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

using System.Reflection;
using YLErp.DBModels;
using YLErp.DBModels.Enums;
using YLErp.Modules.TradeModule.DealModule;

namespace YLErp.Modules.SwapModule
{
    [TestClass]
    public class SplitCorporateActionTddTest
    {
        [TestMethod]
        public void SplitTenScalesQuantityAndPriceByTen()
        {
            var position = CreateFundPosition();
            var info = CreateCorporateAction(split: 10m);

            Assert.IsTrue(SwapEodPositionService.ApplyCorporateActionToPosition(
                position, info, 100m, 0m));

            Assert.AreEqual(1000m, position.PosiQuantity);
            Assert.AreEqual(10m, position.PosiGrossPrice);
        }

        [TestMethod]
        public void SplitPointOneScalesQuantityAndPriceByPointOne()
        {
            var position = CreateFundPosition();
            var info = CreateCorporateAction(split: 0.1m);

            Assert.IsTrue(SwapEodPositionService.ApplyCorporateActionToPosition(
                position, info, 100m, 0m));

            Assert.AreEqual(10m, position.PosiQuantity);
            Assert.AreEqual(1000m, position.PosiGrossPrice);
        }

        [TestMethod]
        public void GiveShareTenWithNullSplitUsesCompatibleFactorTwo()
        {
            var position = CreateFundPosition();
            var info = CreateCorporateAction(giveShare: 10m, split: null);

            Assert.IsTrue(SwapEodPositionService.ApplyCorporateActionToPosition(
                position, info, 100m, 0m));

            Assert.AreEqual(200m, position.PosiQuantity);
            Assert.AreEqual(50m, position.PosiGrossPrice);
        }

        [TestMethod]
        public void GiveShareFiveAndSplitTwoHaveCombinedFactorThree()
        {
            var position = CreateFundPosition();
            var info = CreateCorporateAction(giveShare: 5m, split: 2m);

            // (1 + 5 / 10) * 2 = 3：100 份/100 元变为 300 份/约 33.333333333 元。
            Assert.IsTrue(SwapEodPositionService.ApplyCorporateActionToPosition(
                position, info, 100m, 0m));

            Assert.AreEqual(300m, position.PosiQuantity);
            Assert.IsTrue(Math.Abs(position.PosiGrossPrice - 33.333333333m) < 0.000000001m);
        }

        [TestMethod]
        public void CashAmountDoesNotChangeTrsFundInitialPriceFactor()
        {
            var position = CreateFundPosition();
            var info = CreateCorporateAction(cash: 10m);

            Assert.IsTrue(SwapEodPositionService.ApplyCorporateActionToPosition(
                position, info, 100m, 0m));

            Assert.AreEqual(100m, position.PosiQuantity);
            Assert.AreEqual(100m, position.PosiGrossPrice);
        }

        [TestMethod]
        public void RationedSharesUseExcelPriceRatioForTrsQuantity()
        {
            var position = CreateFundPosition();
            var info = CreateCorporateAction(
                rationedSharesAmount: 1m,
                rationedSharesPrice: 50m);

            Assert.IsTrue(SwapEodPositionService.ApplyCorporateActionToPosition(
                position, info, 100m, 0m));

            // Excel L-N：L=(100*10+1*50)/(10+1)=95.4545...，M=100/L；
            // 因此数量和价格分别按 Q'=Q*M、P'=P/M 调整。
            Assert.IsTrue(Math.Abs(position.PosiQuantity - 104.761904761905m) < 0.000000000001m);
            Assert.IsTrue(Math.Abs(position.PosiGrossPrice - 95.454545455m) < 0.000000001m);
        }

        [TestMethod]
        public void ZeroSplitIsRejected()
        {
            var info = CreateCorporateAction(split: 0m);

            Assert.ThrowsException<ArgumentOutOfRangeException>(() =>
                SwapEodPositionService.ApplyCorporateActionToPosition(
                    CreateFundPosition(), info, 100m, 0m));
        }

        [TestMethod]
        public void NegativeSplitIsRejected()
        {
            var info = CreateCorporateAction(split: -1m);

            Assert.ThrowsException<ArgumentOutOfRangeException>(() =>
                SwapEodPositionService.ApplyCorporateActionToPosition(
                    CreateFundPosition(), info, 100m, 0m));
        }

        [TestMethod]
        public void MissingSplitDoesNotClearExistingSplitDuringMerge()
        {
            var target = CreateCorporateAction(split: 10m);
            var source = CreateCorporateAction(split: null);

            InvokeMerge(target, source);

            Assert.AreEqual(10m, GetSplit(target));
        }

        [TestMethod]
        public void ExplicitSplitOneOverridesExistingSplitDuringMerge()
        {
            var target = CreateCorporateAction(split: 10m);
            var source = CreateCorporateAction(split: 1m);

            InvokeMerge(target, source);

            Assert.AreEqual(1m, GetSplit(target));
        }

        private static ex_dividend_info CreateCorporateAction(
            decimal cash = 0m,
            decimal giveShare = 0m,
            decimal? split = null,
            decimal rationedSharesAmount = 0m,
            decimal rationedSharesPrice = 0m)
        {
            var info = new ex_dividend_info
            {
                UnderlyingCode = "FUND.TEST",
                ExDividendDate = new DateTime(2026, 8, 14),
                EffectiveDate = new DateTime(2026, 8, 17),
                GiveCashAmount = cash,
                GiveShareAmount = giveShare,
                RationedSharesAmount = rationedSharesAmount,
                RationedSharesPrice = rationedSharesPrice,
                ValidStatus = true
            };
            SetSplit(info, split);
            return info;
        }

        private static swap_position CreateFundPosition()
        {
            return new swap_position
            {
                PosiDirection = 1,
                UnderlyingInstrumentType = ConsGlobal.InstrumentType.Fund,
                UnderlyingCode = "FUND.TEST",
                PosiQuantity = 100m,
                PosiGrossPrice = 100m,
                PosiNetPrice = 100m,
                PosiNetFeePrice = 100m,
                PosiNetNoFeePrice = 100m,
                ContractSize = 1m
            };
        }

        private static void SetSplit(ex_dividend_info info, decimal? value)
        {
            var property = typeof(ex_dividend_info).GetProperty("Split");
            Assert.IsNotNull(property, "ex_dividend_info.Split 尚未实现");
            property.SetValue(info, value);
        }

        private static decimal? GetSplit(ex_dividend_info info)
        {
            var property = typeof(ex_dividend_info).GetProperty("Split");
            Assert.IsNotNull(property, "ex_dividend_info.Split 尚未实现");
            return (decimal?)property.GetValue(info);
        }

        private static void InvokeMerge(ex_dividend_info target, ex_dividend_info source)
        {
            var method = typeof(DividendService).GetMethod(
                "MergeNonZeroDividendValues",
                BindingFlags.Static | BindingFlags.NonPublic);
            Assert.IsNotNull(method, "公司行为存量合并方法不存在");
            method.Invoke(null, new object[] { target, source });
        }
    }
}