using YLErp.DBModels; using YLErp.Modules.SwapModule.Margin; namespace YLErp.Modules.SwapModule { /// /// EOD 追保腿化改造测试(纯函数层:腿构造、资金来源分配、幂等识别、跨日水位)。 /// 服务层(SettleAdditionalMargin 的 DB 写入编排)依赖真实库,无内存测试基建—— /// 此处按服务内实际调用顺序组合 SwapAdditionalMarginCalc / ConsFundTag / FundTagCalc 纯函数验证等价语义: /// 增量>0 → BuildEodMarginLeg 建腿 → PreferCredit(腿标签, 交易级资金来源) 回退 → AllocateByLegPreference 分配 /// (= ApplyMarginFundTags 内部分配),拆单守恒走 ApplySaveTimeSplit(与 SplitLeg 同口径倒挤)。 /// [TestClass] public class SwapAdditionalMarginLegTest { private static readonly DateTime SettleDate = new(2026, 8, 27); private static trade NewTrade(string fundSource = ConsFundTag.Credit) => new() { id = 2543, TradeNumber = "TRS2026-2543", StartDate = new DateTime(2026, 8, 20), ExerciseDate = new DateTime(2027, 8, 20), SettlementCurrency = "CNY", MarginFundSource = fundSource }; /// /// 目标>累计 → 生成 1 条 mode6 追保腿:与手工追加预付金同形态 /// (资金腿、IsInitial、收取方向、fix=增量两位 AwayFromZero 舍入、HappenDate=结算日、FundTag=NULL 回退、OptName 打标)。 /// [TestMethod] public void AM_LEG_001_目标大于累计_生成追保腿() { var td = NewTrade(); var target = SwapAdditionalMarginCalc.CalcTarget(2_808_000, 2_000_000); Assert.AreEqual(808_000, target, 1e-6); var leg = SwapAdditionalMarginService.BuildEodMarginLeg(td, target, SettleDate, optId: 0); Assert.AreEqual(2543, leg.SwapTradeId); Assert.AreEqual(0, leg.PositionType); Assert.AreEqual(0, leg.PosiDirection); Assert.IsTrue(leg.IsInitial); Assert.AreEqual((int)InterestModeEnum.追加预付金, leg.InterestMode); Assert.AreEqual((int)SwapDirectionEnum.收取, leg.InterestDirection); Assert.AreEqual(808_000m, leg.InterestPrincipalFix); Assert.AreEqual(SettleDate, leg.HappenDate); Assert.IsNull(leg.FundTag); Assert.AreEqual(SwapAdditionalMarginService.EodOptName, leg.OptName); Assert.AreEqual("EOD追保", SwapAdditionalMarginService.EodOptName); //两位 AwayFromZero 舍入 var rounded = SwapAdditionalMarginService.BuildEodMarginLeg(td, 1000.005, SettleDate, optId: 0); Assert.AreEqual(1000.01m, rounded.InterestPrincipalFix); //币种:取交易结算币种;交易未设置时回退系统默认 CNY(与存量手工腿口径一致,2026-08-27 修复空币种) Assert.AreEqual("CNY", leg.Currency); td.SettlementCurrency = null; Assert.AreEqual(ConsGlobal.Currency.CNY, SwapAdditionalMarginService.BuildEodMarginLeg(td, 100, SettleDate, optId: 0).Currency); } /// /// 授信充足(腿未选 → 回退交易级 Credit):整腿定稿授信占用,现金部分 0(不产生现金流水)。 /// 占用 remark 必须带"追加保证金"前缀(累计口径与清理链路的硬性识别点)。 /// [TestMethod] public void AM_LEG_002_授信充足_全额授信零现金流水() { var td = NewTrade(ConsFundTag.Credit); var leg = SwapAdditionalMarginService.BuildEodMarginLeg(td, 1000, SettleDate, optId: 0); Assert.IsTrue(ConsFundTag.PreferCredit(leg.FundTag, td.MarginFundSource)); var plans = FundTagCalc.AllocateByLegPreference( new List { new() { Leg = leg, Amount = 1000, PreferCredit = true } }, creditAvailable: 5_000, ignoreMoneyCheck: false); Assert.AreEqual(1000, plans[0].CreditAmount); Assert.AreEqual(0, plans[0].CashAmount); Assert.IsFalse(plans[0].NeedSplit); //CashAmount==0 → ApplyMarginFundTags 不写现金流水;占用 remark 前缀断言 Assert.IsTrue((ClientCreditInoutService.AdditionalMarginRemark + "占用") .StartsWith(ClientCreditInoutService.AdditionalMarginRemark)); Assert.IsTrue((ClientCreditInoutService.AdditionalMarginRemark + "拆单授信部分") .StartsWith(ClientCreditInoutService.AdditionalMarginRemark)); } /// /// 额度不足 → 跨界拆单:原腿保留授信部分标 Credit,克隆现金差额腿标 Cash, /// 两腿 fix 倒挤守恒(现金流水绑现金腿 id,Deal=现金腿id 由 ApplyMarginFundTags 保证)。 /// [TestMethod] public void AM_LEG_003_额度不足_拆腿加现金流水() { var td = NewTrade(ConsFundTag.Credit); var leg = SwapAdditionalMarginService.BuildEodMarginLeg(td, 1000, SettleDate, optId: 0); var legs = new List { new() { Leg = leg, Amount = 1000, PreferCredit = true } }; var plans = FundTagCalc.AllocateByLegPreference(legs, creditAvailable: 300, ignoreMoneyCheck: false); Assert.IsTrue(plans[0].NeedSplit); Assert.AreEqual(300, plans[0].CreditAmount); Assert.AreEqual(700, plans[0].CashAmount); //ApplySaveTimeSplit 与 SplitLeg 同口径(原腿=授信部分、克隆现金腿倒挤守恒) var newLegs = FundTagCalc.ApplySaveTimeSplit(legs, plans); Assert.AreEqual(1, newLegs.Count); Assert.AreEqual(300m, leg.InterestPrincipalFix); Assert.AreEqual(ConsFundTag.Credit, leg.FundTag); var cashLeg = newLegs[0]; Assert.AreEqual(700m, cashLeg.InterestPrincipalFix); Assert.AreEqual(ConsFundTag.Cash, cashLeg.FundTag); Assert.AreEqual(1000m, leg.InterestPrincipalFix + cashLeg.InterestPrincipalFix); //拆单两腿合计=增量,且现金腿为独立期初腿(流水 Deal 绑它) Assert.AreEqual(0, cashLeg.id); Assert.AreEqual(0, cashLeg.PositionId); Assert.IsTrue(cashLeg.IsInitial); } /// /// margin_fund_source=Cash:腿未选回退交易级现金 → 整腿定稿现金、全额现金流水、零授信占用。 /// [TestMethod] public void AM_LEG_004_交易级现金来源_全额现金零占用() { var td = NewTrade(ConsFundTag.Cash); var leg = SwapAdditionalMarginService.BuildEodMarginLeg(td, 1000, SettleDate, optId: 0); Assert.IsFalse(ConsFundTag.PreferCredit(leg.FundTag, td.MarginFundSource)); var plans = FundTagCalc.AllocateByLegPreference( new List { new() { Leg = leg, Amount = 1000, PreferCredit = false } }, creditAvailable: 5_000, ignoreMoneyCheck: false); Assert.AreEqual(0, plans[0].CreditAmount); Assert.AreEqual(1000, plans[0].CashAmount); Assert.IsFalse(plans[0].NeedSplit); } /// /// 增量≤0(追保回落/已补足)→ 不产生新腿:目标<已补足 与 目标=0 两种情形均跳过。 /// [TestMethod] public void AM_LEG_005_增量非正_不产生新腿() { //已补足:目标 50,已补足 80 → 增量 -30 → 跳过 var target = SwapAdditionalMarginCalc.CalcTarget(150, 100); var increment = Math.Round(target - 80, 2, MidpointRounding.AwayFromZero); Assert.IsTrue(increment <= 0); //追保回落到应付之下:目标 0 → 增量 ≤0 → 跳过(超付不返还,负缺口走可用资金公式) var fallen = SwapAdditionalMarginCalc.CalcTarget(50, 100); Assert.AreEqual(0, fallen, 1e-6); Assert.IsTrue(Math.Round(fallen - 80, 2, MidpointRounding.AwayFromZero) <= 0); } /// /// 幂等:EOD 腿识别(OptName 打标 + mode6 + 重跑窗口)——手工腿(OptName=操作员)与 /// 窗口外更早历史腿不受影响;重跑时旧腿金额已计入已补足 → 增量 0 不翻倍。 /// [TestMethod] public void AM_LEG_006_幂等识别与重跑不翻倍() { var td = NewTrade(); var eodLeg = SwapAdditionalMarginService.BuildEodMarginLeg(td, 80, SettleDate, optId: 0); var manualLeg = new swap_position { InterestMode = (int)InterestModeEnum.追加预付金, OptName = "张三", HappenDate = SettleDate }; var initLeg = new swap_position { InterestMode = (int)InterestModeEnum.初始预付金, OptName = SwapAdditionalMarginService.EodOptName, HappenDate = SettleDate }; var earlierEodLeg = SwapAdditionalMarginService.BuildEodMarginLeg(td, 50, SettleDate.AddDays(-2), optId: 0); Assert.IsTrue(SwapAdditionalMarginService.IsEodMarginLeg(eodLeg, SettleDate)); Assert.IsFalse(SwapAdditionalMarginService.IsEodMarginLeg(manualLeg, SettleDate)); Assert.IsFalse(SwapAdditionalMarginService.IsEodMarginLeg(initLeg, SettleDate)); //重跑窗口起点防误删更早历史日已归属腿 Assert.IsFalse(SwapAdditionalMarginService.IsEodMarginLeg(earlierEodLeg, SettleDate)); Assert.IsTrue(SwapAdditionalMarginService.IsEodMarginLeg(earlierEodLeg, SettleDate.AddDays(-2))); //重跑:旧腿簿记已计入已补足(现金 30 + 授信 50 = 80)→ 目标不变、增量 0 var target = SwapAdditionalMarginCalc.CalcTarget(180, 100); var rerunIncrement = Math.Round(target - 30 - 50, 2, MidpointRounding.AwayFromZero); Assert.AreEqual(0, rerunIncrement, 1e-6); } /// /// 跨日序列(映射交易2538实例):首日补足水位后,维保回落不返还、回升只补差额,累计已补足不越目标水位。 /// [TestMethod] public void AM_LEG_007_跨日序列_不越水位() { const double payableNet = 2_000_000; //初始预付金全走授信(占用净额) var fundedLegs = new List(); //D1 维持 2,808,000 → 目标 808,000 → 腿1 var day1Target = SwapAdditionalMarginCalc.CalcTarget(2_808_000, payableNet); var day1Increment = Math.Round(day1Target - fundedLegs.Sum(), 2, MidpointRounding.AwayFromZero); Assert.AreEqual(808_000, day1Increment, 1e-6); fundedLegs.Add(day1Increment); //D2 维保回落至 2,500,000 → 目标 500,000 < 已补足 → 无新腿(不返还) var day2Target = SwapAdditionalMarginCalc.CalcTarget(2_500_000, payableNet); var day2Increment = Math.Round(day2Target - fundedLegs.Sum(), 2, MidpointRounding.AwayFromZero); Assert.IsTrue(day2Increment <= 0); //D3 维保回升至 3,000,000 → 目标 1,000,000 − 已补足 808,000 = 增量 192,000 → 腿2 var day3Target = SwapAdditionalMarginCalc.CalcTarget(3_000_000, payableNet); var day3Increment = Math.Round(day3Target - fundedLegs.Sum(), 2, MidpointRounding.AwayFromZero); Assert.AreEqual(192_000, day3Increment, 1e-6); fundedLegs.Add(day3Increment); //D3 重跑:已补足=目标 → 增量 0,总量恒等不越水位 var day3Rerun = Math.Round(day3Target - fundedLegs.Sum(), 2, MidpointRounding.AwayFromZero); Assert.AreEqual(0, day3Rerun, 1e-6); Assert.AreEqual(day3Target, fundedLegs.Sum(), 1e-6); } } }