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

using YLErp.DBModels;
using YLErp.DBModels.Enums;

namespace YLErp.Modules.SwapModule
{
    /// <summary>
    /// GLMS-20260701-0006 多次部分平仓后提前终止 Tab 序号2 平仓比例显示 32.50% 而非 50% 的回归测试
    /// ================================================================================
    /// 根因：SwapDealService.ApplySwapTrade 缺少 A→B 口径转换。
    ///   - SwapUnwind 在入口处将 ClosePercent 从口径A(占期初) 转为 口径B(占剩余)，SaveSwapDealInternal 落库时 B→A 还原。
    ///   - ApplySwapTrade 没有做 A→B 转换，导致 SaveSwapDealInternal 的 B→A 还原出错：
    ///     0.50(A) → ToOriginalClosePercent(0.50, 50000000, 32500000) = 0.50*32500000/50000000 = 0.325 ❌
    ///   - 修复后：0.50(A) → ToRemainingClosePercent → 0.769(B) → ToOriginalClosePercent → 0.50(A) ✅
    ///
    /// 测试策略：
    ///   1) 纯函数测试：验证 A→B→A 往返转换的正确性
    ///   2) ApplySwapTrade 集成测试：验证 SaveSwapDeal 收到的 ClosePercent 已转为口径B
    /// </summary>
    [TestClass]
    public class ApplySwapTradeClosePercentBugTest
    {
        // GLMS-20260701-0006 真实数据
        private const decimal OriginalNotional = 50_000_000m;  // 期初名义本金
        private const decimal RemainingAfter1st = 32_500_000m;  // 首次平35%后剩余
        private const decimal FirstClosePercent = 0.35m;        // 第一次平仓比例(口径A)
        private const decimal SecondClosePercent = 0.50m;       // 第二次平仓比例(口径A, 用户输入50%)

        // ================================================================
        // 1) 纯函数：A→B→A 往返转换应还原原值
        // ================================================================

        [TestMethod]
        public void AC_001_口径转换_往返A到B到A应还原原值()
        {
            // 第二次部分平仓: 用户输入 50%(口径A)
            decimal closePercentA = SecondClosePercent;

            // A → B（ApplySwapTrade/SwapUnwind 入口转换）
            decimal closePercentB = SwapDealService.ToRemainingClosePercent(
                closePercentA, OriginalNotional, RemainingAfter1st);

            // B → A（SaveSwapDealInternal 落库还原）
            decimal closePercentA_restored = SwapDealService.ToOriginalClosePercent(
                closePercentB, OriginalNotional, RemainingAfter1st);

            SwapDealTestFactory.AssertDecimalEqual(closePercentA, closePercentA_restored, 1e-10m,
                "A→B→A 往返转换应还原原值");
            Console.WriteLine($"A={closePercentA}, B={closePercentB}, A_restored={closePercentA_restored}");
        }

        [TestMethod]
        public void AC_002_口径转换_未修复时B到A会得到错误的0_325()
        {
            // 模拟 bug：ApplySwapTrade 未做 A→B 转换，直接把 A 传给 SaveSwapDealInternal 的 B→A 还原
            decimal closePercentA = SecondClosePercent; // 0.50

            // bug 路径：SaveSwapDealInternal 误把 A 当 B 做还原
            decimal buggyResult = SwapDealService.ToOriginalClosePercent(
                closePercentA, OriginalNotional, RemainingAfter1st);

            // 0.50 * 32500000 / 50000000 = 0.325
            SwapDealTestFactory.AssertDecimalEqual(0.325m, buggyResult, 1e-10m,
                "bug 路径：0.50(A) 被误当 B 做还原 → 0.325");
            Assert.AreNotEqual(SecondClosePercent, buggyResult,
                "bug 结果 0.325 不等于用户输入 0.50");
            Console.WriteLine($"Bug: 0.50(A) 误当 B → ToOriginalClosePercent → {buggyResult} (应为 0.50)");
        }

        // ================================================================
        // 2) ApplySwapTrade 集成测试：验证 SaveSwapDeal 收到的是口径B
        // ================================================================

        [TestMethod]
        public void AC_003_ApplySwapTrade_第二次部分平仓50perc_应将ClosePercent转为口径B()
        {
            // 模拟 GLMS-20260701-0006 第二次部分平仓的场景
            var td = new trade
            {
                id = 1991,
                TradeNumber = "GLMS-20260701-0006",
                TradeType = "收益互换",
                TradeStatus = "确认成交",
                ValidState = "Valid",
                StockEqvNotional = (double)RemainingAfter1st, // 32500000
                OriginalStockEqvNotional = (double)OriginalNotional, // 50000000
                Notional = (double)RemainingAfter1st,
                TradeAmount = (double)RemainingAfter1st
            };

            var service = new TestableSwapDealService(td);

            // 前端传入的 UnwindData（ClosePercent = 0.50, 口径A）
            var unwindData = new UnwindData
            {
                SwapTradeId = td.id,
                SwapRealizedPnL = 1000m,
                SwapCloseAmount = 1000m,
                CloseMethod = (int)CloseMethodEnum.部分平仓,
                ClosePercent = SecondClosePercent,    // 0.50 (口径A, 用户输入50%)
                CloseQty = 25000000m,
                CloseNotionalValue = 25000000m,       // 50% of original
                PositionQty = RemainingAfter1st,      // 32500000
                NotionalValue = OriginalNotional,     // 50000000 (期初)
                PosiNotionalValue = RemainingAfter1st, // 32500000 (剩余)
                ValueDate = new DateTime(2026, 7, 14),
                UnwindDate = new DateTime(2026, 7, 15),
                StartDate = new DateTime(2026, 7, 1)
            };

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

            // 验证 SaveSwapDeal 被调用
            Assert.AreEqual(1, service.SaveSwapDealCalls.Count, "ApplySwapTrade 应调用 SaveSwapDeal");

            // 验证传给 SaveSwapDeal 的 ClosePercent 已转为口径B
            var savedData = service.SaveSwapDealCalls[0].data;
            decimal expectedB = SwapDealService.ToRemainingClosePercent(
                SecondClosePercent, OriginalNotional, RemainingAfter1st);

            SwapDealTestFactory.AssertDecimalEqual(expectedB, savedData.ClosePercent, 1e-10m,
                "ApplySwapTrade 应将 ClosePercent 从口径A转为口径B");

            // 关键验证：B 值不应等于 A 值（0.50），也不应等于 bug 值（0.325）
            Assert.AreNotEqual(SecondClosePercent, savedData.ClosePercent,
                "口径B 不应等于口径A (0.50)");
            Assert.AreNotEqual(0.325m, savedData.ClosePercent,
                "口径B 不应等于 bug 值 (0.325)");

            Console.WriteLine($"输入: ClosePercent(A)={SecondClosePercent}");
            Console.WriteLine($"输出: ClosePercent(B)={savedData.ClosePercent}");
            Console.WriteLine($"期望: ClosePercent(B)={expectedB}");
            Console.WriteLine($"往返还原: ClosePercent(A)={SwapDealService.ToOriginalClosePercent(savedData.ClosePercent, OriginalNotional, RemainingAfter1st)}");
        }

        [TestMethod]
        public void AC_004_ApplySwapTrade_第一次平仓35perc_口径转换正确()
        {
            // 第一次平仓：remaining = original, 所以 A = B = 0.35
            var td = new trade
            {
                id = 1991,
                TradeNumber = "GLMS-20260701-0006",
                TradeType = "收益互换",
                TradeStatus = "确认成交",
                ValidState = "Valid",
                StockEqvNotional = (double)OriginalNotional,
                OriginalStockEqvNotional = (double)OriginalNotional,
                Notional = (double)OriginalNotional,
                TradeAmount = (double)OriginalNotional
            };

            var service = new TestableSwapDealService(td);

            var unwindData = new UnwindData
            {
                SwapTradeId = td.id,
                SwapRealizedPnL = 1000m,
                SwapCloseAmount = 1000m,
                CloseMethod = (int)CloseMethodEnum.部分平仓,
                ClosePercent = FirstClosePercent, // 0.35 (口径A)
                CloseQty = 17500000m,
                CloseNotionalValue = 17500000m,
                PositionQty = OriginalNotional,
                NotionalValue = OriginalNotional,
                PosiNotionalValue = OriginalNotional, // 首次平仓 remaining == original
                ValueDate = new DateTime(2026, 7, 6),
                UnwindDate = new DateTime(2026, 7, 7),
                StartDate = new DateTime(2026, 7, 1)
            };

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

            var savedData = service.SaveSwapDealCalls[0].data;
            // 首次平仓 remaining == original → A == B == 0.35
            SwapDealTestFactory.AssertDecimalEqual(FirstClosePercent, savedData.ClosePercent, 1e-10m,
                "首次平仓 remaining==original → 口径A==口径B==0.35");
            Console.WriteLine($"首次平仓: ClosePercent(A=B)={savedData.ClosePercent}");
        }
    }
}