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

using Newtonsoft.Json;
using YLErp.DBModels;
using YLErp.DBModels.Enums;

namespace YLErp.Modules.SwapModule
{
    /// <summary>
    /// 互换平仓全流程测试（SwapUnwind/ApproveSwapTrade/ApplySwapTrade/DealFloatPosition）
    /// ============================================================================
    /// 借鉴 testable 分支 SwapUnwindScenarioTest，基于当前分支 TestableSwapDealService 共享 stub。
    /// 命名规范说明（见《互换价格字段命名规范决策文档》）：
    ///   PosiGrossPrice 现状名，实为"期初全价不含费"，规范名 EntryDirtyPrice
    ///   TradingAmountAvg 现状名，实为"期末全价不含费"，规范名 ExitDirtyPrice
    /// ============================================================================
    [TestClass]
    public class SwapUnwindScenarioTest
    {
        // ================================================================
        // 场景1：SwapUnwind 全平仓 —— 持仓归零、TradeStatus=已平仓
        // ================================================================

        [TestMethod]
        public void UW_001_SwapUnwind_全平仓_持仓归零且资金流水正确()
        {
            var td = SwapDealTestFactory.CreateTrade();
            var service = new TestableSwapDealService(td);
            var unwindData = SwapDealTestFactory.CreateUnwindData(
                swapRealizedPnL: 5000m, swapMarginAmount: 0m,
                closeMethod: (int)CloseMethodEnum.全部平仓, closePercent: 1m,
                closeQty: 10000m, closeNotionalValue: 1000000m, positionQty: 10000m);

            service.SwapUnwind(unwindData);

            Assert.AreEqual(1, service.ClientCashCalls.Count, "全平无预付金时应1条资金流水");
            Assert.AreEqual(-5000.0, service.ClientCashCalls[0].amount, 0.001, "资金流水=-SwapRealizedPnL");
            Assert.AreEqual(ClientCashInCashOut.系统操作_平仓费, service.ClientCashCalls[0].action);
            Assert.AreEqual("已平仓", td.TradeStatus, "全平仓 TradeStatus=已平仓");
            Assert.AreNotEqual(1, td.HasPartialUnWind, "全平仓不应设 HasPartialUnWind");
            Assert.AreEqual(0.0, td.StockEqvNotional, 0.001, "StockEqvNotional 扣减后=0");
            Assert.AreEqual(0.0, td.TradeAmount, 0.001, "TradeAmount 扣减后=0");
            Assert.AreEqual((int)SwapEventTypeEnum.平仓, service.SaveSwapDealCalls[0].eventType, "事件类型=平仓(2)");
            Console.WriteLine($"UW_001: TradeStatus={td.TradeStatus}, StockEqvNotional={td.StockEqvNotional} ✅");
        }

        // ================================================================
        // 场景2：SwapUnwind 部分平仓 —— HasPartialUnWind=1，TradeStatus 不变
        // ================================================================

        [TestMethod]
        public void UW_002_SwapUnwind_部分平仓_设HasPartialUnWind且TradeStatus不变()
        {
            var td = SwapDealTestFactory.CreateTrade();
            var service = new TestableSwapDealService(td);
            var unwindData = SwapDealTestFactory.CreateUnwindData(
                swapRealizedPnL: 3000m, swapMarginAmount: 0m,
                closeMethod: (int)CloseMethodEnum.部分平仓, closePercent: 0.5m,
                closeQty: 5000m, closeNotionalValue: 500000m, positionQty: 10000m);

            service.SwapUnwind(unwindData);

            Assert.AreEqual(1, td.HasPartialUnWind, "部分平仓应设 HasPartialUnWind=1");
            Assert.AreEqual("确认成交", td.TradeStatus, "部分平仓 TradeStatus 保持不变");
            Assert.AreEqual(500000.0, td.StockEqvNotional, 0.001, "StockEqvNotional 扣减后=500000");
            Assert.AreEqual(5000.0, td.TradeAmount, 0.001, "TradeAmount 扣减后=5000");
            Assert.AreEqual(1, service.ClientCashCalls.Count, "部分平仓应1条资金流水");
            Assert.AreEqual(-3000.0, service.ClientCashCalls[0].amount, 0.001, "资金流水=-SwapRealizedPnL");
            Console.WriteLine($"UW_002: HasPartialUnWind={td.HasPartialUnWind}, TradeStatus={td.TradeStatus} ✅");
        }

        // ================================================================
        // 场景3：SwapUnwind 含预付金 —— 两条资金流水
        // ================================================================

        [TestMethod]
        public void UW_003_SwapUnwind_含预付金_两条资金流水()
        {
            var td = SwapDealTestFactory.CreateTrade();
            var service = new TestableSwapDealService(td);
            var unwindData = SwapDealTestFactory.CreateUnwindData(
                swapRealizedPnL: 5000m, swapMarginAmount: 2000m,
                closeMethod: (int)CloseMethodEnum.全部平仓, closePercent: 1m,
                closeQty: 10000m, closeNotionalValue: 1000000m, positionQty: 10000m);

            service.SwapUnwind(unwindData);

            Assert.AreEqual(2, service.ClientCashCalls.Count, "含预付金时应2条资金流水");
            Assert.AreEqual(-5000.0, service.ClientCashCalls[0].amount, 0.001, "第1条=平仓费");
            Assert.AreEqual(ClientCashInCashOut.系统操作_平仓费, service.ClientCashCalls[0].action);
            Assert.AreEqual(2000.0, service.ClientCashCalls[1].amount, 0.001, "第2条=应付预付金");
            Assert.AreEqual(ClientCashInCashOut.系统操作_应付预付金, service.ClientCashCalls[1].action);
            Console.WriteLine($"UW_003: 平仓费={service.ClientCashCalls[0].amount}, 应付预付金={service.ClientCashCalls[1].amount} ✅");
        }

        // ================================================================
        // 场景4：DealFloatPosition 含费价重算（后端唯二真做计算的地方）
        // ================================================================

        /// <summary>
        /// 平仓事件重算三字段（SwapDealService DealFloatPosition）：
        ///   TradingAmountFeeAvg(ExitDirtyFeePrice) = TradingAmountAvg(ExitDirtyPrice) + Fee/CloseQty × shortRatio
        ///   TradingAmountNetFeeAvg(ExitCleanFeePrice) = TradingAmountNetAvg(ExitCleanPrice) + Fee/CloseQty × shortRatio
        ///   TradingAmount = TradingAmountAvg × CloseQty
        /// 手算：ExitDirtyPrice=1.02, Fee=50, CloseQty=1000, Long(shortRatio=-1)
        ///   ExitDirtyFeePrice = 1.02 + 50/1000×(-1) = 0.97
        ///   ExitCleanFeePrice = 1.00 + 50/1000×(-1) = 0.95
        ///   TradingAmount = 1.02 × 1000 = 1020
        /// </summary>
        [TestMethod]
        public void UW_004_DealFloatPosition_含费价重算正确()
        {
            var td = SwapDealTestFactory.CreateTrade();
            var service = new TestableSwapDealService(td);
            var closeEvent = new swap_flow_event
            {
                EventType = (int)SwapEventTypeEnum.平仓,
                PositionType = (int)PositionTypeFlag.Long,
                TradingAmountAvg = 1.02m,       // ExitDirtyPrice
                TradingAmountNetAvg = 1.00m,    // ExitCleanPrice
                TradingFeePending = 50m,
            };
            var unwindData = SwapDealTestFactory.CreateUnwindData(swapRealizedPnL: 0m, closeQty: 1000m);
            unwindData.FlowEvents.Add(closeEvent);

            service.SwapUnwind(unwindData);

            Assert.AreEqual(0.97m, closeEvent.TradingAmountFeeAvg, 0.0001m,
                $"TradingAmountFeeAvg(ExitDirtyFeePrice)=ExitDirtyPrice+Fee/Qty×(-1)=0.97");
            Assert.AreEqual(0.95m, closeEvent.TradingAmountNetFeeAvg ?? 0m, 0.0001m,
                $"TradingAmountNetFeeAvg(ExitCleanFeePrice)=ExitCleanPrice+Fee/Qty×(-1)=0.95");
            Assert.AreEqual(1020m, closeEvent.TradingAmount, 0.0001m,
                $"TradingAmount=ExitDirtyPrice×CloseQty=1020");
            Console.WriteLine($"UW_004: ExitDirtyFeePrice={closeEvent.TradingAmountFeeAvg}, TradingAmount={closeEvent.TradingAmount} ✅");
        }

        // ================================================================
        // 场景5：ApproveSwapTrade 审核通过全平仓 —— 反序列化事件并记账
        // ================================================================

        [TestMethod]
        public void UW_005_ApproveSwapTrade_全平仓审核_反序列化事件并记账()
        {
            var td = SwapDealTestFactory.CreateTrade();
            td.ExerciseDate = new DateTime(2026, 12, 31);
            var unwindData = SwapDealTestFactory.CreateUnwindData(swapRealizedPnL: 8000m,
                closeMethod: (int)CloseMethodEnum.全部平仓, closePercent: 1m,
                closeQty: 10000m, closeNotionalValue: 1000000m);
            var swapEvent = new swap_event
            {
                id = 1, SwapTradeId = SwapDealTestFactory.SwapTradeId,
                EventType = (int)SwapEventTypeEnum.平仓, Invalid = false,
                EventData = JsonConvert.SerializeObject(unwindData)
            };
            var flowEvents = new Dictionary<long, List<swap_flow_event>>
            {
                [1] = new List<swap_flow_event> { new swap_flow_event { id = 1, EventId = 1, PositionId = 1 } }
            };
            var service = new TestableSwapDealService(td,
                swapEvents: new Dictionary<int, swap_event> { [(int)SwapEventTypeEnum.平仓] = swapEvent },
                flowEventsByEventId: flowEvents);

            service.ApproveSwapTrade(td, (int)SwapEventTypeEnum.平仓);

            Assert.AreEqual(1, service.ClientCashCalls.Count, "全平仓无预付金时应1条资金流水");
            Assert.AreEqual(-8000.0, service.ClientCashCalls[0].amount, 0.001, "资金流水=-反序列化的SwapRealizedPnL");
            Assert.AreEqual("已平仓", td.TradeStatus, "审核全平仓 TradeStatus=已平仓");
            Console.WriteLine($"UW_005: 反序列化SwapRealizedPnL=8000, 资金流水={service.ClientCashCalls[0].amount}, TradeStatus={td.TradeStatus} ✅");
        }

        // ================================================================
        // 场景6：ApplySwapTrade 提交审核 —— 前置校验与保存事件
        // ================================================================

        [TestMethod]
        public void UW_006_ApplySwapTrade_提交审核_前置校验与保存事件()
        {
            var td = SwapDealTestFactory.CreateTrade();
            var service = new TestableSwapDealService(td);
            var unwindData = SwapDealTestFactory.CreateUnwindData(swapRealizedPnL: 0m);
            unwindData.SwapCloseAmount = 6000m;

            service.ApplySwapTrade(unwindData, (int)SwapEventTypeEnum.平仓);

            Assert.AreEqual(1, service.CloseReCheckCallCount, "应调用 CloseReCheckSetTrade 1次");
            Assert.AreEqual(1, service.SaveSwapDealCalls.Count, "应调用 SaveSwapDeal 1次");
            Assert.AreEqual((int)SwapEventTypeEnum.平仓, service.SaveSwapDealCalls[0].eventType, "事件类型=平仓");
            Assert.AreEqual(6000m, service.SaveSwapDealCalls[0].data.SwapRealizedPnL, 0.001m,
                "SwapRealizedPnL 应=SwapCloseAmount(6000)");
            Console.WriteLine($"UW_006: CloseReCheck={service.CloseReCheckCallCount}次, SwapRealizedPnL={service.SaveSwapDealCalls[0].data.SwapRealizedPnL} ✅");
        }
    }
}