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

using Microsoft.VisualStudio.TestTools.UnitTesting;
using System;
using System.Collections.Generic;
using System.Linq;
using YLErp.DBModels;
using YLErp.DBModels.Enums;
using YLErp.Model;

namespace YLErp.Modules.SwapModule
{
    /// <summary>
    /// 用构造数据覆盖 MergePageEvent 全部 6 种场景
    /// 不连数据库，纯内存，秒级运行
    /// </summary>
    [TestClass]
    public class MergePageEventScenarioTest
    {
        private const int TradeId = 9001;
        private const string TradeNumber = "TEST-IS-202504240001";
        private const string UnderlyingCode = "220205.IB";
        private const long PositionId = 50001;

        #region 场景1：单条流水 + 无持仓 → 纯开仓

        [TestMethod]
        public void Scenario1_SingleMerge_NoPosition_ShouldOpen()
        {
            var service = CreateService(positions: new List<swap_position>());
            var merges = new List<swap_flow_merge>
            {
                CreateMerge(BsType: 1, Qty: 100000, AvgPrice: 1.0022m, Fee: 0, FeePending: 2000)
            };

            var result = service.ExecuteMergePageEvent(TradeId, merges, new DateTime(2025, 4, 24));

            Assert.AreEqual(1, result.Count);
            Assert.AreEqual((int)SwapFlowEventTypeEnum.开仓, result[0].EventType);
            Assert.AreEqual(1, result[0].PositionType); // 多头
            Assert.AreEqual(100000, result[0].Quantity);
            Assert.AreEqual(1.0022m, result[0].TradingAmountAvg);
            Assert.AreEqual(0, result[0].MarkClosePnl); // 开仓无平仓盈亏
        }

        #endregion

        #region 场景2：单条流水 + 同向持仓 → 追加开仓

        [TestMethod]
        public void Scenario2_SingleMerge_SameDirectionPosition_ShouldOpen()
        {
            var positions = new List<swap_position>
            {
                CreatePosition(PositionType: 1, Qty: 50000, GrossPrice: 0.99m)
            };
            var service = CreateService(positions);
            var merges = new List<swap_flow_merge>
            {
                CreateMerge(BsType: 1, Qty: 30000, AvgPrice: 1.005m)
            };

            var result = service.ExecuteMergePageEvent(TradeId, merges, new DateTime(2025, 4, 24));

            Assert.AreEqual(1, result.Count);
            Assert.AreEqual((int)SwapFlowEventTypeEnum.开仓, result[0].EventType);
            Assert.AreEqual(1, result[0].PositionType); // 同向多头
            Assert.AreEqual(30000, result[0].Quantity);  // 新开仓数量
        }

        #endregion

        #region 场景3：单条流水 + 反向持仓(全平) → 纯平仓

        [TestMethod]
        public void Scenario3_SingleMerge_OppositeFullClose_ShouldCloseOnly()
        {
            var positions = new List<swap_position>
            {
                CreatePosition(PositionType: 2, Qty: 100000, GrossPrice: 0.98m)
            };
            var service = CreateService(positions);
            // 买入100000，但持仓是空头100000 → 全部平仓
            var merges = new List<swap_flow_merge>
            {
                CreateMerge(BsType: 1, Qty: 100000, AvgPrice: 1.01m)
            };

            var result = service.ExecuteMergePageEvent(TradeId, merges, new DateTime(2025, 4, 24));

            Assert.AreEqual(1, result.Count);
            Assert.AreEqual((int)SwapFlowEventTypeEnum.平仓, result[0].EventType);
            Assert.AreEqual(2, result[0].PositionType); // 平空头
            Assert.AreEqual(100000, result[0].Quantity);

            // 平仓盈亏 = (平仓均价 - 持仓期初价) * 平仓数量 * 合约乘数
            var expectedPnl = (1.01m - 0.98m) * 100000 * 1;
            AssertDecimalEqual(expectedPnl, result[0].MarkClosePnl, 0.01m);
        }

        #endregion

        #region 场景4：单条流水 + 反向持仓(部分平) → 平仓+开仓

        [TestMethod]
        public void Scenario4_SingleMerge_OppositePartialClose_ShouldCloseAndOpen()
        {
            var positions = new List<swap_position>
            {
                CreatePosition(PositionType: 2, Qty: 30000, GrossPrice: 0.98m)
            };
            var service = CreateService(positions);
            // 买入100000，持仓空头30000 → 先平30000，再开70000
            var merges = new List<swap_flow_merge>
            {
                CreateMerge(BsType: 1, Qty: 100000, AvgPrice: 1.01m)
            };

            var result = service.ExecuteMergePageEvent(TradeId, merges, new DateTime(2025, 4, 24));

            Assert.AreEqual(2, result.Count);

            // 第一个：平仓
            Assert.AreEqual((int)SwapFlowEventTypeEnum.平仓, result[0].EventType);
            Assert.AreEqual(2, result[0].PositionType);
            Assert.AreEqual(30000, result[0].Quantity);

            var expectedClosePnl = (1.01m - 0.98m) * 30000 * 1;
            AssertDecimalEqual(expectedClosePnl, result[0].MarkClosePnl, 0.01m);

            // 第二个：开仓
            Assert.AreEqual((int)SwapFlowEventTypeEnum.开仓, result[1].EventType);
            Assert.AreEqual(1, result[1].PositionType); // 剩余方向=买
            Assert.AreEqual(70000, result[1].Quantity); // 100000 - 30000
        }

        #endregion

        #region 场景5：两条流水 + 无持仓 → 一开一平

        [TestMethod]
        public void Scenario5_TwoMerges_NoPosition_ShouldOpenThenClose()
        {
            var service = CreateService(positions: new List<swap_position>());
            var merges = new List<swap_flow_merge>
            {
                CreateMerge(BsType: 1, Qty: 100000, AvgPrice: 1.00m), // 买 10万
                CreateMerge(BsType: 2, Qty: 30000,  AvgPrice: 1.01m)   // 卖 3万
            };

            var result = service.ExecuteMergePageEvent(TradeId, merges, new DateTime(2025, 4, 24));

            Assert.AreEqual(2, result.Count);

            // 第一个事件：开仓（大的那条）
            var openEvt = result.First(x => x.EventType == (int)SwapFlowEventTypeEnum.开仓);
            Assert.AreEqual(1, openEvt.PositionType);
            Assert.AreEqual(100000, openEvt.Quantity);

            // 第二个事件：平仓（小的那条平大的）
            var closeEvt = result.First(x => x.EventType == (int)SwapFlowEventTypeEnum.平仓);
            Assert.AreEqual(1, closeEvt.PositionType); // 平的是多头的方向
            Assert.AreEqual(30000, closeEvt.Quantity);

            // 平仓盈亏 = (卖均价 - 买均价) * 平仓数量 * 合约乘数
            var expectedPnl = (1.01m - 1.00m) * 30000 * 1;
            AssertDecimalEqual(expectedPnl, closeEvt.MarkClosePnl, 0.01m);
        }

        #endregion

        #region 场景6：两条流水 + 有持仓 → 复杂组合

        [TestMethod]
        public void Scenario6_TwoMerges_HasPosition_ShouldCloseThenOpen()
        {
            var positions = new List<swap_position>
            {
                CreatePosition(PositionType: 2, Qty: 30000, GrossPrice: 0.98m) // 空头持仓
            };
            var service = CreateService(positions);
            // 买10万 + 卖5万，持仓空头3万
            var merges = new List<swap_flow_merge>
            {
                CreateMerge(BsType: 1, Qty: 100000, AvgPrice: 1.00m), // 买（反向）
                CreateMerge(BsType: 2, Qty: 50000,  AvgPrice: 1.01m)   // 卖（同向）
            };

            var result = service.ExecuteMergePageEvent(TradeId, merges, new DateTime(2025, 4, 24));

            // 至少有平仓事件（买的10万 vs 空头3万）
            Assert.IsTrue(result.Count >= 2, $"Expected at least 2 events, got {result.Count}");

            // 第一个事件应该是平仓（反向流水平空头持仓）
            Assert.AreEqual((int)SwapFlowEventTypeEnum.平仓, result[0].EventType);
            Assert.AreEqual(2, result[0].PositionType); // 平空头
            Assert.AreEqual(30000, result[0].Quantity);

            // 后续应有开仓事件（100000-30000=70000剩余，再和卖5万处理）
            var openEvents = result.Where(x => x.EventType == (int)SwapFlowEventTypeEnum.开仓).ToList();
            Assert.IsTrue(openEvents.Count >= 1, "Should have at least 1 open event");
        }

        #endregion

        #region 辅助方法

        private TestableSwapFlowEventService CreateService(List<swap_position> positions)
        {
            var user = new OptUserInfo(1, "Test", OptUserFrom.UnitTest);
            var trade = new trade
            {
                id = TradeId,
                TradeNumber = TradeNumber,
                TradeDate = new DateTime(2025, 4, 24),
                ExerciseDate = new DateTime(2025, 6, 20)
            };
            var extend = new trade_extend { TradeId = TradeId };
            extend.ExtendJson = Newtonsoft.Json.JsonConvert.SerializeObject(new TradeExtendJson
            {
                Direction = 2, // 支付
                SettlementRules = 1 // T+1
            });

            var underlyings = new Dictionary<string, underlying_manager>
            {
                [UnderlyingCode] = new underlying_manager
                {
                    UnderlyingCode = UnderlyingCode,
                    UnderlyingInstrumentType = "TBonds"
                }
            };

            return new TestableSwapFlowEventService(
                user, trade, extend, positions, underlyings,
                nextBusinessDay: d => d.AddDays(1),
                positionId: PositionId
            );
        }

        private swap_flow_merge CreateMerge(int BsType, decimal Qty, decimal AvgPrice, decimal Fee = 0, decimal FeePending = 0)
        {
            return new swap_flow_merge
            {
                SwapTradeId = TradeId,
                SwapTradeNo = TradeNumber,
                UnderlyingCode = UnderlyingCode,
                OccurTime = new DateTime(2025, 4, 24),
                BsType = BsType,
                TradingQty = BsType == 1 ? Qty : -Qty,
                TradingAmount = Math.Abs(Qty) * AvgPrice,
                TradingAmountAvg = AvgPrice,
                TradingAmountFeeAvg = AvgPrice,
                TradingFee = Fee,
                TradingFeePending = FeePending,
                ContractSize = 1,
                ClientId = 10,
                DataState = 1
            };
        }

        private swap_position CreatePosition(int PositionType, decimal Qty, decimal GrossPrice)
        {
            return new swap_position
            {
                PositionId = PositionId,
                SwapTradeId = TradeId,
                UnderlyingCode = UnderlyingCode,
                PositionType = PositionType,
                PosiDirection = 2, // 支付
                PosiQuantity = Qty,
                PosiGrossPrice = GrossPrice,
                PosiNetPrice = GrossPrice,
                ContractSize = 1,
                IsInitial = false,
                Invalid = false,
                PosiTradingFee = 0
            };
        }

        private static void AssertDecimalEqual(decimal expected, decimal actual, decimal tolerance)
        {
            var diff = Math.Abs(expected - actual);
            Assert.IsTrue(diff <= tolerance,
                $"Expected {expected}, got {actual}, diff {diff} (tol {tolerance})");
        }

        #endregion
    }
}