86 lines
3.3 KiB
JSON
86 lines
3.3 KiB
JSON
{
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"meta": {
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"schemaVersion": 1,
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"source": "hand-crafted representative samples (replace/extend via tools/exportHistoricalSwapEvents.js against real DB)",
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"note": "每条 record 的 inputs 是前端 calcCloseAmount 实际会收到的形态(deal/floatPosition/interestList/marginList)；expected 是落库/记录值。运行时无需 DB。",
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"knownDiscrepancies": "swapLongShort.js 的 SwapMarginAmount 用裸 InterestPrincipal(无符号)，而 unwindSwapTrade.js 用 InterestDirection 求符号。该差异被冻结在 knownDiscrepancies 中，仅当差异量变化时才报红。"
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},
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"records": [
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{
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"id": "UNWIND_STD",
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"desc": "标准平仓(unwind)：含浮动盈亏 + 利息腿 + 预付金腿",
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"eventType": 2,
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"deal": { "CloseQty": 1000 },
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"floatPosition": { "FloatPnlSum": 50000, "PositionType": 1, "PayDirection": 1, "TradingFee": 20 },
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"interestList": [
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{ "InterestClosePnL": 1200, "InterestDirection": 1, "InterestPrincipal": 0 }
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],
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"marginList": [
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{ "InterestClosePnL": 300, "InterestDirection": 1, "InterestPrincipal": 50000 }
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],
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"expected": {
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"SwapCloseAmount": 51500,
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"SwapRealizedPnL": 51500,
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"SwapMarginRebatePnl": 300,
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"SwapMarginAmount": -50000
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}
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},
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{
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"id": "INCOME_STD",
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"desc": "收益结算(income)：用 CloseNotionalValue 计价，利息腿+预付金腿",
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"eventType": 3,
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"deal": { "CloseQty": 0, "CloseNotionalValue": 10200 },
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"floatPosition": { "FloatPnlSum": 30000, "PositionType": 1, "PayDirection": 2, "TradingFee": 0 },
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"interestList": [
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{ "InterestClosePnL": 800, "InterestDirection": 1, "InterestPrincipal": 0 }
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],
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"marginList": [
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{ "InterestClosePnL": 200, "InterestDirection": 2, "InterestPrincipal": 40000 }
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],
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"expected": {
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"SwapCloseAmount": 31000,
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"SwapRealizedPnL": 31000,
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"SwapMarginRebatePnl": 200,
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"SwapMarginAmount": 40000
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}
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},
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{
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"id": "LONGSHORT_UNWIND",
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"desc": "多空组合平仓(unwindLongShort)：从0起，不含浮动盈亏(FloatPnlSum=0)",
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"eventType": 4,
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"deal": { "CloseQty": 0 },
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"floatPosition": { "FloatPnlSum": 0, "PositionType": 1, "PayDirection": 1, "TradingFee": 0 },
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"interestList": [],
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"marginList": [
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{ "InterestClosePnL": 150, "InterestDirection": 1, "InterestPrincipal": 20000 }
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],
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"expected": {
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"SwapCloseAmount": 150,
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"SwapRealizedPnL": 150,
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"SwapMarginRebatePnl": 150,
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"SwapMarginAmount": -20000
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}
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},
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{
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"id": "LONGSHORT_SWAP",
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"desc": "多空组合互换(swapLongShort)：SwapMarginAmount 用裸 InterestPrincipal(无符号) —— 已知差异",
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"eventType": 5,
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"deal": { "CloseQty": 0 },
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"floatPosition": { "FloatPnlSum": 0, "PositionType": 1, "PayDirection": 1, "TradingFee": 0 },
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"interestList": [],
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"marginList": [
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{ "InterestClosePnL": 100, "InterestDirection": 1, "InterestPrincipal": 18000 }
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],
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"expected": {
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"SwapCloseAmount": 100,
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"SwapRealizedPnL": 100,
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"SwapMarginRebatePnl": 100,
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"SwapMarginAmount": 18000
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},
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"knownDiscrepancies": {
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"SwapMarginAmount": 36000
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}
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}
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]
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}
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