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

using YLErp.DBModels;
using YLErp.Modules.SwapModule;
using YLErp.Modules.SwapModule.Margin;

namespace YLErp.Modules.SwapModule
{
    /// <summary>
    /// R3 阶段四 §4.1 合约维度追加保证金计算测试（纯函数）：
    /// 目标 = 维持保证金 − 应付预付金净收额（≤0 不追）；当日新增 = 目标 − 已补足（现金记录累计+授信占用累计）；
    /// 授信优先分配；重跑幂等（新增=0 不写）；追保回落不返还（负缺口走可用资金公式）。
    /// </summary>
    [TestClass]
    public class SwapAdditionalMarginCalcTest
    {
        [TestMethod]
        public void AM_001_目标计算_维持大于应付()
        {
            //维持 180 − 应付净收 100 = 80
            Assert.AreEqual(80, SwapAdditionalMarginCalc.CalcTarget(180, 100), 1e-6);
        }

        [TestMethod]
        public void AM_002_目标计算_应付覆盖维持_不追()
        {
            Assert.AreEqual(0, SwapAdditionalMarginCalc.CalcTarget(80, 100), 1e-6);
        }

        [TestMethod]
        public void AM_003_目标计算_维持为负_我方净支付方向不追()
        {
            Assert.AreEqual(0, SwapAdditionalMarginCalc.CalcTarget(-50, 100), 1e-6);
        }

        [TestMethod]
        public void AM_004_分配_授信充足_全额授信()
        {
            var (credit, cash) = SwapAdditionalMarginCalc.Allocate(80, 100);
            Assert.AreEqual(80, credit, 1e-6);
            Assert.AreEqual(0, cash, 1e-6);
        }

        [TestMethod]
        public void AM_005_分配_授信不足_拆为授信加现金()
        {
            var (credit, cash) = SwapAdditionalMarginCalc.Allocate(80, 30);
            Assert.AreEqual(30, credit, 1e-6);
            Assert.AreEqual(50, cash, 1e-6);
        }

        [TestMethod]
        public void AM_006_分配_无授信_全额现金()
        {
            var (credit, cash) = SwapAdditionalMarginCalc.Allocate(80, 0);
            Assert.AreEqual(0, credit, 1e-6);
            Assert.AreEqual(80, cash, 1e-6);
        }

        [TestMethod]
        public void AM_007_分配_新增为零或负_不产生()
        {
            Assert.AreEqual((0d, 0d), SwapAdditionalMarginCalc.Allocate(0, 100));
            Assert.AreEqual((0d, 0d), SwapAdditionalMarginCalc.Allocate(-5, 100));
        }

        /// <summary>
        /// 幂等与跨日增量（资金记录存累计值的口径验证）：
        /// 第1日 维持180/应付100 → 新增80；第2日 维持不变、已补足80 → 新增0（重跑不写）；
        /// 第3日 维持升到200 → 目标100 − 已补足80 = 新增20（记录累计值更新为100，历史增量自然承载）。
        /// </summary>
        [TestMethod]
        public void AM_008_跨日增量与幂等()
        {
            double fundedCash = 0, fundedCredit = 0;
            var payableNet = 100d;

            var day1 = Math.Round(SwapAdditionalMarginCalc.CalcTarget(180, payableNet) - fundedCash - fundedCredit, 2, MidpointRounding.AwayFromZero);
            Assert.AreEqual(80, day1, 1e-6);
            var (c1, m1) = SwapAdditionalMarginCalc.Allocate(day1, 30);
            fundedCredit += c1;
            fundedCash += m1;
            Assert.AreEqual(30, fundedCredit, 1e-6);
            Assert.AreEqual(50, fundedCash, 1e-6);

            //重跑同日：目标/已补足不变 → 新增 0
            var day1Rerun = Math.Round(SwapAdditionalMarginCalc.CalcTarget(180, payableNet) - fundedCash - fundedCredit, 2, MidpointRounding.AwayFromZero);
            Assert.AreEqual(0, day1Rerun, 1e-6);

            //第2日 维持不变 → 已补足=目标 → 新增 0
            var day2 = Math.Round(SwapAdditionalMarginCalc.CalcTarget(180, payableNet) - fundedCash - fundedCredit, 2, MidpointRounding.AwayFromZero);
            Assert.AreEqual(0, day2, 1e-6);

            //第3日 维持上升 → 只补差额
            var day3 = Math.Round(SwapAdditionalMarginCalc.CalcTarget(200, payableNet) - fundedCash - fundedCredit, 2, MidpointRounding.AwayFromZero);
            Assert.AreEqual(20, day3, 1e-6);
        }

        /// <summary>
        /// 授信垫付的初始预付金计入已缴（2026-08-27 修正，交易2538实证）：
        /// 初始预付金走授信腿不产生应付预付金流水（现金净收额=0），已缴初始=授信初始占用净额——
        /// 目标追加 = 维持 −（现金净收额+初始授信占用净额），否则每个结算日按维持全额重复开追加。
        /// </summary>
        [TestMethod]
        public void AM_009_授信初始预付金计入已缴_不重复追加()
        {
            //交易2538 首日实际数据：维持2,808,000；初始预付金2,000,000全走授信（现金净收额0）
            var payableNetCash = 0d;
            var initCreditNet = 2_000_000d;
            var target = SwapAdditionalMarginCalc.CalcTarget(2_808_000, payableNetCash + initCreditNet);
            Assert.AreEqual(808_000, target, 1e-6);

            //对照：修正前只扣现金净收额 → 目标2,808,000 全额追加（多收2,000,000 授信占用，即本BUG）
        }

        /// <summary>
        /// 追保回落（维持下降到应付之下）不返还：目标为 0 → 已补足保持，新增 0；
        /// 超付部分由可用资金公式的负缺口（Σ维持−累计）体现，不产生返还记录。
        /// </summary>
        [TestMethod]
        public void AM_009_追保回落不返还()
        {
            var target = SwapAdditionalMarginCalc.CalcTarget(50, 100);
            Assert.AreEqual(0, target, 1e-6);
            var (credit, cash) = SwapAdditionalMarginCalc.Allocate(target - 80, 100);
            Assert.AreEqual(0, credit, 1e-6);
            Assert.AreEqual(0, cash, 1e-6);
        }

        /// <summary>
        /// 追加保证金授信出入记录的 remark 前缀识别（RemoveByTrade 保留判定与累计口径共用）。
        /// </summary>
        [TestMethod]
        public void AM_010_追加保证金记录识别()
        {
            Assert.IsTrue(ClientCreditInoutService.IsAdditionalMarginRecord(
                new client_credit_inout { change_type = client_credit_inout.ChangeTypeOccupy, remark = "追加保证金占用" }));
            Assert.IsFalse(ClientCreditInoutService.IsAdditionalMarginRecord(
                new client_credit_inout { change_type = client_credit_inout.ChangeTypeOccupy, remark = "簿记授信占用" }));
            Assert.IsFalse(ClientCreditInoutService.IsAdditionalMarginRecord(
                new client_credit_inout { remark = null }));
        }
    }
}