zszq-trs/UnitTestProject/Modules/SwapModule/Margin/MarginInterestGoldenReplayTest.cs

using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using Microsoft.VisualStudio.TestTools.UnitTesting;
using YLErp;
using YLErp.DBModels;
using YLErp.DBModels.Enums;
using YLErp.Modules.SwapModule;
using YLErp.Modules.SwapModule.Margin;

namespace UnitTestProject.Modules.SwapModule.Margin
{
    /// <summary>
    /// 黄金回放验证（连真实测试库 192.168.2.96）：对真实保证金交易逐日 EOD 比对
    /// GetInterests(settment=true，保证金分支现走 CalcMarginInterest) vs 直接调 CalcMarginInterest，
    /// 验证 GetInterests→CalcMarginInterest 接线的参数对齐（rate/posiPrincipal/preEod 等）正确。
    ///
    /// 数据来自 96 库的真实保证金交易，覆盖追加预付金多行、多次部分平仓（InterestPrincipalFix 下台阶）、
    /// 跨 EOD 续接等单元测试够不到的边界。作为保证金计息迁移后的真实库回归守护。
    /// </summary>
    [TestClass]
    public class MarginInterestGoldenReplayTest
    {
        // 96 库里已确认含真实保证金腿的交易
        private static readonly string[] TradeNumbers =
        {
            "GLMS-20260701-0008",
            "GLMS-20260701-0013",
            "GLMS-20260701-0006",
        };

        private sealed class StubSvc : SwapDealService
        {
            public StubSvc() : base(new OptUserInfo(0, nameof(MarginInterestGoldenReplayTest), OptUserFrom.UnitTest)) { }
        }

        /// <summary>
        /// 逐交易、逐 EOD 日，比对保证金腿新旧计息 InterestAmount/TdInterestAmount。
        /// 入参对齐口径（与 GetInterests 内部一致）：
        ///   posiPrincipal = InterestPrincipalFix；closePrincipal = Fix×closePercent(EOD=1)；
        ///   rate = oldEvt.InterestRate（严格取旧管线算出的 rate，消除 GetFixedRate 差异）；
        ///   方向 = FlipDirection(position.InterestDirection)（GetInterests:742 对保证金翻转）；
        ///   preEod = 该 PositionId 上一日终 eod_swap_position；annualDays/calcFirst/calcLast 来自 trade_extend。
        /// </summary>
        [TestMethod]
        [TestCategory("DbDiagnose")]
        public void 保证金腿_真实库_EOD逐日新旧比对()
        {
            YLContext db;
            try { db = DbContextFactory.GetYLDbContext(); }
            catch (Exception ex) { Assert.Inconclusive($"无法连接测试库(192.168.2.96)：{ex.Message}"); return; }

            var svc = new StubSvc();
            int totalCompared = 0, mismatches = 0, skipped = 0;
            var diffLog = new StringBuilder();

            foreach (var tradeNumber in TradeNumbers)
            {
                var td = db.trade.FirstOrDefault(t => t.TradeNumber == tradeNumber);
                if (td == null) { Console.WriteLine($"跳过：库无 {tradeNumber}"); skipped++; continue; }

                var extend = db.trade_extend.FirstOrDefault(x => x.TradeId == td.id);
                int annualDays = extend?.ExtendObj.AnnualDays ?? 365;
                bool calcFirst = extend?.ExtendObj.InterestCalcMode?.StartsWith("1") ?? true;
                bool calcLast = extend?.ExtendObj.InterestCalcMode?.EndsWith("1") ?? true;

                var marginPositions = db.swap_position
                    .Where(p => p.SwapTradeId == td.id && !p.Invalid
                        && (p.InterestMode == (int)InterestModeEnum.初始预付金
                            || p.InterestMode == (int)InterestModeEnum.追加预付金))
                    .ToList();
                if (marginPositions.Count == 0) { Console.WriteLine($"跳过：{tradeNumber} 无保证金腿"); skipped++; continue; }

                // 该交易保证金腿的 EOD 日期序列
                var eodDates = db.eod_swap_position
                    .Where(e => e.SwapTradeId == td.id && (e.InterestMode == 5 || e.InterestMode == 6))
                    .Select(e => e.ValueDate).Distinct().OrderBy(d => d).ToList();

                Console.WriteLine($"===== {tradeNumber} (id={td.id})：{marginPositions.Count} 条保证金腿，{eodDates.Count} 个 EOD 日 =====");

                foreach (var valueDate in eodDates)
                {
                    // 上一日终 preEod（取 eod_swap 最近 < valueDate 的日期）
                    var preDate = db.eod_swap
                        .Where(e => e.SwapTradeId == td.id && e.ValueDate < valueDate)
                        .OrderByDescending(e => e.ValueDate)
                        .Select(e => (DateTime?)e.ValueDate).FirstOrDefault();
                    var preEods = preDate == null
                        ? new List<eod_swap_position>()
                        : db.eod_swap_position
                            .Where(e => e.SwapTradeId == td.id && e.ValueDate == preDate.Value
                                && (e.InterestMode == 5 || e.InterestMode == 6))
                            .ToList();

                    // 旧管线：GetInterests(settment=true)。保证金分支不用 posiNotionalValue/closePosiNotionalValue/grossPrice/orginPv，传 0。
                    List<swap_flow_event> oldList;
                    try
                    {
                        oldList = svc.GetInterests(td, extend, valueDate, valueDate,
                            preEods, marginPositions,
                            0m, 0m, 1.0m,
                            (int)SwapEventTypeEnum.自动互换, tdClose: false,
                            orginPv: 0m,
                            add: false, settment: true, newCalcLast: false, closeList: null);
                    }
                    catch (Exception ex)
                    {
                        Console.WriteLine($"  {tradeNumber} @ {valueDate:yyyy-MM-dd} 旧管线异常：{ex.GetType().Name} {ex.Message}");
                        continue;
                    }

                    // 新方法：逐保证金腿
                    foreach (var pos in marginPositions)
                    {
                        var oldEvt = oldList.FirstOrDefault(i => i.PositionId == pos.id);
                        if (oldEvt == null) continue;

                        var preEod = preEods.FirstOrDefault(e => e.PositionId == pos.id) ?? new eod_swap_position { id = 0 };
                        var posClone = pos.Clone();
                        posClone.InterestDirection = MarginCalc.FlipDirection(pos.InterestDirection);
                        decimal rate = oldEvt.InterestRate;   // 严格对齐旧管线 rate（含 GetFixedRate + Round(12)）

                        swap_flow_event newEvt;
                        try
                        {
                            newEvt = svc.CalcMarginInterest(td, valueDate, valueDate, posClone, rate,
                                pos.InterestPrincipalFix, pos.InterestPrincipalFix, 1.0m,
                                annualDays, calcFirst, calcLast, preEod,
                                (int)SwapEventTypeEnum.自动互换, add: false, settment: true, swap: false);
                        }
                        catch (Exception ex)
                        {
                            mismatches++;
                            diffLog.AppendLine($"✗ {tradeNumber} PosId={pos.id} @ {valueDate:yyyy-MM-dd} 新方法异常：{ex.GetType().Name} {ex.Message}");
                            continue;
                        }

                        totalCompared++;
                        decimal diffI = Math.Abs(newEvt.InterestAmount - oldEvt.InterestAmount);
                        decimal diffTd = Math.Abs(newEvt.TdInterestAmount - oldEvt.TdInterestAmount);
                        const decimal tol = 0.000001m;
                        if (diffI > tol || diffTd > tol)
                        {
                            mismatches++;
                            diffLog.AppendLine($"✗ {tradeNumber} PosId={pos.id} Mode={pos.InterestMode} @ {valueDate:yyyy-MM-dd}: " +
                                $"旧 I={oldEvt.InterestAmount} Td={oldEvt.TdInterestAmount} | " +
                                $"新 I={newEvt.InterestAmount} Td={newEvt.TdInterestAmount} | " +
                                $"diffI={diffI} diffTd={diffTd} | " +
                                $"preEod.id={preEod.id} TdIntPrin={preEod.TdInterestPrincipal} ProfitSum={preEod.InterestProfitSum} | " +
                                $"Fix={pos.InterestPrincipalFix} rate={rate} IntType={pos.InterestType} IsAnnualized={pos.IsAnnualized}");
                        }
                    }
                }
            }

            Console.WriteLine($"\n===== 比对汇总：共 {totalCompared} 条，不一致 {mismatches} 条，跳过 {skipped} 个交易 =====");
            if (diffLog.Length > 0) Console.WriteLine(diffLog.ToString());

            Assert.IsTrue(mismatches == 0,
                $"保证金新旧管线 EOD 真实库比对有 {mismatches}/{totalCompared} 条不一致——提交2 前必须解决（详见输出）");
        }
    }
}