62 lines
2.4 KiB
C#
62 lines
2.4 KiB
C#
using Microsoft.VisualStudio.TestTools.UnitTesting;
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using YLErp.Helpers;
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using YLErp.Model;
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namespace UnitTestProject.Modules
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{
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/// <summary>
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/// EQD-6953 疑似到期债券值域闸门：IsMaturedDegenerate / IsResultAbsurd 分支覆盖。
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/// 场景来源：UAT 060203.IB（2006年国债，2026估值日已无剩余现金流）——
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/// jquantlib 对空现金流求解得 ytm=0、净/全价均为面值100，errCode=0"成功但退化"。
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/// 与前端 swapCalc.js::getBondCalcErrorMessage 的同款闸门保持一致口径。
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/// </summary>
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[TestClass]
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public class BondCalcHeplerTest
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{
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[TestMethod]
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public void 到期退化值_三条件同时成立_命中()
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{
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var r = new CalBondResult { cleanPrice = 100m, dirtyPrice = 100m, ytm = 0m };
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Assert.IsTrue(BondCalcHepler.IsMaturedDegenerate(r));
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}
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[TestMethod]
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public void 正常券_不命中_按UAT实测180205IB()
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{
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var r = new CalBondResult { cleanPrice = 97.43300000000002m, dirtyPrice = 100.00001369863016m, ytm = 6.738278242318886m };
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Assert.IsFalse(BondCalcHepler.IsMaturedDegenerate(r));
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}
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[TestMethod]
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public void ytm为0但净价非面值_不命中_真实零息平价券场景()
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{
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var r = new CalBondResult { cleanPrice = 99.5m, dirtyPrice = 100m, ytm = 0m };
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Assert.IsFalse(BondCalcHepler.IsMaturedDegenerate(r));
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}
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[TestMethod]
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public void 价格为面值但ytm非0_不命中_正常息票平价券场景()
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{
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var r = new CalBondResult { cleanPrice = 100m, dirtyPrice = 100.5m, ytm = 3.2m };
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Assert.IsFalse(BondCalcHepler.IsMaturedDegenerate(r));
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}
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[TestMethod]
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public void ytm为null_不命中()
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{
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var r = new CalBondResult { cleanPrice = 100m, dirtyPrice = 100m, ytm = null };
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Assert.IsFalse(BondCalcHepler.IsMaturedDegenerate(r));
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}
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[TestMethod]
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public void IsResultAbsurd_到期退化值_命中并带原因()
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{
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var r = new CalBondResult { cleanPrice = 100m, dirtyPrice = 100m, ytm = 0m };
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var ok = typeof(BondCalcHepler)
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.GetMethod("IsResultAbsurd", System.Reflection.BindingFlags.NonPublic | System.Reflection.BindingFlags.Static)
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.Invoke(null, new object[] { r, null });
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Assert.IsTrue((bool)ok);
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}
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}
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}
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