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。
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hjhan
@@ -31,6 +31,53 @@ namespace YLErp.Modules.SwapModule
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}
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#region 可测试化接缝（Seams）——借鉴 refactor-swap-event-testable 分支，override 可在测试中替换 DB/外部调用，生产代码行为不变
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protected virtual trade FindTrade(int swapTradeId)
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=> DbContext.trade.Find(swapTradeId);
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protected virtual trade_extend FindTradeExtend(int swapTradeId)
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=> DbContext.trade_extend.First(x => x.TradeId == swapTradeId);
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protected virtual List<swap_position> FindPositions(int swapTradeId)
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=> DbContext.swap_position.Where(x => x.SwapTradeId == swapTradeId && !x.IsInitial && !x.Invalid).AsNoTracking().ToList();
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protected virtual List<swap_flow_event> FindAndInvalidateFutureEvents(int swapTradeId, DateTime tradeDate)
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{
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var olds = DbContext.swap_flow_event.Where(x => x.EventDate > tradeDate && x.SwapTradeId == swapTradeId && x.DataState > 0);
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olds.ForEach(x => x.DataState = (int)SwapFlowDateStateEnum.废弃);
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return olds.ToList();
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}
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protected virtual underlying_manager GetUnderlying(string underlyingCode)
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=> DataCacheProvider.GetUnderlyingDataSource().GetData(underlyingCode);
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protected virtual DateTime GetNextBusinessDay(DateTime date)
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=> QdpCalendarHelper.GetNonHoliday(date);
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protected virtual long ResolvePositionId(swap_flow_merge merge, DateTime maturityDate, int direction, string tradeNumber)
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=> GetMaxPositionId(merge, maturityDate, direction, tradeNumber);
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protected virtual void PersistEvents(List<swap_flow_event> events)
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{
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foreach (var evt in events)
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{
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DbContext.swap_flow_event.Add(evt);
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}
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DbContext.SaveChanges();
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}
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protected virtual IDisposable BeginTransaction()
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=> DbContext.Database.BeginTransaction();
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protected virtual void CommitTransaction(IDisposable transaction)
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=> (transaction as Microsoft.EntityFrameworkCore.Storage.IDbContextTransaction)?.Commit();
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protected virtual void RollbackTransaction(IDisposable transaction)
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=> (transaction as Microsoft.EntityFrameworkCore.Storage.IDbContextTransaction)?.Rollback();
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#endregion
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/// <summary>
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/// 互换流水开平仓事件
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/// </summary>
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@@ -70,7 +117,7 @@ namespace YLErp.Modules.SwapModule
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/// 分页处理互换流水开平仓事件，暂时只按加权平均处理
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/// </summary>
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/// <param name="pageSize"></param>
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private List<swap_flow_event> MergePageEvent(int swapTradeId, List<swap_flow_merge> flowMergeList, DateTime tradeDate, bool needTrans = true)
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protected virtual List<swap_flow_event> MergePageEvent(int swapTradeId, List<swap_flow_merge> flowMergeList, DateTime tradeDate, bool needTrans = true)
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{
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List<swap_flow_event> flowEvents = new List<swap_flow_event>();
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//按照同一互换编码、标的、买卖方向排序，一条买，一条卖//会存在买卖不在同一页
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@@ -79,26 +126,22 @@ namespace YLErp.Modules.SwapModule
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{
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return flowEvents;
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}
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var trade = DbContext.trade.Find(swapTradeId);
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var tradeExtend = DbContext.trade_extend.First(x => x.TradeId == swapTradeId);
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var trans = needTrans ? DbContext.Database.BeginTransaction() : null;
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var trade = FindTrade(swapTradeId);
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var tradeExtend = FindTradeExtend(swapTradeId);
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var trans = needTrans ? BeginTransaction() : null;
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try
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{
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var eodPositions = DbContext.swap_position.Where(x => x.SwapTradeId == swapTradeId && !x.IsInitial && !x.Invalid).AsNoTracking().ToList();//上一日终持仓信息
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var swapFlowEventOlds = DbContext.swap_flow_event.Where(x => x.EventDate > tradeDate && x.SwapTradeId == swapTradeId && x.DataState > 0);//废弃当前清算日期及之后的开平仓事件
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swapFlowEventOlds.ForEach(x =>
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{
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x.DataState = (int)SwapFlowDateStateEnum.废弃;
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});
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var eodPositions = FindPositions(swapTradeId);//上一日终持仓信息
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FindAndInvalidateFutureEvents(swapTradeId, tradeDate);//废弃当前清算日期及之后的开平仓事件
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var mergeUnderlyingGroup = flowquery.GroupBy(g => g.UnderlyingCode);
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int direction = tradeExtend.ExtendObj.Direction;
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foreach (var underlyingGroup in mergeUnderlyingGroup)
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{
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var mergeList = underlyingGroup.OrderByDescending(o => o.TradingQty).ToList();//先按数量最大的排序
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var flowMerge = mergeList.First();
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var underlying = DataCacheProvider.GetUnderlyingDataSource().GetData(flowMerge.UnderlyingCode);
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var underlying = GetUnderlying(flowMerge.UnderlyingCode);
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var matuirityDate = trade.ExerciseDate;
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var positionId = GetMaxPositionId(flowMerge, matuirityDate.Value, direction, trade.TradeNumber);
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var positionId = ResolvePositionId(flowMerge, matuirityDate.Value, direction, trade.TradeNumber);
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var payPosition = eodPositions.FirstOrDefault(x => x.PositionId == positionId);//浮动腿 日终持仓信息
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bool hasPayPosition = payPosition != null;//是否存在日终持仓
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if (mergeList.Count == 1)//只有一条流水
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@@ -208,12 +251,12 @@ namespace YLErp.Modules.SwapModule
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}
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}
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DbContext.SaveChanges();
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trans?.Commit();
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PersistEvents(flowEvents);
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if (trans != null) CommitTransaction(trans);
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}
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catch (Exception ex)
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{
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trans?.Rollback();
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if (trans != null) RollbackTransaction(trans);
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throw new Exception(ex.Message, ex);
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}
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finally
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@@ -238,7 +281,7 @@ namespace YLErp.Modules.SwapModule
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/// <param name="PayFeeUnwindPnl">平仓浮动费用</param>
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/// <param name="allUnwind">是否完全平仓</param>
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/// <param name="settleRules">0 T+0 1 T+1</param>
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private swap_flow_event InitEvent(
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protected virtual swap_flow_event InitEvent(
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int eventType,
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swap_flow_merge flow_merge,
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int direction,
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@@ -287,7 +330,6 @@ namespace YLErp.Modules.SwapModule
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flow_Event.MarkClosePnl = PayMarkUnwindPnl;
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flow_Event.CloseFee = PayFeeUnwindPnl;
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flow_Event.DataState = (int)SwapFlowDateStateEnum.等待完成;
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DbContext.swap_flow_event.Add(flow_Event);
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return flow_Event;
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}
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