hjhan
129e4bed0d
借鉴 origin/glms/feature/refactor-swap-event-testable 的 SwapUnwindScenarioTest 场景4/5, 补全当前分支缺失的平仓审批流程覆盖。 SwapDealService 新增3个 protected virtual seam: - FindSwapEvent(查待审核事件) - FindFlowEventsByEventId(查事件关联流水) - CloseReCheckSetTrade(前置校验包装) ApproveSwapTrade/ApplySwapTrade 重构为调seam,生产行为不变。 SwapDealSettlementTest 新增2个测试(SD_005/006,共6个): - SD_005 ApproveSwapTrade 全平仓审核: 反序列化swap_event.EventData→资金流水→TradeStatus - SD_006 ApplySwapTrade 提交审核: CloseReCheck前置校验+SwapRealizedPnL=SwapCloseAmount 融合策略: 保留当前分支SwapIncome资金流水断言独特价值(SD_001/002), 借鉴testable分支审批流程覆盖(SD_005/006),不二选一。 SwapModule 157测试全绿,无回归。
360 lines
21 KiB
C#
360 lines
21 KiB
C#
using Newtonsoft.Json;
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using YLErp.DBModels;
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using YLErp.DBModels.Enums;
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namespace YLErp.Modules.SwapModule
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{
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/// <summary>
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/// SwapDealService 手动结算（SwapIncome/SwapUnwind）内存单元测试
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/// ============================================================================
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/// 背景：SwapIncome/SwapUnwind 是写客户资金流水（ClientCashInCashOut）的核心入口，
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/// 此前零单元测试（仅 DBRecording，CI 不跑）。本测试通过 7 个 virtual seam
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/// 把 DB/事务/外部服务打桩，在纯内存下验证控制流、资金流水金额、持仓状态变更。
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///
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/// 命名规范说明（见《互换价格字段命名规范决策文档》）：
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/// 本测试引用现状字段（如 PosiGrossPrice/PosiNetPrice）时加对照注释，
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/// 标明其真实含义与规范名，让测试可读、可作规范示范。
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/// - PosiGrossPrice 现状名，实为"期初全价不含费"，规范名 EntryDirtyPrice
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/// - PosiNetPrice 现状名，实为"期初全价含费"（非净价！），规范名 EntryDirtyFeePrice
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/// ============================================================================
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[TestClass]
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public class SwapDealSettlementTest
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{
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private const int SwapTradeId = 7700;
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private static readonly DateTime ValueDate = new(2026, 6, 15);
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private static readonly DateTime UnwindDate = new(2026, 6, 16);
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#region Stub
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/// <summary>
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/// 继承 SwapDealService，override 7 个 seam，把 DB/事务/外部服务替换为内存收集器。
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/// 生产路径零改动（seam 生产实现 = 原逻辑），测试可纯内存运行。
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/// </summary>
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private sealed class StubDealService : SwapDealService
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{
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private readonly trade _trade;
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private readonly Dictionary<int, swap_event> _swapEvents;
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private readonly Dictionary<long, List<swap_flow_event>> _flowEventsByEventId;
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public List<(double amount, string action, DateTime date)> ClientCashCalls = new();
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public List<(UnwindData data, int eventType, int clientCashId)> SaveSwapDealCalls = new();
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public int SaveAllChangesCount;
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public int CloseReCheckCallCount;
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public StubDealService(trade td,
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Dictionary<int, swap_event> swapEvents = null,
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Dictionary<long, List<swap_flow_event>> flowEventsByEventId = null)
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: base(new OptUserInfo(0, nameof(SwapDealSettlementTest), OptUserFrom.UnitTest))
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{
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_trade = td;
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_swapEvents = swapEvents ?? new Dictionary<int, swap_event>();
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_flowEventsByEventId = flowEventsByEventId ?? new Dictionary<long, List<swap_flow_event>>();
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}
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protected override trade FindTrade(int tradeId) => tradeId == _trade.id ? _trade : null;
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protected override int AddClientCash(trade td, double amount, string action, DateTime valueDate)
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{
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ClientCashCalls.Add((amount, action, valueDate));
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return ClientCashCalls.Count; // 返回自增 id
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}
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// 整体 override SaveSwapDeal：收集入参，规避内部 new SwapEventService 连库
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protected override long SaveSwapDeal(UnwindData unwindData, int eventType, int clientCashId, string eventResason = "", bool approve = false)
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{
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SaveSwapDealCalls.Add((unwindData, eventType, clientCashId));
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return SaveSwapDealCalls.Count; // 返回自增 eventId
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}
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// ApproveSwapTrade 查待审核事件：从内存字典取（key=eventType）
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protected override swap_event FindSwapEvent(int tradeId, int eventType)
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{
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return _swapEvents.TryGetValue(eventType, out var evt) ? evt : null;
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}
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// ApproveSwapTrade 查事件关联流水：从内存字典取
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protected override List<swap_flow_event> FindFlowEventsByEventId(long eventId)
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{
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return _flowEventsByEventId.TryGetValue(eventId, out var list) ? list : new List<swap_flow_event>();
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}
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// ApplySwapTrade 的前置校验：计数，不实际执行
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protected override void CloseReCheckSetTrade(int swapTradeId, bool isSwap, bool needCheck)
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{
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CloseReCheckCallCount++;
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}
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protected override void SaveAllChanges() { SaveAllChangesCount++; }
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protected override void ExecuteInTransaction(Action action) => action(); // 不包事务，直接执行
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protected override void CallSaveSwapTradeClientCash(trade td, DateTime valueDate) { } // 空操作
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protected override void TriggerRealtimeSwapPosition() { } // 空操作
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}
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#endregion
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#region 数据构建
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private static trade CreateTrade()
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{
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return new trade
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{
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id = SwapTradeId, TradeNumber = "UT-SD-001", ClientId = 888888,
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TradeType = "收益互换", StartDate = new DateTime(2026, 1, 5),
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ExerciseDate = new DateTime(2026, 6, 14), // 已到期边界（SwapIncome 判断用）
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TradeStatus = "确认成交", ValidState = "Valid",
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Notional = 1000000, StockEqvNotional = 1000000, TradeAmount = 10000
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};
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}
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/// <summary>构造结息/平仓的 UnwindData（金额由前端算好传入，后端直接用）</summary>
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private static UnwindData CreateUnwindData(decimal swapRealizedPnL, decimal swapMarginRebatePnl = 0m,
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decimal swapMarginAmount = 0m, int closeMethod = 0, decimal closePercent = 0m,
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decimal closeQty = 0m, decimal closeNotionalValue = 0m, decimal positionQty = 0m)
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{
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return new UnwindData
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{
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SwapTradeId = SwapTradeId,
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SwapRealizedPnL = swapRealizedPnL,
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SwapMarginRebatePnl = swapMarginRebatePnl,
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SwapMarginAmount = swapMarginAmount,
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SwapCloseAmount = swapRealizedPnL,
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CloseMethod = closeMethod,
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ClosePercent = closePercent,
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CloseQty = closeQty,
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CloseNotionalValue = closeNotionalValue,
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PositionQty = positionQty,
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ValueDate = ValueDate,
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UnwindDate = UnwindDate,
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StartDate = new DateTime(2026, 1, 5)
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};
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}
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#endregion
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// ================================================================
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// SD_001：SwapIncome 正常结息 —— 验证资金流水金额正确
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// ================================================================
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/// <summary>
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/// [SD_001] SwapIncome 正常结息：SwapRealizedPnL=1000 → 客户资金流水金额=-1000
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/// ------------------------------------------------------------
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/// 后端 SwapDealService.cs:1553 直接用前端传入的 SwapRealizedPnL 记账：
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/// AddClientCash(td, -SwapRealizedPnL, 系统操作_互换, ValueDate)
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/// 本测试锁定：资金流水金额 = -SwapRealizedPnL，事件类型 = 互换(3)。
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/// </summary>
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[TestMethod]
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public void SD_001_SwapIncome_正常结息_资金流水金额正确()
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{
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var td = CreateTrade();
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td.ExerciseDate = new DateTime(2026, 12, 31); // 未到期，不走"已到期"分支
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var service = new StubDealService(td);
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var unwindData = CreateUnwindData(swapRealizedPnL: 1000m);
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service.SwapIncome(unwindData);
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Assert.AreEqual(1, service.ClientCashCalls.Count, "应生成1条资金流水（互换）");
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Assert.AreEqual(-1000.0, service.ClientCashCalls[0].amount, 0.001, "资金流水金额 = -SwapRealizedPnL");
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Assert.AreEqual(ClientCashInCashOut.系统操作_互换, service.ClientCashCalls[0].action, "操作类型=系统操作_互换");
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Assert.AreEqual(1, service.SaveSwapDealCalls.Count, "应调用 SaveSwapDeal 1次");
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Assert.AreEqual((int)SwapEventTypeEnum.互换, service.SaveSwapDealCalls[0].eventType, "事件类型=互换(3)");
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Console.WriteLine($"SD_001 通过：资金流水金额={service.ClientCashCalls[0].amount}，事件类型=互换 ✅");
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}
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// ================================================================
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// SD_002：SwapIncome 含预付金返息 —— 两条资金流水
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// ================================================================
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/// <summary>
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/// [SD_002] SwapIncome 含预付金返息：SwapRealizedPnL=1000, SwapMarginRebatePnl=200
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/// → 生成2条资金流水（互换 + 预付金返息），金额分别为 -1000、-200
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/// 后端 SwapDealService.cs:1556 条件：SwapMarginRebatePnl != 0 时追加预付金返息流水。
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/// </summary>
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[TestMethod]
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public void SD_002_SwapIncome_含预付金返息_两条资金流水()
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{
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var td = CreateTrade();
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td.ExerciseDate = new DateTime(2026, 12, 31);
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var service = new StubDealService(td);
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var unwindData = CreateUnwindData(swapRealizedPnL: 1000m, swapMarginRebatePnl: 200m);
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service.SwapIncome(unwindData);
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Assert.AreEqual(2, service.ClientCashCalls.Count, "应生成2条资金流水（互换+预付金返息）");
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Assert.AreEqual(-1000.0, service.ClientCashCalls[0].amount, 0.001, "第1条=互换金额 -SwapRealizedPnL");
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Assert.AreEqual(ClientCashInCashOut.系统操作_互换, service.ClientCashCalls[0].action);
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Assert.AreEqual(-200.0, service.ClientCashCalls[1].amount, 0.001, "第2条=预付金返息 -SwapMarginRebatePnl");
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Assert.AreEqual(ClientCashInCashOut.系统操作_预付金返息, service.ClientCashCalls[1].action);
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Console.WriteLine($"SD_002 通过：2条资金流水，互换={service.ClientCashCalls[0].amount}，预付金返息={service.ClientCashCalls[1].amount} ✅");
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}
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// ================================================================
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// SD_003：SwapUnwind 全平仓 —— 持仓归零、资金流水、状态变更
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// ================================================================
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/// <summary>
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/// [SD_003] SwapUnwind 全平仓：ClosePercent=1 → TradeStatus=已平仓、持仓扣减、资金流水正确
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/// 后端 SwapDealService.cs SwapUnwind：全平时 TradeStatus=已平仓，StockEqvNotional/TradeAmount 扣减。
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/// </summary>
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[TestMethod]
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public void SD_003_SwapUnwind_正常平仓_资金流水与持仓状态正确()
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{
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var td = CreateTrade();
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var service = new StubDealService(td);
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// 全平：ClosePercent=1, CloseQty=10000, CloseNotionalValue=1000000
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var unwindData = CreateUnwindData(
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swapRealizedPnL: 5000m, swapMarginAmount: 0m,
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closeMethod: (int)CloseMethodEnum.全部平仓, closePercent: 1m,
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closeQty: 10000m, closeNotionalValue: 1000000m, positionQty: 10000m);
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service.SwapUnwind(unwindData);
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// 资金流水：平仓费 = -SwapRealizedPnL
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Assert.AreEqual(1, service.ClientCashCalls.Count, "全平无预付金时应1条资金流水");
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Assert.AreEqual(-5000.0, service.ClientCashCalls[0].amount, 0.001, "资金流水=-SwapRealizedPnL");
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Assert.AreEqual(ClientCashInCashOut.系统操作_平仓费, service.ClientCashCalls[0].action);
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// 持仓状态
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Assert.AreEqual("已平仓", td.TradeStatus, "全平仓 TradeStatus=已平仓");
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// 全平仓走"已平仓"分支，不设 HasPartialUnWind（仅部分平仓才设=1）
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Assert.AreNotEqual(1, td.HasPartialUnWind, "全平仓不应设 HasPartialUnWind（仅部分平仓设=1）");
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// 持仓扣减：原 StockEqvNotional=1000000 - CloseNotionalValue=1000000 = 0
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Assert.AreEqual(0.0, td.StockEqvNotional, 0.001, "StockEqvNotional 扣减后=0");
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Assert.AreEqual(0.0, td.TradeAmount, 0.001, "TradeAmount 扣减后=0");
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// 事件类型
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Assert.AreEqual((int)SwapEventTypeEnum.平仓, service.SaveSwapDealCalls[0].eventType, "事件类型=平仓(2)");
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Console.WriteLine($"SD_003 通过：TradeStatus={td.TradeStatus}，StockEqvNotional={td.StockEqvNotional} ✅");
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}
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// ================================================================
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// SD_004：DealFloatPosition 含费价重算正确（后端唯二真做计算的地方）
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// ================================================================
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/// <summary>
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/// [SD_004] DealFloatPosition 含费价重算（SwapDealService.cs:1713-1725）
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/// ------------------------------------------------------------
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/// 平仓事件重算三个字段（规范语义，见命名文档）：
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/// TradingAmountFeeAvg（ExitDirtyFeePrice）= TradingAmountAvg(ExitDirtyPrice) + TradingFeePending/CloseQty × shortRatio
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/// TradingAmountNetFeeAvg（ExitCleanFeePrice）= TradingAmountNetAvg(ExitCleanPrice) + TradingFeePending/CloseQty × shortRatio
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/// TradingAmount = TradingAmountAvg × CloseQty
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/// 这是后端少数真正做计算（而非透传前端值）的地方，需锁住。
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///
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/// 手算：ExitDirtyPrice=1.02, TradingFeePending=50, CloseQty=1000, Long(多头,shortRatio=-1)
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/// ExitDirtyFeePrice = 1.02 + 50/1000 × (-1) = 1.02 - 0.05 = 0.97
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/// ExitCleanFeePrice = 1.00 + 50/1000 × (-1) = 1.00 - 0.05 = 0.95
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/// TradingAmount = 1.02 × 1000 = 1020
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/// </summary>
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[TestMethod]
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public void SD_004_DealFloatPosition_含费价重算正确()
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{
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var td = CreateTrade();
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var service = new StubDealService(td);
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// 构造平仓事件（PositionType>0 触发重算）
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var closeEvent = new swap_flow_event
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{
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EventType = (int)SwapEventTypeEnum.平仓,
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PositionType = (int)PositionTypeFlag.Long, // 多头，shortRatio=-1
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// TradingAmountAvg 现状名，实为"期末全价不含费"，规范名 ExitDirtyPrice
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TradingAmountAvg = 1.02m,
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// TradingAmountNetAvg 现状名，实为"期末净价不含费"，规范名 ExitCleanPrice
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TradingAmountNetAvg = 1.00m,
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TradingFeePending = 50m,
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};
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var unwindData = CreateUnwindData(swapRealizedPnL: 0m, closeQty: 1000m);
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unwindData.FlowEvents.Add(closeEvent);
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service.SwapUnwind(unwindData);
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// ExitDirtyFeePrice（TradingAmountFeeAvg）= 1.02 + 50/1000×(-1) = 0.97
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Assert.AreEqual(0.97m, closeEvent.TradingAmountFeeAvg, 0.0001m,
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$"TradingAmountFeeAvg(ExitDirtyFeePrice) 应=ExitDirtyPrice(1.02)+Fee/CloseQty×(-1)=0.97，实际={closeEvent.TradingAmountFeeAvg}");
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// ExitCleanFeePrice（TradingAmountNetFeeAvg）= 1.00 + 50/1000×(-1) = 0.95
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Assert.AreEqual(0.95m, closeEvent.TradingAmountNetFeeAvg ?? 0m, 0.0001m,
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$"TradingAmountNetFeeAvg(ExitCleanFeePrice) 应=ExitCleanPrice(1.00)+Fee/CloseQty×(-1)=0.95，实际={closeEvent.TradingAmountNetFeeAvg}");
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// TradingAmount = ExitDirtyPrice × CloseQty = 1.02 × 1000 = 1020
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Assert.AreEqual(1020m, closeEvent.TradingAmount, 0.0001m,
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$"TradingAmount 应=ExitDirtyPrice(1.02)×CloseQty(1000)=1020，实际={closeEvent.TradingAmount}");
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Console.WriteLine($"SD_004 通过：ExitDirtyFeePrice={closeEvent.TradingAmountFeeAvg}，ExitCleanFeePrice={closeEvent.TradingAmountNetFeeAvg}，TradingAmount={closeEvent.TradingAmount} ✅");
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}
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// ================================================================
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// SD_005：ApproveSwapTrade 审核通过 —— 反序列化事件、资金流水、持仓状态
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// ================================================================
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/// <summary>
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/// [SD_005] ApproveSwapTrade 审核通过全部平仓
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/// ------------------------------------------------------------
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/// 后端 SwapDealService.ApproveSwapTrade：从 swap_event.EventData 反序列化 UnwindData，
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/// 据此生成资金流水 + 更新持仓状态。
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/// 借鉴 testable 分支 SwapUnwindScenarioTest.Scenario4，验证：
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/// - SwapRealizedPnL 从事件反序列化正确（EventData JSON）
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/// - 资金流水金额 = -SwapRealizedPnL
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/// - 全平仓 → TradeStatus=已平仓
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/// </summary>
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[TestMethod]
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public void SD_005_ApproveSwapTrade_全平仓审核_反序列化事件并记账()
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{
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var td = CreateTrade();
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// 构造待审核事件：EventData 里序列化了 UnwindData（含 SwapRealizedPnL=8000）
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var unwindData = CreateUnwindData(swapRealizedPnL: 8000m,
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closeMethod: (int)CloseMethodEnum.全部平仓, closePercent: 1m,
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closeQty: 10000m, closeNotionalValue: 1000000m);
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var swapEvent = new swap_event
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{
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id = 1, SwapTradeId = SwapTradeId,
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EventType = (int)SwapEventTypeEnum.平仓, Invalid = false,
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EventData = JsonConvert.SerializeObject(unwindData)
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};
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var flowEvents = new Dictionary<long, List<swap_flow_event>>
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{
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[1] = new List<swap_flow_event> { new swap_flow_event { id = 1, EventId = 1, PositionId = 1 } }
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};
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var service = new StubDealService(td,
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swapEvents: new Dictionary<int, swap_event> { [(int)SwapEventTypeEnum.平仓] = swapEvent },
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flowEventsByEventId: flowEvents);
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service.ApproveSwapTrade(td, (int)SwapEventTypeEnum.平仓);
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// 资金流水：从反序列化的 SwapRealizedPnL(8000) 记账 → -8000
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Assert.AreEqual(1, service.ClientCashCalls.Count, "全平仓无预付金时应1条资金流水");
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Assert.AreEqual(-8000.0, service.ClientCashCalls[0].amount, 0.001, "资金流水=-反序列化的SwapRealizedPnL");
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// 持仓状态
|
||
Assert.AreEqual("已平仓", td.TradeStatus, "审核全平仓 TradeStatus=已平仓");
|
||
Console.WriteLine($"SD_005 通过：审核反序列化 SwapRealizedPnL=8000，资金流水={service.ClientCashCalls[0].amount}，TradeStatus={td.TradeStatus} ✅");
|
||
}
|
||
|
||
// ================================================================
|
||
// SD_006：ApplySwapTrade 提交审核 —— 前置校验 + 保存事件
|
||
// ================================================================
|
||
|
||
/// <summary>
|
||
/// [SD_006] ApplySwapTrade 提交审核
|
||
/// ------------------------------------------------------------
|
||
/// 后端 SwapDealService.ApplySwapTrade：调 CloseReCheckSetTrade 前置校验 + SaveSwapDeal(approve=true)。
|
||
/// 借鉴 testable 分支 SwapUnwindScenarioTest.Scenario5，验证：
|
||
/// - CloseReCheckSetTrade 被调用1次
|
||
/// - SaveSwapDeal 以 approve=true 调用（事件类型正确）
|
||
/// - SwapRealizedPnL = SwapCloseAmount（ApplySwapTrade 内部赋值）
|
||
/// </summary>
|
||
[TestMethod]
|
||
public void SD_006_ApplySwapTrade_提交审核_前置校验与保存事件()
|
||
{
|
||
var td = CreateTrade();
|
||
var service = new StubDealService(td);
|
||
// 前端提交时 SwapCloseAmount=6000（前端算好的总额），SwapRealizedPnL 初始可能为0
|
||
var unwindData = CreateUnwindData(swapRealizedPnL: 0m);
|
||
unwindData.SwapCloseAmount = 6000m; // 模拟前端传入的平仓总额
|
||
|
||
service.ApplySwapTrade(unwindData, (int)SwapEventTypeEnum.平仓);
|
||
|
||
// 前置校验被调用
|
||
Assert.AreEqual(1, service.CloseReCheckCallCount, "应调用 CloseReCheckSetTrade 1次");
|
||
// SaveSwapDeal 以 approve=true 调用
|
||
Assert.AreEqual(1, service.SaveSwapDealCalls.Count, "应调用 SaveSwapDeal 1次");
|
||
Assert.AreEqual((int)SwapEventTypeEnum.平仓, service.SaveSwapDealCalls[0].eventType, "事件类型=平仓");
|
||
// SwapRealizedPnL 应被赋值为 SwapCloseAmount（ApplySwapTrade 内部 cs:1631）
|
||
Assert.AreEqual(6000m, service.SaveSwapDealCalls[0].data.SwapRealizedPnL, 0.001m,
|
||
"SwapRealizedPnL 应=SwapCloseAmount(6000)");
|
||
Console.WriteLine($"SD_006 通过：CloseReCheck 调用{service.CloseReCheckCallCount}次，SwapRealizedPnL={service.SaveSwapDealCalls[0].data.SwapRealizedPnL} ✅");
|
||
}
|
||
}
|
||
}
|