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);

        // 多次付息日历（截图：债券 230004.IB，每期票息 0.1808，共 5 次登记日）
        private static readonly DateTime[] RegDates = {
            new(2026, 2, 28), new(2026, 4, 3), new(2026, 4, 29),
            new(2026, 5, 29), new(2026, 6, 29)
        };
        private static readonly DateTime[] PayDates = {
            new(2026, 3, 2), new(2026, 4, 6), new(2026, 4, 30),
            new(2026, 6, 1), new(2026, 6, 30)
        };

        #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。");
        }

        [TestMethod]
        public void CauseA_MultiRegDate_跨登记日区间命中正确子集()
        {
            var records = Enumerable.Range(0, 5).Select(i => new BondPayment
            {
                underlyingCode = BondCode,
                reg_date = RegDates[i],
                payment_date_pl = PayDates[i],
                payment_date = PayDates[i],
                payment_interest = PaymentPer100
            }).ToList();
            var svc = new TestableBondPaymentService(records);

            // 单次窗口：每个登记日各自命中 1 条（验证按 reg_date 过滤，非支付日）
            for (int i = 0; i < 5; i++)
            {
                var prev = i == 0 ? RegDates[i].AddDays(-1) : RegDates[i - 1];
                var hit = svc.GetBondPayments(BondCode, prev, RegDates[i]);
                Assert.AreEqual(1, hit.Count, $"窗口({prev:yyyy-MM-dd},{RegDates[i]:yyyy-MM-dd}] 应仅命中登记日 {RegDates[i]:yyyy-MM-dd} 那条");
                Assert.AreEqual(RegDates[i], hit[0].reg_date, "命中的应是该登记日记录");
            }

            // 长区间应命中全部 5 条，不漏不混
            var all = svc.GetBondPayments(BondCode, RegDates[0].AddDays(-1), RegDates[4]);
            Assert.AreEqual(5, all.Count, "长区间(登记日1前,登记日5] 应命中全部 5 次付息");

            // 跨登记日中间区间：(4/2, 4/29] 应命中 4/3 与 4/29 两条（不含 2/28、5/29、6/29）
            var mid = svc.GetBondPayments(BondCode, new DateTime(2026, 4, 2), new DateTime(2026, 4, 29));
            Assert.AreEqual(2, mid.Count, "(4/2,4/29] 应命中 4/3+4/29 两条");
            CollectionAssert.AreEquivalent(
                new[] { new DateTime(2026, 4, 3), new DateTime(2026, 4, 29) },
                mid.Select(x => x.reg_date!.Value).ToArray());
        }

        [TestMethod]
        public void CauseA_MultiRegDate_CalcPayment累加五期票息()
        {
            var records = Enumerable.Range(0, 5).Select(i => new BondPayment
            {
                underlyingCode = BondCode,
                reg_date = RegDates[i],
                payment_date_pl = PayDates[i],
                payment_date = PayDates[i],
                payment_interest = PaymentPer100
            }).ToList();
            var svc = new TestableBondPaymentService(records);

            // 长区间取全部 5 期，CalcPayment 应累加 = 5 × 36160 = 180,800（原测试仅覆盖单期）
            var payments = svc.GetBondPayments(BondCode, RegDates[0].AddDays(-1), RegDates[4]);
            var total = svc.CalcPayment(payments, Qty, 1, 1);
            Assert.AreEqual(5 * ExpectedDividend, total, 0.01m,
                "5 期票息累加应为 5 × 36,160 = 180,800；单期口径会漏计其余 4 期");
        }

        #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。");
        }

        [TestMethod]
        public void CauseB_MultiRegDate_Auto实现归0后下次登记日重新累加()
        {
            // 模拟：登记日1(2/28)计提 36160 → auto互换实现归0(3/1) → 登记日2(4/3)再计提 36160
            var eodSwaps = new List<eod_swap>
            {
                new eod_swap { SwapTradeId = TradeId, ValueDate = new DateTime(2026,2,27) },
                new eod_swap { SwapTradeId = TradeId, ValueDate = new DateTime(2026,2,28) },
                new eod_swap { SwapTradeId = TradeId, ValueDate = new DateTime(2026,3,1) },
                new eod_swap { SwapTradeId = TradeId, ValueDate = new DateTime(2026,4,2) },
                new eod_swap { SwapTradeId = TradeId, ValueDate = new DateTime(2026,4,3) },
            };
            var eodPositions = new List<eod_swap_position>
            {
                new eod_swap_position { SwapTradeId = TradeId, PositionId = PositionId, ValueDate = new DateTime(2026,2,27), PosiDividendSum = 0m, PosiQuantity = Qty },
                new eod_swap_position { SwapTradeId = TradeId, PositionId = PositionId, ValueDate = new DateTime(2026,2,28), PosiDividendSum = ExpectedDividend, PosiQuantity = Qty },
                new eod_swap_position { SwapTradeId = TradeId, PositionId = PositionId, ValueDate = new DateTime(2026,3,1), PosiDividendSum = 0m, PosiQuantity = Qty },
                new eod_swap_position { SwapTradeId = TradeId, PositionId = PositionId, ValueDate = new DateTime(2026,4,2), PosiDividendSum = 0m, PosiQuantity = Qty },
                new eod_swap_position { SwapTradeId = TradeId, PositionId = PositionId, ValueDate = new DateTime(2026,4,3), PosiDividendSum = ExpectedDividend, PosiQuantity = Qty },
            };
            var svc = new TestableSwapDealService(eodSwaps, eodPositions);

            // 登记日2(4/3)当天手动互换：应读 4/3 EOD = 36160（第二次，非第一次已实现的、非 0）
            var dividend = svc.ExposeGetPreEodDividendSum(TradeId, PositionId, new DateTime(2026, 4, 3));
            Assert.AreEqual(ExpectedDividend, dividend, 0.01m,
                "登记日2(4/3)手动互换应读当日EOD=第二次分红36160；" +
                "若读T-1(4/2=0)则漏当日，若读2/28则错取第一次已实现的。");
        }

        [TestMethod]
        public void CauseB_MultiRegDate_手动互换期间分红挂账累计四期()
        {
            // 模拟：多次登记日之间未 auto 实现，分红挂账累加
            //   4/3=36160, 4/29=72320, 5/29=108480, 6/29=144640（4期累计）
            var eodSwaps = new List<eod_swap>
            {
                new eod_swap { SwapTradeId = TradeId, ValueDate = new DateTime(2026,4,3) },
                new eod_swap { SwapTradeId = TradeId, ValueDate = new DateTime(2026,4,29) },
                new eod_swap { SwapTradeId = TradeId, ValueDate = new DateTime(2026,5,29) },
                new eod_swap { SwapTradeId = TradeId, ValueDate = new DateTime(2026,6,29) },
            };
            var eodPositions = new List<eod_swap_position>
            {
                new eod_swap_position { SwapTradeId = TradeId, PositionId = PositionId, ValueDate = new DateTime(2026,4,3), PosiDividendSum = 1 * ExpectedDividend, PosiQuantity = Qty },
                new eod_swap_position { SwapTradeId = TradeId, PositionId = PositionId, ValueDate = new DateTime(2026,4,29), PosiDividendSum = 2 * ExpectedDividend, PosiQuantity = Qty },
                new eod_swap_position { SwapTradeId = TradeId, PositionId = PositionId, ValueDate = new DateTime(2026,5,29), PosiDividendSum = 3 * ExpectedDividend, PosiQuantity = Qty },
                new eod_swap_position { SwapTradeId = TradeId, PositionId = PositionId, ValueDate = new DateTime(2026,6,29), PosiDividendSum = 4 * ExpectedDividend, PosiQuantity = Qty },
            };
            var svc = new TestableSwapDealService(eodSwaps, eodPositions);

            // 每次登记日当天手动互换应读到该日累计值（验证多次付息累计被正确读取）
            Assert.AreEqual(1 * ExpectedDividend, svc.ExposeGetPreEodDividendSum(TradeId, PositionId, new DateTime(2026, 4, 3)), 0.01m, "4/3 应读 36160");
            Assert.AreEqual(2 * ExpectedDividend, svc.ExposeGetPreEodDividendSum(TradeId, PositionId, new DateTime(2026, 4, 29)), 0.01m, "4/29 应读 72320（2期累计）");
            Assert.AreEqual(3 * ExpectedDividend, svc.ExposeGetPreEodDividendSum(TradeId, PositionId, new DateTime(2026, 5, 29)), 0.01m, "5/29 应读 108480（3期累计）");
            // 关键：第 4 期登记日累计 = 4 × 36160 = 144640（原 9df39491 仅覆盖单期 36160，未验证多次付息累计）
            Assert.AreEqual(4 * ExpectedDividend, svc.ExposeGetPreEodDividendSum(TradeId, PositionId, new DateTime(2026, 6, 29)), 0.01m,
                "6/29 应读 144640（4期累计）；原 9df39491 仅覆盖单期 36160，未验证多次付息累计。");
        }

        #endregion
    }
}