张名锐
d2b6dff598
- 添加保证金返息去重机制，防止平仓时返息被重复计入资金记录 - 新增 GetMainCashRealizedPnL 方法专门处理返息剔除逻辑 - 更新 DealUnwind 和 ApproveSwapTrade 方法使用统一的返息处理口径 - 修改 ReleaseMarginByFundTag 方法增强标签分流功能 - 添加多个单元测试验证返息处理的正确性 - 将 SaveAllChanges 设为可测试化接缝便于测试验证 - 调整 FundTag 分流逻辑支持授信和现金腿分别处理
209 lines
10 KiB
C#
209 lines
10 KiB
C#
using Newtonsoft.Json;
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using YLErp.DBModels;
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using YLErp.DBModels.Enums;
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using YLErp.Modules.SwapModule.Margin;
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namespace YLErp.Modules.SwapModule
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{
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/// <summary>
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/// SwapDealService 的可测试化子类（共享 stub）。
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/// 继承 SwapDealService，override seam 把 DB/事务/外部服务替换为内存收集器。
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/// 被 SwapUnwindScenarioTest / SwapIncomeScenarioTest 共用，避免重复。
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/// </summary>
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public class TestableSwapDealService : 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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/// <summary>捕获 AddClientCash 的每次调用（金额, 操作, 日期）</summary>
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public List<(double amount, string action, DateTime date)> ClientCashCalls { get; } = new();
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/// <summary>捕获 SaveSwapDeal 的每次调用（unwindData, eventType, clientCashId）</summary>
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public List<(UnwindData data, int eventType, int clientCashId)> SaveSwapDealCalls { get; } = new();
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public int SaveAllChangesCount;
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public int CloseReCheckCallCount;
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/// <summary>Fund 盤中基线测试输入；生产服务通过数据库查询同名 seam。</summary>
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public swap_position RealtimeFloatPosition { get; set; }
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public eod_swap_position LatestFundEodPosition { get; set; }
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public bool HasCompletedFlowAfterLatestFundEod { get; set; }
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public List<swap_position> ActiveSwapPositions { get; set; } = new();
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public List<ex_dividend_info> ExDividendInfos { get; } = new();
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public TestableSwapDealService(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(TestableSwapDealService), 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 List<swap_position> FindActiveSwapPositions(int tradeId)
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=> ActiveSwapPositions;
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protected override swap_position FindRealtimeFloatPosition(UnwindData unwindData)
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=> RealtimeFloatPosition;
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protected override eod_swap_position FindLatestFundEodPosition(int tradeId, long positionId, DateTime valueDate)
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=> LatestFundEodPosition;
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protected override bool HasCompletedFlowAfterFundEod(int tradeId, long positionId, DateTime eodDate, DateTime valueDate)
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=> HasCompletedFlowAfterLatestFundEod;
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protected override ex_dividend_info FindFundCorporateAction(string underlyingCode, DateTime valueDate)
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=> ExDividendInfos.FirstOrDefault(x => x.ValidStatus
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&& x.UnderlyingCode == underlyingCode
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&& x.EffectiveDate == valueDate.Date);
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protected override List<ex_dividend_info> FindFundCorporateActions(
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string underlyingCode,
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DateTime eodDate,
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DateTime valueDate)
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=> ExDividendInfos
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.Where(x => x.ValidStatus
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&& x.UnderlyingCode == underlyingCode
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&& x.EffectiveDate.HasValue
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&& x.EffectiveDate.Value.Date > eodDate.Date
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&& x.EffectiveDate.Value.Date <= valueDate.Date)
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.OrderBy(x => x.EffectiveDate)
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.ThenBy(x => x.id)
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.ToList();
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protected override decimal GetFundCorporateActionClosePrice(
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ex_dividend_info dividendInfo,
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decimal fallbackPrice)
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=> fallbackPrice;
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public bool RestoreEffectiveFundPositionForTest(UnwindData unwindData, DateTime valueDate)
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=> TryRestoreAndValidateUnwindData(unwindData, valueDate);
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public void DealUnwindForTest(UnwindData unwindData, string actionMsg = "系统操作_自动平仓")
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=> DealUnwind(unwindData, _trade, actionMsg);
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/// <summary>
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/// FundTag 分流 stub 的可配置返回值：非 null 时直接返回（模拟授信/现金腿拆分，
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/// 见 UW_003B）；null 时保持旧行为——传入金额全额现金
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/// （CashMargin=marginAmount, CashRebate=marginRebate），等价于"全现金/无标签"场景。
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/// </summary>
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public UnwindTagSplit ReleaseMarginByFundTagResult { get; set; }
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/// <summary>保留已忽略的历史互换场景测试所需的兼容属性。</summary>
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public List<bool> ReleaseMarginPrincipalFlags { get; } = new();
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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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// R4 按标签分流释放：纯内存测试不连库（生产 GetSettlements 查 swap_position 标签），
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// 默认 stub 为全现金（与既有断言语义一致）；ReleaseMarginByFundTagResult 非 null 时
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// 返回它以模拟授信/现金拆分。
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protected override UnwindTagSplit ReleaseMarginByFundTag(trade td, DateTime valueDate, List<swap_flow_event> interestEvents,
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decimal marginAmount, decimal marginRebate)
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{
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var marginLegs = interestEvents
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.Where(x => string.IsNullOrEmpty(x.UnderlyingCode)
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&& (x.InterestMode == (int)InterestModeEnum.初始预付金
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|| x.InterestMode == (int)InterestModeEnum.追加预付金))
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.ToList();
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return ReleaseMarginByFundTagResult
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?? new UnwindTagSplit
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{
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CashMargin = Convert.ToDouble(marginAmount),
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CashRebate = Convert.ToDouble(marginLegs.Any()
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? marginLegs.Sum(x => x.InterestClosePnL)
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: marginRebate)
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};
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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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/// <summary>
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/// SwapDealService 测试的共享工厂方法（TestableSwapDealService + UnwindData 构造）。
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/// 被 SwapUnwindScenarioTest / SwapIncomeScenarioTest 共用。
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/// </summary>
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public static class SwapDealTestFactory
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{
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public const int SwapTradeId = 7700;
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public static readonly DateTime ValueDate = new(2026, 6, 15);
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public static readonly DateTime UnwindDate = new(2026, 6, 16);
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public 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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public 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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public static void AssertDecimalEqual(decimal expected, decimal actual, decimal tolerance, string message = "")
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{
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Assert.IsTrue(Math.Abs(expected - actual) <= tolerance,
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$"{message} Expected: {expected}, Actual: {actual}, Diff: {expected - actual}");
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}
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}
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}
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