fix(swap): 修复平仓事件中事件日期=平仓日期的处理逻辑

- 将平仓条件判断从 UnwindDate 改为 EventDate
- 移除不再使用的 priorClosePositionIds 变量
- 统一使用 NormalizeEventUnwindDate 替代 NormalizeIncomeUnwindDate
- 在多个平仓方法中添加 NormalizeEventUnwindDate 调用
- 更新流程事件的 EventDate 和 UnwindDate 字段
- 修改单元测试以验证按 EventDate 分桶的逻辑
- 在前端控制器中将 unwindDate 设置为 valueDate
- 添加 maxdate 属性到平仓日期选择器
- 实现事件日期与平仓日期的双向同步功能
- 更新利息列表获取接口使用统一日期参数

YLErpDAL/Modules/SwapModule/SwapDealService.cs

@@ -694,7 +694,7 @@ namespace YLErp.Modules.SwapModule
         {
             realPositions ??= new List<swap_position>();
             var futureFlows = (completedFlowEvents ?? Enumerable.Empty<swap_flow_event>())
-                .Where(x => x.EventType == (int)SwapEventTypeEnum.平仓 && x.UnwindDate > settleDate)
+                .Where(x => x.EventType == (int)SwapEventTypeEnum.平仓 && x.EventDate > settleDate)
                 .ToList();
             var originalNotional = origPositions.Where(x => x.PosiDirection > 0)
                 .Sum(x => x.PosiNotionalValue);
@@ -706,10 +706,6 @@ namespace YLErp.Modules.SwapModule
                     || x.InterestMode == (int)InterestModeEnum.追加预付金)
                 .GroupBy(x => x.PositionId)
                 .ToDictionary(x => x.Key, x => x.Sum(v => v.InterestPrincipal));
-            var priorClosePositionIds = new HashSet<long>((completedFlowEvents ?? Enumerable.Empty<swap_flow_event>())
-                .Where(x => x.EventType == (int)SwapEventTypeEnum.平仓 && x.UnwindDate <= settleDate)
-                .Select(x => x.PositionId));
-
             return origPositions.Where(x => x.PosiDirection == 0).Select(p =>
             {
                 if (p.InterestMode == (int)InterestModeEnum.初始预付金
@@ -718,10 +714,6 @@ namespace YLErp.Modules.SwapModule
                     var realLeg = realPositions.FirstOrDefault(r => r.PositionId == p.id);
                     if (realLeg != null)
                     {
-                        if (!priorClosePositionIds.Contains(p.id))
-                        {
-                            return p;
-                        }
                         var futurePrincipal = hasNotionalFlows
                             ? p.InterestPrincipalFix * futureCloseNotional / originalNotional
                             : futureClosePrincipal.TryGetValue(p.id, out var flowPrincipal) ? flowPrincipal : 0m;
@@ -1505,6 +1497,7 @@ namespace YLErp.Modules.SwapModule
             {
                 throw new ServiceException("未找到交易信息");
             }
+            NormalizeEventUnwindDate(unwindData);
             NormalizeNotionalValues(unwindData);
             NormalizeManualSettlementAmounts(unwindData, (int)SwapEventTypeEnum.平仓, "系统操作_平仓");
             //CheckLastEod(unwindData.ValueDate, td.StartDate.Value, unwindData.SwapTradeId); //去掉平仓收盘限制
@@ -1919,6 +1912,7 @@ namespace YLErp.Modules.SwapModule
             {
                 throw new ServiceException("未找到交易信息");
             }
+            NormalizeEventUnwindDate(unwindData);
             unwindData.SwapRealizedPnL = unwindData.SwapCloseAmount;
             NormalizeManualSettlementAmounts(unwindData, (int)SwapEventTypeEnum.平仓, "系统操作_平仓");
             var trans = DbContext.Database.BeginTransaction();
@@ -1963,6 +1957,7 @@ namespace YLErp.Modules.SwapModule
             {
                 throw new ServiceException("未找到交易信息");
             }
+            NormalizeEventUnwindDate(unwindData);
             unwindData.SwapRealizedPnL = unwindData.SwapCloseAmount;
             NormalizeManualSettlementAmounts(unwindData, (int)SwapEventTypeEnum.互换, "系统操作_互换");
             var trans = DbContext.Database.BeginTransaction();
@@ -2002,7 +1997,7 @@ namespace YLErp.Modules.SwapModule
             {
                 throw new ServiceException("未找到交易信息");
             }
-            NormalizeIncomeUnwindDate(unwindData);
+            NormalizeEventUnwindDate(unwindData);
             ValidateIncomeValueDate(unwindData, td);
             NormalizeManualSettlementAmounts(unwindData, (int)SwapEventTypeEnum.互换, "系统操作_互换");
             //CheckLastEod(unwindData.ValueDate, td.StartDate.Value, unwindData.SwapTradeId); //去掉平仓收盘限制
@@ -2043,6 +2038,7 @@ namespace YLErp.Modules.SwapModule
                 throw new Exception("该笔交易状态为平仓待复核，未找到相关记录，请检查该笔交易是否有效");
             }
             swapEvent.unwindData = JsonConvert.DeserializeObject<UnwindData>(swapEvent.EventData);
+            NormalizeEventUnwindDate(swapEvent.unwindData);
             NormalizeNotionalValues(swapEvent.unwindData);
             // Stored events keep display ratio A; approval calculations consume remaining ratio B.
             swapEvent.unwindData.ClosePercent = ToRemainingClosePercent(
@@ -2050,6 +2046,11 @@ namespace YLErp.Modules.SwapModule
                 swapEvent.unwindData.NotionalValue,
                 swapEvent.unwindData.PosiNotionalValue);
             var flowList = FindFlowEventsByEventId(swapEvent.id);
+            foreach (var item in flowList)
+            {
+                item.EventDate = swapEvent.unwindData.ValueDate;
+                item.UnwindDate = swapEvent.unwindData.UnwindDate;
+            }
             swapEvent.unwindData.FlowEvents = flowList;
             if (eventType == (int)SwapEventTypeEnum.平仓)
             {
@@ -2060,7 +2061,6 @@ namespace YLErp.Modules.SwapModule
             }
             if (eventType == (int)SwapEventTypeEnum.互换)
             {
-                NormalizeIncomeUnwindDate(swapEvent.unwindData);
                 ValidateIncomeValueDate(swapEvent.unwindData, td);
             }
             if (eventType == (int)SwapEventTypeEnum.平仓)
@@ -2130,9 +2130,9 @@ namespace YLErp.Modules.SwapModule
             {
                 throw new ServiceException("未找到交易信息");
             }
+            NormalizeEventUnwindDate(unwindData);
             if (eventType == (int)SwapEventTypeEnum.互换)
             {
-                NormalizeIncomeUnwindDate(unwindData);
                 ValidateIncomeValueDate(unwindData, td);
             }
             unwindData.SwapRealizedPnL = unwindData.SwapCloseAmount;
@@ -2179,7 +2179,7 @@ namespace YLErp.Modules.SwapModule
             }
         }
 
-        private void NormalizeIncomeUnwindDate(UnwindData unwindData)
+        private static void NormalizeEventUnwindDate(UnwindData unwindData)
         {
             unwindData.UnwindDate = unwindData.ValueDate;
         }