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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,