242 lines
13 KiB
C#
242 lines
13 KiB
C#
using YLErp.BLL;
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using YLErp.DBModels;
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using YLErp.Enums;
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using YLErp.Modules.MarginModule;
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namespace YLErp.Modules.CalcModules
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{
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/// <summary>
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/// R1 模板三层级找到即停回退集成测试（连 dev 库，MarginTemplateV2RateHelper.ResolveTieredTemplate/GetTradeMarginRate）：
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/// 交易绑定（自定义）→ 客户默认（client_margin_template 按客户）→ 全局默认（IsDefault&&!IsForClient）。
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/// 测试数据全部带 "ZZZ-R1回退测试-" 名称前缀，TestInitialize/TestCleanup 双向清理，不触碰真实交易。
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/// </summary>
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[TestClass]
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public class MarginTemplateV2RateHelperFallbackTest
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{
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private const string Marker = "ZZZ-R1回退测试-";
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private const int SentinelTradeId = 1900000001;
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private const int SentinelTradeId2 = 1900000002;
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private DateTime EffectiveDate = new DateTime(2000, 1, 1);
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private YLContext db;
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private int clientId;
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[TestInitialize]
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public void Init()
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{
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db = new YLContext();
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Cleanup();
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//取一个真实客户做客户级绑定（只写 client_margin_template，不动客户数据）
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using (var clientDb = DbContextFactory.GetClientDbContext(OptUserInfo.SystemUser))
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{
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clientId = clientDb.client.Where(c => c.id > 0).OrderBy(c => c.id).Select(c => c.id).First();
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}
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}
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[TestCleanup]
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public void CleanupFixture()
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{
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Cleanup();
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db.Dispose();
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}
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private void Cleanup()
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{
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var templateIds = db.margin_template_v2.Where(x => x.Name.StartsWith(Marker)).Select(x => x.id).ToList();
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if (templateIds.Count > 0)
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{
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db.margin_template_detail.RemoveRange(db.margin_template_detail.Where(x => templateIds.Contains(x.MarginTemplateId)));
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db.trade_margin_template.RemoveRange(db.trade_margin_template.Where(x => templateIds.Contains(x.MarginTemplateId)));
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db.client_margin_template.RemoveRange(db.client_margin_template.Where(x => templateIds.Contains(x.MarginTemplateId)));
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db.margin_template_v2.RemoveRange(db.margin_template_v2.Where(x => templateIds.Contains(x.id)));
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db.SaveChanges();
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}
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db.trade_margin_template.RemoveRange(db.trade_margin_template.Where(x => x.TradeId == SentinelTradeId || x.TradeId == SentinelTradeId2));
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db.SaveChanges();
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}
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private margin_template_v2 AddTemplate(string name, bool isDefault, bool isForClient, string tradeTypes = "收益互换", bool isValid = true, int ruleType = (int)MarginRuleTypeEnum.区间追保结构, string bookIds = null, DateTime? valueDate = null)
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{
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var t = new margin_template_v2
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{
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Name = name,
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IsDefault = isDefault,
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IsForClient = isForClient,
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IsValid = isValid,
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TradeTypes = tradeTypes,
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RuleType = ruleType,
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ValueDate = valueDate ?? EffectiveDate,
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BookIds = bookIds
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};
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db.margin_template_v2.Add(t);
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db.SaveChanges();
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return t;
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}
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[TestMethod]
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public void TF_001_交易绑定优先_压过客户与全局()
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{
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var custom = AddTemplate(Marker + "自定义", isDefault: false, isForClient: false);
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var clientTpl = AddTemplate(Marker + "客户", isDefault: true, isForClient: true);
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var globalTpl = AddTemplate(Marker + "全局", isDefault: true, isForClient: false);
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db.trade_margin_template.Add(new trade_margin_template { TradeId = SentinelTradeId, MarginTemplateId = custom.id, ValueDate = EffectiveDate, IsLatest = true });
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db.client_margin_template.Add(new client_margin_template { ClientId = clientId, MarginTemplateId = clientTpl.id, ValueDate = EffectiveDate, ClientLevel = "" });
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db.SaveChanges();
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var resolved = MarginTemplateV2RateHelper.ResolveTieredTemplate(SentinelTradeId, clientId, DateTime.Today, db);
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Assert.IsNotNull(resolved);
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Assert.AreEqual(custom.id, resolved.id, "交易绑定（自定义）应找到即停，压过客户与全局默认");
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}
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[TestMethod]
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public void TF_002_无交易绑定_落到客户默认()
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{
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var clientTpl = AddTemplate(Marker + "客户", isDefault: true, isForClient: true);
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var globalTpl = AddTemplate(Marker + "全局", isDefault: true, isForClient: false);
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db.client_margin_template.Add(new client_margin_template { ClientId = clientId, MarginTemplateId = clientTpl.id, ValueDate = EffectiveDate, ClientLevel = "" });
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db.SaveChanges();
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var resolved = MarginTemplateV2RateHelper.ResolveTieredTemplate(tradeId: null, clientId, DateTime.Today, db);
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Assert.IsNotNull(resolved);
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Assert.AreEqual(clientTpl.id, resolved.id, "无交易绑定时应命中客户默认，压过全局默认");
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}
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[TestMethod]
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public void TF_003_无交易无客户绑定_落到全局默认()
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{
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var globalTpl = AddTemplate(Marker + "全局", isDefault: true, isForClient: false);
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AddTemplate(Marker + "客户", isDefault: true, isForClient: true); //未绑定不应被取到
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var resolved = MarginTemplateV2RateHelper.ResolveTieredTemplate(tradeId: null, clientId, DateTime.Today, db);
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AssertGlobal(resolved, globalTpl);
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}
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[TestMethod]
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public void TF_004_客户绑定指向非互换模板_跳过落全局()
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{
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var globalTpl = AddTemplate(Marker + "全局", isDefault: true, isForClient: false);
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var optionTpl = AddTemplate(Marker + "期权客户模板", isDefault: true, isForClient: true, tradeTypes: "香草期权");
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db.client_margin_template.Add(new client_margin_template { ClientId = clientId, MarginTemplateId = optionTpl.id, ValueDate = EffectiveDate, ClientLevel = "" });
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db.SaveChanges();
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var resolved = MarginTemplateV2RateHelper.ResolveTieredTemplate(tradeId: null, clientId, DateTime.Today, db);
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AssertGlobal(resolved, globalTpl);
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}
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/// <summary>
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/// 同日并存"互换绑定+期权绑定"（页面互斥只挡适用结构重叠，此组合允许保存）：
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/// 应命中互换绑定，不因先取到期权绑定被过滤而误穿透到全局。
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/// </summary>
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[TestMethod]
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public void TF_007_同日并存互换与期权绑定_命中间换绑定()
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{
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var swapTpl = AddTemplate(Marker + "客户", isDefault: true, isForClient: true);
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var optionTpl = AddTemplate(Marker + "期权客户模板", isDefault: true, isForClient: true, tradeTypes: "香草期权");
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var globalTpl = AddTemplate(Marker + "全局", isDefault: true, isForClient: false);
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db.client_margin_template.Add(new client_margin_template { ClientId = clientId, MarginTemplateId = swapTpl.id, ValueDate = EffectiveDate, ClientLevel = "" });
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db.client_margin_template.Add(new client_margin_template { ClientId = clientId, MarginTemplateId = optionTpl.id, ValueDate = EffectiveDate, ClientLevel = "" });
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db.SaveChanges();
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var resolved = MarginTemplateV2RateHelper.ResolveTieredTemplate(tradeId: null, clientId, DateTime.Today, db);
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Assert.IsNotNull(resolved);
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Assert.AreEqual(swapTpl.id, resolved.id, "同日期权+互换绑定并存时应命中互换绑定（过滤后再取最新），而非穿透全局");
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}
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[TestMethod]
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public void TF_005_绑定模板已失效_找到即停返回null()
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{
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var invalidTpl = AddTemplate(Marker + "已失效", isDefault: false, isForClient: false, isValid: false);
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var globalTpl = AddTemplate(Marker + "全局", isDefault: true, isForClient: false);
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db.trade_margin_template.Add(new trade_margin_template { TradeId = SentinelTradeId2, MarginTemplateId = invalidTpl.id, ValueDate = EffectiveDate, IsLatest = true });
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db.SaveChanges();
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var resolved = MarginTemplateV2RateHelper.ResolveTieredTemplate(SentinelTradeId2, clientId, DateTime.Today, db);
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Assert.IsNull(resolved, "交易绑定指向已失效模板时应找到即停（不向下回退到全局默认）");
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}
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/// <summary>
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/// 端到端：交易绑定（区间追保结构 + 明细 x/y）经 GetTradeMarginRate 完整取到率——
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/// 兼容回归交易级取数路径在新回退结构下行为不变。
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/// </summary>
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[TestMethod]
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public void TF_006_交易绑定端到端取率()
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{
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var custom = AddTemplate(Marker + "自定义", isDefault: false, isForClient: false);
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db.margin_template_detail.Add(new margin_template_detail
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{
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MarginTemplateId = custom.id,
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ValueDate = EffectiveDate,
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UnderlyingType = UnderlyingTypeEnum.None,
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MarginRatio1 = 0.05,
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MarginRatio2 = 0.03
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});
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db.trade_margin_template.Add(new trade_margin_template { TradeId = SentinelTradeId, MarginTemplateId = custom.id, ValueDate = EffectiveDate, IsLatest = true });
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db.SaveChanges();
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var rate = MarginTemplateV2RateHelper.GetTradeMarginRate(SentinelTradeId, "240004.IB", "TBonds", DateTime.Today, db);
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Assert.IsNotNull(rate);
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Assert.AreEqual(custom.id, rate.Template.id);
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Assert.AreEqual(0.05m, rate.InitRate.Value);
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Assert.AreEqual(0.03m, rate.MaintainRate.Value);
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}
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/// <summary>
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/// 双全局默认并存（2026-08-28 裁定回归，复刻 dev 274/275 结构）：
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/// 同生效日下通配模板（无簿记限制）id 更新排前，限定簿记且匹配的模板排后——
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/// 原口径"先按生效日/id 取最新再验簿记"使通配恒胜、限定簿记模板永不生效；
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/// 新口径簿记条件满足者优先。需一笔隔离的真实交易（有簿记账户、无交易绑定，客户无客户级绑定）。
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/// </summary>
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[TestMethod]
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public void TF_009_双全局默认_限定簿记匹配优先于通配()
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{
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var boundTradeIds = db.trade_margin_template.AsNoTracking().Select(x => x.TradeId).ToList();
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var boundClientIds = db.client_margin_template.AsNoTracking()
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.Where(x => x.ClientId > 0).Select(x => x.ClientId).Distinct().ToList();
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var levelBoundNames = db.client_margin_template.AsNoTracking()
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.Where(x => x.ClientId == 0 && x.ClientLevel != null && x.ClientLevel != "")
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.Select(x => x.ClientLevel).Distinct().ToList();
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int tradeId, assetId, tradeClientId;
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using (var clientDb = DbContextFactory.GetClientDbContext(OptUserInfo.SystemUser))
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{
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var excludedLevelIds = clientDb.clientlevel.AsNoTracking()
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.Where(l => levelBoundNames.Contains(l.LevelName)).Select(l => l.id).ToList();
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var excludedClientIds = clientDb.client.AsNoTracking()
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.Where(c => boundClientIds.Contains(c.id) || (c.LevelId != null && excludedLevelIds.Contains(c.LevelId ?? 0)))
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.Select(c => c.id).ToList();
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var picked = db.trade.AsNoTracking()
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.Where(t => t.AssetId > 0 && t.ValidState != "InValid"
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&& !boundTradeIds.Contains(t.id) && !excludedClientIds.Contains(t.ClientId))
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.OrderByDescending(t => t.id)
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.Select(t => new { t.id, t.AssetId, t.ClientId }).FirstOrDefault();
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if (picked == null)
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{
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Assert.Inconclusive("dev 库无可用的隔离测试交易（有簿记账户且交易/客户均无绑定）");
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return;
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}
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tradeId = picked.id;
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assetId = picked.AssetId;
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tradeClientId = picked.ClientId;
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}
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//同生效日（今日，晚于 dev 既有默认模板）双全局默认：通配后建（id 更大排前）
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var generic = AddTemplate(Marker + "全局通配", isDefault: true, isForClient: false, valueDate: DateTime.Today);
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var bookScoped = AddTemplate(Marker + "全局限定簿记", isDefault: true, isForClient: false, bookIds: assetId.ToString(), valueDate: DateTime.Today);
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var resolved = MarginTemplateV2RateHelper.ResolveTieredTemplate(tradeId, tradeClientId, DateTime.Today, db);
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Assert.IsNotNull(resolved);
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Assert.IsTrue(resolved.Name.StartsWith(Marker), $"应命中本用例创建的标记模板，实际命中模板{resolved.id}（dev 出现同日/更晚生效默认模板会干扰，请重跑）");
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Assert.AreEqual(bookScoped.id, resolved.id, "限定簿记且匹配的全局默认应优先于同生效日的通配全局默认");
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}
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private void AssertGlobal(margin_template_v2 resolved, margin_template_v2 expected)
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{
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Assert.IsNotNull(resolved);
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if (resolved.Name.StartsWith(Marker))
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{
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Assert.AreEqual(expected.id, resolved.id, "应命中本用例创建的全局默认模板");
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}
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//dev 库存在其他真实全局默认模板时，按 ValueDate 最新者胜出，不做更严格断言
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}
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}
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}
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