zszq-trs/UnitTestProject/Modules/SwapModule/GLMS20260105GoldenTest.cs

using Newtonsoft.Json;
using Newtonsoft.Json.Linq;
using YLErp.DBModels;
using YLErp.DBModels.Enums;

namespace YLErp.Modules.SwapModule
{
    /// <summary>
    /// GLMS-20260105-0007 分红精度差异 - golden 录制/回放测试
    /// ============================================================================
    /// 用真实测试库数据录制 → golden JSON → 回放复现 0.36 差异
    ///
    /// 问题：原有待实现分红-90400，互换支付-400后应为-90000，实际-89999.64
    /// 根因：UpdateEodPosition cs:1635 从头重算 PosiDividendSum，
    ///       与 CopyEodPosition 逐天递增的舍入累积不一致
    /// ============================================================================
    [TestClass]
    public class GLMS20260105GoldenTest
    {
        private const string TradeNumber = "GLMS-20260105-0007";
        private static readonly string GoldenDir = Path.Combine(
            AppDomain.CurrentDomain.BaseDirectory, "Resources", "GoldenFiles", "GLMS20260105");

        #region 录制：从真实库读取数据，序列化为 golden

        /// <summary>
        /// 从真实测试库录制 GLMS-20260105-0007 的完整数据快照。
        /// 标 [Ignore]，手动跑一次生成 golden JSON。
        /// </summary>
        [TestMethod]
        [Ignore]
        [TestCategory("GoldenRecord")]
        public void Record_FromRealDB()
        {
            YLContext db;
            try { db = DbContextFactory.GetYLDbContext(); }
            catch (Exception ex) { Assert.Inconclusive($"无法连接测试库：{ex.Message}"); return; }

            try
            {
                Directory.CreateDirectory(GoldenDir);

                var td = db.trade.FirstOrDefault(t => t.TradeNumber == TradeNumber);
                Assert.IsNotNull(td, $"交易 {TradeNumber} 不存在");

                var floatEods = db.eod_swap_position
                    .Where(x => x.SwapTradeId == td.id && x.PosiDirection > 0 && !x.Invalid)
                    .OrderBy(x => x.ValueDate).ToList();

                var flows = db.swap_flow_event
                    .Where(x => x.SwapTradeId == td.id && x.DataState == (int)SwapFlowDateStateEnum.完成)
                    .OrderBy(x => x.EventDate).ThenBy(x => x.id).ToList();

                var positions = db.swap_position
                    .Where(x => x.SwapTradeId == td.id && !x.Invalid).ToList();

                var swapDate = flows.First(f => f.EventType == (int)SwapFlowEventTypeEnum.互换).EventDate;
                var keyDates = new[] { swapDate.AddDays(-1), swapDate, swapDate.AddDays(1) };
                var keyFloatEods = floatEods.Where(x => keyDates.Contains(x.ValueDate)).ToList();

                var golden = new JObject
                {
                    ["TradeNumber"] = TradeNumber,
                    ["TradeId"] = td.id,
                    ["SwapDate"] = swapDate.ToString("yyyy-MM-dd"),
                    ["Description"] = "分红精度差异：互换前-90400，互换后应为-90000，实际-89999.64"
                };

                // 关键3天的浮动腿eod（含精确字段值）
                var keyArray = new JArray();
                foreach (var e in keyFloatEods)
                {
                    keyArray.Add(new JObject
                    {
                        ["ValueDate"] = e.ValueDate.ToString("yyyy-MM-dd"),
                        ["PositionId"] = e.PositionId,
                        ["PosiDividendSum"] = e.PosiDividendSum,
                        ["TdPosiDividend"] = e.TdPosiDividend,
                        ["TdCloseDividend"] = e.TdCloseDividend,
                        ["RealizedDividend"] = e.RealizedDividend,
                        ["PosiQuantity"] = e.PosiQuantity,
                        ["PosiMtmPnL"] = e.PosiMtmPnL
                    });
                }
                golden["KeyFloatEodPositions"] = keyArray;

                // 完整浮动腿序列（用于分析精度累积过程）
                var allArray = new JArray();
                foreach (var e in floatEods)
                {
                    allArray.Add(new JObject
                    {
                        ["ValueDate"] = e.ValueDate.ToString("yyyy-MM-dd"),
                        ["PosiDividendSum"] = e.PosiDividendSum,
                        ["TdPosiDividend"] = e.TdPosiDividend,
                        ["RealizedDividend"] = e.RealizedDividend
                    });
                }
                golden["AllFloatEodDividends"] = allArray;

                string json = JsonConvert.SerializeObject(golden, Formatting.Indented);
                string path = Path.Combine(GoldenDir, $"golden_{TradeNumber}.json");
                File.WriteAllText(path, json);

                Console.WriteLine($"录制完成: {path}");
                Console.WriteLine($"\n关键数据:");
                foreach (var e in keyFloatEods)
                {
                    Console.WriteLine($"  {e.ValueDate:yyyy-MM-dd}: PosiDividendSum={e.PosiDividendSum}, TdPosiDividend={e.TdPosiDividend}, TdCloseDividend={e.TdCloseDividend}, RealizedDividend={e.RealizedDividend}");
                }

                var preSwap = keyFloatEods.FirstOrDefault(x => x.ValueDate == swapDate.AddDays(-1));
                var swapDay = keyFloatEods.FirstOrDefault(x => x.ValueDate == swapDate);
                if (preSwap != null && swapDay != null)
                {
                    decimal expected = preSwap.PosiDividendSum - swapDay.TdCloseDividend;
                    decimal actual = swapDay.PosiDividendSum;
                    Console.WriteLine($"\n精度分析:");
                    Console.WriteLine($"  互换前 PosiDividendSum = {preSwap.PosiDividendSum}");
                    Console.WriteLine($"  互换实现 TdCloseDividend = {swapDay.TdCloseDividend}");
                    Console.WriteLine($"  期望 PosiDividendSum = {preSwap.PosiDividendSum} - ({swapDay.TdCloseDividend}) = {expected}");
                    Console.WriteLine($"  实际 PosiDividendSum = {actual}");
                    Console.WriteLine($"  差异 = {actual - expected}");
                }
            }
            finally { db?.Dispose(); }
        }

        #endregion

        #region 回放：读 golden 验证精度差异

        /// <summary>
        /// 回放 golden，验证互换后 PosiDividendSum 的精度差异。
        /// 当前代码会失败（差异=0.36），这就是红灯。
        /// 修复后（cs:1635 改为递增模式）应通过。
        /// </summary>
        [TestMethod]
        public void Replay_VerifyPrecisionDiff()
        {
            string sourceDir = Path.Combine(
                AppDomain.CurrentDomain.BaseDirectory, "Resources", "GoldenFiles", "GLMS20260105");
            if (!Directory.Exists(sourceDir))
            {
                Assert.Inconclusive($"golden 目录不存在: {sourceDir}（请先跑 Record_FromRealDB）");
                return;
            }

            var files = Directory.GetFiles(sourceDir, "*.json");
            Assert.IsTrue(files.Length > 0, "应至少有1个golden文件");

            var json = File.ReadAllText(files[0]);
            var golden = JObject.Parse(json);

            var keyEods = golden["KeyFloatEodPositions"] as JArray;
            Assert.IsNotNull(keyEods, "KeyFloatEodPositions 缺失");
            Assert.IsTrue(keyEods.Count >= 2, "应至少有互换前+互换日两条eod");

            var swapDateStr = golden["SwapDate"]?.Value<string>();
            Console.WriteLine($"SwapDate = {swapDateStr}");

            JObject preSwap = null, swapDay = null;
            var swapDate = DateTime.Parse(swapDateStr);
            foreach (var e in keyEods)
            {
                var dateStr = e["ValueDate"]?.Value<string>();
                if (dateStr == swapDate.AddDays(-1).ToString("yyyy-MM-dd")) preSwap = e as JObject;
                if (dateStr == swapDateStr) swapDay = e as JObject;
            }

            Assert.IsNotNull(preSwap, "找不到互换前eod");
            Assert.IsNotNull(swapDay, "找不到互换日eod");

            decimal preDividendSum = preSwap["PosiDividendSum"]!.Value<decimal>();
            decimal swapCloseDividend = swapDay["TdCloseDividend"]!.Value<decimal>();
            decimal actualDividendSum = swapDay["PosiDividendSum"]!.Value<decimal>();
            decimal expectedDividendSum = preDividendSum - swapCloseDividend;

            Console.WriteLine($"互换前 PosiDividendSum  = {preDividendSum}");
            Console.WriteLine($"互换实现 TdCloseDividend = {swapCloseDividend}");
            Console.WriteLine($"期望 PosiDividendSum     = {preDividendSum} - ({swapCloseDividend}) = {expectedDividendSum}");
            Console.WriteLine($"实际 PosiDividendSum     = {actualDividendSum}");
            Console.WriteLine($"差异                     = {actualDividendSum - expectedDividendSum}");

            // 核心断言：互换后 PosiDividendSum 应精确 = 前日 - 实现
            // 当前代码会失败（差异=0.36），这就是红灯
            Assert.AreEqual(expectedDividendSum, actualDividendSum,
                $"互换后 PosiDividendSum 应精确={expectedDividendSum}，实际={actualDividendSum}，" +
                $"差异={actualDividendSum - expectedDividendSum}（从头重算 vs 递增的舍入累积）");
        }

        #endregion
    }
}