using System; using Microsoft.VisualStudio.TestTools.UnitTesting; using YLErp.DBModels.Enums; using YLErp.Modules.SwapModule.FundingLegs; namespace UnitTestProject.Modules.SwapModule.FundingLegs { /// /// 融资腿策略单测。验证每个 IFundingLegStrategy 实现的 CalcNotional 计息基数公式正确。 /// 原 CalcNotionalByMode switch 已重构为策略类(见 FundingLegStrategyFactory)。 /// [TestClass] public class FundingLegStrategyTest { private const decimal Fix = 2_000_000m; private const decimal Notional = 100_000_000m; #region 固定值(mode 1) [TestMethod] public void 固定值_部分平仓_计息基数恒等于Fix() { var leg = new FixedAmountLeg(); var r = leg.CalcNotional(Fix, Notional, 0.5m); Assert.AreEqual(Fix, r.ClosePrincipal, "平仓本金恒=Fix"); Assert.AreEqual(Fix, r.PosiPrincipal, "持仓本金恒=Fix"); Assert.AreEqual(1m, r.ClosePercent); } [TestMethod] public void 固定值_全平_计息基数仍等于Fix() { var leg = new FixedAmountLeg(); var r = leg.CalcNotional(Fix, Notional, 1m); Assert.AreEqual(Fix, r.ClosePrincipal); } #endregion #region 合约名义本金规模(mode 2) [TestMethod] public void 合约名义本金_部分平仓_本金按比例缩放() { var leg = new ContractNotionalLeg(); var r = leg.CalcNotional(Fix, Notional, 0.5m); Assert.AreEqual(50_000_000m, r.ClosePrincipal); Assert.AreEqual(Notional, r.PosiPrincipal); Assert.AreEqual(0.5m, r.ClosePercent); } [TestMethod] public void 合约名义本金_全平_本金等于全额() { var leg = new ContractNotionalLeg(); var r = leg.CalcNotional(Fix, Notional, 1m); Assert.AreEqual(Notional, r.ClosePrincipal); } [TestMethod] public void 合约名义本金_零平仓_本金为零() { var leg = new ContractNotionalLeg(); var r = leg.CalcNotional(Fix, Notional, 0m); Assert.AreEqual(0m, r.ClosePrincipal); Assert.AreEqual(Notional, r.PosiPrincipal); } #endregion #region 标的期初全价(mode 9) [TestMethod] public void 标的期初全价_部分平仓_主路径公式同mode2() { var leg = new UnderlyingEntryFullPriceLeg(); var r = leg.CalcNotional(Fix, Notional, 0.5m); Assert.AreEqual(50_000_000m, r.ClosePrincipal); Assert.AreEqual(Notional, r.PosiPrincipal); Assert.AreEqual(0.5m, r.ClosePercent); } [TestMethod] public void 标的期初全价_全平_本金等于全额() { var leg = new UnderlyingEntryFullPriceLeg(); var r = leg.CalcNotional(Fix, Notional, 1m); Assert.AreEqual(Notional, r.ClosePrincipal); } #endregion #region 守卫 [TestMethod] public void 各策略对应正确枚举值() { Assert.AreEqual(InterestModeEnum.固定值, new FixedAmountLeg().Mode); Assert.AreEqual(InterestModeEnum.合约名义本金规模, new ContractNotionalLeg().Mode); Assert.AreEqual(InterestModeEnum.标的期初全价, new UnderlyingEntryFullPriceLeg().Mode); } #endregion #region 工厂 [TestMethod] public void 工厂_返回各活跃mode的策略() { Assert.IsInstanceOfType(FundingLegStrategyFactory.Get(InterestModeEnum.固定值), typeof(FixedAmountLeg)); Assert.IsInstanceOfType(FundingLegStrategyFactory.Get(InterestModeEnum.合约名义本金规模), typeof(ContractNotionalLeg)); Assert.IsInstanceOfType(FundingLegStrategyFactory.Get(InterestModeEnum.标的期初全价), typeof(UnderlyingEntryFullPriceLeg)); } [TestMethod] public void 工厂_未注册mode抛异常() { // mode 3/4/7/8 已从枚举删除,用 Unknown(0)验证未注册抛异常 Assert.ThrowsException(() => FundingLegStrategyFactory.Get(InterestModeEnum.Unknown)); Assert.ThrowsException(() => FundingLegStrategyFactory.Get(InterestModeEnum.初始预付金)); Assert.ThrowsException(() => FundingLegStrategyFactory.Get(InterestModeEnum.追加预付金)); } [TestMethod] public void 工厂_int重载和枚举重载等价() { var byEnum = FundingLegStrategyFactory.Get(InterestModeEnum.固定值); var byInt = FundingLegStrategyFactory.Get((int)InterestModeEnum.固定值); Assert.AreEqual(byEnum.Mode, byInt.Mode); } #endregion } }