using Newtonsoft.Json; using Newtonsoft.Json.Linq; using YLErp.DBModels; using YLErp.DBModels.Enums; namespace YLErp.Modules.SwapModule { /// /// GLMS-20260105-0007 分红精度差异 - golden 录制/回放测试 /// ============================================================================ /// 用真实测试库数据录制 → golden JSON → 回放复现 0.36 差异 /// /// 问题:原有待实现分红-90400,互换支付-400后应为-90000,实际-89999.64 /// 根因:UpdateEodPosition cs:1635 从头重算 PosiDividendSum, /// 与 CopyEodPosition 逐天递增的舍入累积不一致 /// ============================================================================ [TestClass] public class GLMS20260105GoldenTest { private const string TradeNumber = "GLMS-20260105-0007"; private static readonly string GoldenDir = Path.Combine( AppDomain.CurrentDomain.BaseDirectory, "Resources", "GoldenFiles", "GLMS20260105"); #region 录制:从真实库读取数据,序列化为 golden /// /// 从真实测试库录制 GLMS-20260105-0007 的完整数据快照。 /// 标 [Ignore],手动跑一次生成 golden JSON。 /// [TestMethod] [Ignore] [TestCategory("GoldenRecord")] public void Record_FromRealDB() { YLContext db; try { db = DbContextFactory.GetYLDbContext(); } catch (Exception ex) { Assert.Inconclusive($"无法连接测试库:{ex.Message}"); return; } try { Directory.CreateDirectory(GoldenDir); var td = db.trade.FirstOrDefault(t => t.TradeNumber == TradeNumber); Assert.IsNotNull(td, $"交易 {TradeNumber} 不存在"); var floatEods = db.eod_swap_position .Where(x => x.SwapTradeId == td.id && x.PosiDirection > 0 && !x.Invalid) .OrderBy(x => x.ValueDate).ToList(); var flows = db.swap_flow_event .Where(x => x.SwapTradeId == td.id && x.DataState == (int)SwapFlowDateStateEnum.完成) .OrderBy(x => x.EventDate).ThenBy(x => x.id).ToList(); var positions = db.swap_position .Where(x => x.SwapTradeId == td.id && !x.Invalid).ToList(); var swapDate = flows.First(f => f.EventType == (int)SwapFlowEventTypeEnum.互换).EventDate; var keyDates = new[] { swapDate.AddDays(-1), swapDate, swapDate.AddDays(1) }; var keyFloatEods = floatEods.Where(x => keyDates.Contains(x.ValueDate)).ToList(); var golden = new JObject { ["TradeNumber"] = TradeNumber, ["TradeId"] = td.id, ["SwapDate"] = swapDate.ToString("yyyy-MM-dd"), ["Description"] = "分红精度差异:互换前-90400,互换后应为-90000,实际-89999.64" }; // 关键3天的浮动腿eod(含精确字段值) var keyArray = new JArray(); foreach (var e in keyFloatEods) { keyArray.Add(new JObject { ["ValueDate"] = e.ValueDate.ToString("yyyy-MM-dd"), ["PositionId"] = e.PositionId, ["PosiDividendSum"] = e.PosiDividendSum, ["TdPosiDividend"] = e.TdPosiDividend, ["TdCloseDividend"] = e.TdCloseDividend, ["RealizedDividend"] = e.RealizedDividend, ["PosiQuantity"] = e.PosiQuantity, ["PosiMtmPnL"] = e.PosiMtmPnL }); } golden["KeyFloatEodPositions"] = keyArray; // 完整浮动腿序列(用于分析精度累积过程) var allArray = new JArray(); foreach (var e in floatEods) { allArray.Add(new JObject { ["ValueDate"] = e.ValueDate.ToString("yyyy-MM-dd"), ["PosiDividendSum"] = e.PosiDividendSum, ["TdPosiDividend"] = e.TdPosiDividend, ["RealizedDividend"] = e.RealizedDividend }); } golden["AllFloatEodDividends"] = allArray; string json = JsonConvert.SerializeObject(golden, Formatting.Indented); string path = Path.Combine(GoldenDir, $"golden_{TradeNumber}.json"); File.WriteAllText(path, json); Console.WriteLine($"录制完成: {path}"); Console.WriteLine($"\n关键数据:"); foreach (var e in keyFloatEods) { Console.WriteLine($" {e.ValueDate:yyyy-MM-dd}: PosiDividendSum={e.PosiDividendSum}, TdPosiDividend={e.TdPosiDividend}, TdCloseDividend={e.TdCloseDividend}, RealizedDividend={e.RealizedDividend}"); } var preSwap = keyFloatEods.FirstOrDefault(x => x.ValueDate == swapDate.AddDays(-1)); var swapDay = keyFloatEods.FirstOrDefault(x => x.ValueDate == swapDate); if (preSwap != null && swapDay != null) { decimal expected = preSwap.PosiDividendSum - swapDay.TdCloseDividend; decimal actual = swapDay.PosiDividendSum; Console.WriteLine($"\n精度分析:"); Console.WriteLine($" 互换前 PosiDividendSum = {preSwap.PosiDividendSum}"); Console.WriteLine($" 互换实现 TdCloseDividend = {swapDay.TdCloseDividend}"); Console.WriteLine($" 期望 PosiDividendSum = {preSwap.PosiDividendSum} - ({swapDay.TdCloseDividend}) = {expected}"); Console.WriteLine($" 实际 PosiDividendSum = {actual}"); Console.WriteLine($" 差异 = {actual - expected}"); } } finally { db?.Dispose(); } } #endregion #region 回放:读 golden 验证精度差异 /// /// 回放 golden,验证互换后 PosiDividendSum 的精度差异。 /// 当前代码会失败(差异=0.36),这就是红灯。 /// 修复后(cs:1635 改为递增模式)应通过。 /// [TestMethod] public void Replay_VerifyPrecisionDiff() { string sourceDir = Path.Combine( AppDomain.CurrentDomain.BaseDirectory, "Resources", "GoldenFiles", "GLMS20260105"); if (!Directory.Exists(sourceDir)) { Assert.Inconclusive($"golden 目录不存在: {sourceDir}(请先跑 Record_FromRealDB)"); return; } var files = Directory.GetFiles(sourceDir, "*.json"); Assert.IsTrue(files.Length > 0, "应至少有1个golden文件"); var json = File.ReadAllText(files[0]); var golden = JObject.Parse(json); var keyEods = golden["KeyFloatEodPositions"] as JArray; Assert.IsNotNull(keyEods, "KeyFloatEodPositions 缺失"); Assert.IsTrue(keyEods.Count >= 2, "应至少有互换前+互换日两条eod"); var swapDateStr = golden["SwapDate"]?.Value(); Console.WriteLine($"SwapDate = {swapDateStr}"); JObject preSwap = null, swapDay = null; var swapDate = DateTime.Parse(swapDateStr); foreach (var e in keyEods) { var dateStr = e["ValueDate"]?.Value(); if (dateStr == swapDate.AddDays(-1).ToString("yyyy-MM-dd")) preSwap = e as JObject; if (dateStr == swapDateStr) swapDay = e as JObject; } Assert.IsNotNull(preSwap, "找不到互换前eod"); Assert.IsNotNull(swapDay, "找不到互换日eod"); decimal preDividendSum = preSwap["PosiDividendSum"]!.Value(); decimal swapCloseDividend = swapDay["TdCloseDividend"]!.Value(); decimal actualDividendSum = swapDay["PosiDividendSum"]!.Value(); decimal expectedDividendSum = preDividendSum - swapCloseDividend; Console.WriteLine($"互换前 PosiDividendSum = {preDividendSum}"); Console.WriteLine($"互换实现 TdCloseDividend = {swapCloseDividend}"); Console.WriteLine($"期望 PosiDividendSum = {preDividendSum} - ({swapCloseDividend}) = {expectedDividendSum}"); Console.WriteLine($"实际 PosiDividendSum = {actualDividendSum}"); Console.WriteLine($"差异 = {actualDividendSum - expectedDividendSum}"); // 核心断言:互换后 PosiDividendSum 应精确 = 前日 - 实现 // 当前代码会失败(差异=0.36),这就是红灯 Assert.AreEqual(expectedDividendSum, actualDividendSum, $"互换后 PosiDividendSum 应精确={expectedDividendSum},实际={actualDividendSum}," + $"差异={actualDividendSum - expectedDividendSum}(从头重算 vs 递增的舍入累积)"); } #endregion } }