using Newtonsoft.Json;
using Newtonsoft.Json.Linq;
using YLErp.DBModels;
using YLErp.DBModels.Enums;
namespace YLErp.Modules.SwapModule
{
#region Golden 数据模型
///
/// Golden 文件的通用数据模型。
/// 每个场景序列化为一个 JSON 文件,包含:输入数据 + 期望输出。
///
/// JSON 结构:
/// {
/// "Scenario": "互换结清后待实现归零",
/// "Description": "攒10天后互换,验证InterestIncomeSum≈当天新计",
/// "Input": {
/// "Trade": { ... },
/// "Positions": [ ... ],
/// "PreEodPositions": [ ... ],
/// "FlowEvents": [ ... ]
/// },
/// "Expected": {
/// "EodPositions": [
/// { "PositionId": 1001, "InterestIncomeSum": 0.0274, "TdCloseInterest": 2.74, ... }
/// ]
/// }
/// }
///
public class GoldenScenarioModel
{
/// 场景名称
public string Scenario { get; set; }
/// 场景描述
public string Description { get; set; }
/// 输入数据
public GoldenInput Input { get; set; }
/// 期望输出(精确到小数点后N位的字段值)
public GoldenExpected Expected { get; set; }
/// 数据来源:synthetic(合成) / recorded(真实库录制)
public string Source { get; set; } = "synthetic";
/// 录制时间(如果是 recorded)
public DateTime? RecordedAt { get; set; }
}
public class GoldenInput
{
public JObject Trade { get; set; }
public JArray Positions { get; set; }
public JArray PreEodPositions { get; set; }
public JArray FlowEvents { get; set; }
// 可选的配置参数
public decimal? PosiLongNotional { get; set; }
public decimal? PosiShortNotional { get; set; }
public decimal? CloseNational { get; set; }
public decimal? GrossPrice { get; set; }
public decimal? OrginPv { get; set; }
public DateTime? SettleDate { get; set; }
}
public class GoldenExpected
{
/// 期望生成的 eod 持仓数量
public int? PositionCount { get; set; }
/// 期望的 eod 持仓精确字段(每个 PositionId 一条)
public JArray EodPositions { get; set; }
}
#endregion
#region Golden 回放辅助
///
/// Golden 回放的通用辅助方法。
/// 提供精确字段对比(容许指定位数的误差)。
///
public static class GoldenAssert
{
/// 默认精度容差(小数点后9-2=7位)
public static decimal DefaultTolerance => 1m / (decimal)Math.Pow(10, ConsGlobal.PriceRound - 2);
/// 对比 decimal 字段,容许指定位数误差
public static void AssertField(decimal? expected, decimal actual, string fieldName, long positionId, decimal? tolerance = null)
{
if (expected == null) return; // golden 里没存这个字段就跳过
var tol = tolerance ?? DefaultTolerance;
Assert.IsTrue(Math.Abs(expected.Value - actual) <= tol,
$"PositionId={positionId} {fieldName} 不匹配: expected={expected.Value}, actual={actual}, diff={expected.Value - actual}");
}
/// 对比 int 字段
public static void AssertField(int? expected, int actual, string fieldName, long positionId)
{
if (expected == null) return;
Assert.AreEqual(expected.Value, actual,
$"PositionId={positionId} {fieldName} 不匹配: expected={expected.Value}, actual={actual}");
}
/// 对比 long 字段
public static void AssertField(long? expected, long actual, string fieldName, long positionId)
{
if (expected == null) return;
Assert.AreEqual(expected.Value, actual,
$"PositionId={positionId} {fieldName} 不匹配: expected={expected.Value}, actual={actual}");
}
///
/// 对比一个 eod_swap_position 的所有 golden 字段。
/// golden JSON 里只存了需要验证的字段,未存的跳过。
///
public static void AssertEodPosition(JObject expected, eod_swap_position actual)
{
var positionId = expected["PositionId"]?.Value() ?? actual.PositionId;
AssertField(expected["InterestIncomeSum"]?.Value(), actual.InterestIncomeSum, "InterestIncomeSum", positionId);
AssertField(expected["InterestProfitSum"]?.Value(), actual.InterestProfitSum, "InterestProfitSum", positionId);
AssertField(expected["TdInterestIncome"]?.Value(), actual.TdInterestIncome, "TdInterestIncome", positionId);
AssertField(expected["TdCloseInterest"]?.Value(), actual.TdCloseInterest, "TdCloseInterest", positionId);
AssertField(expected["TdInterestPrincipal"]?.Value(), actual.TdInterestPrincipal, "TdInterestPrincipal", positionId);
AssertField(expected["RealizedInterest"]?.Value(), actual.RealizedInterest, "RealizedInterest", positionId);
AssertField(expected["RealizedInterestFee"]?.Value(), actual.RealizedInterestFee, "RealizedInterestFee", positionId);
AssertField(expected["RealizedPnl"]?.Value(), actual.RealizedPnl, "RealizedPnl", positionId);
AssertField(expected["SwapPositionValue"]?.Value(), actual.SwapPositionValue, "SwapPositionValue", positionId);
AssertField(expected["InterestFeeSum"]?.Value(), actual.InterestFeeSum, "InterestFeeSum", positionId);
AssertField(expected["TdInterestFee"]?.Value(), actual.TdInterestFee, "TdInterestFee", positionId);
AssertField(expected["TdCloseInterestFee"]?.Value(), actual.TdCloseInterestFee, "TdCloseInterestFee", positionId);
}
///
/// 序列化一个 eod_swap_position 到 JObject(用于生成 golden 文件)。
/// 只存关键字段,避免 JSON 过大。
///
public static JObject EodPositionToJson(eod_swap_position eod)
{
return new JObject
{
["PositionId"] = eod.PositionId,
["InterestIncomeSum"] = eod.InterestIncomeSum,
["InterestProfitSum"] = eod.InterestProfitSum,
["TdInterestIncome"] = eod.TdInterestIncome,
["TdCloseInterest"] = eod.TdCloseInterest,
["TdInterestPrincipal"] = eod.TdInterestPrincipal,
["RealizedInterest"] = eod.RealizedInterest,
["RealizedPnl"] = eod.RealizedPnl,
["SwapPositionValue"] = eod.SwapPositionValue,
["InterestFeeSum"] = eod.InterestFeeSum
};
}
}
#endregion
}