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refactor: 删除 CalcNotionalByMode, 保证金/融资腿计息基数内联到调用点

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CalcNotionalByMode 已完成历史使命:
- 融资腿(1/2/9)迁入 FundingLegStrategyFactory
- 保证金(5/6)迁入 MarginModes.Contains 分支
- 死代码(3/4/7/8)已删

调用点(GetInterests:843)现在内联两条路径:
- 保证金: closePrincipal = Fix × closePercent (用 MarginModes.Contains 判断)
- 融资腿: FundingLegStrategyFactory.Get(mode).CalcNotional(...)

删除:
- CalcNotionalByMode 方法(含注释)
- 2个用反射调私有方法的诊断测试(验证的逻辑已被FundingLegStrategyTest覆盖)

验证: 编译0错误, 全量509测试7失败(基线一致)。
This commit is contained in:
hjhan
2026-08-11 13:13:32 +08:00
parent a610b962a5
commit 29df4c480d
3 changed files with 22 additions and 73 deletions
Download Patch File Download Diff File Expand all files Collapse all files
YLErpDAL/Modules/SwapModule/SwapDealService.cs
+21 -44
View File
@@ -840,7 +840,26 @@ namespace YLErp.Modules.SwapModule
bool swap = InitInterestDate(unwindDate, preDealDate, td, tdClose, out DateTime startDate, out DateTime endDate);
// 计算名义本金
var (closePrincipal, posiPrincipal, newClosePercent) = CalcNotionalByMode(position, closePrecent, posiNotionalValue, posiLongNotionalValue, posiShortNotionalValue);
decimal closePrincipal;
decimal posiPrincipal;
decimal newClosePercent = closePrecent;
var mode = (InterestModeEnum)position.InterestMode;
if (MarginModes.Contains(position.InterestMode))
{
// 保证金腿: 计息基数 = InterestPrincipalFix(保证金余额)
closePrincipal = position.InterestPrincipalFix * closePrecent;
posiPrincipal = position.InterestPrincipalFix;
}
else
{
// 融资腿(1/2/9): 走策略工厂
var r = FundingLegStrategyFactory.Get(mode)
.CalcNotional(position.InterestPrincipalFix, posiNotionalValue, posiLongNotionalValue, posiShortNotionalValue, closePrecent);
closePrincipal = r.ClosePrincipal;
posiPrincipal = r.PosiPrincipal;
newClosePercent = r.ClosePercent;
}
if ((InterestModeEnum)position.InterestMode == InterestModeEnum.合约名义本金规模
|| (InterestModeEnum)position.InterestMode == InterestModeEnum.标的期初全价
&& posiNotionalValue == 0m)
@@ -904,51 +923,9 @@ namespace YLErp.Modules.SwapModule
return interests;
}
/// <summary>
/// 根据计息模式计算名义本金。
///
/// 现状(过渡期)：
/// - 融资腿(mode 1/2/9)已委托 FundingLegStrategyFactory，走新策略体系。
/// - 保证金(mode 5/6)暂保留——待 Margin 独立计息入口建成后迁出。
/// - 多空存续(mode 7/8)界面已禁用，保留 case 仅为防御性兜底。
/// - 死代码(mode 3/4)走 default。
///
/// 待保证金(mode 5/6)迁入 Margin 上下文后，本方法可整体删除，
/// 调用点直接走 FundingLegStrategyFactory.Get(mode)。
/// </summary>
private (decimal close, decimal posi, decimal closePct) CalcNotionalByMode(swap_position position, decimal closePercent, decimal posiNotional, decimal posiLong, decimal posiShort)
{
var mode = (InterestModeEnum)position.InterestMode;
// 融资腿(1/2/9)走策略工厂
if (mode == InterestModeEnum.固定值
|| mode == InterestModeEnum.合约名义本金规模
|| mode == InterestModeEnum.标的期初全价)
{
var r = FundingLegStrategyFactory.Get(mode)
.CalcNotional(position.InterestPrincipalFix, posiNotional, posiLong, posiShort, closePercent);
return (r.ClosePrincipal, r.PosiPrincipal, r.ClosePercent);
}
// 以下 mode 尚未迁入新架构，保留原逻辑
decimal closePrincipal = posiNotional;
decimal posiPrincipal = posiNotional;
decimal newClosePercent = closePercent;
switch (mode)
{
case InterestModeEnum.追加预付金:
case InterestModeEnum.初始预付金:
closePrincipal = position.InterestPrincipalFix * closePercent;
posiPrincipal = position.InterestPrincipalFix;
break;
}
return (closePrincipal, posiPrincipal, newClosePercent);
}
/// <summary>
/// 平仓比例口径转换（解决"显示占期初 / 计算占剩余"双语义问题）。
/// 前端与事件列表展示用"占期初(original)"语义(A)；后端 CalcNotionalByMode / 费用递减 /
/// 前端与事件列表展示用"占期初(original)"语义(A)；后端计息基数计算 / 费用递减 /
/// 全平判定均按"占剩余(remaining)"语义(B)消费。
/// A → B：B = A × 期初名义本金(NotionalValue) / 剩余名义本金(PosiNotionalValue)，并 cap 到 1。
/// B → A：A = B × 剩余名义本金 / 期初名义本金。