test(swap): DealFloatPositions分红场景测试(盯市盈亏+分红+增值税)

扩展StubEodService override 3个外部依赖虚方法: - GetUnderlyingPrice: 注入固定标的价格 - GetUnderlyingData: 注入标的缓存(增值税率) - CalcBondPayment: 注入固定债券付息新增3个分红场景测试: - DF_005: CopyEodPosition盯市盈亏=(price-grossPrice)×qty×方向 - DF_006: 分红计算 TdPosiDividend=payment/(1+tax)×(1-tax) - DF_007: 增值税调整(tax=6%): 100/1.06×0.94≈88.68 覆盖了cf2f8b6e分红重复计算修复所在的浮动腿归档链路。验证: 108+3=111全通过。
2026-07-02 09:02:43 +08:00
parent 7c993f7bb2
commit eaa4ed735a
1 changed files with 162 additions and 0 deletions
@@ -27,10 +27,39 @@ namespace YLErp.Modules.SwapModule

        private sealed class StubEodService : SwapEodPositionService
        {
+            // 可注入的外部数据
+            public decimal UnderlyingPrice { get; set; } = 1.00m;
+            public decimal Vobp { get; set; } = 0m;
+            public decimal BondPayment { get; set; } = 0m;
+            public decimal TaxRate { get; set; } = 0m;
+            public string UnderlyingCode { get; set; } = "210210.IB";
+
            public StubEodService() : base(new OptUserInfo(0, nameof(DealFloatPositionsScenarioTest), OptUserFrom.UnitTest))
            {
            }

+            // override 外部依赖
+            protected override decimal GetUnderlyingPrice(string code, DateTime settleDate, out decimal vobp)
+            {
+                vobp = Vobp;
+                return UnderlyingPrice;
+            }
+
+            protected override underlying_manager GetUnderlyingData(string underlyingCode)
+            {
+                return new underlying_manager { ValueAddedTax = TaxRate };
+            }
+
+            protected override decimal CalcBondPayment(string underlyingCode, DateTime fromDate, DateTime toDate, decimal qty, int shortRatio, int directionRatio)
+            {
+                return BondPayment;
+            }
+
+            protected override void SaveAllChanges() { }
+
+            protected override double GetCurrencyRate(string quoteCurrency, string settlementCurrency, DateTime valueDate, bool seekPreday, CurrencyRateType currencyRateType)
+                => 1.0;
+
            // DealFloatPositions 和子方法都是 protected，通过 public 包装暴露
            public List<eod_swap_position> ExecuteDealFloatPositions(
                List<swap_position> posiList, List<swap_position> realPosiList,
@@ -47,6 +76,12 @@ namespace YLErp.Modules.SwapModule
            {
                return SaveCurrentEodInitalPosi(position, td, settleDate, preSettleDate, unwindEvents);
            }
+
+            public eod_swap_position ExecuteCopyEodPosition(
+                eod_swap_position eod, eod_swap_position curretEod, trade td, DateTime valueDate, DateTime preSettleDate)
+            {
+                return CopyEodPosition(eod, curretEod, td, valueDate, preSettleDate);
+            }
        }

        #endregion
@@ -221,5 +256,132 @@ namespace YLErp.Modules.SwapModule
                Assert.Inconclusive($"CopyEodPosition 依赖外部数据源，需额外接缝。异常: {ex.Message}");
            }
        }
+
+        // ================================================================
+        // 场景5：CopyEodPosition 盯市盈亏计算（注入固定标的价格）
+        // ================================================================
+
+        /// <summary>
+        /// [DF_005] 无平仓日，标的价格变动 → PosiMtmPnL 正确反映浮动盈亏
+        /// ---------------------------------------------------------------
+        /// 前日持仓全价=1.002，当日标的价格=1.010（涨了）。
+        /// 多头收取方向，PosiMtmPnL = (1.010 - 1.002) × 10000 × 1(ContractSize) × 1(shortRatio) × 1(directionRatio)
+        ///                        = 0.008 × 10000 = 80
+        /// </summary>
+        [TestMethod]
+        public void DF_005_Copy分支盯市盈亏计算()
+        {
+            var service = new StubEodService();
+            service.UnderlyingPrice = 1.010m;  // 当日标的价格
+            service.TaxRate = 0m;
+            service.BondPayment = 0m;
+
+            var td = CreateTrade();
+            var position = CreateFloatPosition();
+
+            var preEod = new eod_swap_position
+            {
+                id = 5001, SwapTradeId = SwapTradeId, PositionId = position.id,
+                ValueDate = PreSettleDate, PosiQuantity = 10000m,
+                PosiGrossPrice = 1.002m, PosiNetPrice = 1.005m,
+                UnderlyingCode = "210210.IB", ContractSize = 1m,
+                PositionType = (int)PositionTypeFlag.Long, PosiDirection = (int)SwapDirectionEnum.收取,
+                PosiDividendSum = 0m, PosiFeePending = 0m, PosiProfitSum = 0m
+            };
+
+            var result = service.ExecuteCopyEodPosition(preEod, null, td, TradeDate, PreSettleDate);
+
+            // PosiMtmPnL = (price - grossPrice) × qty × contractSize × shortRatio × directionRatio
+            // 收取方向 directionRatio=1, 多头 shortRatio=1
+            // = (1.010 - 1.002) × 10000 × 1 × 1 × 1 = 80
+            AssertDecimalEqual(80m, result.PosiMtmPnL, 0.01m, "盯市盈亏");
+            Console.WriteLine($"Copy分支盯市: PosiMtmPnL={result.PosiMtmPnL}（(1.010-1.002)×10000=80）✅");
+        }
+
+        // ================================================================
+        // 场景6：CopyEodPosition 分红计算（注入固定付息）
+        // ================================================================
+
+        /// <summary>
+        /// [DF_006] 无平仓日，债券付息 → TdPosiDividend 和 PosiDividendSum 正确
+        /// ---------------------------------------------------------------
+        /// 注入 BondPayment=100（付息总额），增值税率=0。
+        /// TdPosiDividend = 100 / (1+0) × (1-0) = 100。
+        /// PosiDividendSum = preEod.PosiDividendSum(0) + TdPosiDividend(100) = 100。
+        /// </summary>
+        [TestMethod]
+        public void DF_006_Copy分支分红计算()
+        {
+            var service = new StubEodService();
+            service.UnderlyingPrice = 1.002m;  // 价格不变
+            service.TaxRate = 0m;
+            service.BondPayment = 100m;  // 付息100
+
+            var td = CreateTrade();
+            var position = CreateFloatPosition();
+
+            var preEod = new eod_swap_position
+            {
+                id = 5001, SwapTradeId = SwapTradeId, PositionId = position.id,
+                ValueDate = PreSettleDate, PosiQuantity = 10000m,
+                PosiGrossPrice = 1.002m, PosiNetPrice = 1.005m,
+                UnderlyingCode = "210210.IB", ContractSize = 1m,
+                PositionType = (int)PositionTypeFlag.Long, PosiDirection = (int)SwapDirectionEnum.收取,
+                PosiDividendSum = 0m, PosiFeePending = 0m, PosiProfitSum = 0m
+            };
+
+            var result = service.ExecuteCopyEodPosition(preEod, null, td, TradeDate, PreSettleDate);
+
+            // TdPosiDividend = payment / (1+tax) × (1-tax) = 100 / 1 × 1 = 100
+            AssertDecimalEqual(100m, result.TdPosiDividend, 0.01m, "当日分红");
+            // PosiDividendSum = 前日(0) + 当日(100) = 100
+            AssertDecimalEqual(100m, result.PosiDividendSum, 0.01m, "待实现分红累计");
+            Console.WriteLine($"Copy分支分红: TdPosiDividend={result.TdPosiDividend}, PosiDividendSum={result.PosiDividendSum} ✅");
+        }
+
+        // ================================================================
+        // 场景7：分红增值税调整（税率≠0）
+        // ================================================================
+
+        /// <summary>
+        /// [DF_007] 分红含增值税调整：BondPayment=100, tax=6%(0.06)
+        /// ---------------------------------------------------------------
+        /// TdPosiDividend = 100 / (1+0.06) × (1-0.06) = 100/1.06×0.94 ≈ 88.68
+        /// 验证增值税调整公式 cs:1508 payment / (1+tax) * (1-tax)。
+        /// </summary>
+        [TestMethod]
+        public void DF_007_分红增值税调整()
+        {
+            var service = new StubEodService();
+            service.UnderlyingPrice = 1.002m;
+            service.TaxRate = 0.06m;  // 增值税率6%
+            service.BondPayment = 100m;
+
+            var td = CreateTrade();
+            var position = CreateFloatPosition();
+
+            var preEod = new eod_swap_position
+            {
+                id = 5001, SwapTradeId = SwapTradeId, PositionId = position.id,
+                ValueDate = PreSettleDate, PosiQuantity = 10000m,
+                PosiGrossPrice = 1.002m, PosiNetPrice = 1.005m,
+                UnderlyingCode = "210210.IB", ContractSize = 1m,
+                PositionType = (int)PositionTypeFlag.Long, PosiDirection = 2,
+                PosiDividendSum = 0m, PosiFeePending = 0m, PosiProfitSum = 0m
+            };
+
+            var result = service.ExecuteCopyEodPosition(preEod, null, td, TradeDate, PreSettleDate);
+
+            // TdPosiDividend = 100 / 1.06 × 0.94 = 88.6792...
+            decimal expected = Math.Round(100m / 1.06m * 0.94m, 2);
+            AssertDecimalEqual(expected, result.TdPosiDividend, 0.01m, "增值税调整后分红");
+            Console.WriteLine($"分红增值税调整: 付息100, 税率6% → TdPosiDividend={result.TdPosiDividend}（期望{expected}）✅");
+        }
+
+        private static void AssertDecimalEqual(decimal expected, decimal actual, decimal tolerance, string message = "")
+        {
+            Assert.IsTrue(Math.Abs(expected - actual) <= tolerance,
+                $"{message} Expected: {expected}, Actual: {actual}, Diff: {expected - actual}");
+        }
    }
 }