zszq-trs/UnitTestProject/Modules/SwapModule/GLMS20260105_0006_RegisterDateDividendTest.cs

using YLErp.Modules.EodModule;

namespace YLErp.Modules.SwapModule
{
    /// <summary>
    /// 债券 TRS 付息日（payment_date）分红测试。
    /// 验证：
    ///   A. BondPaymentService.GetBondPayments 用实际付息日(payment_date)判定付息归属
    ///   B. SwapDealService.GetPreEodDividendSum 读 EOD 快照
    /// </summary>
    [TestClass]
    public class GLMS20260105_0006_RegisterDateDividendTest
    {
        private const string BondCode = "230004.IB";
        private const int TradeId = 6006;
        private const long PositionId = 60061;
        private const decimal Qty = 20_000_000m;
        private const decimal PaymentPer100 = 0.1808m;
        private const decimal ExpectedDividend = 36_160m; // 20,000,000 × 0.1808 / 100

        // 付息日历：登记日 4/3，支付日 4/6
        private static readonly DateTime RegDate = new(2026, 4, 3);
        private static readonly DateTime PayDate = new(2026, 4, 6);
        private static readonly DateTime PrePayDate = new(2026, 4, 5);

        // 多次付息日历：债券 230004.IB，每期票息 0.1808，共 5 次付息日
        private static readonly DateTime[] RegDates = {
            new(2026, 2, 28), new(2026, 4, 3), new(2026, 4, 29),
            new(2026, 5, 29), new(2026, 6, 29)
        };
        private static readonly DateTime[] PayDates = {
            new(2026, 3, 2), new(2026, 4, 6), new(2026, 4, 30),
            new(2026, 6, 1), new(2026, 6, 30)
        };

        #region 成因 A：日期口径 seam

        private sealed class TestableBondPaymentService : BondPaymentService
        {
            private readonly List<BondPayment> _data;
            public TestableBondPaymentService(List<BondPayment> data) : base(OptUserInfo.UnitTestUser) { _data = data; }

            protected override IQueryable<BondPayment> QueryBondPayments(string underlyingCode)
                => _data.Where(x => x.underlyingCode == underlyingCode).AsQueryable();
        }

        [TestMethod]
        public void CauseA_付息日当日EOD_应按付息日口径选中付息记录()
        {
            var record = new BondPayment
            {
                underlyingCode = BondCode,
                reg_date = RegDate,          // 债权登记日 4/3
                payment_date_pl = PayDate,   // 理论付息日 4/6
                payment_date = PayDate,      // 实际付息日 4/6
                payment_interest = PaymentPer100
            };
            var svc = new TestableBondPaymentService(new List<BondPayment> { record });

            // 付息日当日的 EOD 计提区间 (4/5, 4/6]
            var payments = svc.GetBondPayments(BondCode, PrePayDate, PayDate);

            // 按支付日(payment_date=4/6)过滤 -> 4/6 落在区间 -> 1 条
            Assert.AreEqual(1, payments.Count,
                "付息日(4/6)当日 EOD 应按实际付息日(payment_date)选中该笔付息。");
        }

        [TestMethod]
        public void CauseA_MultiRegDate_跨付息日区间命中正确子集()
        {
            var records = Enumerable.Range(0, 5).Select(i => new BondPayment
            {
                underlyingCode = BondCode,
                reg_date = RegDates[i],
                payment_date_pl = PayDates[i],
                payment_date = PayDates[i],
                payment_interest = PaymentPer100
            }).ToList();
            var svc = new TestableBondPaymentService(records);

            // 单次窗口：每个付息日各自命中 1 条（验证按 payment_date 过滤）
            for (int i = 0; i < 5; i++)
            {
                var prev = i == 0 ? PayDates[i].AddDays(-1) : PayDates[i - 1];
                var hit = svc.GetBondPayments(BondCode, prev, PayDates[i]);
                Assert.AreEqual(1, hit.Count, $"窗口({prev:yyyy-MM-dd},{PayDates[i]:yyyy-MM-dd}] 应仅命中付息日 {PayDates[i]:yyyy-MM-dd} 那条");
                Assert.AreEqual(PayDates[i], hit[0].payment_date, "命中的应是该付息日记录");
            }

            // 长区间应命中全部 5 条，不漏不混
            var all = svc.GetBondPayments(BondCode, PayDates[0].AddDays(-1), PayDates[4]);
            Assert.AreEqual(5, all.Count, "长区间(付息日1前,付息日5] 应命中全部 5 次付息");

            // 跨付息日中间区间：(4/5, 4/30] 应命中 4/6 与 4/30 两条（不含 3/2、6/1、6/30）
            var mid = svc.GetBondPayments(BondCode, new DateTime(2026, 4, 5), new DateTime(2026, 4, 30));
            Assert.AreEqual(2, mid.Count, "(4/5,4/30] 应命中 4/6+4/30 两条");
            CollectionAssert.AreEquivalent(
                new[] { new DateTime(2026, 4, 6), new DateTime(2026, 4, 30) },
                mid.Select(x => x.payment_date!.Value).ToArray());
        }

        [TestMethod]
        public void CauseA_MultiRegDate_CalcPayment累加五期票息()
        {
            var records = Enumerable.Range(0, 5).Select(i => new BondPayment
            {
                underlyingCode = BondCode,
                reg_date = RegDates[i],
                payment_date_pl = PayDates[i],
                payment_date = PayDates[i],
                payment_interest = PaymentPer100
            }).ToList();
            var svc = new TestableBondPaymentService(records);

            // 长区间取全部 5 期，CalcPayment 应累加 = 5 × 36160 = 180,800
            var payments = svc.GetBondPayments(BondCode, PayDates[0].AddDays(-1), PayDates[4]);
            var total = svc.CalcPayment(payments, Qty, 1, 1);
            Assert.AreEqual(5 * ExpectedDividend, total, 0.01m,
                "5 期票息累加应为 5 × 36,160 = 180,800；单期口径会漏计其余 4 期");
        }

        #endregion

        #region 成因 B：T-1 快照 seam

        private sealed class TestableSwapDealService : SwapDealService
        {
            private readonly List<eod_swap> _eodSwaps;
            private readonly List<eod_swap_position> _eodPositions;
            public TestableSwapDealService(List<eod_swap> eodSwaps, List<eod_swap_position> eodPositions)
                : base(OptUserInfo.UnitTestUser) { _eodSwaps = eodSwaps; _eodPositions = eodPositions; }

            public decimal ExposeGetPreEodDividendSum(int tradeId, long positionId, DateTime dealDate)
                => GetPreEodDividendSum(tradeId, positionId, dealDate);

            protected override IQueryable<eod_swap> QueryPreEodSwaps(int tradeId)
                => _eodSwaps.Where(x => x.SwapTradeId == tradeId).AsQueryable();

            protected override eod_swap_position QueryPreEodPosition(int tradeId, long positionId, DateTime valueDate)
                => _eodPositions.FirstOrDefault(x => x.SwapTradeId == tradeId && x.PositionId == positionId && x.ValueDate == valueDate);
        }

        [TestMethod]
        public void CauseB_付息日当天手动平仓_应读到当日EOD分红36160()
        {
            // 4/5 EOD：累计分红 0；4/6 EOD（付息日）：累计分红 36160
            var eodSwaps = new List<eod_swap>
            {
                new eod_swap { SwapTradeId = TradeId, ValueDate = PrePayDate },
                new eod_swap { SwapTradeId = TradeId, ValueDate = PayDate }
            };
            var eodPositions = new List<eod_swap_position>
            {
                new eod_swap_position { SwapTradeId = TradeId, PositionId = PositionId, ValueDate = PrePayDate, PosiDividendSum = 0m, PosiQuantity = Qty },
                new eod_swap_position { SwapTradeId = TradeId, PositionId = PositionId, ValueDate = PayDate, PosiDividendSum = ExpectedDividend, PosiQuantity = Qty }
            };
            var svc = new TestableSwapDealService(eodSwaps, eodPositions);

            // 付息日(4/6)当天手动平仓
            var dividend = svc.ExposeGetPreEodDividendSum(TradeId, PositionId, PayDate);

            Assert.AreEqual(ExpectedDividend, dividend, 0.01m,
                "付息日(4/6)当天手动平仓应读到当日 EOD 累计分红 36,160。");
        }

        [TestMethod]
        public void CauseB_MultiRegDate_Auto实现归0后下次付息日重新累加()
        {
            // 模拟：付息日1(3/2)计提 36160 → auto互换实现归0(3/3) → 付息日2(4/6)再计提 36160
            var eodSwaps = new List<eod_swap>
            {
                new eod_swap { SwapTradeId = TradeId, ValueDate = new DateTime(2026,3,1) },
                new eod_swap { SwapTradeId = TradeId, ValueDate = new DateTime(2026,3,2) },
                new eod_swap { SwapTradeId = TradeId, ValueDate = new DateTime(2026,3,3) },
                new eod_swap { SwapTradeId = TradeId, ValueDate = new DateTime(2026,4,5) },
                new eod_swap { SwapTradeId = TradeId, ValueDate = new DateTime(2026,4,6) },
            };
            var eodPositions = new List<eod_swap_position>
            {
                new eod_swap_position { SwapTradeId = TradeId, PositionId = PositionId, ValueDate = new DateTime(2026,3,1), PosiDividendSum = 0m, PosiQuantity = Qty },
                new eod_swap_position { SwapTradeId = TradeId, PositionId = PositionId, ValueDate = new DateTime(2026,3,2), PosiDividendSum = ExpectedDividend, PosiQuantity = Qty },
                new eod_swap_position { SwapTradeId = TradeId, PositionId = PositionId, ValueDate = new DateTime(2026,3,3), PosiDividendSum = 0m, PosiQuantity = Qty },
                new eod_swap_position { SwapTradeId = TradeId, PositionId = PositionId, ValueDate = new DateTime(2026,4,5), PosiDividendSum = 0m, PosiQuantity = Qty },
                new eod_swap_position { SwapTradeId = TradeId, PositionId = PositionId, ValueDate = new DateTime(2026,4,6), PosiDividendSum = ExpectedDividend, PosiQuantity = Qty },
            };
            var svc = new TestableSwapDealService(eodSwaps, eodPositions);

            // 付息日2(4/6)当天手动互换：应读 4/6 EOD = 36160（第二次，非第一次已实现的、非 0）
            var dividend = svc.ExposeGetPreEodDividendSum(TradeId, PositionId, new DateTime(2026, 4, 6));
            Assert.AreEqual(ExpectedDividend, dividend, 0.01m,
                "付息日2(4/6)手动互换应读当日EOD=第二次分红36160。");
        }

        [TestMethod]
        public void CauseB_MultiRegDate_手动互换期间分红挂账累计四期()
        {
            // 模拟：多次付息日之间未 auto 实现，分红挂账累加
            //   4/6=36160, 4/30=72320, 6/1=108480, 6/30=144640（4期累计）
            var eodSwaps = new List<eod_swap>
            {
                new eod_swap { SwapTradeId = TradeId, ValueDate = new DateTime(2026,4,6) },
                new eod_swap { SwapTradeId = TradeId, ValueDate = new DateTime(2026,4,30) },
                new eod_swap { SwapTradeId = TradeId, ValueDate = new DateTime(2026,6,1) },
                new eod_swap { SwapTradeId = TradeId, ValueDate = new DateTime(2026,6,30) },
            };
            var eodPositions = new List<eod_swap_position>
            {
                new eod_swap_position { SwapTradeId = TradeId, PositionId = PositionId, ValueDate = new DateTime(2026,4,6), PosiDividendSum = 1 * ExpectedDividend, PosiQuantity = Qty },
                new eod_swap_position { SwapTradeId = TradeId, PositionId = PositionId, ValueDate = new DateTime(2026,4,30), PosiDividendSum = 2 * ExpectedDividend, PosiQuantity = Qty },
                new eod_swap_position { SwapTradeId = TradeId, PositionId = PositionId, ValueDate = new DateTime(2026,6,1), PosiDividendSum = 3 * ExpectedDividend, PosiQuantity = Qty },
                new eod_swap_position { SwapTradeId = TradeId, PositionId = PositionId, ValueDate = new DateTime(2026,6,30), PosiDividendSum = 4 * ExpectedDividend, PosiQuantity = Qty },
            };
            var svc = new TestableSwapDealService(eodSwaps, eodPositions);

            // 每次付息日当天手动互换应读到该日累计值（验证多次付息累计被正确读取）
            Assert.AreEqual(1 * ExpectedDividend, svc.ExposeGetPreEodDividendSum(TradeId, PositionId, new DateTime(2026, 4, 6)), 0.01m, "4/6 应读 36160");
            Assert.AreEqual(2 * ExpectedDividend, svc.ExposeGetPreEodDividendSum(TradeId, PositionId, new DateTime(2026, 4, 30)), 0.01m, "4/30 应读 72320（2期累计）");
            Assert.AreEqual(3 * ExpectedDividend, svc.ExposeGetPreEodDividendSum(TradeId, PositionId, new DateTime(2026, 6, 1)), 0.01m, "6/1 应读 108480（3期累计）");
            Assert.AreEqual(4 * ExpectedDividend, svc.ExposeGetPreEodDividendSum(TradeId, PositionId, new DateTime(2026, 6, 30)), 0.01m,
                "6/30 应读 144640（4期累计）。");
        }

        #endregion
    }
}