zszq-trs/UnitTestProject/Modules/SwapModule/FundingLegs/FundingLegStrategyTest.cs

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

namespace UnitTestProject.Modules.SwapModule.FundingLegs
{
    /// <summary>
    /// 融资腿策略单测。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 FundingLegStrategyTest
    {
        private const decimal Fix = 2_000_000m;
        private const decimal Notional = 100_000_000m;
        private const decimal LongNotional = 60_000_000m;
        private const decimal ShortNotional = 40_000_000m;

        #region 固定值(mode 1)

        [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);
        }

        [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);
        }

        #endregion

        #region 合约名义本金规模(mode 2)

        [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);
            Assert.AreEqual(Notional, r.PosiPrincipal);
            Assert.AreEqual(0.5m, r.ClosePercent);
        }

        [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);
        }

        [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);
            Assert.AreEqual(Notional, r.PosiPrincipal);
        }

        #endregion

        #region 标的期初全价(mode 9)

        [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);
            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

        [TestMethod]
        public void 各策略对应正确枚举值()
        {
            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

        #region 工厂

        [TestMethod]
        public void 工厂_返回各活跃mode的策略()
        {
            Assert.IsInstanceOfType(FundingLegStrategyFactory.Get(InterestModeEnum.固定值), typeof(FixedNotionalLeg));
            Assert.IsInstanceOfType(FundingLegStrategyFactory.Get(InterestModeEnum.合约名义本金规模), typeof(ContractNotionalLeg));
            Assert.IsInstanceOfType(FundingLegStrategyFactory.Get(InterestModeEnum.标的期初全价), typeof(UnderlyingFullPriceLeg));
        }

        [TestMethod]
        public void 工厂_未注册mode抛异常()
        {
            Assert.ThrowsException<ArgumentException>(() =>
                FundingLegStrategyFactory.Get(InterestModeEnum.持仓名义本金));
            Assert.ThrowsException<ArgumentException>(() =>
                FundingLegStrategyFactory.Get(InterestModeEnum.持仓市值));
            Assert.ThrowsException<ArgumentException>(() =>
                FundingLegStrategyFactory.Get(InterestModeEnum.初始预付金));
            Assert.ThrowsException<ArgumentException>(() =>
                FundingLegStrategyFactory.Get(InterestModeEnum.追加预付金));
        }

        [TestMethod]
        public void 工厂_int重载和枚举重载等价()
        {
            var byEnum = FundingLegStrategyFactory.Get(InterestModeEnum.固定值);
            var byInt = FundingLegStrategyFactory.Get((int)InterestModeEnum.固定值);
            Assert.AreEqual(byEnum.Mode, byInt.Mode);
        }

        #endregion
    }
}