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

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

namespace YLErp.Modules.SwapModule
{
    #region Golden 数据模型

    /// <summary>
    /// Golden 文件的通用数据模型。
    /// 每个场景序列化为一个 JSON 文件，包含：输入数据 + 期望输出。
    ///
    /// JSON 结构：
    /// {
    ///   "Scenario": "互换结清后待实现归零",
    ///   "Description": "攒10天后互换，验证InterestIncomeSum≈当天新计",
    ///   "Input": {
    ///     "Trade": { ... },
    ///     "Positions": [ ... ],
    ///     "PreEodPositions": [ ... ],
    ///     "FlowEvents": [ ... ]
    ///   },
    ///   "Expected": {
    ///     "EodPositions": [
    ///       { "PositionId": 1001, "InterestIncomeSum": 0.0274, "TdCloseInterest": 2.74, ... }
    ///     ]
    ///   }
    /// }
    /// </summary>
    public class GoldenScenarioModel
    {
        /// <summary>场景名称</summary>
        public string Scenario { get; set; }

        /// <summary>场景描述</summary>
        public string Description { get; set; }

        /// <summary>输入数据</summary>
        public GoldenInput Input { get; set; }

        /// <summary>期望输出（精确到小数点后N位的字段值）</summary>
        public GoldenExpected Expected { get; set; }

        /// <summary>数据来源：synthetic(合成) / recorded(真实库录制)</summary>
        public string Source { get; set; } = "synthetic";

        /// <summary>录制时间（如果是 recorded）</summary>
        public DateTime? RecordedAt { get; set; }
    }

    public class GoldenInput
    {
        public JObject Trade { get; set; }
        public JArray Positions { get; set; }
        public JArray PreEodPositions { get; set; }
        public JArray FlowEvents { get; set; }

        // 可选的配置参数
        public decimal? PosiLongNotional { get; set; }
        public decimal? PosiShortNotional { get; set; }
        public decimal? CloseNational { get; set; }
        public decimal? GrossPrice { get; set; }
        public decimal? OrginPv { get; set; }
        public DateTime? SettleDate { get; set; }
    }

    public class GoldenExpected
    {
        /// <summary>期望生成的 eod 持仓数量</summary>
        public int? PositionCount { get; set; }

        /// <summary>期望的 eod 持仓精确字段（每个 PositionId 一条）</summary>
        public JArray EodPositions { get; set; }
    }

    #endregion

    #region Golden 回放辅助

    /// <summary>
    /// Golden 回放的通用辅助方法。
    /// 提供精确字段对比（容许指定位数的误差）。
    /// </summary>
    public static class GoldenAssert
    {
        /// <summary>默认精度容差（小数点后9-2=7位）</summary>
        public static decimal DefaultTolerance => 1m / (decimal)Math.Pow(10, ConsGlobal.PriceRound - 2);

        /// <summary>对比 decimal 字段，容许指定位数误差</summary>
        public static void AssertField(decimal? expected, decimal actual, string fieldName, long positionId, decimal? tolerance = null)
        {
            if (expected == null) return; // golden 里没存这个字段就跳过
            var tol = tolerance ?? DefaultTolerance;
            Assert.IsTrue(Math.Abs(expected.Value - actual) <= tol,
                $"PositionId={positionId} {fieldName} 不匹配: expected={expected.Value}, actual={actual}, diff={expected.Value - actual}");
        }

        /// <summary>对比 int 字段</summary>
        public static void AssertField(int? expected, int actual, string fieldName, long positionId)
        {
            if (expected == null) return;
            Assert.AreEqual(expected.Value, actual,
                $"PositionId={positionId} {fieldName} 不匹配: expected={expected.Value}, actual={actual}");
        }

        /// <summary>对比 long 字段</summary>
        public static void AssertField(long? expected, long actual, string fieldName, long positionId)
        {
            if (expected == null) return;
            Assert.AreEqual(expected.Value, actual,
                $"PositionId={positionId} {fieldName} 不匹配: expected={expected.Value}, actual={actual}");
        }

        /// <summary>
        /// 对比一个 eod_swap_position 的所有 golden 字段。
        /// golden JSON 里只存了需要验证的字段，未存的跳过。
        /// </summary>
        public static void AssertEodPosition(JObject expected, eod_swap_position actual)
        {
            var positionId = expected["PositionId"]?.Value<long>() ?? actual.PositionId;

            AssertField(expected["InterestIncomeSum"]?.Value<decimal>(), actual.InterestIncomeSum, "InterestIncomeSum", positionId);
            AssertField(expected["InterestProfitSum"]?.Value<decimal>(), actual.InterestProfitSum, "InterestProfitSum", positionId);
            AssertField(expected["TdInterestIncome"]?.Value<decimal>(), actual.TdInterestIncome, "TdInterestIncome", positionId);
            AssertField(expected["TdCloseInterest"]?.Value<decimal>(), actual.TdCloseInterest, "TdCloseInterest", positionId);
            AssertField(expected["TdInterestPrincipal"]?.Value<decimal>(), actual.TdInterestPrincipal, "TdInterestPrincipal", positionId);
            AssertField(expected["RealizedInterest"]?.Value<decimal>(), actual.RealizedInterest, "RealizedInterest", positionId);
            AssertField(expected["RealizedInterestFee"]?.Value<decimal>(), actual.RealizedInterestFee, "RealizedInterestFee", positionId);
            AssertField(expected["RealizedPnl"]?.Value<decimal>(), actual.RealizedPnl, "RealizedPnl", positionId);
            AssertField(expected["SwapPositionValue"]?.Value<decimal>(), actual.SwapPositionValue, "SwapPositionValue", positionId);
            AssertField(expected["InterestFeeSum"]?.Value<decimal>(), actual.InterestFeeSum, "InterestFeeSum", positionId);
            AssertField(expected["TdInterestFee"]?.Value<decimal>(), actual.TdInterestFee, "TdInterestFee", positionId);
            AssertField(expected["TdCloseInterestFee"]?.Value<decimal>(), actual.TdCloseInterestFee, "TdCloseInterestFee", positionId);
        }

        /// <summary>
        /// 序列化一个 eod_swap_position 到 JObject（用于生成 golden 文件）。
        /// 只存关键字段，避免 JSON 过大。
        /// </summary>
        public static JObject EodPositionToJson(eod_swap_position eod)
        {
            return new JObject
            {
                ["PositionId"] = eod.PositionId,
                ["InterestIncomeSum"] = eod.InterestIncomeSum,
                ["InterestProfitSum"] = eod.InterestProfitSum,
                ["TdInterestIncome"] = eod.TdInterestIncome,
                ["TdCloseInterest"] = eod.TdCloseInterest,
                ["TdInterestPrincipal"] = eod.TdInterestPrincipal,
                ["RealizedInterest"] = eod.RealizedInterest,
                ["RealizedPnl"] = eod.RealizedPnl,
                ["SwapPositionValue"] = eod.SwapPositionValue,
                ["InterestFeeSum"] = eod.InterestFeeSum
            };
        }
    }

    #endregion
}