hjhan
47422b9024
保证金账户现在具备独立计息能力: AccrueInterest(rate, start, end, boundary, annualDays) 委托 SwapInterest.AccrueSimple(余额×利率×天数/年化)。 保证金利息是券商对客户保证金存款付息, 方向与融资腿相反。 Margin 模块现在完全独立于 CalcNotionalByMode—— 有自己的余额管理 + 计息入口, 不依赖融资腿框架。 测试: 3个计息用例(7天/零余额/释放后减半)。 CalcNotionalByMode 的 mode 5/6 case 仍在(下游路径共用), 待 EOD 归档改走 Margin 路径后再删。 验证: 编译0错误, 全量511测试7失败(基线一致)。
122 lines
4.4 KiB
C#
122 lines
4.4 KiB
C#
using Microsoft.VisualStudio.TestTools.UnitTesting;
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using YLErp.Derivatives.Interest;
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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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#region MarginAccount 计息
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[TestMethod]
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public void 计息_单利7天_余额200万年化3pct()
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{
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var account = new MarginAccount(new MarginBalance(2_000_000m));
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// 200万 × 3% / 365 × 7天 = 1150.68...
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var r = account.AccrueInterest(
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rate: 0.03m,
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startDate: new System.DateTime(2026, 5, 4),
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endDate: new System.DateTime(2026, 5, 11),
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boundary: AccrualBoundary.StartOnly,
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annualDays: 365);
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Assert.IsTrue(r.Accrued > 0, "7天利息应大于0");
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System.Console.WriteLine($"保证金7天利息={r.Accrued}");
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}
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[TestMethod]
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public void 计息_零余额_利息为零()
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{
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var account = new MarginAccount(new MarginBalance(0m));
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var r = account.AccrueInterest(0.03m,
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new System.DateTime(2026, 5, 4), new System.DateTime(2026, 5, 11),
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AccrualBoundary.StartOnly, 365);
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Assert.AreEqual(0m, r.Accrued);
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}
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[TestMethod]
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public void 计息_释放后余额减少_利息相应减少()
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{
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var full = new MarginAccount(new MarginBalance(2_000_000m));
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var half = new MarginAccount(new MarginBalance(2_000_000m));
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half.Withdraw(1_000_000m);
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var rFull = full.AccrueInterest(0.03m,
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new System.DateTime(2026, 5, 4), new System.DateTime(2026, 5, 11),
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AccrualBoundary.StartOnly, 365);
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var rHalf = half.AccrueInterest(0.03m,
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new System.DateTime(2026, 5, 4), new System.DateTime(2026, 5, 11),
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AccrualBoundary.StartOnly, 365);
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Assert.IsTrue(rHalf.Accrued < rFull.Accrued, "释放后利息应更少");
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Assert.IsTrue(System.Math.Abs(rFull.Accrued - rHalf.Accrued * 2m) < 0.01m,
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"余额减半, 利息也应减半");
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}
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#endregion
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}
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}
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