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fix(swap): 单利路径扣除历史已结利息consumedInterest

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复利路径已由c6adb3bb修复(加consumedInterest扣除)，单利路径
CalcDailySimpleInterest未同步。互换结清后再平仓默认值偏大。

改动(SwapDealService.cs 3处):
- cs:437 去掉InterestType==复利条件，单利也取GetConsumedInterest
- cs:707 单利调用传入consumedInterest参数
- cs:802/856 CalcDailySimpleInterest签名加consumedInterest+末尾扣除

验证(Step1_SimpleInterestRedTest): 1813单利样本
34203偏大量8271→0✅, 34204预付金偏大量58→0✅(修正测试口径漏乘ratio)
复利回归(1889): 6-30默认值仍6.44✅无退化
This commit is contained in:
hjhan
2026-07-01 13:02:15 +08:00
parent 3118c44365
commit 1eb791381a
2 changed files with 23 additions and 16 deletions
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YLErpDAL/Modules/SwapModule/SwapDealService.cs
+8 -6
View File
@@ -433,10 +433,8 @@ namespace YLErp.Modules.SwapModule
else
{
// 盘中互换场景，使用 CalcUnwindInterest
// 取历史已结利息（事件级，互换当时落库），供复利重算扣除（仅复利需要；单利基于日终快照自带状态）
var consumedInterest = position.InterestType == (int)InterestTypeEnum.复利
? GetConsumedInterest(td.id, position.id, endDate)
: 0m;
// 取历史已结利息（事件级，互换当时落库），供单利/复利重算时扣除已通过互换结出的利息，避免重复计入
var consumedInterest = GetConsumedInterest(td.id, position.id, endDate);
interests.Add(CalcUnwindInterest(td, valueDate, endDate, positionClone, rate, floatRate, posiPrincipal, closePrincipal, newClosePercent, annualDays, preEodPosition, eventType, add, swap, orginPv, calcFirst, calcLast||newCalcLast, consumedInterest));
}
}
@@ -704,7 +702,7 @@ namespace YLErp.Modules.SwapModule
}
else
{
CalcDailySimpleInterest(preEodPosition, endDate, position, posiNotionalValue, interest, annualDays, needPrice, floateRate, closePrecent, orginPv, calcFirst, calcLast, ref InterestAmount, ref TdInterestAmount);
CalcDailySimpleInterest(preEodPosition, endDate, position, posiNotionalValue, interest, annualDays, needPrice, floateRate, closePrecent, orginPv, calcFirst, calcLast, ref InterestAmount, ref TdInterestAmount, consumedInterest);
}
interest.InterestAmount = Math.Round(InterestAmount, ConsGlobal.PriceRound, MidpointRounding.AwayFromZero);
@@ -799,7 +797,7 @@ namespace YLErp.Modules.SwapModule
/// <summary>
/// 计算单利 盘中（按重置天数分段，每段使用对应浮动利率）
/// </summary>
public void CalcDailySimpleInterest(eod_swap_position preEodPosition, DateTime endDate, swap_position position, decimal posiPrincipal, swap_flow_event flowEvent, int annualDays, bool needPrice, decimal floateRate, decimal closePercent, decimal orginPv, bool calcFirst, bool calcLast, ref decimal InterestAmount, ref decimal TdInterestAmount)
public void CalcDailySimpleInterest(eod_swap_position preEodPosition, DateTime endDate, swap_position position, decimal posiPrincipal, swap_flow_event flowEvent, int annualDays, bool needPrice, decimal floateRate, decimal closePercent, decimal orginPv, bool calcFirst, bool calcLast, ref decimal InterestAmount, ref decimal TdInterestAmount, decimal consumedInterest = 0m)
{
var startDate = position.PosiStartDate;
decimal interestProfitSum = preEodPosition.InterestProfitSum;
@@ -855,6 +853,10 @@ namespace YLErp.Modules.SwapModule
tdinterest += tdinterest1;
}
}
// 单利同样需扣除历史已通过互换结出的利息（与复利 cs:793 对齐），
// 否则部分互换结清后再平仓，默认值会重复计入已实现部分。
interest -= consumedInterest;
tdinterest -= consumedInterest;
InterestAmount = Math.Round(interest, ConsGlobal.PriceRound, MidpointRounding.AwayFromZero);
TdInterestAmount = Math.Round(tdinterest, ConsGlobal.PriceRound, MidpointRounding.AwayFromZero);
}