zszq-trs/UnitTestProject/Modules/SwapModule/GLMS20260817Fr007UnwindMorningTest.cs

using Newtonsoft.Json;
using YLErp.DBModels.Enums;

namespace YLErp.Modules.SwapModule
{
    /// <summary>
    /// EQD-6968 FR007 不算尾平仓"上午未发布"误拦截 - RED 复现，修复后转绿（内存，不连库）
    /// 任务编号 EQD-6968；现象报告日 2026-08-17。参照 GLMS20260703CloseInterestTest 内存 FR007 写法。
    /// </summary>
    [TestClass]
    public class GLMS20260817Fr007UnwindMorningTest
    {
        private sealed class StubSwapDealService : SwapDealService
        {
            private readonly bool _includeCloseDate;

            public StubSwapDealService(OptUserInfo optUser, bool includeCloseDate) : base(optUser)
            {
                _includeCloseDate = includeCloseDate;
            }

            public readonly List<(DateTime RequestDate, double Rate)> FloatRateCalls = new();

            protected override bool TryGetFloatRate(DateTime valueDate, string underlyingCode, out double rate)
            {
                rate = 0d;
                if (underlyingCode != "FR007") return false;

                var fr007 = new Dictionary<DateTime, double>
                {
                    [new DateTime(2026, 7, 6)] = 0.0142,
                    [new DateTime(2026, 7, 13)] = 0.01425,
                };
                if (_includeCloseDate)
                    fr007[new DateTime(2026, 7, 20)] = 0.0143;

                if (fr007.TryGetValue(valueDate.Date, out rate))
                {
                    FloatRateCalls.Add((valueDate.Date, rate));
                    return true;
                }
                return false;
            }
        }

        private const decimal Notional = 279486108.21m;
        private const int AnnualDays = 365;
        private const decimal Spread = -0.0155m;
        private static readonly DateTime StartDate = new(2026, 7, 6);
        private static readonly DateTime TradeDate = new(2026, 7, 3);
        private static readonly DateTime CloseDate = new(2026, 7, 20);

        private SwapDealService MakeService(bool includeCloseDate)
        {
            return new StubSwapDealService(
                new OptUserInfo(0, nameof(GLMS20260817Fr007UnwindMorningTest), OptUserFrom.UnitTest),
                includeCloseDate);
        }

        private static trade CreateTrade()
        {
            var extend = new trade_extend
            {
                TradeId = 1,
                ExtendJson = JsonConvert.SerializeObject(new TradeExtendJson
                {
                    AnnualDays = AnnualDays,
                    InterestCalcMode = "10",
                    SettlementRules = 0
                })
            };
            return new trade
            {
                id = 1,
                TradeNumber = "GLMS-20260817-FR007-MORNING",
                ClientId = 999998,
                TradeType = "债券TRS",
                TradeDate = TradeDate,
                StartDate = StartDate,
                ExerciseDate = CloseDate.AddDays(1),
                TradeStatus = "已平仓",
                ValidState = "Valid",
                trade_extend = extend
            };
        }

        private static swap_position CreateBondPosition(InterestTypeEnum interestType, int interestRule = 0)
        {
            var intervalModels = new List<IntervalModel>
            {
                new IntervalModel { Date = CloseDate, Rate = Spread, Settlement = 0 }
            };
            return new swap_position
            {
                id = 1001,
                SwapTradeId = 1,
                PositionType = (int)PositionTypeFlag.Unknown,
                InterestDirection = (int)SwapDirectionEnum.支付,
                InterestMode = (int)InterestModeEnum.标的期初全价,
                InterestRateDefault = Spread,
                InterestPrincipalFix = Notional,
                PosiStartDate = StartDate,
                PosiMatuirityDate = CloseDate,
                IsInitial = true,
                Invalid = false,
                InterestType = (int)interestType,
                IsAnnualized = true,
                interest_rest_days = 7,
                interest_rule = interestRule,
                FloatRateUnderlyingCode = "FR007",
                FloatRate = 0m,
                PosiNotionalValue = Notional,
                UnderlyingCode = "2500002.IB",
                InterestSwapInterval = JsonConvert.SerializeObject(intervalModels)
            };
        }

        private swap_flow_event CalcCloseInterest(SwapDealService svc, InterestTypeEnum interestType, int interestRule = 0)
        {
            var td = CreateTrade();
            var position = CreateBondPosition(interestType, interestRule);
            var interests = svc.GetInterests(
                td, td.trade_extend,
                CloseDate, CloseDate,
                new List<eod_swap_position>(),
                new List<swap_position> { position },
                Notional, Notional,
                1m,
                (int)SwapEventTypeEnum.平仓,
                false, Notional,
                false, settment: false, newCalcLast: false, closeList: null);
            Assert.AreEqual(1, interests.Count);
            return interests[0];
        }

        private static eod_swap_position CreatePreEod()
        {
            return new eod_swap_position
            {
                id = 5001,
                PositionId = 1001,
                ValueDate = new DateTime(2026, 7, 13),
                FloatRate = 0.01425m,
                InterestProfitSum = -100000m,
                TdInterestPrincipal = Notional,
                InterestIncomeSum = -150000m
            };
        }

        private swap_flow_event CalcCloseInterestEod(SwapDealService svc, InterestTypeEnum interestType, List<eod_swap_position> eodPositions)
        {
            var td = CreateTrade();
            var position = CreateBondPosition(interestType);
            var interests = svc.GetInterests(
                td, td.trade_extend,
                CloseDate, CloseDate,
                eodPositions,
                new List<swap_position> { position },
                Notional, Notional,
                1m,
                (int)SwapEventTypeEnum.平仓,
                false, Notional,
                false, settment: false, newCalcLast: false, closeList: null);
            Assert.AreEqual(1, interests.Count);
            return interests[0];
        }

        /// <summary>
        /// [RED] 不算尾平仓，平仓日 FR007 未发布（内存缺失）→ 当前抛"获取不到FR007...价格"。
        /// 期望：修复后应成功返回（不抛）。当前为 RED（测试失败）。
        /// </summary>
        [TestMethod]
        public void Red_UnwindMorning_WithoutCloseDateFr007_ShouldSucceed()
        {
            var svc = MakeService(includeCloseDate: false);
            try
            {
                var fe = CalcCloseInterest(svc, InterestTypeEnum.复利);
                Assert.IsNotNull(fe);
                Assert.IsFalse(fe.InterestAmount == 0 && fe.FloatRate == 0, "返回的利息不应全为零");
            }
            catch (Exception ex)
            {
                StringAssert.Contains(ex.Message, "FR007");
                Assert.Fail($"RED 复现成功：不算尾平仓因平仓日 FR007 未发布被误拦截 —— {ex.Message}");
            }
        }

        /// <summary>
        /// [Baseline] 同场景但提供平仓日 07-20 的 FR007 → 应成功（绿），隔离 stub/路径问题。
        /// </summary>
        [TestMethod]
        public void Baseline_WithCloseDateFr007_Succeeds()
        {
            var svc = MakeService(includeCloseDate: true);
            var fe = CalcCloseInterest(svc, InterestTypeEnum.复利);
            Assert.IsNotNull(fe);
            Assert.IsTrue(fe.InterestAmount != 0, "提供末日 FR007 时应正常算出利息");
        }

        /// <summary>
        /// [RED-重放] 不算尾全平(带前日日终持仓 → 走重放分支 replayEndDate=平仓日+1)，平仓日 FR007 未发布 → 当前抛。
        /// 修复后(BuildSegmentRates 用 exclusionEndDate 排除真实平仓日)应成功，平仓日用上一重置日利率。
        /// </summary>
        [TestMethod]
        public void Red_FullClose_WithPreEod_WithoutCloseDateFr007_Succeeds()
        {
            var svc = MakeService(includeCloseDate: false);
            var preEod = CreatePreEod();
            try
            {
                var fe = CalcCloseInterestEod(svc, InterestTypeEnum.复利, new List<eod_swap_position> { preEod });
                Assert.IsNotNull(fe);
                Assert.IsFalse(fe.InterestAmount == 0 && fe.FloatRate == 0, "返回的利息不应全为零");
            }
            catch (Exception ex)
            {
                StringAssert.Contains(ex.Message, "FR007");
                Assert.Fail($"RED-重放 复现成功：不算尾全平因平仓日 FR007 未发布被误拦截 —— {ex.Message}");
            }
        }

        /// <summary>
        /// [Baseline-重放] 同场景但提供平仓日 07-20 FR007 → 应成功（绿），隔离 stub/路径问题。
        /// </summary>
        [TestMethod]
        public void Baseline_FullClose_WithPreEod_WithCloseDateFr007_Succeeds()
        {
            var svc = MakeService(includeCloseDate: true);
            var preEod = CreatePreEod();
            var fe = CalcCloseInterestEod(svc, InterestTypeEnum.复利, new List<eod_swap_position> { preEod });
            Assert.IsNotNull(fe);
            Assert.IsTrue(fe.InterestAmount != 0, "提供末日 FR007 时应正常算出利息");
        }
    }
}