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refactor(swap): 合并多空名义本金参数为单一 posiTotalNotional 并加固测试

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- DealInterests 的 posiLongNotionalValue + posiShortNotionalValue 合并为 posiTotalNotional（调用点以 posiLongNotional+posiShortNotional 求和传入），净减一个参数

- SwapDealService / SwapEodPositionService / InterestCalcRequest 同步收敛多空死管道参数

- 19 个测试调用点适配新签名

- SwapEodPositionServiceIntegrationTest 参数计数断言由裸数字改为参数名集合断言（CollectionAssert.AreEquivalent，对增删/重排/改名敏感）
This commit is contained in:
hjhan
2026-08-14 17:30:46 +08:00
parent fdf6357c4f
commit ef37c8e71d
23 changed files with 116 additions and 120 deletions
Download Patch File Download Diff File Expand all files Collapse all files
UnitTestProject/Modules/SwapModule/DealInterestsScenarioTest.cs
+19 -19
View File
@@ -63,7 +63,7 @@ namespace YLErp.Modules.SwapModule
trade td, trade_extend tradeExtend,
DateTime valueDate, DateTime unwindDate,
List<eod_swap_position> eodPositions, List<swap_position> positions,
decimal posiNotionalValue, decimal posiLongNotionalValue, decimal posiShortNotionalValue,
decimal posiNotionalValue,
decimal closePosiNotionalValue, decimal closePrecent,
int eventType, bool tdClose,
decimal orginPv,
@@ -77,7 +77,7 @@ namespace YLErp.Modules.SwapModule
}
return (DealService ?? new SwapDealService(this)).GetInterests(td, tradeExtend, valueDate, unwindDate,
eodPositions, positions, posiNotionalValue, posiLongNotionalValue, posiShortNotionalValue,
eodPositions, positions, posiNotionalValue,
closePosiNotionalValue, closePrecent, eventType, tdClose,
orginPv, add, settment, newCalcLast, closeList);
}
@@ -99,7 +99,7 @@ namespace YLErp.Modules.SwapModule
decimal orginPv = DealInterestsScenarioTest.Principal)
{
SaveAutoEodInterestPosition(eodPayPosition, null, position, td, valueDate, interval,
lastEodSwap, posiLongNotional, 0m, 1m, orginPv);
lastEodSwap, posiLongNotional + 0m, 1m, orginPv);
return PersistedPositions.LastOrDefault();
}
@@ -110,7 +110,7 @@ namespace YLErp.Modules.SwapModule
decimal closeNotional, bool autoSwap)
{
SaveAutoEodWithCloseInterestPosition(eodPayPosition, null, position, td, valueDate, interval,
posiLongNotional, posiShortNotional, flowEvents, closeNotional, autoSwap, 1m,
posiLongNotional + posiShortNotional, flowEvents, closeNotional, autoSwap, 1m,
DealInterestsScenarioTest.Principal);
return PersistedPositions.LastOrDefault();
}
@@ -121,7 +121,7 @@ namespace YLErp.Modules.SwapModule
decimal grossPrice, decimal orginPv)
{
SaveEodInterestPositionCopy(eodPayPosition, null, valueDate, td, position, null,
false, posiLongNotional, posiShortNotional, grossPrice, orginPv);
false, posiLongNotional + posiShortNotional, grossPrice, orginPv);
return PersistedPositions.LastOrDefault();
}
@@ -134,7 +134,7 @@ namespace YLErp.Modules.SwapModule
{
DealInterests(interestList, eodPositions, new List<eod_swap_position>(),
settleDate, td, flowEvents, new List<swap_flow_event>(), null,
posiLongNational, posiShortNational, closeNational, grossPrice, orginPv);
posiLongNational + posiShortNational, closeNational, grossPrice, orginPv);
}
}
@@ -1229,7 +1229,7 @@ namespace YLErp.Modules.SwapModule
var result = new SwapDealService(service).GetInterests(
td, td.trade_extend, closeDate, closeDate,
new List<eod_swap_position> { previousEod }, new List<swap_position> { position },
remainingNotional, remainingNotional, 0m, remainingNotional, 1m,
remainingNotional, remainingNotional, 1m,
(int)SwapEventTypeEnum.平仓, false, orginPv,
false, settment: false, newCalcLast: false, closeList: null).Single();
@@ -1268,7 +1268,7 @@ namespace YLErp.Modules.SwapModule
var firstCloseInterest = dealService.GetInterests(
td, td.trade_extend, firstCloseDate, firstCloseDate,
new List<eod_swap_position>(), new List<swap_position> { position },
originalNotional, originalNotional, 0m, remainingNotional, 0.5m,
originalNotional, remainingNotional, 0.5m,
(int)SwapEventTypeEnum.平仓, false, originalNotional,
settment: false).Single();
var firstCloseCash = Math.Round(firstCloseInterest.InterestAmount, ConsGlobal.MoneyRound,
@@ -1286,13 +1286,13 @@ namespace YLErp.Modules.SwapModule
var replayAtPreviousEod = dealService.GetInterests(
td, td.trade_extend, firstCloseDate, firstCloseDate,
new List<eod_swap_position>(), new List<swap_position> { position },
remainingNotional, remainingNotional, 0m, remainingNotional, 1m,
remainingNotional, remainingNotional, 1m,
(int)SwapEventTypeEnum.平仓, false, originalNotional,
settment: false).Single();
var replayAtFinalClose = dealService.GetInterests(
td, td.trade_extend, finalCloseDate, finalCloseDate,
new List<eod_swap_position>(), new List<swap_position> { position },
remainingNotional, remainingNotional, 0m, remainingNotional, 1m,
remainingNotional, remainingNotional, 1m,
(int)SwapEventTypeEnum.平仓, false, originalNotional,
settment: false).Single();
var expectedFinalInterest = firstCloseEod.InterestIncomeSum
@@ -1306,7 +1306,7 @@ namespace YLErp.Modules.SwapModule
var finalCloseInterest = dealService.GetInterests(
td, td.trade_extend, finalCloseDate, finalCloseDate,
new List<eod_swap_position> { firstCloseEod }, new List<swap_position> { position },
remainingNotional, remainingNotional, 0m, remainingNotional, 1m,
remainingNotional, remainingNotional, 1m,
(int)SwapEventTypeEnum.平仓, false, originalNotional,
settment: false).Single();
var finalCloseCash = Math.Round(finalCloseInterest.InterestAmount, ConsGlobal.MoneyRound,
@@ -1434,7 +1434,7 @@ namespace YLErp.Modules.SwapModule
var partial = service.GetInterests(
td, td.trade_extend, partialCloseDate, partialCloseDate,
new List<eod_swap_position> { previousEod }, new List<swap_position> { position },
notional, notional, 0m, partialNotional, partialPercent,
notional, partialNotional, partialPercent,
(int)SwapEventTypeEnum.平仓, false, notional,
settment: false).Single();
AssertDecimal(84090.95m, Math.Round(partial.InterestAmount, ConsGlobal.MoneyRound,
@@ -1444,7 +1444,7 @@ namespace YLErp.Modules.SwapModule
var final = service.GetInterests(
td, td.trade_extend, maturityDate, maturityDate,
new List<eod_swap_position>(), new List<swap_position> { position },
remainingNotional, remainingNotional, 0m, remainingNotional, 1m,
remainingNotional, remainingNotional, 1m,
(int)SwapEventTypeEnum.平仓, false, remainingNotional,
settment: false, newCalcLast: true).Single();
AssertDecimal(268428.73m, Math.Round(final.InterestAmount, ConsGlobal.MoneyRound,
@@ -1575,7 +1575,7 @@ namespace YLErp.Modules.SwapModule
var intermediateInterest = dealService.GetInterests(
td, td.trade_extend, intermediateDate, intermediateDate,
new List<eod_swap_position> { partialEod }, new List<swap_position> { position },
remainingNotional, remainingNotional, 0m, remainingNotional, 1m,
remainingNotional, remainingNotional, 1m,
(int)SwapEventTypeEnum.平仓, false, originalNotional,
settment: false, newCalcLast: true).Single();
Assert.IsTrue(Math.Abs(259348.386714765m - intermediateInterest.InterestAmount) <= 0.01m,
@@ -1706,7 +1706,7 @@ namespace YLErp.Modules.SwapModule
var intermediateInterest = dealService.GetInterests(
td, td.trade_extend, intermediateDate, intermediateDate,
new List<eod_swap_position> { partialEod }, new List<swap_position> { position },
remainingNotional, remainingNotional, 0m, remainingNotional, 1m,
remainingNotional, remainingNotional, 1m,
(int)SwapEventTypeEnum.平仓, false, originalNotional,
settment: false, newCalcLast: true).Single();
Assert.IsTrue(Math.Abs(259348.386714765m - intermediateInterest.InterestAmount) <= 0.01m,
@@ -1739,7 +1739,7 @@ namespace YLErp.Modules.SwapModule
var finalInterest = dealService.GetInterests(
td, td.trade_extend, finalCloseDate, finalCloseDate,
new List<eod_swap_position> { intermediateEod }, new List<swap_position> { position },
remainingNotional, remainingNotional, 0m, remainingNotional, 1m,
remainingNotional, remainingNotional, 1m,
(int)SwapEventTypeEnum.平仓, false, originalNotional,
settment: false, newCalcLast: false).Single();
AssertDecimal(expectedFinalInterest, finalInterest.InterestAmount,
@@ -1829,7 +1829,7 @@ namespace YLErp.Modules.SwapModule
var result = dealService.GetInterests(
td, td.trade_extend, finalCloseDate, finalCloseDate,
new List<eod_swap_position> { previousEod }, new List<swap_position> { position },
remainingNotional, remainingNotional, 0m, remainingNotional, 1m,
remainingNotional, remainingNotional, 1m,
(int)SwapEventTypeEnum.平仓, false, remainingNotional,
settment: false).Single();
@@ -1927,7 +1927,7 @@ namespace YLErp.Modules.SwapModule
var partialInterest = dealService.GetInterests(
td, td.trade_extend, partialCloseDate, partialCloseDate,
new List<eod_swap_position> { preCloseEod }, new List<swap_position> { position },
originalNotional, originalNotional, 0m, partialNotional, partialClosePercent,
originalNotional, partialNotional, partialClosePercent,
(int)SwapEventTypeEnum.平仓, false, originalNotional,
settment: false).Single();
AssertExcelMoney(scenario.ExpectedPartialInterest, partialInterest.InterestAmount,
@@ -1976,7 +1976,7 @@ namespace YLErp.Modules.SwapModule
var finalInterest = dealService.GetInterests(
td, td.trade_extend, finalCloseDate, finalCloseDate,
new List<eod_swap_position> { finalPreEod }, new List<swap_position> { position },
remainingNotional, remainingNotional, 0m, remainingNotional, 1m,
remainingNotional, remainingNotional, 1m,
(int)SwapEventTypeEnum.平仓, false, remainingNotional,
settment: false).Single();
AssertExcelMoney(scenario.ExpectedFinalInterest, finalInterest.InterestAmount,