hjhan
b7469be104
保证金就是保证金——有余额、有利率、有利息, 不存在'计息基数/Notional'概念。 现有代码把保证金塞进 InterestPrincipalFix 当计息腿处理是错误建模。 修正: - 删除 MarginLeg.cs(CalcBalance/accrualFactor 是融资腿的概念, 不该用在保证金) - 新增 MarginAccount.cs: 管理余额变动(Deposit追加/Withdraw释放), 不含计息 - MarginBalance: 注释去掉'计息基数', 改为'保证金余额' - IMarginResolver.Resolve: 去掉 accrualFactor 参数(融资腿比例, 非保证金概念) - CashMargin/CreditMargin/GuaranteeMargin: 同步去掉 accrualFactor - 枚举注释: '计息余额' → '余额' 保证金利息由 SwapInterest 纯函数按 余额×利率×天数/年化 计算, MarginAccount 只提供余额, 不掺计息逻辑。 验证: sln编译0错误, 全量486测试7失败(基线一致,零回归)。
71 lines
2.4 KiB
C#
71 lines
2.4 KiB
C#
using Microsoft.VisualStudio.TestTools.UnitTesting;
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using YLErp.Modules.SwapModule.Margin;
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namespace UnitTestProject.Modules.SwapModule.Margin
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{
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/// <summary>
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/// 保证金账户(MarginAccount)单测。验证余额变动（追加/释放/返还）。
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/// 保证金就是保证金——有余额、有利率、有利息，不存在"计息基数/Notional"概念。
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/// </summary>
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[TestClass]
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public class MarginLegTest
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{
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private const decimal Opening = 2_000_000m;
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#region MarginAccount 余额变动
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[TestMethod]
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public void 账户_初始余额等于期初保证金()
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{
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var account = new MarginAccount(new MarginBalance(Opening));
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Assert.AreEqual(Opening, account.Balance.Balance);
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}
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[TestMethod]
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public void 账户_追加保证金_余额增加()
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{
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var account = new MarginAccount(new MarginBalance(Opening));
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account.Deposit(500_000m);
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Assert.AreEqual(2_500_000m, account.Balance.Balance);
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}
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[TestMethod]
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public void 账户_释放保证金_余额减少()
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{
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var account = new MarginAccount(new MarginBalance(Opening));
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account.Withdraw(800_000m);
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Assert.AreEqual(1_200_000m, account.Balance.Balance);
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}
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[TestMethod]
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public void 账户_释放超过余额_不低于零()
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{
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var account = new MarginAccount(new MarginBalance(Opening));
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account.Withdraw(3_000_000m);
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Assert.AreEqual(0m, account.Balance.Balance, "保证金余额不低于零");
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}
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#endregion
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#region 三种保证金形态解析器
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[TestMethod]
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public void 三种形态解析器_各自返回正确Form和余额()
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{
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IMarginResolver cash = new CashMargin();
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IMarginResolver credit = new CreditMargin();
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IMarginResolver guarantee = new GuaranteeMargin();
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Assert.AreEqual(MarginForm.Cash, cash.Form);
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Assert.AreEqual(MarginForm.Credit, credit.Form);
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Assert.AreEqual(MarginForm.Guarantee, guarantee.Form);
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Assert.AreEqual(Opening, cash.Resolve(Opening).Balance);
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Assert.AreEqual(Opening, credit.Resolve(Opening).Balance);
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Assert.AreEqual(Opening, guarantee.Resolve(Opening).Balance);
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}
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#endregion
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}
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}
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