zszq-trs/UnitTestProject/Modules/SwapModule/GLMS20260105_0006_RegisterDateDividendTest.cs

using YLErp.Modules.EodModule;

namespace YLErp.Modules.SwapModule
{
    /// <summary>
    /// GLMS-20260105-0006 回归：债券 TRS 登记日当天手动平仓/互换，分红收益应为 36160 而非 0。
    /// 根因双成因：
    ///   A. BondPaymentService.GetBondPayments 用支付日(pay_date_PL/pay_date_act)而非债权登记日(reg_date)判定谁享有票息
    ///      -> 登记日(4/3)当日 EOD 不计提，跨过支付日(4/6)才计提（巧合：4/4-4/5周末，下一交易日恰=支付日，掩盖缺陷）
    ///   B. SwapDealService.GetPreEodDividendSum 用 ValueDate 严格小于 dealDate 读 T-1 EOD 快照
    ///      -> 登记日当天手动平仓读不到当日 EOD，拿到 0
    /// 本文件用手工合成内存数据（不连 96 库），通过 virtual seam 注入，真实跑生产日期逻辑。
    /// </summary>
    [TestClass]
    public class GLMS20260105_0006_RegisterDateDividendTest
    {
        private const string BondCode = "230004.IB";
        private const int TradeId = 6006;
        private const long PositionId = 60061;
        private const decimal Qty = 20_000_000m;
        private const decimal PaymentPer100 = 0.1808m;
        private const decimal ExpectedDividend = 36_160m; // 20,000,000 × 0.1808 / 100

        // 付息日历（截图）：登记日 4/3，支付日 4/6
        private static readonly DateTime RegDate = new(2026, 4, 3);
        private static readonly DateTime PayDate = new(2026, 4, 6);
        private static readonly DateTime PreRegDate = new(2026, 4, 2);

        #region 成因 A：日期口径 seam

        private sealed class TestableBondPaymentService : BondPaymentService
        {
            private readonly List<BondPayment> _data;
            public TestableBondPaymentService(List<BondPayment> data) : base(OptUserInfo.UnitTestUser) { _data = data; }

            protected override IQueryable<BondPayment> QueryBondPayments(string underlyingCode)
                => _data.Where(x => x.underlyingCode == underlyingCode).AsQueryable();
        }

        [TestMethod]
        public void CauseA_登记日当日EOD_应按登记日口径选中付息记录()
        {
            var record = new BondPayment
            {
                underlyingCode = BondCode,
                reg_date = RegDate,          // 债权登记日 4/3（关键：分红归属按此判定）
                payment_date_pl = PayDate,   // 理论付息日 4/6
                payment_date = PayDate,      // 实际付息日 4/6
                payment_interest = PaymentPer100
            };
            var svc = new TestableBondPaymentService(new List<BondPayment> { record });

            // 登记日当日的 EOD 计提区间 (4/2, 4/3]
            var payments = svc.GetBondPayments(BondCode, PreRegDate, RegDate);

            // 修复前：用支付日(pay_date_PL=4/6)过滤 -> 4/6 不在 (4/2,4/3] -> 0 条（漏计分红）
            // 修复后：用债权登记日(reg_date=4/3)过滤 -> 4/3 落在区间 -> 1 条（GLMS-20260105-0006 已修复）
            Assert.AreEqual(1, payments.Count,
                "登记日(4/3)当日 EOD 应按债权登记日(reg_date)选中该笔付息；" +
                "当前按支付日(pay_date_PL=4/6)过滤会漏选->0条，导致分红不计提。");
        }

        #endregion

        #region 成因 B：T-1 快照 seam

        private sealed class TestableSwapDealService : SwapDealService
        {
            private readonly List<eod_swap> _eodSwaps;
            private readonly List<eod_swap_position> _eodPositions;
            public TestableSwapDealService(List<eod_swap> eodSwaps, List<eod_swap_position> eodPositions)
                : base(OptUserInfo.UnitTestUser) { _eodSwaps = eodSwaps; _eodPositions = eodPositions; }

            public decimal ExposeGetPreEodDividendSum(int tradeId, long positionId, DateTime dealDate)
                => GetPreEodDividendSum(tradeId, positionId, dealDate);

            protected override IQueryable<eod_swap> QueryPreEodSwaps(int tradeId)
                => _eodSwaps.Where(x => x.SwapTradeId == tradeId).AsQueryable();

            protected override eod_swap_position QueryPreEodPosition(int tradeId, long positionId, DateTime valueDate)
                => _eodPositions.FirstOrDefault(x => x.SwapTradeId == tradeId && x.PositionId == positionId && x.ValueDate == valueDate);
        }

        [TestMethod]
        public void CauseB_登记日当天手动平仓_应读到当日EOD分红36160()
        {
            // 4/2 EOD：累计分红 0；4/3 EOD（登记日）：累计分红 36160（即登记日应有的状态）
            var eodSwaps = new List<eod_swap>
            {
                new eod_swap { SwapTradeId = TradeId, ValueDate = PreRegDate },
                new eod_swap { SwapTradeId = TradeId, ValueDate = RegDate }
            };
            var eodPositions = new List<eod_swap_position>
            {
                new eod_swap_position { SwapTradeId = TradeId, PositionId = PositionId, ValueDate = PreRegDate, PosiDividendSum = 0m, PosiQuantity = Qty },
                new eod_swap_position { SwapTradeId = TradeId, PositionId = PositionId, ValueDate = RegDate, PosiDividendSum = ExpectedDividend, PosiQuantity = Qty }
            };
            var svc = new TestableSwapDealService(eodSwaps, eodPositions);

            // 登记日(4/3)当天手动平仓
            var dividend = svc.ExposeGetPreEodDividendSum(TradeId, PositionId, RegDate);

            // 修复前：ValueDate 严格小于 dealDate 读 T-1(4/2) -> 0（漏读当日分红）
            // 修复后：ValueDate 小于等于 dealDate 读当日(4/3) -> 36160（GLMS-20260105-0006 已修复）
            Assert.AreEqual(ExpectedDividend, dividend, 0.01m,
                "登记日(4/3)当天手动平仓应读到当日 EOD 累计分红 36,160；" +
                "当前 GetPreEodDividendSum 用 ValueDate < dealDate 读 T-1 快照->0。");
        }

        #endregion
    }
}