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zszq-trs/UnitTestProject/Modules/SwapModule
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hjhan e2431e9d44 refactor(accrual): 计息类型整体迁入 DAL——新增 Accrual/InterestMath，删 Core 未接线孤儿 
搬迁（算法体逐字未动，仅换命名空间与归属）：
- SwapInterest.Round/AccrualDays/FundingLegPrecision + AccrualBoundary/InterestResult
  → YLErpDAL/Modules/SwapModule/Accrual/InterestMath.cs
- AccrualTrace → Accrual/AccrualTrace.cs（被迫同迁：其 MarkStart 引用 AccrualBoundary，
  Core 不能反向依赖 DAL）
- 引用切换：Simple/CompoundInterestAccrual、AccrualPolicy、SwapCalcTrace、SwapDealService
  （保留 using YLErp.Derivatives.Interest——IIndexFixer/IndexFixerBase 留 Core）

删除（零生产引用，孤儿清零）：
- Core：SwapInterest.cs 算法方法（AccrueSimple/AccrueCompoundInArrears/ApplyUnwind/
  AccrueUnrealized/ToInterestRate，未接线且与 DAL 生产实现舍入/rollover 口径已分叉）、
  AccrualContext.cs、InterestRate.cs
- DAL：AccrualState.cs（零引用死类）
- 测试：SwapInterest_CompoundInArrears_RolloverTimingTests.cs（仅测已删原语）

验证：两解决方案 Rebuild 0 错误；磁盘 SwapInterest. 残留 0；影子/分红/场景 86/86 通过
（含 Accrual 3 影子对账、Margin 影子、divPower 新增 AutoUnwindMultiPartial）。
注：AccrualContext 默认精度 11 与生产 12 的分叉隐患随删除一并消除；
已删原语若将来重建须先补对账测试，勿凭记忆复原（ARCHITECTURE.md 已留警告）。
2026-08-14 15:31:04 +08:00
..
Accrual
refactor(accrual): 计息类型整体迁入 DAL——新增 Accrual/InterestMath，删 Core 未接线孤儿
2026-08-14 15:31:04 +08:00
FundingLegs
refactor(funding-leg): 清理CalcNotional死参数posiLong/posiShort+修正过时InterestMode注释
2026-08-13 08:51:21 +08:00
Margin
refactor(accrual): 计息类型整体迁入 DAL——新增 Accrual/InterestMath，删 Core 未接线孤儿
2026-08-14 15:31:04 +08:00
ReturnLegs
fix(return-leg): PositionValueCalc.ratio 改为 int, 统一方向因子类型
2026-08-11 16:59:22 +08:00
ApplySwapTradeClosePercentBugTest.cs
fix(swap): 修复多次部分平仓 ClosePercent 口径(A占期初→B占剩余)转换缺失
2026-07-17 10:59:18 +08:00
AutoUnwindMultiPartialDividendTest.cs
test(EQD-7004): 补自动平仓路径多次部分平仓不重复计入的实证测试——驱动真实 BondPaymentService.CalcPayment(reg_date 口径×当次平仓量 unwindQty)，验证总额按登记日持仓分摊、不自洽多算
2026-08-14 14:24:23 +08:00
BondTrsAutoSwapScenarioTest.cs
test: 补全 SaveAutoSwapDeal 的测试 seam——修复6个AS_*测试失败
2026-08-12 18:23:51 +08:00
ClearSwapPositionsScenarioTest.cs
refactor(swap-test): 抽取 TestableSwapEodPositionService 公共基类收敛重复 Stub
2026-07-23 11:16:11 +08:00
ClosePercentProductContractTest.cs
test(swap): 新增 ClosePercent 口径A产品契约测试，防止平仓比例被改为占剩余口径
2026-07-27 13:18:32 +08:00
ComposePageScenarioTest.cs
refactor(swap-test): 抽取 TestableSwapEodPositionService 公共基类收敛重复 Stub
2026-07-23 11:16:11 +08:00
ConsumedInterestScenarioTest.cs
refactor(accrual): 抽取BuildSegmentRates共享分段取率+清理needPrice死参数
2026-08-12 18:02:36 +08:00
DealFloatPositionsScenarioTest.cs
refactor(swap-test): 抽取 TestableSwapEodPositionService 公共基类收敛重复 Stub
2026-07-23 11:16:11 +08:00
DealInterestsGoldenReplayTest.cs
refactor(swap-test): 抽取 TestableSwapEodPositionService 公共基类收敛重复 Stub
2026-07-23 11:16:11 +08:00
DealInterestsScenarioTest.cs
refactor(accrual): 抽取BuildSegmentRates共享分段取率+清理needPrice死参数
2026-08-12 18:02:36 +08:00
DividendEodNoDoubleCountTest.cs
test(EQD-7004): DividendEodNoDoubleCountTest 的 EodSvcStub.CalcBondPayment 由线性假公式改为桥接真实 BondPaymentService(reg_date 口径)，使登记日全平/盘中互换端到端测试真正跑生产票息计算
2026-08-14 13:37:52 +08:00
FrontendCalcCharacterizationTest.cs
fix(swap): 修复互换价格变动时盈亏计算错误
2026-08-07 17:44:04 +08:00
GetInterestsUnitTest_T0.cs
fix(swap): 修复预付金腿计息基数计算问题
2026-08-09 22:28:40 +08:00
GetInterestsUnitTest_T1.cs
fix(swap): 修复预付金腿计息基数计算问题
2026-08-09 22:28:40 +08:00
GLMS20260105_0006_RegisterDateDividendTest.cs
fix(EQD-7004): 补全分红登记日口径修复的多次付息累计测试与Trace日志
2026-08-14 10:05:01 +08:00
GLMS20260105GoldenTest.cs
refactor(swap-test): 抽取 TestableSwapEodPositionService 公共基类收敛重复 Stub
2026-07-23 11:16:11 +08:00
GLMS20260105PartialCloseDividendBugTest.cs
fix(swap): 修复预付金腿计息基数计算问题
2026-08-09 22:28:40 +08:00
GLMS20260701DbDiagnoseTest.cs
fix(swap): 修复多次部分平仓 ClosePercent 口径(A占期初→B占剩余)转换缺失
2026-07-17 10:59:18 +08:00
GLMS20260703CloseInterestTest.cs
test(swap): 修正平仓利息复现用例标的代码为 2500002.IB
2026-07-20 18:41:16 +08:00
GLMS20260805ClosePercentDiffDiagnoseTest.cs
test: 修复预存在测试失败-AddClientCashInCashOut no-op override + FR007取价失败兜底
2026-08-12 18:08:47 +08:00
GoldenReplayFramework.cs
test(swap): golden录制/回放基础设施+DealInterests场景
2026-07-02 09:37:18 +08:00
GreeksBumpCalculatorTests.cs
feat(greeks): 新增 risk-factor bump 计算与注册
2026-07-21 15:28:15 +08:00
GreeksRiskFactorTests.cs
feat(greeks): 新增 risk-factor bump 计算与注册
2026-07-21 15:28:15 +08:00
InitUnwindDefaultClosePercentTest.cs
test(swap): 补 e2fb456b InitUnwind 默认 ClosePercent 单元测试
2026-07-17 08:23:50 +08:00
InitUnwindTradingFeeTest.cs
refactor(swap): Phase1 提取UnwindNormalizer+TradingFeeCalc出SwapDealService
2026-08-12 16:26:12 +08:00
MergeComposeScenarioTest.cs
test(swap): 启用MergeCompose场景6/7+SwapFlowEventService录制钩子+RecordingSwapFlowEventService
2026-07-03 09:38:05 +08:00
MergePageEventScenarioTest.cs
test(swap): SwapFlowEventService seam改造+MergePageEventScenarioTest(6场景全绿)
2026-07-03 09:26:13 +08:00
MultiStepConservationTest.cs
test(swap): 多步生命周期守恒测试(数学不变量验证)
2026-07-02 09:20:41 +08:00
MultiUnwindDividendConservationTest.cs
refactor(swap-test): 抽取 TestableSwapEodPositionService 公共基类收敛重复 Stub
2026-07-23 11:16:11 +08:00
PrepaidPrincipalCloseTraceTest.cs
fix(swap): 修复预付本金部分平仓后的剩余本金计算
2026-08-10 13:17:12 +08:00
PrepaidPrincipalClosingChainTraceTest.cs
test(swap): 预付金腿收盘递推链trace——证明ValueDate正确推进到8.4(非公式bug)
2026-08-08 15:46:54 +08:00
RecordingSwapFlowEventService.cs
test(swap): 启用MergeCompose场景6/7+SwapFlowEventService录制钩子+RecordingSwapFlowEventService
2026-07-03 09:38:05 +08:00
RegDateDividendEodE2ETest.cs
test(EQD-7004): 补 reg_date 口径端到端测试——EOD引擎按债权登记日计提，登记日T+1全平/部分平仓经GetPreEodDividendSum正确读取
2026-08-14 13:13:17 +08:00
SwapApproveStatusStuckTest.cs
Revert "fix(swap): 互换审核通过后到期日状态流转为已到期"
2026-07-01 17:07:55 +08:00
SwapCloseConversationCasesRegressionTest.cs
fix(swap): 修复复利重置日部分平仓后本金计算逻辑
2026-08-09 16:06:09 +08:00
SwapDividendGoldenRecordTest.cs
test(swap): 新增互换分红重复计算录制测试+排查SQL(TDD红灯)
2026-06-26 09:13:37 +08:00
SwapEodPositionServiceIntegrationTest.cs
```
2026-02-13 18:12:00 +08:00
SwapEodRealizedPnlCalcTest.cs
test(swap): 补 6676b625 掉期保证金利息方向反向单元测试
2026-07-17 08:40:19 +08:00
SwapFixedLegRealizedPnlTest.cs
refactor(swap-eod): 抽出期末头寸纯函数并放宽可见性
2026-07-21 15:28:13 +08:00
SwapFrontendPnlValidateTest.cs
refactor(swap-deal): 前端盈亏校验抽为 SwapFrontendPnlValidator
2026-07-21 15:28:14 +08:00
SwapIncomeScenarioTest.cs
fix：手动互换不再产生应付预付金支出
2026-08-06 14:44:30 +08:00
SwapInterestScenario1And2Test.cs
test(interest): 补充场景1固定/浮动+场景2+单笔GLMS利息回归测试
2026-08-08 09:31:43 +08:00
SwapInterestScenario3And4FloatingTest.cs
refactor(margin): ConsTrade.InterestMarginModels 4处引用收敛到 MarginModes
2026-08-11 09:57:20 +08:00
SwapPartialUnwindInterestDefaultTest.cs
revert: 撤销单利consumedInterest扣除(双重扣减导致1天利息变0)
2026-07-01 13:38:24 +08:00
SwapPositionComposeScenarioTest.cs
fix(swap): 修复预付金腿计息基数计算问题
2026-08-09 22:28:40 +08:00
SwapReEodDeleteManualCashRecordTest.cs
test: 修复陈旧 golden 与恢复 Step1 Ignore
2026-07-21 15:28:17 +08:00
SwapReportInterestSignNormalizeTest.cs
refactor(swap-eod): 抽出期末头寸纯函数并放宽可见性
2026-07-21 15:28:13 +08:00
SwapSingleTradeVerificationTest.cs
test(interest): 补充场景1固定/浮动+场景2+单笔GLMS利息回归测试
2026-08-08 09:31:43 +08:00
SwapUnwindFloatingLegDiagnosticTdd.cs
refactor(funding-leg): 清理CalcNotional死参数posiLong/posiShort+修正过时InterestMode注释
2026-08-13 08:51:21 +08:00
SwapUnwindPrepayOrigVsRealBugTdd.cs
test(swap): 回归测试对齐 GLMS-20260701-0008 四次部分平仓快照
2026-07-16 11:09:47 +08:00
SwapUnwindPrepayPrincipalBugTdd.cs
cleanup: 删除死代码枚举 mode 3/4/7/8 及相关引用
2026-08-11 13:00:52 +08:00
SwapUnwindSameDayDoublePartialTest.cs
refactor(accrual): 拆分FundingLegAccrual→SimpleInterestAccrual/CompoundInterestAccrual
2026-08-12 13:40:47 +08:00
SwapUnwindScenarioTest.cs
fix(swap): 修复平仓事件中事件日期=平仓日期的处理逻辑
2026-08-07 13:46:24 +08:00
SwapWeightedMarginInterestTest.cs
refactor(swap-eod): 抽出期末头寸纯函数并放宽可见性
2026-07-21 15:28:13 +08:00
TestableSwapDealService.cs
refactor(test): SwapDealSettlementTest拆分为SwapUnwind/SwapIncome+提取共享stub
2026-07-03 18:12:52 +08:00
TestableSwapEodPositionService.cs
test: 补全 SaveAutoSwapDeal 的测试 seam——修复6个AS_*测试失败
2026-08-12 18:23:51 +08:00
TestableSwapFlowEventService.cs
test(swap): SwapFlowEventService seam改造+MergePageEventScenarioTest(6场景全绿)
2026-07-03 09:26:13 +08:00
TestableSwapTradeAutoService.cs
test(swap): MergeRestModeCompose seam调用替换+移植MergeComposeScenarioTest(6/8场景)
2026-07-03 09:20:59 +08:00