From 40756a28b318eda4e1b2dc6af0f23ff0fa3ab774 Mon Sep 17 00:00:00 2001 From: hjhan Date: Wed, 12 Aug 2026 16:32:04 +0800 Subject: [PATCH] =?UTF-8?q?refactor(accrual):=20BuildLegRate/BuildEodPolic?= =?UTF-8?q?y=E7=A7=BB=E5=88=B0=E5=90=84=E8=87=AA=E7=B1=BB=E5=9E=8B(Phase1?= =?UTF-8?q?=E8=A1=A5=E5=AE=8C)?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit BuildLegRate → FundingLegRate.Build(position, spread, float) — 利率值对象的自然工厂 BuildEodPolicy → AccrualPolicy.BuildEod(position, annualDays, isCompound) — 计息政策的自然工厂 SwapDealService删除2个private static定义, 4处调用点改用类型方法 SwapModule零回归(7基线/510通过) --- .../SwapModule/Accrual/AccrualPolicy.cs | 4 ++++ .../SwapModule/Accrual/FundingLegRate.cs | 8 ++++++++ YLErpDAL/Modules/SwapModule/SwapDealService.cs | 18 ++++-------------- 3 files changed, 16 insertions(+), 14 deletions(-) diff --git a/YLErpDAL/Modules/SwapModule/Accrual/AccrualPolicy.cs b/YLErpDAL/Modules/SwapModule/Accrual/AccrualPolicy.cs index 34b2a1f7..9f7e4ec4 100644 --- a/YLErpDAL/Modules/SwapModule/Accrual/AccrualPolicy.cs +++ b/YLErpDAL/Modules/SwapModule/Accrual/AccrualPolicy.cs @@ -29,4 +29,8 @@ public sealed class AccrualPolicy public AccrualPolicy(AccrualBoundary convention, bool isCompound, int resetPeriodDays, int annualDays, bool isAnnualized = false) => (Convention, IsCompound, ResetPeriodDays, AnnualDays, IsAnnualized) = (convention, isCompound, resetPeriodDays, annualDays, isAnnualized); + + /// 从 swap_position 构造 EOD 计息政策（算头算尾，重置周期取 interest_rest_days）。 + public static AccrualPolicy BuildEod(DBModels.swap_position position, int annualDays, bool isCompound) + => new(AccrualBoundary.Both, isCompound, position.interest_rest_days ?? 1, annualDays, position.IsAnnualized); } diff --git a/YLErpDAL/Modules/SwapModule/Accrual/FundingLegRate.cs b/YLErpDAL/Modules/SwapModule/Accrual/FundingLegRate.cs index 6240eae6..731860e4 100644 --- a/YLErpDAL/Modules/SwapModule/Accrual/FundingLegRate.cs +++ b/YLErpDAL/Modules/SwapModule/Accrual/FundingLegRate.cs @@ -1,3 +1,5 @@ +using YLErp.DBModels; + namespace YLErp.Modules.SwapModule.Accrual; /// @@ -26,4 +28,10 @@ public readonly struct FundingLegRate /// 构造浮动腿利率（all-in = 加点利差 + 指数定盘）。 public static FundingLegRate Floating(decimal spread, decimal indexFixing) => new(spread + indexFixing); + + /// 从 swap_position 构造：固定腿→Fixed(spread)，浮动腿→Floating(spread+fixing)。 + public static FundingLegRate Build(swap_position position, decimal spread, decimal effectiveFloat) + => string.IsNullOrEmpty(position.FloatRateUnderlyingCode) + ? Fixed(spread) + : Floating(spread, effectiveFloat); } diff --git a/YLErpDAL/Modules/SwapModule/SwapDealService.cs b/YLErpDAL/Modules/SwapModule/SwapDealService.cs index 7364c691..eab142cc 100644 --- a/YLErpDAL/Modules/SwapModule/SwapDealService.cs +++ b/YLErpDAL/Modules/SwapModule/SwapDealService.cs @@ -1227,16 +1227,6 @@ namespace YLErp.Modules.SwapModule throw new Exception($"获取不到{position.FloatRateUnderlyingCode}在{fixingDate:yyyy年MM月dd日}的价格"); } - /// 构造利率值对象：固定腿→Fixed(spread)，浮动腿→Floating(spread+fixing)。 - private static FundingLegRate BuildLegRate(swap_position position, decimal spread, decimal effectiveFloat) - => string.IsNullOrEmpty(position.FloatRateUnderlyingCode) - ? FundingLegRate.Fixed(spread) - : FundingLegRate.Floating(spread, effectiveFloat); - - /// 构造 EOD 计息政策（算头算尾，重置周期取 position.interest_rest_days）。 - private static AccrualPolicy BuildEodPolicy(swap_position position, int annualDays, bool isCompound) - => new AccrualPolicy(AccrualBoundary.Both, isCompound, position.interest_rest_days ?? 1, annualDays, position.IsAnnualized); - /// /// 按重置周期切分利率段，每段记录 all-in 利率(spread+fixing)。返回 (分段列表, 末段浮动利率)。 /// fetchAfterDate: 仅该日期之后的重置日才取 FR007（单利传 ValueDate，复利传 null 全程取）。 @@ -1376,8 +1366,8 @@ namespace YLErp.Modules.SwapModule : 1m; // 纯数学下沉至 CompoundInterestAccrual.AccrueEod（DDD 命名 + 末位生产精度 12 舍入）。 - var legRate = BuildLegRate(position, flowEvent.InterestRate, effectiveFloat); - var accrualPolicy = BuildEodPolicy(position, annualDays, isCompound: true); + var legRate = FundingLegRate.Build(position, flowEvent.InterestRate, effectiveFloat); + var accrualPolicy = AccrualPolicy.BuildEod(position, annualDays, isCompound: true); // 完整计息 trace：前后日期/基数/利率/重置标志全过程，经 SwapCalcTrace 常驻落盘（关键路径日志）。 var interestTrace = new AccrualTrace(); @@ -1424,8 +1414,8 @@ namespace YLErp.Modules.SwapModule flowEvent.FloatRate = effectiveFloat; // 纯数学下沉至 SimpleInterestAccrual（末位生产精度 12 舍入）。 - var legRate = BuildLegRate(position, flowEvent.InterestRate, effectiveFloat); - var accrualPolicy = BuildEodPolicy(position, annualDays, isCompound: false); + var legRate = FundingLegRate.Build(position, flowEvent.InterestRate, effectiveFloat); + var accrualPolicy = AccrualPolicy.BuildEod(position, annualDays, isCompound: false); // 完整计息 trace：收集器由适配器创建，随后经 SwapCalcTrace 常驻落盘（关键路径日志，无条件）。 var interestTrace = new AccrualTrace(); var result = SimpleInterestAccrual.AccrueEod(