c411caea17
1. Position实体增加TotalCost字段 - 精确追踪卖出后的剩余成本 - 避免用Shares*AvgPrice计算成本的精度问题 2. PortfolioService逻辑更新 - 买入时更新TotalCost - 卖出时按比例减少TotalCost - 所有成本计算改用TotalCost字段 3. 增加关键计算步骤日志 - 创建/更新持仓时记录成本变化 - 持仓计算时记录关键数值 4. 新增金融计算单元测试 - 卖出成本计算测试 - 汇率变化影响测试 - 夏普比率计算测试 - 最大回撤计算测试 - 边界情况测试 5. 提供数据库迁移SQL脚本
295 lines
9.7 KiB
C#
295 lines
9.7 KiB
C#
using Xunit;
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using System;
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using System.Collections.Generic;
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namespace AssetManager.Tests.Services;
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/// <summary>
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/// 金融计算相关单元测试
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/// 重点测试：卖出成本计算、汇率变化影响、边界情况
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/// </summary>
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public class FinancialCalculationTests
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{
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#region 卖出成本计算测试
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[Fact]
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public void SellCostCalculation_BuyThenSell_ProportionalCostReduction()
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{
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// 场景：买入 100 股 @ 10 元，然后卖出 50 股
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// 预期：卖出后剩余成本 = 1000 * (50/100) = 500 元
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decimal initialShares = 100;
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decimal initialCost = 1000; // 100 * 10
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decimal sellShares = 50;
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decimal sellRatio = sellShares / initialShares;
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decimal costToReduce = initialCost * sellRatio;
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decimal remainingCost = initialCost - costToReduce;
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Assert.Equal(500, remainingCost);
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}
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[Fact]
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public void SellCostCalculation_PartialSellWithProfit_CostUnchangedByPrice()
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{
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// 场景：买入 100 股 @ 10 元，然后卖出 50 股 @ 15 元（盈利卖出）
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// 预期：剩余成本应该按比例减少，与卖出价格无关
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decimal initialShares = 100;
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decimal initialCost = 1000;
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decimal sellShares = 50;
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decimal sellPrice = 15; // 卖出价格
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decimal sellRatio = sellShares / initialShares;
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decimal costToReduce = initialCost * sellRatio; // 应该用成本计算，不是卖出金额
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decimal remainingCost = initialCost - costToReduce;
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// 错误的计算方式（旧 bug）：用卖出金额减少成本
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decimal wrongCostToReduce = sellShares * sellPrice; // 750
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decimal wrongRemainingCost = initialCost - wrongCostToReduce; // 250（错误！）
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Assert.Equal(500, remainingCost); // 正确
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Assert.Equal(250, wrongRemainingCost); // 错误的计算结果
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Assert.True(remainingCost > wrongRemainingCost, "正确计算的剩余成本应该大于错误的计算结果");
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}
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[Fact]
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public void SellCostCalculation_MultiplePartialSells_AccurateTracking()
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{
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// 场景：多次分批卖出
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// 1. 买入 100 股 @ 10 元 = 1000 成本
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// 2. 卖出 30 股
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// 3. 卖出 20 股
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// 4. 卖出 25 股
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// 预期：剩余 25 股，成本 250 元
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decimal shares = 100;
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decimal totalCost = 1000;
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// 第一次卖出 30 股
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decimal sellRatio1 = 30 / shares;
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totalCost -= totalCost * sellRatio1;
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shares -= 30;
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Assert.Equal(700, totalCost);
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Assert.Equal(70, shares);
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// 第二次卖出 20 股
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decimal sellRatio2 = 20 / shares;
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totalCost -= totalCost * sellRatio2;
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shares -= 20;
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Assert.Equal(500, totalCost);
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Assert.Equal(50, shares);
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// 第三次卖出 25 股
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decimal sellRatio3 = 25 / shares;
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totalCost -= totalCost * sellRatio3;
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shares -= 25;
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Assert.Equal(250, totalCost);
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Assert.Equal(25, shares);
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}
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[Fact]
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public void SellCostCalculation_SellAllShares_CostBecomesZero()
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{
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// 场景：卖出全部持仓
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decimal shares = 100;
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decimal totalCost = 1000;
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decimal sellShares = 100;
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decimal sellRatio = sellShares / shares;
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totalCost -= totalCost * sellRatio;
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shares -= sellShares;
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Assert.Equal(0, totalCost);
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Assert.Equal(0, shares);
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}
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#endregion
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#region 汇率变化影响测试
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[Fact]
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public void ExchangeRateImpact_ProfitCalculation_WithRateChange()
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{
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// 场景：
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// 买入时：100 USD @ 汇率 7.0 → 700 CNY 成本
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// 当前：120 USD @ 汇率 7.5 → 900 CNY 市值
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//
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// 错误计算（原始币种）：(120-100)/100 = 20%
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// 正确计算（目标币种）：(900-700)/700 = 28.57%
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decimal buyPriceUsd = 100;
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decimal currentPriceUsd = 120;
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decimal buyRate = 7.0m;
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decimal currentRate = 7.5m;
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decimal costInCny = buyPriceUsd * buyRate; // 700
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decimal valueInCny = currentPriceUsd * currentRate; // 900
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decimal wrongProfitRate = (currentPriceUsd - buyPriceUsd) / buyPriceUsd * 100; // 20%
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decimal correctProfitRate = (valueInCny - costInCny) / costInCny * 100; // 28.57%
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Assert.Equal(20, Math.Round(wrongProfitRate, 2));
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Assert.Equal(28.57m, Math.Round((decimal)correctProfitRate, 2));
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Assert.True(correctProfitRate > (decimal)wrongProfitRate, "汇率升值时，正确计算的收益率应该更高");
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}
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[Fact]
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public void ExchangeRateImpact_ProfitCalculation_WithRateDrop()
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{
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// 场景：
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// 买入时：100 USD @ 汇率 7.5 → 750 CNY 成本
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// 当前：120 USD @ 汇率 7.0 → 840 CNY 市值
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//
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// 错误计算：20% 盈利
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// 正确计算：(840-750)/750 = 12% 盈利
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decimal buyPriceUsd = 100;
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decimal currentPriceUsd = 120;
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decimal buyRate = 7.5m;
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decimal currentRate = 7.0m;
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decimal costInCny = buyPriceUsd * buyRate;
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decimal valueInCny = currentPriceUsd * currentRate;
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decimal wrongProfitRate = (currentPriceUsd - buyPriceUsd) / buyPriceUsd * 100;
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decimal correctProfitRate = (valueInCny - costInCny) / costInCny * 100;
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Assert.Equal(20, Math.Round(wrongProfitRate, 2));
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Assert.Equal(12m, Math.Round((decimal)correctProfitRate, 2));
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Assert.True(correctProfitRate < (decimal)wrongProfitRate, "汇率贬值时，正确计算的收益率应该更低");
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}
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#endregion
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#region 夏普比率计算测试
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[Fact]
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public void SharpeRatio_PercentageToDecimal_CorrectConversion()
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{
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// 场景：日收益率数据为百分比形式（如 0.5 表示 0.5%）
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var returns = new List<double> { 0.5, -0.3, 0.8, 0.2, -0.1 }; // 百分比形式
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// 错误计算：直接用百分比
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var wrongAvgReturn = returns.Average();
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var wrongSharpe = wrongAvgReturn * 252 - 3; // 年化收益 - 无风险利率
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// 正确计算：先转为小数
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var decimalReturns = returns.Select(r => r / 100.0).ToList();
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var avgReturn = decimalReturns.Average();
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var stdDev = Math.Sqrt(decimalReturns.Sum(r => Math.Pow(r - avgReturn, 2)) / decimalReturns.Count);
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var annualizedReturn = avgReturn * 252;
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var annualizedVol = stdDev * Math.Sqrt(252);
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var correctSharpe = annualizedVol > 0 ? (annualizedReturn - 0.03) / annualizedVol : 0;
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// 错误的年化收益约为 111.3，正确的年化收益约为 0.555
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Assert.True(Math.Abs(wrongSharpe) > 100, "错误计算的夏普比率数值异常大");
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Assert.True(Math.Abs(correctSharpe) < 10, "正确计算的夏普比率数值合理");
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}
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#endregion
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#region 最大回撤计算测试
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[Fact]
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public void MaxDrawdown_Calculation_CorrectPeakTracking()
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{
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// 场景：净值序列 [1.0, 1.2, 1.1, 1.3, 1.0, 0.9]
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// 最大回撤应该发生在 peak=1.3, nav=0.9 时
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// 回撤 = (1.3 - 0.9) / 1.3 = 30.77%
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var navHistory = new List<decimal> { 1.0m, 1.2m, 1.1m, 1.3m, 1.0m, 0.9m };
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decimal maxDrawdown = 0;
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decimal peak = navHistory.First(); // 使用第一条记录作为初始 peak
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foreach (var nav in navHistory)
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{
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if (nav > peak) peak = nav;
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var drawdown = (peak - nav) / peak * 100;
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if (drawdown > maxDrawdown) maxDrawdown = drawdown;
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}
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Assert.Equal(30.77m, Math.Round(maxDrawdown, 2));
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}
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[Fact]
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public void MaxDrawdown_InitialPeakNotOne_CorrectCalculation()
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{
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// 场景：初始净值不是 1.0
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var navHistory = new List<decimal> { 2.5m, 2.8m, 2.4m, 2.6m, 2.2m };
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decimal maxDrawdown = 0;
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decimal peak = navHistory.First(); // 正确：使用 2.5 作为初始 peak
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foreach (var nav in navHistory)
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{
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if (nav > peak) peak = nav;
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var drawdown = (peak - nav) / peak * 100;
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if (drawdown > maxDrawdown) maxDrawdown = drawdown;
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}
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// 最大回撤在 peak=2.8, nav=2.2 时
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// 回撤 = (2.8 - 2.2) / 2.8 = 21.43%
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Assert.Equal(21.43m, Math.Round(maxDrawdown, 2));
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}
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#endregion
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#region 边界情况测试
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[Fact]
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public void EdgeCase_ZeroShares_DivisionByZeroProtection()
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{
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// 场景：持仓数量为 0 时，卖出比例计算应该有保护
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decimal shares = 0;
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decimal sellShares = 10;
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decimal totalCost = 1000;
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// 应该检查 shares > 0 再计算
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if (shares > 0)
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{
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decimal sellRatio = sellShares / shares;
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totalCost -= totalCost * sellRatio;
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}
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Assert.Equal(1000, totalCost); // 不应该被修改
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}
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[Fact]
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public void EdgeCase_ZeroCost_NavDefaultToOne()
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{
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// 场景：成本为 0 时，净值应该默认为 1.0
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decimal totalValue = 1000;
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decimal totalCost = 0;
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decimal nav = totalCost > 0 ? totalValue / totalCost : 1.0m;
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Assert.Equal(1.0m, nav);
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}
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[Fact]
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public void EdgeCase_NegativeReturn_StillCorrect()
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{
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// 场景：亏损情况
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decimal totalValue = 800;
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decimal totalCost = 1000;
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decimal cumulativeReturn = totalCost > 0 ? (totalValue - totalCost) / totalCost * 100 : 0;
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Assert.Equal(-20, cumulativeReturn);
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}
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[Fact]
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public void EdgeCase_SellMoreThanHeld_ShouldFail()
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{
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// 场景：卖出数量超过持仓数量
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decimal heldShares = 50;
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decimal sellShares = 60;
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Assert.True(sellShares > heldShares, "卖出数量超过持仓，应该在校验层拒绝");
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}
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#endregion
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}
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