fix(swap): 固定值利息腿平仓比例缩放缺陷(GLMS) + 证明测试
- SwapDealService.CalcNotionalByMode 固定值分支原实现把 closePrincipal 钉成 Fix 全量 且 newClosePercent 强制置 1，导致界面『全部平仓→部分平仓』改比例时利息腿数据 完全不变。修复为 closePrincipal = InterestPrincipalFix * closePercent（与预付金/ 多头/空头/标的期初全价等模式一致），posiPrincipal 仍保留 Fix 全量，newClosePercent 保留真实平仓比例，两个缩放入口作用于不同项不双重缩放。 - EOD 结算路径 SwapEodPositionService 传 closePrecent=1 字面量，Fix*1=Fix，日终行为不变。 - 新增 SwapFixedInterestLegClosePercentBugTest（9 例真实函数复现+证明）。 - 纠正 SwapUnwindPrepayPrincipalBugTdd 中把『免疫』当期望的断言为线性缩放。 - 引入溯源：95686f4c(吴方海, EQD-5718, 2026-05-08)；newClosePercent=1 祖传自 acbd2e76(2024-06-04)。
This commit is contained in:
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;
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using YLErp.DBModels;
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using YLErp.DBModels.Enums;
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using YLErp.Modules.SwapModule;
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namespace UnitTestProject.Modules.SwapModule
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{
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/// <summary>
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/// 【缺陷证明测试】界面「全部平仓 → 部分平仓」，改变平仓比例，下方利息腿数据不变。
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/// ------------------------------------------------------------------------------
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/// 现象（前端）：SwapUnwind.cshtml 的 ClosePercent 输入框 → changeClosePercent →
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/// getInterestList → POST /swaptrade2/GetUnwindInterestList → 后端返回的利息腿列表数值不随比例变化。
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///
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/// 根因（后端，本测试要钉死的）：SwapDealService.CalcNotionalByMode
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/// case InterestModeEnum.固定值:
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/// closePrincipal = posiPrincipal = position.InterestPrincipalFix;
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/// newClosePercent = 1m; // ← 这一行把平仓比例直接抹成 1
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/// 固定值利息腿的计息本金恒等于 InterestPrincipalFix（与比例无关），
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/// 同时 newClosePercent 被强制置 1，后续 CalcDailySimpleInterest / CalcDailyCompoundInterest
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/// 拿到的 closePercent 也是 1 → 无论前端传 30% / 50% / 70% / 100%，返回利息完全相同。
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///
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/// 对照组：InterestModeEnum.标的期初全价(9) 走 closePrincipal = posiNotional * closePercent，
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/// 线性缩放，作为「正确行为」的基准。若对照组也不变，说明问题不在本函数（排除法）。
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///
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/// 调用方式：完全复刻生产 GetUnwindInterests(SwapDealService.cs:640-645) 的入参构造——
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/// posiNotionalValue = stockEqvNotional（剩余名义本金，不乘比例）
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/// posiLongNotionalValue = 多头剩余
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/// closePosiNotionalValue = stockEqvNotional * closePercent
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/// closePrecent = closePercent（控制器已做 A→B 口径转换）
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/// add=true, settment=false（盘中预览，不落库）
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/// 因此这是**真实生产函数**的行为，不是夹具自造逻辑。
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///
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/// 期望（修复前 红 / 修复后 绿）：固定值腿利息应与 closePercent 成正比。
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/// </summary>
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[TestClass]
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public class SwapFixedInterestLegClosePercentBugTest
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{
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private const decimal Notional = 100_000_000m; // 期初=剩余名义本金 1 亿
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private const decimal FixedRate = 0.03m; // 固定年利率 3%
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private const int AnnualDays = 365;
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private static readonly DateTime StartDate = new DateTime(2026, 4, 21);
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private static readonly DateTime Maturity = new DateTime(2026, 6, 30);
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private static readonly DateTime CloseDate = new DateTime(2026, 5, 11);
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#region Stub（无库）
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private sealed class StubSvc : SwapDealService
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{
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public StubSvc() : base(new OptUserInfo(0, nameof(SwapFixedInterestLegClosePercentBugTest), OptUserFrom.UnitTest)) { }
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// 无库环境：已消耗利息视为 0
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public override decimal GetConsumedInterest(int tradeId, long positionId, DateTime beforeDate) => 0m;
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}
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#endregion
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#region 构造器
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private static trade CreateTrade(string interestCalcMode)
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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 = interestCalcMode,
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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,
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TradeNumber = "UT-CLOSEPCT-BUG",
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ClientId = 999998,
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TradeType = "收益互换",
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TradeDate = StartDate,
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StartDate = StartDate,
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ExerciseDate = Maturity,
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TradeStatus = "确认成交",
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ValidState = "Valid",
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trade_extend = extend
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};
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}
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/// <summary>固定利率利息腿（不走浮动曲线），仅 InterestMode 不同</summary>
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private static swap_position CreateLeg(int interestMode, InterestTypeEnum interestType)
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{
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var intervalModels = new List<IntervalModel>
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{
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new IntervalModel { Date = Maturity, Rate = FixedRate, Settlement = 0 }
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};
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return new swap_position
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{
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id = 1001,
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SwapTradeId = 1,
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PositionType = (int)PositionTypeFlag.Unknown,
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PosiDirection = 0, // 利息腿
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InterestDirection = (int)SwapDirectionEnum.收取,
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InterestMode = interestMode,
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InterestRateDefault = FixedRate,
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InterestPrincipalFix = Notional, // 固定值腿的计息本金
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PosiStartDate = StartDate,
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PosiMatuirityDate = Maturity,
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IsInitial = true,
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Invalid = false,
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InterestType = (int)interestType,
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IsAnnualized = true,
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interest_rest_days = 1,
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interest_rule = 0,
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FloatRateUnderlyingCode = null, // 固定利率
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InterestSwapInterval = JsonConvert.SerializeObject(intervalModels)
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};
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}
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/// <summary>
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/// 复刻 GetUnwindInterests(SwapDealService.cs:640-645) 的入参构造，
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/// 唯一变量是界面输入的 closePercent。
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/// </summary>
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private static swap_flow_event CallProductionPath(trade td, swap_position leg, decimal closePercent)
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{
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var svc = new StubSvc();
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var stockEqvNotional = Notional; // 剩余名义本金
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var posiLongNotionalValue = Notional;
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var posiShortNotionalValue = 0m;
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var closePosiNotionalValue = stockEqvNotional * closePercent; // 生产：posiNotionalValue = stockEqvNotional * closePercent
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var orginPv = stockEqvNotional;
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var interests = svc.GetInterests(
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td, td.trade_extend, CloseDate, CloseDate,
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new List<eod_swap_position>(), // 无上一日 EOD
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new List<swap_position> { leg },
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stockEqvNotional,
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posiLongNotionalValue,
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posiShortNotionalValue,
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closePosiNotionalValue,
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closePercent,
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(int)SwapEventTypeEnum.平仓,
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tdClose: false,
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needPrice: false,
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grossPrice: 0m,
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orginPv: orginPv,
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add: true,
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settment: false);
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Assert.AreEqual(1, interests.Count, "应返回 1 条利息腿");
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return interests[0];
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}
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#endregion
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#region 对照组：标的期初全价(9) —— 正确行为，比例线性缩放
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[DataTestMethod]
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[DataRow("11")] // 算头算尾
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[DataRow("10")] // 算头不算尾
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public void 对照组_标的期初全价腿_利息应随平仓比例线性变化(string calcMode)
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{
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var td = CreateTrade(calcMode);
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var full = CallProductionPath(td, CreateLeg((int)InterestModeEnum.标的期初全价, InterestTypeEnum.单利), 1m);
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Console.WriteLine($"[对照组 mode=9 calcMode={calcMode}] 100% 利息 = {full.InterestAmount}");
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Assert.AreNotEqual(0m, full.InterestAmount, "全平利息不应为 0，否则用例无区分度");
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foreach (var pct in new[] { 0.3m, 0.5m, 0.7m })
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{
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var part = CallProductionPath(td, CreateLeg((int)InterestModeEnum.标的期初全价, InterestTypeEnum.单利), pct);
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var expect = full.InterestAmount * pct;
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Console.WriteLine($" {pct:P0} 实际={part.InterestAmount} 期望={expect} 差={part.InterestAmount - expect}");
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Assert.AreEqual((double)expect, (double)part.InterestAmount, 0.01,
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$"mode=9 应线性缩放：{pct:P0}");
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}
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}
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#endregion
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#region 缺陷组：固定值(1) —— 当前不随比例变化（修复前红）
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[DataTestMethod]
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[DataRow("11", 0)] // 算头算尾 + 单利
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[DataRow("10", 0)] // 算头不算尾 + 单利
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[DataRow("11", 1)] // 算头算尾 + 复利
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[DataRow("10", 1)] // 算头不算尾 + 复利
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public void 缺陷_固定值利息腿_利息必须随平仓比例线性变化(string calcMode, int typeFlag)
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{
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var type = typeFlag == 1 ? InterestTypeEnum.复利 : InterestTypeEnum.单利;
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var td = CreateTrade(calcMode);
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var full = CallProductionPath(td, CreateLeg((int)InterestModeEnum.固定值, type), 1m);
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Console.WriteLine($"[缺陷组 mode=1(固定值) calcMode={calcMode} {type}] 100% 利息 = {full.InterestAmount}");
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Assert.AreNotEqual(0m, full.InterestAmount, "全平利息不应为 0，否则用例无区分度");
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var diffs = new List<string>();
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var unchanged = 0;
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foreach (var pct in new[] { 0.3m, 0.5m, 0.7m })
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{
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var part = CallProductionPath(td, CreateLeg((int)InterestModeEnum.固定值, type), pct);
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var expect = full.InterestAmount * pct;
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var delta = part.InterestAmount - expect;
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if (part.InterestAmount == full.InterestAmount) unchanged++;
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diffs.Add($" {pct:P0} 实际={part.InterestAmount} 期望={expect} 偏差={delta}");
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}
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diffs.ForEach(Console.WriteLine);
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if (unchanged == 3)
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{
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Console.WriteLine(" ▲ 三个比例返回值与 100% 完全一致 → 复现「界面改比例利息腿数据不变」");
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Console.WriteLine(" ▲ 根因：CalcNotionalByMode case 固定值 → newClosePercent = 1m");
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}
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foreach (var pct in new[] { 0.3m, 0.5m, 0.7m })
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{
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var part = CallProductionPath(td, CreateLeg((int)InterestModeEnum.固定值, type), pct);
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Assert.AreEqual((double)(full.InterestAmount * pct), (double)part.InterestAmount, 0.01,
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$"固定值腿应随比例缩放，但 {pct:P0} 与全平返回相同值（Bug）");
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}
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}
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#endregion
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#region 单元级：直接断言 CalcNotionalByMode 的比例语义
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/// <summary>
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/// 反射直击私有方法 CalcNotionalByMode，剥离所有计息细节，
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/// 只看「(closePrincipal, newClosePercent) 是否体现了平仓比例」。
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/// <para>注意：closePrincipal 与 newClosePercent 作用在**不同项**上——
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/// closePrincipal 决定"本期新增利息"的基数，newClosePercent 决定"历史累计/已消耗利息"的缩放，
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/// 二者不相乘（相乘会得到双重缩放的错误度量）。因此这里分别断言：
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/// 1) closePrincipal 应 = Fix × pct
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/// 2) newClosePercent 应 = pct（而非被强制置 1）</para>
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/// </summary>
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[DataTestMethod]
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[DataRow((int)InterestModeEnum.固定值, "0.3")]
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[DataRow((int)InterestModeEnum.固定值, "0.5")]
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[DataRow((int)InterestModeEnum.固定值, "0.7")]
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public void CalcNotionalByMode_固定值腿_有效缩放系数必须等于平仓比例(int mode, string pctStr)
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{
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var pct = decimal.Parse(pctStr, System.Globalization.CultureInfo.InvariantCulture);
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var leg = CreateLeg(mode, InterestTypeEnum.单利);
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var m = typeof(SwapDealService).GetMethod("CalcNotionalByMode",
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System.Reflection.BindingFlags.NonPublic | System.Reflection.BindingFlags.Instance);
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Assert.IsNotNull(m, "未找到 CalcNotionalByMode，签名可能已变更");
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var full = m.Invoke(new StubSvc(), new object[] { leg, 1m, Notional, Notional, 0m });
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var part = m.Invoke(new StubSvc(), new object[] { leg, pct, Notional, Notional, 0m });
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var fullClose = (decimal)full.GetType().GetField("Item1").GetValue(full);
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var fullPct = (decimal)full.GetType().GetField("Item3").GetValue(full);
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var partClose = (decimal)part.GetType().GetField("Item1").GetValue(part);
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var partPct = (decimal)part.GetType().GetField("Item3").GetValue(part);
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Console.WriteLine($"[CalcNotionalByMode mode={mode}] 100%: closePrincipal={fullClose} newClosePercent={fullPct}");
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Console.WriteLine($"[CalcNotionalByMode mode={mode}] {pct:P0}: closePrincipal={partClose} newClosePercent={partPct}");
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// 1) 计息本金必须按比例缩放（本期新增利息的基数）
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Assert.AreEqual((double)(fullClose * pct), (double)partClose, 0.01,
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$"固定值腿 closePrincipal 应为 Fix×{pct:P0}，实际未缩放");
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// 2) 传给 CalcDaily*Interest 的比例必须是真实平仓比例（历史累计/已消耗利息的缩放）
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Assert.AreEqual((double)pct, (double)partPct, 1e-9,
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$"固定值腿 newClosePercent 应为 {pct:P0}，被强制置 1 会抹掉比例语义");
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}
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#endregion
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}
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}
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@@ -535,13 +535,17 @@ namespace YLErp.Modules.SwapModule
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Assert.AreEqual(1_000_000m, fe.InterestPrincipal, "合约名义本金规模 50% 应=posiNotional×0.5");
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}
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// ---- 固定值(1)：CalcNotionalByMode 强制 newClosePercent=1，对 closePercent 免疫（输入 0.5 也不缩放） ----
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// ---- 固定值(1)：修复后应与所有其他模式一致，按平仓比例线性缩放 ----
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// 历史缺陷：CalcNotionalByMode 对固定值腿同时把 closePrincipal 钉成 Fix 全量、newClosePercent 强制置 1，
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// 导致「全部平仓→部分平仓」改比例时利息腿数据完全不变（与用户预期及其他模式行为不符，GLMS 缺陷）。
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// 修复见 SwapDealService.cs CalcNotionalByMode 固定值分支（引入提交 95686f4c，吴方海，EQD-5718，2026-05-08）。
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// 旧断言「对平仓比例免疫、恒=Fix」本身就是在保卫该缺陷，此处纠正为正确的线性缩放。
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[TestMethod]
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public void 固定值腿_盘中_部分平仓_对平仓比例免疫_返回Fix本金()
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public void 固定值腿_盘中_部分平仓_应随平仓比例线性缩放()
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{
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const decimal baseP = 2_000_000m;
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var fe = CalcByMode((int)InterestModeEnum.固定值, baseP, 0.5m);
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Assert.AreEqual(baseP, fe.InterestPrincipal, "固定值腿 newClosePercent=1，InterestPrincipal 恒=Fix，不随平仓比例缩放");
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Assert.AreEqual(1_000_000m, fe.InterestPrincipal, "固定值腿修复后 50% 应=Fix×0.5（与其他模式一致，缺陷已修复）");
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}
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// ---- 日终路径(settment=true)：证明走 CalcDailySimpleInterestByEod，结果恒为线性 closePrincipal，不受盘中 bug 影响 ----
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@@ -899,8 +899,18 @@ namespace YLErp.Modules.SwapModule
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switch ((InterestModeEnum)position.InterestMode)
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{
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case InterestModeEnum.固定值:
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closePrincipal = posiPrincipal = position.InterestPrincipalFix;
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newClosePercent = 1m;
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// 【缺陷修复】界面「全部平仓→部分平仓」改比例，下方利息腿数据完全不变。
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// 原实现：closePrincipal = posiPrincipal = Fix; newClosePercent = 1m;
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// 固定值腿的"计息本金"确实固定(Fix)，但"本次平仓结算/返还多少利息"必须按平仓比例缩放。
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// 旧代码把 closePrincipal 与 newClosePercent 两个缩放入口同时抹平，
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// 导致 GetUnwindInterests 盘中预览无论传 30%/50%/70%/100%，返回利息完全相同。
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// 修复口径：与 初始/追加预付金 腿(下方 case)以及 标的期初全价(mode 9) 完全一致——
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// closePrincipal 承担"本期新增利息"的缩放，newClosePercent 承担"历史累计/已消耗利息"的缩放，
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// 二者作用在不同项上，不会双重缩放（mode 9 已由回归测试证明线性）。
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// 兼容性：EOD 结算路径 SwapEodPositionService:1350 传 closePrecent = 1 字面量，
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// 此处 Fix × 1 = Fix，日终行为与修复前完全一致。
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closePrincipal = position.InterestPrincipalFix * closePercent;
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posiPrincipal = position.InterestPrincipalFix;
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break;
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case InterestModeEnum.多头存续名义本金:
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closePrincipal = posiLong * closePercent;
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