Merge branch 'refs/heads/glms/feature/1.4.2' into glms/feature/0812_zmr_divPower

2026-08-21 17:09:15 +08:00
parent 392e36a820 3c7e25820a
commit fa63d4ee69
67 changed files with 1748 additions and 265 deletions
@@ -0,0 +1,51 @@
+using YLErp.Modules.CalculationModule;
+using YLErp.Modules.EodModule;
+
+namespace YLErp.BasicTests
+{
+    [TestClass]
+    public class GLMSGreeksHandleServiceTest
+    {
+        [TestMethod]
+        public void Handle_NonRateAsset_CalculatesVega1bpBeforeRateFilter()
+        {
+            var service = new GLMSGreeksHandleService();
+            var dto = new EodPositionRisksDTO
+            {
+                Vega = 2500d
+            };
+            var underlying = new underlying_manager
+            {
+                UnderlyingInstrumentType = ConsGlobal.InstrumentType.Stock
+            };
+
+            service.Handle(dto, underlying);
+
+            Assert.IsNotNull(dto.Vega_1bp);
+            Assert.AreEqual(0.25d, dto.Vega_1bp.Value, 1e-12);
+            Assert.IsNull(dto.Vega_r);
+            Assert.IsNull(dto.Vega_r_1bp);
+        }
+
+        [TestMethod]
+        public void Handle_TradeValueResult_NonRateAsset_CalculatesVega1bpBeforeRateFilter()
+        {
+            var service = new GLMSGreeksHandleService();
+            var result = new TradeValueResult
+            {
+                Vega = 2500d
+            };
+            var underlying = new underlying_manager
+            {
+                UnderlyingInstrumentType = ConsGlobal.InstrumentType.Stock
+            };
+
+            service.Handle(new trade(), result, underlying);
+
+            Assert.IsNotNull(result.Vega_1bp);
+            Assert.AreEqual(0.25d, result.Vega_1bp.Value, 1e-12);
+            Assert.IsNull(result.Vega_r);
+            Assert.IsNull(result.Vega_r_1bp);
+        }
+    }
+}
@@ -0,0 +1,61 @@
+using Microsoft.VisualStudio.TestTools.UnitTesting;
+using YLErp.Helpers;
+using YLErp.Model;
+
+namespace UnitTestProject.Modules
+{
+    /// <summary>
+    /// EQD-6953 疑似到期债券值域闸门：IsMaturedDegenerate / IsResultAbsurd 分支覆盖。
+    /// 场景来源：UAT 060203.IB（2006年国债，2026估值日已无剩余现金流）——
+    /// jquantlib 对空现金流求解得 ytm=0、净/全价均为面值100，errCode=0"成功但退化"。
+    /// 与前端 swapCalc.js::getBondCalcErrorMessage 的同款闸门保持一致口径。
+    /// </summary>
+    [TestClass]
+    public class BondCalcHeplerTest
+    {
+        [TestMethod]
+        public void 到期退化值_三条件同时成立_命中()
+        {
+            var r = new CalBondResult { cleanPrice = 100m, dirtyPrice = 100m, ytm = 0m };
+            Assert.IsTrue(BondCalcHepler.IsMaturedDegenerate(r));
+        }
+
+        [TestMethod]
+        public void 正常券_不命中_按UAT实测180205IB()
+        {
+            var r = new CalBondResult { cleanPrice = 97.43300000000002m, dirtyPrice = 100.00001369863016m, ytm = 6.738278242318886m };
+            Assert.IsFalse(BondCalcHepler.IsMaturedDegenerate(r));
+        }
+
+        [TestMethod]
+        public void ytm为0但净价非面值_不命中_真实零息平价券场景()
+        {
+            var r = new CalBondResult { cleanPrice = 99.5m, dirtyPrice = 100m, ytm = 0m };
+            Assert.IsFalse(BondCalcHepler.IsMaturedDegenerate(r));
+        }
+
+        [TestMethod]
+        public void 价格为面值但ytm非0_不命中_正常息票平价券场景()
+        {
+            var r = new CalBondResult { cleanPrice = 100m, dirtyPrice = 100.5m, ytm = 3.2m };
+            Assert.IsFalse(BondCalcHepler.IsMaturedDegenerate(r));
+        }
+
+        [TestMethod]
+        public void ytm为null_不命中()
+        {
+            var r = new CalBondResult { cleanPrice = 100m, dirtyPrice = 100m, ytm = null };
+            Assert.IsFalse(BondCalcHepler.IsMaturedDegenerate(r));
+        }
+
+        [TestMethod]
+        public void IsResultAbsurd_到期退化值_命中并带原因()
+        {
+            var r = new CalBondResult { cleanPrice = 100m, dirtyPrice = 100m, ytm = 0m };
+            var ok = typeof(BondCalcHepler)
+                .GetMethod("IsResultAbsurd", System.Reflection.BindingFlags.NonPublic | System.Reflection.BindingFlags.Static)
+                .Invoke(null, new object[] { r, null });
+            Assert.IsTrue((bool)ok);
+        }
+    }
+}
@@ -0,0 +1,20 @@
+using System.ComponentModel;
+using System.ComponentModel.DataAnnotations.Schema;
+using System.Reflection;
+
+namespace YLErp.UnitTestProject.Modules.UnderlyingModule
+{
+    [TestClass]
+    public class UnderlyingFundManagerMappingTest
+    {
+        [TestMethod]
+        public void InvestAdvisorName_MapsExistingFundManagerColumn()
+        {
+            var property = typeof(underlying_manager).GetProperty("InvestAdvisorName");
+
+            Assert.IsNotNull(property, "underlying_manager 应公开基金管理人属性 InvestAdvisorName");
+            Assert.AreEqual("investadvisorname", property.GetCustomAttribute<ColumnAttribute>()?.Name);
+            Assert.AreEqual("基金管理人", property.GetCustomAttribute<DisplayNameAttribute>()?.DisplayName);
+        }
+    }
+}