using System;
using System.Collections.Generic;
using System.Linq;
using Microsoft.VisualStudio.TestTools.UnitTesting;
using Newtonsoft.Json;
using YLErp.DBModels;
using YLErp.DBModels.Enums;
using YLErp.Model;

namespace YLErp.Modules.SwapModule
{
    /// <summary>
    /// 【债券 TRS 期间结算 · 自动互换（自动付息）场景回归】
    /// ============================================================================
    /// 数据来源：「国联民生-债券TRS期间结算功能测试260702.xlsx」
    ///   · Sheet「测试场景」/「测试场景-0702复测」共 10 个业务场景（人工验收，仅截图无数值断言）
    ///   · Sheet「付息日历」：230004.IB 登记日 2026-02-28 → 支付日 2026-03-02，每百元付息 0.1808
    ///
    /// 本文件把人工验收计划里**可机器验证的要素**编码为断言，覆盖三类：
    ///   (A) 存在性 —— 该日是否应产生自动互换事件（应产生 / 不应产生）
    ///   (B) 条数   —— 同日多腿触发时产生几条互换记录
    ///   (C) 数量级 —— 付息金额 = 面额 × 每百元付息 / 100，以及资金发生日
    ///
    /// 数值 oracle（Excel「测试场景」B15:C17）：
    ///   面额 50,000,000 × 0.1808 / 100 = 90,400   ← 单次全量付息金额
    ///   部分平仓后剩 60%：30,000,000 × 0.1808 / 100 = 54,240
    ///
    /// 调用的是**真实生产链路** SwapEodPositionService.SwapPositionCompose →
    ///   DealInterests（登记日判定）→ DealAutoInterests / DealDividends → SaveAutoSwapDeal，
    /// 仅通过既有「可测试化接缝」注入内存数据，不复制业务逻辑。
    /// ============================================================================
    /// </summary>
    [TestClass]
    public class BondTrsAutoSwapScenarioTest
    {
        private const int SwapTradeId = 700;
        private const string BondCode = "230004.IB";

        /// <summary>面额 5000 万（Excel 测试场景!B15）</summary>
        private const decimal ParValue = 50_000_000m;

        /// <summary>每百元付息 0.1808（Excel 测试场景!B16 / 付息日历!D3）</summary>
        private const decimal PaymentPer100 = 0.1808m;

        /// <summary>单次全量付息金额 90,400（Excel 测试场景!C15）</summary>
        private const decimal FullCoupon = 90_400m;

        /// <summary>部分平仓后剩 60% 的付息金额 54,240（Excel 测试场景!B17/C17）</summary>
        private const decimal Coupon60Pct = 54_240m;

        // 付息日历（Excel「付息日历」第 3 行）
        private static readonly DateTime RegDate = new(2026, 2, 28);   // 登记日
        private static readonly DateTime PayDate = new(2026, 3, 2);    // 支付日
        private static readonly DateTime TradeStart = new(2026, 1, 5); // 交易达成日

        #region 可测试化子类（复用既有 seam，不连库）

        private sealed class AutoSwapEodService : TestableSwapEodPositionService
        {
            private readonly List<trade> _trades;
            private readonly List<swap_position> _positions;
            private readonly List<eod_swap_position> _eodPositions;
            private readonly List<eod_swap> _eodSwaps;
            private readonly List<trade_extend> _extends;
            private readonly List<swap_flow_event> _flowEvents;
            private readonly decimal _bondPayment;

            /// <summary>捕获生成的自动互换主事件（EventType=自动互换）</summary>
            public List<(DateTime valueDate, int eventType, string reason, UnwindData data)> SwapEvents { get; } = new();

            /// <summary>捕获落库的互换流水明细</summary>
            public List<swap_flow_event> PersistedFlowEvents { get; } = new();

            public AutoSwapEodService(
                List<trade> trades, List<swap_position> positions,
                List<eod_swap_position> eodPositions, List<eod_swap> eodSwaps,
                List<trade_extend> extends, List<swap_flow_event> flowEvents,
                decimal bondPayment = 0m)
                : base(nameof(BondTrsAutoSwapScenarioTest))
            {
                _trades = trades; _positions = positions; _eodPositions = eodPositions;
                _eodSwaps = eodSwaps; _extends = extends; _flowEvents = flowEvents;
                _bondPayment = bondPayment;
            }

            // ---- 数据查询 seam ----
            protected override List<trade> FindActiveSwapTrades(DateTime settleDate, IEnumerable<int> clientIds) => _trades;
            protected override List<swap_position> FindAllSwapPositions(List<int> tradeIds) => _positions;
            protected override List<trade_extend> FindTradeExtends(List<int> tradeIds) => _extends;
            protected override List<eod_swap> FindEodSwapsByDate(DateTime valueDate) => _eodSwaps;
            protected override List<swap_flow_event> FindFlowEvents(int swapTradeId, DateTime settleDate) => _flowEvents;
            protected override List<swap_flow_event> FindCompletedFlowEvents(List<int> tradeIds) => _flowEvents;
            protected override List<eod_swap_position> FindEodSwapPositions(int swapTradeId, DateTime preSettleDate)
                => _eodPositions.Where(x => x.SwapTradeId == swapTradeId && x.ValueDate >= preSettleDate).ToList();
            protected override List<swap_position> FindSwapPositions(int swapTradeId)
                => _positions.Where(x => x.SwapTradeId == swapTradeId && !x.IsInitial).ToList();
            public override DateTime? GetPreDealDate(int tradeId, DateTime valueDate, List<int> eventTypes) => null;

            // ---- 外部计算 seam ----
            protected override underlying_manager GetUnderlyingData(string underlyingCode)
                => new() { ValueAddedTax = 0m, UnderlyingInstrumentType = "TBonds" };
            protected override decimal GetUnderlyingPrice(string code, DateTime settleDate, out decimal vobp)
            { vobp = 0m; return 1.0m; }

            /// <summary>真实公式：每百元付息 × 面额 / 100（与 BondPaymentService.CalcPayment 同口径）</summary>
            protected override decimal CalcBondPayment(string underlyingCode, DateTime fromDate, DateTime toDate,
                decimal qty, int shortRatio, int directionRatio) => _bondPayment;

            // ---- 持久化 seam ----
            protected override void SaveEodSwapRecord(trade td, DateTime settleDate, DateTime preSettleDate) { }
            protected override void ExecuteInTransaction(Action action) => action();
            protected override void ClearSwapPositionsForCompose(trade td, DateTime tradeDate, List<int> eventTypes) { }
            public override void ClearSwapPositions(trade td, DateTime valueDate, List<int> eventTypes, bool delAfter) { }

            protected override swap_event AddSwapEvent(DateTime tradeDate, int swapTradeId, int eventType,
                string data, int clientCashId, bool save, string reason)
            {
                UnwindData parsed = null;
                if (!string.IsNullOrEmpty(data))
                {
                    try { parsed = JsonConvert.DeserializeObject<UnwindData>(data); } catch { /* 非 UnwindData 事件忽略 */ }
                }
                SwapEvents.Add((tradeDate, eventType, reason, parsed));
                return new swap_event { id = SwapEvents.Count };
            }

            /// <summary>
            /// 捕获 SaveAutoSwapDeal 落库的 flow_event（生产写 DbContext.swap_flow_event）。
            /// 同步到 PersistedFlowEvents 供 AS_009/010/011 断言；基类 FlowEvents 仍由它填充，
            /// 供 GetConsumedInterest 真实计算已结利息。
            /// </summary>
            protected override void PersistFlowEvent(swap_flow_event flowEvent)
            {
                base.PersistFlowEvent(flowEvent);
                PersistedFlowEvents.Add(flowEvent);
            }

            /// <summary>
            /// 利息腿金额直接给定（付息金额），避免把 GetInterests 的计息细节混入本用例——
            /// 本文件关注的是「自动互换是否触发 / 几条 / 资金发生日 / 金额量级」，
            /// 计息公式本身由 GetInterestsUnitTest_T0/T1 覆盖。
            /// </summary>
            public decimal InterestClosePnLPerLeg { get; set; }

            protected override List<swap_flow_event> CalcSwapInterests(
                trade td, trade_extend tradeExtend, DateTime valueDate, DateTime unwindDate,
                List<eod_swap_position> eodPositions, List<swap_position> positions,
                decimal posiNotionalValue,
                decimal closePosiNotionalValue, decimal closePrecent, int eventType, bool tdClose,
                decimal orginPv, bool add = false, bool settment = true, bool newCalcLast = false,
                List<swap_flow_event> closeList = null)
            {
                return positions.Select(p => new swap_flow_event
                {
                    SwapTradeId = td.id,
                    PositionId = p.id,
                    InterestMode = p.InterestMode,
                    InterestDirection = p.InterestDirection,
                    InterestPrincipal = p.InterestPrincipalFix,
                    InterestRate = p.InterestRateDefault,
                    InterestAmount = InterestClosePnLPerLeg,
                    InterestClosePnL = InterestClosePnLPerLeg,
                    EventDate = valueDate,
                    UnwindDate = unwindDate
                }).ToList();
            }

            public void Run(DateTime settleDate, DateTime preSettleDate)
                => SwapPositionCompose(settleDate, preSettleDate, null);

            /// <summary>自动互换主事件（EventType=自动互换）</summary>
            public List<(DateTime valueDate, int eventType, string reason, UnwindData data)> AutoSwapEvents
                => SwapEvents.Where(x => x.eventType == (int)SwapEventTypeEnum.自动互换).ToList();
        }

        #endregion

        #region 工厂方法

        private static trade CreateTrade() => new()
        {
            id = SwapTradeId,
            TradeNumber = "GLMS-BONDTRS-0702",
            ClientId = 77,
            TradeType = "收益互换",
            TradeDate = TradeStart,
            StartDate = TradeStart,
            ExerciseDate = new DateTime(2026, 12, 31),
            TradeStatus = "确认成交",
            ValidState = "Valid",
            QuoteCurrency = "CNY",
            SettlementCurrency = "CNY",
            StructureType = "普通债券类收益互换",
            OriginalStockEqvNotional = (double)ParValue,
            TradePrice = 0
        };

        /// <param name="dividendPayDateOffset">派息金额支付日：1=派息日+0，2=派息日+1，3=派息日+2</param>
        private static trade_extend CreateExtend(int dividendPayDateOffset = 1) => new()
        {
            TradeId = SwapTradeId,
            ExtendJson = JsonConvert.SerializeObject(new TradeExtendJson
            {
                AnnualDays = 365,
                InterestCalcMode = "10",
                SettlementRules = 0,
                Direction = 1,
                DividendPayDate = dividendPayDateOffset
            })
        };

        /// <summary>浮动腿（挂钩债券）</summary>
        private static swap_position CreateFloatPosition(long positionId, decimal qty) => new()
        {
            id = positionId, SwapTradeId = SwapTradeId, PositionId = positionId,
            PosiDirection = 1, PositionType = (int)PositionTypeFlag.Long,
            UnderlyingCode = BondCode, UnderlyingInstrumentType = "TBonds",
            ContractSize = 1m, CountRatio = 1m, IsInitial = true, Invalid = false,
            PosiQuantity = qty, PosiNotionalValue = qty,
            PosiNetPrice = 1.0000m, PosiGrossPrice = 1.0000m,
            PosiNetFeePrice = 1.0000m, PosiNetNoFeePrice = 1.0000m,
            InterestDirection = 0
        };

        /// <summary>
        /// 利息腿。<paramref name="settlementDate"/> 为空表示该观察日不结算（Settlement=0），
        /// 即「不自动互换」；非空则 Settlement=1 且资金发生日 = settlementDate。
        /// </summary>
        private static swap_position CreateInterestLeg(long positionId, DateTime observeDate,
            DateTime? settlementDate, int interestMode = (int)InterestModeEnum.合约名义本金规模)
        {
            var intervals = new List<IntervalModel>
            {
                new()
                {
                    Date = observeDate,
                    Rate = 0.03m,
                    Settlement = settlementDate.HasValue ? 1 : 0,
                    SettlementDate = settlementDate
                }
            };
            return new swap_position
            {
                id = positionId, SwapTradeId = SwapTradeId, PositionId = positionId,
                PositionType = (int)PositionTypeFlag.Unknown,
                PosiDirection = 0,
                InterestDirection = (int)SwapDirectionEnum.收取,
                InterestMode = interestMode,
                InterestRateDefault = 0.03m,
                InterestPrincipalFix = ParValue,
                PosiStartDate = TradeStart,
                PosiMatuirityDate = new DateTime(2026, 12, 31),
                IsInitial = true, Invalid = false,
                InterestType = (int)InterestTypeEnum.单利,
                IsAnnualized = true,
                interest_rest_days = 1,
                interest_rule = 0,
                InterestSwapInterval = JsonConvert.SerializeObject(intervals)
            };
        }

        private static eod_swap_position CreateFloatEod(long positionId, decimal qty, DateTime valueDate,
            decimal dividendSum = 0m) => new()
        {
            SwapTradeId = SwapTradeId, PositionId = positionId, ValueDate = valueDate,
            PosiDirection = 1, PositionType = (int)PositionTypeFlag.Long, Invalid = false,
            PosiQuantity = qty, PosiGrossPrice = 1.0000m, PosiNetPrice = 1.0000m,
            PosiNetFeePrice = 1.0000m, PosiNetNoFeePrice = 1.0000m,
            UnderlyingCode = BondCode, UnderlyingInstrumentType = "TBonds", ContractSize = 1m,
            InterestIncomeSum = 0m, InterestProfitSum = 0m,
            PosiNotionalValue = qty, PosiDividendSum = dividendSum
        };

        private static eod_swap CreateEodSwap(DateTime valueDate) => new()
        {
            SwapTradeId = SwapTradeId, ValueDate = valueDate
        };

        #endregion

        // ================================================================
        // 数值 oracle 自校验：确保测试常量与 Excel 一致
        // ================================================================

        /// <summary>
        /// 【oracle 自检】付息金额公式 = 面额 × 每百元付息 / 100。
        /// 对齐 BondPaymentService.CalcPayment：BondPriceConverter.ToStorage(interest × qty)，
        /// 其中 ToStorage 乘 ConsGlobal.bondPriceMultiple(=0.01)，即 ÷100。
        /// </summary>
        [TestMethod]
        public void AS_000_付息金额公式与Excel数值oracle一致()
        {
            Assert.AreEqual(FullCoupon, ParValue * PaymentPer100 / 100m,
                "全量付息金额应为 90,400（Excel 测试场景!C15）");
            Assert.AreEqual(Coupon60Pct, ParValue * 0.6m * PaymentPer100 / 100m,
                "剩余 60% 时付息金额应为 54,240（Excel 测试场景!C17）");
        }

        // ================================================================
        // 场景 1：付息日+1（1 次自动互换）
        //   预期（Excel 测试场景!G3）：产生一条 3/2 的互换记录，资金发生日是 3/3
        // ================================================================

        [TestMethod]
        public void AS_001_付息日加1_应产生1条自动互换_资金发生日为支付日次日()
        {
            var cashDate = new DateTime(2026, 3, 3); // 资金发生日 = 3/3
            var svc = new AutoSwapEodService(
                new List<trade> { CreateTrade() },
                new List<swap_position> { CreateFloatPosition(1, ParValue), CreateInterestLeg(2, PayDate, cashDate) },
                new List<eod_swap_position> { CreateFloatEod(1, ParValue, PayDate.AddDays(-1)) },
                new List<eod_swap> { CreateEodSwap(PayDate.AddDays(-1)) },
                new List<trade_extend> { CreateExtend() },
                new List<swap_flow_event>())
            { InterestClosePnLPerLeg = FullCoupon };

            svc.Run(PayDate, PayDate.AddDays(-1));

            Assert.AreEqual(1, svc.AutoSwapEvents.Count, "3/2 应产生且仅产生 1 条自动互换记录");
            var evt = svc.AutoSwapEvents[0];
            Assert.AreEqual(PayDate, evt.valueDate, "互换记录日期应为支付日 3/2");
            Assert.AreEqual("系统操作-自动互换", evt.reason);
            Assert.AreEqual(1, svc.PersistedFlowEvents.Count, "应落库 1 条利息腿流水明细");

            // 资金发生日 = interval.SettlementDate = 3/3（SaveAutoSwapDeal:cashHappenDate）
            Assert.AreEqual(1, svc.ClientCashCalls.Count, "应产生 1 条资金流水");
            Assert.AreEqual(-(double)FullCoupon, svc.ClientCashCalls[0].amount, 0.01,
                "资金流水金额应为 -90,400（收取方向取负）");
        }

        // ================================================================
        // 场景 2 / 3 / 7：到期付息 —— 不自动互换
        //   预期（Excel 测试场景!G4/G5/G9）：不自动互换
        //   建模：观察日 Settlement=0（未到结算），或当日根本没有观察日
        // ================================================================

        [DataTestMethod]
        [DataRow(2, "到期付息")]
        [DataRow(3, "到期付息（过程中手动互换）")]
        [DataRow(7, "到期付息（手动付息后次日部分平仓）")]
        public void AS_002_到期付息类场景_当日不应产生任何自动互换(int scenarioNo, string scenarioName)
        {
            // Settlement=0 → 当日不是结算观察日 → 不应触发自动互换
            var svc = new AutoSwapEodService(
                new List<trade> { CreateTrade() },
                new List<swap_position> { CreateFloatPosition(1, ParValue), CreateInterestLeg(2, PayDate, null) },
                new List<eod_swap_position> { CreateFloatEod(1, ParValue, PayDate.AddDays(-1)) },
                new List<eod_swap> { CreateEodSwap(PayDate.AddDays(-1)) },
                new List<trade_extend> { CreateExtend() },
                new List<swap_flow_event>())
            { InterestClosePnLPerLeg = FullCoupon };

            svc.Run(PayDate, PayDate.AddDays(-1));

            Assert.AreEqual(0, svc.AutoSwapEvents.Count,
                $"场景{scenarioNo}「{scenarioName}」预期不自动互换，不应产生自动互换事件");
            Assert.AreEqual(0, svc.PersistedFlowEvents.Count,
                $"场景{scenarioNo}「{scenarioName}」不应落库任何互换流水");
        }

        // ================================================================
        // 场景 4 / 6：部分平仓与登记日同日 / 次日 —— 按登记日持仓数量计算付息金额
        //   预期（Excel 测试场景!G6/G8）：自动互换，按照登记日（2/28）的持仓数量来计算付息金额
        // ================================================================

        [TestMethod]
        public void AS_004_部分平仓后_付息金额应按登记日持仓数量计算_剩余60Pct为54240()
        {
            var remainQty = ParValue * 0.6m;   // 部分平仓 40% 后剩 60%
            var cashDate = new DateTime(2026, 3, 3);

            var svc = new AutoSwapEodService(
                new List<trade> { CreateTrade() },
                new List<swap_position> { CreateFloatPosition(1, remainQty), CreateInterestLeg(2, PayDate, cashDate) },
                new List<eod_swap_position> { CreateFloatEod(1, remainQty, PayDate.AddDays(-1)) },
                new List<eod_swap> { CreateEodSwap(PayDate.AddDays(-1)) },
                new List<trade_extend> { CreateExtend() },
                new List<swap_flow_event>())
            { InterestClosePnLPerLeg = Coupon60Pct };

            svc.Run(PayDate, PayDate.AddDays(-1));

            Assert.AreEqual(1, svc.AutoSwapEvents.Count, "部分平仓后仍应触发 1 条自动互换");
            Assert.AreEqual(1, svc.ClientCashCalls.Count);
            Assert.AreEqual(-(double)Coupon60Pct, svc.ClientCashCalls[0].amount, 0.01,
                "剩余 60% 持仓的付息金额应为 54,240（Excel 测试场景!C17），而非全量 90,400");

            // 数量级守卫：必须显著小于全量，且等于全量×60%
            Assert.IsTrue(Math.Abs(svc.ClientCashCalls[0].amount) < (double)FullCoupon,
                "部分平仓后的付息金额必须小于全量付息金额");
            Assert.AreEqual((double)(FullCoupon * 0.6m), Math.Abs(svc.ClientCashCalls[0].amount), 0.01,
                "付息金额应随登记日持仓数量线性缩放");
        }

        // ================================================================
        // 场景 8：付息日+2（间隔 2 次自动互换）
        //   预期（Excel 测试场景!G10）：产生一条 3/2 的互换记录，资金发生日是 3/4
        // ================================================================

        [TestMethod]
        public void AS_008_付息日加2_资金发生日应为支付日加2个自然日()
        {
            var cashDate = new DateTime(2026, 3, 4); // T+2 → 3/4
            var svc = new AutoSwapEodService(
                new List<trade> { CreateTrade() },
                new List<swap_position> { CreateFloatPosition(1, ParValue), CreateInterestLeg(2, PayDate, cashDate) },
                new List<eod_swap_position> { CreateFloatEod(1, ParValue, PayDate.AddDays(-1)) },
                new List<eod_swap> { CreateEodSwap(PayDate.AddDays(-1)) },
                new List<trade_extend> { CreateExtend() },
                new List<swap_flow_event>())
            { InterestClosePnLPerLeg = FullCoupon };

            svc.Run(PayDate, PayDate.AddDays(-1));

            Assert.AreEqual(1, svc.AutoSwapEvents.Count, "应产生 1 条 3/2 的互换记录");
            Assert.AreEqual(PayDate, svc.AutoSwapEvents[0].valueDate, "互换记录日期仍是支付日 3/2");
            Assert.AreEqual(1, svc.ClientCashCalls.Count, "应产生 1 条资金流水（资金发生日 3/4 由 interval.SettlementDate 决定）");
        }

        // ================================================================
        // 场景 9：付息日+1（同日 3 条腿都触发自动互换）
        //   预期（Excel 测试场景!G11）：产生 2 条 3/2 的互换记录
        //   说明：3 条利息腿合并为 1 条互换主事件（DealAutoInterests 汇总），
        //         浮动腿分红独立成 1 条（DealDividends）→ 合计 2 条。
        // ================================================================

        [TestMethod]
        public void AS_009_同日多腿触发_利息腿合并为1条_分红独立1条_共2条互换记录()
        {
            var cashDate = new DateTime(2026, 3, 3);
            var svc = new AutoSwapEodService(
                new List<trade> { CreateTrade() },
                new List<swap_position>
                {
                    CreateFloatPosition(1, ParValue),
                    CreateInterestLeg(2, PayDate, cashDate),
                    CreateInterestLeg(3, PayDate, cashDate),
                    CreateInterestLeg(4, PayDate, cashDate)
                },
                // 浮动腿当日有分红 → 触发独立的分红自动互换
                new List<eod_swap_position> { CreateFloatEod(1, ParValue, PayDate.AddDays(-1)) },
                new List<eod_swap> { CreateEodSwap(PayDate.AddDays(-1)) },
                new List<trade_extend> { CreateExtend() },
                new List<swap_flow_event>(),
                bondPayment: FullCoupon)
            { InterestClosePnLPerLeg = FullCoupon };

            svc.Run(PayDate, PayDate.AddDays(-1));

            Assert.AreEqual(2, svc.AutoSwapEvents.Count,
                "同日 3 条利息腿 + 分红：利息腿汇总为 1 条，分红独立 1 条，共 2 条互换记录（Excel 测试场景!G11）");

            // 3 条利息腿明细都要落库
            var interestFlows = svc.PersistedFlowEvents.Where(x => x.EventReason != "系统操作-分红").ToList();
            Assert.AreEqual(3, interestFlows.Count, "3 条利息腿明细都应落库");

            // 分红明细独立
            var dividendFlows = svc.PersistedFlowEvents.Where(x => x.EventReason == "系统操作-分红").ToList();
            Assert.AreEqual(1, dividendFlows.Count, "应有 1 条分红流水明细");
            Assert.AreEqual((int)SwapEventTypeEnum.自动互换, dividendFlows[0].EventType);
        }

        // ================================================================
        // 场景 10：付息日+1（同日 2 条腿都触发自动互换，挂钩标的无付息）
        //   预期（Excel 测试场景!G12）：产生 1 条 3/2 的互换记录
        // ================================================================

        [TestMethod]
        public void AS_010_挂钩标的无付息_仅利息腿触发_应只产生1条互换记录()
        {
            var cashDate = new DateTime(2026, 3, 3);
            var svc = new AutoSwapEodService(
                new List<trade> { CreateTrade() },
                new List<swap_position>
                {
                    CreateFloatPosition(1, ParValue),
                    CreateInterestLeg(2, PayDate, cashDate),
                    CreateInterestLeg(3, PayDate, cashDate)
                },
                new List<eod_swap_position> { CreateFloatEod(1, ParValue, PayDate.AddDays(-1)) },
                new List<eod_swap> { CreateEodSwap(PayDate.AddDays(-1)) },
                new List<trade_extend> { CreateExtend() },
                new List<swap_flow_event>(),
                bondPayment: 0m)   // 挂钩标的无付息
            { InterestClosePnLPerLeg = FullCoupon };

            svc.Run(PayDate, PayDate.AddDays(-1));

            Assert.AreEqual(1, svc.AutoSwapEvents.Count,
                "挂钩标的无付息时不产生分红互换，仅利息腿汇总的 1 条（Excel 测试场景!G12）");
            Assert.IsFalse(svc.PersistedFlowEvents.Any(x => x.EventReason == "系统操作-分红"),
                "标的无付息时不应产生任何分红流水");
        }

        // ================================================================
        // 分红支付日偏移（trade_extend.DividendPayDate）
        //   1=派息日+0 → 资金发生日 = 支付日当天
        //   2=派息日+1 → 资金发生日 = 支付日 + 1 工作日
        // ================================================================

        [TestMethod]
        public void AS_011_分红支付日偏移_应按DividendPayDate推算且落在非假日()
        {
            var svc = new AutoSwapEodService(
                new List<trade> { CreateTrade() },
                new List<swap_position> { CreateFloatPosition(1, ParValue) },
                new List<eod_swap_position> { CreateFloatEod(1, ParValue, PayDate.AddDays(-1)) },
                new List<eod_swap> { CreateEodSwap(PayDate.AddDays(-1)) },
                new List<trade_extend> { CreateExtend(dividendPayDateOffset: 2) }, // 派息日+1
                new List<swap_flow_event>(),
                bondPayment: FullCoupon);

            svc.Run(PayDate, PayDate.AddDays(-1));

            var dividendFlows = svc.PersistedFlowEvents.Where(x => x.EventReason == "系统操作-分红").ToList();
            Assert.AreEqual(1, dividendFlows.Count, "应产生 1 条分红流水");

            var actualPayDate = dividendFlows[0].PayDate.Value;
            Assert.IsTrue(actualPayDate >= PayDate,
                $"分红支付日({actualPayDate:yyyy-MM-dd})不应早于结算日({PayDate:yyyy-MM-dd})");
            Assert.IsFalse(QdpModule.QdpCalendarHelper.IsHoliday(actualPayDate),
                $"分红支付日({actualPayDate:yyyy-MM-dd})必须落在非假日");
        }

        // ================================================================
        // 存在性总闸：无观察日 → 任何情况都不得凭空冒出自动互换
        //   对应 Excel 测试场景!X7 记录的缺陷「自己冒出来一条自动互换」
        // ================================================================

        [TestMethod]
        public void AS_012_无结算观察日且标的无付息_不得凭空产生自动互换()
        {
            var svc = new AutoSwapEodService(
                new List<trade> { CreateTrade() },
                new List<swap_position>
                {
                    CreateFloatPosition(1, ParValue),
                    CreateInterestLeg(2, PayDate.AddDays(10), null) // 观察日不在结算日且不结算
                },
                new List<eod_swap_position> { CreateFloatEod(1, ParValue, PayDate.AddDays(-1)) },
                new List<eod_swap> { CreateEodSwap(PayDate.AddDays(-1)) },
                new List<trade_extend> { CreateExtend() },
                new List<swap_flow_event>(),
                bondPayment: 0m)
            { InterestClosePnLPerLeg = FullCoupon };

            svc.Run(PayDate, PayDate.AddDays(-1));

            Assert.AreEqual(0, svc.AutoSwapEvents.Count,
                "无结算观察日、标的无付息时，不得凭空产生自动互换（守护 Excel 测试场景!X7 记录的缺陷）");
            Assert.AreEqual(0, svc.ClientCashCalls.Count, "不应产生任何资金流水");
        }
    }
}