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

using YLErp.DBModels;
using YLErp.DBModels.Enums;

namespace YLErp.Modules.SwapModule
{
    /// <summary>
    /// DealFloatPositions 浮动腿收盘归档 - 合成单元测试
    /// ============================================================================
    /// DealFloatPositions 处理浮动腿（标的持仓）的日终归档，三个分支：
    ///   ① 无前日eod → SaveCurrentEodInitalPosi（首日初始化，纯计算）
    ///   ② 有eod无平仓 → CopyEodPosition（复制+更新价格，依赖外部数据源）
    ///   ③ 有eod有平仓 → UpdateEodPosition（更新持仓，依赖外部数据源）
    ///
    /// 当前可测范围：
    ///   - 分支选择逻辑（DealFloatPositions 调度层，纯内存）
    ///   - SaveCurrentEodInitalPosi（首日初始化，纯计算，无外部依赖）
    ///   CopyEodPosition/UpdateEodPosition 需额外接缝（UnderlyingCodePrice等），留后续。
    /// ============================================================================
    [TestClass]
    public class DealFloatPositionsScenarioTest
    {
        private const int SwapTradeId = 200;
        private static readonly DateTime TradeDate = new(2026, 4, 28);
        private static readonly DateTime PreSettleDate = new(2026, 4, 27);

        #region Stub

        private sealed class StubEodService : SwapEodPositionService
        {
            public StubEodService() : base(new OptUserInfo(0, nameof(DealFloatPositionsScenarioTest), OptUserFrom.UnitTest))
            {
            }

            // DealFloatPositions 和子方法都是 protected，通过 public 包装暴露
            public List<eod_swap_position> ExecuteDealFloatPositions(
                List<swap_position> posiList, List<swap_position> realPosiList,
                List<eod_swap_position> eodPositions, List<eod_swap_position> todyEodPositions,
                DateTime settleDate, trade td, DateTime preSettleDate, List<swap_flow_event> flowEvents)
            {
                return DealFloatPositions(posiList, realPosiList, eodPositions, todyEodPositions,
                    settleDate, td, preSettleDate, flowEvents);
            }

            public eod_swap_position ExecuteSaveCurrentEodInitalPosi(
                swap_position position, trade td, DateTime settleDate, DateTime preSettleDate,
                List<swap_flow_event> unwindEvents)
            {
                return SaveCurrentEodInitalPosi(position, td, settleDate, preSettleDate, unwindEvents);
            }
        }

        #endregion

        #region 数据构建

        private static trade CreateTrade()
        {
            return new trade
            {
                id = SwapTradeId, TradeNumber = "UT-FLOAT-001", ClientId = 999998,
                TradeType = "收益互换", TradeDate = PreSettleDate, StartDate = PreSettleDate,
                ExerciseDate = new DateTime(2027, 4, 27), TradeStatus = "确认成交",
                ValidState = "Valid", StructureType = "单标的",
                QuoteCurrency = "CNY", SettlementCurrency = "CNY",
                OriginalStockEqvNotional = 10000
            };
        }

        private static swap_position CreateFloatPosition(int id = 3001, decimal qty = 10000m)
        {
            return new swap_position
            {
                id = id, SwapTradeId = SwapTradeId,
                PosiDirection = 2, PositionType = (int)PositionTypeFlag.Long,
                UnderlyingCode = "210210.IB", ContractSize = 1m,
                PosiQuantity = qty, PosiNotionalValue = qty,
                PosiNetPrice = 1.005m, PosiGrossPrice = 1.002m,
                PosiNetFeePrice = 1.004m, PosiNetNoFeePrice = 1.001m,
                IsInitial = true, Invalid = false,
                PosiTradingFee = 0, PosiTradingFeePending = 0
            };
        }

        private static swap_flow_event CreateCloseEvent(int positionId, decimal qty, decimal markClosePnl = 100m)
        {
            return new swap_flow_event
            {
                SwapTradeId = SwapTradeId, EventType = (int)SwapFlowEventTypeEnum.平仓,
                PositionId = positionId, Quantity = qty,
                MarkClosePnl = markClosePnl, DividendIn = 0, CloseFee = 5m,
                TradingFeePending = 0, TradingAmount = qty * 1.002m,
                UnwindDate = TradeDate, EventDate = TradeDate, PayDate = TradeDate,
                DataState = (int)SwapFlowDateStateEnum.完成
            };
        }

        #endregion

        // ================================================================
        // 场景1：空持仓列表 → 返回空列表
        // ================================================================

        [TestMethod]
        public void DF_001_空持仓返回空列表()
        {
            var service = new StubEodService();
            var result = service.ExecuteDealFloatPositions(
                new List<swap_position>(), new List<swap_position>(),
                new List<eod_swap_position>(), new List<eod_swap_position>(),
                TradeDate, CreateTrade(), PreSettleDate, new List<swap_flow_event>());

            Assert.AreEqual(0, result.Count, "空持仓应返回空列表");
        }

        // ================================================================
        // 场景2：首日无前日eod → 走 SaveCurrentEodInitalPosi 分支
        // ================================================================

        /// <summary>
        /// 无前日eod（eodPositions 不含该持仓），应走 SaveCurrentEodInitalPosi。
        /// SaveCurrentEodInitalPosi 是纯计算，验证基本字段正确。
        /// </summary>
        [TestMethod]
        public void DF_002_首日无eod走初始化分支()
        {
            var service = new StubEodService();
            var td = CreateTrade();
            var position = CreateFloatPosition();

            var result = service.ExecuteDealFloatPositions(
                new List<swap_position> { position },
                new List<swap_position> { position },
                new List<eod_swap_position>(),  // 无前日eod
                new List<eod_swap_position>(),  // 无当日eod
                TradeDate, td, PreSettleDate,
                new List<swap_flow_event>());   // 无平仓事件

            Assert.AreEqual(1, result.Count, "应生成1条浮动腿eod");
            var eod = result[0];
            Assert.AreEqual(position.id, eod.PositionId, "PositionId应匹配");
            Assert.AreEqual(SwapTradeId, eod.SwapTradeId);
            Assert.AreEqual(TradeDate, eod.ValueDate);
            Console.WriteLine($"首日初始化: PosiQuantity={eod.PosiQuantity}, PosiNetPrice={eod.PosiNetPrice}");
        }

        // ================================================================
        // 场景3：SaveCurrentEodInitalPosi 直接验证（纯计算方法）
        // ================================================================

        /// <summary>
        /// 直接测 SaveCurrentEodInitalPosi，验证它正确初始化 eod 的关键字段。
        /// 这个方法无外部依赖（纯计算），可以精确验证值。
        /// </summary>
        [TestMethod]
        public void DF_003_首日初始化字段正确()
        {
            var service = new StubEodService();
            var td = CreateTrade();
            var position = CreateFloatPosition(qty: 10000m);

            var eod = service.ExecuteSaveCurrentEodInitalPosi(
                position, td, TradeDate, PreSettleDate, new List<swap_flow_event>());

            // 验证关键字段
            Assert.AreEqual(10000m, eod.PosiQuantity, "持仓数量应=初始数量");
            Assert.AreEqual(1.005m, eod.PosiNetPrice, "含费均价应=持仓均价");
            Assert.AreEqual(1.002m, eod.PosiGrossPrice, "不含费均价");
            Assert.AreEqual((int)PositionTypeFlag.Long, eod.PositionType, "持仓类型");
            Assert.AreEqual(SwapTradeId, eod.SwapTradeId, "交易ID");
            Assert.AreEqual(td.ClientId, eod.ClientId, "客户ID");
            Assert.AreEqual(0, eod.TdCloseQty, "首日无平仓数量");
            Assert.AreEqual(0, eod.TdCloseMtmPnl, "首日无平仓盈亏");
            Console.WriteLine($"首日初始化 eod: Qty={eod.PosiQuantity}, NetPrice={eod.PosiNetPrice}, GrossPrice={eod.PosiGrossPrice} ✅");
        }

        // ================================================================
        // 场景4：有前日eod无平仓 → 走 CopyEodPosition 分支
        // ================================================================

        /// <summary>
        /// 有前日eod但无平仓事件，应走 CopyEodPosition 分支。
        /// CopyEodPosition 依赖外部数据源（DataCacheProvider/UnderlyingCodePrice），
        /// 测试验证分支选择正确（不验证值），且不抛异常。
        /// </summary>
        [TestMethod]
        public void DF_004_有eod无平仓走Copy分支()
        {
            var service = new StubEodService();
            var td = CreateTrade();
            var position = CreateFloatPosition();

            var preEod = new eod_swap_position
            {
                id = 5001, SwapTradeId = SwapTradeId, PositionId = position.id,
                ValueDate = PreSettleDate, PosiQuantity = 10000m,
                PosiNetPrice = 1.005m, PosiGrossPrice = 1.002m,
                UnderlyingCode = "210210.IB", ContractSize = 1m,
                PositionType = (int)PositionTypeFlag.Long, PosiDirection = 2
            };

            // CopyEodPosition 内部调 DataCacheProvider/UnderlyingCodePrice，
            // 这些连缓存可能返回null → 方法 cs:1492 if(um==null) return curretEod
            // 所以即使缓存没数据，也不会抛异常，只是字段不更新
            try
            {
                var result = service.ExecuteDealFloatPositions(
                    new List<swap_position> { position },
                    new List<swap_position> { position },
                    new List<eod_swap_position> { preEod },
                    new List<eod_swap_position>(),
                    TradeDate, td, PreSettleDate,
                    new List<swap_flow_event>());  // 无平仓

                Assert.AreEqual(1, result.Count, "应生成1条eod");
                // um==null时 CopyEodPosition 直接返回 clone，字段不变
                Assert.AreEqual(10000m, result[0].PosiQuantity, "无缓存时数量应=前日值");
                Console.WriteLine($"Copy分支(无缓存): PosiQuantity={result[0].PosiQuantity}（保持前日值）");
            }
            catch (Exception ex)
            {
                Assert.Inconclusive($"CopyEodPosition 依赖外部数据源，需额外接缝。异常: {ex.Message}");
            }
        }
    }
}