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

using YLErp.DBModels;
using YLErp.DBModels.Enums;

namespace YLErp.Modules.SwapModule
{
    /// <summary>
    /// ComposePage 流水合成持仓 - 合成单元测试
    /// ============================================================================
    /// 验证 swap_flow_event（开仓/平仓事件）→ eod_swap_position（持仓）的转换。
    /// ComposePage 是每笔开仓/平仓/互换都要经过的核心逻辑。
    ///
    /// 场景参考 testable 分支 ComposePageScenarioTest，简化为最核心的 3 个：
    ///   ① 空事件直接返回
    ///   ② 单条开仓 → 创建1条持仓，均价=开仓价
    ///   ③ 两条开仓(同标的) → 加权均价
    /// ============================================================================
    [TestClass]
    public class ComposePageScenarioTest
    {
        private const int SwapTradeId = 100;
        private static readonly DateTime TradeDate = new(2026, 4, 27);

        #region Stub

        private sealed class StubEodService : TestableSwapEodPositionService
        {
            // 输出别名（转发到基类捕获属性，保持测试断言不变）
            public List<eod_swap_position> CreatedEodPositions => PersistedPositions;
            public int ClientCashCallCount => ClientCashCalls.Count;

            public StubEodService() : base(nameof(ComposePageScenarioTest))
            {
            }

            // 内存数据
            public Dictionary<int, trade> Trades { get; set; } = new();
            public Dictionary<int, trade_extend> Extends { get; set; } = new();
            public List<swap_position> Positions { get; set; } = new();
            public List<eod_swap_position> EodPositions { get; set; } = new();
            public eod_swap LastEodSwap { get; set; }

            protected override trade FindTrade(int swapTradeId)
                => Trades.TryGetValue(swapTradeId, out var t) ? t : null;

            protected override trade_extend FindTradeExtend(int tradeId)
                => Extends.TryGetValue(tradeId, out var e) ? e : null;

            protected override List<eod_swap_position> FindEodSwapPositions(int swapTradeId, DateTime preSettleDate)
                => EodPositions.Where(x => x.SwapTradeId == swapTradeId && !x.Invalid && x.ValueDate >= preSettleDate).ToList();

            protected override List<swap_position> FindSwapPositions(int swapTradeId)
                => Positions.Where(x => x.SwapTradeId == swapTradeId && !x.Invalid).ToList();

            protected override eod_swap FindEodSwap(int swapTradeId, DateTime valueDate)
                => LastEodSwap?.SwapTradeId == swapTradeId ? LastEodSwap : null;

            protected override swap_event AddSwapEvent(DateTime tradeDate, int swapTradeId, int eventType, string data, int clientCashId, bool save, string reason)
            {
                return new swap_event { id = 1, SwapTradeId = swapTradeId, EventType = eventType, ValueDate = tradeDate, EventData = data };
            }

            protected override void SaveEodSwapRecord(trade td, DateTime settleDate, DateTime preSettleDate)
            {
                // 不做任何事（测试不验证框架合约汇总）
            }

            protected override void ClearSwapPositionsForCompose(trade td, DateTime tradeDate, List<int> eventTypes)
            {
                // 不做任何事（测试无历史事件需清理）
            }

            // override SaveEodPosition：捕获生成的 eod，绕过 UpdateSwapPosition 连库
            protected override decimal SaveEodPosition(eod_swap_position newEodPayPosition,
                trade td, swap_flow_event eventFlow,
                decimal netPrice, decimal grossPrice, decimal netFeePrice, decimal netNoFeePrice,
                decimal payQty, decimal tradingFee, decimal posiNotionalValue,
                decimal dividendIn, decimal tdDividendIn,
                decimal closeQty, decimal closeFee, decimal closeMtmPnl,
                int posiType, bool isNewPosition)
            {
                // 设置关键字段（模拟生产逻辑的输出）
                newEodPayPosition.PosiNetPrice = netPrice;
                newEodPayPosition.PosiGrossPrice = grossPrice;
                newEodPayPosition.PosiQuantity = payQty;
                newEodPayPosition.PosiNotionalValue = posiNotionalValue;
                newEodPayPosition.SwapTradeId = td.id;
                newEodPayPosition.ClientId = td.ClientId;
                PersistEodSwapPosition(newEodPayPosition);
                return 0m; // 开仓费（测试不关心）
            }

            public void ExecuteComposePage(int swapTradeId, List<swap_flow_event> flowEvents, DateTime tradeDate)
            {
                // needTrans=false 跳过事务
                ComposePage(swapTradeId, flowEvents, tradeDate, needTrans: false);
            }
        }

        #endregion

        #region 数据构建

        private static trade CreateTrade()
        {
            return new trade
            {
                id = SwapTradeId, TradeNumber = "UT-COMPOSE-001", ClientId = 999998,
                TradeType = "收益互换", TradeDate = TradeDate, StartDate = TradeDate,
                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 = SwapTradeId }
            };
        }

        private static swap_position CreateFloatPosition(int positionId = 1, int positionType = 1)
        {
            return new swap_position
            {
                id = positionId, SwapTradeId = SwapTradeId,
                PosiDirection = 2, PositionType = positionType,
                UnderlyingCode = "210210.IB", ContractSize = 1m,
                PosiQuantity = 0, PosiNotionalValue = 0,
                PosiNetPrice = 0, PosiGrossPrice = 0,
                IsInitial = true, Invalid = false
            };
        }

        private static swap_flow_event CreateOpenEvent(int positionId, decimal qty, decimal feeAvg, decimal avg, int positionType = 1)
        {
            return new swap_flow_event
            {
                SwapTradeId = SwapTradeId, EventType = (int)SwapFlowEventTypeEnum.开仓,
                PositionId = positionId, Quantity = qty,
                TradingAmountFeeAvg = feeAvg, TradingAmountAvg = avg,
                TradingAmountNetFeeAvg = feeAvg, TradingAmountNetAvg = avg,
                ContractSize = 1m, PositionType = positionType,
                MarkClosePnl = 0, DividendIn = 0, CloseFee = 0, TradingFeePending = 0,
                UnwindDate = TradeDate, EventDate = TradeDate, PayDate = TradeDate,
                DataState = (int)SwapFlowDateStateEnum.等待完成
            };
        }

        private static void AssertDecimalEqual(decimal expected, decimal actual, decimal tolerance, string message = "")
        {
            Assert.IsTrue(Math.Abs(expected - actual) <= tolerance,
                $"{message} Expected: {expected}, Actual: {actual}, Diff: {expected - actual}");
        }

        private static StubEodService CreateService()
        {
            var svc = new StubEodService();
            svc.Trades[SwapTradeId] = CreateTrade();
            svc.Extends[SwapTradeId] = CreateTrade().trade_extend;
            svc.Positions.Add(CreateFloatPosition());
            return svc;
        }

        #endregion

        // ================================================================
        // 场景1：空事件 → 直接返回，不创建任何持仓
        // ================================================================

        [TestMethod]
        public void CP_001_空事件不创建持仓()
        {
            var service = CreateService();
            service.ExecuteComposePage(SwapTradeId, new List<swap_flow_event>(), TradeDate);
            Assert.AreEqual(0, service.CreatedEodPositions.Count, "无事件不应创建持仓");
        }

        // ================================================================
        // 场景2：单条开仓 → 创建1条持仓，均价=开仓价
        // ================================================================

        [TestMethod]
        public void CP_002_单条开仓创建一条持仓()
        {
            var service = CreateService();
            var events = new List<swap_flow_event>
            {
                CreateOpenEvent(positionId: 1, qty: 1000, feeAvg: 1.0050m, avg: 1.0020m)
            };

            service.ExecuteComposePage(SwapTradeId, events, TradeDate);

            Assert.AreEqual(1, service.CreatedEodPositions.Count, "应创建1条持仓");
            var pos = service.CreatedEodPositions[0];
            Assert.AreEqual(1000m, pos.PosiQuantity, "持仓数量=1000");
            AssertDecimalEqual(1.0050m, pos.PosiNetPrice, 0.0001m, "含费均价");
            AssertDecimalEqual(1.0020m, pos.PosiGrossPrice, 0.0001m, "不含费均价");
            Assert.AreEqual((int)SwapFlowDateStateEnum.完成, events[0].DataState, "事件应标记完成");
        }

        // ================================================================
        // 场景3：两条开仓(同标的) → 加权均价
        // ================================================================

        [TestMethod]
        public void CP_003_两条开仓加权均价()
        {
            var service = CreateService();
            var events = new List<swap_flow_event>
            {
                CreateOpenEvent(positionId: 1, qty: 600, feeAvg: 1.0040m, avg: 1.0010m),
                CreateOpenEvent(positionId: 1, qty: 400, feeAvg: 1.0060m, avg: 1.0030m)
            };

            service.ExecuteComposePage(SwapTradeId, events, TradeDate);

            Assert.AreEqual(1, service.CreatedEodPositions.Count);
            var pos = service.CreatedEodPositions[0];

            // 加权均价: netPrice = (1.0040*600 + 1.0060*400) / 1000 = 1.0048
            AssertDecimalEqual(1.0048m, pos.PosiNetPrice, 0.0001m, "加权含费均价");
            // grossPrice = (1.0010*600 + 1.0030*400) / 1000 = 1.0018
            AssertDecimalEqual(1.0018m, pos.PosiGrossPrice, 0.0001m, "加权不含费均价");
        }

        // ================================================================
        // 场景4：一条开仓+一条平仓 → 验证平仓扣减数量
        // ================================================================

        [TestMethod]
        public void CP_004_开仓后平仓扣减数量()
        {
            var service = CreateService();
            var events = new List<swap_flow_event>
            {
                CreateOpenEvent(positionId: 1, qty: 1000, feeAvg: 1.0050m, avg: 1.0020m),
                new swap_flow_event
                {
                    SwapTradeId = SwapTradeId, EventType = (int)SwapFlowEventTypeEnum.平仓,
                    PositionId = 1, Quantity = 400,
                    TradingAmountFeeAvg = 1.0050m, TradingAmountAvg = 1.0020m,
                    ContractSize = 1m, PositionType = 1,
                    MarkClosePnl = 100m, DividendIn = 0, CloseFee = 5m, TradingFeePending = 0,
                    UnwindDate = TradeDate, EventDate = TradeDate, PayDate = TradeDate,
                    DataState = (int)SwapFlowDateStateEnum.等待完成
                }
            };

            service.ExecuteComposePage(SwapTradeId, events, TradeDate);

            Assert.AreEqual(1, service.CreatedEodPositions.Count);
            var pos = service.CreatedEodPositions[0];
            // 开仓1000 - 平仓400 = 剩余600
            Assert.AreEqual(600m, pos.PosiQuantity, "开仓1000-平仓400=剩余600");
            Assert.IsTrue(service.ClientCashCallCount > 0, "平仓应产生资金记录");
        }
    }
}