hjhan
68a3f0b4fa
1) otcdebug 埋点(unwindSwapTrade.js, 仅 ?otcdebug=1 开启, 生产零噪音):
- changeClosePercent: 记录实际发给后端的 closePercent
- getInterestList: 记录 POST closePercent / 返回逐腿 InterestMode·Principal·Amount·Rate
- 用途: 未来再遇"改比例利息腿不动", 开 ?otcdebug=1 即可定位前端没传对还是后端没缩放
2) 修复分支上既有3个红测试(均为配置/生产已改、测试未跟上或契约过时):
- swapPrecisionConfig.test.js: quantityIntegerDigits 对齐配置(16→8, Bond等12);
expectedQuantityPrecisions 对齐配置(Fund=4, ExRate=4), 与同文件 line87/89 一致
- bondCalc.integration.test.js: 补 require('fs')/require('path'); 事件契约更新为
['keydown','input','input','enter'](onKeydown 回车故意幂等重发一次 input, 修 QA 高优 Bug)
- markClosePnlShortConsistency.test.js: 空头一致性测试由 RED 转 GREEN(income 已补 longRatio);
CASE deliveryPrice 105→1.05 与 GOLD 的 105*scale(0.01) 单位对齐
引入溯源: 固定值腿缩放缺陷见 d1badfe4; 精度配置 16→8 来自 0672dbbc(张名锐);
红测试为已知缺口记录(用户 hjhan)。
211 lines
10 KiB
JavaScript
211 lines
10 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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const ROOT = path.resolve(__dirname, '..');
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const read = (relativePath) => fs.readFileSync(path.join(ROOT, relativePath), 'utf8');
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const precisionConfigSrc = read('App_Data/Config/swappriceprecision.js');
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const precisionHelperSrc = read('wwwroot/Scripts/app/swaptrade/swapPricePrecisionHelper.js');
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function loadConfiguredPrecision() {
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const context = { window: {} };
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vm.runInNewContext(precisionConfigSrc, context);
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return context.window.main.swapPricePrecision;
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}
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function loadHelper(config) {
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const context = { window: { main: { swapPricePrecision: config } } };
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vm.runInNewContext(precisionHelperSrc, context);
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return context.swapPricePrecision;
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}
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function activeViewSource(source) {
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return source.replace(/@\*[\s\S]*?\*@/g, '');
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}
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describe('swap price precision common wiring', () => {
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test('configured and fallback common precision expose 2/2/4', () => {
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const configured = loadConfiguredPrecision();
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expect(configured.common).toEqual({
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amount: { precision: 2, grouping: true },
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quantity: { integerDigits: 8, precision: 2, grouping: true },
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rate: { precision: 4 }
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});
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const helper = loadHelper(configured);
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expect(helper.getCommonPrecision('amount')).toBe(2);
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expect(helper.getCommonPrecision('quantity')).toBe(2);
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expect(helper.getCommonPrecision('rate')).toBe(4);
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const expectedQuantityPrecisions = {
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Stock: 2,
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StockIndex: 2,
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StockIF: 2,
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CommodityFutures: 2,
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CommoditySpot: 2,
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NewOtcStock: 2,
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HKStock: 2,
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HKStockIndex: 2,
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Fund: 4,
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Bond: 0,
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TBonds: 0,
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CreditBonds: 0,
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OtherBonds: 0,
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TBFutures: 2,
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OtherFutures: 2,
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GoldSpot: 2,
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OtherSpot: 2,
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AbroadFutures: 2,
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AbroadSpot: 2,
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AbroadStock: 2,
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AbroadStockIndex: 2,
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ExRate: 4,
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Shibor: 2,
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FixingRepoRate: 2,
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RateYield: 2,
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BondIndex: 2
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};
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Object.entries(expectedQuantityPrecisions).forEach(([instrumentType, precision]) => {
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expect(configured[instrumentType].quantityPrecision).toBe(precision);
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expect(helper.getCommonPrecision('quantity', instrumentType)).toBe(precision);
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expect(helper.getCommonInputFormat('quantity', { append: '' }, instrumentType).precision).toBe(precision);
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});
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const expectedQuantityIntegerDigits = {
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Stock: 8, StockIndex: 8, StockIF: 8, CommodityFutures: 8, CommoditySpot: 8,
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NewOtcStock: 8, HKStock: 8, HKStockIndex: 8, Fund: 8, TBFutures: 8,
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OtherFutures: 8, GoldFutures: 8, GoldSpot: 8, OtherSpot: 8, AbroadFutures: 8,
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AbroadSpot: 8, AbroadStock: 8, AbroadStockIndex: 8, Shibor: 8,
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FixingRepoRate: 8, RateYield: 8, BondIndex: 8,
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Bond: 12, TBonds: 12, CreditBonds: 12, OtherBonds: 12, ExRate: 8
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};
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Object.entries(expectedQuantityIntegerDigits).forEach(([instrumentType, integerDigits]) => {
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expect(configured[instrumentType].quantityIntegerDigits).toBe(integerDigits);
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expect(helper.getCommonInputFormat('quantity', { append: '' }, instrumentType).integerDigits).toBe(integerDigits);
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});
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expect(helper.getCommonPrecision('quantity', 'OtherRate')).toBe(2);
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expect(helper.getCommonInputFormat('quantity', { append: '' }, 'Fund').precision).toBe(4);
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expect(helper.getCommonInputFormat('quantity', { append: '' }, 'Fund').stringMode).toBe(true);
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expect(helper.getCommonInputFormat('quantity', { append: '' }, 'Bond').precision).toBe(0);
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expect(helper.getCommonInputFormat('quantity', { append: '' }, 'OtherRate').integerDigits).toBe(8);
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const input = helper.getCommonInputFormat('amount', { append: '', trimTailZeros: true });
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expect(input).toEqual(expect.objectContaining({ precision: 2, grouping: true, trimTailZeros: false }));
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expect(helper.getCommonInputFormat('rate', { append: '%' })).toEqual(
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expect.objectContaining({ precision: 4, grouping: false }));
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});
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test('invalid common precision falls back and formatted values keep trailing zeros', () => {
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const helper = loadHelper({
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common: {
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amount: { precision: -1 },
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quantity: { precision: 14 },
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rate: { precision: 'invalid' }
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}
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});
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expect(helper.getCommonPrecision('amount')).toBe(2);
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expect(helper.getCommonPrecision('quantity')).toBe(2);
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expect(helper.getCommonPrecision('rate')).toBe(4);
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const configured = loadHelper({
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common: {
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amount: { precision: 3 },
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quantity: { precision: 1 },
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rate: { precision: 2 }
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}
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});
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expect(configured.formatCommon('amount', '12.5')).toBe('12.500');
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expect(configured.formatCommon('quantity', 1)).toBe('1.0');
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expect(configured.formatCommon('rate', '0.0123')).toBe('1.23%');
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expect(configured.formatCommon('amount', '1234.5')).toBe('1,234.500');
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expect(configured.normalizeCommon('amount', '1234.5')).toBe('1234.500');
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expect(configured.formatCommon('amount', NaN)).toBe('');
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expect(configured.formatCommon('amount', Infinity)).toBe('');
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});
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test('common grouping can be disabled independently from precision', () => {
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const helper = loadHelper({
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common: {
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amount: { precision: 2, grouping: false },
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quantity: { precision: 2, grouping: false },
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rate: { precision: 4, grouping: false }
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}
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});
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expect(helper.formatCommon('amount', '1234.5')).toBe('1234.50');
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expect(helper.getCommonInputFormat('quantity', { append: '' }).grouping).toBe(false);
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});
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test('quantity display can trim trailing zeros without changing configured precision', () => {
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const helper = loadHelper({ common: { quantity: { precision: 8, grouping: true } } });
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expect(helper.formatCommon('quantity', '10000.12345600', { trimTailZeros: true }))
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.toBe('10,000.123456');
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expect(helper.formatCommon('quantity', '10000.12345600')).toBe('10,000.12345600');
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});
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test('missing or invalid asset quantity precision falls back to common quantity precision', () => {
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const helper = loadHelper({
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common: { quantity: { precision: 3, grouping: true } },
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Stock: { quantityPrecision: 'invalid' },
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Bond: {}
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});
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expect(helper.getCommonPrecision('quantity', 'Stock')).toBe(3);
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expect(helper.getCommonPrecision('quantity', 'Bond')).toBe(3);
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expect(helper.getCommonPrecision('quantity', 'OtherRate')).toBe(3);
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expect(helper.getCommonInputFormat('quantity', { append: '' }, 'Stock').integerDigits).toBe(8);
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expect(loadHelper({
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common: { quantity: { integerDigits: 0, precision: 3 } },
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Stock: { quantityIntegerDigits: 'invalid' }
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}).getCommonInputFormat('quantity', { append: '' }, 'Stock').integerDigits).toBe(8);
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});
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test('SwapTrade2 common fields use the price helper without changing price responsibilities', () => {
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const scripts = {
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edit: read('wwwroot/Scripts/app/swaptrade/swapTradeEdit.js'),
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income: read('wwwroot/Scripts/app/swaptrade/incomeSwapTrade.js'),
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unwind: read('wwwroot/Scripts/app/swaptrade/unwindSwapTrade.js'),
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longShort: read('wwwroot/Scripts/app/swaptrade/swapLongShort.js'),
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unwindLongShort: read('wwwroot/Scripts/app/swaptrade/unwindLongShort.js'),
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view: read('wwwroot/Scripts/app/swaptrade/swapTradeView.js'),
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flow: read('wwwroot/Scripts/app/swaptrade/SwapflowList.js'),
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helper: precisionHelperSrc
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};
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const view = read('Views/SwapTrade2/TradeView.cshtml');
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const activeView = activeViewSource(view);
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for (const script of Object.values(scripts)) {
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expect(script).not.toMatch(/otcformat\.trading\.swap(?:Amount|Quantity|RateP)/);
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}
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expect(scripts.edit).toMatch(/getCommonInputFormat\('amount'/);
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expect(scripts.edit).toMatch(/getCommonInputFormat\(\s*['"]quantity['"]/);
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expect(scripts.edit).toMatch(/getCommonInputFormat\('rate'/);
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expect(scripts.view).toContain("swapPricePrecision.formatCommon('rate', item.Rate)");
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expect(scripts.flow).toMatch(/name:\s*'ytm'[\s\S]*formatter:\s*otcformat\.trading\.marginRateP/);
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expect(scripts.flow).not.toMatch(/name:\s*'ytm'[\s\S]*formatCommon\('rate'/);
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expect(scripts.unwind).toContain('ClosePercent = otcformat.fixed6');
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expect(scripts.unwind).toContain('_.round(tradingFee, 2)');
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expect(scripts.unwind).toContain('.toFixed(2)');
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expect(scripts.edit).toContain('observationRatePrecision = 12');
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expect(scripts.edit).toMatch(/roundObservationRate[\s\S]*swapPricePrecision\.roundDecimal/);
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expect(scripts.helper).toContain('getRule: getRule');
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expect(scripts.helper).toContain('getInputFormat: function');
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expect(scripts.helper).toContain('roundForSubmit: function');
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expect(scripts.helper).toContain('normalizeCommon: function');
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expect(activeView).not.toContain('OtcFormatHelper');
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expect(activeView).not.toMatch(/OtcFormatMoney|OtcFormatNotional/);
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expect(activeView).toContain('SwapCommonData');
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expect(activeView).toMatch(/js-swap-common[\s\S]*data-kind="amount"/);
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expect(activeView).toMatch(/js-swap-common[\s\S]*data-kind="quantity"/);
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expect(activeView).toMatch(/js-swap-common[\s\S]*data-kind="rate"/);
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expect(scripts.view).toContain('formatSwapCommonElements');
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expect(scripts.edit).toContain('getQuantityInputFormat');
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expect(scripts.unwind).toContain('getQuantityInputFormat');
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expect(scripts.flow).toContain('getQuantityInputFormat');
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expect(scripts.flow).toMatch(/formatSwapQuantity = function \(value, options, rowObject\)/);
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expect(scripts.flow).toMatch(/row\.UnderlyingInstrumentType[\s\S]*row\.InstrumentType[\s\S]*row\.position[\s\S]*UnderlyingInstrumentType/);
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expect(scripts.flow).toContain("formatCommon('quantity', value, instrumentType)");
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expect(activeView).toMatch(/data-kind="quantity"[^>]*data-instrument-type=/);
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});
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});
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