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refactor(swap): InterestCalcRequest 参数对象——GetInterests 双显式入口收敛为单参数

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新增 InterestCalcRequest（SwapModule 根）：
- 承载 GetInterests 全部有效入参（needPrice/grossPrice 死参数不承载），私有构造；
- 仅两个场景工厂可构造：IntradayUnwind（平仓前剩余/实际平掉额/B语义比例）、
  EodPostCloseSettle（平仓后剩余/实际平掉额/恒1全额结息）——工厂形参名即场景语义，
  物理上防止两套名义本金语义混传（6fdc7d80 错账的温床）；
- GetIntradayUnwindInterests / CalcEodPostCloseSettleInterests 签名收敛为单参数 req，
  生产调用点(GetUnwindInterests / SaveAutoEodWithCloseInterestPosition)改工厂构造；
- 原 20 参 GetInterests / 19 参 CalcSwapInterests 保留为底层实现与测试兼容层（十余处测试直调，不动）。

验证：定向 140 测试通过；全量 902（+3 字符化测试）= 145失败/745通过/12跳过，
与基线逐位一致，零回归。
This commit is contained in:
hjhan
2026-08-14 15:57:52 +08:00
parent b01b485ee4
commit 018d7e777f
4 changed files with 121 additions and 64 deletions
Download Patch File Download Diff File Expand all files Collapse all files
UnitTestProject/Modules/SwapModule/GetInterestsEntrySemanticsTest.cs
+8 -6
View File
@@ -140,9 +140,10 @@ namespace YLErp.Modules.SwapModule
var eodPositions = new List<eod_swap_position> { preEod };
var positions = new List<swap_position> { position };
var intraday = CreateService().GetIntradayUnwindInterests(td, td.trade_extend, UnwindDate, UnwindDate,
eodPositions, positions, PreClose, PreClose, 0m, Closed, ClosePercent,
(int)SwapEventTypeEnum.平仓, tdClose: true, orginPv: PreClose, add: true, newCalcLast: false, closeList: null);
var intraday = CreateService().GetIntradayUnwindInterests(InterestCalcRequest.IntradayUnwind(
td, td.trade_extend, UnwindDate, UnwindDate, eodPositions, positions,
PreClose, PreClose, 0m, Closed, ClosePercent,
(int)SwapEventTypeEnum.平仓, tdClose: true, orginPv: PreClose, add: true, newCalcLast: false, closeList: null));
var eodPostClose = CreateService().GetInterests(td, td.trade_extend, UnwindDate, UnwindDate,
eodPositions, positions, Remaining, Remaining, 0m, Closed, 1m,
@@ -174,9 +175,10 @@ namespace YLErp.Modules.SwapModule
var eodPositions = new List<eod_swap_position> { preEod };
var positions = new List<swap_position> { position };
var intraday = CreateService().GetIntradayUnwindInterests(td, td.trade_extend, UnwindDate, UnwindDate,
eodPositions, positions, PreClose, PreClose, 0m, Closed, ClosePercent,
(int)SwapEventTypeEnum.平仓, tdClose: true, orginPv: PreClose, add: true, newCalcLast: false, closeList: null);
var intraday = CreateService().GetIntradayUnwindInterests(InterestCalcRequest.IntradayUnwind(
td, td.trade_extend, UnwindDate, UnwindDate, eodPositions, positions,
PreClose, PreClose, 0m, Closed, ClosePercent,
(int)SwapEventTypeEnum.平仓, tdClose: true, orginPv: PreClose, add: true, newCalcLast: false, closeList: null));
var eodPostClose = CreateService().GetInterests(td, td.trade_extend, UnwindDate, UnwindDate,
eodPositions, positions, Remaining, Remaining, 0m, Closed, 1m,
YLErpDAL/Modules/SwapModule/InterestCalcRequest.cs
+91
View File
@@ -0,0 +1,91 @@
namespace YLErp.Modules.SwapModule;
/// <summary>
/// GetInterests 参数对象（2026-08 参数显式化）。
///
/// 动机：原 GetInterests 20 个位置参数中，名义本金簇（posiNotionalValue/closePosiNotionalValue/closePercent）
/// 在【盘中平仓】与【EOD 平仓后收盘】两类场景下语义相反（详见 GetInterests "根因位置"注释与
/// GetInterestsEntrySemanticsTest 的口径留档），位置参数无法表达该约束。
///
/// 用法：只能经两个场景工厂构造——工厂形参名即该场景语义（平仓前剩余 / 平仓后剩余 / 实际平掉额），
/// 物理上防止两套语义混传。needPrice/grossPrice 为原方法死参数（体内零消费），本对象不承载。
/// </summary>
public sealed class InterestCalcRequest
{
public trade Td { get; }
public trade_extend TradeExtend { get; }
public DateTime ValueDate { get; }
public DateTime UnwindDate { get; }
public List<eod_swap_position> EodPositions { get; }
public List<swap_position> Positions { get; }
/// <summary>当日适用名义本金。语义随场景：盘中=平仓【前】剩余；EOD平仓后收盘=平仓【后】剩余；EOD增量=当前剩余。</summary>
public decimal PosiNotionalValue { get; }
public decimal PosiLongNotionalValue { get; }
public decimal PosiShortNotionalValue { get; }
/// <summary>本次实际平掉本金（两场景恒同义）。mode2 无条件覆盖 / mode9 全平兜底的输入。</summary>
public decimal ClosePosiNotionalValue { get; }
/// <summary>平仓比例。语义随场景：盘中=实际比例（B 占剩余）；EOD平仓后收盘=恒1（全额结息）。</summary>
public decimal ClosePercent { get; }
public int EventType { get; }
public bool TdClose { get; }
public decimal OrginPv { get; }
public bool Add { get; }
public bool NewCalcLast { get; }
public List<swap_flow_event> CloseList { get; }
private InterestCalcRequest(
trade td, trade_extend tradeExtend, DateTime valueDate, DateTime unwindDate,
List<eod_swap_position> eodPositions, List<swap_position> positions,
decimal posiNotionalValue, decimal posiLongNotionalValue, decimal posiShortNotionalValue,
decimal closePosiNotionalValue, decimal closePercent,
int eventType, bool tdClose, decimal orginPv,
bool add, bool newCalcLast, List<swap_flow_event> closeList)
{
Td = td; TradeExtend = tradeExtend; ValueDate = valueDate; UnwindDate = unwindDate;
EodPositions = eodPositions; Positions = positions;
PosiNotionalValue = posiNotionalValue; PosiLongNotionalValue = posiLongNotionalValue;
PosiShortNotionalValue = posiShortNotionalValue; ClosePosiNotionalValue = closePosiNotionalValue;
ClosePercent = closePercent; EventType = eventType; TdClose = tdClose; OrginPv = orginPv;
Add = add; NewCalcLast = newCalcLast; CloseList = closeList;
}
/// <summary>
/// 【盘中平仓/互换结息】场景（→ GetIntradayUnwindInterests，settment:false 盘中重放）。
/// </summary>
/// <param name="preCloseNotional">平仓【前】实时剩余本金（原 GetUnwindInterests.stockEqvNotional）。</param>
/// <param name="closedNotional">本次实际平掉本金（= preCloseNotional × closePercentRemaining）。</param>
/// <param name="closePercentRemaining">平仓比例，B 语义【占剩余】（前端传 A 占期初须先经 ToRemainingClosePercent 转换）。</param>
public static InterestCalcRequest IntradayUnwind(
trade td, trade_extend tradeExtend, DateTime valueDate, DateTime unwindDate,
List<eod_swap_position> eodPositions, List<swap_position> positions,
decimal preCloseNotional, decimal preCloseLongNotional, decimal preCloseShortNotional,
decimal closedNotional, decimal closePercentRemaining,
int eventType, bool tdClose, decimal orginPv,
bool add, bool newCalcLast, List<swap_flow_event> closeList)
=> new(td, tradeExtend, valueDate, unwindDate, eodPositions, positions,
preCloseNotional, preCloseLongNotional, preCloseShortNotional,
closedNotional, closePercentRemaining,
eventType, tdClose, orginPv, add, newCalcLast, closeList);
/// <summary>
/// 【EOD 当日有平仓后的收盘结息】场景（→ CalcEodPostCloseSettleInterests，settment:false 全额结息）。
/// 该场景触发 GetInterests 内 mode2 无条件覆盖 / mode9 全平兜底（见其"根因位置"注释，勿删）。
/// </summary>
/// <param name="remainingNotionalAfterClose">平仓【后】剩余本金（GetInterests.posiNotionalValue 形参位）。</param>
/// <param name="closedNotional">本次实际平掉本金。</param>
public static InterestCalcRequest EodPostCloseSettle(
trade td, trade_extend tradeExtend, DateTime valueDate, DateTime unwindDate,
List<eod_swap_position> eodPositions, List<swap_position> positions,
decimal remainingNotionalAfterClose, decimal remainingLongNotional, decimal remainingShortNotional,
decimal closedNotional,
int eventType, bool tdClose, decimal orginPv,
bool add, bool newCalcLast)
=> new(td, tradeExtend, valueDate, unwindDate, eodPositions, positions,
remainingNotionalAfterClose, remainingLongNotional, remainingShortNotional,
closedNotional, 1m, // 恒1：本次事件全额结息（非 closeNational / 期初比例）
eventType, tdClose, orginPv, add, newCalcLast, closeList: null);
}
YLErpDAL/Modules/SwapModule/SwapDealService.cs
+10 -33
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@@ -486,10 +486,11 @@ namespace YLErp.Modules.SwapModule
&& eventTypes.Contains(x.EventType)
&& x.DataState == (int)SwapFlowDateStateEnum.完成).ToList();
bool tdClose = closeList.Count > 0;
// 显式入口（语义见 GetIntradayUnwindInterests 注释）：平仓前剩余本金 + 实际平掉额 + B语义比例，盘中重放
interests = GetIntradayUnwindInterests(td, tradeExtend, valueDate, unwindDate, lastEodPositions, positions,
// 显式入口：平仓前剩余本金 + 实际平掉额 + B语义比例，盘中重放（语义见 InterestCalcRequest.IntradayUnwind）
interests = GetIntradayUnwindInterests(InterestCalcRequest.IntradayUnwind(
td, tradeExtend, valueDate, unwindDate, lastEodPositions, positions,
stockEqvNotional, posiLongNotionalValue, posiShortNotionalValue, posiNotionalValue,
closePercent, eventType, tdClose, orginPv, add: true, newCalcLast: false, closeList);
closePercent, eventType, tdClose, orginPv, add: true, newCalcLast: false, closeList));
return interests;
}
@@ -621,37 +622,13 @@ namespace YLErp.Modules.SwapModule
/// <returns></returns>
/// <summary>
/// 【盘中平仓/互换结息】显式入口——GetInterests(settment:false) 盘中语义的具名封装（2026-08 显式化重构）。
///
/// 语义契约（与 EOD 平仓后收盘的 CalcEodPostCloseSettleInterests 相反，勿混用）：
/// preCloseNotional = 平仓【前】实时剩余本金（原 GetUnwindInterests 的 stockEqvNotional）；
/// closedNotional = 本次实际平掉本金（= preCloseNotional × closePercentRemaining）；
/// closePercentRemaining = 平仓比例，B 语义【占剩余】（前端传 A 占期初，须先经 ToRemainingClosePercent 转换）；
/// 计息走 CalcUnwindInterest 全区间重放（orginPv 参与保证金腿差分）。
///
/// needPrice/grossPrice 为 GetInterests 的历史死参数（方法体内无消费），本入口不再暴露。
/// 语义契约见 InterestCalcRequest.IntradayUnwind 工厂注释；计息走 CalcUnwindInterest 全区间重放。
/// </summary>
public List<swap_flow_event> GetIntradayUnwindInterests(
trade td,
trade_extend tradeExtend,
DateTime valueDate,
DateTime unwindDate,
List<eod_swap_position> eodPositions,
List<swap_position> positions,
decimal preCloseNotional,
decimal preCloseLongNotional,
decimal preCloseShortNotional,
decimal closedNotional,
decimal closePercentRemaining,
int eventType,
bool tdClose,
decimal orginPv,
bool add,
bool newCalcLast,
List<swap_flow_event> closeList)
=> GetInterests(td, tradeExtend, valueDate, unwindDate, eodPositions, positions,
preCloseNotional, preCloseLongNotional, preCloseShortNotional, closedNotional,
closePercentRemaining, eventType, tdClose, needPrice: false, grossPrice: 0m,
orginPv, add, settment: false, newCalcLast, closeList);
public List<swap_flow_event> GetIntradayUnwindInterests(InterestCalcRequest req)
=> GetInterests(req.Td, req.TradeExtend, req.ValueDate, req.UnwindDate, req.EodPositions, req.Positions,
req.PosiNotionalValue, req.PosiLongNotionalValue, req.PosiShortNotionalValue, req.ClosePosiNotionalValue,
req.ClosePercent, req.EventType, req.TdClose, needPrice: false, grossPrice: 0m,
req.OrginPv, req.Add, settment: false, req.NewCalcLast, req.CloseList);
public List<swap_flow_event> GetInterests(
trade td,
YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs
+12 -25
View File
@@ -105,29 +105,15 @@ namespace YLErp.Modules.SwapModule
/// <summary>
/// 【EOD 当日有平仓后的收盘结息】显式入口——原 SaveAutoEodWithCloseInterestPosition 直调
/// CalcSwapInterests(settment:false) 的具名封装（2026-08 显式化重构）。
///
/// 语义契约（与盘中 SwapDealService.GetIntradayUnwindInterests 相反，勿混用）：
/// remainingNotionalAfterClose = 平仓【后】剩余本金（GetInterests.posiNotionalValue 形参位）；
/// closedNotional = 本次实际平掉本金（GetInterests.closePosiNotionalValue 形参位）；
/// 结息比例恒 1（本次事件全额结息）。该组合会触发 GetInterests 内 mode2 无条件覆盖 /
/// mode9 全平兜底（见其"根因位置"注释，勿删）。
/// 计息走 CalcUnwindInterest 全区间重放（settment:false）。
///
/// 语义契约见 InterestCalcRequest.EodPostCloseSettle 工厂注释（平仓后剩余 + 实际平掉额 + 恒1全额结息，
/// 触发 GetInterests 内 mode2/mode9 本金修正）。计息走 CalcUnwindInterest 全区间重放。
/// 默认实现仍经 CalcSwapInterests 转发，保持既有测试替身对该虚接缝的拦截不变。
/// </summary>
protected virtual List<swap_flow_event> CalcEodPostCloseSettleInterests(
trade td, trade_extend tradeExtend,
DateTime valueDate, DateTime unwindDate,
List<eod_swap_position> eodPositions, List<swap_position> positions,
decimal remainingNotionalAfterClose, decimal remainingLongNotional, decimal remainingShortNotional,
decimal closedNotional,
int eventType, bool tdClose,
decimal grossPrice, decimal orginPv,
bool add, bool newCalcLast)
=> CalcSwapInterests(td, tradeExtend, valueDate, unwindDate, eodPositions, positions,
remainingNotionalAfterClose, remainingLongNotional, remainingShortNotional,
closedNotional, 1m, eventType, tdClose, needPrice: true, grossPrice, orginPv,
add, settment: false, newCalcLast, closeList: null);
protected virtual List<swap_flow_event> CalcEodPostCloseSettleInterests(InterestCalcRequest req)
=> CalcSwapInterests(req.Td, req.TradeExtend, req.ValueDate, req.UnwindDate, req.EodPositions, req.Positions,
req.PosiNotionalValue, req.PosiLongNotionalValue, req.PosiShortNotionalValue,
req.ClosePosiNotionalValue, req.ClosePercent, req.EventType, req.TdClose, needPrice: true,
grossPrice: 0m, req.OrginPv, req.Add, settment: false, req.NewCalcLast, req.CloseList);
// FindTrade 已上提到基类 SwapTradeBaseService（三子类实现一致，消除重复）
@@ -1333,11 +1319,12 @@ namespace YLErp.Modules.SwapModule
List<eod_swap_position> preEodPositions = new List<eod_swap_position>();
preEodPositions.Add(eodPayPosition);
var calcLast = tradeExtend?.InterestCalcMode?.EndsWith("1") ?? true;
// 显式入口（语义见 CalcEodPostCloseSettleInterests 注释）：平仓后剩余本金 + 实际平掉额 + 恒1全额结息。
// 该组合会触发 GetInterests 内共享计息器的模式2/9本金修正（见其"根因位置"注释，勿删）。
var interests = CalcEodPostCloseSettleInterests(td, td.trade_extend, valueDate, valueDate, preEodPositions, positions,
// 显式入口：平仓后剩余本金 + 实际平掉额 + 恒1全额结息（语义见 InterestCalcRequest.EodPostCloseSettle）。
// 该组合触发 GetInterests 内共享计息器的模式2/9本金修正（见其"根因位置"注释，勿删）。
var interests = CalcEodPostCloseSettleInterests(InterestCalcRequest.EodPostCloseSettle(
td, td.trade_extend, valueDate, valueDate, preEodPositions, positions,
posiNotionalValue, posiLongNotional, posiShortNational, closeNational,
eventType, tdClose: false, grossPrice, orginPv, add: true, newCalcLast: autoSwap || calcLast);
eventType, tdClose: false, orginPv, add: true, newCalcLast: autoSwap || calcLast));
// TdInterestAmount：计息器返回的全腿当日/累计参考值，用于拆出 EOD 的当日新增。
// interestAmountBeforeSettlement：本次事件发生前理论应结的高精度利息。
// manualSettledInterestAmount：swap_flow_event 实际落库的手工结息，金额已按分处理。