70 lines
4.2 KiB
C#
70 lines
4.2 KiB
C#
using YLErp.Modules.EodModule;
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namespace YLErp.Modules.SwapModule
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{
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/// <summary>
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/// 自动平仓路径（AuotoSwapUnwind → EnrichDividendIn, SwapDealService.cs:1668-1687）多次部分平仓是否多算的实证。
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/// EnrichDividendIn 核心：GetBondPayments(td.StartDate, closeDate) × unwindQty（当次平仓量，非剩余持仓）。
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/// 本测试直接驱动真实 BondPaymentService.CalcPayment（与 EnrichDividendIn 等价：GetBondPayments 按 reg_date 过滤 + CalcPayment × unwindQty），
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/// 内存注入 reg_date 数据，不连库。完整 AuotoSwapUnwind 链路因 EnrichDividendIn 直接 new BondPaymentService 查库、无内存 seam 注入点，故用计算核心等价验证。
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///
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/// 结论验证：多次跨越登记日的部分平仓，每次 × 当次平仓量 → 总额 = 各批按登记日持有 × 平仓量分摊，
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/// 不自洽多算、不重复计入重叠窗口。
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/// （纠正此前"从建仓日重算导致重复计入"的推断：该推断误以为 CalcPayment 乘剩余持仓，实际乘当次 unwindQty。）
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/// </summary>
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[TestClass]
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public class AutoUnwindMultiPartialDividendTest
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{
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private const string BondCode = "230004.IB";
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private static readonly DateTime StartDate = new(2026, 1, 5);
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private static readonly DateTime Reg1 = new(2026, 5, 15); // 每百元付息 10
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private static readonly DateTime Reg2 = new(2026, 6, 15); // 每百元付息 12
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private sealed class BridgeBps : BondPaymentService
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{
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public BridgeBps(OptUserInfo u) : base(u) { }
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protected override IQueryable<BondPayment> QueryBondPayments(string underlyingCode)
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=> new List<BondPayment>
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{
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new BondPayment { underlyingCode = BondCode, reg_date = Reg1, payment_date_pl = Reg1, payment_date = Reg1, payment_interest = 10m },
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new BondPayment { underlyingCode = BondCode, reg_date = Reg2, payment_date_pl = Reg2, payment_date = Reg2, payment_interest = 12m },
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}.Where(x => x.underlyingCode == underlyingCode).AsQueryable();
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}
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// 等价于 EnrichDividendIn 的数值核心：GetBondPayments(StartDate, closeDate) × unwindQty
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private static decimal EnrichOnce(DateTime closeDate, decimal unwindQty)
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{
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var svc = new BridgeBps(OptUserInfo.UnitTestUser);
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return svc.CalcPayment(BondCode, StartDate, closeDate, unwindQty, 1, 1);
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}
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[TestMethod]
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public void 多次部分平仓_自动路径总额按登记日持仓分摊_不自洽多算()
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{
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decimal totalFace = 10_000m; // 总面额 1 万元
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decimal halfFace = totalFace / 2m; // 每次平一半
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// 第一次 5/20 平一半：窗口(Start,5/20] 仅含 reg1 → 10 × 5000/100 = 500
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var d1 = EnrichOnce(new DateTime(2026, 5, 20), halfFace);
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// 第二次 6/20 平一半：窗口(Start,6/20] 含 reg1+reg2 → (10+12) × 5000/100 = 1100
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var d2 = EnrichOnce(new DateTime(2026, 6, 20), halfFace);
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var total = d1 + d2;
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// 经济应得（登记日持有规则）：
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// 第一批5000元：5/15持有✓(10)、6/15未持有✗ → 10×5000/100 = 500
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// 第二批5000元：5/15持有✓(10)、6/15持有✓(12) → 22×5000/100 = 1100
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decimal expected = 10m * halfFace / 100m + (10m + 12m) * halfFace / 100m;
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Assert.AreEqual(500m, d1, 0.001m, "第一次(5/20)只含 reg1 = 500");
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Assert.AreEqual(1100m, d2, 0.001m, "第二次(6/20)含 reg1+reg2 = 1100");
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Assert.AreEqual(expected, total, 0.001m,
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"两次部分平仓总额 = 按登记日持有×平仓量分摊的应得值，重叠窗口不重复计同量（纠正：乘当次 unwindQty 而非剩余持仓）");
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// 反证：若手动路径口径（第一次平仓即给全量待实现 = 两次分红×总面额）会多算
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decimal manualFullIfFirst = (10m + 12m) * totalFace / 100m; // 2200
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Assert.IsTrue(manualFullIfFirst > total,
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"反证：手动全量落袋口径(2200) > 自动分摊口径(1600)，多算方是手动路径而非自动路径");
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}
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}
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}
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