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

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

namespace YLErp.Modules.SwapModule
{
    /// <summary>
    /// 预付金(保证金)腿"部分平仓后再全平"的计息过程暴露测试。
    ///
    /// 背景：用户截图（国联民生-债券TRS期间结算）显示 8.4 部分平仓40% → 8.7 全平剩余60%，
    /// 预付金端系统给 20.83，而 Excel 预期 10.41（本次利息,3天）或 24.29（平仓盈亏,7天）。
    /// 经验证，单利计息核心 CalcDailySimpleInterest 只在 accrueDate > preEod.ValueDate 的日子累加，
    /// 计息基数 dynomicPrincipal = preEod.TdInterestPrincipal + posiPrincipal - orginPv。
    /// 因此第二次平仓的利息完全由"第一次部分平仓后日终归档态"决定——这正是截图看不到、却决定系统值的要素。
    ///
    /// 本测试开启 SwapCalcTrace，把逐步过程打印出来，直接暴露"6天/3天"的来源（ValueDate 地板）。
    /// 同时用两个归档 ValueDate（8.4 期望 / 8.1 疑似生产落地值）对比，证明 ValueDate 是杠杆。
    /// </summary>
    [TestClass]
    public class PrepaidPrincipalCloseTraceTest
    {
        private sealed class Stub : SwapDealService
        {
            public Stub(OptUserInfo u) : base(u) { }
            protected override bool TryGetFloatRate(DateTime d, string c, out double r) { r = 0; return false; }
        }

        private const decimal PrepayFix = 100_000.23m;        // 预付金(保证金)本金（截图 100,000.23）
        private const decimal PrepayRemaining = 60_000.138m;  // 部分平仓40%后剩余 60%
        private const decimal Rate = 0.021111m;               // 2.1111%
        private static readonly DateTime Start = new(2026, 7, 28);
        private static readonly DateTime PartialDate = new(2026, 8, 4);
        private static readonly DateTime FullDate = new(2026, 8, 7);
        private const int AnnualDays = 365;

        private SwapDealService _svc;

        [TestInitialize]
        public void Init() => _svc = new Stub(new OptUserInfo(0, nameof(PrepaidPrincipalCloseTraceTest), OptUserFrom.UnitTest));

        private static trade MakeTrade()
        {
            var extend = new trade_extend
            {
                TradeId = 1,
                ExtendJson = JsonConvert.SerializeObject(new TradeExtendJson
                {
                    AnnualDays = AnnualDays,
                    InterestCalcMode = "10", // 算头不算尾（与生产一致，具体算尾与否由场景验证）
                    SettlementRules = 0
                })
            };
            return new trade
            {
                id = 1, TradeNumber = "UT-PREPAY-TRACE", ClientId = 999998,
                TradeType = "收益互换", TradeDate = Start, StartDate = Start,
                ExerciseDate = new DateTime(2027, 7, 28), TradeStatus = "确认成交",
                ValidState = "Valid", StockEqvNotional = (double)PrepayFix, Notional = (double)PrepayFix,
                trade_extend = extend
            };
        }

        private static swap_position MakePrepay()
        {
            return new swap_position
            {
                id = 1001, SwapTradeId = 1, PositionType = (int)PositionTypeFlag.Unknown,
                InterestDirection = (int)SwapDirectionEnum.收取,
                InterestMode = (int)InterestModeEnum.初始预付金,
                // GetUnwindInterests 会用实时腿覆盖初始腿本金；部分平仓后这里应为剩余 60%。
                InterestRateDefault = Rate, InterestPrincipalFix = PrepayRemaining,
                PosiStartDate = Start, PosiMatuirityDate = new DateTime(2027, 7, 28),
                IsInitial = true, Invalid = false, InterestType = (int)InterestTypeEnum.单利,
                IsAnnualized = true, interest_rest_days = 1,
                interest_rule = 0, FloatRateUnderlyingCode = null,
                InterestSwapInterval = "[]"
            };
        }

        /// <summary>构造"8.4 部分平仓40%后"应有的日终归档态。</summary>
        private static eod_swap_position MakeEod(DateTime valueDate, decimal tdPrincipal, decimal profitSum)
            => new eod_swap_position
            {
                id = 1, SwapTradeId = 1, PositionId = 1001,
                ValueDate = valueDate, TdInterestPrincipal = tdPrincipal,
                PosiNotionalValue = tdPrincipal, InterestProfitSum = profitSum
            };

        [TestMethod]
        public void 预付金腿_部分平仓后再全平_暴露计息过程_定位天数来源()
        {
            var td = MakeTrade();
            var pos = MakePrepay();

            // 运行一次计息并打印逐步 trace。calcLast=true 表示"算尾"（生产该腿实际口径，见下）。
            (swap_flow_event fe, string trace) Run(DateTime valueDate, bool calcLast)
            {
                SwapCalcTrace.IsEnabled = true;
                SwapCalcTrace.Reset();
                var eod = new List<eod_swap_position> { MakeEod(valueDate, PrepayRemaining, 0m) };
                var fe = _svc.GetInterests(td, td.trade_extend, FullDate, FullDate, eod,
                    new List<swap_position> { pos }, PrepayFix, PrepayFix, 1m,
                    (int)SwapEventTypeEnum.平仓, false, PrepayFix, false,
                    settment: false, newCalcLast: calcLast, closeList: null)[0];
                var trace = SwapCalcTrace.Dump();
                Console.WriteLine(trace);
                Console.WriteLine($">> InterestAmount={fe.InterestAmount}");
                return (fe, trace);
            }

            // 场景A（正确归档 ValueDate=8.4，算尾）：应得 3天 = 10.41（Excel「本次利息」）
            Console.WriteLine("=== 场景A: eod.ValueDate=8.4 + 算尾（期望正确值）===");
            var feA = Run(PartialDate, calcLast: true).fe;

            // 场景B（错误归档 ValueDate=8.1，算尾）：复现生产 6天 = 20.83（系统截图）
            Console.WriteLine("=== 场景B: eod.ValueDate=8.1 + 算尾（疑似生产落地值，复现 bug）===");
            var feB = Run(new DateTime(2026, 8, 1), calcLast: true).fe;

            // 守卫1：正确归档应产出与 Excel「本次利息」一致的 10.41（证明给定正确状态后计算逻辑本身正确）
            Assert.AreEqual(10.41m, Math.Round(feA.InterestAmount, 2),
                "正确归档(ValueDate=8.4)+算尾 应得 3天利息=10.41，与 Excel 本次利息一致");

            // 守卫2：错误归档(ValueDate=8.1) 复现系统截图的 ~20.83（6天计息），且证明 ValueDate 就是杠杆（缺的要素）。
            // 20.8219 与截图 20.83 的 0.01 差异仅为四舍五入呈现方式，量级与天数(6天)一致即证明复现成功。
            Assert.IsTrue(Math.Abs(feB.InterestAmount - 20.83m) < 0.05m,
                $"错误归档(ValueDate=8.1)+算尾 应复现系统截图 ~20.83(6天计息)，实测={feB.InterestAmount}");
            Assert.AreNotEqual(feA.InterestAmount, feB.InterestAmount,
                "ValueDate 不同应导致计息天数/金额不同");

            SwapCalcTrace.IsEnabled = false;
        }
    }
}