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582cb2c7c5ec8159e751a2f0fde3089c72782c96
zszq-trs/UnitTestProject/Modules/SwapModule
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张名锐 582cb2c7c5 Merge branch 'glms/feature/1.4.2' into glms/feature/0812_zmr_divPower 
# Conflicts:
#	YLErpDAL/Modules/EodModule/BondPaymentService.cs
#	YLErpDAL/Modules/SwapModule/SwapDealService.cs
2026-08-20 16:21:13 +08:00
..
Accrual
feat(swap): EQD-6977 复利纯函数支持 carryInInterest——窗口前已结利息随首个重置日资本化并持续留在基数（与全窗口重放轨迹严格一致）；默认0零行为变化，含数学不变量测试
2026-08-20 11:43:27 +08:00
FundingLegs
refactor(funding-leg): 清理CalcNotional死参数posiLong/posiShort+修正过时InterestMode注释
2026-08-13 08:51:21 +08:00
Margin
refactor(swap): 误导布尔 swap 改名 interestWindowEmpty——按"计息窗口为空"本质命名
2026-08-19 11:31:03 +08:00
Penalty
fix(swap): EQD-6977 无日终快照时承接①兜底取事件基数——复利重放把 normalEvent.InterestPrincipal 写为末次并本金后基数(=被平份额本金+①)，同为实际值；UAT实测(无快照+已有8/19重置)原①=0少算≈3.17元已消除；重置日+无快照退化场景补告警trace；新增兜底路径恒等式测试(23/23)
2026-08-20 16:09:43 +08:00
ReturnLegs
fix(return-leg): PositionValueCalc.ratio 改为 int, 统一方向因子类型
2026-08-11 16:59:22 +08:00
ApplySwapTradeClosePercentBugTest.cs
fix(swap): 修复多次部分平仓 ClosePercent 口径(A占期初→B占剩余)转换缺失
2026-07-17 10:59:18 +08:00
AutoUnwindMultiPartialDividendTest.cs
test(EQD-7004): 补自动平仓路径多次部分平仓不重复计入的实证测试——驱动真实 BondPaymentService.CalcPayment(reg_date 口径×当次平仓量 unwindQty)，验证总额按登记日持仓分摊、不自洽多算
2026-08-14 14:24:23 +08:00
BondTrsAutoSwapScenarioTest.cs
Merge branch 'glms/feature/1.4.2' into glms/feature/0812_zmr_divPower
2026-08-20 16:21:13 +08:00
ClearSwapPositionsScenarioTest.cs
refactor(swap-test): 抽取 TestableSwapEodPositionService 公共基类收敛重复 Stub
2026-07-23 11:16:11 +08:00
ClosePercentProductContractTest.cs
test(swap): 新增 ClosePercent 口径A产品契约测试，防止平仓比例被改为占剩余口径
2026-07-27 13:18:32 +08:00
ComposePageScenarioTest.cs
refactor(swap-test): 抽取 TestableSwapEodPositionService 公共基类收敛重复 Stub
2026-07-23 11:16:11 +08:00
ConsumedInterestScenarioTest.cs
test(swap): EQD-6968 自洽化契约钉死——事件利率确定性+快照再定盘载体+CI_007/008 新口径
2026-08-19 11:07:10 +08:00
CorporateActionEventLifecycleTest.cs
feat(bond): 支持股票和基金现金分红纳入债券支付计算 - 收紧过度开发行为
2026-08-20 13:30:36 +08:00
DealFloatPositionsScenarioTest.cs
refactor(swap-test): 抽取 TestableSwapEodPositionService 公共基类收敛重复 Stub
2026-07-23 11:16:11 +08:00
DealInterestsGoldenReplayTest.cs
refactor(swap): 合并多空名义本金参数为单一 posiTotalNotional 并加固测试
2026-08-14 17:30:46 +08:00
DealInterestsScenarioTest.cs
test(swap-eod): 补 A 三个路由分支断言 DI_BRANCH_003/004/005（经真实 DealInterests 路由器，零生产改动）
2026-08-17 17:43:25 +08:00
DividendEodNoDoubleCountTest.cs
chore(swap)+test: 删分红EOD历史死代码 + 补计算过程常驻日志（零行为语义变更）；契约修复转为暂缓
2026-08-16 15:47:09 +08:00
FrontendCalcCharacterizationTest.cs
fix(swap): 修复互换价格变动时盈亏计算错误
2026-08-07 17:44:04 +08:00
FundCorporateActionRollbackAndUnwindTest.cs
refactor(swap): 优化基金公司行为处理逻辑 - finished001
2026-08-20 16:10:56 +08:00
GetInterestsEntrySemanticsTest.cs
chore(cleanup): 删除裁决文档与 saga 注释——保留技术事实，剥离过程叙事（零逻辑改动）
2026-08-17 13:30:10 +08:00
GetInterestsUnitTest_T0.cs
refactor(swap): 合并多空名义本金参数为单一 posiTotalNotional 并加固测试
2026-08-14 17:30:46 +08:00
GetInterestsUnitTest_T1.cs
refactor(swap): 合并多空名义本金参数为单一 posiTotalNotional 并加固测试
2026-08-14 17:30:46 +08:00
GLMS20260105_0006_RegisterDateDividendTest.cs
fix(EQD-7004): 补全分红登记日口径修复的多次付息累计测试与Trace日志
2026-08-14 10:05:01 +08:00
GLMS20260105GoldenTest.cs
refactor(swap-test): 抽取 TestableSwapEodPositionService 公共基类收敛重复 Stub
2026-07-23 11:16:11 +08:00
GLMS20260105PartialCloseDividendBugTest.cs
fix(swap): 修复预付金腿计息基数计算问题
2026-08-09 22:28:40 +08:00
GLMS20260701DbDiagnoseTest.cs
test(infra): DbDiagnose 用例库不可达自守卫——真探测一次+进程级缓存结论
2026-08-18 09:58:16 +08:00
GLMS20260703CloseInterestTest.cs
refactor(swap): 合并多空名义本金参数为单一 posiTotalNotional 并加固测试
2026-08-14 17:30:46 +08:00
GLMS20260805ClosePercentDiffDiagnoseTest.cs
test(infra): DbDiagnose 用例库不可达自守卫——真探测一次+进程级缓存结论
2026-08-18 09:58:16 +08:00
GLMS20260817Fr007UnwindMorningTest.cs
refactor(swap): relaxedFixingFromDate 改名 exclusionStart——名实归位
2026-08-19 11:41:18 +08:00
GLMS20260819Fr007TradeDiscoveryTest.cs
fix(fr007): 界面手工录入定盘精度 4→6 位——1.4150% 不再被截成 1.4200%
2026-08-19 14:29:16 +08:00
GoldenReplayFramework.cs
test(swap): golden录制/回放基础设施+DealInterests场景
2026-07-02 09:37:18 +08:00
GreeksBumpCalculatorTests.cs
feat(greeks): 新增 risk-factor bump 计算与注册
2026-07-21 15:28:15 +08:00
GreeksRiskFactorTests.cs
feat(greeks): 新增 risk-factor bump 计算与注册
2026-07-21 15:28:15 +08:00
InitUnwindDefaultClosePercentTest.cs
test(swap): 补 e2fb456b InitUnwind 默认 ClosePercent 单元测试
2026-07-17 08:23:50 +08:00
InitUnwindTradingFeeTest.cs
refactor(swap): Phase1 提取UnwindNormalizer+TradingFeeCalc出SwapDealService
2026-08-12 16:26:12 +08:00
InterestEodScenarioDispatchTest.cs
refactor(swap-eod): L0 纯函数出仓——InterestEodScenario/ResolveInterestScenario/FindObservationInterval 移至独立 InterestEodScenarioDispatch（零行为变更）
2026-08-17 17:36:41 +08:00
InterestEodTailSnapshotTest.cs
test(swap): EQD-6968 自洽化契约钉死——事件利率确定性+快照再定盘载体+CI_007/008 新口径
2026-08-19 11:07:10 +08:00
MergeComposeScenarioTest.cs
test(swap): 启用MergeCompose场景6/7+SwapFlowEventService录制钩子+RecordingSwapFlowEventService
2026-07-03 09:38:05 +08:00
MergePageEventScenarioTest.cs
test(swap): SwapFlowEventService seam改造+MergePageEventScenarioTest(6场景全绿)
2026-07-03 09:26:13 +08:00
MultiStepConservationTest.cs
refactor(swap): 合并多空名义本金参数为单一 posiTotalNotional 并加固测试
2026-08-14 17:30:46 +08:00
MultiUnwindDividendConservationTest.cs
refactor(swap-test): 抽取 TestableSwapEodPositionService 公共基类收敛重复 Stub
2026-07-23 11:16:11 +08:00
PrepaidPrincipalCloseTraceTest.cs
refactor(swap): 合并多空名义本金参数为单一 posiTotalNotional 并加固测试
2026-08-14 17:30:46 +08:00
PrepaidPrincipalClosingChainTraceTest.cs
refactor(swap): 合并多空名义本金参数为单一 posiTotalNotional 并加固测试
2026-08-14 17:30:46 +08:00
RecordingSwapFlowEventService.cs
test(swap): 启用MergeCompose场景6/7+SwapFlowEventService录制钩子+RecordingSwapFlowEventService
2026-07-03 09:38:05 +08:00
RegDateDividendEodE2ETest.cs
test(EQD-7004): 补 reg_date 口径端到端测试——EOD引擎按债权登记日计提，登记日T+1全平/部分平仓经GetPreEodDividendSum正确读取
2026-08-14 13:13:17 +08:00
SplitCorporateActionTddTest.cs
feat(bond): 支持股票和基金现金分红纳入债券支付计算 - 收紧过度开发行为
2026-08-20 13:30:36 +08:00
SwapApproveStatusStuckTest.cs
Revert "fix(swap): 互换审核通过后到期日状态流转为已到期"
2026-07-01 17:07:55 +08:00
SwapCloseConversationCasesRegressionTest.cs
refactor(swap): 合并多空名义本金参数为单一 posiTotalNotional 并加固测试
2026-08-14 17:30:46 +08:00
SwapDividendGoldenRecordTest.cs
test(swap): 新增互换分红重复计算录制测试+排查SQL(TDD红灯)
2026-06-26 09:13:37 +08:00
SwapEodPositionServiceIntegrationTest.cs
refactor(swap): 合并多空名义本金参数为单一 posiTotalNotional 并加固测试
2026-08-14 17:30:46 +08:00
SwapEodRealizedPnlCalcTest.cs
test(swap): 补 6676b625 掉期保证金利息方向反向单元测试
2026-07-17 08:40:19 +08:00
SwapFixedLegRealizedPnlTest.cs
refactor(swap-eod): 抽出期末头寸纯函数并放宽可见性
2026-07-21 15:28:13 +08:00
SwapFlowFr007EntryPrecisionTest.cs
fix(fr007): 界面手工录入定盘精度 4→6 位——1.4150% 不再被截成 1.4200%
2026-08-19 14:29:16 +08:00
SwapFrontendPnlValidateTest.cs
refactor(swap-deal): 前端盈亏校验抽为 SwapFrontendPnlValidator
2026-07-21 15:28:14 +08:00
SwapIncomeScenarioTest.cs
fix：手动互换不再产生应付预付金支出
2026-08-06 14:44:30 +08:00
SwapInterestScenario1And2Test.cs
refactor(swap): 合并多空名义本金参数为单一 posiTotalNotional 并加固测试
2026-08-14 17:30:46 +08:00
SwapInterestScenario3And4FloatingTest.cs
test(swap-eod): 场景4 跨日毒链携带守卫改为生产自身 DailyAccrual 不变量（真捕获 mode9 误反推）
2026-08-17 18:53:30 +08:00
SwapPartialUnwindInterestDefaultTest.cs
revert: 撤销单利consumedInterest扣除(双重扣减导致1天利息变0)
2026-07-01 13:38:24 +08:00
SwapPositionComposeScenarioTest.cs
Merge branch 'glms/feature/1.4.2' into glms/feature/0812_zmr_divPower
2026-08-20 16:21:13 +08:00
SwapReEodDeleteManualCashRecordTest.cs
test: 修复陈旧 golden 与恢复 Step1 Ignore
2026-07-21 15:28:17 +08:00
SwapReportInterestSignNormalizeTest.cs
refactor(swap-eod): 抽出期末头寸纯函数并放宽可见性
2026-07-21 15:28:13 +08:00
SwapSingleTradeVerificationTest.cs
refactor(swap): 合并多空名义本金参数为单一 posiTotalNotional 并加固测试
2026-08-14 17:30:46 +08:00
SwapUnwindFloatingLegDiagnosticTdd.cs
refactor(funding-leg): 清理CalcNotional死参数posiLong/posiShort+修正过时InterestMode注释
2026-08-13 08:51:21 +08:00
SwapUnwindPrepayOrigVsRealBugTdd.cs
test(swap): 回归测试对齐 GLMS-20260701-0008 四次部分平仓快照
2026-07-16 11:09:47 +08:00
SwapUnwindPrepayPrincipalBugTdd.cs
refactor(swap): 合并多空名义本金参数为单一 posiTotalNotional 并加固测试
2026-08-14 17:30:46 +08:00
SwapUnwindSameDayDoublePartialTest.cs
refactor(swap): 合并多空名义本金参数为单一 posiTotalNotional 并加固测试
2026-08-14 17:30:46 +08:00
SwapUnwindScenarioTest.cs
fix(swap): 修复平仓事件中事件日期=平仓日期的处理逻辑
2026-08-07 13:46:24 +08:00
SwapWeightedMarginInterestTest.cs
refactor(swap-eod): 抽出期末头寸纯函数并放宽可见性
2026-07-21 15:28:13 +08:00
TestableSwapDealService.cs
refactor(swap): 优化基金公司行为处理逻辑 - finished001
2026-08-20 16:10:56 +08:00
TestableSwapEodPositionService.cs
Merge branch 'glms/feature/1.4.2' into glms/feature/0812_zmr_divPower
2026-08-20 16:21:13 +08:00
TestableSwapFlowEventService.cs
test(swap): SwapFlowEventService seam改造+MergePageEventScenarioTest(6场景全绿)
2026-07-03 09:26:13 +08:00
TestableSwapTradeAutoService.cs
test(swap): MergeRestModeCompose seam调用替换+移植MergeComposeScenarioTest(6/8场景)
2026-07-03 09:20:59 +08:00