using YLErp.DBModels;
using YLErp.DBModels.Enums;

namespace YLErp.Modules.SwapModule
{
    /// <summary>
    /// SwapPositionCompose 日终归档端到端测试
    /// ============================================================================
    /// 借鉴 testable 分支 SwapPositionComposeScenarioTest，基于当前分支 seam 重写。
    /// 覆盖 DealFloatPositions 的首次归档/Copy/Update/异常路径。
    /// 利息腿场景(自动互换)因 CalcSwapInterests 参数适配复杂留后续。
    /// ============================================================================
    [TestClass]
    public class SwapPositionComposeScenarioTest
    {
        private const int SwapTradeId = 100;
        private static readonly DateTime SettleDate = new(2025, 4, 24);
        private static readonly DateTime PreSettleDate = new(2025, 4, 23);

        #region 可测试化子类

        /// <summary>
        /// 继承 SwapEodPositionService，override SwapPositionCompose 路径上的 seam。
        /// 适配当前分支 seam 签名（GetUnderlyingPrice 带 out、GetCurrencyRate 返回 double 等）。
        /// </summary>
        private sealed class TestableSwapEodService : TestableSwapEodPositionService
        {
            private readonly List<trade> _trades;
            private readonly List<swap_position> _positions;
            private readonly List<eod_swap_position> _eodPositions;
            private readonly List<eod_swap> _eodSwaps;
            private readonly List<trade_extend> _extends;
            private readonly List<swap_flow_event> _flowEvents;
            private readonly decimal _price;
            private readonly decimal _vobp;

            // 输出别名（转发到基类捕获属性）
            public List<eod_swap_position> CreatedEodPositions => PersistedPositions;
            public List<swap_position> LastInterestCalculationPositions { get; private set; }

            public TestableSwapEodService(
                List<trade> trades, List<swap_position> positions,
                List<eod_swap_position> eodPositions, List<eod_swap> eodSwaps,
                List<trade_extend> extends, List<swap_flow_event> flowEvents,
                decimal price = 100m, decimal vobp = 0m)
                : base(nameof(SwapPositionComposeScenarioTest))
            {
                _trades = trades; _positions = positions; _eodPositions = eodPositions;
                _eodSwaps = eodSwaps; _extends = extends; _flowEvents = flowEvents;
                _price = price; _vobp = vobp;
            }

            // SwapPositionCompose 路径 seam override
            protected override List<trade> FindActiveSwapTrades(DateTime settleDate, IEnumerable<int> clientIds) => _trades;
            protected override List<swap_position> FindAllSwapPositions(List<int> tradeIds) => _positions;
            protected override List<trade_extend> FindTradeExtends(List<int> tradeIds) => _extends;
            protected override List<eod_swap> FindEodSwapsByDate(DateTime valueDate) => _eodSwaps;
            protected override List<swap_flow_event> FindFlowEvents(int swapTradeId, DateTime settleDate) => _flowEvents;
            protected override List<swap_flow_event> FindCompletedFlowEvents(List<int> tradeIds) => _flowEvents;
            public override DateTime? GetPreDealDate(int tradeId, DateTime valueDate, List<int> eventTypes) => null;
            protected override List<eod_swap_position> FindEodSwapPositions(int swapTradeId, DateTime preSettleDate)
                => _eodPositions.Where(x => x.SwapTradeId == swapTradeId && x.ValueDate >= preSettleDate).ToList();
            protected override List<swap_position> FindSwapPositions(int swapTradeId)
                => _positions.Where(x => x.SwapTradeId == swapTradeId && !x.IsInitial).ToList();

            // DealFloatPositions 路径 seam override
            protected override underlying_manager GetUnderlyingData(string underlyingCode)
                => new underlying_manager { ValueAddedTax = 0m, UnderlyingInstrumentType = "TBonds" };
            protected override decimal GetUnderlyingPrice(string code, DateTime settleDate, out decimal vobp)
            { vobp = _vobp; return _price; }
            protected override decimal CalcBondPayment(string underlyingCode, DateTime fromDate, DateTime toDate, decimal qty, int shortRatio, int directionRatio) => 0m;

            // 持久化/事务 seam override（PersistEodSwapPosition/SaveAllChanges/GetCurrencyRate/AddClientCash 由基类提供）
            protected override void SaveEodSwapRecord(trade td, DateTime settleDate, DateTime preSettleDate) { }
            protected override void ExecuteInTransaction(Action action) => action();
            protected override void ClearSwapPositionsForCompose(trade td, DateTime tradeDate, List<int> eventTypes) { }
            public override void ClearSwapPositions(trade td, DateTime valueDate, List<int> eventTypes, bool delAfter) { }
            protected override swap_event AddSwapEvent(DateTime tradeDate, int swapTradeId, int eventType, string data, int clientCashId, bool save, string reason)
            { return new swap_event { id = 1 }; }
            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)
            {
                LastInterestCalculationPositions = positions;
                return base.CalcSwapInterests(td, tradeExtend, valueDate, unwindDate,
                    eodPositions, positions, posiNotionalValue,
                    closePosiNotionalValue, closePrecent, eventType, tdClose,
                    orginPv, add, settment, newCalcLast, closeList);
            }

            public void ExecuteSwapPositionCompose(DateTime settleDate, DateTime preSettleDate)
                => SwapPositionCompose(settleDate, preSettleDate, null);

            public void ExecuteFundCorporateActions(
                IReadOnlyCollection<eod_swap_position> positions,
                IReadOnlyCollection<ex_dividend_info> dividendInfos)
            {
                ApplyCorporateActions(
                    positions,
                    dividendInfos.ToDictionary(x => x.UnderlyingCode, StringComparer.OrdinalIgnoreCase),
                    SettleDate);
            }
        }

        #endregion

        #region 工厂方法

        private static trade CreateTrade(DateTime? startDate = null)
        {
            var date = startDate ?? SettleDate;
            return new trade
            {
                id = SwapTradeId, TradeNumber = "TEST-COMPOSE-001", ClientId = 10,
                TradeType = "收益互换", TradeDate = date, StartDate = date,
                ExerciseDate = SettleDate.AddYears(1), TradeStatus = "确认成交", ValidState = "Valid",
                QuoteCurrency = "CNY", SettlementCurrency = "CNY", StructureType = "普通债券类收益互换",
                OriginalStockEqvNotional = 100000, TradePrice = 0
            };
        }

        private static trade_extend CreateExtend()
        {
            return new trade_extend
            {
                TradeId = SwapTradeId,
                ExtendJson = @"{""NeedOpenFee"":false,""AnnualDays"":365,""SettlementRules"":0,""Direction"":1,""FlowBookMode"":0}"
            };
        }

        private static swap_position CreateFloatPosition(long positionId, decimal qty)
        {
            return new swap_position
            {
                id = positionId, SwapTradeId = SwapTradeId, PositionId = positionId,
                PosiDirection = 1, PositionType = (int)PositionTypeFlag.Long,
                UnderlyingCode = "220205.IB", UnderlyingInstrumentType = "TBonds",
                ContractSize = 1m, CountRatio = 1m, IsInitial = true, Invalid = false,
                PosiQuantity = qty, PosiNotionalValue = qty,
                PosiNetPrice = 1.0050m, PosiGrossPrice = 1.0020m,
                PosiNetFeePrice = 1.0000m, PosiNetNoFeePrice = 0.9970m,
                InterestDirection = 0
            };
        }

        private static eod_swap_position CreateFloatEodPosition(long positionId, decimal qty, decimal grossPrice)
        {
            return new eod_swap_position
            {
                SwapTradeId = SwapTradeId, PositionId = positionId, ValueDate = PreSettleDate,
                PosiDirection = 1, PositionType = (int)PositionTypeFlag.Long, Invalid = false,
                PosiQuantity = qty, PosiGrossPrice = grossPrice, PosiNetPrice = 1.0050m,
                PosiNetFeePrice = 1.0030m, PosiNetNoFeePrice = 1.0000m,
                UnderlyingCode = "220205.IB", UnderlyingPrice = grossPrice, ContractSize = 1m,
                InterestIncomeSum = 0m, InterestProfitSum = 0m, PosiNotionalValue = qty
            };
        }

        private static swap_flow_event CreateCloseFlowEvent(long positionId, decimal qty)
        {
            return new swap_flow_event
            {
                SwapTradeId = SwapTradeId, PositionId = positionId,
                EventType = (int)SwapFlowEventTypeEnum.平仓,
                Quantity = qty, EventDate = SettleDate, UnwindDate = SettleDate,
                MarkClosePnl = 500m, CloseFee = 10m, DividendIn = 5m,
                TradingAmountAvg = 1.0030m, DataState = (int)SwapFlowDateStateEnum.完成
            };
        }

        private static ex_dividend_info CreateFundCorporateAction(
            decimal cashAmount = 0m,
            decimal shareAmount = 0m)
        {
            return new ex_dividend_info
            {
                UnderlyingCode = "FUND.TEST",
                ExDividendDate = SettleDate,
                EffectiveDate = SettleDate,
                GiveCashAmount = cashAmount,
                GiveShareAmount = shareAmount,
                ValidStatus = true
            };
        }

        private static void SetFundLeg(swap_position position, eod_swap_position previousEod)
        {
            position.UnderlyingCode = "FUND.TEST";
            position.UnderlyingInstrumentType = ConsGlobal.InstrumentType.Fund;
            position.PosiGrossPrice = 100m;
            position.PosiNetPrice = 102m;
            position.PosiNetFeePrice = 104m;
            position.PosiNetNoFeePrice = 106m;

            previousEod.UnderlyingCode = position.UnderlyingCode;
            previousEod.UnderlyingInstrumentType = position.UnderlyingInstrumentType;
            previousEod.PosiGrossPrice = position.PosiGrossPrice;
            previousEod.PosiNetPrice = position.PosiNetPrice;
            previousEod.PosiNetFeePrice = position.PosiNetFeePrice;
            previousEod.PosiNetNoFeePrice = position.PosiNetNoFeePrice;
            previousEod.PosiNotionalValue = previousEod.PosiGrossPrice
                * previousEod.PosiQuantity
                * previousEod.ContractSize;
        }

        #endregion

        // ================================================================
        // 场景1：首次归档（无前日eod，交易首日）
        // ================================================================

        [TestMethod]
        public void SPC_001_首次归档_无前日Eod_直接取初始持仓()
        {
            var td = CreateTrade();
            var extend = CreateExtend();
            var positions = new List<swap_position> { CreateFloatPosition(1, 1000) };
            var service = new TestableSwapEodService(
                new List<trade> { td }, positions,
                new List<eod_swap_position>(), new List<eod_swap>(),
                new List<trade_extend> { extend }, new List<swap_flow_event>());

            service.ExecuteSwapPositionCompose(SettleDate, PreSettleDate);

            Assert.IsTrue(service.CreatedEodPositions.Count >= 1, "应创建至少1条eod");
            var floatEod = service.CreatedEodPositions.FirstOrDefault(x => x.PositionId == 1);
            Assert.IsNotNull(floatEod, "应创建浮动腿持仓");
            Assert.AreEqual(1000m, floatEod.PosiQuantity, "首次归档 PosiQuantity=初始持仓数量");
            Console.WriteLine($"SPC_001: PosiQuantity={floatEod.PosiQuantity} ✅");
        }

        // ================================================================
        // 场景2：有前日eod无事件 → Copy
        // ================================================================

        [TestMethod]
        public void SPC_002_Copy分支_有前日Eod无事件_价格原样复制()
        {
            var td = CreateTrade();
            var extend = CreateExtend();
            var positions = new List<swap_position> { CreateFloatPosition(1, 1000) };
            var prevEod = new List<eod_swap_position> { CreateFloatEodPosition(1, 1000, 1.0020m) };
            var service = new TestableSwapEodService(
                new List<trade> { td }, positions,
                prevEod, new List<eod_swap>(),
                new List<trade_extend> { extend }, new List<swap_flow_event>());

            service.ExecuteSwapPositionCompose(SettleDate, PreSettleDate);

            var floatEod = service.CreatedEodPositions.FirstOrDefault(x => x.PositionId == 1);
            Assert.IsNotNull(floatEod);
            Assert.AreEqual(1000m, floatEod.PosiQuantity, "Copy分支 PosiQuantity不变");
            Assert.AreEqual(1.0020m, floatEod.PosiGrossPrice, "Copy分支 PosiGrossPrice从前日eod复制");
            Console.WriteLine($"SPC_002: PosiQuantity={floatEod.PosiQuantity}, PosiGrossPrice={floatEod.PosiGrossPrice} ✅");
        }

        // ================================================================
        // 场景3：有平仓事件 → Update（持仓扣减）
        // ================================================================

        [TestMethod]
        public void SPC_003_Update分支_有平仓事件_持仓扣减()
        {
            var td = CreateTrade();
            var extend = CreateExtend();
            var positions = new List<swap_position> { CreateFloatPosition(1, 1000) };
            var prevEod = new List<eod_swap_position> { CreateFloatEodPosition(1, 1000, 1.0020m) };
            var flowEvents = new List<swap_flow_event> { CreateCloseFlowEvent(1, 400) };
            var service = new TestableSwapEodService(
                new List<trade> { td }, positions,
                prevEod, new List<eod_swap>(),
                new List<trade_extend> { extend }, flowEvents);

            service.ExecuteSwapPositionCompose(SettleDate, PreSettleDate);

            var floatEod = service.CreatedEodPositions.FirstOrDefault(x => x.PositionId == 1);
            Assert.IsNotNull(floatEod);
            Assert.AreEqual(600m, floatEod.PosiQuantity, "Update分支 PosiQuantity=1000-400=600");
            Assert.AreEqual(400m, floatEod.TdCloseQty, "TdCloseQty=平仓数量400");
            Console.WriteLine($"SPC_003: PosiQuantity={floatEod.PosiQuantity}, TdCloseQty={floatEod.TdCloseQty} ✅");
        }

        [TestMethod]
        public void SPC_FUND_001_送股除权_调整价格数量并重算持仓结果()
        {
            var td = CreateTrade();
            var position = CreateFloatPosition(1, 1000m);
            var previousEod = CreateFloatEodPosition(1, 1000m, 100m);
            SetFundLeg(position, previousEod);
            var service = new TestableSwapEodService(
                new List<trade> { td },
                new List<swap_position> { position },
                new List<eod_swap_position> { previousEod },
                new List<eod_swap>(),
                new List<trade_extend> { CreateExtend() },
                new List<swap_flow_event>(),
                price: 100m);
            service.ExDividendInfos.Add(CreateFundCorporateAction(shareAmount: 10m));
            var actual = previousEod.Clone();
            actual.ValueDate = SettleDate;
            actual.UnderlyingPrice = 100m;

            service.ExecuteFundCorporateActions(
                new[] { actual },
                service.ExDividendInfos);

            Assert.AreEqual(2000m, actual.PosiQuantity);
            Assert.AreEqual(1000m, actual.TdChangedQty);
            Assert.AreEqual(50m, actual.PosiGrossPrice);
            Assert.AreEqual(51m, actual.PosiNetPrice);
            Assert.AreEqual(52m, actual.PosiNetFeePrice);
            Assert.AreEqual(53m, actual.PosiNetNoFeePrice);
            Assert.AreEqual(100000m, actual.PosiNotionalValue);
            Assert.AreEqual(200000m, actual.UnderlyingMarketValue);
            Assert.AreEqual(100000m, actual.PosiMtmPnL);
            Assert.AreEqual(100000m, actual.PosiProfitSum);
        }

        [TestMethod]
        public void SPC_FUND_002_现金分红_登记日不直接入账()
        {
            var td = CreateTrade();
            var position = CreateFloatPosition(1, 1000m);
            var previousEod = CreateFloatEodPosition(1, 1000m, 100m);
            SetFundLeg(position, previousEod);
            var service = new TestableSwapEodService(
                new List<trade> { td },
                new List<swap_position> { position },
                new List<eod_swap_position> { previousEod },
                new List<eod_swap>(),
                new List<trade_extend> { CreateExtend() },
                new List<swap_flow_event>(),
                price: 100m);
            service.ExDividendInfos.Add(CreateFundCorporateAction(cashAmount: 10m));
            service.ExecuteSwapPositionCompose(SettleDate, PreSettleDate);

            var actual = service.CreatedEodPositions.Single(x => x.PositionId == 1);

            // 现金分红改由同步任务写入 bond_payment_info，并以 EffectiveDate 进入债券付息
            // 链路；登记日 EOD 不直接读取 ex_dividend_info，因此此处不应提前产生现金。
            Assert.AreEqual(1000m, actual.PosiQuantity);
            Assert.AreEqual(0m, actual.TdChangedQty);
            Assert.AreEqual(100m, actual.PosiGrossPrice);
            Assert.AreEqual(0m, actual.TdPosiDividend);
            Assert.AreEqual(0m, actual.PosiDividendSum);
            Assert.AreEqual(100000m, actual.PosiNotionalValue);
            Assert.AreEqual(0m, actual.PosiMtmPnL);
            Assert.AreEqual(0m, actual.PosiProfitSum);
            Assert.AreEqual(0m, actual.RealizedDividend);
            Assert.AreEqual(0m, actual.RealizedPnl);
        }

        [TestMethod]
        public void SPC_FUND_003_同日重跑_从前日基线重算不重复除权()
        {
            var td = CreateTrade();
            var position = CreateFloatPosition(1, 1000m);
            var previousEod = CreateFloatEodPosition(1, 1000m, 100m);
            SetFundLeg(position, previousEod);
            var service = new TestableSwapEodService(
                new List<trade> { td },
                new List<swap_position> { position },
                new List<eod_swap_position> { previousEod },
                new List<eod_swap>(),
                new List<trade_extend> { CreateExtend() },
                new List<swap_flow_event>(),
                price: 100m);
            service.ExDividendInfos.Add(CreateFundCorporateAction(shareAmount: 10m));
            // 生产重收盘每次都会从上一日 EOD clone 出新的当日基线，再应用一次公司行为；
            // 底层 ApplyCorporateActions 只负责处理调用方提供的未调整基线，不再承担恢复旧基线的测试兼容职责。
            var firstRunEod = previousEod.Clone();
            firstRunEod.ValueDate = SettleDate;
            firstRunEod.UnderlyingPrice = 100m;
            service.ExecuteFundCorporateActions(new[] { firstRunEod }, service.ExDividendInfos);

            var rerunEod = previousEod.Clone();
            rerunEod.ValueDate = SettleDate;
            rerunEod.UnderlyingPrice = 100m;
            service.ExecuteFundCorporateActions(new[] { rerunEod }, service.ExDividendInfos);

            Assert.AreEqual(2000m, firstRunEod.PosiQuantity);
            Assert.AreEqual(1000m, firstRunEod.TdChangedQty);
            Assert.AreEqual(50m, firstRunEod.PosiGrossPrice);
            Assert.AreEqual(100000m, firstRunEod.PosiNotionalValue);
            Assert.AreEqual(firstRunEod.PosiQuantity, rerunEod.PosiQuantity);
            Assert.AreEqual(firstRunEod.PosiGrossPrice, rerunEod.PosiGrossPrice);
        }

        [TestMethod]
        public void SPC_FUND_004_非Fund标的_即使命中公司行为也不调整()
        {
            var td = CreateTrade();
            var position = CreateFloatPosition(1, 1000m);
            position.UnderlyingCode = "FUND.TEST";
            position.PosiGrossPrice = 100m;
            var previousEod = CreateFloatEodPosition(1, 1000m, 100m);
            previousEod.UnderlyingCode = position.UnderlyingCode;
            previousEod.UnderlyingInstrumentType = "TBonds";
            var service = new TestableSwapEodService(
                new List<trade> { td },
                new List<swap_position> { position },
                new List<eod_swap_position> { previousEod },
                new List<eod_swap>(),
                new List<trade_extend> { CreateExtend() },
                new List<swap_flow_event>(),
                price: 100m);
            service.ExDividendInfos.Add(CreateFundCorporateAction(shareAmount: 10m));
            var actual = previousEod.Clone();
            actual.ValueDate = SettleDate;
            actual.UnderlyingPrice = 100m;

            service.ExecuteFundCorporateActions(
                new[] { actual },
                service.ExDividendInfos);

            Assert.AreEqual(1000m, actual.PosiQuantity);
            Assert.AreEqual(100m, actual.PosiGrossPrice);
            Assert.AreEqual(0m, actual.TdChangedQty);
        }

        [TestMethod]
        public void SPC_FUND_005_同日同代码多条有效记录_明确失败()
        {
            var service = new TestableSwapEodService(
                new List<trade> { CreateTrade() },
                new List<swap_position>(),
                new List<eod_swap_position>(),
                new List<eod_swap>(),
                new List<trade_extend> { CreateExtend() },
                new List<swap_flow_event>());
            service.ExDividendInfos.Add(CreateFundCorporateAction(cashAmount: 1m));
            service.ExDividendInfos.Add(CreateFundCorporateAction(shareAmount: 1m));

            var exception = Assert.ThrowsException<InvalidOperationException>(() =>
                service.ExecuteSwapPositionCompose(SettleDate, PreSettleDate));

            StringAssert.Contains(exception.Message, "存在多条有效除权记录");
        }

        [TestMethod]
        public void SPC_FUND_006_登记日Eod保持除权前数量价格_生效日才调整()
        {
            var recordDate = SettleDate;
            var effectiveDate = recordDate.AddDays(3);
            var td = CreateTrade();
            var position = CreateFloatPosition(1, 1000m);
            var previousEod = CreateFloatEodPosition(1, 1000m, 100m);
            SetFundLeg(position, previousEod);
            var service = new TestableSwapEodService(
                new List<trade> { td },
                new List<swap_position> { position },
                new List<eod_swap_position> { previousEod },
                new List<eod_swap>(),
                new List<trade_extend> { CreateExtend() },
                new List<swap_flow_event>(),
                price: 100m);
            service.ExDividendInfos.Add(new ex_dividend_info
            {
                UnderlyingCode = "FUND.TEST",
                ExDividendDate = recordDate,
                EffectiveDate = effectiveDate,
                GiveShareAmount = 10m,
                ValidStatus = true
            });

            service.ExecuteSwapPositionCompose(recordDate, PreSettleDate);

            var recordEod = service.CreatedEodPositions.First(x => x.PositionId == 1);
            Assert.AreEqual(1000m, recordEod.PosiQuantity,
                "登记日 EOD 仍展示除权前数量，不能提前变成 2000");
            Assert.AreEqual(100m, recordEod.PosiGrossPrice,
                "登记日 EOD 仍展示除权前价格，不能提前变成 50");
        }

        [TestMethod]
        public void SPC_FUND_007_生效日先以除权后基线处理平仓_1000平300得到1700份50元()
        {
            var recordDate = SettleDate;
            var effectiveDate = recordDate.AddDays(3);
            var td = CreateTrade();
            var initialPosition = CreateFloatPosition(1, 1000m);
            var realtimePosition = initialPosition.Clone();
            realtimePosition.id = 2;
            realtimePosition.IsInitial = false;
            realtimePosition.PositionId = initialPosition.id;
            var previousEod = CreateFloatEodPosition(1, 1000m, 100m);
            previousEod.ValueDate = recordDate;
            SetFundLeg(initialPosition, previousEod);
            SetFundLeg(realtimePosition, previousEod);
            var closeFlow = CreateCloseFlowEvent(initialPosition.id, 300m);
            closeFlow.UnderlyingCode = "FUND.TEST";
            closeFlow.UnderlyingInstrumentType = ConsGlobal.InstrumentType.Fund;
            closeFlow.DividendIn = 0m;
            var service = new TestableSwapEodService(
                new List<trade> { td },
                new List<swap_position> { initialPosition, realtimePosition },
                new List<eod_swap_position> { previousEod },
                new List<eod_swap> { new eod_swap { SwapTradeId = SwapTradeId, ValueDate = recordDate } },
                new List<trade_extend> { CreateExtend() },
                new List<swap_flow_event> { closeFlow },
                price: 100m);
            service.ExDividendInfos.Add(new ex_dividend_info
            {
                UnderlyingCode = "FUND.TEST",
                ExDividendDate = recordDate,
                EffectiveDate = effectiveDate,
                GiveShareAmount = 10m,
                ValidStatus = true
            });

            service.ExecuteSwapPositionCompose(effectiveDate, recordDate);

            var effectiveEod = service.CreatedEodPositions.First(x => x.PositionId == 1);
            Assert.AreEqual(1700m, effectiveEod.PosiQuantity,
                "生效日先把 1000 份变为 2000 份，再平仓 300 份，应剩 1700 而非 1400");
            Assert.AreEqual(50m, effectiveEod.PosiGrossPrice,
                "10 送 10 后期初价格应为 50");
        }

        [TestMethod]
        public void SPC_FUND_008_上游splitratio零点零一映射GiveShareAmount负九点九_Eod数量价格调整()
        {
            var td = CreateTrade();
            var position = CreateFloatPosition(1, 1000m);
            var previousEod = CreateFloatEodPosition(1, 1000m, 100m);
            SetFundLeg(position, previousEod);
            var service = new TestableSwapEodService(
                new List<trade> { td },
                new List<swap_position> { position },
                new List<eod_swap_position> { previousEod },
                new List<eod_swap>(),
                new List<trade_extend> { CreateExtend() },
                new List<swap_flow_event>(),
                price: 100m);
            // 上游 splitratio=sharesafter/sharesbefore=0.01，落库前按
            // GiveShareAmount=10*(splitratio-1) 转换为 -9.9；现有公式因此得到 0.01 倍。
            service.ExDividendInfos.Add(CreateFundCorporateAction(shareAmount: -9.9m));
            var actual = previousEod.Clone();
            actual.ValueDate = SettleDate;
            actual.UnderlyingPrice = 100m;

            service.ExecuteFundCorporateActions(
                new[] { actual },
                service.ExDividendInfos);

            Assert.AreEqual(10m, actual.PosiQuantity,
                "上游 splitratio=0.01 映射为 GiveShareAmount=-9.9，1000 份应调整为 10 份");
            Assert.AreEqual(10000m, actual.PosiGrossPrice,
                "上游 splitratio=0.01 映射为 GiveShareAmount=-9.9，期初价格应反向放大 100 倍");
        }

        // ================================================================
        // 场景4：未收盘抛异常
        // ================================================================

        [TestMethod]
        public void SPC_004_未收盘_非交易首日无前日Eod_抛异常()
        {
            // 交易起始日早于收盘日（非交易首日），且无前日eod
            var td = CreateTrade(startDate: SettleDate.AddDays(-10));
            var extend = CreateExtend();
            var positions = new List<swap_position> { CreateFloatPosition(1, 1000) };
            var service = new TestableSwapEodService(
                new List<trade> { td }, positions,
                new List<eod_swap_position>(), new List<eod_swap>(),
                new List<trade_extend> { extend }, new List<swap_flow_event>());

            var ex = Assert.ThrowsException<Exception>(() =>
                service.ExecuteSwapPositionCompose(SettleDate, PreSettleDate));
            Assert.IsTrue(ex.Message.Contains("未收盘"), $"异常消息应含'未收盘'，实际：{ex.Message}");
            Console.WriteLine($"SPC_004: 抛异常'{ex.Message}' ✅");
        }

        [TestMethod]
        public void SPC_005_部分平仓后_预付金日终按实时剩余本金计息()
        {
            const long initialPrepayId = 2;
            var td = CreateTrade();
            var initialPrepay = new swap_position
            {
                id = initialPrepayId, SwapTradeId = SwapTradeId, PosiDirection = 0,
                InterestDirection = (int)SwapDirectionEnum.收取,
                InterestMode = (int)InterestModeEnum.初始预付金,
                InterestPrincipalFix = 1000m, IsInitial = true, Invalid = false,
                PosiStartDate = SettleDate.AddDays(-1), PosiMatuirityDate = td.ExerciseDate.Value,
                InterestSwapInterval = "[]"
            };
            var realPrepay = new swap_position
            {
                id = 3, PositionId = initialPrepayId, SwapTradeId = SwapTradeId, PosiDirection = 0,
                InterestDirection = (int)SwapDirectionEnum.收取,
                InterestMode = (int)InterestModeEnum.初始预付金,
                InterestPrincipalFix = 700m, IsInitial = false, Invalid = false
            };
            var prepayEod = new eod_swap_position
            {
                id = 200, SwapTradeId = SwapTradeId, PositionId = initialPrepayId,
                ValueDate = PreSettleDate, PosiDirection = 0,
                InterestDirection = (int)SwapDirectionEnum.收取,
                InterestMode = (int)InterestModeEnum.初始预付金,
                InterestPrincipalFix = 700m, TdInterestPrincipal = 700m
            };
            var service = new TestableSwapEodService(
                new List<trade> { td },
                new List<swap_position> { CreateFloatPosition(1, 1000), initialPrepay, realPrepay },
                new List<eod_swap_position> { CreateFloatEodPosition(1, 1000, 1.0020m), prepayEod },
                new List<eod_swap> { new eod_swap { SwapTradeId = SwapTradeId, ValueDate = PreSettleDate } },
                new List<trade_extend> { CreateExtend() },
                new List<swap_flow_event>
                {
                    CreateCloseFlowEvent(1, 300),
                    new swap_flow_event
                    {
                        SwapTradeId = SwapTradeId, PositionId = initialPrepayId,
                        EventType = (int)SwapEventTypeEnum.平仓,
                        EventDate = SettleDate,
                        DataState = (int)SwapFlowDateStateEnum.完成
                    }
                });

            service.ExecuteSwapPositionCompose(SettleDate, PreSettleDate);

            var calculatedPrepay = service.LastInterestCalculationPositions
                .Single(x => x.id == initialPrepayId);
            Assert.AreEqual(700m, calculatedPrepay.InterestPrincipalFix);
            Assert.AreEqual(initialPrepayId, calculatedPrepay.id);
        }

        [TestMethod]
        public void SPC_006_平仓日_预付金日终不得重复扣减实时剩余本金()
        {
            const long initialPrepayId = 2;
            var td = CreateTrade();
            var initialPrepay = new swap_position
            {
                id = initialPrepayId, SwapTradeId = SwapTradeId, PosiDirection = 0,
                InterestDirection = (int)SwapDirectionEnum.收取,
                InterestMode = (int)InterestModeEnum.初始预付金,
                InterestPrincipalFix = 1000m, InterestRateDefault = 0.01m,
                IsInitial = true, Invalid = false,
                IsAnnualized = true,
                PosiStartDate = SettleDate.AddDays(-1), PosiMatuirityDate = td.ExerciseDate.Value,
                InterestSwapInterval = "[]"
            };
            var realPrepay = new swap_position
            {
                id = 3, PositionId = initialPrepayId, SwapTradeId = SwapTradeId, PosiDirection = 0,
                InterestDirection = (int)SwapDirectionEnum.收取,
                InterestMode = (int)InterestModeEnum.初始预付金,
                InterestPrincipalFix = 700m, IsInitial = false, Invalid = false
            };
            var prepayEod = new eod_swap_position
            {
                id = 200, SwapTradeId = SwapTradeId, PositionId = initialPrepayId,
                ValueDate = PreSettleDate, PosiDirection = 0,
                InterestDirection = (int)SwapDirectionEnum.收取,
                InterestMode = (int)InterestModeEnum.初始预付金,
                InterestPrincipalFix = 1000m, TdInterestPrincipal = 1000m
            };
            var closeFlow = CreateCloseFlowEvent(1, 300);
            closeFlow.InterestRate = 0.01m;
            var prepayCloseFlow = new swap_flow_event
            {
                SwapTradeId = SwapTradeId, PositionId = initialPrepayId,
                EventType = (int)SwapEventTypeEnum.平仓,
                EventDate = SettleDate, DataState = (int)SwapFlowDateStateEnum.完成,
                InterestMode = (int)InterestModeEnum.初始预付金,
                InterestPrincipal = 300m,
                InterestRate = 0.01m
            };
            var service = new TestableSwapEodService(
                new List<trade> { td },
                new List<swap_position> { CreateFloatPosition(1, 1000), initialPrepay, realPrepay },
                new List<eod_swap_position> { CreateFloatEodPosition(1, 1000, 1.0020m), prepayEod },
                new List<eod_swap> { new eod_swap { SwapTradeId = SwapTradeId, ValueDate = PreSettleDate } },
                new List<trade_extend> { CreateExtend() },
                new List<swap_flow_event> { closeFlow, prepayCloseFlow });

            service.ExecuteSwapPositionCompose(SettleDate, PreSettleDate);

            var persistedPrepay = service.CreatedEodPositions
                .Single(x => x.PositionId == initialPrepayId);
            Assert.AreEqual(700m, persistedPrepay.InterestPrincipalFix,
                "实时腿已经扣减到700，日终不得再次按平仓比例扣减");
            Assert.AreEqual(700m, persistedPrepay.TdInterestPrincipal,
                "平仓日预付金计息本金应立即切换为实时剩余本金");
            var expectedDailyInterest = Math.Round(700m * 0.01m / 365m,
                12, MidpointRounding.AwayFromZero);
            Assert.AreEqual(expectedDailyInterest, persistedPrepay.TdInterestIncome,
                "平仓日新增利息应按实时剩余本金计算");
        }

        [TestMethod]
        public void SPC_007_HistoricalReplayUsesAsOfPrincipal()
        {
            const long originalPositionId = 2;
            var original = new swap_position
            {
                id = originalPositionId, PosiDirection = 0,
                InterestDirection = (int)SwapDirectionEnum.收取,
                InterestMode = (int)InterestModeEnum.初始预付金,
                InterestPrincipalFix = 10000m
            };
            var realtime = new swap_position
            {
                PositionId = originalPositionId,
                InterestMode = (int)InterestModeEnum.初始预付金,
                InterestPrincipalFix = 7000m
            };
            var close = new swap_flow_event
            {
                PositionId = originalPositionId,
                PositionType = 0,
                EventType = (int)SwapEventTypeEnum.平仓,
                EventDate = new DateTime(2026, 7, 9),
                UnwindDate = new DateTime(2026, 7, 10),
                InterestMode = (int)InterestModeEnum.初始预付金,
                InterestPrincipal = 3000m
            };
            var floatClose = new swap_flow_event
            {
                PositionId = 1,
                PositionType = 1,
                EventType = (int)SwapEventTypeEnum.平仓,
                EventDate = new DateTime(2026, 7, 9),
                UnwindDate = new DateTime(2026, 7, 10),
                TradingAmount = 3000000m
            };
            var originalWithFloat = new List<swap_position>
            {
                original,
                new swap_position { id = 1, PosiDirection = 1, PosiNotionalValue = 10000000m }
            };

            var beforeClose = SwapDealService.ResolveInterestLegPositionsAsOf(
                originalWithFloat, new List<swap_position> { realtime },
                new[] { close, floatClose }, new DateTime(2026, 7, 8))
                .Single(x => x.id == originalPositionId);
            var onCloseDate = SwapDealService.ResolveInterestLegPositionsAsOf(
                originalWithFloat, new List<swap_position> { realtime },
                new[] { close, floatClose }, new DateTime(2026, 7, 9))
                .Single(x => x.id == originalPositionId);

            Assert.AreEqual(10000m, beforeClose.InterestPrincipalFix);
            Assert.AreEqual(7000m, onCloseDate.InterestPrincipalFix);
        }

        /// <summary>
        /// [SPC_008] EventDate ≠ UnwindDate 时，ResolveInterestLegPositionsAsOf 按 EventDate（事件日期）分桶。
        /// ----------------------------------------------------------------------------
        /// 锁定事件日期作为历史重放的生效边界：
        ///   - settleDate &lt; EventDate → 平仓"未发生"，as-of=原始本金
        ///   - settleDate &gt;= EventDate → 平仓"已生效"，as-of=实时剩余本金
        /// 本测试构造 EventDate=7/9、UnwindDate=7/10，验证 settleDate=7/9 时已按 EventDate 生效。
        /// </summary>
        [TestMethod]
        public void SPC_008_EventDateDiffersFromUnwindDate_BucketsByEventDate()
        {
            const long originalPositionId = 2;
            var original = new swap_position
            {
                id = originalPositionId, PosiDirection = 0,
                InterestDirection = (int)SwapDirectionEnum.收取,
                InterestMode = (int)InterestModeEnum.初始预付金,
                InterestPrincipalFix = 10000m
            };
            var realtime = new swap_position
            {
                PositionId = originalPositionId,
                InterestMode = (int)InterestModeEnum.初始预付金,
                InterestPrincipalFix = 7000m
            };
            // 关键：EventDate 为 7/9，as-of 应按事件日期判断。
            var close = new swap_flow_event
            {
                PositionId = originalPositionId,
                PositionType = 0,
                EventType = (int)SwapEventTypeEnum.平仓,
                EventDate = new DateTime(2026, 7, 9),
                UnwindDate = new DateTime(2026, 7, 10),
                InterestMode = (int)InterestModeEnum.初始预付金,
                InterestPrincipal = 3000m
            };
            var floatClose = new swap_flow_event
            {
                PositionId = 1,
                PositionType = 1,
                EventType = (int)SwapEventTypeEnum.平仓,
                EventDate = new DateTime(2026, 7, 9),
                UnwindDate = new DateTime(2026, 7, 10),
                TradingAmount = 3000000m
            };
            var originalWithFloat = new List<swap_position>
            {
                original,
                new swap_position { id = 1, PosiDirection = 1, PosiNotionalValue = 10000000m }
            };
            var flows = new[] { close, floatClose };

            // settleDate=7/8（事件日期前）→ as-of=原始 10000
            var beforeEffective = SwapDealService.ResolveInterestLegPositionsAsOf(
                originalWithFloat, new List<swap_position> { realtime }, flows, new DateTime(2026, 7, 8))
                .Single(x => x.id == originalPositionId);
            Assert.AreEqual(10000m, beforeEffective.InterestPrincipalFix,
                "7/8（事件日期前）：平仓未发生，as-of 本金应=原始 10000");

            // settleDate=7/9（事件日期当天）→ as-of=实时剩余 7000
            var onEffectiveDate = SwapDealService.ResolveInterestLegPositionsAsOf(
                originalWithFloat, new List<swap_position> { realtime }, flows, new DateTime(2026, 7, 9))
                .Single(x => x.id == originalPositionId);
            Assert.AreEqual(7000m, onEffectiveDate.InterestPrincipalFix,
                "7/9（事件日期）：平仓已生效，as-of 本金应=实时剩余 7000");

            // settleDate=7/10（事件日期后）→ 仍为实时剩余 7000
            var afterEffectiveBeforeBook = SwapDealService.ResolveInterestLegPositionsAsOf(
                originalWithFloat, new List<swap_position> { realtime }, flows, new DateTime(2026, 7, 10))
                .Single(x => x.id == originalPositionId);
            Assert.AreEqual(7000m, afterEffectiveBeforeBook.InterestPrincipalFix,
                "7/10（事件日期后）：必须按 EventDate 判已生效 → 7000。");
        }
    }
}