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feat:修改测试用例

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ruisu
2026-07-17 09:27:25 +08:00
parent 1110e2b3ef
commit d9002e8d36
2 changed files with 1764 additions and 10 deletions
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YLErpDAL/Modules/RiskEngine/RiskEngineService.cs
+10 -10
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@@ -706,8 +706,8 @@ namespace YLErp.Modules.RiskEngine
//{
// Id = 1000012,
// RuleName = "债券类净价偏离（本地）",
// RuleText = "取值字段：通过 DbContext.swap_position 按 TradeId 取 PosiNetNoFeePrice，对应债券类标的期初交割净价，库内为 1 左右原值；通过 DbContext.china_bond_valuation 按当前交易标的和交易日前日期取上一收盘日 net_price，库内为 100 左右报价。计算逻辑：按 ABS(PosiNetNoFeePrice×100-net_price) 计算绝对价差，价差大于 5 元时触发审批。",
// RuleExpr = "Math.Abs(DbContext.swap_position.First(p => p.SwapTradeId == TradeId).PosiNetNoFeePrice.Value * 100m - DbContext.china_bond_valuation.Where(v => v.bond_id == DbContext.trade.First(t => t.id == TradeId).UnderlyingCode && v.valuation_date < DbContext.trade.First(t => t.id == TradeId).TradeDate.Value.Date).OrderByDescending(v => v.credibility).ThenByDescending(v => v.valuation_date).First().net_price.Value) > 5m",
// RuleText = "取值字段：通过 DbContext.swap_position 按 TradeId 取 IsInitial=true、Invalid=false、PosiDirection=2 且有标的代码的浮动支付端 PosiNetNoFeePrice 和 UnderlyingCode，PosiNetNoFeePrice 对应债券类标的期初交割净价，库内为 1 左右原值；通过 DbContext.china_bond_valuation 按该浮动支付端标的和交易日前日期优先取 credibility=1 的上一收盘日 net_price，库内为 100 左右报价。计算逻辑：按 ABS(PosiNetNoFeePrice×100-net_price) 计算绝对价差，价差大于 5 元时触发审批。",
// RuleExpr = "Math.Abs(DbContext.swap_position.First(p => p.SwapTradeId == TradeId && p.IsInitial && !p.Invalid && p.PosiDirection == 2 && !string.IsNullOrEmpty(p.UnderlyingCode)).PosiNetNoFeePrice.Value * 100m - DbContext.china_bond_valuation.Where(v => v.bond_id == DbContext.swap_position.First(p => p.SwapTradeId == TradeId && p.IsInitial && !p.Invalid && p.PosiDirection == 2 && !string.IsNullOrEmpty(p.UnderlyingCode)).UnderlyingCode && v.valuation_date < DbContext.trade.First(t => t.id == TradeId).TradeDate.Value.Date).OrderBy(v => v.credibility).ThenByDescending(v => v.valuation_date).First().net_price.Value) > 5m",
// Version = 1,
// Status = RiskRuleStatus.Active,
// OptId = 0,
@@ -722,8 +722,8 @@ namespace YLErp.Modules.RiskEngine
//{
// Id = 1000013,
// RuleName = "债券类收益率偏离（本地）",
// RuleText = "取值字段：通过 DbContext.swap_position 按 TradeId 取 InitYtm，对应债券类标的期初成交收益率，库内为原值；通过 DbContext.china_bond_valuation 按当前交易标的和交易日前日期取上一收盘日 yield，库内为 1.5 到 2.2 左右百分数。计算逻辑：按 ABS(InitYtm×100-yield) 计算收益率绝对差，差值大于 1 时触发审批。",
// RuleExpr = "Math.Abs(DbContext.swap_position.First(p => p.SwapTradeId == TradeId).InitYtm.Value * 100m - DbContext.china_bond_valuation.Where(v => v.bond_id == DbContext.trade.First(t => t.id == TradeId).UnderlyingCode && v.valuation_date < DbContext.trade.First(t => t.id == TradeId).TradeDate.Value.Date).OrderByDescending(v => v.credibility).ThenByDescending(v => v.valuation_date).First().yield.Value) > 1m",
// RuleText = "取值字段：通过 DbContext.swap_position 按 TradeId 取 IsInitial=true、Invalid=false、PosiDirection=2 且有标的代码的浮动支付端 InitYtm 和 UnderlyingCode，InitYtm 对应债券类标的期初成交收益率，库内为原值；通过 DbContext.china_bond_valuation 按该浮动支付端标的和交易日前日期优先取 credibility=1 的上一收盘日 yield，库内为 1.5 到 2.2 左右百分数。计算逻辑：按 ABS(InitYtm×100-yield) 计算收益率绝对差，差值大于 1 时触发审批。",
// RuleExpr = "Math.Abs(DbContext.swap_position.First(p => p.SwapTradeId == TradeId && p.IsInitial && !p.Invalid && p.PosiDirection == 2 && !string.IsNullOrEmpty(p.UnderlyingCode)).InitYtm.Value * 100m - DbContext.china_bond_valuation.Where(v => v.bond_id == DbContext.swap_position.First(p => p.SwapTradeId == TradeId && p.IsInitial && !p.Invalid && p.PosiDirection == 2 && !string.IsNullOrEmpty(p.UnderlyingCode)).UnderlyingCode && v.valuation_date < DbContext.trade.First(t => t.id == TradeId).TradeDate.Value.Date).OrderBy(v => v.credibility).ThenByDescending(v => v.valuation_date).First().yield.Value) > 1m",
// Version = 1,
// Status = RiskRuleStatus.Active,
// OptId = 0,
@@ -738,8 +738,8 @@ namespace YLErp.Modules.RiskEngine
//{
// Id = 1000014,
// RuleName = "非债券类价格偏离（本地）",
// RuleText = "取值字段：通过 DbContext.swap_position 按 TradeId 取 PosiGrossPrice，对应普通收益互换页面填写的期初标的价格，库内为 1 左右原值；通过 DbContext.eod_commodity_future_price 按当前交易标的和交易日前日期取上一日收盘价 ClosePrice。计算逻辑：按 ABS(PosiGrossPrice×100-ClosePrice) 计算绝对价差，价差大于 5 时触发审批。",
// RuleExpr = "Math.Abs(DbContext.swap_position.First(p => p.SwapTradeId == TradeId).PosiGrossPrice * 100m - Convert.ToDecimal(DbContext.eod_commodity_future_price.Where(e => e.UnderlyingCode == DbContext.trade.First(t => t.id == TradeId).UnderlyingCode && e.ValueDate < DbContext.trade.First(t => t.id == TradeId).TradeDate.Value.Date).OrderByDescending(e => e.ValueDate).First().ClosePrice)) > 5m",
// RuleText = "取值字段：通过 DbContext.swap_position 按 TradeId 取 IsInitial=true、Invalid=false、PosiDirection=2 且有标的代码的浮动支付端 PosiGrossPrice 和 UnderlyingCode，PosiGrossPrice 对应普通收益互换页面填写的期初标的价格，库内为 1 左右原值；通过 DbContext.eod_commodity_future_price 按该浮动支付端标的和交易日前日期取上一日收盘价 ClosePrice。注意：eod_commodity_future_price 模型属性 UnderlyingCode 实际映射数据库列 FutureContractId，数据库排查时应使用 FutureContractId 与 swap_position.UnderlyingCode 关联。计算逻辑：按 ABS(PosiGrossPrice×100-ClosePrice) 计算绝对价差，价差大于 5 时触发审批。",
// RuleExpr = "Math.Abs(DbContext.swap_position.First(p => p.SwapTradeId == TradeId && p.IsInitial && !p.Invalid && p.PosiDirection == 2 && !string.IsNullOrEmpty(p.UnderlyingCode)).PosiGrossPrice * 100m - Convert.ToDecimal(DbContext.eod_commodity_future_price.Where(e => e.UnderlyingCode == DbContext.swap_position.First(p => p.SwapTradeId == TradeId && p.IsInitial && !p.Invalid && p.PosiDirection == 2 && !string.IsNullOrEmpty(p.UnderlyingCode)).UnderlyingCode && e.ValueDate < DbContext.trade.First(t => t.id == TradeId).TradeDate.Value.Date).OrderByDescending(e => e.ValueDate).First().ClosePrice)) > 5m",
// Version = 1,
// Status = RiskRuleStatus.Active,
// OptId = 0,
@@ -754,8 +754,8 @@ namespace YLErp.Modules.RiskEngine
//{
// Id = 1000015,
// RuleName = "单一交易对手累计标的数量超阈值（本地）",
// RuleText = "取值字段：通过 DbContext.trade 按 TradeId 取当前交易对手 ClientId，再查询同一交易对手存续/审批中交易对应的 swap_position.UnderlyingCode 去重数量。计算逻辑：同一交易对手累计标的数量超过 10 个时触发审批。",
// RuleExpr= DbContext.swap_position.Where(p => !string.IsNullOrEmpty(p.UnderlyingCode) && p.IsInitial && !p.Invalid && DbContext.trade.Any(t => t.id == p.SwapTradeId && t.ValidState != "InValid" && t.ClientId == DbContext.trade.First(x => x.id == TradeId).ClientId && t.ParentTradeId == 0 && (ConsTrade.NeedMarginTradeStatusList.Contains(t.TradeStatus) || t.TradeStatus == "审批中"))).Select(p => p.UnderlyingCode).Distinct().Count() > 10
// RuleText = "取值字段：通过 DbContext.trade 按 TradeId 取当前交易对手 ClientId，再查询同一交易对手有效交易对应的实时存续持仓 swap_position.UnderlyingCode 去重数量。实时存续持仓口径：IsInitial=false、PosiQuantity>0、Invalid=false、PosiDirection>0 且 UnderlyingCode 非空。计算逻辑：同一交易对手累计标的数量超过 10 个时触发审批。",
// RuleExpr= DbContext.swap_position.Where(p => !string.IsNullOrEmpty(p.UnderlyingCode) && !p.IsInitial && p.PosiQuantity > 0 && !p.Invalid && p.PosiDirection > 0 && DbContext.trade.Any(t => t.id == p.SwapTradeId && t.ValidState != "InValid" && t.ClientId == DbContext.trade.First(x => x.id == TradeId).ClientId)).Select(p => p.UnderlyingCode).Distinct().Count() > 10
// Version = 1,
// Status = RiskRuleStatus.Active,
// OptId = 0,
@@ -770,8 +770,8 @@ namespace YLErp.Modules.RiskEngine
//{
// Id = 1000016,
// RuleName = "多头支付固定端利率偏离（本地）",
// RuleText = "取值字段：通过 DbContext.swap_position 按 TradeId 取利息端支付方向记录的 InterestRateDefault，对应互换交易-利息端-利率文本框数值；通过 DbContext.eod_commodity_future_price 按 FutureContractId=FR007（模型属性 UnderlyingCode）和交易日前日期取最近一条 ClosePrice。计算逻辑：按 ABS(InterestRateDefault-FR007) 计算利率差，差值小于 5% 时触发审批。",
// RuleExpr = "Math.Abs(DbContext.swap_position.First(p => p.SwapTradeId == TradeId && p.InterestDirection == 2).InterestRateDefault - Convert.ToDecimal(DbContext.eod_commodity_future_price.Where(e => e.UnderlyingCode == "FR007" && e.ValueDate < DbContext.trade.First(t => t.id == TradeId).TradeDate.Value.Date).OrderByDescending(e => e.ValueDate).First().ClosePrice)) < 0.05m",
// RuleText = "取值字段：通过 DbContext.swap_position 按 TradeId 取利息端收入固定利息方向记录的 InterestRateDefault。InterestRateDefault 只代表利率文本框中 + 号后的点差，不包含 FR007 基准利率，库内为小数原值，界面按百分比显示。计算逻辑：按 ABS(InterestRateDefault×100) 计算点差百分比绝对值，绝对值小于 5 时触发审批。",
// RuleExpr = "Math.Abs(DbContext.swap_position.First(p => p.SwapTradeId == TradeId && p.InterestDirection == 1).InterestRateDefault * 100m) < 5m",
// Version = 1,
// Status = RiskRuleStatus.Active,
// OptId = 0,
YLErpDAL/Modules/RiskEngine/测试用例.md
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