/** * bondCalc.test.js — 债券净价/全价/收益率三字段互算(driver 源 + 交互约定2/3 状态机) * ============================================================================ * 模型(交互约定1/2/3): * - driver(bondDriverType):回车的"源"字段(CP净价 / DP全价 / YD收益率),恒为最后回车者。 * - bondAuto:计算器算出的另两个字段("AUTO")。 * - bondRev:编辑未回车的人工输入字段("REV")。 * - applyBondCalcResult(state, calc, driver):回写时跳过 driver 源字段(保留用户手输值), * 另两字段用计算器结果覆盖——即"回车某字段即以它为源反算另两个"。 * * 运行:cd YLErpWeb/fe-tests && npm i && npm test * 纯逻辑在 swapCalc.js(UMD,node 可直接 require)。 */ const SwapCalc = require('../wwwroot/Scripts/app/swaptrade/swapCalc.js'); const CALC = { cleanPrice: 99, dirtyPrice: 100, ytm: 2.5 }; describe('以 driver 为源:回写时源字段保持、另两字段被反算覆盖', () => { test('回车净价(CP)为源:净价保持,全价/收益率被反算覆盖', () => { const state = { cleanPrice: 99.5, dirtyPrice: null, ytm: null }; SwapCalc.applyBondCalcResult(state, CALC, 'CP'); expect(state.cleanPrice).toBe(99.5); // 源:保持 expect(state.dirtyPrice).toBe(100); // 非源:被反算覆盖 expect(state.ytm).toBe(2.5); }); test('回车全价(DP)为源:全价保持,净价/收益率被反算覆盖', () => { const state = { cleanPrice: null, dirtyPrice: 100.5, ytm: null }; SwapCalc.applyBondCalcResult(state, CALC, 'DP'); expect(state.dirtyPrice).toBe(100.5); // 源:保持 expect(state.cleanPrice).toBe(99); expect(state.ytm).toBe(2.5); }); test('回车收益率(YD)为源:收益率保持,净价/全价被反算覆盖', () => { const state = { cleanPrice: null, dirtyPrice: null, ytm: 2.6 }; SwapCalc.applyBondCalcResult(state, CALC, 'YD'); expect(state.ytm).toBe(2.6); // 源:保持 expect(state.cleanPrice).toBe(99); expect(state.dirtyPrice).toBe(100); }); }); describe('边界:计算器未返回的值不覆盖、无变化不写', () => { test('回车净价(源) 且 计算器未返收益率:源与缺失值均不写', () => { const state = { cleanPrice: null, dirtyPrice: null, ytm: 2.6 }; const partial = { cleanPrice: 99, dirtyPrice: 100, ytm: undefined }; SwapCalc.applyBondCalcResult(state, partial, 'CP'); expect(state.cleanPrice).toBe(null); // CP 源:即便 calc 返 99 也不写 expect(state.dirtyPrice).toBe(100); // 非源:被覆盖 expect(state.ytm).toBe(2.6); // 计算器没返收益率 → 保持用户值 }); test('派生值与当前值差异 { const state = { cleanPrice: 99.5, dirtyPrice: 100.0, ytm: 2.5 }; const near = { cleanPrice: 99.5, dirtyPrice: 100.00001, ytm: 2.5 }; SwapCalc.applyBondCalcResult(state, near, 'CP'); expect(state.cleanPrice).toBe(99.5); // 源:不写 expect(state.dirtyPrice).toBe(100.0); // 差异 1e-5 < EPS → 不写 expect(state.ytm).toBe(2.5); }); // 模拟 calcBondForItem:proxy 统一用【展示态】,模型字段是【存储态】,回写时 bondCalcPriceToStorage。 test('浮动腿 item 写回:仅非源字段被覆盖,且存储态转换正确', () => { // 用户输入净价 99.5 → vue-number-input(percent:true) 存为存储态 0.995 const item = { PosiNetNoFeePrice: 0.995, PosiGrossPrice: 1.0, InitYtm: 0.026, bondDriverType: 'CP' }; const calc = { cleanPrice: 99, dirtyPrice: 100, ytm: 2.5 }; // 计算器返回展示态 const proxy = { cleanPrice: SwapCalc.bondPriceToCalc(item.PosiNetNoFeePrice), // 0.995 → 99.5(源) dirtyPrice: SwapCalc.bondPriceToCalc(item.PosiGrossPrice), // 1.0 → 100 ytm: SwapCalc.bondPriceToCalc(item.InitYtm) // 0.026 → 2.6 }; SwapCalc.applyBondCalcResult(proxy, calc, 'CP'); item.PosiNetNoFeePrice = SwapCalc.bondCalcPriceToStorage(proxy.cleanPrice); item.PosiGrossPrice = SwapCalc.bondCalcPriceToStorage(proxy.dirtyPrice); item.InitYtm = SwapCalc.bondCalcPriceToStorage(proxy.ytm); expect(item.PosiNetNoFeePrice).toBe(0.995); // 源(净价):存储态保持 0.995(界面仍显示 99.5) expect(item.PosiGrossPrice).toBe(1.0); // 全价:被反算覆盖,存储态 100/100=1.0 expect(item.InitYtm).toBe(0.025); // 收益率:被反算覆盖,存储态 2.5/100=0.025 }); // 核心回归:用户输入净价 100(存储态 1.0)时,绝不能因 proxy 残留存储态而再 ÷100 变成 0.01 test('核心回归:输入净价 100 不会被二次缩小为 1(存储态 0.01)', () => { const item = { PosiNetNoFeePrice: 1.0, PosiGrossPrice: null, InitYtm: null, bondDriverType: 'CP' }; const calc = { cleanPrice: 100, dirtyPrice: 102.17928767123287, ytm: 4.860445236 }; const proxy = { cleanPrice: SwapCalc.bondPriceToCalc(item.PosiNetNoFeePrice), // 1.0 → 100 dirtyPrice: SwapCalc.bondPriceToCalc(item.PosiGrossPrice), ytm: SwapCalc.bondPriceToCalc(item.InitYtm) }; SwapCalc.applyBondCalcResult(proxy, calc, 'CP'); item.PosiNetNoFeePrice = SwapCalc.bondCalcPriceToStorage(proxy.cleanPrice); item.PosiGrossPrice = SwapCalc.bondCalcPriceToStorage(proxy.dirtyPrice); item.InitYtm = SwapCalc.bondCalcPriceToStorage(proxy.ytm); expect(item.PosiNetNoFeePrice).toBe(1.0); // 存储态仍是 1.0(界面显示 100) expect(item.PosiGrossPrice).toBeCloseTo(1.0217928767123287, 9); // 102.179.../100 expect(item.InitYtm).toBeCloseTo(0.04860445236, 9); // 4.860.../100 }); // 多轮不同净价:95 / 105,确保存储态始终与界面输入一致,不会被二次缩小 test.each([ [95, 97.5, 5.123456], [105, 107.3, 4.567890], [100, 102.17928767123287, 4.860445236] ])('多轮净价校验:输入净价 %s 时,存储态保持 %s/100 且不会被二次缩小', (inputClean, calcDirty, calcYtm) => { const item = { PosiNetNoFeePrice: inputClean / 100, PosiGrossPrice: null, InitYtm: null, bondDriverType: 'CP' }; const calc = { cleanPrice: inputClean, dirtyPrice: calcDirty, ytm: calcYtm }; const proxy = { cleanPrice: SwapCalc.bondPriceToCalc(item.PosiNetNoFeePrice), dirtyPrice: SwapCalc.bondPriceToCalc(item.PosiGrossPrice), ytm: SwapCalc.bondPriceToCalc(item.InitYtm) }; SwapCalc.applyBondCalcResult(proxy, calc, 'CP'); item.PosiNetNoFeePrice = SwapCalc.bondCalcPriceToStorage(proxy.cleanPrice); item.PosiGrossPrice = SwapCalc.bondCalcPriceToStorage(proxy.dirtyPrice); item.InitYtm = SwapCalc.bondCalcPriceToStorage(proxy.ytm); expect(item.PosiNetNoFeePrice).toBe(inputClean / 100); expect(item.PosiGrossPrice).toBeCloseTo(calcDirty / 100, 9); expect(item.InitYtm).toBeCloseTo(calcYtm / 100, 9); }); }); describe('错误反馈:getBondCalcErrorMessage(对齐 C# BondCalcHepler 的 errCode 守卫)', () => { test('空响应 → 提示"无响应",且绝不回写', () => { expect(SwapCalc.getBondCalcErrorMessage(null)).toBe("债券计算器无响应,已保留手工输入"); }); test('业务错误码 errCode!=0(债券不存在/信息不全/参数非法)→ 返回真实 errMsg', () => { const resp = { errCode: 1, errMsg: "债券不存在或信息不全", dirtyPrice: 0, cleanPrice: 0, ytm: 0 }; expect(SwapCalc.getBondCalcErrorMessage(resp)).toBe("债券不存在或信息不全"); }); test('业务错误码 errCode!=0 但缺 errMsg → 返回兜底文案', () => { const resp = { errCode: 2, dirtyPrice: 0, cleanPrice: 0, ytm: 0 }; expect(SwapCalc.getBondCalcErrorMessage(resp)).toBe("债券计算失败,请检查标的或参数"); }); test('正常成功响应(errCode=0) → 返回 null(应继续回写)', () => { const resp = { errCode: 0, errMsg: null, dirtyPrice: 100, cleanPrice: 99, ytm: 2.5 }; expect(SwapCalc.getBondCalcErrorMessage(resp)).toBeNull(); }); test('无 errCode 字段的正常响应 → 返回 null(应继续回写)', () => { const resp = { dirtyPrice: 100, cleanPrice: 99, ytm: 2.5 }; expect(SwapCalc.getBondCalcErrorMessage(resp)).toBeNull(); }); test('防御值域:成功(errCode=0)但净价为负 → 拦截提示、不回写(用户实测 180205.IB 场景)', () => { const resp = { errCode: 0, dirtyPrice: 100, cleanPrice: -117.93, ytm: 6.37 }; const err = SwapCalc.getBondCalcErrorMessage(resp); expect(err).not.toBeNull(); expect(err).toContain("净价"); }); test('防御值域:成功但收益率量级爆炸(378543) → 拦截提示、不回写', () => { const resp = { errCode: 0, dirtyPrice: 100, cleanPrice: 97.82, ytm: 378543.526601942 }; const err = SwapCalc.getBondCalcErrorMessage(resp); expect(err).not.toBeNull(); expect(err).toContain("收益率"); }); test('防御值域:净价超过 1000(量纲错误)→ 拦截', () => { const resp = { errCode: 0, dirtyPrice: 100, cleanPrice: 9782, ytm: 6.37 }; expect(SwapCalc.getBondCalcErrorMessage(resp)).not.toBeNull(); }); test('防御值域:命中哨兵值 -999999 → 拦截', () => { const resp = { errCode: 0, dirtyPrice: 100, cleanPrice: 99, ytm: -999999 }; expect(SwapCalc.getBondCalcErrorMessage(resp)).not.toBeNull(); }); test('防御值域:合理范围内的正常值(净价97.82/收益率6.37) → 放行返回 null', () => { const resp = { errCode: 0, dirtyPrice: 100, cleanPrice: 97.82, ytm: 6.37 }; expect(SwapCalc.getBondCalcErrorMessage(resp)).toBeNull(); }); test('防御值域:负收益率但量级合理(-2.5%) → 放行(允许负利率债券)', () => { const resp = { errCode: 0, dirtyPrice: 100, cleanPrice: 99, ytm: -2.5 }; expect(SwapCalc.getBondCalcErrorMessage(resp)).toBeNull(); }); test('端到端:业务错误时保留源字段、清空另两字段与标识(交互约定2 失败)', () => { const item = { PosiNetNoFeePrice: 99.5, PosiGrossPrice: 100.0, InitYtm: 2.6, bondDriverType: 'CP' }; const respObj = { errCode: 1, errMsg: "债券不存在", dirtyPrice: 0, cleanPrice: 0, ytm: 0 }; const err = SwapCalc.getBondCalcErrorMessage(respObj); expect(err).toBe("债券不存在"); // 有错 → 调用方会 main.message(err) 并调 applyBondCalcFailure if (err) SwapCalc.applyBondCalcFailure(item, 'CP'); expect(item.PosiNetNoFeePrice).toBe(99.5); // 源:保留用户输入 expect(item.PosiGrossPrice).toBeNull(); // 非源:清空 expect(item.InitYtm).toBeNull(); expect(item.bondDriverType).toBeNull(); // 三字段标识全清 expect(item.bondAuto).toEqual({ CP: false, DP: false, YD: false }); expect(item.bondRev).toEqual({ CP: false, DP: false, YD: false }); }); }); // ============================================================================ // 交互约定1/2/3 状态机:applyBondCalcSuccess / applyBondCalcFailure / applyBondManualEdit // ============================================================================ describe('交互约定2/3 状态机:applyBondCalcSuccess / Failure / ManualEdit', () => { test('applyBondCalcSuccess(CP):源=CP,AUTO={DP,YD},REV 清空', () => { const s = { bondDriverType: null, bondAuto: { CP: false, DP: false, YD: false }, bondRev: { CP: true, DP: false, YD: false } }; SwapCalc.applyBondCalcSuccess(s, 'CP'); expect(s.bondDriverType).toBe('CP'); expect(s.bondAuto).toEqual({ CP: false, DP: true, YD: true }); expect(s.bondRev).toEqual({ CP: false, DP: false, YD: false }); }); test('applyBondCalcSuccess(DP):源=DP,AUTO={CP,YD}', () => { const s = {}; SwapCalc.applyBondCalcSuccess(s, 'DP'); expect(s.bondDriverType).toBe('DP'); expect(s.bondAuto).toEqual({ CP: true, DP: false, YD: true }); }); test('applyBondCalcFailure(CP):源值保留,另两字段清空,标识全清', () => { const s = { PosiNetNoFeePrice: 99.5, PosiGrossPrice: 100, InitYtm: 2.6, bondDriverType: 'CP', bondAuto: { CP: false, DP: true, YD: true }, bondRev: { CP: false, DP: false, YD: false } }; SwapCalc.applyBondCalcFailure(s, 'CP'); expect(s.PosiNetNoFeePrice).toBe(99.5); // 源:保留 expect(s.PosiGrossPrice).toBeNull(); // 非源:清空 expect(s.InitYtm).toBeNull(); expect(s.bondDriverType).toBeNull(); expect(s.bondAuto).toEqual({ CP: false, DP: false, YD: false }); expect(s.bondRev).toEqual({ CP: false, DP: false, YD: false }); }); test('applyBondManualEdit(DP):清 源/AUTO,仅 DP 标 REV(交互约定3)', () => { const s = { bondDriverType: 'CP', bondAuto: { CP: false, DP: true, YD: true }, bondRev: { CP: false, DP: false, YD: false } }; SwapCalc.applyBondManualEdit(s, 'DP'); expect(s.bondDriverType).toBeNull(); expect(s.bondAuto).toEqual({ CP: false, DP: false, YD: false }); expect(s.bondRev).toEqual({ CP: false, DP: true, YD: false }); // 仅本字段 REV }); test('全价回车后净价再回车:净价成新源、全价降级为 AUTO(最后回车者恒为源)', () => { const s = { PosiNetNoFeePrice: null, PosiGrossPrice: null, InitYtm: null, bondDriverType: null, bondAuto: { CP: false, DP: false, YD: false }, bondRev: { CP: false, DP: false, YD: false } }; SwapCalc.applyBondCalcSuccess(s, 'DP'); // 全价回车 expect(s.bondDriverType).toBe('DP'); expect(s.bondAuto).toEqual({ CP: true, DP: false, YD: true }); SwapCalc.applyBondCalcSuccess(s, 'CP'); // 净价再回车 expect(s.bondDriverType).toBe('CP'); expect(s.bondAuto).toEqual({ CP: false, DP: true, YD: true }); // 全价从源降级为 AUTO }); }); describe('单位换算边界(前端↔债券计算器 存储态小数 ↔ 展示态百分比)', () => { test('bondPriceToCalc:存储态 0.995 → 发送计算器的展示态 99.5', () => { expect(SwapCalc.bondPriceToCalc(0.995)).toBeCloseTo(99.5, 6); expect(SwapCalc.bondPriceToCalc(1.0)).toBe(100); // 用户敲全价100 → percent:true 收成 1.0 → 发 100 }); test('bondCalcPriceToStorage:展示态 97.82 → 落库存储态 0.9782', () => { expect(SwapCalc.bondCalcPriceToStorage(97.82)).toBeCloseTo(0.9782, 6); expect(SwapCalc.bondCalcPriceToStorage(6.37)).toBeCloseTo(0.0637, 6); }); // 复刻用户实测的 -117.93 / 378543 离谱值根因,验证修复后不再出现: // 旧:模型 1.0(用户敲100) 漏×100 直接发 1.0 → 计算器当 1% of par → 返回 cleanPrice=-1.1793, ytm=37.8543 // → 漏÷100 原样写回 -1.1793 → percent:true 显示 ×100 → -117.93 / 378543 // 新:发前×100、回写÷100 → 模型 0.9782 / 1.0 / 0.0637 → 显示 97.82 / 100 / 6.37 test('端到端:用户敲全价100 → 修复后模型与显示均为合理值(不再 -117.93/378543)', () => { const modelGross = 1.0; // percent:true 把界面 100 收成 1.0(存储态) const sentToCalc = SwapCalc.bondPriceToCalc(modelGross); expect(sentToCalc).toBe(100); // 必须 ×100,不是 1.0 const calcResp = { errCode: 0, cleanPrice: 97.82, dirtyPrice: 100, ytm: 6.37 }; const modelNet = SwapCalc.bondCalcPriceToStorage(calcResp.cleanPrice); const modelGrossBack = SwapCalc.bondCalcPriceToStorage(calcResp.dirtyPrice); const modelYtm = SwapCalc.bondCalcPriceToStorage(calcResp.ytm); expect(modelNet).toBeCloseTo(0.9782, 6); expect(modelGrossBack).toBe(1.0); expect(modelYtm).toBeCloseTo(0.0637, 6); // percent:true 显示时再 ×100:97.82 / 100 / 6.37,与计算器一致,无离谱值 expect(modelNet * 100).toBeCloseTo(97.82, 4); expect(modelYtm * 100).toBeCloseTo(6.37, 4); }); }); describe('isBondPriceValueKey:只有真正改值的按键才标REV(防止"没改值却REV")', () => { const K = (keyCode, extra) => Object.assign({ which: keyCode, keyCode: keyCode }, extra || {}); test('数字键(主键盘/小键盘) → 改值', () => { expect(SwapCalc.isBondPriceValueKey(K(49))).toBe(true); // 主键盘 1 expect(SwapCalc.isBondPriceValueKey(K(97))).toBe(true); // 小键盘 1 }); test('小数点/减号(主键盘/小键盘) → 改值', () => { expect(SwapCalc.isBondPriceValueKey(K(190))).toBe(true); // 主键盘 . expect(SwapCalc.isBondPriceValueKey(K(110))).toBe(true); // 小键盘 . expect(SwapCalc.isBondPriceValueKey(K(189))).toBe(true); // 主键盘 - expect(SwapCalc.isBondPriceValueKey(K(109))).toBe(true); // 小键盘 - }); test('Backspace / Delete → 改值', () => { expect(SwapCalc.isBondPriceValueKey(K(8))).toBe(true); expect(SwapCalc.isBondPriceValueKey(K(46))).toBe(true); }); test('回车 → 不改标识(由 enter 事件处理)', () => { expect(SwapCalc.isBondPriceValueKey(K(13))).toBe(false); expect(SwapCalc.isBondPriceValueKey(K(108))).toBe(false); }); test('方向键 ←↑→↓ → 不改标识(修复:此前漏掉 ↑↓ 会误标REV)', () => { expect(SwapCalc.isBondPriceValueKey(K(37))).toBe(false); expect(SwapCalc.isBondPriceValueKey(K(38))).toBe(false); expect(SwapCalc.isBondPriceValueKey(K(39))).toBe(false); expect(SwapCalc.isBondPriceValueKey(K(40))).toBe(false); }); test('Home/End/Tab/Insert/PageUp/PageDown → 不改标识(修复:此前漏掉 Insert/PageUp/PageDown)', () => { expect(SwapCalc.isBondPriceValueKey(K(35))).toBe(false); expect(SwapCalc.isBondPriceValueKey(K(36))).toBe(false); expect(SwapCalc.isBondPriceValueKey(K(9))).toBe(false); expect(SwapCalc.isBondPriceValueKey(K(45))).toBe(false); expect(SwapCalc.isBondPriceValueKey(K(33))).toBe(false); expect(SwapCalc.isBondPriceValueKey(K(34))).toBe(false); }); test('F1-F12 → 不改标识(修复:此前漏掉除 F5 外的功能键)', () => { [112, 113, 114, 115, 116, 117, 118, 119, 120, 121, 122, 123].forEach(function (kc) { expect(SwapCalc.isBondPriceValueKey(K(kc))).toBe(false); }); }); test('纯 Shift / Ctrl / Alt / Meta 组合键 → 不改标识', () => { expect(SwapCalc.isBondPriceValueKey(K(16))).toBe(false); // 纯 Shift expect(SwapCalc.isBondPriceValueKey(K(65, { ctrlKey: true }))).toBe(false); // Ctrl+A expect(SwapCalc.isBondPriceValueKey(K(86, { ctrlKey: true }))).toBe(false); // Ctrl+V expect(SwapCalc.isBondPriceValueKey(K(67, { altKey: true }))).toBe(false); expect(SwapCalc.isBondPriceValueKey(K(67, { metaKey: true }))).toBe(false); }); test('无事件对象 → 安全返回 false', () => { expect(SwapCalc.isBondPriceValueKey(null)).toBe(false); expect(SwapCalc.isBondPriceValueKey(undefined)).toBe(false); }); });