zszq-trs/UnitTestProject/Modules/TradeModule/TradeServiceBaseCloseNotionalCalcTest.cs

using Newtonsoft.Json;
using YLErp.DBModels;
using YLErp.Modules.TradeModule;

namespace YLErp.Modules.TradeModule
{
    /// <summary>
    /// TradeServiceBase.CalcSwapCloseNotionalFromEventData / CalcOptionCloseNotional 的回归测试。
    /// ---------------------------------------------------------------
    /// 守卫锦麟王提交 23108016 "BugFix 互换本次名义本金取错"。
    ///
    /// 旧 bug：BuildTriggerContext 了结场景统一用 trade_cash.UnwindPercentRate × 期初名义本金
    /// 算本次名义本金，但收益互换的 trade_cash.UnwindPercentRate 口径与期权不同，
    /// 导致互换审批触发条件用错本金，可能绕过/误触发审批阈值。
    ///
    /// 修复：互换分支从 swap_event.EventData 反序列化取 CloseNotionalValue 绝对值；
    ///      期权分支保留旧逻辑（期初名义本金 × UnwindPercentRate 绝对值）。
    ///
    /// 抽出两个静态纯函数以支持无库单测，重点验证容错（null/空/非法 JSON）不会抛异常
    /// 而是返回 0，避免静默吞异常导致名义本金为 0 进而绕过审批阈值。
    /// </summary>
    [TestClass]
    public class TradeServiceBaseCloseNotionalCalcTest
    {
        // ================================================================
        // 一、CalcSwapCloseNotionalFromEventData 容错与绝对值语义
        // ================================================================

        [TestMethod]
        public void 互换_EventData为null_返回0_不抛异常()
        {
            var result = TradeServiceBase.CalcSwapCloseNotionalFromEventData(null);
            Assert.AreEqual(0d, result, 0.0001, "null EventData 应容错返回 0");
        }

        [TestMethod]
        public void 互换_EventData为空字符串_返回0_不抛异常()
        {
            var result = TradeServiceBase.CalcSwapCloseNotionalFromEventData("");
            Assert.AreEqual(0d, result, 0.0001, "空字符串 EventData 应容错返回 0");
        }

        [TestMethod]
        public void 互换_EventData为非法JSON_返回0_不抛异常()
        {
            // 旧实现 catch{} 静默吞异常，抽函数后必须保持此容错契约
            var result = TradeServiceBase.CalcSwapCloseNotionalFromEventData("not-a-json");
            Assert.AreEqual(0d, result, 0.0001, "非法 JSON 应被 catch 返回 0，不能抛异常");
        }

        [TestMethod]
        public void 互换_EventData为合法JSON_正数CloseNotionalValue_原值返回()
        {
            var eventData = JsonConvert.SerializeObject(new UnwindData { CloseNotionalValue = 500_000m });
            var result = TradeServiceBase.CalcSwapCloseNotionalFromEventData(eventData);
            Assert.AreEqual(500_000d, result, 0.01, "正数 CloseNotionalValue 应原值返回");
        }

        [TestMethod]
        public void 互换_EventData为合法JSON_负数CloseNotionalValue_取绝对值()
        {
            // 修复的核心契约：Math.Abs 取绝对值，防止方向反向导致名义本金变负
            var eventData = JsonConvert.SerializeObject(new UnwindData { CloseNotionalValue = -500_000m });
            var result = TradeServiceBase.CalcSwapCloseNotionalFromEventData(eventData);
            Assert.AreEqual(500_000d, result, 0.01, "负数 CloseNotionalValue 应取绝对值返回 500000");
        }

        [TestMethod]
        public void 互换_EventData为合法JSON_CloseNotionalValue为零_返回0()
        {
            var eventData = JsonConvert.SerializeObject(new UnwindData { CloseNotionalValue = 0m });
            var result = TradeServiceBase.CalcSwapCloseNotionalFromEventData(eventData);
            Assert.AreEqual(0d, result, 0.0001, "CloseNotionalValue=0 应返回 0");
        }

        // ================================================================
        // 二、CalcOptionCloseNotional 容错与绝对值语义
        // ================================================================

        [TestMethod]
        public void 期权_两者都为null_返回0()
        {
            var result = TradeServiceBase.CalcOptionCloseNotional(null, null);
            Assert.AreEqual(0d, result, 0.0001, "两者 null 应返回 0");
        }

        [TestMethod]
        public void 期权_期初名义本金为null_返回0()
        {
            var result = TradeServiceBase.CalcOptionCloseNotional(null, 0.5d);
            Assert.AreEqual(0d, result, 0.0001, "originalStockEqvNotional=null 应返回 0");
        }

        [TestMethod]
        public void 期权_平仓比例为null_返回0()
        {
            var result = TradeServiceBase.CalcOptionCloseNotional(1_000_000d, null);
            Assert.AreEqual(0d, result, 0.0001, "unwindPercentRate=null 应返回 0");
        }

        [TestMethod]
        public void 期权_两者都有值_正数相乘_返回乘积()
        {
            // 1,000,000 × 0.3 = 300,000
            var result = TradeServiceBase.CalcOptionCloseNotional(1_000_000d, 0.3d);
            Assert.AreEqual(300_000d, result, 0.01, "1M × 0.3 = 300K");
        }

        [TestMethod]
        public void 期权_期初名义本金为负数_取绝对值后相乘()
        {
            // 异常但容错：-1,000,000 × 0.3 → Abs → 300,000
            var result = TradeServiceBase.CalcOptionCloseNotional(-1_000_000d, 0.3d);
            Assert.AreEqual(300_000d, result, 0.01, "期初名义本金为负数应取绝对值后相乘");
        }

        [TestMethod]
        public void 期权_平仓比例为负数_取绝对值后相乘()
        {
            // 异常但容错：1,000,000 × -0.3 → Abs → 300,000
            var result = TradeServiceBase.CalcOptionCloseNotional(1_000_000d, -0.3d);
            Assert.AreEqual(300_000d, result, 0.01, "平仓比例为负数应取绝对值后相乘");
        }

        [TestMethod]
        public void 期权_两者都为负数_取绝对值后相乘()
        {
            // -1,000,000 × -0.3 = 300,000（先乘后取 Abs，结果一致）
            var result = TradeServiceBase.CalcOptionCloseNotional(-1_000_000d, -0.3d);
            Assert.AreEqual(300_000d, result, 0.01, "两者都为负数应取绝对值后相乘");
        }
    }
}