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

namespace YLErp.Modules.SwapModule
{
    /// <summary>
    /// EQD-6968 FR007 不算尾平仓"上午未发布"误拦截 —— 修复后回归套件（内存，不连库）。
    /// 任务编号 EQD-6968；现象报告日 2026-08-17。参照 GLMS20260703CloseInterestTest 内存 FR007 写法。
    ///
    /// 设计：所有场景经单一 Run 运行器驱动真实 GetInterests 平仓利息路径；
    /// 内存 StubSwapDealService 重写 TryGetFloatRate 按日期返回 FR007（缺失即返回 false → 触发取价失败）。
    /// 覆盖两条计息路径（复利 CalcDailyCompoundInterest / 单利 CalcDailySimpleInterest）共用的修复点 BuildSegmentRates，
    /// 以及全平重放分支、非整倍数边界、数值一致性（"跳过取价=沿用上一重置日利率"）。
    ///
    /// 核心语义：算头不算尾(calcLast=false)时 endDate 当天不计息，其 FR007 利率不参与计息。
    /// 缺价时跳过取价（currentFloat 保持不变），不回退取其他日期利率，不告警。
    ///
    /// 守卫矩阵（防"放宽过头"，对应 EQD-6968 方案一四场景）：
    /// Guard_*：算尾("11"或newCalcLast=true)+当日重置日+当日缺价 → 必须仍拦截（正确依赖）；
    /// PrevBizDay_*：interest_rule=-1（前一营业日基准）→ 取价日回拨，当日未发布也放行（场景2）；
    /// TailCalced_NonResetDay_*：算尾+当日非重置日 → 当日价未消费，缺价放行（场景3）。
    /// </summary>
    [TestClass]
    public class GLMS20260817Fr007UnwindMorningTest
    {
        private static readonly Dictionary<DateTime, double> Fr007Market = new()
        {
            [new DateTime(2026, 7, 6)] = 0.0142,
            [new DateTime(2026, 7, 13)] = 0.01425,
            [new DateTime(2026, 7, 20)] = 0.0143,
        };
        /// <summary>interest_rule=-1（前一营业日基准）取价日市场：重置日 7/6、7/13、7/20（周一）
        /// 经 GetFixingDate 回拨至前一营业日 7/3、7/10、7/17（周五）。
        /// 同时供未回拨的 7/5、7/12、7/19（周日）：QDP "chn" 日历在测试进程内可能被其他用例替换为
        /// "全营业日"退化态（全量运行实测 GetNonHolidayDefore(7/19)=7/19 不回拨），
        /// 两套日期都供价使本套件对进程内日历状态不敏感——被测对象是取价放宽语义，不是日历本身。</summary>
        private static readonly Dictionary<DateTime, double> Fr007MarketPrevBizDay = new()
        {
            [new DateTime(2026, 7, 3)] = 0.0142,
            [new DateTime(2026, 7, 5)] = 0.0142,
            [new DateTime(2026, 7, 10)] = 0.01425,
            [new DateTime(2026, 7, 12)] = 0.01425,
            [new DateTime(2026, 7, 17)] = 0.0143,
            [new DateTime(2026, 7, 19)] = 0.0143,
        };
        private const double PreviousResetRate = 0.01425;

        private const decimal Notional = 279486108.21m;
        private const int AnnualDays = 365;
        private const decimal Spread = -0.0155m;
        private static readonly DateTime StartDate = new(2026, 7, 6);
        private static readonly DateTime TradeDate = new(2026, 7, 3);
        private static readonly DateTime CloseDate = new(2026, 7, 20);
        private static readonly DateTime NonIntCloseDate = new(2026, 7, 22);

        private sealed class StubSwapDealService : SwapDealService
        {
            private readonly HashSet<DateTime> _omit;
            private readonly double _closeRate;
            private readonly Dictionary<DateTime, double> _market;
            public readonly List<DateTime> PricedDates = new();

            public StubSwapDealService(OptUserInfo optUser, IEnumerable<DateTime> omit, double closeRate = 0.0143,
                Dictionary<DateTime, double> market = null)
                : base(optUser)
            {
                _omit = new HashSet<DateTime>(omit.Select(d => d.Date));
                _closeRate = closeRate;
                _market = market;
            }

            protected override bool TryGetFloatRate(DateTime valueDate, string underlyingCode, out double rate)
            {
                rate = 0d;
                if (underlyingCode != "FR007") return false;
                var map = new Dictionary<DateTime, double>(_market ?? Fr007Market) { [CloseDate] = _closeRate };
                if (_omit.Contains(valueDate.Date)) return false;
                if (map.TryGetValue(valueDate.Date, out rate))
                {
                    PricedDates.Add(valueDate.Date);
                    return true;
                }
                return false;
            }

            // 内存世界无历史结息流水，consumedInterest=0（与本类"内存，不连库"声明一致；否则复利路径偷连 96 库）
            public override decimal GetConsumedInterest(int tradeId, long positionId, DateTime beforeDate) => 0m;
        }

        private sealed class Outcome
        {
            public swap_flow_event Fe;
            public Exception Ex;
            public StubSwapDealService Svc;
            public bool Threw => Ex != null;
        }

        private static OptUserInfo MakeOptUser() =>
            new(0, nameof(GLMS20260817Fr007UnwindMorningTest), OptUserFrom.UnitTest);

        private static trade BuildTrade(DateTime closeDate, string calcMode = "10", DateTime? exerciseDate = null)
        {
            var extend = new trade_extend
            {
                TradeId = 1,
                ExtendJson = JsonConvert.SerializeObject(new TradeExtendJson
                {
                    AnnualDays = AnnualDays,
                    InterestCalcMode = calcMode,
                    SettlementRules = 0
                })
            };
            return new trade
            {
                id = 1,
                TradeNumber = "GLMS-20260817-FR007-MORNING",
                ClientId = 999998,
                TradeType = "债券TRS",
                TradeDate = TradeDate,
                StartDate = StartDate,
                ExerciseDate = exerciseDate ?? closeDate.AddDays(1),
                TradeStatus = "已平仓",
                ValidState = "Valid",
                trade_extend = extend
            };
        }

        private static swap_position BuildPosition(InterestTypeEnum interestType, DateTime closeDate, int restDays = 7,
            int interestRule = 0)
        {
            var intervalModels = new List<IntervalModel>
            {
                new IntervalModel { Date = closeDate, Rate = Spread, Settlement = 0 }
            };
            return new swap_position
            {
                id = 1001,
                SwapTradeId = 1,
                PositionType = (int)PositionTypeFlag.Unknown,
                InterestDirection = (int)SwapDirectionEnum.支付,
                InterestMode = (int)InterestModeEnum.标的期初全价,
                InterestRateDefault = Spread,
                InterestPrincipalFix = Notional,
                PosiStartDate = StartDate,
                PosiMatuirityDate = closeDate,
                IsInitial = true,
                Invalid = false,
                InterestType = (int)interestType,
                IsAnnualized = true,
                interest_rest_days = restDays,
                interest_rule = interestRule,
                FloatRateUnderlyingCode = "FR007",
                FloatRate = 0m,
                PosiNotionalValue = Notional,
                UnderlyingCode = "2500002.IB",
                InterestSwapInterval = JsonConvert.SerializeObject(intervalModels)
            };
        }

        private static eod_swap_position BuildPreEod(DateTime valueDate, decimal floatRate = 0.01425m)
        {
            return new eod_swap_position
            {
                id = 5001,
                PositionId = 1001,
                ValueDate = valueDate,
                FloatRate = floatRate,
                InterestProfitSum = -100000m,
                TdInterestPrincipal = Notional,
                InterestIncomeSum = -150000m
            };
        }

        private static Outcome Run(
            InterestTypeEnum interestType,
            bool includeCloseDate,
            DateTime? closeDate = null,
            int restDays = 7,
            eod_swap_position preEod = null,
            decimal closePrecent = 1m,
            DateTime? omitDate = null,
            double closeRate = 0.0143,
            string calcMode = "10",
            int interestRule = 0,
            bool newCalcLast = false,
            Dictionary<DateTime, double> market = null,
            DateTime? omitDate2 = null,
            bool settment = false,
            DateTime? exerciseDate = null)
        {
            var cd = closeDate ?? CloseDate;
            var omit = new HashSet<DateTime>();
            if (omitDate.HasValue || omitDate2.HasValue)
            {
                if (omitDate.HasValue) omit.Add(omitDate.Value.Date);
                if (omitDate2.HasValue) omit.Add(omitDate2.Value.Date);
            }
            else if (!includeCloseDate) omit.Add(cd.Date);

            var svc = new StubSwapDealService(MakeOptUser(), omit, closeRate, market);
            var td = BuildTrade(cd, calcMode, exerciseDate);
            var position = BuildPosition(interestType, cd, restDays, interestRule);
            var eodList = preEod == null
                ? new List<eod_swap_position>()
                : new List<eod_swap_position> { preEod };
            try
            {
                var interests = svc.GetInterests(
                    td, td.trade_extend, cd, cd, eodList,
                    new List<swap_position> { position },
                    Notional, Notional, closePrecent,
                    (int)SwapEventTypeEnum.平仓, false, Notional,
                    false, settment: settment, newCalcLast: newCalcLast, closeList: null);
                Assert.AreEqual(1, interests.Count, "应返回恰好 1 条利息事件");
                return new Outcome { Fe = interests[0], Svc = svc };
            }
            catch (Exception ex)
            {
                return new Outcome { Ex = ex };
            }
        }

        private static void AssertNoThrow(Outcome o, string scenario)
        {
            Assert.IsFalse(o.Threw, scenario + " 不应因平仓日 FR007 未发布而抛异常：" + o.Ex?.Message);
            Assert.IsNotNull(o.Fe, scenario + " 应返回利息事件");
            Assert.IsFalse(o.Fe.InterestAmount == 0 && o.Fe.FloatRate == 0, scenario + " 利息不应全为零");
        }

        [TestMethod]
        public void Red_Compound_WithoutCloseDateFr007_Succeeds()
        {
            AssertNoThrow(Run(InterestTypeEnum.复利, includeCloseDate: false), "复利-无preEod-缺平仓日");
        }

        [TestMethod]
        public void Baseline_Compound_WithCloseDateFr007_Succeeds()
        {
            AssertNoThrow(Run(InterestTypeEnum.复利, includeCloseDate: true), "复利-无preEod-有平仓日");
        }

        [TestMethod]
        public void Red_Compound_FullClose_WithPreEod_WithoutCloseDateFr007_Succeeds()
        {
            AssertNoThrow(Run(InterestTypeEnum.复利, includeCloseDate: false, preEod: BuildPreEod(new DateTime(2026, 7, 13))),
                "复利-全平重放-缺平仓日");
        }

        [TestMethod]
        public void Baseline_Compound_FullClose_WithPreEod_WithCloseDateFr007_Succeeds()
        {
            AssertNoThrow(Run(InterestTypeEnum.复利, includeCloseDate: true, preEod: BuildPreEod(new DateTime(2026, 7, 13))),
                "复利-全平重放-有平仓日");
        }

        [TestMethod]
        public void Red_Simple_WithoutPreEod_WithoutCloseDateFr007_Succeeds()
        {
            AssertNoThrow(Run(InterestTypeEnum.单利, includeCloseDate: false), "单利-无preEod-缺平仓日");
        }

        [TestMethod]
        public void Red_Simple_WithPreEod_WithoutCloseDateFr007_Succeeds()
        {
            AssertNoThrow(Run(InterestTypeEnum.单利, includeCloseDate: false, preEod: BuildPreEod(StartDate)),
                "单利-带preEod-缺平仓日");
        }

        [TestMethod]
        public void Consistency_Compound_SkipEqualsPreviousRate()
        {
            var worldA = Run(InterestTypeEnum.复利, includeCloseDate: false);
            var worldB = Run(InterestTypeEnum.复利, includeCloseDate: true, closeRate: PreviousResetRate);
            Assert.IsFalse(worldA.Threw, "世界A 不应抛：" + worldA.Ex?.Message);
            Assert.IsFalse(worldB.Threw, "世界B 不应抛：" + worldB.Ex?.Message);
            Assert.AreEqual(worldA.Fe.InterestAmount, worldB.Fe.InterestAmount,
                "缺价跳过取价世界 应与 显式置上一期利率世界 利息完全一致（该日利率不参与计息，沿用上期）");
        }

        [TestMethod]
        public void Consistency_Simple_SkipEqualsPreviousRate()
        {
            var worldA = Run(InterestTypeEnum.单利, includeCloseDate: false, preEod: BuildPreEod(StartDate));
            var worldB = Run(InterestTypeEnum.单利, includeCloseDate: true, preEod: BuildPreEod(StartDate), closeRate: PreviousResetRate);
            Assert.IsFalse(worldA.Threw, "世界A 不应抛：" + worldA.Ex?.Message);
            Assert.IsFalse(worldB.Threw, "世界B 不应抛：" + worldB.Ex?.Message);
            Assert.AreEqual(worldA.Fe.InterestAmount, worldB.Fe.InterestAmount,
                "单利：缺价跳过取价世界 应与 显式置上一期利率世界 利息完全一致（该日利率不参与计息）");
        }

        [TestMethod]
        public void Boundary_Compound_NonIntegerMultiple_LastResetStillPrices()
        {
            var o = Run(InterestTypeEnum.复利, includeCloseDate: false, closeDate: NonIntCloseDate, omitDate: new DateTime(2026, 7, 20));
            Assert.IsTrue(o.Threw, "非整倍数时末段重置日 7/20 缺价应抛异常（该日利率被消费）");
            StringAssert.Contains(o.Ex.Message, "FR007");
        }

        [TestMethod]
        public void Boundary_Compound_NonIntegerMultiple_WithCloseDateSucceeds()
        {
            AssertNoThrow(Run(InterestTypeEnum.复利, includeCloseDate: true, closeDate: NonIntCloseDate),
                "非整倍数-有7/20价-应成功");
        }

        [TestMethod]
        public void Boundary_Simple_NonIntegerMultiple_LastResetStillPrices()
        {
            var o = Run(InterestTypeEnum.单利, includeCloseDate: false, closeDate: NonIntCloseDate,
                preEod: BuildPreEod(StartDate), omitDate: new DateTime(2026, 7, 20));
            Assert.IsTrue(o.Threw, "单利 非整倍数时末段重置日 7/20 缺价应抛异常");
            StringAssert.Contains(o.Ex.Message, "FR007");
        }

        [TestMethod]
        public void Boundary_Simple_NonIntegerMultiple_WithCloseDateSucceeds()
        {
            AssertNoThrow(Run(InterestTypeEnum.单利, includeCloseDate: true, closeDate: NonIntCloseDate, preEod: BuildPreEod(StartDate)),
                "单利-非整倍数-有7/20价-应成功");
        }

        // ── 算尾守卫（EQD-6968 方案一场景4：算尾+当前营业日+当日重置日+当日缺价 → 必须仍拦截）──
        // 放宽只针对"该日利率不参与计息"的场景；算尾时当日利率被消费，缺价拦截是正确依赖，不得误放。

        [TestMethod]
        public void Guard_TailCalced_ResetDayFr007Missing_StillThrows()
        {
            var o = Run(InterestTypeEnum.复利, includeCloseDate: false, calcMode: "11",
                preEod: BuildPreEod(new DateTime(2026, 7, 13)));
            Assert.IsTrue(o.Threw, "算尾(11)+当日重置日+当日缺价 → 应拦截（该日利率被消费）");
            StringAssert.Contains(o.Ex.Message, "FR007");
        }

        [TestMethod]
        public void Guard_TailCalced_Simple_ResetDayFr007Missing_StillThrows()
        {
            var o = Run(InterestTypeEnum.单利, includeCloseDate: false, calcMode: "11",
                preEod: BuildPreEod(StartDate));
            Assert.IsTrue(o.Threw, "单利 算尾(11)+当日重置日+当日缺价 → 应拦截");
            StringAssert.Contains(o.Ex.Message, "FR007");
        }

        [TestMethod]
        public void Baseline_TailCalced_ResetDayFr007Present_Succeeds()
        {
            AssertNoThrow(Run(InterestTypeEnum.复利, includeCloseDate: true, calcMode: "11",
                preEod: BuildPreEod(new DateTime(2026, 7, 13))),
                "算尾(11)+当日重置日+当日有价 → 应成功");
        }

        // ── newCalcLast 守卫：交易本身"10"不算尾，但本次平仓显式指定算尾 → effectiveCalcLast=true → 缺价仍拦截 ──

        [TestMethod]
        public void Guard_NewCalcLast_OverridesToTail_MissingPrice_StillThrows()
        {
            var o = Run(InterestTypeEnum.复利, includeCloseDate: false, newCalcLast: true,
                preEod: BuildPreEod(new DateTime(2026, 7, 13)));
            Assert.IsTrue(o.Threw, "不算尾(10)+本次平仓指定算尾+当日缺价 → 应按算尾拦截");
            StringAssert.Contains(o.Ex.Message, "FR007");
        }

        [TestMethod]
        public void Baseline_NewCalcLast_OverridesToTail_WithPrice_Succeeds()
        {
            AssertNoThrow(Run(InterestTypeEnum.复利, includeCloseDate: true, newCalcLast: true,
                preEod: BuildPreEod(new DateTime(2026, 7, 13))),
                "不算尾(10)+本次平仓指定算尾+当日有价 → 应成功");
        }

        // ── 前一营业日基准（interest_rule=-1，EQD-6968 方案一场景2）──
        // 取价日=重置日前一营业日，当日(7/20)定盘未发布也用不到 → 放行；
        // 但取价日(前一营业日)本身缺价 → 仍是真实依赖，必须拦截。

        [TestMethod]
        public void PrevBizDay_TailCalced_ResetDayTodayMissing_Succeeds()
        {
            AssertNoThrow(Run(InterestTypeEnum.复利, includeCloseDate: true, calcMode: "11", interestRule: -1,
                omitDate: CloseDate, market: Fr007MarketPrevBizDay, preEod: BuildPreEod(new DateTime(2026, 7, 13))),
                "算尾(11)+前一营业日基准+当日(7/20)未发布 → 应放行（取价日7/17已发布）");
        }

        [TestMethod]
        public void PrevBizDay_TailCalced_Simple_ResetDayTodayMissing_Succeeds()
        {
            AssertNoThrow(Run(InterestTypeEnum.单利, includeCloseDate: true, calcMode: "11", interestRule: -1,
                omitDate: CloseDate, market: Fr007MarketPrevBizDay, preEod: BuildPreEod(new DateTime(2026, 7, 13))),
                "单利 算尾(11)+前一营业日基准+当日未发布 → 应放行");
        }

        [TestMethod]
        public void PrevBizDay_NoTail_ResetDayTodayMissing_Succeeds()
        {
            AssertNoThrow(Run(InterestTypeEnum.复利, includeCloseDate: true, interestRule: -1,
                omitDate: CloseDate, market: Fr007MarketPrevBizDay, preEod: BuildPreEod(new DateTime(2026, 7, 13))),
                "不算尾(10)+前一营业日基准+当日未发布 → 应放行");
        }

        [TestMethod]
        public void PrevBizDay_TailCalced_FixingDayMissing_StillThrows()
        {
            // 取价日候选 7/17(周五，正常日历回拨) 与 7/19(周日，退化日历不回拨) 都扣掉 → 两种日历态下都缺价
            var o = Run(InterestTypeEnum.复利, includeCloseDate: true, calcMode: "11", interestRule: -1,
                omitDate: new DateTime(2026, 7, 17), omitDate2: new DateTime(2026, 7, 19),
                market: Fr007MarketPrevBizDay, preEod: BuildPreEod(new DateTime(2026, 7, 13)));
            Assert.IsTrue(o.Threw, "算尾(11)+前一营业日基准+取价日本身缺价 → 仍应拦截（真实依赖）");
            StringAssert.Contains(o.Ex.Message, "FR007");
        }

        // ── 算尾+当前营业日+当日非重置日（EQD-6968 方案一场景3）──
        // 当日价未被任何计息段消费（末段重置日7/20是历史日），当日(7/22)缺价 → 放行。

        [TestMethod]
        public void TailCalced_NonResetDay_TodayMissing_Succeeds()
        {
            AssertNoThrow(Run(InterestTypeEnum.复利, includeCloseDate: true, calcMode: "11", closeDate: NonIntCloseDate,
                preEod: BuildPreEod(new DateTime(2026, 7, 13))),
                "算尾(11)+当日非重置日+当日(7/22)缺价 → 应放行（非重置日不取当日价）");
        }

        [TestMethod]
        public void TailCalced_NonResetDay_Simple_TodayMissing_Succeeds()
        {
            AssertNoThrow(Run(InterestTypeEnum.单利, includeCloseDate: true, calcMode: "11", closeDate: NonIntCloseDate,
                preEod: BuildPreEod(new DateTime(2026, 7, 13))),
                "单利 算尾(11)+当日非重置日+当日缺价 → 应放行");
        }

        // ── 不算头不算尾(calcMode="00")：CalcFirst=false 组合 ──
        // 对尾日 FR007 行为与"10"一致(calcLast 同 false)；另以单利精确断言钉 CalcFirst 语义——
        // "00" 比"10"恰好少计开始日一天的利息（单利无基数效应，差值可精确到分毫）。

        [TestMethod]
        public void Red_Compound_NoHeadNoTail_WithoutCloseDateFr007_Succeeds()
        {
            AssertNoThrow(Run(InterestTypeEnum.复利, includeCloseDate: false, calcMode: "00",
                preEod: BuildPreEod(new DateTime(2026, 7, 13))),
                "不算头不算尾(00)+缺平仓日价 → 应放行（与10同口径，尾日不参与计息）");
        }

        [TestMethod]
        public void CalcFirst_Simple_NoHeadDropsExactlyStartDayInterest()
        {
            // 无日终快照时 priorValueDate=开始日-1（首重置日 7/6 恒在取价窗内），两世界首段利率同为 7/6 定盘；
            // "00" 比"10"恰好少计开始日一天——精确断言钉 CalcFirst 边界与首重置日取价窗。
            var w10 = Run(InterestTypeEnum.单利, includeCloseDate: true, calcMode: "10");
            var w00 = Run(InterestTypeEnum.单利, includeCloseDate: true, calcMode: "00");
            Assert.IsFalse(w10.Threw, "10 不应抛：" + w10.Ex?.Message);
            Assert.IsFalse(w00.Threw, "00 不应抛：" + w00.Ex?.Message);
            // 开始日 7/6 属首段：all-in = spread(-0.0155) + 定盘(0.0142) = -0.0013；
            // 单利下 00 与 10 的利息差 = 恰好首日一天利息（年化 A365）。
            var expectedStartDayInterest = Notional * (Spread + 0.0142m) / AnnualDays;
            Assert.AreEqual(expectedStartDayInterest, w10.Fe.InterestAmount - w00.Fe.InterestAmount, 0.0000001m,
                "不算头(00)应恰好少计开始日一天利息（CalcFirst 回归锚）");
        }

        // ── 事件利率确定性（EQD-6968 自洽化）：排除日不取价，事件利率=末段已消费利率 ──
        // 同一交易同一天，尾日价缺(上午平仓) vs 有(下午平仓)：金额与落库 FloatRate 必须完全一致，
        // 杜绝"记录利率取决于点击时刻"。

        [TestMethod]
        public void Determinism_NoTail_EventFloatRateIndependentOfPublishTime()
        {
            var wMorning = Run(InterestTypeEnum.复利, includeCloseDate: false, calcMode: "10",
                preEod: BuildPreEod(new DateTime(2026, 7, 13)));
            var wAfternoon = Run(InterestTypeEnum.复利, includeCloseDate: true, calcMode: "10", closeRate: 0.0199,
                preEod: BuildPreEod(new DateTime(2026, 7, 13)));
            Assert.IsFalse(wMorning.Threw, "上午世界不应抛：" + wMorning.Ex?.Message);
            Assert.IsFalse(wAfternoon.Threw, "下午世界不应抛：" + wAfternoon.Ex?.Message);
            Assert.AreEqual(wMorning.Fe.InterestAmount, wAfternoon.Fe.InterestAmount,
                "金额不应因尾日价发布与否而变化（尾日利率零消费）");
            Assert.AreEqual(0.01425m, wMorning.Fe.FloatRate,
                "事件利率=末段已消费利率（7/13定盘 0.01425），非尾日价");
            Assert.AreEqual(wMorning.Fe.FloatRate, wAfternoon.Fe.FloatRate,
                "事件利率必须与平仓时刻(尾日价发布前后)无关");
        }

        // ── 快照利率携带契约（carry-forward）：带 preEod 时不重复取 ≤ValueDate 的重置日 ──
        // fetchAfterDate=preEod.ValueDate + seed=preEod.FloatRate 是设计分工：≤上一日终的重置日
        // 沿用快照携带的"截至 ValueDate 生效利率"（真实 EOD 快照由当日重置日再定盘写入），
        // >上一日终的重新取价。与无日终场景的根本区别：种子有正确来源，不需要强制重取首重置日。

        [TestMethod]
        public void CarryForward_Simple_NoHead_PreEodAtStartCarriesFirstPeriodRate()
        {
            // preEod.ValueDate=开始日(7/6)，FloatRate=7/6定盘0.0142（模拟开始日EOD快照的真实语义）
            var o = Run(InterestTypeEnum.单利, includeCloseDate: true, calcMode: "00",
                closeDate: new DateTime(2026, 7, 10), preEod: BuildPreEod(StartDate, 0.0142m));
            Assert.IsFalse(o.Threw, "不应抛：" + o.Ex?.Message);
            Assert.AreEqual(0, o.Svc.PricedDates.Count,
                "≤上一日终(7/6)的重置日不重复取价——首段利率由快照携带(carry-forward 契约)");
            Assert.AreEqual(0.0142m, o.Fe.FloatRate,
                "首段(也是末段)利率=快照携带的 7/6 定盘");
            // 不算头不算尾：计息日 [7/7,7/10) 共 3 天 @ (spread+0.0142)；单利重放含上日待实现(-100000)
            Assert.AreEqual(-100000m + Notional * (Spread + 0.0142m) * 3m / AnnualDays, o.Fe.InterestAmount, 0.0000001m,
                "金额=上日待实现+3天×(spread+快照利率)，首段未误用种子外的任何值");
        }

        [TestMethod]
        public void Eod_NoHead_StartDay_SnapshotRateCarriesFirstFixing()
        {
            // 链条起点钉死：开始日当天 EOD（"00"，窗口为空 interestStart=7/7>interestEnd=7/6）——
            // 窗口为空时"不算尾不取价"分支不命中，走正常取价，快照 FloatRate=开始日定盘。
            // 次日重放才能以 fetchAfter=开始日 + 携带利率=开始日定盘 正确续算（见上一用例）。
            var o = Run(InterestTypeEnum.单利, includeCloseDate: true, calcMode: "00",
                closeDate: StartDate, settment: true);
            AssertNoThrow(o, "开始日EOD(00) 不应抛");
            Assert.AreEqual(0.0142m, o.Fe.FloatRate,
                "开始日EOD快照利率=当日(首重置日)定盘——窗口为空不触发不取价分支");
        }

        // ── 窗口判定语义（InitInterestDate 直测；死子句 td.StartDate>interestStart 删除后的边界钉死）──

        [TestMethod]
        public void WindowSemantics_NoHeadStartDay_EmptyViaFirstClause()
        {
            var svc = new StubSwapDealService(MakeOptUser(), new HashSet<DateTime>());
            var td = BuildTrade(StartDate, "00"); // ExerciseDate=7/7
            bool empty = svc.InitInterestDate(StartDate, null, td, tdClose: false,
                out var start, out var end);
            Assert.IsTrue(empty, "不算头首日：interestStart=7/7 > interestEnd=7/6 → 窗口为空（第一子句兜住）");
            Assert.AreEqual(StartDate, end);
        }

        [TestMethod]
        public void WindowSemantics_SameDaySettle_EqualDates_NotEmpty()
        {
            var svc = new StubSwapDealService(MakeOptUser(), new HashSet<DateTime>());
            var td = BuildTrade(new DateTime(2026, 7, 10), "10"); // ExerciseDate=7/11
            bool empty = svc.InitInterestDate(new DateTime(2026, 7, 10), new DateTime(2026, 7, 10), td, tdClose: false,
                out var start, out var end);
            Assert.IsFalse(empty, "当日已结息(日期相等)窗口非空——利息归零由 GetInterests closeList 净额层处理，不在此判定");
            Assert.AreEqual(new DateTime(2026, 7, 10), start);
            Assert.AreEqual(new DateTime(2026, 7, 10), end);
        }

        [TestMethod]
        public void WindowSemantics_SameDaySettle_OnMaturityRollback_Empty()
        {
            var svc = new StubSwapDealService(MakeOptUser(), new HashSet<DateTime>());
            var td = BuildTrade(CloseDate, "00", exerciseDate: CloseDate); // 到期日=7/20 且不算尾
            bool empty = svc.InitInterestDate(CloseDate, CloseDate, td, tdClose: false,
                out var start, out var end);
            Assert.IsTrue(empty, "当日已结息+到期日不算尾回拨：interestStart=7/20 > interestEnd=7/19 → 窗口为空");
        }

        // ── EOD 收盘归档路径（settment=true，此前全套件仅覆盖盘中 settment:false）──
        // EOD 不取尾日价的依赖链：InitInterestDate 到期日回拨(endDate=D-1) + CalcEodInterest 的
        // calcToday=false(valueDate==到期日且不算尾) 整体跳过 ByEod 重算——ByEod 的取价
        // (CalcDailyCompoundInterestByEod/CalcDailySimpleInterestByEod 的 isResetDay→ResolveFloatRate)
        // 不看 calcLast，任何一环回归都会让到期日收盘重新索要尾日 FR007。以下三例钉死该链。

        [TestMethod]
        public void Eod_NoTail_MaturityDayFr007Missing_Succeeds()
        {
            // 到期日=7/20(重置日)当天收盘，尾日价未发布 → 不算尾应放行（回拨+跳过重算两道闸）
            AssertNoThrow(Run(InterestTypeEnum.复利, includeCloseDate: false, calcMode: "10",
                exerciseDate: CloseDate, preEod: BuildPreEod(new DateTime(2026, 7, 13)), settment: true),
                "EOD 不算尾(10)+到期日缺价 → 应放行（尾日不参与计息，不得取价）");
        }

        [TestMethod]
        public void Eod_Tail_MaturityDayFr007Missing_StillThrows()
        {
            var o = Run(InterestTypeEnum.复利, includeCloseDate: false, calcMode: "11",
                exerciseDate: CloseDate, preEod: BuildPreEod(new DateTime(2026, 7, 13)), settment: true);
            Assert.IsTrue(o.Threw, "EOD 算尾(11)+到期日(重置日)缺价 → 应拦截（该日利率被消费）");
            StringAssert.Contains(o.Ex.Message, "FR007");
        }

        [TestMethod]
        public void Eod_MidTradeResetDayFr007Missing_StillThrows()
        {
            // 非到期日的盘中重置日：不算尾也不豁免——新利率自当日起被持续持仓消费，ByEod 必须取到
            var o = Run(InterestTypeEnum.复利, includeCloseDate: false, calcMode: "10",
                preEod: BuildPreEod(new DateTime(2026, 7, 13)), settment: true);
            Assert.IsTrue(o.Threw, "EOD 不算尾(10)+非到期重置日(7/20)缺价 → 仍应拦截（ByEod 取价链，真实依赖）");
            StringAssert.Contains(o.Ex.Message, "FR007");
        }

        // ── 到期日当天全平：replayEndDate=endDate+1 补计分支（relaxedFixingFromDate 的存在理由）──
        // 不算尾时 InitInterestDate 把 endDate 回拨一天；最终全平的历史差分重放需把窗口补回真实
        // 平仓/到期日（replayEndDate=endDate+1），但该边界日的定盘经 relaxedFixingFromDate 标记为
        // "有价则取/缺价跳过"——否则到期日上午全平会被尾日价误拦（EQD-6968 在到期日的镜像场景）。

        [TestMethod]
        public void FinalClose_OnMaturityDay_NoTail_CloseDayFr007Missing_Succeeds()
        {
            AssertNoThrow(Run(InterestTypeEnum.复利, includeCloseDate: false, calcMode: "10",
                exerciseDate: CloseDate, preEod: BuildPreEod(new DateTime(2026, 7, 13))),
                "到期日当天全平+不算尾+到期日(重置日)缺价 → 应放行（补计重放的边界日不索取定盘）");
        }

        [TestMethod]
        public void Guard_FinalClose_OnMaturityDay_Tail_CloseDayFr007Missing_StillThrows()
        {
            var o = Run(InterestTypeEnum.复利, includeCloseDate: false, calcMode: "11",
                exerciseDate: CloseDate, preEod: BuildPreEod(new DateTime(2026, 7, 13)));
            Assert.IsTrue(o.Threw, "到期日当天全平+算尾+到期日缺价 → 应拦截（该日利率被消费）");
            StringAssert.Contains(o.Ex.Message, "FR007");
        }
    }
}