test(swap): SwapFlowEventService seam改造+MergePageEventScenarioTest(6场景全绿)

借鉴 testable 分支,只取 seam(排除 PosiPnl/NetSettmentAmount 公式改动和 MergePageEvent 拆分), 填补当前分支对开平仓合成(MergePageEvent)零覆盖的空白。 SwapFlowEventService 新增11个 protected virtual seam: - FindTrade/FindTradeExtend/FindPositions/FindAndInvalidateFutureEvents - GetUnderlying/GetNextBusinessDay/ResolvePositionId - PersistEvents(替代InitEvent内联Add+SaveChanges)/BeginTransaction/CommitTransaction/RollbackTransaction MergePageEvent/InitEvent: private→protected virtual,内联DB调用替换为seam。 InitEvent 移除 DbContext.swap_flow_event.Add(转入PersistEvents,纯函数化)。 SwapTradeBaseService.UpdateDbOption: public void→public virtual(测试override用)。新增测试(借鉴testable分支): - TestableSwapFlowEventService.cs(集中式共享包装类) - MergePageEventScenarioTest.cs(6场景全绿): Scenario1 单条无持仓开仓 / Scenario2 同向追加 / Scenario3 反向全平 Scenario4 反向部分平+开 / Scenario5 一开一平 / Scenario6 复杂组合 **未借鉴**:SearchPositionFlowEvent的PosiPnl/NetSettmentAmount公式改动(行为变更)、 MergePageEvent拆分ProcessSingleFlow等(非必需重构)。 SwapModule 169测试全绿(+6),无回归。
2026-07-03 09:26:13 +08:00
parent 6e9bae94c5
commit f0ef37b599
4 changed files with 441 additions and 18 deletions
@@ -0,0 +1,288 @@
+using Microsoft.VisualStudio.TestTools.UnitTesting;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using YLErp.DBModels;
+using YLErp.DBModels.Enums;
+using YLErp.Model;
+
+namespace YLErp.Modules.SwapModule
+{
+    /// <summary>
+    /// 用构造数据覆盖 MergePageEvent 全部 6 种场景
+    /// 不连数据库，纯内存，秒级运行
+    /// </summary>
+    [TestClass]
+    public class MergePageEventScenarioTest
+    {
+        private const int TradeId = 9001;
+        private const string TradeNumber = "TEST-IS-202504240001";
+        private const string UnderlyingCode = "220205.IB";
+        private const long PositionId = 50001;
+
+        #region 场景1：单条流水 + 无持仓 → 纯开仓
+
+        [TestMethod]
+        public void Scenario1_SingleMerge_NoPosition_ShouldOpen()
+        {
+            var service = CreateService(positions: new List<swap_position>());
+            var merges = new List<swap_flow_merge>
+            {
+                CreateMerge(BsType: 1, Qty: 100000, AvgPrice: 1.0022m, Fee: 0, FeePending: 2000)
+            };
+
+            var result = service.ExecuteMergePageEvent(TradeId, merges, new DateTime(2025, 4, 24));
+
+            Assert.AreEqual(1, result.Count);
+            Assert.AreEqual((int)SwapFlowEventTypeEnum.开仓, result[0].EventType);
+            Assert.AreEqual(1, result[0].PositionType); // 多头
+            Assert.AreEqual(100000, result[0].Quantity);
+            Assert.AreEqual(1.0022m, result[0].TradingAmountAvg);
+            Assert.AreEqual(0, result[0].MarkClosePnl); // 开仓无平仓盈亏
+        }
+
+        #endregion
+
+        #region 场景2：单条流水 + 同向持仓 → 追加开仓
+
+        [TestMethod]
+        public void Scenario2_SingleMerge_SameDirectionPosition_ShouldOpen()
+        {
+            var positions = new List<swap_position>
+            {
+                CreatePosition(PositionType: 1, Qty: 50000, GrossPrice: 0.99m)
+            };
+            var service = CreateService(positions);
+            var merges = new List<swap_flow_merge>
+            {
+                CreateMerge(BsType: 1, Qty: 30000, AvgPrice: 1.005m)
+            };
+
+            var result = service.ExecuteMergePageEvent(TradeId, merges, new DateTime(2025, 4, 24));
+
+            Assert.AreEqual(1, result.Count);
+            Assert.AreEqual((int)SwapFlowEventTypeEnum.开仓, result[0].EventType);
+            Assert.AreEqual(1, result[0].PositionType); // 同向多头
+            Assert.AreEqual(30000, result[0].Quantity);  // 新开仓数量
+        }
+
+        #endregion
+
+        #region 场景3：单条流水 + 反向持仓(全平) → 纯平仓
+
+        [TestMethod]
+        public void Scenario3_SingleMerge_OppositeFullClose_ShouldCloseOnly()
+        {
+            var positions = new List<swap_position>
+            {
+                CreatePosition(PositionType: 2, Qty: 100000, GrossPrice: 0.98m)
+            };
+            var service = CreateService(positions);
+            // 买入100000，但持仓是空头100000 → 全部平仓
+            var merges = new List<swap_flow_merge>
+            {
+                CreateMerge(BsType: 1, Qty: 100000, AvgPrice: 1.01m)
+            };
+
+            var result = service.ExecuteMergePageEvent(TradeId, merges, new DateTime(2025, 4, 24));
+
+            Assert.AreEqual(1, result.Count);
+            Assert.AreEqual((int)SwapFlowEventTypeEnum.平仓, result[0].EventType);
+            Assert.AreEqual(2, result[0].PositionType); // 平空头
+            Assert.AreEqual(100000, result[0].Quantity);
+
+            // 平仓盈亏 = (平仓均价 - 持仓期初价) * 平仓数量 * 合约乘数
+            var expectedPnl = (1.01m - 0.98m) * 100000 * 1;
+            AssertDecimalEqual(expectedPnl, result[0].MarkClosePnl, 0.01m);
+        }
+
+        #endregion
+
+        #region 场景4：单条流水 + 反向持仓(部分平) → 平仓+开仓
+
+        [TestMethod]
+        public void Scenario4_SingleMerge_OppositePartialClose_ShouldCloseAndOpen()
+        {
+            var positions = new List<swap_position>
+            {
+                CreatePosition(PositionType: 2, Qty: 30000, GrossPrice: 0.98m)
+            };
+            var service = CreateService(positions);
+            // 买入100000，持仓空头30000 → 先平30000，再开70000
+            var merges = new List<swap_flow_merge>
+            {
+                CreateMerge(BsType: 1, Qty: 100000, AvgPrice: 1.01m)
+            };
+
+            var result = service.ExecuteMergePageEvent(TradeId, merges, new DateTime(2025, 4, 24));
+
+            Assert.AreEqual(2, result.Count);
+
+            // 第一个：平仓
+            Assert.AreEqual((int)SwapFlowEventTypeEnum.平仓, result[0].EventType);
+            Assert.AreEqual(2, result[0].PositionType);
+            Assert.AreEqual(30000, result[0].Quantity);
+
+            var expectedClosePnl = (1.01m - 0.98m) * 30000 * 1;
+            AssertDecimalEqual(expectedClosePnl, result[0].MarkClosePnl, 0.01m);
+
+            // 第二个：开仓
+            Assert.AreEqual((int)SwapFlowEventTypeEnum.开仓, result[1].EventType);
+            Assert.AreEqual(1, result[1].PositionType); // 剩余方向=买
+            Assert.AreEqual(70000, result[1].Quantity); // 100000 - 30000
+        }
+
+        #endregion
+
+        #region 场景5：两条流水 + 无持仓 → 一开一平
+
+        [TestMethod]
+        public void Scenario5_TwoMerges_NoPosition_ShouldOpenThenClose()
+        {
+            var service = CreateService(positions: new List<swap_position>());
+            var merges = new List<swap_flow_merge>
+            {
+                CreateMerge(BsType: 1, Qty: 100000, AvgPrice: 1.00m), // 买 10万
+                CreateMerge(BsType: 2, Qty: 30000,  AvgPrice: 1.01m)   // 卖 3万
+            };
+
+            var result = service.ExecuteMergePageEvent(TradeId, merges, new DateTime(2025, 4, 24));
+
+            Assert.AreEqual(2, result.Count);
+
+            // 第一个事件：开仓（大的那条）
+            var openEvt = result.First(x => x.EventType == (int)SwapFlowEventTypeEnum.开仓);
+            Assert.AreEqual(1, openEvt.PositionType);
+            Assert.AreEqual(100000, openEvt.Quantity);
+
+            // 第二个事件：平仓（小的那条平大的）
+            var closeEvt = result.First(x => x.EventType == (int)SwapFlowEventTypeEnum.平仓);
+            Assert.AreEqual(1, closeEvt.PositionType); // 平的是多头的方向
+            Assert.AreEqual(30000, closeEvt.Quantity);
+
+            // 平仓盈亏 = (卖均价 - 买均价) * 平仓数量 * 合约乘数
+            var expectedPnl = (1.01m - 1.00m) * 30000 * 1;
+            AssertDecimalEqual(expectedPnl, closeEvt.MarkClosePnl, 0.01m);
+        }
+
+        #endregion
+
+        #region 场景6：两条流水 + 有持仓 → 复杂组合
+
+        [TestMethod]
+        public void Scenario6_TwoMerges_HasPosition_ShouldCloseThenOpen()
+        {
+            var positions = new List<swap_position>
+            {
+                CreatePosition(PositionType: 2, Qty: 30000, GrossPrice: 0.98m) // 空头持仓
+            };
+            var service = CreateService(positions);
+            // 买10万 + 卖5万，持仓空头3万
+            var merges = new List<swap_flow_merge>
+            {
+                CreateMerge(BsType: 1, Qty: 100000, AvgPrice: 1.00m), // 买（反向）
+                CreateMerge(BsType: 2, Qty: 50000,  AvgPrice: 1.01m)   // 卖（同向）
+            };
+
+            var result = service.ExecuteMergePageEvent(TradeId, merges, new DateTime(2025, 4, 24));
+
+            // 至少有平仓事件（买的10万 vs 空头3万）
+            Assert.IsTrue(result.Count >= 2, $"Expected at least 2 events, got {result.Count}");
+
+            // 第一个事件应该是平仓（反向流水平空头持仓）
+            Assert.AreEqual((int)SwapFlowEventTypeEnum.平仓, result[0].EventType);
+            Assert.AreEqual(2, result[0].PositionType); // 平空头
+            Assert.AreEqual(30000, result[0].Quantity);
+
+            // 后续应有开仓事件（100000-30000=70000剩余，再和卖5万处理）
+            var openEvents = result.Where(x => x.EventType == (int)SwapFlowEventTypeEnum.开仓).ToList();
+            Assert.IsTrue(openEvents.Count >= 1, "Should have at least 1 open event");
+        }
+
+        #endregion
+
+        #region 辅助方法
+
+        private TestableSwapFlowEventService CreateService(List<swap_position> positions)
+        {
+            var user = new OptUserInfo(1, "Test", OptUserFrom.UnitTest);
+            var trade = new trade
+            {
+                id = TradeId,
+                TradeNumber = TradeNumber,
+                TradeDate = new DateTime(2025, 4, 24),
+                ExerciseDate = new DateTime(2025, 6, 20)
+            };
+            var extend = new trade_extend { TradeId = TradeId };
+            extend.ExtendJson = Newtonsoft.Json.JsonConvert.SerializeObject(new TradeExtendJson
+            {
+                Direction = 2, // 支付
+                SettlementRules = 1 // T+1
+            });
+
+            var underlyings = new Dictionary<string, underlying_manager>
+            {
+                [UnderlyingCode] = new underlying_manager
+                {
+                    UnderlyingCode = UnderlyingCode,
+                    UnderlyingInstrumentType = "TBonds"
+                }
+            };
+
+            return new TestableSwapFlowEventService(
+                user, trade, extend, positions, underlyings,
+                nextBusinessDay: d => d.AddDays(1),
+                positionId: PositionId
+            );
+        }
+
+        private swap_flow_merge CreateMerge(int BsType, decimal Qty, decimal AvgPrice, decimal Fee = 0, decimal FeePending = 0)
+        {
+            return new swap_flow_merge
+            {
+                SwapTradeId = TradeId,
+                SwapTradeNo = TradeNumber,
+                UnderlyingCode = UnderlyingCode,
+                OccurTime = new DateTime(2025, 4, 24),
+                BsType = BsType,
+                TradingQty = BsType == 1 ? Qty : -Qty,
+                TradingAmount = Math.Abs(Qty) * AvgPrice,
+                TradingAmountAvg = AvgPrice,
+                TradingAmountFeeAvg = AvgPrice,
+                TradingFee = Fee,
+                TradingFeePending = FeePending,
+                ContractSize = 1,
+                ClientId = 10,
+                DataState = 1
+            };
+        }
+
+        private swap_position CreatePosition(int PositionType, decimal Qty, decimal GrossPrice)
+        {
+            return new swap_position
+            {
+                PositionId = PositionId,
+                SwapTradeId = TradeId,
+                UnderlyingCode = UnderlyingCode,
+                PositionType = PositionType,
+                PosiDirection = 2, // 支付
+                PosiQuantity = Qty,
+                PosiGrossPrice = GrossPrice,
+                PosiNetPrice = GrossPrice,
+                ContractSize = 1,
+                IsInitial = false,
+                Invalid = false,
+                PosiTradingFee = 0
+            };
+        }
+
+        private static void AssertDecimalEqual(decimal expected, decimal actual, decimal tolerance)
+        {
+            var diff = Math.Abs(expected - actual);
+            Assert.IsTrue(diff <= tolerance,
+                $"Expected {expected}, got {actual}, diff {diff} (tol {tolerance})");
+        }
+
+        #endregion
+    }
+}
@@ -0,0 +1,93 @@
+using Microsoft.EntityFrameworkCore;
+using System;
+using System.Collections.Generic;
+using YLErp.DBModels;
+using YLErp.DBModels.Enums;
+using YLErp.Model;
+using YLErp.Modules.SwapModule;
+
+namespace YLErp.Modules.SwapModule
+{
+    /// <summary>
+    /// 可测试的 SwapFlowEventService 子类
+    /// override 所有外部依赖方法，用内存数据替代数据库和静态调用
+    /// </summary>
+    public class TestableSwapFlowEventService : SwapFlowEventService
+    {
+        private readonly trade _trade;
+        private readonly trade_extend _tradeExtend;
+        private readonly List<swap_position> _positions;
+        private readonly Dictionary<string, underlying_manager> _underlyings;
+        private readonly Func<DateTime, DateTime> _nextBusinessDay;
+        private readonly long _positionId;
+
+        public List<swap_flow_event> PersistedEvents { get; } = new List<swap_flow_event>();
+
+        public TestableSwapFlowEventService(
+            OptUserInfo optUser,
+            trade trade,
+            trade_extend tradeExtend,
+            List<swap_position> positions,
+            Dictionary<string, underlying_manager> underlyings,
+            Func<DateTime, DateTime> nextBusinessDay,
+            long positionId = 999999
+        ) : base(optUser)
+        {
+            _trade = trade;
+            _tradeExtend = tradeExtend;
+            _positions = positions ?? new List<swap_position>();
+            _underlyings = underlyings ?? new Dictionary<string, underlying_manager>();
+            _nextBusinessDay = nextBusinessDay ?? (d => d.AddDays(1));
+            _positionId = positionId;
+        }
+
+        protected override trade FindTrade(int swapTradeId) => _trade;
+
+        protected override trade_extend FindTradeExtend(int swapTradeId) => _tradeExtend;
+
+        protected override List<swap_position> FindPositions(int swapTradeId) => _positions;
+
+        protected override List<swap_flow_event> FindAndInvalidateFutureEvents(int swapTradeId, DateTime tradeDate)
+        {
+            // 测试环境：不需要废弃历史事件
+            return new List<swap_flow_event>();
+        }
+
+        protected override underlying_manager GetUnderlying(string underlyingCode)
+        {
+            return _underlyings.TryGetValue(underlyingCode, out var ul) ? ul : new underlying_manager { UnderlyingCode = underlyingCode };
+        }
+
+        protected override DateTime GetNextBusinessDay(DateTime date) => _nextBusinessDay(date);
+
+        protected override long ResolvePositionId(swap_flow_merge merge, DateTime maturityDate, int direction, string tradeNumber) => _positionId;
+
+        protected override void PersistEvents(List<swap_flow_event> events)
+        {
+            // 不写 DB，收集到列表供验证
+            PersistedEvents.AddRange(events);
+        }
+
+        protected override IDisposable BeginTransaction() => new NoopDisposable();
+
+        protected override void CommitTransaction(IDisposable transaction) { }
+
+        protected override void RollbackTransaction(IDisposable transaction) { }
+
+        /// <summary>公开调用 protected 的 MergePageEvent，供测试使用</summary>
+        public List<swap_flow_event> ExecuteMergePageEvent(int swapTradeId, List<swap_flow_merge> flowMergeList, DateTime tradeDate, bool needTrans = false)
+        {
+            return MergePageEvent(swapTradeId, flowMergeList, tradeDate, needTrans);
+        }
+
+        public override void UpdateDbOption(DBModelBaseV2 dBModel)
+        {
+            // 测试环境不设 Opt 信息，避免依赖 UserInfo
+        }
+
+        private class NoopDisposable : IDisposable
+        {
+            public void Dispose() { }
+        }
+    }
+}