zszq-trs/UnitTestProject/Modules/SwapModule/InterestLegs/InterestLegStrategyTest.cs

using System;
using Microsoft.VisualStudio.TestTools.UnitTesting;
using YLErp.DBModels.Enums;
using YLErp.Modules.SwapModule.InterestLegs;

namespace UnitTestProject.Modules.SwapModule.InterestLegs
{
    /// <summary>
    /// 利息腿策略单测。验证每个策略的 CalcNotional 与现有 CalcNotionalByMode switch 完全一致。
    /// 这组测试是后续"迁移调用点"的安全网——迁移前后行为必须不变。
    /// </summary>
    [TestClass]
    public class InterestLegStrategyTest
    {
        private const decimal Fix = 2_000_000m;        // 合约固定本金
        private const decimal Notional = 100_000_000m;  // 剩余名义本金 1 亿
        private const decimal LongNotional = 60_000_000m;
        private const decimal ShortNotional = 40_000_000m;

        #region 固定值(mode 1)：恒=Fix，不随比例变

        [TestMethod]
        public void 固定值_部分平仓_计息基数恒等于Fix()
        {
            var leg = new FixedNotionalLeg();
            var r = leg.CalcNotional(Fix, Notional, LongNotional, ShortNotional, 0.5m);

            Assert.AreEqual(Fix, r.ClosePrincipal, "平仓本金恒=Fix");
            Assert.AreEqual(Fix, r.PosiPrincipal, "持仓本金恒=Fix");
            Assert.AreEqual(1m, r.ClosePercent, "有效比例恒=1（固定值不随比例缩放）");
        }

        [TestMethod]
        public void 固定值_全平_计息基数仍等于Fix()
        {
            var leg = new FixedNotionalLeg();
            var r = leg.CalcNotional(Fix, Notional, LongNotional, ShortNotional, 1m);

            Assert.AreEqual(Fix, r.ClosePrincipal, "全平本金仍=Fix");
        }

        #endregion

        #region 合约名义本金规模(mode 2)：按比例线性缩放

        [TestMethod]
        public void 合约名义本金_部分平仓_本金按比例缩放()
        {
            var leg = new ContractNotionalLeg();
            var r = leg.CalcNotional(Fix, Notional, LongNotional, ShortNotional, 0.5m);

            Assert.AreEqual(50_000_000m, r.ClosePrincipal, "平仓本金=Notional×50%");
            Assert.AreEqual(Notional, r.PosiPrincipal, "持仓本金=Notional全额");
            Assert.AreEqual(0.5m, r.ClosePercent, "有效比例=入参");
        }

        [TestMethod]
        public void 合约名义本金_全平_本金等于全额()
        {
            var leg = new ContractNotionalLeg();
            var r = leg.CalcNotional(Fix, Notional, LongNotional, ShortNotional, 1m);

            Assert.AreEqual(Notional, r.ClosePrincipal, "全平本金=Notional");
        }

        [TestMethod]
        public void 合约名义本金_零平仓_本金为零()
        {
            var leg = new ContractNotionalLeg();
            var r = leg.CalcNotional(Fix, Notional, LongNotional, ShortNotional, 0m);

            Assert.AreEqual(0m, r.ClosePrincipal, "零平仓本金=0");
            Assert.AreEqual(Notional, r.PosiPrincipal, "持仓本金仍=Notional");
        }

        #endregion

        #region 标的期初全价(mode 9)：主路径公式与mode2相同

        [TestMethod]
        public void 标的期初全价_部分平仓_主路径公式同mode2()
        {
            var leg = new UnderlyingFullPriceLeg();
            var r = leg.CalcNotional(Fix, Notional, LongNotional, ShortNotional, 0.5m);

            Assert.AreEqual(50_000_000m, r.ClosePrincipal, "平仓本金=Notional×50%（与mode2主路径一致）");
            Assert.AreEqual(Notional, r.PosiPrincipal);
            Assert.AreEqual(0.5m, r.ClosePercent);
        }

        [TestMethod]
        public void 标的期初全价_全平_本金等于全额()
        {
            var leg = new UnderlyingFullPriceLeg();
            var r = leg.CalcNotional(Fix, Notional, LongNotional, ShortNotional, 1m);

            Assert.AreEqual(Notional, r.ClosePrincipal);
        }

        #endregion

        #region 守卫：三个策略对应不同mode

        [TestMethod]
        public void 三个策略对应不同枚举值()
        {
            Assert.AreEqual(InterestModeEnum.固定值, new FixedNotionalLeg().Mode);
            Assert.AreEqual(InterestModeEnum.合约名义本金规模, new ContractNotionalLeg().Mode);
            Assert.AreEqual(InterestModeEnum.标的期初全价, new UnderlyingFullPriceLeg().Mode);
        }

        #endregion
    }
}