using Xunit; using System; using System.Collections.Generic; namespace AssetManager.Tests.Services; /// /// 金融计算相关单元测试 /// 重点测试:卖出成本计算、汇率变化影响、边界情况 /// public class FinancialCalculationTests { #region 卖出成本计算测试 [Fact] public void SellCostCalculation_BuyThenSell_ProportionalCostReduction() { // 场景:买入 100 股 @ 10 元,然后卖出 50 股 // 预期:卖出后剩余成本 = 1000 * (50/100) = 500 元 decimal initialShares = 100; decimal initialCost = 1000; // 100 * 10 decimal sellShares = 50; decimal sellRatio = sellShares / initialShares; decimal costToReduce = initialCost * sellRatio; decimal remainingCost = initialCost - costToReduce; Assert.Equal(500, remainingCost); } [Fact] public void SellCostCalculation_PartialSellWithProfit_CostUnchangedByPrice() { // 场景:买入 100 股 @ 10 元,然后卖出 50 股 @ 15 元(盈利卖出) // 预期:剩余成本应该按比例减少,与卖出价格无关 decimal initialShares = 100; decimal initialCost = 1000; decimal sellShares = 50; decimal sellPrice = 15; // 卖出价格 decimal sellRatio = sellShares / initialShares; decimal costToReduce = initialCost * sellRatio; // 应该用成本计算,不是卖出金额 decimal remainingCost = initialCost - costToReduce; // 错误的计算方式(旧 bug):用卖出金额减少成本 decimal wrongCostToReduce = sellShares * sellPrice; // 750 decimal wrongRemainingCost = initialCost - wrongCostToReduce; // 250(错误!) Assert.Equal(500, remainingCost); // 正确 Assert.Equal(250, wrongRemainingCost); // 错误的计算结果 Assert.True(remainingCost > wrongRemainingCost, "正确计算的剩余成本应该大于错误的计算结果"); } [Fact] public void SellCostCalculation_MultiplePartialSells_AccurateTracking() { // 场景:多次分批卖出 // 1. 买入 100 股 @ 10 元 = 1000 成本 // 2. 卖出 30 股 // 3. 卖出 20 股 // 4. 卖出 25 股 // 预期:剩余 25 股,成本 250 元 decimal shares = 100; decimal totalCost = 1000; // 第一次卖出 30 股 decimal sellRatio1 = 30 / shares; totalCost -= totalCost * sellRatio1; shares -= 30; Assert.Equal(700, totalCost); Assert.Equal(70, shares); // 第二次卖出 20 股 decimal sellRatio2 = 20 / shares; totalCost -= totalCost * sellRatio2; shares -= 20; Assert.Equal(500, totalCost); Assert.Equal(50, shares); // 第三次卖出 25 股 decimal sellRatio3 = 25 / shares; totalCost -= totalCost * sellRatio3; shares -= 25; Assert.Equal(250, totalCost); Assert.Equal(25, shares); } [Fact] public void SellCostCalculation_SellAllShares_CostBecomesZero() { // 场景:卖出全部持仓 decimal shares = 100; decimal totalCost = 1000; decimal sellShares = 100; decimal sellRatio = sellShares / shares; totalCost -= totalCost * sellRatio; shares -= sellShares; Assert.Equal(0, totalCost); Assert.Equal(0, shares); } #endregion #region 汇率变化影响测试 [Fact] public void ExchangeRateImpact_ProfitCalculation_WithRateChange() { // 场景: // 买入时:100 USD @ 汇率 7.0 → 700 CNY 成本 // 当前:120 USD @ 汇率 7.5 → 900 CNY 市值 // // 错误计算(原始币种):(120-100)/100 = 20% // 正确计算(目标币种):(900-700)/700 = 28.57% decimal buyPriceUsd = 100; decimal currentPriceUsd = 120; decimal buyRate = 7.0m; decimal currentRate = 7.5m; decimal costInCny = buyPriceUsd * buyRate; // 700 decimal valueInCny = currentPriceUsd * currentRate; // 900 decimal wrongProfitRate = (currentPriceUsd - buyPriceUsd) / buyPriceUsd * 100; // 20% decimal correctProfitRate = (valueInCny - costInCny) / costInCny * 100; // 28.57% Assert.Equal(20, Math.Round(wrongProfitRate, 2)); Assert.Equal(28.57m, Math.Round((decimal)correctProfitRate, 2)); Assert.True(correctProfitRate > (decimal)wrongProfitRate, "汇率升值时,正确计算的收益率应该更高"); } [Fact] public void ExchangeRateImpact_ProfitCalculation_WithRateDrop() { // 场景: // 买入时:100 USD @ 汇率 7.5 → 750 CNY 成本 // 当前:120 USD @ 汇率 7.0 → 840 CNY 市值 // // 错误计算:20% 盈利 // 正确计算:(840-750)/750 = 12% 盈利 decimal buyPriceUsd = 100; decimal currentPriceUsd = 120; decimal buyRate = 7.5m; decimal currentRate = 7.0m; decimal costInCny = buyPriceUsd * buyRate; decimal valueInCny = currentPriceUsd * currentRate; decimal wrongProfitRate = (currentPriceUsd - buyPriceUsd) / buyPriceUsd * 100; decimal correctProfitRate = (valueInCny - costInCny) / costInCny * 100; Assert.Equal(20, Math.Round(wrongProfitRate, 2)); Assert.Equal(12m, Math.Round((decimal)correctProfitRate, 2)); Assert.True(correctProfitRate < (decimal)wrongProfitRate, "汇率贬值时,正确计算的收益率应该更低"); } #endregion #region 夏普比率计算测试 [Fact] public void SharpeRatio_PercentageToDecimal_CorrectConversion() { // 场景:日收益率数据为百分比形式(如 0.5 表示 0.5%) var returns = new List { 0.5, -0.3, 0.8, 0.2, -0.1 }; // 百分比形式 // 错误计算:直接用百分比 var wrongAvgReturn = returns.Average(); var wrongSharpe = wrongAvgReturn * 252 - 3; // 年化收益 - 无风险利率 // 正确计算:先转为小数 var decimalReturns = returns.Select(r => r / 100.0).ToList(); var avgReturn = decimalReturns.Average(); var stdDev = Math.Sqrt(decimalReturns.Sum(r => Math.Pow(r - avgReturn, 2)) / decimalReturns.Count); var annualizedReturn = avgReturn * 252; var annualizedVol = stdDev * Math.Sqrt(252); var correctSharpe = annualizedVol > 0 ? (annualizedReturn - 0.03) / annualizedVol : 0; // 错误的年化收益约为 111.3,正确的年化收益约为 0.555 Assert.True(Math.Abs(wrongSharpe) > 100, "错误计算的夏普比率数值异常大"); Assert.True(Math.Abs(correctSharpe) < 10, "正确计算的夏普比率数值合理"); } #endregion #region 最大回撤计算测试 [Fact] public void MaxDrawdown_Calculation_CorrectPeakTracking() { // 场景:净值序列 [1.0, 1.2, 1.1, 1.3, 1.0, 0.9] // 最大回撤应该发生在 peak=1.3, nav=0.9 时 // 回撤 = (1.3 - 0.9) / 1.3 = 30.77% var navHistory = new List { 1.0m, 1.2m, 1.1m, 1.3m, 1.0m, 0.9m }; decimal maxDrawdown = 0; decimal peak = navHistory.First(); // 使用第一条记录作为初始 peak foreach (var nav in navHistory) { if (nav > peak) peak = nav; var drawdown = (peak - nav) / peak * 100; if (drawdown > maxDrawdown) maxDrawdown = drawdown; } Assert.Equal(30.77m, Math.Round(maxDrawdown, 2)); } [Fact] public void MaxDrawdown_InitialPeakNotOne_CorrectCalculation() { // 场景:初始净值不是 1.0 var navHistory = new List { 2.5m, 2.8m, 2.4m, 2.6m, 2.2m }; decimal maxDrawdown = 0; decimal peak = navHistory.First(); // 正确:使用 2.5 作为初始 peak foreach (var nav in navHistory) { if (nav > peak) peak = nav; var drawdown = (peak - nav) / peak * 100; if (drawdown > maxDrawdown) maxDrawdown = drawdown; } // 最大回撤在 peak=2.8, nav=2.2 时 // 回撤 = (2.8 - 2.2) / 2.8 = 21.43% Assert.Equal(21.43m, Math.Round(maxDrawdown, 2)); } #endregion #region 边界情况测试 [Fact] public void EdgeCase_ZeroShares_DivisionByZeroProtection() { // 场景:持仓数量为 0 时,卖出比例计算应该有保护 decimal shares = 0; decimal sellShares = 10; decimal totalCost = 1000; // 应该检查 shares > 0 再计算 if (shares > 0) { decimal sellRatio = sellShares / shares; totalCost -= totalCost * sellRatio; } Assert.Equal(1000, totalCost); // 不应该被修改 } [Fact] public void EdgeCase_ZeroCost_NavDefaultToOne() { // 场景:成本为 0 时,净值应该默认为 1.0 decimal totalValue = 1000; decimal totalCost = 0; decimal nav = totalCost > 0 ? totalValue / totalCost : 1.0m; Assert.Equal(1.0m, nav); } [Fact] public void EdgeCase_NegativeReturn_StillCorrect() { // 场景:亏损情况 decimal totalValue = 800; decimal totalCost = 1000; decimal cumulativeReturn = totalCost > 0 ? (totalValue - totalCost) / totalCost * 100 : 0; Assert.Equal(-20, cumulativeReturn); } [Fact] public void EdgeCase_SellMoreThanHeld_ShouldFail() { // 场景:卖出数量超过持仓数量 decimal heldShares = 50; decimal sellShares = 60; Assert.True(sellShares > heldShares, "卖出数量超过持仓,应该在校验层拒绝"); } #endregion }