hjhan
8694e6e3f4
- 估值日严格取互换起始日 StartDate，去掉"悄悄回退交易日(TradeDate)"：
真的为空时返回错误提示("请先填写开始日…或手动填写三项数值")并 return，
不调用计算器、不覆盖手工输入，与需求(按开始日估值)完全一致。
- 抽纯函数 getBondStartDateMissingMsg(StartDate 空→文案/null) + 导出；
复用 D3 的 shouldShowBondErr 去重，避免空开始日时价格格逐键连刷。
- BondCalcHepler.cs 仅补 XML 注释说明前端已强制 StartDate 必填；
targetDate 空→代理默认 T+1 行为不变(兜底 RealtimePnlCalc 旧链路)。
- 补提此前漏提交的回归用例：bondCalc.test.js(×100/÷100 端到端 + 逐字段手动锁定)、
swapCalc.test.js(D1/D2/D3 + 本次估值日缺失守卫)。
- jest bondCalc+swapCalc 全绿(68 passed)。
265 lines
16 KiB
JavaScript
265 lines
16 KiB
JavaScript
/**
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* bondCalc.test.js — 债券净价/全价/收益率三字段互算的"逐字段手动锁定"守卫
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* ============================================================================
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* 核心保证（用户最担心的，也是第一天讨论的诉求）：
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* 用户手填过的字段 = 被锁定，回写时**绝不**覆盖它；
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* 只有"未手填"的字段才从源反算得出、被回写；计算器未返回的值也不覆盖。
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* 因此用户可逐个手填全部三个，互算绝不会冲掉其中任何一个。
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*
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* 运行：cd YLErpWeb/fe-tests && npm i && npm test
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* 纯逻辑在 swapCalc.js::applyBondCalcResult（UMD，node 可直接 require）。
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*/
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const SwapCalc = require('../wwwroot/Scripts/app/swaptrade/swapCalc.js');
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const CALC = { cleanPrice: 99, dirtyPrice: 100, ytm: 2.5 };
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describe('逐字段手动锁定：手填过的字段永不回写', () => {
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test('仅手填净价(CP)：净价保持，全价/收益率被反算覆盖', () => {
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const state = { cleanPrice: 99.5, dirtyPrice: null, ytm: null }; // 用户手填净价 99.5
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SwapCalc.applyBondCalcResult(state, CALC, { CP: true, DP: false, YD: false });
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expect(state.cleanPrice).toBe(99.5); // 手填：绝不回写
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expect(state.dirtyPrice).toBe(100); // 未手填：被反算覆盖
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expect(state.ytm).toBe(2.5);
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});
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test('手填净价+全价(CP&DP)：两者保持，仅收益率被覆盖', () => {
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const state = { cleanPrice: 99.5, dirtyPrice: 100.5, ytm: null };
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SwapCalc.applyBondCalcResult(state, CALC, { CP: true, DP: true, YD: false });
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expect(state.cleanPrice).toBe(99.5); // 手填：保持
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expect(state.dirtyPrice).toBe(100.5); // 手填：保持
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expect(state.ytm).toBe(2.5); // 未手填：被反算覆盖
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});
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test('用户不认可计算结果、手填全部三个：全部保留，无一被回写（核心场景）', () => {
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const state = { cleanPrice: 98, dirtyPrice: 101, ytm: 3.0 }; // 用户全手填
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SwapCalc.applyBondCalcResult(state, CALC, { CP: true, DP: true, YD: true });
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expect(state.cleanPrice).toBe(98); // 全部手填 → 全部保留
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expect(state.dirtyPrice).toBe(101);
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expect(state.ytm).toBe(3.0);
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});
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test('手填收益率(YD)：收益率保持，净价/全价被覆盖', () => {
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const state = { cleanPrice: null, dirtyPrice: null, ytm: 2.6 };
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SwapCalc.applyBondCalcResult(state, CALC, { CP: false, DP: false, YD: true });
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expect(state.ytm).toBe(2.6);
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expect(state.cleanPrice).toBe(99);
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expect(state.dirtyPrice).toBe(100);
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});
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test('仅手填全价(DP)：全价保持，净价/收益率被反算覆盖（最常用场景）', () => {
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const state = { cleanPrice: null, dirtyPrice: 100.5, ytm: null }; // 用户手填全价 100.5
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SwapCalc.applyBondCalcResult(state, CALC, { CP: false, DP: true, YD: false });
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expect(state.dirtyPrice).toBe(100.5); // 手填：绝不回写
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expect(state.cleanPrice).toBe(99); // 未手填：被反算覆盖
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expect(state.ytm).toBe(2.5);
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});
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test('手填净价+收益率(CP&YD)：两者保持，仅全价被覆盖', () => {
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const state = { cleanPrice: 98.5, dirtyPrice: null, ytm: 3.2 };
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SwapCalc.applyBondCalcResult(state, CALC, { CP: true, DP: false, YD: true });
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expect(state.cleanPrice).toBe(98.5); // 手填：保持
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expect(state.ytm).toBe(3.2); // 手填：保持
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expect(state.dirtyPrice).toBe(100); // 未手填：被反算覆盖
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});
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test('手填全价+收益率(DP&YD)：两者保持，仅净价被覆盖', () => {
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const state = { cleanPrice: null, dirtyPrice: 101, ytm: 2.8 };
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SwapCalc.applyBondCalcResult(state, CALC, { CP: false, DP: true, YD: true });
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expect(state.dirtyPrice).toBe(101); // 手填：保持
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expect(state.ytm).toBe(2.8); // 手填：保持
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expect(state.cleanPrice).toBe(99); // 未手填：被反算覆盖
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});
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});
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describe('边界：计算器未返回的值不覆盖、无变化不写', () => {
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test('手填净价 且 计算器未返收益率：源与缺失值均不写', () => {
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const state = { cleanPrice: null, dirtyPrice: null, ytm: 2.6 };
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const partial = { cleanPrice: 99, dirtyPrice: 100, ytm: undefined };
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SwapCalc.applyBondCalcResult(state, partial, { CP: true, DP: false, YD: false });
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expect(state.cleanPrice).toBe(null); // CP 手填：即便 calc 返 99 也不写
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expect(state.dirtyPrice).toBe(100); // 未手填：被覆盖
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expect(state.ytm).toBe(2.6); // 计算器没返收益率 → 保持用户值
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});
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test('派生值与当前值差异<EPS：不写（避免光标跳动）', () => {
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const state = { cleanPrice: 99.5, dirtyPrice: 100.0, ytm: 2.5 };
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const near = { cleanPrice: 99.5, dirtyPrice: 100.00001, ytm: 2.5 };
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SwapCalc.applyBondCalcResult(state, near, { CP: true, DP: false, YD: false });
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expect(state.cleanPrice).toBe(99.5); // 手填：不写
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expect(state.dirtyPrice).toBe(100.0); // 差异 1e-5 < EPS → 不写
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expect(state.ytm).toBe(2.5);
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});
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// 模拟 calcBondForItem：proxy 统一用【展示态】，模型字段是【存储态】，回写时 bondCalcPriceToStorage。
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test('浮动腿 item 写回：仅未手填字段被覆盖，且存储态转换正确', () => {
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// 用户输入净价 99.5 → vue-number-input(percent:true) 存为存储态 0.995
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const item = { PosiNetNoFeePrice: 0.995, PosiGrossPrice: 1.0, InitYtm: 0.026,
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bondDriverType: 'CP', bondManual: { CP: true, DP: false, YD: false } };
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const calc = { cleanPrice: 99, dirtyPrice: 100, ytm: 2.5 }; // 计算器返回展示态
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const proxy = {
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cleanPrice: SwapCalc.bondPriceToCalc(item.PosiNetNoFeePrice), // 0.995 → 99.5（手填）
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dirtyPrice: SwapCalc.bondPriceToCalc(item.PosiGrossPrice), // 1.0 → 100
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ytm: SwapCalc.bondPriceToCalc(item.InitYtm) // 0.026 → 2.6
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};
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SwapCalc.applyBondCalcResult(proxy, calc, item.bondManual);
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item.PosiNetNoFeePrice = SwapCalc.bondCalcPriceToStorage(proxy.cleanPrice);
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item.PosiGrossPrice = SwapCalc.bondCalcPriceToStorage(proxy.dirtyPrice);
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item.InitYtm = SwapCalc.bondCalcPriceToStorage(proxy.ytm);
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expect(item.PosiNetNoFeePrice).toBe(0.995); // 手填(净价)：存储态保持 0.995（界面仍显示 99.5）
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expect(item.PosiGrossPrice).toBe(1.0); // 全价：被反算覆盖，存储态 100/100=1.0
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expect(item.InitYtm).toBe(0.025); // 收益率：被反算覆盖，存储态 2.5/100=0.025
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});
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// 核心回归：用户输入净价 100（存储态 1.0）时，绝不能因 proxy 残留存储态而再 ÷100 变成 0.01
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test('核心回归：输入净价 100 不会被二次缩小为 1（存储态 0.01）', () => {
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const item = { PosiNetNoFeePrice: 1.0, PosiGrossPrice: null, InitYtm: null,
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bondDriverType: 'CP', bondManual: { CP: true, DP: false, YD: false } };
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const calc = { cleanPrice: 100, dirtyPrice: 102.17928767123287, ytm: 4.860445236 };
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const proxy = {
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cleanPrice: SwapCalc.bondPriceToCalc(item.PosiNetNoFeePrice), // 1.0 → 100
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dirtyPrice: SwapCalc.bondPriceToCalc(item.PosiGrossPrice),
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ytm: SwapCalc.bondPriceToCalc(item.InitYtm)
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};
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SwapCalc.applyBondCalcResult(proxy, calc, item.bondManual);
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item.PosiNetNoFeePrice = SwapCalc.bondCalcPriceToStorage(proxy.cleanPrice);
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item.PosiGrossPrice = SwapCalc.bondCalcPriceToStorage(proxy.dirtyPrice);
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item.InitYtm = SwapCalc.bondCalcPriceToStorage(proxy.ytm);
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expect(item.PosiNetNoFeePrice).toBe(1.0); // 存储态仍是 1.0（界面显示 100）
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expect(item.PosiGrossPrice).toBeCloseTo(1.0217928767123287, 9); // 102.179.../100
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expect(item.InitYtm).toBeCloseTo(0.04860445236, 9); // 4.860.../100
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});
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// 多轮不同净价：95 / 105，确保存储态始终与界面输入一致，不会被二次缩小
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test.each([
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[95, 97.5, 5.123456],
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[105, 107.3, 4.567890],
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[100, 102.17928767123287, 4.860445236]
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])('多轮净价校验：输入净价 %s 时，存储态保持 %s/100 且不会被二次缩小', (inputClean, calcDirty, calcYtm) => {
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const item = { PosiNetNoFeePrice: inputClean / 100, PosiGrossPrice: null, InitYtm: null,
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bondDriverType: 'CP', bondManual: { CP: true, DP: false, YD: false } };
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const calc = { cleanPrice: inputClean, dirtyPrice: calcDirty, ytm: calcYtm };
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const proxy = {
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cleanPrice: SwapCalc.bondPriceToCalc(item.PosiNetNoFeePrice),
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dirtyPrice: SwapCalc.bondPriceToCalc(item.PosiGrossPrice),
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ytm: SwapCalc.bondPriceToCalc(item.InitYtm)
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};
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SwapCalc.applyBondCalcResult(proxy, calc, item.bondManual);
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item.PosiNetNoFeePrice = SwapCalc.bondCalcPriceToStorage(proxy.cleanPrice);
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item.PosiGrossPrice = SwapCalc.bondCalcPriceToStorage(proxy.dirtyPrice);
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item.InitYtm = SwapCalc.bondCalcPriceToStorage(proxy.ytm);
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expect(item.PosiNetNoFeePrice).toBe(inputClean / 100);
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expect(item.PosiGrossPrice).toBeCloseTo(calcDirty / 100, 9);
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expect(item.InitYtm).toBeCloseTo(calcYtm / 100, 9);
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});
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});
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describe('错误反馈：getBondCalcErrorMessage（对齐 C# BondCalcHepler 的 errCode 守卫）', () => {
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test('空响应 → 提示"无响应"，且绝不回写', () => {
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expect(SwapCalc.getBondCalcErrorMessage(null)).toBe("债券计算器无响应，已保留手工输入");
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});
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test('业务错误码 errCode!=0（债券不存在/信息不全/参数非法）→ 返回真实 errMsg', () => {
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const resp = { errCode: 1, errMsg: "债券不存在或信息不全", dirtyPrice: 0, cleanPrice: 0, ytm: 0 };
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expect(SwapCalc.getBondCalcErrorMessage(resp)).toBe("债券不存在或信息不全");
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});
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test('业务错误码 errCode!=0 但缺 errMsg → 返回兜底文案', () => {
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const resp = { errCode: 2, dirtyPrice: 0, cleanPrice: 0, ytm: 0 };
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expect(SwapCalc.getBondCalcErrorMessage(resp)).toBe("债券计算失败，请检查标的或参数");
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});
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test('正常成功响应(errCode=0) → 返回 null（应继续回写）', () => {
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const resp = { errCode: 0, errMsg: null, dirtyPrice: 100, cleanPrice: 99, ytm: 2.5 };
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expect(SwapCalc.getBondCalcErrorMessage(resp)).toBeNull();
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});
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test('无 errCode 字段的正常响应 → 返回 null（应继续回写）', () => {
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const resp = { dirtyPrice: 100, cleanPrice: 99, ytm: 2.5 };
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expect(SwapCalc.getBondCalcErrorMessage(resp)).toBeNull();
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});
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test('防御值域：成功(errCode=0)但净价为负 → 拦截提示、不回写（用户实测 180205.IB 场景）', () => {
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const resp = { errCode: 0, dirtyPrice: 100, cleanPrice: -117.93, ytm: 6.37 };
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const err = SwapCalc.getBondCalcErrorMessage(resp);
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expect(err).not.toBeNull();
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expect(err).toContain("净价");
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});
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test('防御值域：成功但收益率量级爆炸(378543) → 拦截提示、不回写', () => {
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const resp = { errCode: 0, dirtyPrice: 100, cleanPrice: 97.82, ytm: 378543.526601942 };
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const err = SwapCalc.getBondCalcErrorMessage(resp);
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expect(err).not.toBeNull();
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expect(err).toContain("收益率");
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});
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test('防御值域：净价超过 1000（量纲错误）→ 拦截', () => {
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const resp = { errCode: 0, dirtyPrice: 100, cleanPrice: 9782, ytm: 6.37 };
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expect(SwapCalc.getBondCalcErrorMessage(resp)).not.toBeNull();
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});
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test('防御值域：命中哨兵值 -999999 → 拦截', () => {
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const resp = { errCode: 0, dirtyPrice: 100, cleanPrice: 99, ytm: -999999 };
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expect(SwapCalc.getBondCalcErrorMessage(resp)).not.toBeNull();
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});
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test('防御值域：合理范围内的正常值(净价97.82/收益率6.37) → 放行返回 null', () => {
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const resp = { errCode: 0, dirtyPrice: 100, cleanPrice: 97.82, ytm: 6.37 };
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expect(SwapCalc.getBondCalcErrorMessage(resp)).toBeNull();
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});
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test('防御值域：负收益率但量级合理(-2.5%) → 放行（允许负利率债券）', () => {
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const resp = { errCode: 0, dirtyPrice: 100, cleanPrice: 99, ytm: -2.5 };
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expect(SwapCalc.getBondCalcErrorMessage(resp)).toBeNull();
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});
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test('端到端：业务错误时不覆盖手工输入（仅提示）', () => {
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const item = { PosiNetNoFeePrice: 99.5, PosiGrossPrice: 100.0, InitYtm: 2.6,
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bondDriverType: 'CP', bondManual: { CP: true, DP: false, YD: false } };
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const respObj = { errCode: 1, errMsg: "债券不存在", dirtyPrice: 0, cleanPrice: 0, ytm: 0 };
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const err = SwapCalc.getBondCalcErrorMessage(respObj);
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expect(err).toBe("债券不存在"); // 有错 → 调用方会 main.message(err) 并 return
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if (!err) {
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const proxy = { cleanPrice: item.PosiNetNoFeePrice, dirtyPrice: item.PosiGrossPrice, ytm: item.InitYtm };
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SwapCalc.applyBondCalcResult(proxy, respObj, item.bondManual);
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item.PosiNetNoFeePrice = proxy.cleanPrice;
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item.PosiGrossPrice = proxy.dirtyPrice;
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item.InitYtm = proxy.ytm;
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}
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expect(item.PosiNetNoFeePrice).toBe(99.5);
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expect(item.PosiGrossPrice).toBe(100.0);
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expect(item.InitYtm).toBe(2.6);
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});
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});
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describe('单位换算边界（前端↔债券计算器 存储态小数 ↔ 展示态百分比）', () => {
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test('bondPriceToCalc：存储态 0.995 → 发送计算器的展示态 99.5', () => {
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expect(SwapCalc.bondPriceToCalc(0.995)).toBeCloseTo(99.5, 6);
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expect(SwapCalc.bondPriceToCalc(1.0)).toBe(100); // 用户敲全价100 → percent:true 收成 1.0 → 发 100
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});
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test('bondCalcPriceToStorage：展示态 97.82 → 落库存储态 0.9782', () => {
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expect(SwapCalc.bondCalcPriceToStorage(97.82)).toBeCloseTo(0.9782, 6);
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expect(SwapCalc.bondCalcPriceToStorage(6.37)).toBeCloseTo(0.0637, 6);
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});
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// 复刻用户实测的 -117.93 / 378543 离谱值根因，验证修复后不再出现：
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// 旧：模型 1.0(用户敲100) 漏×100 直接发 1.0 → 计算器当 1% of par → 返回 cleanPrice=-1.1793, ytm=37.8543
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// → 漏÷100 原样写回 -1.1793 → percent:true 显示 ×100 → -117.93 / 378543
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// 新：发前×100、回写÷100 → 模型 0.9782 / 1.0 / 0.0637 → 显示 97.82 / 100 / 6.37
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test('端到端：用户敲全价100 → 修复后模型与显示均为合理值（不再 -117.93/378543）', () => {
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const modelGross = 1.0; // percent:true 把界面 100 收成 1.0(存储态)
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const sentToCalc = SwapCalc.bondPriceToCalc(modelGross);
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expect(sentToCalc).toBe(100); // 必须 ×100，不是 1.0
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const calcResp = { errCode: 0, cleanPrice: 97.82, dirtyPrice: 100, ytm: 6.37 };
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const modelNet = SwapCalc.bondCalcPriceToStorage(calcResp.cleanPrice);
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const modelGrossBack = SwapCalc.bondCalcPriceToStorage(calcResp.dirtyPrice);
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const modelYtm = SwapCalc.bondCalcPriceToStorage(calcResp.ytm);
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expect(modelNet).toBeCloseTo(0.9782, 6);
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expect(modelGrossBack).toBe(1.0);
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expect(modelYtm).toBeCloseTo(0.0637, 6);
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// percent:true 显示时再 ×100：97.82 / 100 / 6.37，与计算器一致，无离谱值
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expect(modelNet * 100).toBeCloseTo(97.82, 4);
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expect(modelYtm * 100).toBeCloseTo(6.37, 4);
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});
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});
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