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Date: Fri, 7 Aug 2026 23:00:28 +0800
Subject: [PATCH] =?UTF-8?q?test(swap):=20=E6=B7=BB=E5=8A=A0=E6=B6=88?=
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- 添加CI_010_EodResetWithoutCloseCarriesFullPendingInterest测试方法
- 验证无平仓重置日必须完整并入上一期累计待实现利息的场景
- 修复CalcDailyCompoundInterestByEod方法中剩余百分比计算逻辑
- 使用posiPrincipal替代preEodPosition.TdInterestPrincipal进行计算
- 确保重置日期计算中本金比例的准确性
---
 .../ConsumedInterestScenarioTest.cs           | 42 +++++++++++++++++++
 .../Modules/SwapModule/SwapDealService.cs     |  4 +-
 2 files changed, 44 insertions(+), 2 deletions(-)

diff --git a/UnitTestProject/Modules/SwapModule/ConsumedInterestScenarioTest.cs b/UnitTestProject/Modules/SwapModule/ConsumedInterestScenarioTest.cs
index ca3ea968..6ad2800d 100644
--- a/UnitTestProject/Modules/SwapModule/ConsumedInterestScenarioTest.cs
+++ b/UnitTestProject/Modules/SwapModule/ConsumedInterestScenarioTest.cs
@@ -473,5 +473,47 @@ namespace YLErp.Modules.SwapModule
             AssertDecimal(pendingInterest, result.InterestAmount,
                 "calcLast=false must not accrue unwind-date interest after the previous EOD");
         }
+
+        [TestMethod]
+        public void CI_010_EodResetWithoutCloseCarriesFullPendingInterest()
+        {
+            const decimal principal = 303139117.80m;
+            const decimal previousBase = 303230391.742592383565m;
+            const decimal pendingInterest = 184331.611361300669m;
+            var startDate = new DateTime(2026, 4, 21);
+            var resetDate = new DateTime(2026, 4, 28);
+            var position = new swap_position
+            {
+                PosiStartDate = startDate,
+                InterestType = (int)InterestTypeEnum.复利,
+                InterestRateDefault = 0.0025m,
+                InterestSwapInterval = JsonConvert.SerializeObject(new List<IntervalModel>()),
+                IsAnnualized = true,
+                interest_rest_days = 7,
+                FloatRateUnderlyingCode = "FR007"
+            };
+            var preEod = new eod_swap_position
+            {
+                id = 1,
+                ValueDate = resetDate.AddDays(-1),
+                TdInterestPrincipal = previousBase,
+                InterestIncomeSum = pendingInterest,
+                InterestProfitSum = pendingInterest,
+                FloatRate = 0.013502m
+            };
+            var flowEvent = new swap_flow_event { InterestRate = 0.0025m };
+            var service = new StubSwapDealService(
+                new OptUserInfo(0, nameof(ConsumedInterestScenarioTest), OptUserFrom.UnitTest),
+                d => 0.0139);
+            decimal interestAmount = 0m;
+            decimal tdInterestAmount = 0m;
+
+            service.CalcDailyCompoundInterestByEod(preEod, resetDate, startDate, position,
+                principal, principal, flowEvent, AnnualDays, false, 0.013502m, 1m, principal,
+                ref interestAmount, ref tdInterestAmount);
+
+            AssertDecimal(principal + pendingInterest, flowEvent.InterestPrincipal,
+                "无平仓重置日必须完整并入上一期累计待实现利息");
+        }
     }
 }
diff --git a/YLErpDAL/Modules/SwapModule/SwapDealService.cs b/YLErpDAL/Modules/SwapModule/SwapDealService.cs
index b69b225b..bda12dda 100644
--- a/YLErpDAL/Modules/SwapModule/SwapDealService.cs
+++ b/YLErpDAL/Modules/SwapModule/SwapDealService.cs
@@ -1417,8 +1417,8 @@ namespace YLErp.Modules.SwapModule
             var days = (endDate - tradeDate).Days;
             if (days % interestPeriod == 0)
             {
-                var remainingPercent = preEodPosition.TdInterestPrincipal > 0m
-                    ? principal / preEodPosition.TdInterestPrincipal
+                var remainingPercent = posiPrincipal > 0m
+                    ? principal / posiPrincipal
                     : 1m;
                 remainingPercent = Math.Max(0m, Math.Min(1m, remainingPercent));
                 tdDynomicPrincipal = tdDynomicPrincipal + interestProfitSum * remainingPercent;