diff --git a/UnitTestProject/Modules/SwapModule/DividendEodNoDoubleCountTest.cs b/UnitTestProject/Modules/SwapModule/DividendEodNoDoubleCountTest.cs
index cb588031..3a8ea7e2 100644
--- a/UnitTestProject/Modules/SwapModule/DividendEodNoDoubleCountTest.cs
+++ b/UnitTestProject/Modules/SwapModule/DividendEodNoDoubleCountTest.cs
@@ -103,6 +103,16 @@ namespace YLErp.Modules.SwapModule
DataState = (int)SwapFlowDateStateEnum.完成
};
+ private static swap_flow_event CloseEvent(decimal qty, decimal dividendIn, DateTime eventDate) => new swap_flow_event
+ {
+ SwapTradeId = SwapTradeId, EventType = (int)SwapFlowEventTypeEnum.平仓,
+ PositionId = PositionId, Quantity = qty, DividendIn = dividendIn,
+ MarkClosePnl = 0m, CloseFee = 0m, TradingFeePending = 0m,
+ TradingAmount = qty * 1.000m,
+ UnwindDate = eventDate, EventDate = eventDate, PayDate = eventDate,
+ DataState = (int)SwapFlowDateStateEnum.完成
+ };
+
private static void AssertDecimalEqual(decimal expected, decimal actual, decimal tol, string msg)
=> Assert.IsTrue(Math.Abs(expected - actual) <= tol, $"{msg}: expected={expected} actual={actual}");
@@ -159,5 +169,63 @@ namespace YLErp.Modules.SwapModule
Console.WriteLine($"[EOD 后] TdPosiDividend={r2.TdPosiDividend} TdCloseDividend={r2.TdCloseDividend} PosiDividendSum={r2.PosiDividendSum}");
Console.WriteLine($"结论:互换实现 {dividendIn} 被扣减(不重复);当日新计 {r2.TdPosiDividend} 挂 PosiDividendSum(不丢失)");
}
+
+ ///
+ /// 盘中全平(扣持仓→PosiQuantity=0):验证登记日当日分红是否丢失。
+ ///
+ /// 全平 vs 收益互换的关键区别:全平扣持仓,EOD 时 PosiQuantity=0 → 当日新计 TdPosiDividend 不计提(:1834 守卫)
+ /// + PosiDividendSum 归 0(:1856 else)。若盘中 DividendIn 读 T-1(漏当日新计),则当日分红
+ /// 既没进 DividendIn、也没进 PosiDividendSum → 丢失。本测试暴露这个风险。
+ ///
+ /// 序列(StartDate=1/5,每日 0.01×1000=10):
+ /// D1=1/6 无事件 Copy:PosiDividendSum=10
+ /// D2=1/7 盘中全平:DividendIn=GetPreEodDividendSum(读 D1)=10(漏 D2 当日);EOD:PosiQuantity=0→TdPosiDividend=0, PosiDividendSum=0
+ /// 应得(登记日持仓享当日)= D1累计(10) + D2当日(10) = 20;实拿 = DividendIn(10) + PosiDividendSum(0) = 10 → 丢失 10
+ ///
+ [TestMethod]
+ public void 特征化_登记日全平_当日分红丢失10_已知缺陷待修复()
+ {
+ var eodSvc = new EodSvcStub();
+ var td = CreateTrade();
+ var position = CreatePosition();
+ var initialEod = CreateInitialEod();
+
+ // D1=1/6 无事件 EOD
+ var d1 = new DateTime(2026, 1, 6);
+ var r1 = eodSvc.ExecuteCopyEodPosition(initialEod, td, d1, StartDate);
+ AssertDecimalEqual(10m, r1.PosiDividendSum, 0.01m, "D1 PosiDividendSum");
+
+ // D2=1/7 盘中全平:DividendIn 由生产方法真实算(读 D1 EOD,当日 EOD 未生成)
+ var d2 = new DateTime(2026, 1, 7);
+ var dealSvc = new DealSvcStub(
+ new List { new eod_swap { SwapTradeId = SwapTradeId, ValueDate = d1 } },
+ new List { r1 });
+ decimal dividendIn = dealSvc.ExposeGetPreEodDividendSum(SwapTradeId, PositionId, d2);
+ AssertDecimalEqual(10m, dividendIn, 0.01m, "全平 DividendIn=读T-1(D1)=10(漏 D2 当日新计)");
+
+ // 全平事件(扣全部持仓)
+ var closeEvent = CloseEvent(InitialQty, dividendIn, d2);
+
+ // D2=1/7 EOD(UpdateEodPosition,全平→PosiQuantity=0)
+ var r2 = eodSvc.ExecuteUpdateEodPosition(position, r1, td, d2, d1, new List { closeEvent });
+
+ // 登记日持仓应享当日分红:D1累计 + D2当日(若持仓>0 本应计提 = 1天×0.01×1000=10)
+ decimal d2AccrualIfHeld = DailyRatePerUnit * 1 * InitialQty;
+ decimal expectedTotal = r1.PosiDividendSum + d2AccrualIfHeld; // 应得 = 10 + 10 = 20
+ decimal actualGot = dividendIn + r2.PosiDividendSum; // 实拿 = DividendIn + 末尾挂着
+ decimal lost = expectedTotal - actualGot;
+
+ Console.WriteLine($"[全平] D1累计={r1.PosiDividendSum}, D2当日(若计提)={d2AccrualIfHeld}, 应得={expectedTotal}");
+ Console.WriteLine($"[全平] DividendIn={dividendIn}, EOD:TdPosiDividend={r2.TdPosiDividend} PosiDividendSum={r2.PosiDividendSum} PosiQuantity={r2.PosiQuantity}");
+ Console.WriteLine($"[全平] 实拿={actualGot}, 丢失={lost}");
+
+ // 【特征化·已知缺陷】登记日盘中全平,当日分红丢失 10(D2当日新计既没进 DividendIn 也没进 PosiDividendSum)。
+ // 根因:①盘中 DividendIn=GetPreEodDividendSum 读 T-1(当日 EOD 未生成,漏当日新计);
+ // ②EOD 全平 PosiQuantity=0 → TdPosiDividend=0(:1834 不计提当日)+ PosiDividendSum=0(:1856)。
+ // 待修复:GetPreEodDividendSum 当日 EOD 不存在时补算当日分红,或全平 EOD 按登记日持仓计提。
+ // 修复后改回 AssertDecimalEqual(0m, lost, ...)(不丢失)。
+ AssertDecimalEqual(10m, lost, 0.01m,
+ $"【已知缺陷】登记日盘中全平当日分红丢失={lost}(应得{expectedTotal}, 实拿{actualGot})。待修复。");
+ }
}
}