using YLErp.DBModels; using YLErp.Modules.DataProviderModule; using YLErp.QdpModule; namespace YLErp.Modules.SwapModule { /// /// R2 阶段三 §3.1 收盘价取数链路冒烟测试(只读 dev 库,不构造数据): /// 债券净价源(china_bond_valuation,GetBondPrice 口径 SettlePrice=净价、ClosePrice=全价,≤计算日 取最近——盘中/非交易日回退到最近已有估值); /// 指数/ETF收盘价源(eod_stock_price)。 /// 两个源在"价格同步作业跑完前"决定引擎行为:取不到 → 追加按0、维持=初始(见 SwapSpanMarginEngineTest.SE_004)。 /// [TestClass] public class SwapSpanPriceSourceTest { [TestMethod] public void SP_001_债券估值净价源_可取且净价为正() { using var db = DbContextFactory.GetYLDbContext(); var latest = db.china_bond_valuation .Where(x => x.net_price > 0 && x.dirty_price_close > 0) .OrderByDescending(x => x.valuation_date) .Select(x => new { x.valuation_date, x.bond_id }) .FirstOrDefault(); if (latest == null) { Assert.Inconclusive("dev 库无中债估值数据,跳过"); } //当日可取 Assert.IsTrue(EodPriceQueryService.TryGetBondEodPrice(latest.valuation_date, latest.bond_id, out var price)); Assert.IsTrue(price.SettlePrice > 0, "净价(SettlePrice)应为正"); Assert.IsTrue(price.ClosePrice > 0, "全价(ClosePrice)应为正"); //≤计算日 取最近:往未来多取几天仍回退到最近一条估值(盘中跑引擎即此语义) Assert.IsTrue(EodPriceQueryService.TryGetBondEodPrice(latest.valuation_date.AddDays(5), latest.bond_id, out var fallback)); Assert.AreEqual(price.SettlePrice, fallback.SettlePrice, 1e-9); } [TestMethod] public void SP_002_ETF收盘价源_可取() { using var db = DbContextFactory.GetYLDbContext(); //join underlying_manager:取数链路 InnerGetEodPrice 从标的表出发 join 价格表, //价格表里未登记为标的的代码(同步进来的非管理标的)取数必返回 null,冒烟样本须限定在已登记标的上 var latest = (from ep in db.eod_stock_price where ep.ClosePrice > 0 join um in db.underlying_manager on ep.UnderlyingCode equals um.UnderlyingCode orderby ep.ValueDate descending select new { ep.ValueDate, ep.UnderlyingCode }).FirstOrDefault(); if (latest == null) { Assert.Inconclusive("dev 库无股票/ETF日终价格数据,跳过"); } //价格表可能混有非交易日/未来日期的脏行(如 2026-08-30 周日),而取数链路会按交易日历调整日期 //(非国君环境向后滚到下一交易日,脏行日期之后无数据 → 取不到);查询日期回退到最近交易日再验 var queryDate = QdpCalendarHelper.GetNonHolidayDefore(latest.ValueDate.Date); Assert.IsTrue(EodPriceQueryService.TryGetEodPrice(queryDate, latest.UnderlyingCode, out var price)); Assert.IsTrue(price.GetPrice(SettlementTypeEnum.ClosePrice) > 0); } } }