fix: 修复基础费率平仓待结算费用按实际平仓规模分摊

2026-07-29 13:07:55 +08:00
parent 422507df8d
commit e1d68393f8
4 changed files with 123 additions and 2 deletions
@@ -17,6 +17,17 @@ namespace YLErp.Modules.SwapModule
            return (decimal)method.Invoke(null, new object[] { position, unwindData });
        }

+        private static decimal InvokeCalcInitTradingFeePending(swap_position oriPosition, swap_position position, UnwindData unwindData)
+        {
+            var method = typeof(SwapDealService).GetMethod(
+                "CalcInitTradingFeePending",
+                BindingFlags.NonPublic | BindingFlags.Static);
+
+            Assert.IsNotNull(method, "CalcInitTradingFeePending was not found");
+
+            return (decimal)method.Invoke(null, new object[] { oriPosition, position, unwindData });
+        }
+
        [TestMethod]
        public void 百分比模式_按平仓名义本金计算并四舍五入到两位()
        {
@@ -61,5 +72,49 @@ namespace YLErp.Modules.SwapModule
            Assert.AreEqual(0m, InvokeCalcInitTradingFee(null, new UnwindData()));
            Assert.AreEqual(0m, InvokeCalcInitTradingFee(new swap_position(), null));
        }
+
+        [TestMethod]
+        public void BaseRatePendingFeeUsesTheSameActualCloseAmountAsCloseFee()
+        {
+            var oriPosition = new swap_position
+            {
+                PosiFeeType = 1,
+                PosiTradingFeeUnit = 0.2m
+            };
+            oriPosition.PosiTradingFeePending = 2000m;
+            var position = new swap_position { PosiTradingFeePending = 840m };
+            var unwindData = new UnwindData { NotionalQty = 10000m, CloseQty = 3000m, CloseNotionalValue = 4200m };
+
+            var fee = InvokeCalcInitTradingFeePending(oriPosition, position, unwindData);
+
+            Assert.AreEqual(600m, fee);
+        }
+
+        [TestMethod]
+        public void BaseRatePendingFeeAllocatesManuallyAdjustedOriginalPendingFee()
+        {
+            var oriPosition = new swap_position
+            {
+                PosiFeeType = 1,
+                PosiTradingFeeUnit = 0.2m,
+                PosiTradingFeePending = 1500m
+            };
+            var unwindData = new UnwindData { NotionalQty = 10000m, CloseQty = 3000m };
+
+            var fee = InvokeCalcInitTradingFeePending(oriPosition, new swap_position(), unwindData);
+
+            Assert.AreEqual(450m, fee);
+        }
+
+        [TestMethod]
+        public void LegacyPendingFeeKeepsCurrentPositionValueWhenNoBaseRateIsConfigured()
+        {
+            var oriPosition = new swap_position { PosiTradingFeeUnit = 0m };
+            var position = new swap_position { PosiTradingFeePending = 840m };
+
+            var fee = InvokeCalcInitTradingFeePending(oriPosition, position, new UnwindData());
+
+            Assert.AreEqual(840m, fee);
+        }
    }
 }