refactor(swap): 优化基金公司行为处理逻辑 - finished001

- 修改 FindFundCorporateActions 方法以支持查询跨日期范围的公司行为记录 - 实现按生效日期和ID顺序稳定排序的多条公司行为记录处理 - 更新平仓时基金基线恢复逻辑以正确处理跨多个生效日的场景 - 在测试类中重写 FindFundCorporateActions 方法以支持单元测试验证 - 添加完整的跨非交易日公司行为恢复功能测试用例
2026-08-20 16:10:56 +08:00
parent b2f4e16782
commit ff7e540084
4 changed files with 78 additions and 6 deletions
@@ -198,6 +198,41 @@ namespace YLErp.Modules.SwapModule
                "Fund 份额缩小为 0.01 倍时，直接平仓期初价应为 100 / 0.01 = 10000");
        }

+        [TestMethod]
+        public void FCA_UW_009_登记日跨非交易日到生效日按范围恢复基金基线()
+        {
+            var eodDate = new DateTime(2026, 7, 12);
+            var effectiveDate = new DateTime(2026, 7, 13);
+            var unwindDate = new DateTime(2026, 7, 17);
+            var realtime = CreateRealtimeFundPosition();
+            var eod = CreateEod(eodDate, 1000m, 100m);
+            var service = CreateService(SwapDealTestFactory.CreateTrade(), realtime, eod, hasCompletedFlow: false);
+            service.ExDividendInfos.Add(new ex_dividend_info
+            {
+                id = 1,
+                UnderlyingCode = "FUND.TEST",
+                // 7/10 登记，7/13 生效；7/11、7/12 虽无交易但仍可能存在未除权 EOD 快照。
+                ExDividendDate = new DateTime(2026, 7, 10),
+                EffectiveDate = effectiveDate,
+                // 生产数据口径：1 拆 2 直接存 Split=2，GiveShareAmount 不参与该拆分。
+                GiveShareAmount = 0m,
+                Split = 2m,
+                ValidStatus = true
+            });
+            var unwindData = CreateFullCloseUnwindData();
+            unwindData.ValueDate = unwindDate;
+            unwindData.UnwindDate = unwindDate;
+
+            Assert.IsTrue(service.RestoreEffectiveFundPositionForTest(unwindData, unwindDate));
+
+            Assert.AreEqual(2000m, realtime.PosiQuantity,
+                "7 月 17 日平仓应补应用 7 月 13 日生效的 Split=2，公司行为不能只按平仓日命中");
+            Assert.AreEqual(50m, realtime.PosiGrossPrice);
+            Assert.AreEqual(2000m, unwindData.PositionQty);
+            Assert.AreEqual(2000m, unwindData.CloseQty);
+            Assert.AreEqual(50m, unwindData.FlowEvents.Single().PosiGrossPrice);
+        }
+
        [TestMethod]
        public void FCA_UW_003_正式平仓按FundEod基线重算PnL和现金()
        {
@@ -60,6 +60,20 @@ namespace YLErp.Modules.SwapModule
                && x.UnderlyingCode == underlyingCode
                && x.EffectiveDate == valueDate.Date);

+        protected override List<ex_dividend_info> FindFundCorporateActions(
+            string underlyingCode,
+            DateTime eodDate,
+            DateTime valueDate)
+            => ExDividendInfos
+                .Where(x => x.ValidStatus
+                    && x.UnderlyingCode == underlyingCode
+                    && x.EffectiveDate.HasValue
+                    && x.EffectiveDate.Value.Date > eodDate.Date
+                    && x.EffectiveDate.Value.Date <= valueDate.Date)
+                .OrderBy(x => x.EffectiveDate)
+                .ThenBy(x => x.id)
+                .ToList();
+
        protected override decimal GetFundCorporateActionClosePrice(
            ex_dividend_info dividendInfo,
            decimal fallbackPrice)