diff --git a/UnitTestProject/Modules/SwapModule/SwapUnwindFloatingLegDiagnosticTdd.cs b/UnitTestProject/Modules/SwapModule/SwapUnwindFloatingLegDiagnosticTdd.cs
new file mode 100644
index 00000000..c8645fac
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+++ b/UnitTestProject/Modules/SwapModule/SwapUnwindFloatingLegDiagnosticTdd.cs
@@ -0,0 +1,112 @@
+using Newtonsoft.Json;
+using YLErp.DBModels;
+using YLErp.DBModels.Enums;
+
+namespace YLErp.Modules.SwapModule
+{
+ ///
+ /// 诊断测试：验证「浮动腿 fpositions 仍用 origPositions(orig 100M)」对本 deal 的
+ /// 预付金/返回预付金结果是否产生影响。结论预期：本 deal 利息腿只有 mode 9(标的期初全价)
+ /// 与 mode 5(初始预付金)，CalcNotionalByMode 中 posiLong/posiShort 仅在「多头/空头存续名义本金」
+ /// 分支被消费(L709-716)，故本 deal 即便 fpositions 用 orig 100M，预付金腿结果也不受其影响。
+ /// 本测试仅做诊断/验证，不改动任何生产代码；用反射调用 private CalcNotionalByMode 以直接证明
+ /// “mode 9 / mode 5 的 closePrincipal 不依赖 posiLong/posiShort”。
+ ///
+ [TestClass]
+ public class SwapUnwindFloatingLegDiagnosticTdd
+ {
+ private sealed class StubSwapDealService : SwapDealService
+ {
+ public StubSwapDealService(OptUserInfo optUser) : base(optUser) { }
+ protected override bool TryGetFloatRate(DateTime valueDate, string underlyingCode, out double rate)
+ { rate = 0; return false; }
+ }
+
+ private const decimal OrigFix = 99_000m; // 期初预付金腿初始本金
+ private const decimal RealFix = 66_813.12m; // 实时预付金腿剩余本金(4 次平仓后)
+ private const decimal OrigLong = 100_000_000m; // 期初标的(多头)名义本金
+ private const decimal RealLong = 68_947_200m; // 实时标的(多头)剩余名义本金
+ private const decimal ClosePct = 0.1m; // 本次平仓比例 10%
+
+ private static readonly DateTime D0 = new(2026, 7, 1);
+ private static readonly DateTime D1 = new(2026, 7, 16);
+
+ private SwapDealService _svc;
+ [TestInitialize] public void Init() => _svc = new StubSwapDealService(new OptUserInfo(0, nameof(SwapUnwindFloatingLegDiagnosticTdd), OptUserFrom.UnitTest));
+
+ // ---- GLMS 双轨持仓构造 ----
+ private static swap_position OrigPrepay(decimal fix = OrigFix) => new swap_position
+ { id = 35798, SwapTradeId = 1993, PosiDirection = 0, InterestMode = (int)InterestModeEnum.初始预付金,
+ InterestPrincipalFix = fix, IsInitial = true, Invalid = false, InterestType = (int)InterestTypeEnum.单利,
+ interest_rest_days = 1, InterestDirection = (int)SwapDirectionEnum.收取, InterestSwapInterval = "[]" };
+ private static swap_position RealPrepay(decimal fix = RealFix) => new swap_position
+ { id = 35871, SwapTradeId = 1993, PositionId = 35798, PosiDirection = 0, InterestMode = (int)InterestModeEnum.初始预付金,
+ InterestPrincipalFix = fix, IsInitial = false, Invalid = false, InterestType = (int)InterestTypeEnum.单利,
+ interest_rest_days = 1, InterestDirection = (int)SwapDirectionEnum.收取, InterestSwapInterval = "[]" };
+ private static swap_position OrigBasePrice() => new swap_position
+ { id = 35797, SwapTradeId = 1993, PosiDirection = 0, InterestMode = (int)InterestModeEnum.标的期初全价,
+ InterestPrincipalFix = 0, IsInitial = true, Invalid = false, InterestType = (int)InterestTypeEnum.单利,
+ interest_rest_days = 1, InterestSwapInterval = "[]" };
+ private static swap_position RealBasePrice() => new swap_position
+ { id = 35870, SwapTradeId = 1993, PositionId = 35797, PosiDirection = 0, InterestMode = (int)InterestModeEnum.标的期初全价,
+ InterestPrincipalFix = 0, IsInitial = false, Invalid = false, InterestType = (int)InterestTypeEnum.单利,
+ interest_rest_days = 1, InterestSwapInterval = "[]" };
+ private static swap_position OrigLongLeg() => new swap_position
+ { id = 35799, SwapTradeId = 1993, PosiDirection = 2, PositionType = (int)PositionTypeFlag.Long, InterestMode = 0,
+ PosiNotionalValue = OrigLong, IsInitial = true, Invalid = false };
+ private static swap_position RealLongLeg() => new swap_position
+ { id = 35872, SwapTradeId = 1993, PositionId = 35799, PosiDirection = 2, PositionType = (int)PositionTypeFlag.Long, InterestMode = 0,
+ PosiNotionalValue = RealLong, IsInitial = false, Invalid = false };
+
+ private static trade MakeTrade()
+ {
+ var extend = new trade_extend { TradeId = 1993, ExtendJson = JsonConvert.SerializeObject(new TradeExtendJson
+ { AnnualDays = 365, InterestCalcMode = "10", SettlementRules = 0 }) };
+ return new trade { id = 1993, TradeNumber = "GLMS-20260701-0008", ClientId = 999998, TradeType = "收益互换",
+ TradeDate = D0, StartDate = D0, ExerciseDate = D1, TradeStatus = "确认成交", ValidState = "Valid",
+ StockEqvNotional = (double)RealLong, Notional = (double)RealLong, trade_extend = extend };
+ }
+
+ /// 用反射调用 private CalcNotionalByMode，直接证明各 mode 的 closePrincipal 是否依赖 posiLong/posiShort。
+ private (decimal close, decimal posi, decimal pct) CallCalcNotionalByMode(swap_position position, decimal closePct, decimal posiNotional, decimal posiLong, decimal posiShort)
+ {
+ var m = typeof(SwapDealService).GetMethod("CalcNotionalByMode", System.Reflection.BindingFlags.NonPublic | System.Reflection.BindingFlags.Instance);
+ return ((decimal, decimal, decimal))m.Invoke(_svc, new object[] { position, closePct, posiNotional, posiLong, posiShort });
+ }
+
+ [TestMethod]
+ public void 诊断_mode9_标的期初全价_closePrincipal_不依赖posiLong_而用posiNotional()
+ {
+ // mode 9 分支：closePrincipal = posiNotional * closePercent
+ var baseP = OrigBasePrice();
+ var (close, posi, _) = CallCalcNotionalByMode(baseP, ClosePct, RealLong * ClosePct, OrigLong, 0m);
+ Console.WriteLine($"[mode9] posiNotional={RealLong * ClosePct} posiLong(orig)={OrigLong} → closePrincipal={close}");
+ Assert.AreEqual(RealLong * ClosePct * ClosePct, close, "mode9 应 = posiNotional(=real剩余*closePct) * closePct，与 posiLong(orig 100M) 无关");
+ }
+
+ [TestMethod]
+ public void 诊断_mode5_预付金_closePrincipal_用自身Fix_不依赖posiLong()
+ {
+ // mode 5 分支：closePrincipal = position.InterestPrincipalFix * closePercent（用 Clone 后的 real Fix）
+ var prepay = RealPrepay(); // Fix = RealFix(66,813.12)
+ var (close, posi, _) = CallCalcNotionalByMode(prepay, ClosePct, RealLong * ClosePct, OrigLong, 0m);
+ Console.WriteLine($"[mode5] Fix(cloned real)={RealFix} posiLong(orig)={OrigLong} → closePrincipal={close}");
+ Assert.AreEqual(RealFix * ClosePct, close, "mode5 应 = 实时腿剩余本金(real Fix) * closePct，与 posiLong(orig 100M) 无关");
+ Assert.AreNotEqual(OrigFix * ClosePct, close, "务必不是期初 99,000 * closePct（证明后端修复生效）");
+ }
+
+ [TestMethod]
+ public void 诊断_若将来有_多头存续名义本金_腿_posiLong用orig才出错_本deal无此腿_故不影响()
+ {
+ // 构造一个「多头存续名义本金」腿，证明此时 posiLong 取值(orig vs real)会直接决定结果——
+ // 说明本 deal 没有这种腿，所以 fpositions 用 orig 100M 不影响；但普通收益互换若有此腿则会踩坑。
+ var longLeg = new swap_position { id = 35799, InterestMode = (int)InterestModeEnum.多头存续名义本金 };
+ var byOrig = CallCalcNotionalByMode(longLeg, ClosePct, RealLong * ClosePct, OrigLong, 0m); // 当前代码：posiLong=orig 100M
+ var byReal = CallCalcNotionalByMode(longLeg, ClosePct, RealLong * ClosePct, RealLong, 0m); // 若修正为 real 75.6M
+ Console.WriteLine($"[多头存续名义本金] orig100M→close={byOrig.close} ; real75.6M→close={byReal.close}");
+ Assert.AreEqual(OrigLong * ClosePct, byOrig.close, "现状：多头存续名义本金用 orig 100M → 多次部分平仓后会偏大");
+ Assert.AreEqual(RealLong * ClosePct, byReal.close, "正确应：用 real 剩余本金 75.6M");
+ Assert.AreNotEqual(byOrig.close, byReal.close, "★ 潜在同类 bug：普通收益互换(含多头/空头存续名义本金腿)在多次部分平仓后，posiLong/posiShort 用 orig 会算错——本 deal 无此腿故不触发，属本轮修复范围外");
+ }
+ }
+}