张名锐
7d0eb16f64
- 在EodPnlCalculator中添加CalculateEodSwapRiskNewFields方法，实现新口径计算逻辑 - 创建EodSwapRiskNewFields和EodSwapRiskNewResponse模型类，支持新的展示字段 - 实现SearchEodSwapNewList查询方法，复用旧查询权限控制并计算新字段 - 添加index=3的新框架合约Tab页面，使用独立查询接口和列配置 - 前端JavaScript中实现colModelGridEodSwapNew列模型，替换旧字段并新增9个字段 - 完善导出功能支持新Tab的标准格式导出，保持与旧口径分离 - 更新测试用例验证新框架合约前端接线正确性
103 lines
4.5 KiB
JavaScript
103 lines
4.5 KiB
JavaScript
const fs = require('fs');
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const path = require('path');
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const vm = require('vm');
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function loadEodPositionRiskHelpers() {
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const filePath = path.join(__dirname, '../wwwroot/Scripts/app/swaptrade/EodPositionRisks.js');
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const source = fs.readFileSync(filePath, 'utf8');
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const code = source + '\nmodule.exports = { TradeDirectionFormat, colModelGridEodSwap, colModelGridEodSwapNew, eodSwapGroupConfig, eodSwapRiskNewGroupConfig };';
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const sandbox = {
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module: { exports: {} },
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exports: {},
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$() { },
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main: {
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numberFormat() {
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return function () { };
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}
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},
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otcformat: {
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trading: {
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notional() { return ''; },
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StockEqvNotional() { return ''; },
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tradePrice() { return ''; }
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}
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},
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swapPricePrecision: {
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format() { return ''; }
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}
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};
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vm.runInNewContext(code, sandbox, { filename: filePath });
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return { helpers: sandbox.module.exports, source };
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}
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const loaded = loadEodPositionRiskHelpers();
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const { TradeDirectionFormat, colModelGridEodSwap, colModelGridEodSwapNew, eodSwapGroupConfig, eodSwapRiskNewGroupConfig } = loaded.helpers;
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describe('互换日终持仓交易方向', () => {
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test.each([
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[1, 1, '多头'],
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[1, 2, '空头'],
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[2, 1, '空头'],
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[2, 2, '多头']
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])('收支方向=%i，多空方向=%i时展示%s', (posiDirection, positionType, expected) => {
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const row = { eodPosition: { PosiDirection: posiDirection, PositionType: positionType } };
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expect(TradeDirectionFormat(positionType, {}, row)).toBe(expected);
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});
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test('无有效浮动端方向时不展示交易方向', () => {
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expect(TradeDirectionFormat(1, {}, { eodPosition: { PosiDirection: 0, PositionType: 1 } })).toBe('');
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});
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});
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describe('EQD-7084 新框架合约前端接线', () => {
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test('新列模型保留旧列并追加九个字段，六个展示列绑定 NewFields', () => {
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const oldColumns = colModelGridEodSwap();
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const newColumns = colModelGridEodSwapNew();
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const oldNames = oldColumns.map(column => column.name);
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const newNames = newColumns.map(column => column.name);
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const replacements = {
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FloatingUnrealizedPnl: 'NewFields.FloatingUnrealizedPnl',
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'position.InterestPnL': 'NewFields.OrdinaryInterestPnl',
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MarginInterestGain: 'NewFields.MarginInterestGain',
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MarginInterestLoss: 'NewFields.MarginInterestLoss',
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MaturityNettingValuation: 'NewFields.MaturityNettingValuation',
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PeriodPaymentValuation: 'NewFields.PeriodPaymentValuation'
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};
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const newFields = [
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'NewFields.UnderlyingDirection',
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'NewFields.UnderlyingCode',
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'NewFields.InitialPrice',
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'NewFields.NotionalQuantity',
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'NewFields.ContractStartDate',
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'NewFields.ContractMaturityDate',
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'NewFields.InterestBenchmark',
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'NewFields.InterestRatePrice',
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'NewFields.OpeningClosingFee'
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];
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expect(newColumns).toHaveLength(oldColumns.length + 9);
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Object.entries(replacements).forEach(([oldName, newName]) => {
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expect(newNames).toContain(newName);
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expect(newNames).not.toContain(oldName);
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expect(newColumns.find(column => column.name === newName).label)
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.toBe(oldColumns.find(column => column.name === oldName).label);
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});
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oldNames
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.filter(oldName => !Object.prototype.hasOwnProperty.call(replacements, oldName))
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.forEach(oldName => expect(newNames).toContain(oldName));
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newFields.forEach(field => expect(newNames).toContain(field));
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});
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test('index=2 保留旧 endpoint/config，index=3 使用独立 endpoint/config 且界面不启用分组', () => {
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expect(loaded.source).toContain("queryurl = '/swaptrade2/EodSwapRiskQuery';");
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expect(loaded.source).toContain("cloumnTargetName = \"eodSwapList\";");
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expect(loaded.source).toContain("queryurl = '/swaptrade2/EodSwapRiskNewQuery';");
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expect(loaded.source).toContain("cloumnTargetName = \"eodSwapRiskNewList\";");
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expect(loaded.source).toContain('eodSwapRiskNewExportColumnNames');
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expect(loaded.source).not.toMatch(/main\.initCollapsibleGroupHeaders\s*\(/);
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expect(eodSwapGroupConfig).not.toBe(eodSwapRiskNewGroupConfig);
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expect(eodSwapRiskNewGroupConfig.some(group => group.columns.includes('NewFields.InitialPrice'))).toBe(true);
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});
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});
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