using Newtonsoft.Json;
using YLErp.DBModels.Enums;

namespace YLErp.Modules.SwapModule
{
    /// <summary>
    /// GetInterests 双显式入口语义字符化测试（Step3"特判降级"的前置钉子）。
    ///
    /// 背景：GetIntradayUnwindInterests（盘中：平仓前剩余×实际比例）与
    /// CalcEodPostCloseSettleInterests（EOD平仓后收盘：平仓后剩余×恒1）是同一经济事件
    /// （部分平仓）的两套传参语义，靠 GetInterests 内 mode2 无条件覆盖 / mode9 全平兜底粘合。
    /// 本测试钉死当前行为，使后续特判降级/语义重构有回归网：
    ///   ① 复利×mode2：closePrincipal（特判产物）是 CalcDailyCompoundInterest 的重放本金——
    ///      两入口 closePosiNotionalValue 均为实际平掉额 → InterestAmount 必须相等；
    ///   ② 单利×mode2：CalcDailySimpleInterest 消费的是 posiPrincipal×closePercent——
    ///      盘中(平仓前×比例) vs EOD(剩余×1) 数值口径可能不同，本测试【记录现状】（见各断言注释）；
    ///   ③ mode9 全平（posi=0）：兜底覆盖生效，结息额非零。
    ///
    /// 数据基建复用 GetInterestsUnitTest_T0 的构建器口径（T+0，4/27起息，"11"算头算尾）。
    /// </summary>
    [TestClass]
    public class GetInterestsEntrySemanticsTest
    {
        private const decimal Principal = 1000m;
        private const decimal FixedRate = 0.01m;
        private const decimal FloatRate = 0.001m;
        private const int AnnualDays = 365;
        private const int ResetPeriod = 3;

        private static readonly DateTime TradeDate = new(2026, 4, 27);
        private static readonly DateTime StartDate = new(2026, 4, 27);
        private static readonly DateTime ExerciseDate = new(2027, 4, 27);
        private static readonly DateTime UnwindDate = new(2026, 4, 30);

        // 平仓前剩余 1000，平掉 30%（300），收盘后剩余 700
        private const decimal PreClose = 1000m;
        private const decimal Closed = 300m;
        private const decimal Remaining = 700m;
        private const decimal ClosePercent = 0.3m;

        #region Stub（浮动利率内存取价，与 T0 同款）

        private sealed class StubSwapDealService : SwapDealService
        {
            private readonly IReadOnlyDictionary<DateTime, double> _floatRates;
            public StubSwapDealService(OptUserInfo optUser, IReadOnlyDictionary<DateTime, double> floatRates) : base(optUser)
            {
                _floatRates = floatRates;
            }
            protected override bool TryGetFloatRate(DateTime valueDate, string underlyingCode, out double rate)
            {
                if (!string.Equals(underlyingCode, "FR007", StringComparison.OrdinalIgnoreCase)) { rate = 0; return false; }
                if (_floatRates.TryGetValue(valueDate.Date, out rate)) return true;
                rate = 0;
                return false;
            }
        }

        private static SwapDealService CreateService() => new StubSwapDealService(
            new OptUserInfo(0, nameof(GetInterestsEntrySemanticsTest), OptUserFrom.UnitTest),
            new Dictionary<DateTime, double>
            {
                [new DateTime(2026, 4, 27)] = (double)FloatRate,
                [new DateTime(2026, 4, 28)] = (double)FloatRate,
                [new DateTime(2026, 4, 29)] = (double)FloatRate,
                [new DateTime(2026, 4, 30)] = (double)FloatRate,
            });

        #endregion

        #region 数据构建（T0 口径）

        private static trade CreateTrade()
        {
            var extend = new trade_extend
            {
                TradeId = 1,
                ExtendJson = JsonConvert.SerializeObject(new TradeExtendJson
                {
                    AnnualDays = AnnualDays,
                    InterestCalcMode = "11", // 算头算尾
                    SettlementRules = 0
                })
            };
            return new trade
            {
                id = 1, TradeNumber = "UT-INT-ENTRY-SEMANTICS", ClientId = 999998,
                TradeType = "收益互换", TradeDate = TradeDate, StartDate = StartDate,
                ExerciseDate = ExerciseDate, TradeStatus = "确认成交", ValidState = "Valid",
                trade_extend = extend
            };
        }

        private static swap_position CreatePosition(InterestModeEnum mode, InterestTypeEnum interestType, bool floating = false)
        {
            var intervalModels = new List<IntervalModel>
            {
                new IntervalModel { Date = ExerciseDate, Rate = FixedRate, Settlement = 0 }
            };
            return new swap_position
            {
                id = 1001, SwapTradeId = 1, PositionType = (int)PositionTypeFlag.Unknown,
                InterestDirection = (int)SwapDirectionEnum.收取, InterestMode = (int)mode,
                InterestRateDefault = FixedRate, InterestPrincipalFix = Principal,
                PosiStartDate = StartDate, PosiMatuirityDate = ExerciseDate,
                IsInitial = true, Invalid = false, InterestType = (int)interestType,
                IsAnnualized = true, interest_rest_days = ResetPeriod, interest_rule = 0,
                FloatRateUnderlyingCode = floating ? "FR007" : null,
                InterestSwapInterval = JsonConvert.SerializeObject(intervalModels)
            };
        }

        private static eod_swap_position CreatePreEod(decimal interestSum, decimal principal)
            => new()
            {
                id = 1, SwapTradeId = 1, PositionId = 1001, ValueDate = new DateTime(2026, 4, 29),
                ClientId = 999998, FloatRate = FloatRate, TdInterestPrincipal = principal,
                PosiNotionalValue = principal, InterestIncomeSum = interestSum, InterestProfitSum = interestSum
            };

        #endregion

        /// <summary>
        /// 复利×mode2×部分平仓30%：钉住两入口【当前】结息口径（2026-08-14 实测，字符化）。
        ///
        /// 实测（closePrincipal 特判两边均=平掉额300，但消费路径不同）：
        ///   盘中  = 0.036164835616 —— CalcDailyCompoundInterest 以 closePosi(300) 全程重放 [4/27,4/30]；
        ///   EOD   = 0.059041913305 —— InitSwapDealInterest closePercent==1 分支：
        ///          preEod.InterestIncomeSum(0.05 全腿待实现) + amountAtEnd(0.036165) - amountAtPrevEod(0.027123)。
        ///
        /// ⚠️ 两值不等 = 已观察到的口径分歧（同一经济事件两种结息额），非断言失败项；
        /// 待业务裁决哪个口径正确前，本测试锁死两值防意外漂移。裁决后改断言为"相等"或删除错方。
        /// </summary>
        [TestMethod]
        public void 复利_mode2_部分平仓_双入口口径钉住现状()
        {
            var td = CreateTrade();
            var position = CreatePosition(InterestModeEnum.合约名义本金规模, InterestTypeEnum.复利, floating: true);
            var preEod = CreatePreEod(interestSum: 0.05m, principal: PreClose);
            var eodPositions = new List<eod_swap_position> { preEod };
            var positions = new List<swap_position> { position };

            var intraday = CreateService().GetIntradayUnwindInterests(InterestCalcRequest.IntradayUnwind(
                td, td.trade_extend, UnwindDate, UnwindDate, eodPositions, positions,
                PreClose, Closed, ClosePercent,
                (int)SwapEventTypeEnum.平仓, tdClose: true, orginPv: PreClose, add: true, newCalcLast: false, closeList: null));

            var eodPostClose = CreateService().GetInterests(td, td.trade_extend, UnwindDate, UnwindDate,
                eodPositions, positions, Remaining, Closed, 1m,
                (int)SwapEventTypeEnum.平仓, tdClose: false, orginPv: PreClose,
                add: true, settment: false, newCalcLast: false, closeList: null);

            Assert.AreEqual(1, intraday.Count);
            Assert.AreEqual(1, eodPostClose.Count);
            Console.WriteLine($"[复利mode2] 盘中 InterestAmount={intraday[0].InterestAmount} / EOD={eodPostClose[0].InterestAmount}");

            // 钉住两入口各自的当前值（容差 1e-9 级，防任何实现漂移）
            Assert.AreEqual(0.036164835616m, intraday[0].InterestAmount, 0.000000001m,
                "盘中口径：closePosi(平掉额300) 全程重放利息。此值变化=盘中复利口径漂移");
            Assert.AreEqual(0.059041913305m, eodPostClose[0].InterestAmount, 0.000000001m,
                "EOD口径：preEod待实现(0.05) + 平掉额末段增量(0.009042)。此值变化=EOD平仓后收盘复利口径漂移");
        }

        /// <summary>
        /// 单利×mode2×部分平仓30%：记录两入口当前口径（快照×比例 vs 重放基数差异面）。
        /// 单利消费 posiPrincipal×closePercent：盘中 1000×0.3 vs EOD 700×1 —— 若两值不等，
        /// 这是当前系统的已知口径差异面（非断言失败项），数值以 Console 留档，供特判降级时对照。
        /// </summary>
        [TestMethod]
        public void 单利_mode2_部分平仓_双入口口径留档()
        {
            var td = CreateTrade();
            var position = CreatePosition(InterestModeEnum.合约名义本金规模, InterestTypeEnum.单利);
            var preEod = CreatePreEod(interestSum: 0.05m, principal: PreClose);
            var eodPositions = new List<eod_swap_position> { preEod };
            var positions = new List<swap_position> { position };

            var intraday = CreateService().GetIntradayUnwindInterests(InterestCalcRequest.IntradayUnwind(
                td, td.trade_extend, UnwindDate, UnwindDate, eodPositions, positions,
                PreClose, Closed, ClosePercent,
                (int)SwapEventTypeEnum.平仓, tdClose: true, orginPv: PreClose, add: true, newCalcLast: false, closeList: null));

            var eodPostClose = CreateService().GetInterests(td, td.trade_extend, UnwindDate, UnwindDate,
                eodPositions, positions, Remaining, Closed, 1m,
                (int)SwapEventTypeEnum.平仓, tdClose: false, orginPv: PreClose,
                add: true, settment: false, newCalcLast: false, closeList: null);

            Assert.AreEqual(1, intraday.Count);
            Assert.AreEqual(1, eodPostClose.Count);
            Console.WriteLine($"[单利mode2] 盘中 InterestAmount={intraday[0].InterestAmount} / EOD={eodPostClose[0].InterestAmount}");
            Console.WriteLine($"[单利mode2] TdInterestAmount: 盘中={intraday[0].TdInterestAmount} / EOD={eodPostClose[0].TdInterestAmount}");
            // 钉住"两入口非零"这一最低限度事实；数值差异本身是记录项，不是失败项
            Assert.IsTrue(intraday[0].InterestAmount != 0m, "盘中单利结息额不应为0");
            Assert.IsTrue(eodPostClose[0].InterestAmount != 0m, "EOD单利结息额不应为0");
        }

        /// <summary>
        /// mode9 全平（EOD，posi=0）：特判兜底触发 closePrincipal=closePosiNotionalValue（实际平掉额），
        /// 结息额非零。若兜底被删，closePrincipal=0×1=0 → 结息额归零 → 本断言红。
        /// </summary>
        [TestMethod]
        public void 复利_mode9_全平_兜底覆盖生效结息额非零()
        {
            var td = CreateTrade();
            var position = CreatePosition(InterestModeEnum.标的期初全价, InterestTypeEnum.复利, floating: true);
            var preEod = CreatePreEod(interestSum: 0.05m, principal: PreClose);
            var eodPositions = new List<eod_swap_position> { preEod };
            var positions = new List<swap_position> { position };

            // 全平：剩余=0，平掉=全部 1000
            var result = CreateService().GetInterests(td, td.trade_extend, UnwindDate, UnwindDate,
                eodPositions, positions, 0m, PreClose, 1m,
                (int)SwapEventTypeEnum.平仓, tdClose: false, orginPv: PreClose,
                add: true, settment: false, newCalcLast: false, closeList: null);

            Assert.AreEqual(1, result.Count);
            Console.WriteLine($"[复利mode9全平] InterestAmount={result[0].InterestAmount}");
            Assert.IsTrue(result[0].InterestAmount != 0m,
                "mode9 全平时 posi=0，兜底必须以 closePosiNotionalValue(实际平掉额) 为结息本金，结息额非零（兜底钉子）");
        }

        #region CalcEodPostCloseSettleInterests 接缝映射钉子

        /// <summary>
        /// 参数捕获 stub：拦下 CalcSwapInterests 的全部实参，不触库、不真算。
        /// </summary>
        private sealed class CalcSwapInterestsCapture : TestableSwapEodPositionService
        {
            public CalcSwapInterestsCapture() : base(nameof(GetInterestsEntrySemanticsTest)) { }

            public List<swap_flow_event> CapturedCloseList = null;
            public bool CapturedTdClose;
            public int CapturedEventType;
            public decimal CapturedPosiNotional;
            public decimal CapturedClosePosiNotional;
            public decimal CapturedClosePercent;
            public decimal CapturedOrginPv;
            public bool CapturedAdd;
            public bool CapturedSettment;
            public bool CapturedNewCalcLast;
            public int CallCount;

            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)
            {
                CallCount++;
                CapturedTdClose = tdClose; CapturedEventType = eventType;
                CapturedPosiNotional = posiNotionalValue; CapturedClosePosiNotional = closePosiNotionalValue;
                CapturedClosePercent = closePrecent; CapturedOrginPv = orginPv;
                CapturedAdd = add; CapturedSettment = settment; CapturedNewCalcLast = newCalcLast;
                CapturedCloseList = closeList;
                return new List<swap_flow_event>();
            }

            public List<swap_flow_event> ExposedEodPostCloseSettle(InterestCalcRequest req)
                => CalcEodPostCloseSettleInterests(req);
        }

        /// <summary>
        /// 钉死 InterestCalcRequest.EodPostCloseSettle 工厂 → CalcEodPostCloseSettleInterests →
        /// CalcSwapInterests 的位置参数转发契约。这段转发是位置传参最易错位的环节
        /// （posiNotionalValue/closePosiNotionalValue/orginPv 三个相邻同型 decimal，编译器不查错位），
        /// 任何映射改动（含将来删 needPrice/grossPrice 死参数）都必须保持本断言绿。
        /// </summary>
        [TestMethod]
        public void EOD平仓后收盘_工厂到接缝_参数映射钉死()
        {
            var td = CreateTrade();
            var position = CreatePosition(InterestModeEnum.合约名义本金规模, InterestTypeEnum.单利);
            var preEod = CreatePreEod(interestSum: 0.05m, principal: PreClose);
            var positions = new List<swap_position> { position };

            var stub = new CalcSwapInterestsCapture();
            var req = InterestCalcRequest.EodPostCloseSettle(
                td, td.trade_extend, UnwindDate, UnwindDate,
                new List<eod_swap_position> { preEod }, positions,
                remainingNotionalAfterClose: Remaining,
                closedNotional: Closed,
                eventType: (int)SwapEventTypeEnum.平仓, tdClose: false,
                orginPv: PreClose, add: true, newCalcLast: false);

            stub.ExposedEodPostCloseSettle(req);

            Assert.AreEqual(1, stub.CallCount, "默认实现应恰好调用一次 CalcSwapInterests（虚接缝兼容既有测试替身）");
            Assert.AreEqual(Remaining, stub.CapturedPosiNotional, "posiNotionalValue 位 = 平仓后剩余(700)——语义核心，错位即红");
            Assert.AreEqual(Closed, stub.CapturedClosePosiNotional, "closePosiNotionalValue 位 = 实际平掉额(300)");
            Assert.AreEqual(1m, stub.CapturedClosePercent, "closePrecent 恒 1（全额结息）");
            Assert.AreEqual((int)SwapEventTypeEnum.平仓, stub.CapturedEventType);
            Assert.IsFalse(stub.CapturedTdClose);
            Assert.AreEqual(PreClose, stub.CapturedOrginPv, "orginPv 位 = 上一日终本金——与相邻 decimal 最易错位处");
            Assert.IsTrue(stub.CapturedAdd);
            Assert.IsFalse(stub.CapturedSettment, "settment=false：走盘中重放算法（EOD平仓后收盘复用重放）");
            Assert.IsFalse(stub.CapturedNewCalcLast);
            Assert.IsNull(stub.CapturedCloseList, "该场景不传 closeList");
        }

        #endregion

        #region 守恒不变量(§7-1, 免 oracle/免库, 守 EOD平仓后收盘×部分平仓 裸格)

        // 守恒不变量统一断言在"剩余持仓前递"(preEod.PosiNotionalValue)上：该字段由 CalcUnwindInterest/
        // InitSwapDealInterest 在 preEod.id==0 时写入(posiPrincipal)，与利息算法(单/复、FR007)无关，
        // 是最稳健、码算、免库的守恒观测点。期初(orginPv) = 前递剩余 + 平掉额(closePosiNotionalValue) 必须成立。
        // 全部内存构造(StubSwapDealService 避库)；funding-leg(mode2)不触发早路由 continue，故亦是早路由改动护栏。

        /// <summary>
        /// 建一个"无历史 eod"快照(id==0)，使引擎把本次剩余持仓写入 preEod.PosiNotionalValue。
        /// </summary>
        private static eod_swap_position NewPreEod(decimal carryPrincipal)
            => new()
            {
                id = 0, SwapTradeId = 1, PositionId = 1001,
                ValueDate = new DateTime(2026, 4, 29), ClientId = 999998,
                FloatRate = 0m, TdInterestPrincipal = carryPrincipal,
                PosiNotionalValue = carryPrincipal, InterestIncomeSum = 0.05m, InterestProfitSum = 0.05m
            };

        /// <summary>
        /// §7-1 守恒①：EOD平仓后收盘×部分平仓，引擎把剩余持仓(700)前递进 preEod.PosiNotionalValue，
        /// 且 期初 = 前递剩余(码算) + 平掉额(输入) = 1000。
        /// 守 2035e1df 裸格(§6 空洞1)：若 EOD 入口把前递值误写成平掉额/期初，守恒等式即破。
        /// </summary>
        [TestMethod]
        public void EOD平仓后收盘_部分平仓_守恒_剩余前递且期初等于剩余加平掉额()
        {
            var td = CreateTrade();
            var position = CreatePosition(InterestModeEnum.合约名义本金规模, InterestTypeEnum.单利);
            var preEod = NewPreEod(Remaining); // 无历史 eod → 引擎写回剩余
            var eodPositions = new List<eod_swap_position> { preEod };
            var positions = new List<swap_position> { position };

            var result = CreateService().GetInterests(td, td.trade_extend, UnwindDate, UnwindDate,
                eodPositions, positions, Remaining, Closed, 1m,
                (int)SwapEventTypeEnum.平仓, tdClose: false, orginPv: PreClose,
                add: false, settment: false, newCalcLast: false, closeList: null);

            Assert.AreEqual(1, result.Count, "EOD平仓后收盘部分平仓应产生 1 条利息事件");
            // 码算：引擎把剩余持仓前递(return 700)
            Assert.AreEqual(Remaining, preEod.PosiNotionalValue,
                "EOD平仓后收盘必须把剩余持仓(700)前递进 preEod.PosiNotionalValue；若误写平掉额/期初则守恒破坏");
            // 守恒：期初 = 前递剩余(码算) + 平掉额(输入)
            Assert.AreEqual(PreClose, preEod.PosiNotionalValue + Closed,
                "期初(orginPv=1000) 必须 = 剩余(700) + 平掉额(300)；本金口径不守恒则利息算错");
        }

        /// <summary>
        /// §7-1 守恒②：EOD平仓后收盘×全平，剩余持仓前递=0(清仓)。守全平非零边界的互补面。
        /// </summary>
        [TestMethod]
        public void EOD平仓后收盘_全平_守恒_剩余前递归零()
        {
            var td = CreateTrade();
            var position = CreatePosition(InterestModeEnum.合约名义本金规模, InterestTypeEnum.单利);
            var preEod = NewPreEod(0m);
            var eodPositions = new List<eod_swap_position> { preEod };
            var positions = new List<swap_position> { position };

            var result = CreateService().GetInterests(td, td.trade_extend, UnwindDate, UnwindDate,
                eodPositions, positions, 0m, PreClose, 1m,
                (int)SwapEventTypeEnum.平仓, tdClose: false, orginPv: PreClose,
                add: false, settment: false, newCalcLast: false, closeList: null);

            Assert.AreEqual(1, result.Count);
            Assert.AreEqual(0m, preEod.PosiNotionalValue,
                "全平后剩余持仓前递必须为 0；非 0 表示平仓未清仓，守恒破坏");
            Assert.AreEqual(PreClose, preEod.PosiNotionalValue + PreClose,
                "全平守恒：期初(1000) = 剩余(0) + 平掉额(1000)");
        }

        /// <summary>
        /// §7-1 守恒③(逐日)：两次部分平仓，Day2 剩余前递 = 当日剩余(码算)，且 期初 - 前递剩余 = 平掉额，
        /// 构成跨日携带链守恒。Day1 期初1000→平300剩700；Day2 期初700→平210剩490；累计平掉510+剩余490=1000。
        /// </summary>
        [TestMethod]
        public void EOD平仓后收盘_两次部分平仓_逐日守恒_期初减剩余前递等于平掉额()
        {
            var td = CreateTrade();
            var position = CreatePosition(InterestModeEnum.合约名义本金规模, InterestTypeEnum.单利);

            // Day1：期初1000，平300，剩700
            var preEod1 = NewPreEod(PreClose);
            var result1 = CreateService().GetInterests(td, td.trade_extend, UnwindDate, UnwindDate,
                new List<eod_swap_position> { preEod1 }, new List<swap_position> { position },
                Remaining, Closed, 1m,
                (int)SwapEventTypeEnum.平仓, tdClose: false, orginPv: PreClose,
                add: false, settment: false, newCalcLast: false, closeList: null);
            Assert.AreEqual(1, result1.Count);
            Assert.AreEqual(Remaining, preEod1.PosiNotionalValue, "Day1 剩余前递应为 700");

            // Day2：期初=Day1剩余700，平210，剩490
            const decimal day2OrginPv = 700m;
            const decimal day2Closed = 210m;
            const decimal day2Remaining = 490m;
            var preEod2 = NewPreEod(day2OrginPv); // 承载=Day1剩余700
            var result2 = CreateService().GetInterests(td, td.trade_extend, UnwindDate, UnwindDate,
                new List<eod_swap_position> { preEod2 }, new List<swap_position> { position },
                day2Remaining, day2Closed, 1m,
                (int)SwapEventTypeEnum.平仓, tdClose: false, orginPv: day2OrginPv,
                add: false, settment: false, newCalcLast: false, closeList: null);

            Assert.AreEqual(1, result2.Count);
            // 码算：Day2 剩余前递=当日剩余(490)
            Assert.AreEqual(day2Remaining, preEod2.PosiNotionalValue, "Day2 剩余前递=剩余(490,码算值)");
            // 逐日守恒：期初 - 剩余前递 = 平掉额(210)
            Assert.AreEqual(day2Closed, day2OrginPv - preEod2.PosiNotionalValue,
                "Day2 守恒：期初(700) - 剩余前递(490) 必须 = 平掉额(210)；跨日携带链本金不守恒则利息算错");
        }

        /// <summary>
        /// §7-1 守恒④(纯数学，ClosePercentMath)：多次平仓累计占期初比例 = 1 - ∏(1 - 各次剩余口径)。
        /// 初次占期初30%(平300/名义1000)→剩余口径0.3；二次占期初50%(平350/剩余700)→剩余口径0.5；
        /// 累计平掉 = 1 - 0.7×0.5 = 0.65。验证 ClosePercentMath 双口径换算在多次平仓下不漂移。
        /// </summary>
        [TestMethod]
        public void 多次平仓_占期初累计比例等于各次剩余口径连乘补数()
        {
            var b1 = ClosePercentMath.ToRemainingClosePercent(0.3m, 1000m, 1000m);
            Assert.AreEqual(0.3m, b1, "初次平仓占期初30% → 剩余口径应为 0.3");
            var b2 = ClosePercentMath.ToRemainingClosePercent(0.5m, 700m, 700m);
            Assert.AreEqual(0.5m, b2, "二次平仓占期初50%(占剩余700) → 剩余口径应为 0.5");

            var cumulativeClosed = 1m - (1m - b1) * (1m - b2);
            Assert.AreEqual(0.65m, cumulativeClosed, 0.0000001m,
                "多次平仓累计平掉比例必须=各次剩余口径连乘的补数；否则本金口径在多次平仓下分裂");

            var back = ClosePercentMath.ToOriginalClosePercent(cumulativeClosed, 1000m, 1000m);
            Assert.AreEqual(0.65m, back, 0.0000001m, "累计占期初比例反向还原必须一致");
        }

        #endregion
    }
}