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
}
}