fix(swap): 修复多次部分平仓 ClosePercent 口径(A占期初→B占剩余)转换缺失
- SwapDealService.ApplySwapTrade 入口补 ToRemainingClosePercent(A→B) 转换，与 SwapUnwind 保持一致；缺此转换导致 SaveSwapDealInternal 的 B→A 还原出错(GLMS-20260701-0006：第二次部分平仓50%被错误还原为32.5%) - unwindSwapTrade.js 改用 swapCalc.calcCloseQtyByOriginalPercent 的 roundHalfAwayFromZero，规避 JS 浮点精度偏差(32500000*(0.5/0.65) 应为 25000000) - SwapUnwind.cshtml 引入 swapCalc.js - 新增 ApplySwapTradeClosePercentBugTest 回归测试；补充 swapCalc.test.js 精度用例与 GLMS20260701DbDiagnoseTest 诊断测试([Ignore])
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hjhan
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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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/// <summary>
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/// GLMS-20260701-0006 多次部分平仓后提前终止 Tab 序号2 平仓比例显示 32.50% 而非 50% 的回归测试
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/// ================================================================================
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/// 根因：SwapDealService.ApplySwapTrade 缺少 A→B 口径转换。
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/// - SwapUnwind 在入口处将 ClosePercent 从口径A(占期初) 转为 口径B(占剩余)，SaveSwapDealInternal 落库时 B→A 还原。
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/// - ApplySwapTrade 没有做 A→B 转换，导致 SaveSwapDealInternal 的 B→A 还原出错：
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/// 0.50(A) → ToOriginalClosePercent(0.50, 50000000, 32500000) = 0.50*32500000/50000000 = 0.325 ❌
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/// - 修复后：0.50(A) → ToRemainingClosePercent → 0.769(B) → ToOriginalClosePercent → 0.50(A) ✅
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///
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/// 测试策略：
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/// 1) 纯函数测试：验证 A→B→A 往返转换的正确性
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/// 2) ApplySwapTrade 集成测试：验证 SaveSwapDeal 收到的 ClosePercent 已转为口径B
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/// </summary>
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[TestClass]
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public class ApplySwapTradeClosePercentBugTest
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{
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// GLMS-20260701-0006 真实数据
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private const decimal OriginalNotional = 50_000_000m; // 期初名义本金
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private const decimal RemainingAfter1st = 32_500_000m; // 首次平35%后剩余
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private const decimal FirstClosePercent = 0.35m; // 第一次平仓比例(口径A)
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private const decimal SecondClosePercent = 0.50m; // 第二次平仓比例(口径A, 用户输入50%)
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// ================================================================
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// 1) 纯函数：A→B→A 往返转换应还原原值
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// ================================================================
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[TestMethod]
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public void AC_001_口径转换_往返A到B到A应还原原值()
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{
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// 第二次部分平仓: 用户输入 50%(口径A)
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decimal closePercentA = SecondClosePercent;
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// A → B（ApplySwapTrade/SwapUnwind 入口转换）
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decimal closePercentB = SwapDealService.ToRemainingClosePercent(
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closePercentA, OriginalNotional, RemainingAfter1st);
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// B → A（SaveSwapDealInternal 落库还原）
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decimal closePercentA_restored = SwapDealService.ToOriginalClosePercent(
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closePercentB, OriginalNotional, RemainingAfter1st);
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SwapDealTestFactory.AssertDecimalEqual(closePercentA, closePercentA_restored, 1e-10m,
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"A→B→A 往返转换应还原原值");
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Console.WriteLine($"A={closePercentA}, B={closePercentB}, A_restored={closePercentA_restored}");
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}
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[TestMethod]
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public void AC_002_口径转换_未修复时B到A会得到错误的0_325()
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{
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// 模拟 bug：ApplySwapTrade 未做 A→B 转换，直接把 A 传给 SaveSwapDealInternal 的 B→A 还原
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decimal closePercentA = SecondClosePercent; // 0.50
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// bug 路径：SaveSwapDealInternal 误把 A 当 B 做还原
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decimal buggyResult = SwapDealService.ToOriginalClosePercent(
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closePercentA, OriginalNotional, RemainingAfter1st);
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// 0.50 * 32500000 / 50000000 = 0.325
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SwapDealTestFactory.AssertDecimalEqual(0.325m, buggyResult, 1e-10m,
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"bug 路径：0.50(A) 被误当 B 做还原 → 0.325");
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Assert.AreNotEqual(SecondClosePercent, buggyResult,
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"bug 结果 0.325 不等于用户输入 0.50");
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Console.WriteLine($"Bug: 0.50(A) 误当 B → ToOriginalClosePercent → {buggyResult} (应为 0.50)");
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}
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// ================================================================
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// 2) ApplySwapTrade 集成测试：验证 SaveSwapDeal 收到的是口径B
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// ================================================================
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[TestMethod]
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public void AC_003_ApplySwapTrade_第二次部分平仓50perc_应将ClosePercent转为口径B()
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{
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// 模拟 GLMS-20260701-0006 第二次部分平仓的场景
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var td = new trade
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{
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id = 1991,
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TradeNumber = "GLMS-20260701-0006",
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TradeType = "收益互换",
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TradeStatus = "确认成交",
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ValidState = "Valid",
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StockEqvNotional = (double)RemainingAfter1st, // 32500000
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OriginalStockEqvNotional = (double)OriginalNotional, // 50000000
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Notional = (double)RemainingAfter1st,
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TradeAmount = (double)RemainingAfter1st
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};
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var service = new TestableSwapDealService(td);
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// 前端传入的 UnwindData（ClosePercent = 0.50, 口径A）
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var unwindData = new UnwindData
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{
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SwapTradeId = td.id,
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SwapRealizedPnL = 1000m,
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SwapCloseAmount = 1000m,
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CloseMethod = (int)CloseMethodEnum.部分平仓,
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ClosePercent = SecondClosePercent, // 0.50 (口径A, 用户输入50%)
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CloseQty = 25000000m,
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CloseNotionalValue = 25000000m, // 50% of original
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PositionQty = RemainingAfter1st, // 32500000
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NotionalValue = OriginalNotional, // 50000000 (期初)
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PosiNotionalValue = RemainingAfter1st, // 32500000 (剩余)
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ValueDate = new DateTime(2026, 7, 14),
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UnwindDate = new DateTime(2026, 7, 15),
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StartDate = new DateTime(2026, 7, 1)
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};
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service.ApplySwapTrade(unwindData, (int)SwapEventTypeEnum.平仓);
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// 验证 SaveSwapDeal 被调用
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Assert.AreEqual(1, service.SaveSwapDealCalls.Count, "ApplySwapTrade 应调用 SaveSwapDeal");
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// 验证传给 SaveSwapDeal 的 ClosePercent 已转为口径B
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var savedData = service.SaveSwapDealCalls[0].data;
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decimal expectedB = SwapDealService.ToRemainingClosePercent(
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SecondClosePercent, OriginalNotional, RemainingAfter1st);
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SwapDealTestFactory.AssertDecimalEqual(expectedB, savedData.ClosePercent, 1e-10m,
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"ApplySwapTrade 应将 ClosePercent 从口径A转为口径B");
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// 关键验证：B 值不应等于 A 值（0.50），也不应等于 bug 值（0.325）
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Assert.AreNotEqual(SecondClosePercent, savedData.ClosePercent,
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"口径B 不应等于口径A (0.50)");
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Assert.AreNotEqual(0.325m, savedData.ClosePercent,
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"口径B 不应等于 bug 值 (0.325)");
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Console.WriteLine($"输入: ClosePercent(A)={SecondClosePercent}");
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Console.WriteLine($"输出: ClosePercent(B)={savedData.ClosePercent}");
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Console.WriteLine($"期望: ClosePercent(B)={expectedB}");
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Console.WriteLine($"往返还原: ClosePercent(A)={SwapDealService.ToOriginalClosePercent(savedData.ClosePercent, OriginalNotional, RemainingAfter1st)}");
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}
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[TestMethod]
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public void AC_004_ApplySwapTrade_第一次平仓35perc_口径转换正确()
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{
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// 第一次平仓：remaining = original, 所以 A = B = 0.35
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var td = new trade
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{
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id = 1991,
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TradeNumber = "GLMS-20260701-0006",
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TradeType = "收益互换",
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TradeStatus = "确认成交",
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ValidState = "Valid",
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StockEqvNotional = (double)OriginalNotional,
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OriginalStockEqvNotional = (double)OriginalNotional,
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Notional = (double)OriginalNotional,
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TradeAmount = (double)OriginalNotional
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};
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var service = new TestableSwapDealService(td);
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var unwindData = new UnwindData
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{
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SwapTradeId = td.id,
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SwapRealizedPnL = 1000m,
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SwapCloseAmount = 1000m,
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CloseMethod = (int)CloseMethodEnum.部分平仓,
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ClosePercent = FirstClosePercent, // 0.35 (口径A)
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CloseQty = 17500000m,
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CloseNotionalValue = 17500000m,
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PositionQty = OriginalNotional,
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NotionalValue = OriginalNotional,
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PosiNotionalValue = OriginalNotional, // 首次平仓 remaining == original
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ValueDate = new DateTime(2026, 7, 6),
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UnwindDate = new DateTime(2026, 7, 7),
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StartDate = new DateTime(2026, 7, 1)
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};
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service.ApplySwapTrade(unwindData, (int)SwapEventTypeEnum.平仓);
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var savedData = service.SaveSwapDealCalls[0].data;
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// 首次平仓 remaining == original → A == B == 0.35
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SwapDealTestFactory.AssertDecimalEqual(FirstClosePercent, savedData.ClosePercent, 1e-10m,
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"首次平仓 remaining==original → 口径A==口径B==0.35");
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Console.WriteLine($"首次平仓: ClosePercent(A=B)={savedData.ClosePercent}");
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}
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}
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}
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