using System; using Microsoft.VisualStudio.TestTools.UnitTesting; using YLErp.DBModels.Enums; using YLErp.Modules.SwapModule.InterestLegs; namespace UnitTestProject.Modules.SwapModule.InterestLegs { /// /// 利息腿策略单测。验证每个策略的 CalcNotional 与现有 CalcNotionalByMode switch 完全一致。 /// 这组测试是后续"迁移调用点"的安全网——迁移前后行为必须不变。 /// 注:原预付金(PrepayLeg)用例已迁出,见 MarginLegTest(保证金独立限界上下文)。 /// [TestClass] public class InterestLegStrategyTest { private const decimal Fix = 2_000_000m; // 合约固定本金 private const decimal Notional = 100_000_000m; // 剩余名义本金 1 亿 private const decimal LongNotional = 60_000_000m; private const decimal ShortNotional = 40_000_000m; #region 固定值(mode 1):恒=Fix,不随比例变 [TestMethod] public void 固定值_部分平仓_计息基数恒等于Fix() { var leg = new FixedNotionalLeg(); var r = leg.CalcNotional(Fix, Notional, LongNotional, ShortNotional, 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, "有效比例恒=1(固定值不随比例缩放)"); } [TestMethod] public void 固定值_全平_计息基数仍等于Fix() { var leg = new FixedNotionalLeg(); var r = leg.CalcNotional(Fix, Notional, LongNotional, ShortNotional, 1m); Assert.AreEqual(Fix, r.ClosePrincipal, "全平本金仍=Fix"); } #endregion #region 合约名义本金规模(mode 2):按比例线性缩放 [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, LongNotional, ShortNotional, 0.5m); Assert.AreEqual(50_000_000m, r.ClosePrincipal, "平仓本金=Notional×50%"); Assert.AreEqual(Notional, r.PosiPrincipal, "持仓本金=Notional全额"); Assert.AreEqual(0.5m, r.ClosePercent, "有效比例=入参"); } [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, LongNotional, ShortNotional, 1m); Assert.AreEqual(Notional, r.ClosePrincipal, "全平本金=Notional"); } [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, LongNotional, ShortNotional, 0m); Assert.AreEqual(0m, r.ClosePrincipal, "零平仓本金=0"); Assert.AreEqual(Notional, r.PosiPrincipal, "持仓本金仍=Notional"); } #endregion #region 标的期初全价(mode 9):主路径公式与mode2相同 [TestMethod] public void 标的期初全价_部分平仓_主路径公式同mode2() { var leg = new UnderlyingFullPriceLeg(); var r = leg.CalcNotional(Fix, Notional, LongNotional, ShortNotional, 0.5m); Assert.AreEqual(50_000_000m, r.ClosePrincipal, "平仓本金=Notional×50%(与mode2主路径一致)"); 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 UnderlyingFullPriceLeg(); var r = leg.CalcNotional(Fix, Notional, LongNotional, ShortNotional, 1m); Assert.AreEqual(Notional, r.ClosePrincipal); } #endregion #region 守卫:策略对应各自mode [TestMethod] public void 各策略对应正确枚举值() { Assert.AreEqual(InterestModeEnum.固定值, new FixedNotionalLeg().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 UnderlyingFullPriceLeg().Mode); } #endregion #region 工厂:按mode分发 [TestMethod] public void 工厂_返回各活跃mode的策略() { Assert.IsInstanceOfType(InterestLegStrategyFactory.Get(InterestModeEnum.固定值), typeof(FixedNotionalLeg)); Assert.IsInstanceOfType(InterestLegStrategyFactory.Get(InterestModeEnum.合约名义本金规模), typeof(ContractNotionalLeg)); Assert.IsInstanceOfType(InterestLegStrategyFactory.Get(InterestModeEnum.标的期初全价), typeof(UnderlyingFullPriceLeg)); } [TestMethod] public void 工厂_未注册mode抛异常() { Assert.ThrowsException(() => InterestLegStrategyFactory.Get(InterestModeEnum.持仓名义本金)); Assert.ThrowsException(() => InterestLegStrategyFactory.Get(InterestModeEnum.持仓市值)); // 预付金 5/6 已不再是利息腿,工厂不再注册,按未注册处理 Assert.ThrowsException(() => InterestLegStrategyFactory.Get(InterestModeEnum.初始预付金)); Assert.ThrowsException(() => InterestLegStrategyFactory.Get(InterestModeEnum.追加预付金)); } [TestMethod] public void 工厂_int重载和枚举重载等价() { var byEnum = InterestLegStrategyFactory.Get(InterestModeEnum.固定值); var byInt = InterestLegStrategyFactory.Get((int)InterestModeEnum.固定值); Assert.AreEqual(byEnum.Mode, byInt.Mode); } #endregion } }