hjhan
e261137c1d
- SwapDealService.ApplySwapTrade 入口补 ToRemainingClosePercent(A→B) 转换，与 SwapUnwind 保持一致；缺此转换导致 SaveSwapDealInternal 的 B→A 还原出错(GLMS-20260701-0006：第二次部分平仓50%被错误还原为32.5%) - unwindSwapTrade.js 改用 swapCalc.calcCloseQtyByOriginalPercent 的 roundHalfAwayFromZero，规避 JS 浮点精度偏差(32500000*(0.5/0.65) 应为 25000000) - SwapUnwind.cshtml 引入 swapCalc.js - 新增 ApplySwapTradeClosePercentBugTest 回归测试；补充 swapCalc.test.js 精度用例与 GLMS20260701DbDiagnoseTest 诊断测试([Ignore])
362 lines
22 KiB
C#
362 lines
22 KiB
C#
using Newtonsoft.Json;
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using Newtonsoft.Json.Linq;
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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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/// 线上事故诊断：GLMS-20260701-0008 多次部分平仓后，预付金返还显示仍为原始值
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/// ============================================================================
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/// 直连测试库，录制真实数据快照并定位根因（DB 端还是计算端）。
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/// 测试结构：
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/// 1) RecordSnapshot - 录 trade/position/eod_swap_position/eod_swap/flow_event
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/// 2) Diagnose - 把每次部分平仓前后 InterestPrincipalFix 实际值序列打印，
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/// 验证是否双重扣减；并调用 GetUnwindInterests 1.0 看后端返还值
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/// 3) 期望对比 - 多次部分平仓后，1.0 closePercent 应返"剩余本金"（=已扣减后），
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/// 若仍返原始值 ⇒ 后端 EOD 路径 bug (SaveAutoEodWithCloseInterestPosition 双重扣减)
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/// </summary>
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[TestClass]
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public class GLMS20260701DbDiagnoseTest
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{
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private const string TradeNumber_0008 = "GLMS-20260701-0008";
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private const string TradeNumber_0013 = "GLMS-20260701-0013";
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#region 1) 录真实数据快照（手动跑）
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[TestMethod]
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[Ignore]
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[TestCategory("DbDiagnose")]
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public void Record_RealSnapshot()
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{
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YLContext db;
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try { db = DbContextFactory.GetYLDbContext(); }
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catch (Exception ex) { Assert.Inconclusive($"无法连接测试库：{ex.Message}"); return; }
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var td = db.trade.FirstOrDefault(t => t.TradeNumber == TradeNumber_0008);
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Assert.IsNotNull(td, $"测试库无交易 {TradeNumber_0008}，请确认环境");
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var snapshot = new JObject
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{
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["TradeNumber"] = td.TradeNumber,
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["TradeId"] = td.id,
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["StockEqvNotional"] = td.StockEqvNotional,
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["Notional"] = td.Notional,
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["OriginalStockEqvNotional"] = td.OriginalStockEqvNotional,
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["TradeDate"] = td.TradeDate,
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["StartDate"] = td.StartDate,
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["ExerciseDate"] = td.ExerciseDate
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};
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// 1.1 当前所有仓位（含 IsInitial=初始 + !IsInitial=已平后剩余）
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var positions = db.swap_position
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.Where(p => p.SwapTradeId == td.id && !p.Invalid)
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.OrderBy(p => p.IsInitial).ThenBy(p => p.id)
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.ToList();
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snapshot["Positions"] = JArray.FromObject(positions, JsonSerializer.Create(new JsonSerializerSettings
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{
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ReferenceLoopHandling = ReferenceLoopHandling.Ignore,
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DateFormatHandling = DateFormatHandling.IsoDateFormat
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}));
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// 1.2 EOD 持仓序列（关键：观察 InterestPrincipalFix 逐日变化）
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var eodPositions = db.eod_swap_position
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.Where(e => e.SwapTradeId == td.id && !e.Invalid && e.InterestMode == 5 || e.InterestMode == 6)
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.OrderBy(e => e.ValueDate).ThenBy(e => e.PositionId)
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.ToList();
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snapshot["EodPositions_MarginLegOnly"] = JArray.FromObject(eodPositions, JsonSerializer.Create(new JsonSerializerSettings
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{
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ReferenceLoopHandling = ReferenceLoopHandling.Ignore,
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DateFormatHandling = DateFormatHandling.IsoDateFormat
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}));
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// 1.3 EOD 交易级（eod_swap.NotionalValue 应该是初始值不变）
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var eodSwaps = db.eod_swap.Where(e => e.SwapTradeId == td.id).OrderBy(e => e.ValueDate).ToList();
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snapshot["EodSwaps"] = JArray.FromObject(eodSwaps, JsonSerializer.Create(new JsonSerializerSettings
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{
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ReferenceLoopHandling = ReferenceLoopHandling.Ignore,
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DateFormatHandling = DateFormatHandling.IsoDateFormat
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}));
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// 1.4 所有 flow_event（看平仓/互换事件序列，及 InterestPrincipal 实际写入值）
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var flows = db.swap_flow_event.Where(f => f.SwapTradeId == td.id).OrderBy(f => f.EventDate).ThenBy(f => f.id).ToList();
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snapshot["FlowEvents"] = JArray.FromObject(flows, JsonSerializer.Create(new JsonSerializerSettings
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{
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ReferenceLoopHandling = ReferenceLoopHandling.Ignore,
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DateFormatHandling = DateFormatHandling.IsoDateFormat
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}));
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var dir = Path.Combine(AppDomain.CurrentDomain.BaseDirectory, "Resources", "DbDiagnose", "GLMS20260701");
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Directory.CreateDirectory(dir);
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var path = Path.Combine(dir, $"snapshot_{DateTime.Now:yyyyMMdd_HHmmss}.json");
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File.WriteAllText(path, JsonConvert.SerializeObject(snapshot, Formatting.Indented,
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new JsonSerializerSettings { DateFormatHandling = DateFormatHandling.IsoDateFormat }));
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Console.WriteLine($"✅ 快照已保存: {path}");
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}
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#endregion
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#region 2) 诊断：打印"预付金腿"逐日本金变化 + 后端 API 1.0 全平应返值
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[TestMethod]
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[TestCategory("DbDiagnose")]
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public void Diagnose_InterestPrincipalFix_Progression_And_UnwindResult()
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{
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DiagnoseTrade(TradeNumber_0008);
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}
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[TestMethod]
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[TestCategory("DbDiagnose")]
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public void Diagnose_0013_InterestPrincipalFix_Progression_And_UnwindResult()
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{
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DiagnoseTrade(TradeNumber_0013);
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}
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private void DiagnoseTrade(string tradeNumber)
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{
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YLContext db;
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try { db = DbContextFactory.GetYLDbContext(); }
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catch (Exception ex) { Assert.Inconclusive($"无法连接测试库：{ex.Message}"); return; }
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var td = db.trade.FirstOrDefault(t => t.TradeNumber == tradeNumber);
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if (td == null) { Assert.Inconclusive($"测试库无 {tradeNumber}"); return; }
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// 2.1 预付金腿 position.InterestPrincipalFix 当前值（多次平仓后应该已被扣减）
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var marginPositions = db.swap_position
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.Where(p => p.SwapTradeId == td.id && !p.Invalid
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&& (p.InterestMode == (int)InterestModeEnum.初始预付金
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|| p.InterestMode == (int)InterestModeEnum.追加预付金))
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.ToList();
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Console.WriteLine("============== 预付金腿 position 当前值（多次平仓后） ==============");
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foreach (var p in marginPositions)
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{
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Console.WriteLine($"PositionId={p.id} Mode={p.InterestMode} Fix={p.InterestPrincipalFix} Rate={p.InterestRateDefault} Dir={p.InterestDirection} IsInitial={p.IsInitial}");
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}
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// 2.1b 所有 position 全景（含浮动腿），对比 IsInitial vs !IsInitial 的 PosiNotionalValue / Fix
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var allPositions = db.swap_position
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.Where(p => p.SwapTradeId == td.id && !p.Invalid)
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.OrderBy(p => p.IsInitial).ThenBy(p => p.id)
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.ToList();
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Console.WriteLine("\n============== 全部 position 全景（对比 IsInitial 原始 vs !IsInitial 剩余） ==============");
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Console.WriteLine($" {"Id",-8}{"Mode",-6}{"IntDir",-7}{"PosiDir",-8}{"IsInit",-8}{"Fix",-18}{"PosiNotional",-18}{"PosiQty",-12}{"UnderlyingCode",-15}");
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foreach (var p in allPositions)
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{
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var ul = p.UnderlyingCode ?? "";
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Console.WriteLine($" {p.id,-8}{p.InterestMode,-6}{p.InterestDirection,-7}{p.PosiDirection,-8}{p.IsInitial,-8}{p.InterestPrincipalFix,-18}{p.PosiNotionalValue,-18}{p.PosiQuantity,-12}{ul,-15}");
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}
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// 2.1c 关键诊断：GetUnwindInterests 内部 origPositions vs realPostitions 差异
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var origPositions = allPositions.Where(x => x.IsInitial).ToList();
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var realPostitions = allPositions.Where(x => !x.IsInitial).ToList();
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Console.WriteLine("\n============== GetUnwindInterests 关键源数据对比 ==============");
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Console.WriteLine($" origPositions(IsInitial=True) 浮动腿 PosiNotionalValue 总和: {origPositions.Where(x => x.PosiDirection > 0).Sum(s => s.PosiNotionalValue)}");
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Console.WriteLine($" realPostitions(IsInitial=False) 浮动腿 PosiNotionalValue 总和: {realPostitions.Where(x => x.PosiDirection > 0).Sum(s => s.PosiNotionalValue)} ← 应为剩余值");
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Console.WriteLine($" origPositions(IsInitial=True) 预付金腿 Fix: {string.Join(",", origPositions.Where(x => x.InterestMode == 5 || x.InterestMode == 6).Select(x => x.InterestPrincipalFix))}");
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Console.WriteLine($" realPostitions(IsInitial=False) 预付金腿 Fix: {string.Join(",", realPostitions.Where(x => x.InterestMode == 5 || x.InterestMode == 6).Select(x => x.InterestPrincipalFix))} ← 应为剩余值");
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// 2.1d 关键诊断：realLeg.PositionId == origPos.id 匹配校验（修复后端 Clone 是否会触发）
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Console.WriteLine("\n============== realLeg.PositionId ↔ origPos.id 匹配校验（决定 Clone 是否生效）==============");
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foreach (var origPos in origPositions.Where(p => p.InterestMode == 5 || p.InterestMode == 6))
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{
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var realLeg = realPostitions.FirstOrDefault(r => r.PositionId == origPos.id);
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Console.WriteLine($" origPos.id={origPos.id} Fix={origPos.InterestPrincipalFix} | realLeg found={(realLeg != null)} | realLeg.id={realLeg?.id} realLeg.PositionId={realLeg?.PositionId} realLeg.Fix={realLeg?.InterestPrincipalFix} | 需Clone={(realLeg != null && realLeg.InterestPrincipalFix != origPos.InterestPrincipalFix)}");
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}
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// 2.2 EOD 持仓 InterestPrincipalFix 逐日序列
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var eodMarginSeq = db.eod_swap_position
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.Where(e => e.SwapTradeId == td.id && !e.Invalid
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&& (e.InterestMode == (int)InterestModeEnum.初始预付金
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|| e.InterestMode == (int)InterestModeEnum.追加预付金))
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.OrderBy(e => e.ValueDate).ThenBy(e => e.PositionId)
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.ToList();
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Console.WriteLine("============== EOD 预付金腿 InterestPrincipalFix 逐日变化 ==============");
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foreach (var e in eodMarginSeq)
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{
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Console.WriteLine($" ValueDate={e.ValueDate:yyyy-MM-dd} PositionId={e.PositionId} Fix={e.InterestPrincipalFix} TdInterestPrincipal={e.TdInterestPrincipal} PosiStatus={e.PosiStatus} Invalid={e.Invalid}");
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}
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// 2.3 平仓事件序列（看 InterestPrincipal 实际入库值）
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var closeFlows = db.swap_flow_event
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.Where(f => f.SwapTradeId == td.id && f.EventType == (int)SwapEventTypeEnum.平仓
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&& f.DataState == (int)SwapFlowDateStateEnum.完成
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&& (f.InterestMode == (int)InterestModeEnum.初始预付金
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|| f.InterestMode == (int)InterestModeEnum.追加预付金))
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.OrderBy(f => f.EventDate).ToList();
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Console.WriteLine("============== 历史平仓事件-预付金腿 实际 InterestPrincipal 序列 ==============");
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foreach (var f in closeFlows)
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{
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Console.WriteLine($" EventDate={f.EventDate:yyyy-MM-dd} PositionId={f.PositionId} InterestPrincipal={f.InterestPrincipal} InterestAmount={f.InterestAmount} Quantity={f.Quantity} TradingAmount={f.TradingAmount}");
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}
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// 2.3b 直接调 ResolveInterestLegPositions，验证 Clone 是否真的把 Fix 覆盖成 realLeg 值
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var resolved = SwapDealService.ResolveInterestLegPositions(origPositions, realPostitions);
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Console.WriteLine("\n============== ResolveInterestLegPositions 直接调用结果 ==============");
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foreach (var rp in resolved.Where(x => x.InterestMode == 5 || x.InterestMode == 6))
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{
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Console.WriteLine($" resolved: id={rp.id} PositionId={rp.PositionId} Mode={rp.InterestMode} Fix={rp.InterestPrincipalFix} (期望=realLeg.Fix)");
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}
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// 2.3c 模拟前端调用 controller 完整流程：前端传 closePercent=0.7(占期初) + notionalValue/posiNotionalValue
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// controller 调 ToRemainingClosePercent 转为占剩余，再调 GetUnwindInterests
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// 等价于 HTTP POST /swaptrade2/GetUnwindInterestList
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Console.WriteLine("\n============== 模拟 HTTP API 调用（前端 closePercent=0.7 占期初）==============");
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decimal frontClosePercent = 0.7m;
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decimal frontNotionalValue = Convert.ToDecimal(td.OriginalStockEqvNotional ?? 0d); // 期初名义本金
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decimal frontPosiNotionalValue = Convert.ToDecimal(td.StockEqvNotional); // 剩余名义本金
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Console.WriteLine($" 前端参数: closePercent={frontClosePercent} notionalValue={frontNotionalValue} posiNotionalValue={frontPosiNotionalValue}");
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decimal convertedClosePercent = SwapDealService.ToRemainingClosePercent(frontClosePercent, frontNotionalValue, frontPosiNotionalValue);
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Console.WriteLine($" ToRemainingClosePercent 转换后: closePercent={convertedClosePercent}（占剩余）");
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var svc = new SwapDealService(new OptUserInfo(1, "UnitTest", OptUserFrom.UnitTest));
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var apiInterests = svc.GetUnwindInterests(DateTime.Today, DateTime.Today, td.id, convertedClosePercent, (int)SwapEventTypeEnum.平仓);
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Console.WriteLine($" GetUnwindInterests 返回 {apiInterests.Count} 条，预付金腿：");
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foreach (var ai in apiInterests.Where(x => x.InterestMode == (int)InterestModeEnum.初始预付金 || x.InterestMode == (int)InterestModeEnum.追加预付金))
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{
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Console.WriteLine($" PositionId={ai.PositionId} Mode={ai.InterestMode} InterestPrincipal={ai.InterestPrincipal} InterestAmount={ai.InterestAmount}");
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}
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// 2.4 直调后端 GetUnwindInterests(closePercent=1.0) 看"按全部平仓应返"的预付金值
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try
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{
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var user = new OptUserInfo(0, nameof(GLMS20260701DbDiagnoseTest), OptUserFrom.UnitTest);
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var svcFull = new SwapDealService(user);
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var interests = svcFull.GetUnwindInterests(DateTime.Today, DateTime.Today, td.id, 1.0m, (int)SwapEventTypeEnum.平仓);
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Console.WriteLine("============== 后端 GetUnwindInterests(1.0) 实际返回值-预付金腿 ==============");
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foreach (var it in interests.Where(i => i.InterestMode == 5 || i.InterestMode == 6))
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{
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Console.WriteLine($" PositionId={it.PositionId} Mode={it.InterestMode} InterestPrincipal={it.InterestPrincipal} InterestAmount={it.InterestAmount} InterestRate={it.InterestRate}");
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}
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// 诊断断言：1.0 全平应返 = realPostitions(剩余持仓)的 InterestPrincipalFix
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// 后端为保持 eod_swap_position.PositionId 日终归档对齐，返回的 PositionId 仍是 origPositions.id，
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// 但 InterestPrincipal 应等于 realPostitions[real.PositionId == orig.id].Fix（剩余值）。
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// 因此对比口径：apiRet.InterestPrincipal vs realLeg.Fix（剩余值），不是 vs origPos.Fix（原始值）。
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Console.WriteLine("============== 修复验证（apiRet.InterestPrincipal vs realLeg.Fix 剩余值）==============");
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int okCount = 0, badCount = 0;
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foreach (var origPos in marginPositions.Where(p => p.IsInitial))
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{
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var apiRet = interests.FirstOrDefault(i => i.PositionId == origPos.id);
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if (apiRet == null) { Console.WriteLine($" ⚠ PositionId={origPos.id} 后端未返回"); continue; }
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var realLeg = marginPositions.FirstOrDefault(p => !p.IsInitial && p.PositionId == origPos.id);
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decimal expectedFix = realLeg?.InterestPrincipalFix ?? origPos.InterestPrincipalFix;
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var diff = Math.Abs((double)(apiRet.InterestPrincipal - expectedFix));
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bool ok = diff < 0.01;
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if (ok) okCount++; else badCount++;
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Console.WriteLine($" {(ok ? "✓" : "✗")} PositionId={origPos.id}(origFix={origPos.InterestPrincipalFix}) → realLeg.Fix={expectedFix} 后端返={apiRet.InterestPrincipal} 差={diff:F4}");
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}
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Console.WriteLine($"\n 结论：通过 {okCount} 条 / 失败 {badCount} 条");
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Assert.IsTrue(badCount == 0, $"修复未生效：{badCount} 条预付金腿后端返还值 ≠ realLeg.Fix 剩余值");
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}
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catch (Exception ex)
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{
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Console.WriteLine($"⚠ GetUnwindInterests 调用失败：{ex.Message}");
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}
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}
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#endregion
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#region 3) 诊断 GLMS-20260701-0006：部分平仓比例显示 32.50% 而非 50%
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[TestMethod]
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[TestCategory("DbDiagnose")]
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public void Diagnose_0006_UnwindPercentRate_Display()
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{
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const string tradeNumber = "GLMS-20260701-0006";
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YLContext db;
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try { db = DbContextFactory.GetYLDbContext(); }
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catch (Exception ex) { Assert.Inconclusive($"无法连接测试库：{ex.Message}"); return; }
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var td = db.trade.FirstOrDefault(t => t.TradeNumber == tradeNumber);
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if (td == null) { Assert.Inconclusive($"测试库无 {tradeNumber}"); return; }
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Console.WriteLine($"===== 交易 {tradeNumber} (id={td.id}) =====");
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Console.WriteLine($" TradeType: {td.TradeType}");
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Console.WriteLine($" TradeStatus: {td.TradeStatus}");
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Console.WriteLine($" StockEqvNotional (剩余): {td.StockEqvNotional}");
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Console.WriteLine($" OriginalStockEqvNotional (期初): {td.OriginalStockEqvNotional}");
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Console.WriteLine($" Notional: {td.Notional}");
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Console.WriteLine($" OriginalNotional: {td.OriginalNotional}");
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Console.WriteLine($" TradeAmount: {td.TradeAmount}");
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Console.WriteLine($" HasPartialUnWind: {td.HasPartialUnWind}");
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Console.WriteLine($" 剩余比例 = StockEqvNotional/Original = {td.StockEqvNotional / td.OriginalStockEqvNotional}");
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Console.WriteLine();
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Console.WriteLine($"===== trade_cash 记录 =====");
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var tradeCashList = db.trade_cash
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.Where(t => t.TradeId == td.id && !t.IsDeleted &&
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(t.Action == "系统操作-平仓费" || t.Action == "系统操作-行权费"))
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.OrderBy(t => t.ValueDate).ThenBy(t => t.id)
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.ToList();
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foreach (var tc in tradeCashList)
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{
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Console.WriteLine($" [id={tc.id}] ValueDate={tc.ValueDate:yyyy-MM-dd} Action={tc.Action}");
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Console.WriteLine($" UnwindType: {tc.UnwindType}");
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Console.WriteLine($" UnwindPercentRate: {tc.UnwindPercentRate} (=> {tc.UnwindPercentRate * 100}%)");
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Console.WriteLine($" UnwindStockEqvNotional: {tc.UnwindStockEqvNotional}");
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Console.WriteLine($" UnwindNotional: {tc.UnwindNotional}");
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Console.WriteLine($" UnwindTradeAmount: {tc.UnwindTradeAmount}");
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Console.WriteLine($" UnwindMethod: {tc.UnwindMethod}");
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Console.WriteLine($" ValidState: {tc.ValidState}");
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Console.WriteLine($" IsLastAction: {tc.IsLastAction}");
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Console.WriteLine($" ExerciseWay: {tc.ExerciseWay}");
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Console.WriteLine();
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}
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Console.WriteLine($"===== swap_event 记录 =====");
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var swapEvents = db.swap_event
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.Where(e => e.SwapTradeId == td.id && !e.Invalid)
|
||
.OrderBy(e => e.ValueDate).ThenBy(e => e.id)
|
||
.ToList();
|
||
|
||
foreach (var se in swapEvents)
|
||
{
|
||
Console.WriteLine($" [id={se.id}] ValueDate={se.ValueDate:yyyy-MM-dd} EventType={se.EventType}");
|
||
Console.WriteLine($" EventReason: {se.EventReason}");
|
||
Console.WriteLine($" ClientCashId: {se.ClientCashId}");
|
||
if (!string.IsNullOrEmpty(se.EventData))
|
||
{
|
||
try
|
||
{
|
||
var ud = JsonConvert.DeserializeObject<JObject>(se.EventData);
|
||
Console.WriteLine($" EventData.ClosePercent: {ud["ClosePercent"]}");
|
||
Console.WriteLine($" EventData.CloseNotionalValue: {ud["CloseNotionalValue"]}");
|
||
Console.WriteLine($" EventData.CloseQty: {ud["CloseQty"]}");
|
||
Console.WriteLine($" EventData.NotionalValue: {ud["NotionalValue"]}");
|
||
Console.WriteLine($" EventData.PosiNotionalValue: {ud["PosiNotionalValue"]}");
|
||
Console.WriteLine($" EventData.PositionQty: {ud["PositionQty"]}");
|
||
Console.WriteLine($" EventData.CloseMethod: {ud["CloseMethod"]}");
|
||
}
|
||
catch (Exception ex)
|
||
{
|
||
Console.WriteLine($" EventData parse error: {ex.Message}");
|
||
}
|
||
}
|
||
Console.WriteLine();
|
||
}
|
||
|
||
// 查询 swap_flow_event 记录
|
||
Console.WriteLine($"===== swap_flow_event 记录 =====");
|
||
var flowEvents = db.swap_flow_event
|
||
.Where(f => f.SwapTradeId == td.id)
|
||
.OrderBy(f => f.EventDate).ThenBy(f => f.id)
|
||
.ToList();
|
||
|
||
foreach (var fe in flowEvents)
|
||
{
|
||
Console.WriteLine($" [id={fe.id}] EventDate={fe.EventDate:yyyy-MM-dd} EventType={fe.EventType}");
|
||
Console.WriteLine($" PositionId: {fe.PositionId}");
|
||
Console.WriteLine($" Quantity: {fe.Quantity}");
|
||
Console.WriteLine($" PositionQty: {fe.PositionQty}");
|
||
Console.WriteLine();
|
||
}
|
||
}
|
||
|
||
#endregion
|
||
}
|
||
}
|