diff --git a/UnitTestProject/Modules/SwapModule/DealInterestsScenarioTest.cs b/UnitTestProject/Modules/SwapModule/DealInterestsScenarioTest.cs
index b4b11f31..25d3d10f 100644
--- a/UnitTestProject/Modules/SwapModule/DealInterestsScenarioTest.cs
+++ b/UnitTestProject/Modules/SwapModule/DealInterestsScenarioTest.cs
@@ -713,7 +713,7 @@ namespace YLErp.Modules.SwapModule
                 "部分平仓计算必须带入自动互换遗留的待实现尾差");
             Assert.AreEqual(position.id, service.LastInterestCalculationEodPosition.PositionId,
                 "部分平仓计息必须按腿标识匹配上一日日终");
-            AssertDecimal(0.006383561644m, firstCloseResult.InterestIncomeSum,
+            AssertDecimal(-0.010438356164m, firstCloseResult.InterestIncomeSum,
                 "部分平仓后待实现应延续历史尾差");
             AssertDecimal(0.02m, firstCloseResult.RealizedInterest,
                 "部分平仓后累计已实现应包含此前自动互换和本次平仓");
@@ -744,7 +744,7 @@ namespace YLErp.Modules.SwapModule
             const decimal rate = 0.0299m;
             const decimal pendingInterest = 0.820379534246m;
             const decimal settledInterest = 0.82m;
-            const decimal expectedPendingInterest = 0.820569301369m;
+            const decimal expectedPendingInterest = 0.410474008219m;
             var service = new StubEodPositionService();
             var td = CreateTrade();
             td.trade_extend.ExtendJson = JsonConvert.SerializeObject(new TradeExtendJson
diff --git a/UnitTestProject/Modules/SwapModule/SwapPositionComposeScenarioTest.cs b/UnitTestProject/Modules/SwapModule/SwapPositionComposeScenarioTest.cs
index 5bbf9dbf..e4dccf28 100644
--- a/UnitTestProject/Modules/SwapModule/SwapPositionComposeScenarioTest.cs
+++ b/UnitTestProject/Modules/SwapModule/SwapPositionComposeScenarioTest.cs
@@ -56,6 +56,7 @@ namespace YLErp.Modules.SwapModule
             protected override List<trade_extend> FindTradeExtends(List<int> tradeIds) => _extends;
             protected override List<eod_swap> FindEodSwapsByDate(DateTime valueDate) => _eodSwaps;
             protected override List<swap_flow_event> FindFlowEvents(int swapTradeId, DateTime settleDate) => _flowEvents;
+            protected override List<swap_flow_event> FindCompletedFlowEvents(List<int> tradeIds) => _flowEvents;
             protected override List<eod_swap_position> FindEodSwapPositions(int swapTradeId, DateTime preSettleDate)
                 => _eodPositions.Where(x => x.SwapTradeId == swapTradeId && x.ValueDate >= preSettleDate).ToList();
             protected override List<swap_position> FindSwapPositions(int swapTradeId)
@@ -296,7 +297,18 @@ namespace YLErp.Modules.SwapModule
                 new List<swap_position> { CreateFloatPosition(1, 1000), initialPrepay, realPrepay },
                 new List<eod_swap_position> { CreateFloatEodPosition(1, 1000, 1.0020m), prepayEod },
                 new List<eod_swap> { new eod_swap { SwapTradeId = SwapTradeId, ValueDate = PreSettleDate } },
-                new List<trade_extend> { CreateExtend() }, new List<swap_flow_event>());
+                new List<trade_extend> { CreateExtend() },
+                new List<swap_flow_event>
+                {
+                    CreateCloseFlowEvent(1, 300),
+                    new swap_flow_event
+                    {
+                        SwapTradeId = SwapTradeId, PositionId = initialPrepayId,
+                        EventType = (int)SwapEventTypeEnum.平仓,
+                        EventDate = SettleDate,
+                        DataState = (int)SwapFlowDateStateEnum.完成
+                    }
+                });
 
             service.ExecuteSwapPositionCompose(SettleDate, PreSettleDate);
 
@@ -338,13 +350,21 @@ namespace YLErp.Modules.SwapModule
             };
             var closeFlow = CreateCloseFlowEvent(1, 300);
             closeFlow.InterestRate = 0.01m;
+            var prepayCloseFlow = new swap_flow_event
+            {
+                SwapTradeId = SwapTradeId, PositionId = initialPrepayId,
+                EventType = (int)SwapEventTypeEnum.平仓,
+                EventDate = SettleDate, DataState = (int)SwapFlowDateStateEnum.完成,
+                InterestMode = (int)InterestModeEnum.初始预付金,
+                InterestPrincipal = 300m
+            };
             var service = new TestableSwapEodService(
                 new List<trade> { td },
                 new List<swap_position> { CreateFloatPosition(1, 1000), initialPrepay, realPrepay },
                 new List<eod_swap_position> { CreateFloatEodPosition(1, 1000, 1.0020m), prepayEod },
                 new List<eod_swap> { new eod_swap { SwapTradeId = SwapTradeId, ValueDate = PreSettleDate } },
                 new List<trade_extend> { CreateExtend() },
-                new List<swap_flow_event> { closeFlow });
+                new List<swap_flow_event> { closeFlow, prepayCloseFlow });
 
             service.ExecuteSwapPositionCompose(SettleDate, PreSettleDate);
 
diff --git a/YLErpDAL/Modules/SwapModule/SwapDealService.cs b/YLErpDAL/Modules/SwapModule/SwapDealService.cs
index a41522c1..3b44d623 100644
--- a/YLErpDAL/Modules/SwapModule/SwapDealService.cs
+++ b/YLErpDAL/Modules/SwapModule/SwapDealService.cs
@@ -700,6 +700,9 @@ namespace YLErp.Modules.SwapModule
                     || x.InterestMode == (int)InterestModeEnum.追加预付金)
                 .GroupBy(x => x.PositionId)
                 .ToDictionary(x => x.Key, x => x.Sum(v => v.InterestPrincipal));
+            var priorClosePositionIds = new HashSet<long>((completedFlowEvents ?? Enumerable.Empty<swap_flow_event>())
+                .Where(x => x.EventType == (int)SwapEventTypeEnum.平仓 && x.EventDate <= settleDate)
+                .Select(x => x.PositionId));
 
             return origPositions.Where(x => x.PosiDirection == 0).Select(p =>
             {
@@ -709,6 +712,10 @@ namespace YLErp.Modules.SwapModule
                     var realLeg = realPositions.FirstOrDefault(r => r.PositionId == p.id);
                     if (realLeg != null)
                     {
+                        if (!priorClosePositionIds.Contains(p.id))
+                        {
+                            return p;
+                        }
                         var futurePrincipal = hasNotionalFlows
                             ? p.InterestPrincipalFix * futureCloseNotional / originalNotional
                             : futureClosePrincipal.TryGetValue(p.id, out var flowPrincipal) ? flowPrincipal : 0m;
diff --git a/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs b/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs
index 5987acef..35214d22 100644
--- a/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs
+++ b/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs
@@ -1412,12 +1412,9 @@ namespace YLErp.Modules.SwapModule
             }
             else
             {
-                var useAccrualBalance = !autoSwap
-                    && (position.InterestMode == (int)InterestModeEnum.初始预付金
-                        || position.InterestMode == (int)InterestModeEnum.追加预付金);
-                var pendingInterestBeforeSettlement = useAccrualBalance
-                    ? lastInterestIncomeSum + newEodPayPosition.TdInterestIncome
-                    : interestAmountBeforeSettlement;
+                var pendingInterestBeforeSettlement = autoSwap
+                    ? interestAmountBeforeSettlement
+                    : lastInterestIncomeSum + newEodPayPosition.TdInterestIncome;
                 newEodPayPosition.InterestIncomeSum = RoundEodInterest(
                     pendingInterestBeforeSettlement - newEodPayPosition.TdCloseInterest);
                 newEodPayPosition.InterestFeeSum = eodPayPosition.InterestFeeSum + newEodPayPosition.TdInterestFee - newEodPayPosition.TdCloseInterestFee;