refactor(trace): 计息全路径埋点 + 关键日志常驻落盘

覆盖补全 CalcDailyCompoundInterest / CalcDailySimpleInterestByEod /
CalcDailyCompoundInterestByEod / InitSwapDealInterest 分支与复利跨期直取 /
orginPv 重映射 / preEod.id==0 播种 / ToRemainingClosePercent 语义翻转。
关键决策点改用 Critical() 无条件落盘(IYcLogger.Info, 类别 SwapCalc)，
与开关解耦——出问题事后翻日志即可定位，不必事前开开关。
开关态(Header/Line/Day)仅作排障便利(?swaptrace=1 / 单测 Dump)。
纯增日志不改控制流；YLErpDAL 与 UnitTestProject 编译0错，
PrepaidPrincipal trace 测试 2/2 通过(SKIP_INITIALIZATION)。

YLErpDAL/Modules/SwapModule/SwapCalcTrace.cs

@@ -1,21 +1,30 @@
 using System;
 using System.Collections.Generic;
 using System.Text;
+using YLErp.Helpers;
 
 namespace YLErp.Modules.SwapModule
 {
     /// <summary>
-    /// 计息计算过程追踪器。默认完全关闭，零运行时成本；开启后逐日记录：
+    /// 计息计算过程追踪器。采用两层设计：
-    /// 计息起点、日终归档 ValueDate 地板、计息基数 dynomicPrincipal、当日利率、当日利息、累计利息。
-    /// 便于定位"算出来一个数却不对"的根因，也便于把一次真实平仓的逐步过程打印出来与 Excel 对账。
     ///
-    /// 两种开启方式（互不冲突）：
+    /// ① 常驻关键日志（Critical）：记录"走了哪条分支 / orginPv 重映射 / preEod.id==0 播种 /
-    ///   1) 全局（单元测试）：SwapCalcTrace.IsEnabled = true; SwapCalcTrace.Reset(); ...; SwapCalcTrace.Dump();
+    ///    closePercent 语义翻转(A→B) / 计息基数 dynomicPrincipal 分解 / ValueDate 地板 /
-    ///   2) 请求（运行时排障，无需重启）：经 SwapCalcTraceMiddleware，在 URL 追加 ?swaptrace=1
+    ///    最终四舍五入输出 / 逐日累加明细"。这些信息**无条件**经 IYcLogger.Info 落盘，
-    ///      或请求头 X-SwapCalc-Trace: 1 即可，追踪文本会出现在响应头 X-SwapCalc-Trace（超长落 logs/ 并在头部给路径）。
+    ///    与开关无关——出问题时事后翻日志即可定位，不必事前开开关（否则"出问题了已经晚了"）。
+    ///
+    /// ② 开关态明细（Header/Line/Day，经 IsEnabled 或请求开关）：仅在主动排障时把上述信息
+    ///    额外汇进内存 buffer，便于单元测试 Dump() 断言，或运行时在响应头 X-SwapCalc-Trace
+    ///    一次性看全貌（URL 追加 ?swaptrace=1 / 请求头 X-SwapCalc-Trace:1 / 标记文件
+    ///    App_Data/swapcalctrace.on 三选一，无需重启）。开关态不影响日志落盘。
+    ///
+    /// 关键日志常驻后，本类的"零成本"只针对开关态内存 buffer；Critical 的日志写入是常态成本，
+    /// 但因交易笔数极少、单行极小，可忽略。
     /// </summary>
     public static class SwapCalcTrace
     {
+        private static readonly IYcLogger _logger = LogFactory.GetLogger("SwapCalc");
+
         // ---- 全局模式（单元测试，保持 ThreadStatic 兼容既有测试） ----
         public static bool IsEnabled { get; set; } = false;
 
@@ -38,12 +47,28 @@ namespace YLErp.Modules.SwapModule
             _reqBuf.Value = null;
         }
 
+        /// <summary>
+        /// 常驻关键日志：始终落盘(IYcLogger.Info)；开关打开时额外进 buffer 供实时查看/单测断言。
+        /// 这是事后定位根因的主通道，不应依赖开关。
+        /// </summary>
+        public static void Critical(string s)
+        {
+            _logger.Info(s);
+            if (IsEnabled) GlobalLines.Add(s);
+            if (_reqOn.Value)
+            {
+                _reqBuf.Value ??= new StringBuilder();
+                _reqBuf.Value.AppendLine(s);
+            }
+        }
+
+        // ---- 以下为开关态(verbose)工具，仅用于单测 Dump 与 ?swaptrace=1 的逐日明细汇总 ----
         public static void Header(string title) => Record($"== {title} ==");
         public static void Line(string text) => Record(text);
 
-        /// <summary>记录某一计息日的明细。</summary>
+        /// <summary>逐日明细。同样常驻落盘——这是"为何 accrued N 天而非 M 天"的直接证据，必须事后可查。</summary>
         public static void Day(int idx, DateTime date, decimal rate, decimal basePrincipal, decimal dayInterest, decimal accumulated)
-            => Record($"  [{idx}] {date:yyyy-MM-dd} rate={rate:P6} base={basePrincipal:F4} day={dayInterest:F6} acc={accumulated:F6}");
+            => Critical($"  [{idx}] {date:yyyy-MM-dd} rate={rate:P6} base={basePrincipal:F4} day={dayInterest:F6} acc={accumulated:F6}");
 
         private static void Record(string s)
         {

YLErpDAL/Modules/SwapModule/SwapDealService.cs

@@ -944,6 +944,7 @@ namespace YLErp.Modules.SwapModule
         {
             if (posiNotionalValue <= 0) return originalClosePercent;
             var remaining = originalClosePercent * notionalValue / posiNotionalValue;
+            SwapCalcTrace.Critical($"  [平仓比例语义翻转 A→B] original(占期初)={originalClosePercent} notional={notionalValue} posiNotional={posiNotionalValue} → remaining(占剩余)={remaining}");
             return remaining > 1 ? 1 : remaining;
         }
 
@@ -1123,6 +1124,7 @@ namespace YLErp.Modules.SwapModule
         {
             if (preEod.id == 0)
             {
+                SwapCalcTrace.Critical($"  [preEod.id==0 播种] 无上一日终归档→以交易起始日初始化: TdInterestPrincipal={posiPrincipal:F4} ValueDate={td.StartDate.Value:yyyy-MM-dd}{(calcFirst ? " (calcFirst→-1天)" : "")}");
                 preEod.FloatRate = floatRate;
                 preEod.TdInterestPrincipal = posiPrincipal;
                 preEod.PosiNotionalValue = posiPrincipal;
@@ -1197,6 +1199,7 @@ namespace YLErp.Modules.SwapModule
             if (position.InterestMode == (int)InterestModeEnum.初始预付金
                 || position.InterestMode == (int)InterestModeEnum.追加预付金)
             {
+                SwapCalcTrace.Critical($"  [orginPv重映射] InterestMode={position.InterestMode} 预付金腿: orginPv {orginPv:F4} → InterestPrincipalFix({position.InterestPrincipalFix:F4})");
                 orginPv = position.InterestPrincipalFix;
             }
 
@@ -1213,14 +1216,20 @@ namespace YLErp.Modules.SwapModule
                 decimal TdInterestAmount = 0;
                 var interestRatio = position.InterestDirection == 1 ? 1m : -1m;
                 var floateRate = preEodPosition.FloatRate;
+                SwapCalcTrace.Critical($"InitSwapDealInterest posId={position.id} mode={position.InterestMode} type={(position.InterestType == (int)InterestTypeEnum.复利 ? "复利" : "单利")} swap={swap}");
+                SwapCalcTrace.Critical($"  preEod.id={preEodPosition.id} ValueDate={preEodPosition.ValueDate:yyyy-MM-dd} FloatRate={preEodPosition.FloatRate}");
+                SwapCalcTrace.Critical($"  endDate={endDate:yyyy-MM-dd} closePercent={closePrecent} posiNotional={posiNotionalValue:F4} closeNotional={closePosiNotionalValue:F4} orginPv={orginPv:F4} calcFirst={calcFirst} calcLast={calcLast}");
                 if (position.InterestType == (int)InterestTypeEnum.复利)
                 {
                     var daysFromStart = (endDate - position.PosiStartDate).Days;
                     var daysFromPreEod = preEodPosition.id != 0
                         ? (endDate - preEodPosition.ValueDate).Days
                         : 0;
+                    SwapCalcTrace.Critical($"  复利: daysFromStart={daysFromStart} daysFromPreEod={daysFromPreEod} interest_rest_days={position.interest_rest_days ?? 1}");
                     if (!calcLast && daysFromPreEod == 1 && daysFromStart % (position.interest_rest_days ?? 1) != 0)
                     {
+                        SwapCalcTrace.Critical($"  [复利跨期直取] 直接用 preEod: InterestAmount={preEodPosition.InterestIncomeSum * closePrecent:F4} (不走重放)");
+
                         interest.InterestPrincipal = preEodPosition.TdInterestPrincipal * closePrecent;
                         interest.FloatRate = preEodPosition.FloatRate;
                         InterestAmount = preEodPosition.InterestIncomeSum * closePrecent;
@@ -1278,6 +1287,9 @@ namespace YLErp.Modules.SwapModule
             decimal tdDynomicPrincipal = dynomicPrincipal;
             var calcDays = (endDate - startDate).Days;
             double floatRate = Convert.ToDouble(floateRate);
+            SwapCalcTrace.Critical($"CalcDailyCompoundInterest(盘中复利) posId={position.id} principal={principal:F4} calcFirst={calcFirst} calcLast={calcLast}");
+            SwapCalcTrace.Critical($"  PosiStartDate={startDate:yyyy-MM-dd} calcDays={calcDays} interest_rest_days={interestPeriod} orginPv={orginPv:F4}");
+            SwapCalcTrace.Critical($"  consumedInterest={consumedInterest:F4} resetCarryInterest={resetCarryInterest:F4} closePercent={closePercent}");
             for (int i = 0; i <= calcDays; i++)
             {
                 var accrueDate = startDate.AddDays(i);
@@ -1360,15 +1372,12 @@ namespace YLErp.Modules.SwapModule
             decimal dynomicPrincipal = preEodPosition.TdInterestPrincipal + posiPrincipal - orginPv;
             decimal tdDynomicPrincipal = dynomicPrincipal;
             var calcDays = (endDate - startDate).Days;
-            if (SwapCalcTrace.IsEnabled || SwapCalcTrace.IsRequestEnabled)
+            SwapCalcTrace.Critical($"CalcDailySimpleInterest posId={position.id} mode={position.InterestMode} type={(position.InterestType == (int)InterestTypeEnum.复利 ? "复利" : "单利")}");
-            {
+            SwapCalcTrace.Critical($"  PosiStartDate={startDate:yyyy-MM-dd} endDate={endDate:yyyy-MM-dd} calcDays={calcDays} calcFirst={calcFirst} calcLast={calcLast}");
-                SwapCalcTrace.Header($"CalcDailySimpleInterest posId={position.id} mode={position.InterestMode} type={(position.InterestType == (int)InterestTypeEnum.复利 ? "复利" : "单利")}");
+            SwapCalcTrace.Critical($"  preEod.id={preEodPosition.id} ValueDate={preEodPosition.ValueDate:yyyy-MM-dd} TdInterestPrincipal={preEodPosition.TdInterestPrincipal:F4} InterestProfitSum={interestProfitSum:F4}");
-                SwapCalcTrace.Line($"  PosiStartDate={startDate:yyyy-MM-dd} endDate={endDate:yyyy-MM-dd} calcDays={calcDays} calcFirst={calcFirst} calcLast={calcLast}");
+            SwapCalcTrace.Critical($"  dynomicPrincipal = TdInterestPrincipal({preEodPosition.TdInterestPrincipal:F4}) + posiPrincipal({posiPrincipal:F4}) - orginPv({orginPv:F4}) = {dynomicPrincipal:F4}");
-                SwapCalcTrace.Line($"  preEod.id={preEodPosition.id} ValueDate={preEodPosition.ValueDate:yyyy-MM-dd} TdInterestPrincipal={preEodPosition.TdInterestPrincipal:F4} InterestProfitSum={interestProfitSum:F4}");
+            SwapCalcTrace.Critical($"  已结扣除(InterestProfitSum*closePercent)={interest:F4}  consumedInterest={consumedInterest:F4}  closePercent={closePercent}");
-                SwapCalcTrace.Line($"  dynomicPrincipal = TdInterestPrincipal({preEodPosition.TdInterestPrincipal:F4}) + posiPrincipal({posiPrincipal:F4}) - orginPv({orginPv:F4}) = {dynomicPrincipal:F4}");
+            SwapCalcTrace.Critical($"  逐日累加上限: accrueDate > preEod.ValueDate({preEodPosition.ValueDate:yyyy-MM-dd}) 才计息");
-                SwapCalcTrace.Line($"  已结扣除(InterestProfitSum*closePercent)={interest:F4}  consumedInterest={consumedInterest:F4}  closePercent={closePercent}");
-                SwapCalcTrace.Line($"  逐日累加上限: accrueDate > preEod.ValueDate({preEodPosition.ValueDate:yyyy-MM-dd}) 才计息");
-            }
             double floatRate = Convert.ToDouble(floateRate);
             for (int i = 0; i <= calcDays; i++)
             {
@@ -1409,8 +1418,7 @@ namespace YLErp.Modules.SwapModule
                     }
                     interest += interest1;
                     tdinterest += tdinterest1;
-                    if (SwapCalcTrace.IsEnabled || SwapCalcTrace.IsRequestEnabled)
+                    SwapCalcTrace.Day(i, accrueDate, (decimal)floatRate, flowEvent.InterestPrincipal, interest1, interest);
-                        SwapCalcTrace.Day(i, accrueDate, (decimal)floatRate, flowEvent.InterestPrincipal, interest1, interest);
                 }
             }
             InterestAmount = Math.Round(interest, InterestCalculationPrecision, MidpointRounding.AwayFromZero);
@@ -1438,9 +1446,12 @@ namespace YLErp.Modules.SwapModule
             decimal tdDynomicPrincipal = posiPrincipal;
             double floatRate = Convert.ToDouble(floateRate);
             var days = (endDate - tradeDate).Days;
+            SwapCalcTrace.Critical($"CalcDailyCompoundInterestByEod(收盘复利) posId={position.id}");
+            SwapCalcTrace.Critical($"  preEod.id={preEodPosition.id} ValueDate={preEodPosition.ValueDate:yyyy-MM-dd} TdInterestPrincipal={preEodPosition.TdInterestPrincipal:F4} InterestProfitSum={preEodPosition.InterestProfitSum:F4}");
+            SwapCalcTrace.Critical($"  tradeDate={tradeDate:yyyy-MM-dd} endDate={endDate:yyyy-MM-dd} days={days} interest_rest_days={interestPeriod} closePercent={closePercent} orginPv={orginPv:F4} principal={principal:F4} posiPrincipal={posiPrincipal:F4}");
+            SwapCalcTrace.Critical($"  {(days % interestPeriod == 0 ? "重置日分支: 利息并入本金" : "非重置日分支: base=TdInterestPrincipal+posiPrincipal-orginPv")}");
             if (days % interestPeriod == 0)
             {
-                LogFactory.GetLogger("test").Error("kluausdyfh");
                 var remainingPercent = posiPrincipal > 0m
                     ? principal / posiPrincipal
                     : 1m;
@@ -1531,6 +1542,12 @@ namespace YLErp.Modules.SwapModule
             flowEvent.FloatRate = Convert.ToDecimal(floatRate);
             var baseTdInterestPrincipal = preEodPosition.TdInterestPrincipal + posiPrincipal - orginPv;
             var baseInterestPrincipal = baseTdInterestPrincipal * closePercent;
+            SwapCalcTrace.Critical($"CalcDailySimpleInterestByEod(收盘单利) posId={position.id}");
+            SwapCalcTrace.Critical($"  preEod.id={preEodPosition.id} ValueDate={preEodPosition.ValueDate:yyyy-MM-dd} TdInterestPrincipal={preEodPosition.TdInterestPrincipal:F4} InterestProfitSum={preEodPosition.InterestProfitSum:F4}");
+            SwapCalcTrace.Critical($"  tradeDate={tradeDate:yyyy-MM-dd} endDate={endDate:yyyy-MM-dd} calcDays={calcDays} closePercent={closePercent} orginPv={orginPv:F4} posiPrincipal={posiPrincipal:F4}");
+            SwapCalcTrace.Critical($"  baseTdInterestPrincipal = TdInterestPrincipal({preEodPosition.TdInterestPrincipal:F4}) + posiPrincipal({posiPrincipal:F4}) - orginPv({orginPv:F4}) = {baseTdInterestPrincipal:F4}");
+            SwapCalcTrace.Critical($"  baseInterestPrincipal(=base*closePercent)={baseInterestPrincipal:F4} floatRate={floatRate} rate={flowEvent.InterestRate} annualized={position.IsAnnualized}");
+            SwapCalcTrace.Critical($"  输出 InterestAmount = InterestProfitSum({preEodPosition.InterestProfitSum:F4}) + interest");
 
             // 修复：正确计算本次利息（基于实际持仓本金）
             decimal interest = baseInterestPrincipal * (flowEvent.InterestRate + Convert.ToDecimal(floatRate));