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(); } } } }