zszq-trs/UnitTestProject/Modules/SwapModule/DealInterestsGoldenReplayTest.cs

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

namespace YLErp.Modules.SwapModule
{
    /// <summary>
    /// DealInterests Golden 回放测试
    /// ============================================================================
    /// 用 golden JSON 存"输入数据 + 期望输出的精确字段值"，
    /// 回放时从 JSON 重跑，逐字段精确对比。
    ///
    /// 两类方法：
    ///   - Record*: 连库录制/生成 golden（标 Ignore，手动跑）
    ///   - Replay*: 读 golden 重跑对比（进 CI）
    ///
    /// 价值：重构时如果任何一步的输出变了（哪怕第8位小数），立刻失败。
    /// 守恒测试验证"大方向对"，golden 验证"精确值对"。
    /// ============================================================================
    [TestClass]
    public class DealInterestsGoldenReplayTest
    {
        private static readonly string GoldenDir = Path.Combine(
            AppDomain.CurrentDomain.BaseDirectory, "Resources", "GoldenFiles", "DealInterestsGolden");

        #region Stub（复用 DealInterestsScenarioTest 的模式）

        private sealed class StubEodService : TestableSwapEodPositionService
        {
            public StubEodService() : base(nameof(DealInterestsGoldenReplayTest))
            {
            }

            public void ExecuteSaveEodInterestPosition(
                eod_swap_position eodPayPosition, swap_position position, trade td,
                DateTime valueDate, List<swap_flow_event> flowEvents)
            {
                SaveEodInterestPosition(eodPayPosition, null, position, td, valueDate, flowEvents);
            }

            // public 包装：直接调用 protected virtual DealInterests（录制场景2用）
            public void ExecuteDealInterestsForRecord(
                List<swap_position> interestList, List<eod_swap_position> eodPositions,
                DateTime settleDate, trade td,
                decimal posiLongNational, decimal grossPrice, decimal orginPv)
            {
                DealInterests(interestList, eodPositions, new List<eod_swap_position>(),
                    settleDate, td, new List<swap_flow_event>(), new List<swap_flow_event>(), null,
                    posiLongNational + 0m, 0m, grossPrice, orginPv);
            }
        }

        #endregion

        #region 录制：生成 golden JSON（标 Ignore，手动跑）

        /// <summary>
        /// 生成所有 golden JSON 文件。
        /// 手动取消 [Ignore] 运行，会覆盖 bin 目录下的 golden 文件。
        /// 生成后复制到 UnitTestProject/Resources/GoldenFiles/ 持久化。
        /// </summary>
        [TestMethod]
        [Ignore]
        [TestCategory("GoldenRecord")]
        public void Record_AllGoldenScenarios()
        {
            Directory.CreateDirectory(GoldenDir);
            Record_SwapSettleZeroInterestIncomeSum();
            Record_NormalDayIncrement();
            Console.WriteLine($"\n录制完成，输出目录: {GoldenDir}");
        }

        /// <summary>场景1：互换结清后 InterestIncomeSum≈当天新计</summary>
        private void Record_SwapSettleZeroInterestIncomeSum()
        {
            const decimal Principal = 10000m;
            const decimal Rate = 0.03m;
            const int AnnualDays = 365;
            var startDate = new DateTime(2026, 4, 27);

            var td = new trade
            {
                id = 1, TradeNumber = "GOLDEN-001", ClientId = 999998,
                TradeType = "收益互换", TradeDate = startDate, StartDate = startDate,
                ExerciseDate = new DateTime(2027, 4, 27), TradeStatus = "确认成交",
                ValidState = "Valid", StructureType = "单标的",
                QuoteCurrency = "CNY", SettlementCurrency = "CNY",
                trade_extend = new trade_extend { TradeId = 1, ExtendJson = JsonConvert.SerializeObject(new TradeExtendJson { AnnualDays = AnnualDays, InterestCalcMode = "10", SettlementRules = 0 }) }
            };
            var position = new swap_position
            {
                id = 1001, SwapTradeId = 1, InterestDirection = (int)SwapDirectionEnum.收取,
                InterestMode = (int)InterestModeEnum.标的期初全价, InterestRateDefault = Rate,
                InterestPrincipalFix = Principal, PosiStartDate = startDate,
                PosiMatuirityDate = new DateTime(2027, 4, 27), IsInitial = true,
                InterestType = (int)InterestTypeEnum.单利, IsAnnualized = true,
                interest_rest_days = 1, interest_rule = 0, FloatRateUnderlyingCode = null
            };
            var settleDate = startDate.AddDays(10);
            int days = (settleDate - startDate).Days;
            decimal accumulated = Math.Round(Principal * Rate * days / AnnualDays, ConsGlobal.PriceRound, MidpointRounding.AwayFromZero);

            var preEod = new eod_swap_position
            {
                id = 100, PositionId = 1001, ValueDate = settleDate.AddDays(-1),
                InterestDirection = (int)SwapDirectionEnum.收取, InterestMode = (int)InterestModeEnum.标的期初全价,
                InterestIncomeSum = accumulated, InterestProfitSum = accumulated,
                InterestRateDefault = Rate, TdInterestPrincipal = Principal,
                InterestType = (int)InterestTypeEnum.单利, IsAnnualized = true, interest_rest_days = 1
            };
            var swapEvent = new swap_flow_event
            {
                EventType = (int)SwapFlowEventTypeEnum.互换, PositionId = 1001,
                InterestAmount = accumulated, InterestClosePnL = accumulated,
                InterestRate = Rate, InterestMode = (int)InterestModeEnum.标的期初全价,
                InterestPrincipal = Principal, FloatRate = 0m,
                DataState = (int)SwapFlowDateStateEnum.完成
            };

            var service = new StubEodService();
            service.ExecuteSaveEodInterestPosition(preEod, position, td, settleDate, new List<swap_flow_event> { swapEvent });

            var result = service.PersistedPositions[0];
            var golden = new GoldenScenarioModel
            {
                Scenario = "互换结清后待实现归零",
                Description = $"攒{days}天后互换，InterestIncomeSum应≈当天新计",
                Input = new GoldenInput
                {
                    SettleDate = settleDate,
                    PosiLongNotional = Principal,
                    OrginPv = Principal
                },
                Expected = new GoldenExpected
                {
                    PositionCount = 1,
                    EodPositions = new JArray { GoldenAssert.EodPositionToJson(result) }
                }
            };

            string json = JsonConvert.SerializeObject(golden, Formatting.Indented);
            string path = Path.Combine(GoldenDir, "golden_互换结清后待实现归零.json");
            File.WriteAllText(path, json);
            Console.WriteLine($"✅ 录制: {Path.GetFileName(path)}");
            Console.WriteLine($"   InterestIncomeSum={result.InterestIncomeSum:F11}");
            Console.WriteLine($"   TdCloseInterest={result.TdCloseInterest:F11}");
            Console.WriteLine($"   RealizedInterest={result.RealizedInterest:F11}");
        }

        /// <summary>场景2：普通日 InterestIncomeSum 递增</summary>
        private void Record_NormalDayIncrement()
        {
            const decimal Principal = 10000m;
            const decimal Rate = 0.03m;
            const int AnnualDays = 365;
            var startDate = new DateTime(2026, 4, 27);
            decimal dailyInc = Math.Round(Principal * Rate / AnnualDays, ConsGlobal.PriceRound, MidpointRounding.AwayFromZero);

            var td = new trade
            {
                id = 1, TradeNumber = "GOLDEN-002", ClientId = 999998,
                TradeType = "收益互换", TradeDate = startDate, StartDate = startDate,
                ExerciseDate = new DateTime(2027, 4, 27), TradeStatus = "确认成交",
                ValidState = "Valid", StructureType = "单标的",
                QuoteCurrency = "CNY", SettlementCurrency = "CNY",
                trade_extend = new trade_extend { TradeId = 1, ExtendJson = JsonConvert.SerializeObject(new TradeExtendJson { AnnualDays = AnnualDays, InterestCalcMode = "10", SettlementRules = 0 }) }
            };
            var position = new swap_position
            {
                id = 1001, SwapTradeId = 1, InterestDirection = (int)SwapDirectionEnum.收取,
                InterestMode = (int)InterestModeEnum.标的期初全价, InterestRateDefault = Rate,
                InterestPrincipalFix = Principal, PosiStartDate = startDate,
                PosiMatuirityDate = new DateTime(2027, 4, 27), IsInitial = true,
                InterestType = (int)InterestTypeEnum.单利, IsAnnualized = true,
                interest_rest_days = 1, interest_rule = 0, FloatRateUnderlyingCode = null,
                InterestSwapInterval = null
            };

            // 用 DealInterests 走 copy 分支
            var settleDate = startDate.AddDays(2); // 第3天
            var preEod = new eod_swap_position
            {
                id = 100, PositionId = 1001, ValueDate = settleDate.AddDays(-1),
                InterestDirection = (int)SwapDirectionEnum.收取, InterestMode = (int)InterestModeEnum.标的期初全价,
                InterestIncomeSum = dailyInc, InterestProfitSum = dailyInc,
                InterestRateDefault = Rate, TdInterestPrincipal = Principal,
                InterestType = (int)InterestTypeEnum.单利, IsAnnualized = true, interest_rest_days = 1
            };

            var service = new StubEodService();
            // 直接调用 protected virtual DealInterests（copy 分支需要 CalcSwapInterests）
            service.ExecuteDealInterestsForRecord(
                new List<swap_position> { position },
                new List<eod_swap_position> { preEod },
                settleDate, td, Principal, 1m, Principal);

            if (service.PersistedPositions.Count == 0)
            {
                Console.WriteLine("⚠ 场景2未生成eod（CalcSwapInterests可能需要接缝），跳过");
                return;
            }

            var result = service.PersistedPositions[0];
            var golden = new GoldenScenarioModel
            {
                Scenario = "普通日归档递增",
                Description = "第3天收盘，InterestIncomeSum应=2天+1天=3天利息",
                Expected = new GoldenExpected
                {
                    PositionCount = 1,
                    EodPositions = new JArray { GoldenAssert.EodPositionToJson(result) }
                }
            };

            string json = JsonConvert.SerializeObject(golden, Formatting.Indented);
            string path = Path.Combine(GoldenDir, "golden_普通日归档递增.json");
            File.WriteAllText(path, json);
            Console.WriteLine($"✅ 录制: {Path.GetFileName(path)}");
            Console.WriteLine($"   InterestIncomeSum={result.InterestIncomeSum:F11}");
        }

        #endregion

        #region 回放：读 golden 重跑+精确对比（进 CI）

        /// <summary>
        /// 回放所有 golden 文件，逐字段精确对比。
        /// 如果任何字段变了（哪怕是第8位小数），测试失败。
        /// </summary>
        [TestMethod]
        public void Replay_AllGoldenFiles()
        {
            if (!Directory.Exists(GoldenDir))
            {
                Assert.Inconclusive($"golden 目录不存在: {GoldenDir}（请先跑 Record_AllGoldenScenarios）");
                return;
            }

            var files = Directory.GetFiles(GoldenDir, "*.json").OrderBy(f => f).ToArray();
            Assert.IsTrue(files.Length > 0, "应至少有1个golden文件");

            int passed = 0, failed = 0;
            foreach (var file in files)
            {
                try
                {
                    var golden = JsonConvert.DeserializeObject<GoldenScenarioModel>(File.ReadAllText(file));
                    Console.WriteLine($"\n回放: {Path.GetFileName(file)} - {golden.Scenario}");

                    // 回放互换场景（场景1的模式）
                    if (golden.Scenario?.Contains("互换结清") == true)
                    {
                        ReplaySwapSettle(golden);
                    }
                    else
                    {
                        Console.WriteLine($"  （场景类型'{golden.Scenario}'暂不支持自动回放，跳过）");
                        continue;
                    }

                    passed++;
                    Console.WriteLine($"  ✅ 通过");
                }
                catch (Exception ex)
                {
                    failed++;
                    Console.WriteLine($"  ❌ 失败: {ex.Message}");
                }
            }

            Console.WriteLine($"\n回放结果: {passed}通过 {failed}失败 / {files.Length}总");
            Assert.AreEqual(0, failed, $"{failed}个golden文件回放失败");
        }

        private void ReplaySwapSettle(GoldenScenarioModel golden)
        {
            const decimal Principal = 10000m;
            const decimal Rate = 0.03m;
            const int AnnualDays = 365;
            var startDate = new DateTime(2026, 4, 27);
            var settleDate = golden.Input.SettleDate ?? startDate.AddDays(10);
            int days = (settleDate - startDate).Days;
            decimal accumulated = Math.Round(Principal * Rate * days / AnnualDays, ConsGlobal.PriceRound, MidpointRounding.AwayFromZero);

            var td = new trade
            {
                id = 1, TradeNumber = "GOLDEN-REPLAY", ClientId = 999998,
                TradeType = "收益互换", TradeDate = startDate, StartDate = startDate,
                ExerciseDate = new DateTime(2027, 4, 27), TradeStatus = "确认成交",
                ValidState = "Valid", StructureType = "单标的",
                QuoteCurrency = "CNY", SettlementCurrency = "CNY",
                trade_extend = new trade_extend { TradeId = 1, ExtendJson = JsonConvert.SerializeObject(new TradeExtendJson { AnnualDays = AnnualDays, InterestCalcMode = "10", SettlementRules = 0 }) }
            };
            var position = new swap_position
            {
                id = 1001, SwapTradeId = 1, InterestDirection = (int)SwapDirectionEnum.收取,
                InterestMode = (int)InterestModeEnum.标的期初全价, InterestRateDefault = Rate,
                InterestPrincipalFix = Principal, PosiStartDate = startDate,
                PosiMatuirityDate = new DateTime(2027, 4, 27), IsInitial = true,
                InterestType = (int)InterestTypeEnum.单利, IsAnnualized = true,
                interest_rest_days = 1, interest_rule = 0
            };
            var preEod = new eod_swap_position
            {
                id = 100, PositionId = 1001, ValueDate = settleDate.AddDays(-1),
                InterestDirection = (int)SwapDirectionEnum.收取, InterestMode = (int)InterestModeEnum.标的期初全价,
                InterestIncomeSum = accumulated, InterestProfitSum = accumulated,
                InterestRateDefault = Rate, TdInterestPrincipal = Principal,
                InterestType = (int)InterestTypeEnum.单利, IsAnnualized = true, interest_rest_days = 1
            };
            var swapEvent = new swap_flow_event
            {
                EventType = (int)SwapFlowEventTypeEnum.互换, PositionId = 1001,
                InterestAmount = accumulated, InterestClosePnL = accumulated,
                InterestRate = Rate, InterestMode = (int)InterestModeEnum.标的期初全价,
                InterestPrincipal = Principal, DataState = (int)SwapFlowDateStateEnum.完成
            };

            var service = new StubEodService();
            service.ExecuteSaveEodInterestPosition(preEod, position, td, settleDate, new List<swap_flow_event> { swapEvent });

            // 对比 golden 期望
            Assert.AreEqual(golden.Expected.PositionCount ?? 1, service.PersistedPositions.Count, "持仓数量");

            var expectedEods = golden.Expected.EodPositions?.ToObject<List<JObject>>() ?? new List<JObject>();
            foreach (var expected in expectedEods)
            {
                var pid = expected["PositionId"]?.Value<long>() ?? 1001;
                var actual = service.PersistedPositions.FirstOrDefault(x => x.PositionId == pid);
                Assert.IsNotNull(actual, $"未找到PositionId={pid}");
                GoldenAssert.AssertEodPosition(expected, actual);
            }
        }

        #endregion
    }
}