int)SwapDirectionEnum.收取,
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InterestMode = (int)InterestModeEnum.初始预付金,
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InterestRateDefault = Rate, InterestPrincipalFix = PrepayFix,
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PosiStartDate = Start, PosiMatuirityDate = new DateTime(2027, 7, 28),
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IsInitial = true, Invalid = false, InterestType = (int)InterestTypeEnum.单利,
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IsAnnualized = true, interest_rest_days = 1,
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interest_rule = 0, FloatRateUnderlyingCode = null,
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InterestSwapInterval = "[]"
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};
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}
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/// <summary>构造"8.4 部分平仓40%后"应有的日终归档态。</summary>
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private static eod_swap_position MakeEod(DateTime valueDate, decimal tdPrincipal, decimal profitSum)
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=> new eod_swap_position
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{
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id = 1, SwapTradeId = 1, PositionId = 1001,
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ValueDate = valueDate, TdInterestPrincipal = tdPrincipal,
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PosiNotionalValue = tdPrincipal, InterestProfitSum = profitSum
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};
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[TestMethod]
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public void 预付金腿_部分平仓后再全平_暴露计息过程_定位天数来源()
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{
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var td = MakeTrade();
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var pos = MakePrepay();
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// 运行一次计息并打印逐步 trace。calcLast=true 表示"算尾"（生产该腿实际口径，见下）。
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(swap_flow_event fe, string trace) Run(DateTime valueDate, bool calcLast)
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{
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SwapCalcTrace.IsEnabled = true;
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SwapCalcTrace.Reset();
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var eod = new List<eod_swap_position> { MakeEod(valueDate, PrepayRemaining, 0m) };
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var fe = _svc.GetInterests(td, td.trade_extend, FullDate, FullDate, eod,
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new List<swap_position> { pos }, PrepayFix, PrepayFix, PrepayFix, PrepayFix, 1m,
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(int)SwapEventTypeEnum.平仓, false, false, 0, PrepayFix, false,
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settment: false, newCalcLast: calcLast, closeList: null)[0];
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var trace = SwapCalcTrace.Dump();
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Console.WriteLine(trace);
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Console.WriteLine($">> InterestAmount={fe.InterestAmount}");
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return (fe, trace);
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}
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// 场景A（正确归档 ValueDate=8.4，算尾）：应得 3天 = 10.41（Excel「本次利息」）
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Console.WriteLine("=== 场景A: eod.ValueDate=8.4 + 算尾（期望正确值）===");
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var feA = Run(PartialDate, calcLast: true).fe;
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// 场景B（错误归档 ValueDate=8.1，算尾）：复现生产 6天 = 20.83（系统截图）
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Console.WriteLine("=== 场景B: eod.ValueDate=8.1 + 算尾（疑似生产落地值，复现 bug）===");
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var feB = Run(new DateTime(2026, 8, 1), calcLast: true).fe;
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// 守卫1：正确归档应产出与 Excel「本次利息」一致的 10.41（证明给定正确状态后计算逻辑本身正确）
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Assert.AreEqual(10.41m, Math.Round(feA.InterestAmount, 2),
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"正确归档(ValueDate=8.4)+算尾 应得 3天利息=10.41，与 Excel 本次利息一致");
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// 守卫2：错误归档(ValueDate=8.1) 复现系统截图的 ~20.83（6天计息），且证明 ValueDate 就是杠杆（缺的要素）。
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// 20.8219 与截图 20.83 的 0.01 差异仅为四舍五入呈现方式，量级与天数(6天)一致即证明复现成功。
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Assert.IsTrue(Math.Abs(feB.InterestAmount - 20.83m) < 0.05m,
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$"错误归档(ValueDate=8.1)+算尾 应复现系统截图 ~20.83(6天计息)，实测={feB.InterestAmount}");
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Assert.AreNotEqual(feA.InterestAmount, feB.InterestAmount,
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"ValueDate 不同应导致计息天数/金额不同");
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SwapCalcTrace.IsEnabled = false;
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}
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}
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}
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using System;
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using System.Collections.Generic;
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using System.Text;
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namespace YLErp.Modules.SwapModule
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{
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/// <summary>
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/// 计息计算过程追踪器（默认关闭，零运行时成本）。
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///
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/// 在 CalcDailySimpleInterest / CalcDailyCompoundInterest 等计息函数中调用
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/// SwapCalcTrace.Record(...)，开启后逐日记录：计息起点、日终归档 ValueDate 地板、
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/// 计息基数、当日利率、当日利息、累计利息。便于定位"算出来一个数却不对"的根因，
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/// 也便于把一次真实平仓的逐步过程打印出来与 Excel 对账。
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///
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/// 用法（单元测试或临时排障）：
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/// SwapCalcTrace.IsEnabled = true;
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/// SwapCalcTrace.Reset();
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/// ... 调用计息 ...
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/// Console.WriteLine(SwapCalcTrace.Dump());
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/// SwapCalcTrace.IsEnabled = false;
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/// </summary>
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public static class SwapCalcTrace
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{
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public static bool IsEnabled { get; set; } = false;
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[ThreadStatic]
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private static List<string> _lines;
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private static List<string> Lines => _lines ??= new List<string>();
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public static void Reset() => Lines.Clear();
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public static void Header(string title)
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{
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if (IsEnabled) Lines.Add($"== {title} ==");
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}
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public static void Line(string text)
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{
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if (IsEnabled) Lines.Add(text);
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}
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/// <summary>记录某一计息日的明细。</summary>
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public static void Day(int idx, DateTime date, decimal rate, decimal basePrincipal, decimal dayInterest, decimal accumulated)
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{
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if (IsEnabled)
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Lines.Add($" [{idx}] {date:yyyy-MM-dd} rate={rate:P6} base={basePrincipal:F4} day={dayInterest:F6} acc={accumulated:F6}");
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}
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public static string Dump() => string.Join(Environment.NewLine, Lines);
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}
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}
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@@ -1360,6 +1360,15 @@ namespace YLErp.Modules.SwapModule
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decimal dynomicPrincipal = preEodPosition.TdInterestPrincipal + posiPrincipal - orginPv;
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decimal tdDynomicPrincipal = dynomicPrincipal;
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var calcDays = (endDate - startDate).Days;
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if (SwapCalcTrace.IsEnabled)
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{
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SwapCalcTrace.Header($"CalcDailySimpleInterest posId={position.id} mode={position.InterestMode} type={(position.InterestType == (int)InterestTypeEnum.复利 ? "复利" : "单利")}");
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SwapCalcTrace.Line($" PosiStartDate={startDate:yyyy-MM-dd} endDate={endDate:yyyy-MM-dd} calcDays={calcDays} calcFirst={calcFirst} calcLast={calcLast}");
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SwapCalcTrace.Line($" preEod.id={preEodPosition.id} ValueDate={preEodPosition.ValueDate:yyyy-MM-dd} TdInterestPrincipal={preEodPosition.TdInterestPrincipal:F4} InterestProfitSum={interestProfitSum:F4}");
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SwapCalcTrace.Line($" dynomicPrincipal = TdInterestPrincipal({preEodPosition.TdInterestPrincipal:F4}) + posiPrincipal({posiPrincipal:F4}) - orginPv({orginPv:F4}) = {dynomicPrincipal:F4}");
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SwapCalcTrace.Line($" 已结扣除(InterestProfitSum*closePercent)={interest:F4} consumedInterest={consumedInterest:F4} closePercent={closePercent}");
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SwapCalcTrace.Line($" 逐日累加上限: accrueDate > preEod.ValueDate({preEodPosition.ValueDate:yyyy-MM-dd}) 才计息");
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}
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double floatRate = Convert.ToDouble(floateRate);
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for (int i = 0; i <= calcDays; i++)
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{
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@@ -1400,6 +1409,8 @@ namespace YLErp.Modules.SwapModule
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}
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interest += interest1;
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tdinterest += tdinterest1;
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if (SwapCalcTrace.IsEnabled)
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SwapCalcTrace.Day(i, accrueDate, (decimal)floatRate, flowEvent.InterestPrincipal, interest1, interest);
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}
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}
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InterestAmount = Math.Round(interest, InterestCalculationPrecision, MidpointRounding.AwayFromZero);
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