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Merge remote-tracking branch 'origin/glms/feature/1.4.2' into glms/feature/1.4.2

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This commit is contained in:
张名锐
2026-07-17 10:02:18 +08:00
parent ce0908c53b dddf0782bd
commit f37a5b997c
14 changed files with 1310 additions and 90 deletions
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UnitTestProject/Modules/SwapModule/GLMS20260701DbDiagnoseTest.cs
+56 -9
View File
@@ -18,7 +18,8 @@ namespace YLErp.Modules.SwapModule
[TestClass]
public class GLMS20260701DbDiagnoseTest
{
private const string TradeNumber = "GLMS-20260701-0008";
private const string TradeNumber_0008 = "GLMS-20260701-0008";
private const string TradeNumber_0013 = "GLMS-20260701-0013";
#region 1) 录真实数据快照（手动跑）
@@ -31,8 +32,8 @@ namespace YLErp.Modules.SwapModule
try { db = DbContextFactory.GetYLDbContext(); }
catch (Exception ex) { Assert.Inconclusive($"无法连接测试库：{ex.Message}"); return; }
var td = db.trade.FirstOrDefault(t => t.TradeNumber == TradeNumber);
Assert.IsNotNull(td, $"测试库无交易 {TradeNumber}，请确认环境");
var td = db.trade.FirstOrDefault(t => t.TradeNumber == TradeNumber_0008);
Assert.IsNotNull(td, $"测试库无交易 {TradeNumber_0008}，请确认环境");
var snapshot = new JObject
{
@@ -99,13 +100,25 @@ namespace YLErp.Modules.SwapModule
[TestMethod]
[TestCategory("DbDiagnose")]
public void Diagnose_InterestPrincipalFix_Progression_And_UnwindResult()
{
DiagnoseTrade(TradeNumber_0008);
}
[TestMethod]
[TestCategory("DbDiagnose")]
public void Diagnose_0013_InterestPrincipalFix_Progression_And_UnwindResult()
{
DiagnoseTrade(TradeNumber_0013);
}
private void DiagnoseTrade(string tradeNumber)
{
YLContext db;
try { db = DbContextFactory.GetYLDbContext(); }
catch (Exception ex) { Assert.Inconclusive($"无法连接测试库：{ex.Message}"); return; }
var td = db.trade.FirstOrDefault(t => t.TradeNumber == TradeNumber);
if (td == null) { Assert.Inconclusive($"测试库无 {TradeNumber}"); return; }
var td = db.trade.FirstOrDefault(t => t.TradeNumber == tradeNumber);
if (td == null) { Assert.Inconclusive($"测试库无 {tradeNumber}"); return; }
// 2.1 预付金腿 position.InterestPrincipalFix 当前值（多次平仓后应该已被扣减）
var marginPositions = db.swap_position
@@ -127,11 +140,11 @@ namespace YLErp.Modules.SwapModule
.ToList();
Console.WriteLine("\n============== 全部 position 全景（对比 IsInitial 原始 vs !IsInitial 剩余） ==============");
Console.WriteLine($" {"Id",-8}{"Mode",-6}{"Dir",-6}{"IsInit",-8}{"Fix",-18}{"PosiNotional",-18}{"PosiQty",-12}{"UnderlyingCode",-15}");
Console.WriteLine($" {"Id",-8}{"Mode",-6}{"IntDir",-7}{"PosiDir",-8}{"IsInit",-8}{"Fix",-18}{"PosiNotional",-18}{"PosiQty",-12}{"UnderlyingCode",-15}");
foreach (var p in allPositions)
{
var ul = p.UnderlyingCode ?? "";
Console.WriteLine($" {p.id,-8}{p.InterestMode,-6}{p.InterestDirection,-6}{p.IsInitial,-8}{p.InterestPrincipalFix,-18}{p.PosiNotionalValue,-18}{p.PosiQuantity,-12}{ul,-15}");
Console.WriteLine($" {p.id,-8}{p.InterestMode,-6}{p.InterestDirection,-7}{p.PosiDirection,-8}{p.IsInitial,-8}{p.InterestPrincipalFix,-18}{p.PosiNotionalValue,-18}{p.PosiQuantity,-12}{ul,-15}");
}
// 2.1c 关键诊断：GetUnwindInterests 内部 origPositions vs realPostitions 差异
@@ -143,6 +156,14 @@ namespace YLErp.Modules.SwapModule
Console.WriteLine($" origPositions(IsInitial=True) 预付金腿 Fix: {string.Join(",", origPositions.Where(x => x.InterestMode == 5 || x.InterestMode == 6).Select(x => x.InterestPrincipalFix))}");
Console.WriteLine($" realPostitions(IsInitial=False) 预付金腿 Fix: {string.Join(",", realPostitions.Where(x => x.InterestMode == 5 || x.InterestMode == 6).Select(x => x.InterestPrincipalFix))} ← 应为剩余值");
// 2.1d 关键诊断：realLeg.PositionId == origPos.id 匹配校验（修复后端 Clone 是否会触发）
Console.WriteLine("\n============== realLeg.PositionId ↔ origPos.id 匹配校验（决定 Clone 是否生效）==============");
foreach (var origPos in origPositions.Where(p => p.InterestMode == 5 || p.InterestMode == 6))
{
var realLeg = realPostitions.FirstOrDefault(r => r.PositionId == origPos.id);
Console.WriteLine($" origPos.id={origPos.id} Fix={origPos.InterestPrincipalFix} | realLeg found={(realLeg != null)} | realLeg.id={realLeg?.id} realLeg.PositionId={realLeg?.PositionId} realLeg.Fix={realLeg?.InterestPrincipalFix} | 需Clone={(realLeg != null && realLeg.InterestPrincipalFix != origPos.InterestPrincipalFix)}");
}
// 2.2 EOD 持仓 InterestPrincipalFix 逐日序列
var eodMarginSeq = db.eod_swap_position
.Where(e => e.SwapTradeId == td.id && !e.Invalid
@@ -171,12 +192,38 @@ namespace YLErp.Modules.SwapModule
Console.WriteLine($" EventDate={f.EventDate:yyyy-MM-dd} PositionId={f.PositionId} InterestPrincipal={f.InterestPrincipal} InterestAmount={f.InterestAmount} Quantity={f.Quantity} TradingAmount={f.TradingAmount}");
}
// 2.3b 直接调 ResolveInterestLegPositions，验证 Clone 是否真的把 Fix 覆盖成 realLeg 值
var resolved = SwapDealService.ResolveInterestLegPositions(origPositions, realPostitions);
Console.WriteLine("\n============== ResolveInterestLegPositions 直接调用结果 ==============");
foreach (var rp in resolved.Where(x => x.InterestMode == 5 || x.InterestMode == 6))
{
Console.WriteLine($" resolved: id={rp.id} PositionId={rp.PositionId} Mode={rp.InterestMode} Fix={rp.InterestPrincipalFix} (期望=realLeg.Fix)");
}
// 2.3c 模拟前端调用 controller 完整流程：前端传 closePercent=0.7(占期初) + notionalValue/posiNotionalValue
// controller 调 ToRemainingClosePercent 转为占剩余，再调 GetUnwindInterests
// 等价于 HTTP POST /swaptrade2/GetUnwindInterestList
Console.WriteLine("\n============== 模拟 HTTP API 调用（前端 closePercent=0.7 占期初）==============");
decimal frontClosePercent = 0.7m;
decimal frontNotionalValue = Convert.ToDecimal(td.OriginalStockEqvNotional ?? 0d); // 期初名义本金
decimal frontPosiNotionalValue = Convert.ToDecimal(td.StockEqvNotional); // 剩余名义本金
Console.WriteLine($" 前端参数: closePercent={frontClosePercent} notionalValue={frontNotionalValue} posiNotionalValue={frontPosiNotionalValue}");
decimal convertedClosePercent = SwapDealService.ToRemainingClosePercent(frontClosePercent, frontNotionalValue, frontPosiNotionalValue);
Console.WriteLine($" ToRemainingClosePercent 转换后: closePercent={convertedClosePercent}（占剩余）");
var svc = new SwapDealService(new OptUserInfo(1, "UnitTest", OptUserFrom.UnitTest));
var apiInterests = svc.GetUnwindInterests(DateTime.Today, DateTime.Today, td.id, convertedClosePercent, (int)SwapEventTypeEnum.平仓);
Console.WriteLine($" GetUnwindInterests 返回 {apiInterests.Count} 条，预付金腿：");
foreach (var ai in apiInterests.Where(x => x.InterestMode == (int)InterestModeEnum.初始预付金 || x.InterestMode == (int)InterestModeEnum.追加预付金))
{
Console.WriteLine($" PositionId={ai.PositionId} Mode={ai.InterestMode} InterestPrincipal={ai.InterestPrincipal} InterestAmount={ai.InterestAmount}");
}
// 2.4 直调后端 GetUnwindInterests(closePercent=1.0) 看"按全部平仓应返"的预付金值
try
{
var user = new OptUserInfo(0, nameof(GLMS20260701DbDiagnoseTest), OptUserFrom.UnitTest);
var svc = new SwapDealService(user);
var interests = svc.GetUnwindInterests(DateTime.Today, DateTime.Today, td.id, 1.0m, (int)SwapEventTypeEnum.平仓);
var svcFull = new SwapDealService(user);
var interests = svcFull.GetUnwindInterests(DateTime.Today, DateTime.Today, td.id, 1.0m, (int)SwapEventTypeEnum.平仓);
Console.WriteLine("============== 后端 GetUnwindInterests(1.0) 实际返回值-预付金腿 ==============");
foreach (var it in interests.Where(i => i.InterestMode == 5 || i.InterestMode == 6))
UnitTestProject/Modules/SwapModule/InitUnwindDefaultClosePercentTest.cs
+103
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@@ -0,0 +1,103 @@
namespace YLErp.Modules.SwapModule
{
/// <summary>
/// InitUnwind 默认 ClosePercent 计算的回归测试。
/// ---------------------------------------------------------------
/// 守卫提交 e2fb456b "fix 平仓(InitUnwind L267)硬编码 1 而不是剩余平仓比例"。
///
/// 旧 bug：InitUnwind 默认把 ClosePercent 硬编码为 1（按"占剩余 100%"），
/// 但前端约定 ClosePercent 是"占期初(original)"口径(A)，1 表示平掉原始本金的 100%。
/// 多次部分平仓后剩余本金 < 期初本金，此时默认 1 在前端语义上意味着"还要平掉原始全部"，
/// 与"平掉剩余全部"意图不符，且会触发后端 ToRemainingClosePercent 转换后 >1 被 cap 到 1，
/// 表面看无差异但语义混乱，且若前端 / 事件展示直接用此值会出错。
///
/// 修复：ClosePercent = PosiNotionalValue / NotionalValue（占期初口径的"平剩余全部"）。
/// 抽出为纯函数 CalcDefaultInitClosePercent 以支持无库单测。
/// </summary>
[TestClass]
public class InitUnwindDefaultClosePercentTest
{
// ================================================================
// 场景1：未平仓 PosiNotionalValue == NotionalValue → ClosePercent = 1
// ================================================================
[TestMethod]
public void 未平仓_剩余等于期初_默认ClosePercent为1()
{
var result = SwapDealService.CalcDefaultInitClosePercent(
notionalValue: 1_000_000m, posiNotionalValue: 1_000_000m);
Assert.AreEqual(1m, result, "未平仓：默认应平 100%（占期初）");
}
// ================================================================
// 场景2：已平 30%（剩 70%）→ ClosePercent = 0.7
// ================================================================
[TestMethod]
public void 已平30_剩70_默认ClosePercent为0_7()
{
var result = SwapDealService.CalcDefaultInitClosePercent(
notionalValue: 1_000_000m, posiNotionalValue: 700_000m);
Assert.AreEqual(0.7m, result, 0.0001m, "已平 30% 剩 70%：默认 ClosePercent=0.7（占期初）");
}
// ================================================================
// 场景3：除零保护 NotionalValue = 0 → 返回 1（容错）
// ================================================================
[TestMethod]
public void 期初名义本金为零_返回1_容错不除零()
{
var result = SwapDealService.CalcDefaultInitClosePercent(
notionalValue: 0m, posiNotionalValue: 100_000m);
Assert.AreEqual(1m, result, "期初本金为 0 时容错返回 1，不应抛除零异常");
}
// ================================================================
// 场景4：GLMS-20260701-0013 真实快照（已平 2 次）
// 期初 NotionalValue = 980,000 / 剩余 PosiNotionalValue = 686,000.07
// 期望 ClosePercent ≈ 0.7（686000.07/980000）
// ================================================================
[TestMethod]
public void GLMS20260701_0013_已平两次_默认ClosePercent约为0_7()
{
var result = SwapDealService.CalcDefaultInitClosePercent(
notionalValue: 980_000m, posiNotionalValue: 686_000.07m);
// 686000.07 / 980000 = 0.700000071...
Assert.AreEqual(0.7m, result, 0.0001m,
"GLMS-20260701-0013 已平两次：默认 ClosePercent 应≈0.7（占期初），旧 bug 会硬编码 1");
}
// ================================================================
// 场景5：与 ToRemainingClosePercent 联动验证
// 前端拿 InitUnwind 返回的 A(占期初) 默认值，经 ToRemainingClosePercent 转 B(占剩余)，
// 应恰好 = 1.0（因为"平剩余全部"在占剩余语义下就是 100%）
// ================================================================
[TestMethod]
public void 默认A经ToRemainingClosePercent转B应为1_平剩余全部()
{
const decimal notionalValue = 1_000_000m;
const decimal posiNotionalValue = 600_000m; // 已平 40%，剩 60%
var defaultA = SwapDealService.CalcDefaultInitClosePercent(notionalValue, posiNotionalValue);
var convertedB = SwapDealService.ToRemainingClosePercent(defaultA, notionalValue, posiNotionalValue);
Assert.AreEqual(0.6m, defaultA, 0.0001m, "占期初默认 A=0.6");
Assert.AreEqual(1.0m, convertedB, 0.0001m,
"A=0.6 经 ToRemainingClosePercent 转换 → B=1.0（占剩余 100% = 平剩余全部），此为占期初/占剩余双语义自洽的关键不变式");
}
// ================================================================
// 场景6：全平完（PosiNotionalValue=0）→ ClosePercent=0（边界，实际不会进 InitUnwind）
// ================================================================
[TestMethod]
public void 全平完剩余为零_ClosePercent为零()
{
var result = SwapDealService.CalcDefaultInitClosePercent(
notionalValue: 1_000_000m, posiNotionalValue: 0m);
Assert.AreEqual(0m, result, "剩余本金为 0 时 ClosePercent=0（边界场景，实际全部平完不会再进 InitUnwind）");
}
}
}
UnitTestProject/Modules/SwapModule/SwapEodRealizedPnlCalcTest.cs
+206
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@@ -0,0 +1,206 @@
using YLErp.DBModels;
using YLErp.DBModels.Enums;
namespace YLErp.Modules.SwapModule
{
/// <summary>
/// SwapEodPositionService.CalculateSwapRealizedPnl 的回归测试。
/// ---------------------------------------------------------------
/// 守卫张名锐提交 6676b625 "fix(swap): 修正掉期产品保证金利息计算逻辑"。
///
/// 旧 bug：eod_swap.RealizedPnL 直接 Sum(s.RealizedPnl)，未对保证金腿利息做方向反向，
/// 导致"收取对手方保证金"产生的利息被错误计入我方收益（实际是我方支付给对手方的成本），
/// 框架合约已实现收益虚高。
///
/// 修复：新增 CalculateSwapRealizedPnl ——
/// 非保证金腿：interestRatio = Direction==收取 ? 1 : -1（维持数据库方向）
/// 保证金腿（初始预付金 5 / 追加预付金 6）：interestRatio 反向
/// 最终：RealizedInterest × interestRatio + 其他 4 字段
///
/// 抽为 public static 纯函数以支持无库单测（marginTypes 等价于 ConsTrade.InterestMarginModels）。
/// 本测试直接锁定方向反向契约，防止后续误改回归。
/// </summary>
[TestClass]
public class SwapEodRealizedPnlCalcTest
{
// ================================================================
// 场景1：非保证金腿收取方向 → RealizedInterest × +1（维持原向）
// ================================================================
[TestMethod]
public void 非保证金腿_收取方向_利息维持原向系数为1()
{
var pos = NewPosition(
interestMode: (int)InterestModeEnum.固定值,
interestDirection: (int)SwapDirectionEnum.收取,
realizedInterest: 1000m);
var result = SwapEodPositionService.CalculateSwapRealizedPnl(pos);
Assert.AreEqual(1000m, result, 0.0001m,
"非保证金腿收取方向：利息 ×(+1)=1000");
}
// ================================================================
// 场景2：非保证金腿支付方向 → RealizedInterest × -1（维持原向）
// ================================================================
[TestMethod]
public void 非保证金腿_支付方向_利息维持原向系数为负1()
{
var pos = NewPosition(
interestMode: (int)InterestModeEnum.固定值,
interestDirection: (int)SwapDirectionEnum.支付,
realizedInterest: 1000m);
var result = SwapEodPositionService.CalculateSwapRealizedPnl(pos);
Assert.AreEqual(-1000m, result, 0.0001m,
"非保证金腿支付方向：利息 ×(-1)=-1000");
}
// ================================================================
// 场景3：保证金腿（初始预付金）收取方向 → 利息反向，系数 -1
// 这是 6676b625 修复的核心场景：收取对手方保证金产生的利息是我方支付成本
// ================================================================
[TestMethod]
public void 保证金腿_初始预付金_收取方向_利息反向系数为负1()
{
var pos = NewPosition(
interestMode: (int)InterestModeEnum.初始预付金,
interestDirection: (int)SwapDirectionEnum.收取,
realizedInterest: 1000m);
var result = SwapEodPositionService.CalculateSwapRealizedPnl(pos);
Assert.AreEqual(-1000m, result, 0.0001m,
"保证金腿收取方向：利息应反向 ×(-1)=-1000（修复前会错误得 +1000）");
}
// ================================================================
// 场景4：保证金腿（初始预付金）支付方向 → 利息反向，系数 +1
// ================================================================
[TestMethod]
public void 保证金腿_初始预付金_支付方向_利息反向系数为1()
{
var pos = NewPosition(
interestMode: (int)InterestModeEnum.初始预付金,
interestDirection: (int)SwapDirectionEnum.支付,
realizedInterest: 1000m);
var result = SwapEodPositionService.CalculateSwapRealizedPnl(pos);
Assert.AreEqual(1000m, result, 0.0001m,
"保证金腿支付方向：利息应反向 ×(+1)=1000");
}
// ================================================================
// 场景5：追加预付金同初始预付金，同样走反向逻辑
// ================================================================
[TestMethod]
public void 保证金腿_追加预付金_收取方向_利息反向()
{
var pos = NewPosition(
interestMode: (int)InterestModeEnum.追加预付金,
interestDirection: (int)SwapDirectionEnum.收取,
realizedInterest: 500m);
var result = SwapEodPositionService.CalculateSwapRealizedPnl(pos);
Assert.AreEqual(-500m, result, 0.0001m,
"追加预付金(mode=6)与初始预付金(mode=5)同走反向逻辑");
}
// ================================================================
// 场景6：完整 5 字段汇总（MtmPnL + Dividend + Fee + Interest×ratio + InterestFee）
// 保证金腿收取方向，Interest=200, 其他各 100
// 期望：100 + 100 + 100 + 200×(-1) + 100 = 200
// ================================================================
[TestMethod]
public void 完整5字段汇总_保证金腿收取方向_利息反向后合计正确()
{
var pos = NewPosition(
interestMode: (int)InterestModeEnum.初始预付金,
interestDirection: (int)SwapDirectionEnum.收取,
realizedMtmPnL: 100m,
realizedDividend: 100m,
realizedFee: 100m,
realizedInterest: 200m,
realizedInterestFee: 100m);
var result = SwapEodPositionService.CalculateSwapRealizedPnl(pos);
// 100 + 100 + 100 + 200×(-1) + 100 = 200
Assert.AreEqual(200m, result, 0.0001m,
"5 字段汇总：保证金腿收取方向，Interest×(-1) 后合计=200，验证所有字段都参与计算");
}
// ================================================================
// 场景7：完整 5 字段汇总（非保证金腿收取方向）
// 非保证金腿收取方向，Interest=200, 其他各 100
// 期望：100 + 100 + 100 + 200×(+1) + 100 = 600
// ================================================================
[TestMethod]
public void 完整5字段汇总_非保证金腿收取方向_利息原向合计正确()
{
var pos = NewPosition(
interestMode: (int)InterestModeEnum.固定值,
interestDirection: (int)SwapDirectionEnum.收取,
realizedMtmPnL: 100m,
realizedDividend: 100m,
realizedFee: 100m,
realizedInterest: 200m,
realizedInterestFee: 100m);
var result = SwapEodPositionService.CalculateSwapRealizedPnl(pos);
// 100 + 100 + 100 + 200×(+1) + 100 = 600
Assert.AreEqual(600m, result, 0.0001m,
"5 字段汇总：非保证金腿收取方向，Interest×(+1) 后合计=600");
}
// ================================================================
// 场景8：RealizedInterest=0 边界 —— 方向反向无影响，结果为其他 4 字段之和
// ================================================================
[TestMethod]
public void 利息为零_方向反向无影响_结果为其他4字段之和()
{
var pos = NewPosition(
interestMode: (int)InterestModeEnum.初始预付金,
interestDirection: (int)SwapDirectionEnum.收取,
realizedMtmPnL: 100m,
realizedDividend: 50m,
realizedFee: 30m,
realizedInterest: 0m,
realizedInterestFee: 20m);
var result = SwapEodPositionService.CalculateSwapRealizedPnl(pos);
// 100 + 50 + 30 + 0×(-1) + 20 = 200
Assert.AreEqual(200m, result, 0.0001m,
"RealizedInterest=0 时方向反向无影响，结果为其他 4 字段之和");
}
// ================================================================
// Helper：构造 eod_swap_position（只设置参与计算的 7 个字段）
// ================================================================
private static eod_swap_position NewPosition(
int interestMode,
int interestDirection,
decimal realizedMtmPnL = 0m,
decimal realizedDividend = 0m,
decimal realizedFee = 0m,
decimal realizedInterest = 0m,
decimal realizedInterestFee = 0m)
{
return new eod_swap_position
{
InterestMode = interestMode,
InterestDirection = interestDirection,
RealizedMtmPnL = realizedMtmPnL,
RealizedDividend = realizedDividend,
RealizedFee = realizedFee,
RealizedInterest = realizedInterest,
RealizedInterestFee = realizedInterestFee
};
}
}
}
UnitTestProject/Modules/TradeModule/TradeServiceBaseCloseNotionalCalcTest.cs
+133
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@@ -0,0 +1,133 @@
using Newtonsoft.Json;
using YLErp.DBModels;
using YLErp.Modules.TradeModule;
namespace YLErp.Modules.TradeModule
{
/// <summary>
/// TradeServiceBase.CalcSwapCloseNotionalFromEventData / CalcOptionCloseNotional 的回归测试。
/// ---------------------------------------------------------------
/// 守卫锦麟王提交 23108016 "BugFix 互换本次名义本金取错"。
///
/// 旧 bug：BuildTriggerContext 了结场景统一用 trade_cash.UnwindPercentRate × 期初名义本金
/// 算本次名义本金，但收益互换的 trade_cash.UnwindPercentRate 口径与期权不同，
/// 导致互换审批触发条件用错本金，可能绕过/误触发审批阈值。
///
/// 修复：互换分支从 swap_event.EventData 反序列化取 CloseNotionalValue 绝对值；
/// 期权分支保留旧逻辑（期初名义本金 × UnwindPercentRate 绝对值）。
///
/// 抽出两个静态纯函数以支持无库单测，重点验证容错（null/空/非法 JSON）不会抛异常
/// 而是返回 0，避免静默吞异常导致名义本金为 0 进而绕过审批阈值。
/// </summary>
[TestClass]
public class TradeServiceBaseCloseNotionalCalcTest
{
// ================================================================
// 一、CalcSwapCloseNotionalFromEventData 容错与绝对值语义
// ================================================================
[TestMethod]
public void 互换_EventData为null_返回0_不抛异常()
{
var result = TradeServiceBase.CalcSwapCloseNotionalFromEventData(null);
Assert.AreEqual(0d, result, 0.0001, "null EventData 应容错返回 0");
}
[TestMethod]
public void 互换_EventData为空字符串_返回0_不抛异常()
{
var result = TradeServiceBase.CalcSwapCloseNotionalFromEventData("");
Assert.AreEqual(0d, result, 0.0001, "空字符串 EventData 应容错返回 0");
}
[TestMethod]
public void 互换_EventData为非法JSON_返回0_不抛异常()
{
// 旧实现 catch{} 静默吞异常，抽函数后必须保持此容错契约
var result = TradeServiceBase.CalcSwapCloseNotionalFromEventData("not-a-json");
Assert.AreEqual(0d, result, 0.0001, "非法 JSON 应被 catch 返回 0，不能抛异常");
}
[TestMethod]
public void 互换_EventData为合法JSON_正数CloseNotionalValue_原值返回()
{
var eventData = JsonConvert.SerializeObject(new UnwindData { CloseNotionalValue = 500_000m });
var result = TradeServiceBase.CalcSwapCloseNotionalFromEventData(eventData);
Assert.AreEqual(500_000d, result, 0.01, "正数 CloseNotionalValue 应原值返回");
}
[TestMethod]
public void 互换_EventData为合法JSON_负数CloseNotionalValue_取绝对值()
{
// 修复的核心契约：Math.Abs 取绝对值，防止方向反向导致名义本金变负
var eventData = JsonConvert.SerializeObject(new UnwindData { CloseNotionalValue = -500_000m });
var result = TradeServiceBase.CalcSwapCloseNotionalFromEventData(eventData);
Assert.AreEqual(500_000d, result, 0.01, "负数 CloseNotionalValue 应取绝对值返回 500000");
}
[TestMethod]
public void 互换_EventData为合法JSON_CloseNotionalValue为零_返回0()
{
var eventData = JsonConvert.SerializeObject(new UnwindData { CloseNotionalValue = 0m });
var result = TradeServiceBase.CalcSwapCloseNotionalFromEventData(eventData);
Assert.AreEqual(0d, result, 0.0001, "CloseNotionalValue=0 应返回 0");
}
// ================================================================
// 二、CalcOptionCloseNotional 容错与绝对值语义
// ================================================================
[TestMethod]
public void 期权_两者都为null_返回0()
{
var result = TradeServiceBase.CalcOptionCloseNotional(null, null);
Assert.AreEqual(0d, result, 0.0001, "两者 null 应返回 0");
}
[TestMethod]
public void 期权_期初名义本金为null_返回0()
{
var result = TradeServiceBase.CalcOptionCloseNotional(null, 0.5d);
Assert.AreEqual(0d, result, 0.0001, "originalStockEqvNotional=null 应返回 0");
}
[TestMethod]
public void 期权_平仓比例为null_返回0()
{
var result = TradeServiceBase.CalcOptionCloseNotional(1_000_000d, null);
Assert.AreEqual(0d, result, 0.0001, "unwindPercentRate=null 应返回 0");
}
[TestMethod]
public void 期权_两者都有值_正数相乘_返回乘积()
{
// 1,000,000 × 0.3 = 300,000
var result = TradeServiceBase.CalcOptionCloseNotional(1_000_000d, 0.3d);
Assert.AreEqual(300_000d, result, 0.01, "1M × 0.3 = 300K");
}
[TestMethod]
public void 期权_期初名义本金为负数_取绝对值后相乘()
{
// 异常但容错：-1,000,000 × 0.3 → Abs → 300,000
var result = TradeServiceBase.CalcOptionCloseNotional(-1_000_000d, 0.3d);
Assert.AreEqual(300_000d, result, 0.01, "期初名义本金为负数应取绝对值后相乘");
}
[TestMethod]
public void 期权_平仓比例为负数_取绝对值后相乘()
{
// 异常但容错：1,000,000 × -0.3 → Abs → 300,000
var result = TradeServiceBase.CalcOptionCloseNotional(1_000_000d, -0.3d);
Assert.AreEqual(300_000d, result, 0.01, "平仓比例为负数应取绝对值后相乘");
}
[TestMethod]
public void 期权_两者都为负数_取绝对值后相乘()
{
// -1,000,000 × -0.3 = 300,000（先乘后取 Abs，结果一致）
var result = TradeServiceBase.CalcOptionCloseNotional(-1_000_000d, -0.3d);
Assert.AreEqual(300_000d, result, 0.01, "两者都为负数应取绝对值后相乘");
}
}
}