feat(swap): EQD-6977 罚息计息接缝——GetIntradayUnwindInterests 按 IsPenaltyInterest 在 GetInterests 返回后追加同构罚息流

YLErpDAL/Modules/SwapModule/SwapDealService.cs

@@ -10,6 +10,7 @@ using YLErp.Modules.EodModule;
 using YLErp.Modules.SwapModule.Accrual;
 using YLErp.Modules.SwapModule.FundingLegs;
 using YLErp.Modules.SwapModule.Margin;
+using YLErp.Modules.SwapModule.Penalty;
 using YLErp.Modules.SwapModule.ReturnLegs;
 using YLErp.Modules.TradeModule;
 using YLErp.Modules.TradeModule.DealModule;
@@ -619,10 +620,31 @@ namespace YLErp.Modules.SwapModule
         /// 语义契约见 InterestCalcRequest.IntradayUnwind 工厂注释；计息走 CalcUnwindInterest 全区间重放。
         /// </summary>
         public List<swap_flow_event> GetIntradayUnwindInterests(InterestCalcRequest req)
-            => GetInterests(req.Td, req.TradeExtend, req.ValueDate, req.UnwindDate, req.EodPositions, req.Positions,
+        {
+            var interests = GetInterests(req.Td, req.TradeExtend, req.ValueDate, req.UnwindDate, req.EodPositions, req.Positions,
                 req.PosiNotionalValue, req.ClosePosiNotionalValue,
                 req.ClosePercent, req.EventType, req.TdClose,
                 req.OrginPv, req.Add, settment: false, req.NewCalcLast, req.CloseList);
+            // EQD-6977 罚息：在 GetInterests 返回后追加（避开其 closeList 去重块），仅手动平仓路径(isPenaltyInterest)触发。
+            if (req.IsPenaltyInterest)
+            {
+                var fundingPositions = req.Positions.Where(p => !MarginModes.Contains(p.InterestMode)).ToList();
+                var annualDays = req.TradeExtend == null ? 365 : req.TradeExtend.ExtendObj.AnnualDays;
+                var calcLast = req.TradeExtend?.ExtendObj.CalcLast ?? true;
+                var trace = new AccrualTrace();
+                PenaltyInterestAppender.Append(
+                    req.Td, fundingPositions, interests, req.UnwindDate, annualDays,
+                    unwindDaySettled: calcLast || req.NewCalcLast,
+                    maturityCalcLast: calcLast,
+                    req.PosiNotionalValue, req.ClosePosiNotionalValue, req.ClosePercent,
+                    getSpread: p => GetFixedRate(p, req.UnwindDate),
+                    getPreEodFloatRate: p => req.EodPositions.FirstOrDefault(x => x.PositionId == p.id)?.FloatRate,
+                    tryGetFixing: (d, code) => IndexFixer.TryGetFixing(d, code, out decimal r) ? (decimal?)r : null,
+                    trace: trace);
+                SwapCalcTrace.Write(trace); // 与既有 4 处 SwapCalcTrace.Write 同款常驻落盘
+            }
+            return interests;
+        }
 
         public List<swap_flow_event> GetInterests(
             trade td,