hjhan
70550af29a
- 删除 IFundingLegStrategy.CalcNotional 的 posiLong/posiShort 死参数（多空存续腿界面已禁用，三个实现均不读取），同步三个实现签名、SwapDealService 唯一调用点、FundingLegStrategyTest 7 处调用 - 修正 SwapPosition/SwapFlowEvent/EodSwapPosition 的 InterestMode 字段注释（去掉已删的 3/4，补全 5/6/9） - 重写 SwapUnwindFloatingLegDiagnosticTdd 过时类注释 零行为变化；编译 0 错误；FundingLegStrategyTest 11/11 通过。
71 lines
4.8 KiB
C#
71 lines
4.8 KiB
C#
using Newtonsoft.Json;
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using YLErp.DBModels;
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using YLErp.DBModels.Enums;
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namespace YLErp.Modules.SwapModule
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{
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/// <summary>
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/// 诊断测试骨架：针对 GLMS 双轨持仓(orig/real)构造预付金腿(mode 5)与标的期初全价腿(mode 9)，
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/// 用于验证“浮动腿 fpositions 用 origPositions 对预付金/标的端计息基数的影响”。
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/// 计息基数现由 FundingLegStrategyFactory + 各 IFundingLegStrategy 策略类计算
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/// （原 private CalcNotionalByMode 已重构移除）；多空存续腿的 posiLong/posiShort 因界面禁用
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/// 已从策略接口删除，故预付金/标的端计息基数不依赖多空头寸。
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/// 注：当前仅含数据构造，反射诊断方法尚未实现（无 [TestMethod]）。
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/// </summary>
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[TestClass]
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public class SwapUnwindFloatingLegDiagnosticTdd
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{
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private sealed class StubSwapDealService : SwapDealService
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{
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public StubSwapDealService(OptUserInfo optUser) : base(optUser) { }
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protected override bool TryGetFloatRate(DateTime valueDate, string underlyingCode, out double rate)
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{ rate = 0; return false; }
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}
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private const decimal OrigFix = 99_000m; // 期初预付金腿初始本金
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private const decimal RealFix = 66_813.12m; // 实时预付金腿剩余本金(4 次平仓后)
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private const decimal OrigLong = 100_000_000m; // 期初标的(多头)名义本金
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private const decimal RealLong = 68_947_200m; // 实时标的(多头)剩余名义本金
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private const decimal ClosePct = 0.1m; // 本次平仓比例 10%
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private static readonly DateTime D0 = new(2026, 7, 1);
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private static readonly DateTime D1 = new(2026, 7, 16);
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private SwapDealService _svc;
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[TestInitialize] public void Init() => _svc = new StubSwapDealService(new OptUserInfo(0, nameof(SwapUnwindFloatingLegDiagnosticTdd), OptUserFrom.UnitTest));
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// ---- GLMS 双轨持仓构造 ----
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private static swap_position OrigPrepay(decimal fix = OrigFix) => new swap_position
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{ id = 35798, SwapTradeId = 1993, PosiDirection = 0, InterestMode = (int)InterestModeEnum.初始预付金,
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InterestPrincipalFix = fix, IsInitial = true, Invalid = false, InterestType = (int)InterestTypeEnum.单利,
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interest_rest_days = 1, InterestDirection = (int)SwapDirectionEnum.收取, InterestSwapInterval = "[]" };
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private static swap_position RealPrepay(decimal fix = RealFix) => new swap_position
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{ id = 35871, SwapTradeId = 1993, PositionId = 35798, PosiDirection = 0, InterestMode = (int)InterestModeEnum.初始预付金,
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InterestPrincipalFix = fix, IsInitial = false, Invalid = false, InterestType = (int)InterestTypeEnum.单利,
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interest_rest_days = 1, InterestDirection = (int)SwapDirectionEnum.收取, InterestSwapInterval = "[]" };
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private static swap_position OrigBasePrice() => new swap_position
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{ id = 35797, SwapTradeId = 1993, PosiDirection = 0, InterestMode = (int)InterestModeEnum.标的期初全价,
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InterestPrincipalFix = 0, IsInitial = true, Invalid = false, InterestType = (int)InterestTypeEnum.单利,
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interest_rest_days = 1, InterestSwapInterval = "[]" };
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private static swap_position RealBasePrice() => new swap_position
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{ id = 35870, SwapTradeId = 1993, PositionId = 35797, PosiDirection = 0, InterestMode = (int)InterestModeEnum.标的期初全价,
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InterestPrincipalFix = 0, IsInitial = false, Invalid = false, InterestType = (int)InterestTypeEnum.单利,
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interest_rest_days = 1, InterestSwapInterval = "[]" };
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private static swap_position OrigLongLeg() => new swap_position
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{ id = 35799, SwapTradeId = 1993, PosiDirection = 2, PositionType = (int)PositionTypeFlag.Long, InterestMode = 0,
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PosiNotionalValue = OrigLong, IsInitial = true, Invalid = false };
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private static swap_position RealLongLeg() => new swap_position
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{ id = 35872, SwapTradeId = 1993, PositionId = 35799, PosiDirection = 2, PositionType = (int)PositionTypeFlag.Long, InterestMode = 0,
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PosiNotionalValue = RealLong, IsInitial = false, Invalid = false };
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private static trade MakeTrade()
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{
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var extend = new trade_extend { TradeId = 1993, ExtendJson = JsonConvert.SerializeObject(new TradeExtendJson
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{ AnnualDays = 365, InterestCalcMode = "10", SettlementRules = 0 }) };
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return new trade { id = 1993, TradeNumber = "GLMS-20260701-0008", ClientId = 999998, TradeType = "收益互换",
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TradeDate = D0, StartDate = D0, ExerciseDate = D1, TradeStatus = "确认成交", ValidState = "Valid",
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StockEqvNotional = (double)RealLong, Notional = (double)RealLong, trade_extend = extend };
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}
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}
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}
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