using Microsoft.VisualStudio.TestTools.UnitTesting;
using YLErp.DBModels;
namespace YLErp.Modules.SwapModule
{
///
/// 【绿灯验收】国联民生-期间结算事件验证-分红前部分平仓过的交易,平仓与分红结束并收盘后,
/// 继续平仓 / 互换时"浮动端平仓盈亏·分红(DividendIn)"应为 0(修复方案C:后端读 EOD 单一可信源)。
/// ============================================================================
/// 参考交易:GLMS-20260105-0004(测试库 id=1921,标的 230004.IB)
/// 场景时间线(库内真实数据):
/// 2026-01-05 开仓,期初持仓 50,000,000(支付方向 Direction=2,多头 PositionType=1)
/// 2026-02-28 部分平仓 40%(20,000,000),剩余 30,000,000;该日早于 3/2 登记日,
/// 已平仓的 40% 不享有 3/2 付息 → 平仓事件 DividendIn=0(正确)
/// 2026-03-02 债券期间付息登记日;当日自动互换(EventType=4),按【剩余持仓 30,000,000】
/// 实现分红 DividendIn=-54,240(=30,000,000 × 0.001808);EOD PosiDividendSum=0(全实现)
/// 2026-03-03 收盘后对该交易继续平仓/互换
///
/// 修复前(Bug):前端 getDivindIn 用期初全额持仓(50M)×totalInterest 算出 -90,400,
/// 扣除 consumedDividend(-54,240) 得 remainDividend=-36,160 展示 → 错误。
/// -36,160 恰=已平仓40%(20M)×单位付息(0.001808)×支付方向(-1),即把"登记日前已平仓、
/// 不享有该笔分红"的部分重复计入。
///
/// 修复后(方案C):后端 InitUnwind/InitIncome 经 GetPreEodDividendSum 读上一收盘日
/// eod_swap_position.PosiDividendSum。3/2 互换后该值=0 → DividendIn=0(正确)。
/// 前端 getDivindIn 不再自算,直接用后端值。
/// ============================================================================
/// 本测试连真实测试库,调用真实 SwapDealService.GetPreEodDividendSum 验证修复后 DividendIn=0。
/// 连不上库时 Inconclusive 跳过(CI 无 DB 环境不挡)。
///
[TestClass]
public class GLMS20260105PartialCloseDividendBugTest
{
private const string TradeNumber = "GLMS-20260105-0004";
// 3/3 继续平仓/互换的业务日期;上一收盘日为 3/2(EOD 已生成,PosiDividendSum=0)
private static readonly DateTime DealDate0303 = new(2026, 3, 3);
///
/// 连真实库的 SwapDealService 子类,仅用于暴露 protected GetPreEodDividendSum 供单测调用。
/// 不 override 任何 seam → DbContext 走真实 YLContext(与 DbContextFactory.GetYLDbContext() 同库)。
///
private sealed class RealDbSwapDealService : SwapDealService
{
public RealDbSwapDealService() : base(OptUserInfo.UnitTestUser) { }
public decimal ExposeGetPreEodDividendSum(int tradeId, long positionId, DateTime dealDate)
=> GetPreEodDividendSum(tradeId, positionId, dealDate);
}
[TestMethod]
[TestCategory("DBRecording")]
public void Green_3_3_Unwind_DividendIn_FromEOD_Equals_Zero()
{
YLContext db;
try { db = DbContextFactory.GetYLDbContext(); }
catch (Exception ex) { Assert.Inconclusive($"无法连接测试库(CI/无DB环境正常跳过):{ex.Message}"); return; }
try
{
var td = db.trade.FirstOrDefault(t => t.TradeNumber == TradeNumber);
if (td == null) { Assert.Inconclusive($"测试库不存在交易 {TradeNumber}"); return; }
// 浮动腿持仓:非初始、UnderlyingCode 非空(当前剩余 30,000,000)
var positions = db.swap_position.Where(x => x.SwapTradeId == td.id && !x.Invalid).ToList();
var floatLeg = positions.FirstOrDefault(x => !string.IsNullOrEmpty(x.UnderlyingCode) && !x.IsInitial);
Assert.IsNotNull(floatLeg, "未找到浮动腿持仓(非初始、UnderlyingCode 非空)");
// ---- 调用真实 GetPreEodDividendSum(方案C 修复核心)----
var service = new RealDbSwapDealService();
decimal dividendIn = service.ExposeGetPreEodDividendSum(td.id, floatLeg.PositionId, DealDate0303);
// ---- 绿灯断言:3/2 互换后 EOD PosiDividendSum=0 → DividendIn=0 ----
Assert.AreEqual(0m, dividendIn, 0.01m,
$"[绿灯·方案C验收] 3/3平仓/互换 DividendIn 期望=0(3/2互换后剩余持仓30M的分红已全部实现," +
$"EOD PosiDividendSum=0)。实际={dividendIn}。修复前该值为 -36,160(期初持仓×totalInterest 重算误计入已平仓40%)。");
// ---- 健全性:上一 EOD 确为 3/2,且 PosiDividendSum=0 ----
var lastEod = db.eod_swap_position
.Where(x => x.SwapTradeId == td.id && !x.Invalid && x.ValueDate < DealDate0303 && x.PositionId == floatLeg.PositionId)
.OrderByDescending(x => x.ValueDate).FirstOrDefault();
Assert.IsNotNull(lastEod, "应存在 3/2 的 EOD 持仓记录");
Assert.AreEqual(new DateTime(2026, 3, 2), lastEod.ValueDate, "上一收盘日应为 3/2");
Assert.AreEqual(0m, lastEod.PosiDividendSum, 0.01m,
$"3/2 EOD PosiDividendSum 应=0(当日 TdPosiDividend={lastEod.TdPosiDividend} 全额由互换 TdCloseDividend={lastEod.TdCloseDividend} 实现)");
Assert.AreEqual(30_000_000m, lastEod.PosiQuantity, "3/2 剩余持仓应为 30,000,000(2/28已平仓40%)");
}
finally { db?.Dispose(); }
}
///
/// 互换页(InitIncome)与平仓页(InitUnwind)读同一 EOD:同 position、同 dealDate,
/// GetPreEodDividendSum 返回值必然一致。本测试明确覆盖"点击收益互换同理"路径
/// (用户反馈:平仓页 -36,160,点击收益互换同样错误)。
///
[TestMethod]
[TestCategory("DBRecording")]
public void Green_3_3_Income_DividendIn_FromEOD_Equals_Zero()
{
YLContext db;
try { db = DbContextFactory.GetYLDbContext(); }
catch (Exception ex) { Assert.Inconclusive($"无法连接测试库(CI/无DB环境正常跳过):{ex.Message}"); return; }
try
{
var td = db.trade.FirstOrDefault(t => t.TradeNumber == TradeNumber);
if (td == null) { Assert.Inconclusive($"测试库不存在交易 {TradeNumber}"); return; }
var floatLeg = db.swap_position
.Where(x => x.SwapTradeId == td.id && !x.Invalid && !x.IsInitial && x.UnderlyingCode != null && x.UnderlyingCode != "")
.FirstOrDefault();
Assert.IsNotNull(floatLeg, "未找到浮动腿持仓");
// InitIncome 与 InitUnwind 调用 GetPreEodDividendSum 的入参一致 → 结果一致
var service = new RealDbSwapDealService();
decimal incomeDividendIn = service.ExposeGetPreEodDividendSum(td.id, floatLeg.PositionId, DealDate0303);
Assert.AreEqual(0m, incomeDividendIn, 0.01m,
$"[互换页·方案C验收] 3/3收益互换 DividendIn 期望=0,实际={incomeDividendIn}。" +
$"InitIncome 与 InitUnwind 共用 GetPreEodDividendSum,应返回同一 EOD 值。");
}
finally { db?.Dispose(); }
}
///
/// 防御性:dealDate 早于任何 EOD(如交易首日尚未收盘)时,GetPreEodDividendSum 应返回 0,
/// 不抛异常。覆盖"无 EOD 记录"边界——fallback 到 dealDate.AddDays(-1) 后查无数据 → 0。
///
[TestMethod]
[TestCategory("DBRecording")]
public void Green_NoEodBeforeDealDate_Returns_Zero_WithoutThrowing()
{
YLContext db;
try { db = DbContextFactory.GetYLDbContext(); }
catch (Exception ex) { Assert.Inconclusive($"无法连接测试库(CI/无DB环境正常跳过):{ex.Message}"); return; }
try
{
var td = db.trade.FirstOrDefault(t => t.TradeNumber == TradeNumber);
if (td == null) { Assert.Inconclusive($"测试库不存在交易 {TradeNumber}"); return; }
var floatLeg = db.swap_position
.Where(x => x.SwapTradeId == td.id && !x.Invalid && !x.IsInitial && x.UnderlyingCode != null && x.UnderlyingCode != "")
.FirstOrDefault();
Assert.IsNotNull(floatLeg, "未找到浮动腿持仓");
var service = new RealDbSwapDealService();
// dealDate = 交易开始日前一天,确保无任何 EOD 满足 ValueDate < dealDate
var preStartDate = td.StartDate.Value.AddDays(-1);
decimal dividendIn = service.ExposeGetPreEodDividendSum(td.id, floatLeg.PositionId, preStartDate);
Assert.AreEqual(0m, dividendIn, 0.01m,
$"[防御] dealDate({preStartDate:yyyy-MM-dd})早于所有 EOD 时,GetPreEodDividendSum 应返回 0,实际={dividendIn}。" +
$"与历史 InitUnwind/InitIncome 中 DividendIn=0 行为一致,不抛异常。");
}
finally { db?.Dispose(); }
}
}
}