diff --git a/UnitTestProject/Modules/SwapModule/GLMS20260817Fr007UnwindMorningTest.cs b/UnitTestProject/Modules/SwapModule/GLMS20260817Fr007UnwindMorningTest.cs
index 54cf7baa..9823429a 100644
--- a/UnitTestProject/Modules/SwapModule/GLMS20260817Fr007UnwindMorningTest.cs
+++ b/UnitTestProject/Modules/SwapModule/GLMS20260817Fr007UnwindMorningTest.cs
@@ -4,44 +4,24 @@ using YLErp.DBModels.Enums;
 namespace YLErp.Modules.SwapModule
 {
     /// <summary>
-    /// EQD-6968 FR007 不算尾平仓"上午未发布"误拦截 - RED 复现，修复后转绿（内存，不连库）
+    /// EQD-6968 FR007 不算尾平仓"上午未发布"误拦截 —— 修复后回归套件（内存，不连库）。
     /// 任务编号 EQD-6968；现象报告日 2026-08-17。参照 GLMS20260703CloseInterestTest 内存 FR007 写法。
+    ///
+    /// 设计：所有场景经单一 Run 运行器驱动真实 GetInterests 平仓利息路径；
+    /// 内存 StubSwapDealService 重写 TryGetFloatRate 按日期返回 FR007（缺失即返回 false → 触发取价失败）。
+    /// 覆盖两条计息路径（复利 CalcDailyCompoundInterest / 单利 CalcDailySimpleInterest）共用的修复点 BuildSegmentRates，
+    /// 以及全平重放分支、非整倍数边界、数值一致性（"跳过取价=沿用上一重置日利率"）。
     /// </summary>
     [TestClass]
     public class GLMS20260817Fr007UnwindMorningTest
     {
-        private sealed class StubSwapDealService : SwapDealService
+        private static readonly Dictionary<DateTime, double> Fr007Market = new()
         {
-            private readonly bool _includeCloseDate;
-
-            public StubSwapDealService(OptUserInfo optUser, bool includeCloseDate) : base(optUser)
-            {
-                _includeCloseDate = includeCloseDate;
-            }
-
-            public readonly List<(DateTime RequestDate, double Rate)> FloatRateCalls = new();
-
-            protected override bool TryGetFloatRate(DateTime valueDate, string underlyingCode, out double rate)
-            {
-                rate = 0d;
-                if (underlyingCode != "FR007") return false;
-
-                var fr007 = new Dictionary<DateTime, double>
-                {
-                    [new DateTime(2026, 7, 6)] = 0.0142,
-                    [new DateTime(2026, 7, 13)] = 0.01425,
-                };
-                if (_includeCloseDate)
-                    fr007[new DateTime(2026, 7, 20)] = 0.0143;
-
-                if (fr007.TryGetValue(valueDate.Date, out rate))
-                {
-                    FloatRateCalls.Add((valueDate.Date, rate));
-                    return true;
-                }
-                return false;
-            }
-        }
+            [new DateTime(2026, 7, 6)] = 0.0142,
+            [new DateTime(2026, 7, 13)] = 0.01425,
+            [new DateTime(2026, 7, 20)] = 0.0143,
+        };
+        private const double PreviousResetRate = 0.01425;
 
         private const decimal Notional = 279486108.21m;
         private const int AnnualDays = 365;
@@ -49,15 +29,47 @@ namespace YLErp.Modules.SwapModule
         private static readonly DateTime StartDate = new(2026, 7, 6);
         private static readonly DateTime TradeDate = new(2026, 7, 3);
         private static readonly DateTime CloseDate = new(2026, 7, 20);
+        private static readonly DateTime NonIntCloseDate = new(2026, 7, 22);
 
-        private SwapDealService MakeService(bool includeCloseDate)
+        private sealed class StubSwapDealService : SwapDealService
         {
-            return new StubSwapDealService(
-                new OptUserInfo(0, nameof(GLMS20260817Fr007UnwindMorningTest), OptUserFrom.UnitTest),
-                includeCloseDate);
+            private readonly HashSet<DateTime> _omit;
+            private readonly double _closeRate;
+            public readonly List<DateTime> PricedDates = new();
+
+            public StubSwapDealService(OptUserInfo optUser, IEnumerable<DateTime> omit, double closeRate = 0.0143)
+                : base(optUser)
+            {
+                _omit = new HashSet<DateTime>(omit.Select(d => d.Date));
+                _closeRate = closeRate;
+            }
+
+            protected override bool TryGetFloatRate(DateTime valueDate, string underlyingCode, out double rate)
+            {
+                rate = 0d;
+                if (underlyingCode != "FR007") return false;
+                var map = new Dictionary<DateTime, double>(Fr007Market) { [CloseDate] = _closeRate };
+                if (_omit.Contains(valueDate.Date)) return false;
+                if (map.TryGetValue(valueDate.Date, out rate))
+                {
+                    PricedDates.Add(valueDate.Date);
+                    return true;
+                }
+                return false;
+            }
         }
 
-        private static trade CreateTrade()
+        private sealed class Outcome
+        {
+            public swap_flow_event Fe;
+            public Exception Ex;
+            public bool Threw => Ex != null;
+        }
+
+        private static OptUserInfo MakeOptUser() =>
+            new(0, nameof(GLMS20260817Fr007UnwindMorningTest), OptUserFrom.UnitTest);
+
+        private static trade BuildTrade(DateTime closeDate)
         {
             var extend = new trade_extend
             {
@@ -77,18 +89,18 @@ namespace YLErp.Modules.SwapModule
                 TradeType = "债券TRS",
                 TradeDate = TradeDate,
                 StartDate = StartDate,
-                ExerciseDate = CloseDate.AddDays(1),
+                ExerciseDate = closeDate.AddDays(1),
                 TradeStatus = "已平仓",
                 ValidState = "Valid",
                 trade_extend = extend
             };
         }
 
-        private static swap_position CreateBondPosition(InterestTypeEnum interestType, int interestRule = 0)
+        private static swap_position BuildPosition(InterestTypeEnum interestType, DateTime closeDate, int restDays = 7)
         {
             var intervalModels = new List<IntervalModel>
             {
-                new IntervalModel { Date = CloseDate, Rate = Spread, Settlement = 0 }
+                new IntervalModel { Date = closeDate, Rate = Spread, Settlement = 0 }
             };
             return new swap_position
             {
@@ -100,13 +112,13 @@ namespace YLErp.Modules.SwapModule
                 InterestRateDefault = Spread,
                 InterestPrincipalFix = Notional,
                 PosiStartDate = StartDate,
-                PosiMatuirityDate = CloseDate,
+                PosiMatuirityDate = closeDate,
                 IsInitial = true,
                 Invalid = false,
                 InterestType = (int)interestType,
                 IsAnnualized = true,
-                interest_rest_days = 7,
-                interest_rule = interestRule,
+                interest_rest_days = restDays,
+                interest_rule = 0,
                 FloatRateUnderlyingCode = "FR007",
                 FloatRate = 0m,
                 PosiNotionalValue = Notional,
@@ -115,31 +127,13 @@ namespace YLErp.Modules.SwapModule
             };
         }
 
-        private swap_flow_event CalcCloseInterest(SwapDealService svc, InterestTypeEnum interestType, int interestRule = 0)
-        {
-            var td = CreateTrade();
-            var position = CreateBondPosition(interestType, interestRule);
-            var interests = svc.GetInterests(
-                td, td.trade_extend,
-                CloseDate, CloseDate,
-                new List<eod_swap_position>(),
-                new List<swap_position> { position },
-                Notional, Notional,
-                1m,
-                (int)SwapEventTypeEnum.平仓,
-                false, Notional,
-                false, settment: false, newCalcLast: false, closeList: null);
-            Assert.AreEqual(1, interests.Count);
-            return interests[0];
-        }
-
-        private static eod_swap_position CreatePreEod()
+        private static eod_swap_position BuildPreEod(DateTime valueDate)
         {
             return new eod_swap_position
             {
                 id = 5001,
                 PositionId = 1001,
-                ValueDate = new DateTime(2026, 7, 13),
+                ValueDate = valueDate,
                 FloatRate = 0.01425m,
                 InterestProfitSum = -100000m,
                 TdInterestPrincipal = Notional,
@@ -147,90 +141,141 @@ namespace YLErp.Modules.SwapModule
             };
         }
 
-        private swap_flow_event CalcCloseInterestEod(SwapDealService svc, InterestTypeEnum interestType, List<eod_swap_position> eodPositions)
+        private static Outcome Run(
+            InterestTypeEnum interestType,
+            bool includeCloseDate,
+            DateTime? closeDate = null,
+            int restDays = 7,
+            eod_swap_position preEod = null,
+            decimal closePrecent = 1m,
+            DateTime? omitDate = null,
+            double closeRate = 0.0143)
         {
-            var td = CreateTrade();
-            var position = CreateBondPosition(interestType);
-            var interests = svc.GetInterests(
-                td, td.trade_extend,
-                CloseDate, CloseDate,
-                eodPositions,
-                new List<swap_position> { position },
-                Notional, Notional,
-                1m,
-                (int)SwapEventTypeEnum.平仓,
-                false, Notional,
-                false, settment: false, newCalcLast: false, closeList: null);
-            Assert.AreEqual(1, interests.Count);
-            return interests[0];
-        }
+            var cd = closeDate ?? CloseDate;
+            var omit = new HashSet<DateTime>();
+            if (omitDate.HasValue) omit.Add(omitDate.Value.Date);
+            else if (!includeCloseDate) omit.Add(cd.Date);
 
-        /// <summary>
-        /// [RED] 不算尾平仓，平仓日 FR007 未发布（内存缺失）→ 当前抛"获取不到FR007...价格"。
-        /// 期望：修复后应成功返回（不抛）。当前为 RED（测试失败）。
-        /// </summary>
-        [TestMethod]
-        public void Red_UnwindMorning_WithoutCloseDateFr007_ShouldSucceed()
-        {
-            var svc = MakeService(includeCloseDate: false);
+            var svc = new StubSwapDealService(MakeOptUser(), omit, closeRate);
+            var td = BuildTrade(cd);
+            var position = BuildPosition(interestType, cd, restDays);
+            var eodList = preEod == null
+                ? new List<eod_swap_position>()
+                : new List<eod_swap_position> { preEod };
             try
             {
-                var fe = CalcCloseInterest(svc, InterestTypeEnum.复利);
-                Assert.IsNotNull(fe);
-                Assert.IsFalse(fe.InterestAmount == 0 && fe.FloatRate == 0, "返回的利息不应全为零");
+                var interests = svc.GetInterests(
+                    td, td.trade_extend, cd, cd, eodList,
+                    new List<swap_position> { position },
+                    Notional, Notional, closePrecent,
+                    (int)SwapEventTypeEnum.平仓, false, Notional,
+                    false, settment: false, newCalcLast: false, closeList: null);
+                Assert.AreEqual(1, interests.Count, "应返回恰好 1 条利息事件");
+                return new Outcome { Fe = interests[0] };
             }
             catch (Exception ex)
             {
-                StringAssert.Contains(ex.Message, "FR007");
-                Assert.Fail($"RED 复现成功：不算尾平仓因平仓日 FR007 未发布被误拦截 —— {ex.Message}");
+                return new Outcome { Ex = ex };
             }
         }
 
-        /// <summary>
-        /// [Baseline] 同场景但提供平仓日 07-20 的 FR007 → 应成功（绿），隔离 stub/路径问题。
-        /// </summary>
-        [TestMethod]
-        public void Baseline_WithCloseDateFr007_Succeeds()
+        private static void AssertNoThrow(Outcome o, string scenario)
         {
-            var svc = MakeService(includeCloseDate: true);
-            var fe = CalcCloseInterest(svc, InterestTypeEnum.复利);
-            Assert.IsNotNull(fe);
-            Assert.IsTrue(fe.InterestAmount != 0, "提供末日 FR007 时应正常算出利息");
+            Assert.IsFalse(o.Threw, scenario + " 不应因平仓日 FR007 未发布而抛异常：" + o.Ex?.Message);
+            Assert.IsNotNull(o.Fe, scenario + " 应返回利息事件");
+            Assert.IsFalse(o.Fe.InterestAmount == 0 && o.Fe.FloatRate == 0, scenario + " 利息不应全为零");
         }
 
-        /// <summary>
-        /// [RED-重放] 不算尾全平(带前日日终持仓 → 走重放分支 replayEndDate=平仓日+1)，平仓日 FR007 未发布 → 当前抛。
-        /// 修复后(BuildSegmentRates 用 exclusionEndDate 排除真实平仓日)应成功，平仓日用上一重置日利率。
-        /// </summary>
         [TestMethod]
-        public void Red_FullClose_WithPreEod_WithoutCloseDateFr007_Succeeds()
+        public void Red_Compound_WithoutCloseDateFr007_Succeeds()
         {
-            var svc = MakeService(includeCloseDate: false);
-            var preEod = CreatePreEod();
-            try
-            {
-                var fe = CalcCloseInterestEod(svc, InterestTypeEnum.复利, new List<eod_swap_position> { preEod });
-                Assert.IsNotNull(fe);
-                Assert.IsFalse(fe.InterestAmount == 0 && fe.FloatRate == 0, "返回的利息不应全为零");
-            }
-            catch (Exception ex)
-            {
-                StringAssert.Contains(ex.Message, "FR007");
-                Assert.Fail($"RED-重放 复现成功：不算尾全平因平仓日 FR007 未发布被误拦截 —— {ex.Message}");
-            }
+            AssertNoThrow(Run(InterestTypeEnum.复利, includeCloseDate: false), "复利-无preEod-缺平仓日");
         }
 
-        /// <summary>
-        /// [Baseline-重放] 同场景但提供平仓日 07-20 FR007 → 应成功（绿），隔离 stub/路径问题。
-        /// </summary>
         [TestMethod]
-        public void Baseline_FullClose_WithPreEod_WithCloseDateFr007_Succeeds()
+        public void Baseline_Compound_WithCloseDateFr007_Succeeds()
         {
-            var svc = MakeService(includeCloseDate: true);
-            var preEod = CreatePreEod();
-            var fe = CalcCloseInterestEod(svc, InterestTypeEnum.复利, new List<eod_swap_position> { preEod });
-            Assert.IsNotNull(fe);
-            Assert.IsTrue(fe.InterestAmount != 0, "提供末日 FR007 时应正常算出利息");
+            AssertNoThrow(Run(InterestTypeEnum.复利, includeCloseDate: true), "复利-无preEod-有平仓日");
+        }
+
+        [TestMethod]
+        public void Red_Compound_FullClose_WithPreEod_WithoutCloseDateFr007_Succeeds()
+        {
+            AssertNoThrow(Run(InterestTypeEnum.复利, includeCloseDate: false, preEod: BuildPreEod(new DateTime(2026, 7, 13))),
+                "复利-全平重放-缺平仓日");
+        }
+
+        [TestMethod]
+        public void Baseline_Compound_FullClose_WithPreEod_WithCloseDateFr007_Succeeds()
+        {
+            AssertNoThrow(Run(InterestTypeEnum.复利, includeCloseDate: true, preEod: BuildPreEod(new DateTime(2026, 7, 13))),
+                "复利-全平重放-有平仓日");
+        }
+
+        [TestMethod]
+        public void Red_Simple_WithoutPreEod_WithoutCloseDateFr007_Succeeds()
+        {
+            AssertNoThrow(Run(InterestTypeEnum.单利, includeCloseDate: false), "单利-无preEod-缺平仓日");
+        }
+
+        [TestMethod]
+        public void Red_Simple_WithPreEod_WithoutCloseDateFr007_Succeeds()
+        {
+            AssertNoThrow(Run(InterestTypeEnum.单利, includeCloseDate: false, preEod: BuildPreEod(StartDate)),
+                "单利-带preEod-缺平仓日");
+        }
+
+        [TestMethod]
+        public void Consistency_Compound_SkipEqualsPreviousRate()
+        {
+            var worldA = Run(InterestTypeEnum.复利, includeCloseDate: false);
+            var worldB = Run(InterestTypeEnum.复利, includeCloseDate: true, closeRate: PreviousResetRate);
+            Assert.IsFalse(worldA.Threw, "世界A 不应抛：" + worldA.Ex?.Message);
+            Assert.IsFalse(worldB.Threw, "世界B 不应抛：" + worldB.Ex?.Message);
+            Assert.AreEqual(worldA.Fe.InterestAmount, worldB.Fe.InterestAmount,
+                "缺价回退世界 应与 显式置上一期利率世界 利息完全一致（钉死=沿用上期）");
+        }
+
+        [TestMethod]
+        public void Consistency_Simple_SkipEqualsPreviousRate()
+        {
+            var worldA = Run(InterestTypeEnum.单利, includeCloseDate: false, preEod: BuildPreEod(StartDate));
+            var worldB = Run(InterestTypeEnum.单利, includeCloseDate: true, preEod: BuildPreEod(StartDate), closeRate: PreviousResetRate);
+            Assert.IsFalse(worldA.Threw, "世界A 不应抛：" + worldA.Ex?.Message);
+            Assert.IsFalse(worldB.Threw, "世界B 不应抛：" + worldB.Ex?.Message);
+            Assert.AreEqual(worldA.Fe.InterestAmount, worldB.Fe.InterestAmount,
+                "单利：缺价回退世界 应与 显式置上一期利率世界 利息完全一致");
+        }
+
+        [TestMethod]
+        public void Boundary_Compound_NonIntegerMultiple_LastResetStillPrices()
+        {
+            var o = Run(InterestTypeEnum.复利, includeCloseDate: false, closeDate: NonIntCloseDate, omitDate: new DateTime(2026, 7, 20));
+            Assert.IsTrue(o.Threw, "非整倍数时末段重置日 7/20 缺价应抛异常（该日利率被消费）");
+            StringAssert.Contains(o.Ex.Message, "FR007");
+        }
+
+        [TestMethod]
+        public void Boundary_Compound_NonIntegerMultiple_WithCloseDateSucceeds()
+        {
+            AssertNoThrow(Run(InterestTypeEnum.复利, includeCloseDate: true, closeDate: NonIntCloseDate),
+                "非整倍数-有7/20价-应成功");
+        }
+
+        [TestMethod]
+        public void Boundary_Simple_NonIntegerMultiple_LastResetStillPrices()
+        {
+            var o = Run(InterestTypeEnum.单利, includeCloseDate: false, closeDate: NonIntCloseDate,
+                preEod: BuildPreEod(StartDate), omitDate: new DateTime(2026, 7, 20));
+            Assert.IsTrue(o.Threw, "单利 非整倍数时末段重置日 7/20 缺价应抛异常");
+            StringAssert.Contains(o.Ex.Message, "FR007");
+        }
+
+        [TestMethod]
+        public void Boundary_Simple_NonIntegerMultiple_WithCloseDateSucceeds()
+        {
+            AssertNoThrow(Run(InterestTypeEnum.单利, includeCloseDate: true, closeDate: NonIntCloseDate, preEod: BuildPreEod(StartDate)),
+                "单利-非整倍数-有7/20价-应成功");
         }
     }
 }