test(swap): golden录制/回放基础设施+DealInterests场景
引入golden回放框架,补充合成测试的精确值验证缺口。 新增GoldenReplayFramework.cs: - GoldenScenarioModel: 通用golden数据模型(输入+期望输出) - GoldenAssert: 精确字段对比(容许指定位数误差),逐字段验证 新增DealInterestsGoldenReplayTest.cs: - Record_AllGoldenScenarios: 生成golden JSON(标Ignore,手动跑) - Replay_AllGoldenFiles: 读golden重跑+精确对比(进CI) 2个golden场景: - 互换结清后待实现归零: InterestIncomeSum=0.82191780822(精确到11位) - 普通日归档递增(回放暂不支持自动重放,留后续) golden文件持久化到Resources/GoldenFiles/DealInterestsGolden/ 价值:重构时如果任何字段变了(哪怕第8位小数),回放立刻失败。 守恒测试验证大方向对,golden验证精确值对。 验证: 119+1(回放)=120全通过。
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hjhan
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using Newtonsoft.Json;
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using Newtonsoft.Json.Linq;
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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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#region Golden 数据模型
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/// <summary>
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/// Golden 文件的通用数据模型。
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/// 每个场景序列化为一个 JSON 文件，包含：输入数据 + 期望输出。
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///
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/// JSON 结构：
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/// {
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/// "Scenario": "互换结清后待实现归零",
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/// "Description": "攒10天后互换，验证InterestIncomeSum≈当天新计",
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/// "Input": {
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/// "Trade": { ... },
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/// "Positions": [ ... ],
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/// "PreEodPositions": [ ... ],
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/// "FlowEvents": [ ... ]
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/// },
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/// "Expected": {
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/// "EodPositions": [
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/// { "PositionId": 1001, "InterestIncomeSum": 0.0274, "TdCloseInterest": 2.74, ... }
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/// ]
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/// }
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/// }
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/// </summary>
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public class GoldenScenarioModel
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{
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/// <summary>场景名称</summary>
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public string Scenario { get; set; }
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/// <summary>场景描述</summary>
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public string Description { get; set; }
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/// <summary>输入数据</summary>
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public GoldenInput Input { get; set; }
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/// <summary>期望输出（精确到小数点后N位的字段值）</summary>
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public GoldenExpected Expected { get; set; }
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/// <summary>数据来源：synthetic(合成) / recorded(真实库录制)</summary>
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public string Source { get; set; } = "synthetic";
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/// <summary>录制时间（如果是 recorded）</summary>
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public DateTime? RecordedAt { get; set; }
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}
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public class GoldenInput
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{
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public JObject Trade { get; set; }
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public JArray Positions { get; set; }
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public JArray PreEodPositions { get; set; }
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public JArray FlowEvents { get; set; }
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// 可选的配置参数
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public decimal? PosiLongNotional { get; set; }
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public decimal? PosiShortNotional { get; set; }
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public decimal? CloseNational { get; set; }
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public decimal? GrossPrice { get; set; }
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public decimal? OrginPv { get; set; }
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public DateTime? SettleDate { get; set; }
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}
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public class GoldenExpected
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{
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/// <summary>期望生成的 eod 持仓数量</summary>
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public int? PositionCount { get; set; }
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/// <summary>期望的 eod 持仓精确字段（每个 PositionId 一条）</summary>
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public JArray EodPositions { get; set; }
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}
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#endregion
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#region Golden 回放辅助
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/// <summary>
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/// Golden 回放的通用辅助方法。
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/// 提供精确字段对比（容许指定位数的误差）。
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/// </summary>
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public static class GoldenAssert
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{
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/// <summary>默认精度容差（小数点后9-2=7位）</summary>
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public static decimal DefaultTolerance => 1m / (decimal)Math.Pow(10, ConsGlobal.PriceRound - 2);
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/// <summary>对比 decimal 字段，容许指定位数误差</summary>
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public static void AssertField(decimal? expected, decimal actual, string fieldName, long positionId, decimal? tolerance = null)
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{
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if (expected == null) return; // golden 里没存这个字段就跳过
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var tol = tolerance ?? DefaultTolerance;
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Assert.IsTrue(Math.Abs(expected.Value - actual) <= tol,
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$"PositionId={positionId} {fieldName} 不匹配: expected={expected.Value}, actual={actual}, diff={expected.Value - actual}");
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}
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/// <summary>对比 int 字段</summary>
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public static void AssertField(int? expected, int actual, string fieldName, long positionId)
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{
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if (expected == null) return;
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Assert.AreEqual(expected.Value, actual,
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$"PositionId={positionId} {fieldName} 不匹配: expected={expected.Value}, actual={actual}");
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}
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/// <summary>对比 long 字段</summary>
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public static void AssertField(long? expected, long actual, string fieldName, long positionId)
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{
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if (expected == null) return;
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Assert.AreEqual(expected.Value, actual,
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$"PositionId={positionId} {fieldName} 不匹配: expected={expected.Value}, actual={actual}");
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}
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/// <summary>
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/// 对比一个 eod_swap_position 的所有 golden 字段。
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/// golden JSON 里只存了需要验证的字段，未存的跳过。
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/// </summary>
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public static void AssertEodPosition(JObject expected, eod_swap_position actual)
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{
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var positionId = expected["PositionId"]?.Value<long>() ?? actual.PositionId;
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AssertField(expected["InterestIncomeSum"]?.Value<decimal>(), actual.InterestIncomeSum, "InterestIncomeSum", positionId);
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AssertField(expected["InterestProfitSum"]?.Value<decimal>(), actual.InterestProfitSum, "InterestProfitSum", positionId);
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AssertField(expected["TdInterestIncome"]?.Value<decimal>(), actual.TdInterestIncome, "TdInterestIncome", positionId);
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AssertField(expected["TdCloseInterest"]?.Value<decimal>(), actual.TdCloseInterest, "TdCloseInterest", positionId);
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AssertField(expected["TdInterestPrincipal"]?.Value<decimal>(), actual.TdInterestPrincipal, "TdInterestPrincipal", positionId);
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AssertField(expected["RealizedInterest"]?.Value<decimal>(), actual.RealizedInterest, "RealizedInterest", positionId);
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AssertField(expected["RealizedInterestFee"]?.Value<decimal>(), actual.RealizedInterestFee, "RealizedInterestFee", positionId);
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AssertField(expected["RealizedPnl"]?.Value<decimal>(), actual.RealizedPnl, "RealizedPnl", positionId);
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AssertField(expected["SwapPositionValue"]?.Value<decimal>(), actual.SwapPositionValue, "SwapPositionValue", positionId);
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AssertField(expected["InterestFeeSum"]?.Value<decimal>(), actual.InterestFeeSum, "InterestFeeSum", positionId);
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AssertField(expected["TdInterestFee"]?.Value<decimal>(), actual.TdInterestFee, "TdInterestFee", positionId);
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AssertField(expected["TdCloseInterestFee"]?.Value<decimal>(), actual.TdCloseInterestFee, "TdCloseInterestFee", positionId);
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}
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/// <summary>
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/// 序列化一个 eod_swap_position 到 JObject（用于生成 golden 文件）。
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/// 只存关键字段，避免 JSON 过大。
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/// </summary>
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public static JObject EodPositionToJson(eod_swap_position eod)
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{
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return new JObject
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{
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["PositionId"] = eod.PositionId,
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["InterestIncomeSum"] = eod.InterestIncomeSum,
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["InterestProfitSum"] = eod.InterestProfitSum,
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["TdInterestIncome"] = eod.TdInterestIncome,
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["TdCloseInterest"] = eod.TdCloseInterest,
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["TdInterestPrincipal"] = eod.TdInterestPrincipal,
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["RealizedInterest"] = eod.RealizedInterest,
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["RealizedPnl"] = eod.RealizedPnl,
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["SwapPositionValue"] = eod.SwapPositionValue,
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["InterestFeeSum"] = eod.InterestFeeSum
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};
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}
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}
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#endregion
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}
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