refactor(eod): MarginModes.FixedAmountAndMargin + DirectionRatio.RateType提取

候选F: 3处内联 new List{固定值,初始预付金,追加预付金} → MarginModes.FixedAmountAndMargin
候选I: 7处内联 收取?Buy:Sell → DirectionRatio.RateType(direction)

SwapModule零回归(7基线/510通过)

YLErpDAL/Modules/SwapModule/Margin/MarginModes.cs

@@ -41,4 +41,17 @@ public static class MarginModes
 
     /// <summary>判断 mode 是否属于保证金（非 LINQ 场景用）。</summary>
     public static bool Contains(int interestMode) => All.Contains(interestMode);
+
+    /// <summary>固定值 + 保证金 mode 集合（固定值/初始预付金/追加预付金）。
+    /// 用于 EOD 场景判断"计息基数取 InterestPrincipalFix 而非持仓名义本金"的腿。
+    /// 替代 SwapEodPositionService 中 3 处内联 new List{固定值, 初始预付金, 追加预付金}。</summary>
+    public static readonly IReadOnlyCollection<int> FixedAmountAndMargin = new HashSet<int>
+    {
+        (int)InterestModeEnum.固定值,
+        (int)InterestModeEnum.初始预付金,
+        (int)InterestModeEnum.追加预付金,
+    };
+
+    /// <summary>判断 mode 是否为固定值或保证金。</summary>
+    public static bool IsFixedAmountOrMargin(int interestMode) => FixedAmountAndMargin.Contains(interestMode);
 }

YLErpDAL/Modules/SwapModule/ReturnLegs/DirectionRatio.cs

@@ -28,4 +28,9 @@ public static class DirectionRatio
         var ratio = ReceivePay(interestDirection);
         return MarginModes.Contains(interestMode) ? -ratio : ratio;
     }
+
+    /// <summary>按收付方向选汇率类型。收取→Buy, 支付→Sell。
+    /// 原 7 处内联 `收取 ? Buy : Sell` 收口到此。</summary>
+    public static CurrencyRateType RateType(int direction)
+        => direction == (int)SwapDirectionEnum.收取 ? CurrencyRateType.Buy : CurrencyRateType.Sell;
 }

YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs

@@ -1115,7 +1115,7 @@ namespace YLErp.Modules.SwapModule
             newEodPayPosition.RealizedInterestFee = eodPayPosition.RealizedInterestFee + newEodPayPosition.TdCloseInterestFee;
             SetFixedLegRealizedPnl(newEodPayPosition);
             var currencyRate = GetCurrencyRate(td.QuoteCurrency, td.SettlementCurrency, valueDate, true,
-                position.InterestDirection == (int)SwapDirectionEnum.收取 ? CurrencyRateType.Buy : CurrencyRateType.Sell);
+                DirectionRatio.RateType(position.InterestDirection));
             newEodPayPosition.TdCurrency = Convert.ToDecimal(currencyRate);
             PersistEodSwapPosition(newEodPayPosition);
         }
@@ -1190,7 +1190,7 @@ namespace YLErp.Modules.SwapModule
             positions.Add(position);
             List<eod_swap_position> preEodPositions = new List<eod_swap_position>();
             preEodPositions.Add(eodPayPosition);
-            var interestModes = new List<int>() { (int)InterestModeEnum.固定值, (int)InterestModeEnum.初始预付金, (int)InterestModeEnum.追加预付金 };
+            var interestModes = MarginModes.FixedAmountAndMargin;
             if (interestModes.Contains(position.InterestMode))
             {
                 orginPv = eodPayPosition.InterestPrincipalFix;
@@ -1254,7 +1254,7 @@ namespace YLErp.Modules.SwapModule
             newEodPayPosition.RealizedInterestFee = eodPayPosition.RealizedInterestFee + newEodPayPosition.TdCloseInterestFee;
             SetFixedLegRealizedPnl(newEodPayPosition);
             var currencyRate = GetCurrencyRate(td.QuoteCurrency, td.SettlementCurrency, valueDate, true,
-                position.InterestDirection == (int)SwapDirectionEnum.收取 ? CurrencyRateType.Buy : CurrencyRateType.Sell);
+                DirectionRatio.RateType(position.InterestDirection));
             newEodPayPosition.TdCurrency = Convert.ToDecimal(currencyRate);
             PersistEodSwapPosition(newEodPayPosition);
             Log.Info($"the last newEodPayPosition is {JsonHelper.Serialize(newEodPayPosition, false)}");
@@ -1322,7 +1322,7 @@ namespace YLErp.Modules.SwapModule
                 newEodPayPosition = eodPayPosition.Clone();
                 newEodPayPosition.id = 0;
             }
-            var interestModes = new List<int>() { (int)InterestModeEnum.固定值, (int)InterestModeEnum.初始预付金, (int)InterestModeEnum.追加预付金 };
+            var interestModes = MarginModes.FixedAmountAndMargin;
             if (interestModes.Contains(position.InterestMode))
             {
                 orginPv = eodPayPosition.InterestPrincipalFix;
@@ -1517,7 +1517,7 @@ namespace YLErp.Modules.SwapModule
             newEodPayPosition.RealizedInterestFee = eodPayPosition.RealizedInterestFee + newEodPayPosition.TdCloseInterestFee;
             SetFixedLegRealizedPnl(newEodPayPosition);
             var currencyRate = GetCurrencyRate(td.QuoteCurrency, td.SettlementCurrency, valueDate, true,
-                position.InterestDirection == (int)SwapDirectionEnum.收取 ? CurrencyRateType.Buy : CurrencyRateType.Sell);
+                DirectionRatio.RateType(position.InterestDirection));
             newEodPayPosition.TdCurrency = Convert.ToDecimal(currencyRate);
             Log.Info($"即将插入数据库的 newEodPayPosition is {JsonHelper.Serialize(newEodPayPosition, false)}");
             PersistEodSwapPosition(newEodPayPosition);
@@ -1537,7 +1537,7 @@ namespace YLErp.Modules.SwapModule
             Log.Info($"eodPayPosition is {JsonHelper.Serialize(eodPayPosition, false)},newEodPayPosition is {JsonHelper.Serialize(newEodPayPosition, false)}");
             List<IntervalModel> intervals = position.SwapIntervalList;
             var tradeExtend = td.trade_extend.ExtendObj;
-            var interestModes = new List<int>() { (int)InterestModeEnum.固定值, (int)InterestModeEnum.初始预付金, (int)InterestModeEnum.追加预付金 };
+            var interestModes = MarginModes.FixedAmountAndMargin;
             if (eodPayPosition == null)
             {
                 //if (position.PosiStartDate > valueDate)
@@ -1635,7 +1635,7 @@ namespace YLErp.Modules.SwapModule
             newEodPayPosition.RealizedInterestFee = eodPayPosition.RealizedInterestFee + newEodPayPosition.TdCloseInterestFee;
             SetFixedLegRealizedPnl(newEodPayPosition);
             var currencyRate = GetCurrencyRate(td.QuoteCurrency, td.SettlementCurrency, valueDate, true,
-                eodPayPosition.InterestDirection == (int)SwapDirectionEnum.收取 ? CurrencyRateType.Buy : CurrencyRateType.Sell);
+                DirectionRatio.RateType(eodPayPosition.InterestDirection));
             newEodPayPosition.TdCurrency = Convert.ToDecimal(currencyRate);
             Log.Info($"the last newEodPayPosition is {JsonHelper.Serialize(newEodPayPosition, false)}");
             PersistEodSwapPosition(newEodPayPosition);
@@ -1808,7 +1808,7 @@ namespace YLErp.Modules.SwapModule
             curretEod.RealizedFee = eod.RealizedFee + curretEod.TdCloseFee;
             SetFloatingRealizedPnl(curretEod);
             var currencyRate = new EodCurrencyRateService(UserInfo).GetCurrencyRate(td.QuoteCurrency, td.SettlementCurrency, td.StartDate.Value
-          , seekPreday: true, currencyRateType: curretEod.PosiDirection == (int)SwapDirectionEnum.收取 ? CurrencyRateType.Buy : CurrencyRateType.Sell);
+          , seekPreday: true, currencyRateType: DirectionRatio.RateType(curretEod.PosiDirection));
             curretEod.TdCurrency = Convert.ToDecimal(currencyRate);
             //持仓价值
             curretEod.SwapPositionValue = PositionValueCalc.Calc(curretEod.InterestProfitSum, curretEod.PosiProfitSum);
@@ -1916,7 +1916,7 @@ namespace YLErp.Modules.SwapModule
                 curretEod.PosiNotionalValue = 0;
             }
             var currencyRate = new EodCurrencyRateService(UserInfo).GetCurrencyRate(td.QuoteCurrency, td.SettlementCurrency, td.StartDate.Value
-          , seekPreday: true, currencyRateType: curretEod.PosiDirection == (int)SwapDirectionEnum.收取 ? CurrencyRateType.Buy : CurrencyRateType.Sell);
+          , seekPreday: true, currencyRateType: DirectionRatio.RateType(curretEod.PosiDirection));
             curretEod.TdCurrency = Convert.ToDecimal(currencyRate);
             //持仓价值
             curretEod.SwapPositionValue = PositionValueCalc.Calc(curretEod.InterestProfitSum, curretEod.PosiProfitSum);
@@ -2096,7 +2096,7 @@ namespace YLErp.Modules.SwapModule
             //持仓价值
             curretEod.SwapPositionValue = PositionValueCalc.Calc(curretEod.InterestProfitSum, curretEod.PosiProfitSum);
             var currencyRate = new EodCurrencyRateService(UserInfo).GetCurrencyRate(td.QuoteCurrency, td.SettlementCurrency, td.StartDate.Value
-          , seekPreday: true, currencyRateType: curretEod.PosiDirection == (int)SwapDirectionEnum.收取 ? CurrencyRateType.Buy : CurrencyRateType.Sell);
+          , seekPreday: true, currencyRateType: DirectionRatio.RateType(curretEod.PosiDirection));
             curretEod.TdCurrency = Convert.ToDecimal(currencyRate);
             UpdateDbOption(curretEod);
             curretEod.Invalid = false;