zszq-trs/YLErpWeb/fe-tests/unwindSwapTrade.test.js

const fs = require('fs');
const path = require('path');
const vm = require('vm');

function createNumberFormat(precision) {
    const formatter = (value) => Number(Number(value || 0).toFixed(precision));
    formatter.precision = precision;
    return formatter;
}

function loadUnwindHelpers() {
    const filePath = path.join(__dirname, '../wwwroot/Scripts/app/swaptrade/unwindSwapTrade.js');
    const code = fs.readFileSync(filePath, 'utf8') + '\nmodule.exports = { swapPosiFeeCalc, consPosiFeeType };';

    const stockEqvNotional = createNumberFormat(2);
    const sandbox = {
        module: { exports: {} },
        exports: {},
        console,
        require,
        window: { otcformat: { options: {} } },
        otcformat: {
            options: {},
            trading: {
                premiumRateP: { precision: 4 },
                tradePrice: { precision: 4 },
                notional: { precision: 6 },
                StockEqvNotional: stockEqvNotional,
                marginRateP: { precision: 4 },
                umpriceP: { precision: 4 }
            },
            fixed6: createNumberFormat(6)
        },
        model: {
            ValueDate: '2026-07-27',
            FlowEvents: [],
            StructureType: '',
            TradeStartDate: ''
        },
        isUseApproval: false,
        Vue: function (options) { return options; },
        FastVue: {
            vueDatePicker() { return {}; },
            vueNumberInput() { return {}; }
        },
        tradeHelper: { IsBond() { return false; } },
        main: {
            post() {
                return {
                    done() { return this; }
                };
            },
            message() { }
        },
        SwapCalc: {
            roundHalfAwayFromZero(value) { return value; },
            calcCloseQtyByOriginalPercent() { return 0; }
        },
        _: {
            round(value, precision) {
                return Number(Number(value || 0).toFixed(precision || 0));
            }
        }
    };

    sandbox.window.otcformat = sandbox.otcformat;
    vm.runInNewContext(code, sandbox, { filename: filePath });
    return sandbox.module.exports;
}

function expectClose(actual, expected, tolerance) {
    expect(Math.abs(actual - expected)).toBeLessThanOrEqual(tolerance || 1e-6);
}

describe('unwindSwapTrade 基础费率计算', () => {
    const { swapPosiFeeCalc, consPosiFeeType } = loadUnwindHelpers();

    test('百分比模式按平仓名义本金计算并保留两位', () => {
        const result = swapPosiFeeCalc.calcTradingFee(consPosiFeeType.Percent, 0.1234, 1000000, 5000);
        expectClose(result, 1234.00);
    });

    test('单位数量模式按平仓数量计算并保留两位', () => {
        const result = swapPosiFeeCalc.calcTradingFee(consPosiFeeType.Unit, 1.235, 1000000, 10);
        expectClose(result, 12.35);
    });

    test('未知模式默认按百分比模式处理', () => {
        const result = swapPosiFeeCalc.calcTradingFee(99, 0.1, 200000, 10);
        expectClose(result, 200.00);
    });
});