hjhan
d51dd8a60b
生产 deal 又平仓两次（共四次），实时预付金腿 InterestPrincipalFix 由 73,260 降至 66,813.12（4 次返还 9,900+15,840+3,663+2,783.88=32,186.88； 99,000−32,186.88=66,813.12，与 dev 库实时腿完全勾稽）。 - SwapUnwindPrepayOrigVsRealBugTdd：RemainingFix 常量 73,260→66,813.12； 头部注释同步为四次平仓；新增 GLMS20260701_四次部分平仓_LiveSnapshot 用例， 把 4 次平仓真实数据硬编码为忠实回归（日后该 deal 再平仓需同步更新）。 - 纳入此前遗漏提交的连库诊断测试 GLMS20260701DbDiagnoseTest.cs （使用 DbContextFactory 取连接串，无硬编码密码，安全）。 验证：dotnet test --filter SwapUnwindPrepay → 26 passed（19+7）失败 0； YLErpDAL / UnitTestProject 编译通过（仅既有警告）。
216 lines
13 KiB
C#
216 lines
13 KiB
C#
using Newtonsoft.Json;
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using Newtonsoft.Json.Linq;
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using YLErp.DBModels.Enums;
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namespace YLErp.Modules.SwapModule
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{
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/// <summary>
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/// 线上事故诊断：GLMS-20260701-0008 多次部分平仓后，预付金返还显示仍为原始值
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/// ============================================================================
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/// 直连测试库，录制真实数据快照并定位根因（DB 端还是计算端）。
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/// 测试结构：
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/// 1) RecordSnapshot - 录 trade/position/eod_swap_position/eod_swap/flow_event
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/// 2) Diagnose - 把每次部分平仓前后 InterestPrincipalFix 实际值序列打印，
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/// 验证是否双重扣减；并调用 GetUnwindInterests 1.0 看后端返还值
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/// 3) 期望对比 - 多次部分平仓后，1.0 closePercent 应返"剩余本金"（=已扣减后），
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/// 若仍返原始值 ⇒ 后端 EOD 路径 bug (SaveAutoEodWithCloseInterestPosition 双重扣减)
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/// </summary>
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[TestClass]
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public class GLMS20260701DbDiagnoseTest
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{
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private const string TradeNumber = "GLMS-20260701-0008";
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#region 1) 录真实数据快照（手动跑）
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[TestMethod]
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[Ignore]
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[TestCategory("DbDiagnose")]
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public void Record_RealSnapshot()
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{
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YLContext db;
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try { db = DbContextFactory.GetYLDbContext(); }
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catch (Exception ex) { Assert.Inconclusive($"无法连接测试库：{ex.Message}"); return; }
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var td = db.trade.FirstOrDefault(t => t.TradeNumber == TradeNumber);
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Assert.IsNotNull(td, $"测试库无交易 {TradeNumber}，请确认环境");
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var snapshot = new JObject
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{
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["TradeNumber"] = td.TradeNumber,
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["TradeId"] = td.id,
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["StockEqvNotional"] = td.StockEqvNotional,
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["Notional"] = td.Notional,
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["OriginalStockEqvNotional"] = td.OriginalStockEqvNotional,
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["TradeDate"] = td.TradeDate,
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["StartDate"] = td.StartDate,
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["ExerciseDate"] = td.ExerciseDate
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};
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// 1.1 当前所有仓位（含 IsInitial=初始 + !IsInitial=已平后剩余）
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var positions = db.swap_position
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.Where(p => p.SwapTradeId == td.id && !p.Invalid)
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.OrderBy(p => p.IsInitial).ThenBy(p => p.id)
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.ToList();
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snapshot["Positions"] = JArray.FromObject(positions, JsonSerializer.Create(new JsonSerializerSettings
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{
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ReferenceLoopHandling = ReferenceLoopHandling.Ignore,
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DateFormatHandling = DateFormatHandling.IsoDateFormat
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}));
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// 1.2 EOD 持仓序列（关键：观察 InterestPrincipalFix 逐日变化）
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var eodPositions = db.eod_swap_position
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.Where(e => e.SwapTradeId == td.id && !e.Invalid && e.InterestMode == 5 || e.InterestMode == 6)
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.OrderBy(e => e.ValueDate).ThenBy(e => e.PositionId)
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.ToList();
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snapshot["EodPositions_MarginLegOnly"] = JArray.FromObject(eodPositions, JsonSerializer.Create(new JsonSerializerSettings
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{
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ReferenceLoopHandling = ReferenceLoopHandling.Ignore,
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DateFormatHandling = DateFormatHandling.IsoDateFormat
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}));
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// 1.3 EOD 交易级（eod_swap.NotionalValue 应该是初始值不变）
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var eodSwaps = db.eod_swap.Where(e => e.SwapTradeId == td.id).OrderBy(e => e.ValueDate).ToList();
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snapshot["EodSwaps"] = JArray.FromObject(eodSwaps, JsonSerializer.Create(new JsonSerializerSettings
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{
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ReferenceLoopHandling = ReferenceLoopHandling.Ignore,
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DateFormatHandling = DateFormatHandling.IsoDateFormat
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}));
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// 1.4 所有 flow_event（看平仓/互换事件序列，及 InterestPrincipal 实际写入值）
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var flows = db.swap_flow_event.Where(f => f.SwapTradeId == td.id).OrderBy(f => f.EventDate).ThenBy(f => f.id).ToList();
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snapshot["FlowEvents"] = JArray.FromObject(flows, JsonSerializer.Create(new JsonSerializerSettings
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{
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ReferenceLoopHandling = ReferenceLoopHandling.Ignore,
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DateFormatHandling = DateFormatHandling.IsoDateFormat
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}));
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var dir = Path.Combine(AppDomain.CurrentDomain.BaseDirectory, "Resources", "DbDiagnose", "GLMS20260701");
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Directory.CreateDirectory(dir);
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var path = Path.Combine(dir, $"snapshot_{DateTime.Now:yyyyMMdd_HHmmss}.json");
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File.WriteAllText(path, JsonConvert.SerializeObject(snapshot, Formatting.Indented,
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new JsonSerializerSettings { DateFormatHandling = DateFormatHandling.IsoDateFormat }));
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Console.WriteLine($"✅ 快照已保存: {path}");
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}
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#endregion
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#region 2) 诊断：打印"预付金腿"逐日本金变化 + 后端 API 1.0 全平应返值
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[TestMethod]
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[TestCategory("DbDiagnose")]
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public void Diagnose_InterestPrincipalFix_Progression_And_UnwindResult()
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{
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YLContext db;
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try { db = DbContextFactory.GetYLDbContext(); }
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catch (Exception ex) { Assert.Inconclusive($"无法连接测试库：{ex.Message}"); return; }
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var td = db.trade.FirstOrDefault(t => t.TradeNumber == TradeNumber);
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if (td == null) { Assert.Inconclusive($"测试库无 {TradeNumber}"); return; }
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// 2.1 预付金腿 position.InterestPrincipalFix 当前值（多次平仓后应该已被扣减）
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var marginPositions = db.swap_position
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.Where(p => p.SwapTradeId == td.id && !p.Invalid
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&& (p.InterestMode == (int)InterestModeEnum.初始预付金
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|| p.InterestMode == (int)InterestModeEnum.追加预付金))
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.ToList();
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Console.WriteLine("============== 预付金腿 position 当前值（多次平仓后） ==============");
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foreach (var p in marginPositions)
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{
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Console.WriteLine($"PositionId={p.id} Mode={p.InterestMode} Fix={p.InterestPrincipalFix} Rate={p.InterestRateDefault} Dir={p.InterestDirection} IsInitial={p.IsInitial}");
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}
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// 2.1b 所有 position 全景（含浮动腿），对比 IsInitial vs !IsInitial 的 PosiNotionalValue / Fix
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var allPositions = db.swap_position
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.Where(p => p.SwapTradeId == td.id && !p.Invalid)
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.OrderBy(p => p.IsInitial).ThenBy(p => p.id)
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.ToList();
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Console.WriteLine("\n============== 全部 position 全景（对比 IsInitial 原始 vs !IsInitial 剩余） ==============");
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Console.WriteLine($" {"Id",-8}{"Mode",-6}{"Dir",-6}{"IsInit",-8}{"Fix",-18}{"PosiNotional",-18}{"PosiQty",-12}{"UnderlyingCode",-15}");
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foreach (var p in allPositions)
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{
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var ul = p.UnderlyingCode ?? "";
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Console.WriteLine($" {p.id,-8}{p.InterestMode,-6}{p.InterestDirection,-6}{p.IsInitial,-8}{p.InterestPrincipalFix,-18}{p.PosiNotionalValue,-18}{p.PosiQuantity,-12}{ul,-15}");
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}
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// 2.1c 关键诊断：GetUnwindInterests 内部 origPositions vs realPostitions 差异
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var origPositions = allPositions.Where(x => x.IsInitial).ToList();
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var realPostitions = allPositions.Where(x => !x.IsInitial).ToList();
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Console.WriteLine("\n============== GetUnwindInterests 关键源数据对比 ==============");
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Console.WriteLine($" origPositions(IsInitial=True) 浮动腿 PosiNotionalValue 总和: {origPositions.Where(x => x.PosiDirection > 0).Sum(s => s.PosiNotionalValue)}");
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Console.WriteLine($" realPostitions(IsInitial=False) 浮动腿 PosiNotionalValue 总和: {realPostitions.Where(x => x.PosiDirection > 0).Sum(s => s.PosiNotionalValue)} ← 应为剩余值");
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Console.WriteLine($" origPositions(IsInitial=True) 预付金腿 Fix: {string.Join(",", origPositions.Where(x => x.InterestMode == 5 || x.InterestMode == 6).Select(x => x.InterestPrincipalFix))}");
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Console.WriteLine($" realPostitions(IsInitial=False) 预付金腿 Fix: {string.Join(",", realPostitions.Where(x => x.InterestMode == 5 || x.InterestMode == 6).Select(x => x.InterestPrincipalFix))} ← 应为剩余值");
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// 2.2 EOD 持仓 InterestPrincipalFix 逐日序列
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var eodMarginSeq = db.eod_swap_position
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.Where(e => e.SwapTradeId == td.id && !e.Invalid
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&& (e.InterestMode == (int)InterestModeEnum.初始预付金
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|| e.InterestMode == (int)InterestModeEnum.追加预付金))
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.OrderBy(e => e.ValueDate).ThenBy(e => e.PositionId)
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.ToList();
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Console.WriteLine("============== EOD 预付金腿 InterestPrincipalFix 逐日变化 ==============");
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foreach (var e in eodMarginSeq)
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{
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Console.WriteLine($" ValueDate={e.ValueDate:yyyy-MM-dd} PositionId={e.PositionId} Fix={e.InterestPrincipalFix} TdInterestPrincipal={e.TdInterestPrincipal} PosiStatus={e.PosiStatus} Invalid={e.Invalid}");
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}
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// 2.3 平仓事件序列（看 InterestPrincipal 实际入库值）
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var closeFlows = db.swap_flow_event
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.Where(f => f.SwapTradeId == td.id && f.EventType == (int)SwapEventTypeEnum.平仓
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&& f.DataState == (int)SwapFlowDateStateEnum.完成
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&& (f.InterestMode == (int)InterestModeEnum.初始预付金
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|| f.InterestMode == (int)InterestModeEnum.追加预付金))
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.OrderBy(f => f.EventDate).ToList();
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Console.WriteLine("============== 历史平仓事件-预付金腿 实际 InterestPrincipal 序列 ==============");
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foreach (var f in closeFlows)
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{
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Console.WriteLine($" EventDate={f.EventDate:yyyy-MM-dd} PositionId={f.PositionId} InterestPrincipal={f.InterestPrincipal} InterestAmount={f.InterestAmount} Quantity={f.Quantity} TradingAmount={f.TradingAmount}");
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}
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// 2.4 直调后端 GetUnwindInterests(closePercent=1.0) 看"按全部平仓应返"的预付金值
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try
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{
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var user = new OptUserInfo(0, nameof(GLMS20260701DbDiagnoseTest), OptUserFrom.UnitTest);
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var svc = new SwapDealService(user);
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var interests = svc.GetUnwindInterests(DateTime.Today, DateTime.Today, td.id, 1.0m, (int)SwapEventTypeEnum.平仓);
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Console.WriteLine("============== 后端 GetUnwindInterests(1.0) 实际返回值-预付金腿 ==============");
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foreach (var it in interests.Where(i => i.InterestMode == 5 || i.InterestMode == 6))
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{
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Console.WriteLine($" PositionId={it.PositionId} Mode={it.InterestMode} InterestPrincipal={it.InterestPrincipal} InterestAmount={it.InterestAmount} InterestRate={it.InterestRate}");
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}
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// 诊断断言：1.0 全平应返 = realPostitions(剩余持仓)的 InterestPrincipalFix
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// 后端为保持 eod_swap_position.PositionId 日终归档对齐，返回的 PositionId 仍是 origPositions.id，
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// 但 InterestPrincipal 应等于 realPostitions[real.PositionId == orig.id].Fix（剩余值）。
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// 因此对比口径：apiRet.InterestPrincipal vs realLeg.Fix（剩余值），不是 vs origPos.Fix（原始值）。
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Console.WriteLine("============== 修复验证（apiRet.InterestPrincipal vs realLeg.Fix 剩余值）==============");
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int okCount = 0, badCount = 0;
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foreach (var origPos in marginPositions.Where(p => p.IsInitial))
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{
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var apiRet = interests.FirstOrDefault(i => i.PositionId == origPos.id);
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if (apiRet == null) { Console.WriteLine($" ⚠ PositionId={origPos.id} 后端未返回"); continue; }
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var realLeg = marginPositions.FirstOrDefault(p => !p.IsInitial && p.PositionId == origPos.id);
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decimal expectedFix = realLeg?.InterestPrincipalFix ?? origPos.InterestPrincipalFix;
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var diff = Math.Abs((double)(apiRet.InterestPrincipal - expectedFix));
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bool ok = diff < 0.01;
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if (ok) okCount++; else badCount++;
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Console.WriteLine($" {(ok ? "✓" : "✗")} PositionId={origPos.id}(origFix={origPos.InterestPrincipalFix}) → realLeg.Fix={expectedFix} 后端返={apiRet.InterestPrincipal} 差={diff:F4}");
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}
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Console.WriteLine($"\n 结论：通过 {okCount} 条 / 失败 {badCount} 条");
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Assert.IsTrue(badCount == 0, $"修复未生效：{badCount} 条预付金腿后端返还值 ≠ realLeg.Fix 剩余值");
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}
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catch (Exception ex)
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{
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Console.WriteLine($"⚠ GetUnwindInterests 调用失败：{ex.Message}");
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}
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}
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#endregion
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}
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}
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