refactor(swap)+test: 删 GetInterests/CalcSwapInterests 死参数 needPrice/grossPrice；补工厂→接缝映射钉子

死参数收口（另一半）： - SwapDealService.GetInterests 删 needPrice/grossPrice（体内零消费，2026-08 验证）； InitSwapDealInterest.needPrice 同为死参数一并删 - SwapEodPositionService.CalcSwapInterests 签名+转发同步；两个 EOD 生产调用点 (SaveAutoEodInterestPosition/SaveEodInterestPositionCopy) 重排实参； CalcEodPostCloseSettleInterests/GetIntradayUnwindInterests 委托同步 - 14 个测试文件 ~44 处直调点机械更新（8 处 override 签名 + 36 处调用实参） - 注意：EOD 编排链(DealInterests→Save*家族)的 grossPrice(期初不含费价)有真实用途，保留未动新增钉子：CalcEodPostCloseSettleInterests 工厂→接缝参数映射测试—— CalcSwapInterestsCapture 捕获 stub 断言 EodPostCloseSettle 的完整转发契约（posi=平仓后剩余/closePosi=平掉额/恒1/settment:false/orginPv 等 11 项）。该段位置转发含三个相邻同型 decimal，编译器不查错位，此测试兜底。验证：定向 241 测试通过（含 T0/T1 Excel 验证期望值、EntrySemantics 精确值钉子—— 任何 decimal 错位即红）；全量 903=145失败/746通过/12跳过，与基线逐位一致。
2026-08-14 16:57:56 +08:00
parent 018d7e777f
commit 4a3fee9292
20 changed files with 172 additions and 89 deletions
@@ -146,8 +146,8 @@ namespace YLErp.Modules.SwapModule
                trade td, trade_extend tradeExtend, DateTime valueDate, DateTime unwindDate,
                List<eod_swap_position> eodPositions, List<swap_position> positions,
                decimal posiNotionalValue, decimal posiLongNotionalValue, decimal posiShortNotionalValue,
-                decimal closePosiNotionalValue, decimal closePrecent, int eventType, bool tdClose, bool needPrice,
-                decimal grossPrice, decimal orginPv, bool add = false, bool settment = true, bool newCalcLast = false,
+                decimal closePosiNotionalValue, decimal closePrecent, int eventType, bool tdClose,
+                decimal orginPv, bool add = false, bool settment = true, bool newCalcLast = false,
                List<swap_flow_event> closeList = null)
            {
                return positions.Select(p => new swap_flow_event
@@ -126,7 +126,7 @@ namespace YLErp.Modules.SwapModule
            var interests = service.GetInterests(td, td.trade_extend, unwindDate, unwindDate,
                new List<eod_swap_position>(), new List<swap_position> { position },
                Principal, Principal, Principal, Principal, closePercent,
-                (int)SwapEventTypeEnum.平仓, false, false, Principal, Principal,
+                (int)SwapEventTypeEnum.平仓, false, Principal,
                add: false, settment: false, newCalcLast: false);
            Assert.AreEqual(1, interests.Count);
            return interests[0];
@@ -357,7 +357,7 @@ namespace YLErp.Modules.SwapModule
            var interests = ServiceByDate().GetInterests(td, td.trade_extend, unwindDate, unwindDate,
                new List<eod_swap_position>(), new List<swap_position> { position },
                Principal, Principal, Principal, Principal, 1m,
-                (int)SwapEventTypeEnum.平仓, false, false, Principal, Principal,
+                (int)SwapEventTypeEnum.平仓, false, Principal,
                add: false, settment: false, newCalcLast: false);

            Assert.AreEqual(1, interests.Count);
@@ -421,7 +421,7 @@ namespace YLErp.Modules.SwapModule
            var result = service.GetInterests(td, td.trade_extend, resetDate, resetDate,
                new List<eod_swap_position> { preEod }, new List<swap_position> { position },
                remainingPrincipal, remainingPrincipal, 0m, remainingPrincipal, 1m,
-                (int)SwapEventTypeEnum.平仓, true, false, 0m, remainingPrincipal,
+                (int)SwapEventTypeEnum.平仓, true, remainingPrincipal,
                add: false, settment: false, newCalcLast: false).Single();

            var remainingInterest = previousInterest * remainingPrincipal / previousPrincipal;
@@ -467,7 +467,7 @@ namespace YLErp.Modules.SwapModule
            var result = service.GetInterests(td, td.trade_extend, unwindDate, unwindDate,
                new List<eod_swap_position> { preEod }, new List<swap_position> { position },
                remainingPrincipal, remainingPrincipal, 0m, remainingPrincipal, 1m,
-                (int)SwapEventTypeEnum.平仓, false, false, 0m, remainingPrincipal,
+                (int)SwapEventTypeEnum.平仓, false, remainingPrincipal,
                add: false, settment: false, newCalcLast: false).Single();

            AssertDecimal(pendingInterest, result.InterestAmount,
@@ -65,8 +65,8 @@ namespace YLErp.Modules.SwapModule
                List<eod_swap_position> eodPositions, List<swap_position> positions,
                decimal posiNotionalValue, decimal posiLongNotionalValue, decimal posiShortNotionalValue,
                decimal closePosiNotionalValue, decimal closePrecent,
-                int eventType, bool tdClose, bool needPrice,
-                decimal grossPrice, decimal orginPv,
+                int eventType, bool tdClose,
+                decimal orginPv,
                bool add = false, bool settment = true, bool newCalcLast = false,
                List<swap_flow_event> closeList = null)
            {
@@ -78,8 +78,8 @@ namespace YLErp.Modules.SwapModule

                return (DealService ?? new SwapDealService(this)).GetInterests(td, tradeExtend, valueDate, unwindDate,
                    eodPositions, positions, posiNotionalValue, posiLongNotionalValue, posiShortNotionalValue,
-                    closePosiNotionalValue, closePrecent, eventType, tdClose, needPrice,
-                    grossPrice, orginPv, add, settment, newCalcLast, closeList);
+                    closePosiNotionalValue, closePrecent, eventType, tdClose,
+                    orginPv, add, settment, newCalcLast, closeList);
            }

            // public 包装：让测试能调用 protected 方法
@@ -1230,7 +1230,7 @@ namespace YLErp.Modules.SwapModule
                td, td.trade_extend, closeDate, closeDate,
                new List<eod_swap_position> { previousEod }, new List<swap_position> { position },
                remainingNotional, remainingNotional, 0m, remainingNotional, 1m,
-                (int)SwapEventTypeEnum.平仓, false, false, 1m, orginPv,
+                (int)SwapEventTypeEnum.平仓, false, orginPv,
                false, settment: false, newCalcLast: false, closeList: null).Single();

            AssertDecimal(remainingNotional, result.InterestPrincipal,
@@ -1269,7 +1269,7 @@ namespace YLErp.Modules.SwapModule
                td, td.trade_extend, firstCloseDate, firstCloseDate,
                new List<eod_swap_position>(), new List<swap_position> { position },
                originalNotional, originalNotional, 0m, remainingNotional, 0.5m,
-                (int)SwapEventTypeEnum.平仓, false, false, 1m, originalNotional,
+                (int)SwapEventTypeEnum.平仓, false, originalNotional,
                settment: false).Single();
            var firstCloseCash = Math.Round(firstCloseInterest.InterestAmount, ConsGlobal.MoneyRound,
                MidpointRounding.AwayFromZero);
@@ -1287,13 +1287,13 @@ namespace YLErp.Modules.SwapModule
                td, td.trade_extend, firstCloseDate, firstCloseDate,
                new List<eod_swap_position>(), new List<swap_position> { position },
                remainingNotional, remainingNotional, 0m, remainingNotional, 1m,
-                (int)SwapEventTypeEnum.平仓, false, false, 1m, originalNotional,
+                (int)SwapEventTypeEnum.平仓, false, originalNotional,
                settment: false).Single();
            var replayAtFinalClose = dealService.GetInterests(
                td, td.trade_extend, finalCloseDate, finalCloseDate,
                new List<eod_swap_position>(), new List<swap_position> { position },
                remainingNotional, remainingNotional, 0m, remainingNotional, 1m,
-                (int)SwapEventTypeEnum.平仓, false, false, 1m, originalNotional,
+                (int)SwapEventTypeEnum.平仓, false, originalNotional,
                settment: false).Single();
            var expectedFinalInterest = firstCloseEod.InterestIncomeSum
                + replayAtFinalClose.InterestAmount - replayAtPreviousEod.InterestAmount;
@@ -1307,7 +1307,7 @@ namespace YLErp.Modules.SwapModule
                td, td.trade_extend, finalCloseDate, finalCloseDate,
                new List<eod_swap_position> { firstCloseEod }, new List<swap_position> { position },
                remainingNotional, remainingNotional, 0m, remainingNotional, 1m,
-                (int)SwapEventTypeEnum.平仓, false, false, 1m, originalNotional,
+                (int)SwapEventTypeEnum.平仓, false, originalNotional,
                settment: false).Single();
            var finalCloseCash = Math.Round(finalCloseInterest.InterestAmount, ConsGlobal.MoneyRound,
                MidpointRounding.AwayFromZero);
@@ -1435,7 +1435,7 @@ namespace YLErp.Modules.SwapModule
                td, td.trade_extend, partialCloseDate, partialCloseDate,
                new List<eod_swap_position> { previousEod }, new List<swap_position> { position },
                notional, notional, 0m, partialNotional, partialPercent,
-                (int)SwapEventTypeEnum.平仓, false, false, 0m, notional,
+                (int)SwapEventTypeEnum.平仓, false, notional,
                settment: false).Single();
            AssertDecimal(84090.95m, Math.Round(partial.InterestAmount, ConsGlobal.MoneyRound,
                MidpointRounding.AwayFromZero),
@@ -1445,7 +1445,7 @@ namespace YLErp.Modules.SwapModule
                td, td.trade_extend, maturityDate, maturityDate,
                new List<eod_swap_position>(), new List<swap_position> { position },
                remainingNotional, remainingNotional, 0m, remainingNotional, 1m,
-                (int)SwapEventTypeEnum.平仓, false, false, 0m, remainingNotional,
+                (int)SwapEventTypeEnum.平仓, false, remainingNotional,
                settment: false, newCalcLast: true).Single();
            AssertDecimal(268428.73m, Math.Round(final.InterestAmount, ConsGlobal.MoneyRound,
                MidpointRounding.AwayFromZero),
@@ -1576,7 +1576,7 @@ namespace YLErp.Modules.SwapModule
                td, td.trade_extend, intermediateDate, intermediateDate,
                new List<eod_swap_position> { partialEod }, new List<swap_position> { position },
                remainingNotional, remainingNotional, 0m, remainingNotional, 1m,
-                (int)SwapEventTypeEnum.平仓, false, false, 0m, originalNotional,
+                (int)SwapEventTypeEnum.平仓, false, originalNotional,
                settment: false, newCalcLast: true).Single();
            Assert.IsTrue(Math.Abs(259348.386714765m - intermediateInterest.InterestAmount) <= 0.01m,
                $"5/18 复利平仓应承接 5/11 日终剩余本金的累计利息 Expected approximately 259348.386714765, Actual: {intermediateInterest.InterestAmount}");
@@ -1707,7 +1707,7 @@ namespace YLErp.Modules.SwapModule
                td, td.trade_extend, intermediateDate, intermediateDate,
                new List<eod_swap_position> { partialEod }, new List<swap_position> { position },
                remainingNotional, remainingNotional, 0m, remainingNotional, 1m,
-                (int)SwapEventTypeEnum.平仓, false, false, 0m, originalNotional,
+                (int)SwapEventTypeEnum.平仓, false, originalNotional,
                settment: false, newCalcLast: true).Single();
            Assert.IsTrue(Math.Abs(259348.386714765m - intermediateInterest.InterestAmount) <= 0.01m,
                $"0005 5/18 复利应承接部分平仓后的累计利息 Expected approximately 259348.386714765, Actual: {intermediateInterest.InterestAmount}");
@@ -1740,7 +1740,7 @@ namespace YLErp.Modules.SwapModule
                td, td.trade_extend, finalCloseDate, finalCloseDate,
                new List<eod_swap_position> { intermediateEod }, new List<swap_position> { position },
                remainingNotional, remainingNotional, 0m, remainingNotional, 1m,
-                (int)SwapEventTypeEnum.平仓, false, false, 0m, originalNotional,
+                (int)SwapEventTypeEnum.平仓, false, originalNotional,
                settment: false, newCalcLast: false).Single();
            AssertDecimal(expectedFinalInterest, finalInterest.InterestAmount,
                "0005 最终全平重放时，历史5/18终点必须包含当日利息后再做差额");
@@ -1830,7 +1830,7 @@ namespace YLErp.Modules.SwapModule
                td, td.trade_extend, finalCloseDate, finalCloseDate,
                new List<eod_swap_position> { previousEod }, new List<swap_position> { position },
                remainingNotional, remainingNotional, 0m, remainingNotional, 1m,
-                (int)SwapEventTypeEnum.平仓, false, false, 0m, remainingNotional,
+                (int)SwapEventTypeEnum.平仓, false, remainingNotional,
                settment: false).Single();

            AssertDecimal(expectedInterest, result.InterestAmount,
@@ -1928,7 +1928,7 @@ namespace YLErp.Modules.SwapModule
                td, td.trade_extend, partialCloseDate, partialCloseDate,
                new List<eod_swap_position> { preCloseEod }, new List<swap_position> { position },
                originalNotional, originalNotional, 0m, partialNotional, partialClosePercent,
-                (int)SwapEventTypeEnum.平仓, false, false, 1m, originalNotional,
+                (int)SwapEventTypeEnum.平仓, false, originalNotional,
                settment: false).Single();
            AssertExcelMoney(scenario.ExpectedPartialInterest, partialInterest.InterestAmount,
                $"{scenario.TradeNumber} 5/11 部分平仓利息应匹配 Excel BL 列");
@@ -1977,7 +1977,7 @@ namespace YLErp.Modules.SwapModule
                td, td.trade_extend, finalCloseDate, finalCloseDate,
                new List<eod_swap_position> { finalPreEod }, new List<swap_position> { position },
                remainingNotional, remainingNotional, 0m, remainingNotional, 1m,
-                (int)SwapEventTypeEnum.平仓, false, false, 1m, remainingNotional,
+                (int)SwapEventTypeEnum.平仓, false, remainingNotional,
                settment: false).Single();
            AssertExcelMoney(scenario.ExpectedFinalInterest, finalInterest.InterestAmount,
                $"{scenario.TradeNumber} 5/19 全部平仓利息应匹配 Excel BN 列");
@@ -212,7 +212,7 @@ namespace YLErp.Modules.SwapModule
                Notional, Notional, Notional, Notional,     // posiNotional / long / short / closePosiNotional
                1m,                                         // closePercent
                (int)SwapEventTypeEnum.平仓,
-                false, false, 0m, Notional,                 // tdClose / needPrice / grossPrice / orginPv
+                false, Notional,                          // tdClose / orginPv
                false, settment: false, newCalcLast: false, closeList: null);
            Assert.AreEqual(1, interests.Count);
            return interests[0];
@@ -147,7 +147,7 @@ namespace YLErp.Modules.SwapModule

            var eodPostClose = CreateService().GetInterests(td, td.trade_extend, UnwindDate, UnwindDate,
                eodPositions, positions, Remaining, Remaining, 0m, Closed, 1m,
-                (int)SwapEventTypeEnum.平仓, tdClose: false, needPrice: true, grossPrice: 1m, orginPv: PreClose,
+                (int)SwapEventTypeEnum.平仓, tdClose: false, orginPv: PreClose,
                add: true, settment: false, newCalcLast: false, closeList: null);

            Assert.AreEqual(1, intraday.Count);
@@ -182,7 +182,7 @@ namespace YLErp.Modules.SwapModule

            var eodPostClose = CreateService().GetInterests(td, td.trade_extend, UnwindDate, UnwindDate,
                eodPositions, positions, Remaining, Remaining, 0m, Closed, 1m,
-                (int)SwapEventTypeEnum.平仓, tdClose: false, needPrice: true, grossPrice: 1m, orginPv: PreClose,
+                (int)SwapEventTypeEnum.平仓, tdClose: false, orginPv: PreClose,
                add: true, settment: false, newCalcLast: false, closeList: null);

            Assert.AreEqual(1, intraday.Count);
@@ -210,7 +210,7 @@ namespace YLErp.Modules.SwapModule
            // 全平：剩余=0，平掉=全部 1000
            var result = CreateService().GetInterests(td, td.trade_extend, UnwindDate, UnwindDate,
                eodPositions, positions, 0m, 0m, 0m, PreClose, 1m,
-                (int)SwapEventTypeEnum.平仓, tdClose: false, needPrice: true, grossPrice: 1m, orginPv: PreClose,
+                (int)SwapEventTypeEnum.平仓, tdClose: false, orginPv: PreClose,
                add: true, settment: false, newCalcLast: false, closeList: null);

            Assert.AreEqual(1, result.Count);
@@ -218,5 +218,90 @@ namespace YLErp.Modules.SwapModule
            Assert.IsTrue(result[0].InterestAmount != 0m,
                "mode9 全平时 posi=0，兜底必须以 closePosiNotionalValue(实际平掉额) 为结息本金，结息额非零（兜底钉子）");
        }
+
+        #region CalcEodPostCloseSettleInterests 接缝映射钉子
+
+        /// <summary>
+        /// 参数捕获 stub：拦下 CalcSwapInterests 的全部实参，不触库、不真算。
+        /// </summary>
+        private sealed class CalcSwapInterestsCapture : TestableSwapEodPositionService
+        {
+            public CalcSwapInterestsCapture() : base(nameof(GetInterestsEntrySemanticsTest)) { }
+
+            public List<swap_flow_event> CapturedCloseList = null;
+            public bool CapturedTdClose;
+            public int CapturedEventType;
+            public decimal CapturedPosiNotional;
+            public decimal CapturedClosePosiNotional;
+            public decimal CapturedClosePercent;
+            public decimal CapturedOrginPv;
+            public bool CapturedAdd;
+            public bool CapturedSettment;
+            public bool CapturedNewCalcLast;
+            public int CallCount;
+
+            protected override List<swap_flow_event> CalcSwapInterests(
+                trade td, trade_extend tradeExtend,
+                DateTime valueDate, DateTime unwindDate,
+                List<eod_swap_position> eodPositions, List<swap_position> positions,
+                decimal posiNotionalValue, decimal posiLongNotionalValue, decimal posiShortNotionalValue,
+                decimal closePosiNotionalValue, decimal closePrecent,
+                int eventType, bool tdClose,
+                decimal orginPv,
+                bool add = false, bool settment = true, bool newCalcLast = false,
+                List<swap_flow_event> closeList = null)
+            {
+                CallCount++;
+                CapturedTdClose = tdClose; CapturedEventType = eventType;
+                CapturedPosiNotional = posiNotionalValue; CapturedClosePosiNotional = closePosiNotionalValue;
+                CapturedClosePercent = closePrecent; CapturedOrginPv = orginPv;
+                CapturedAdd = add; CapturedSettment = settment; CapturedNewCalcLast = newCalcLast;
+                CapturedCloseList = closeList;
+                return new List<swap_flow_event>();
+            }
+
+            public List<swap_flow_event> ExposedEodPostCloseSettle(InterestCalcRequest req)
+                => CalcEodPostCloseSettleInterests(req);
+        }
+
+        /// <summary>
+        /// 钉死 InterestCalcRequest.EodPostCloseSettle 工厂 → CalcEodPostCloseSettleInterests →
+        /// CalcSwapInterests 的位置参数转发契约。这段转发是位置传参最易错位的环节
+        /// （posiNotionalValue/closePosiNotionalValue/orginPv 三个相邻同型 decimal，编译器不查错位），
+        /// 任何映射改动（含将来删 needPrice/grossPrice 死参数）都必须保持本断言绿。
+        /// </summary>
+        [TestMethod]
+        public void EOD平仓后收盘_工厂到接缝_参数映射钉死()
+        {
+            var td = CreateTrade();
+            var position = CreatePosition(InterestModeEnum.合约名义本金规模, InterestTypeEnum.单利);
+            var preEod = CreatePreEod(interestSum: 0.05m, principal: PreClose);
+            var positions = new List<swap_position> { position };
+
+            var stub = new CalcSwapInterestsCapture();
+            var req = InterestCalcRequest.EodPostCloseSettle(
+                td, td.trade_extend, UnwindDate, UnwindDate,
+                new List<eod_swap_position> { preEod }, positions,
+                remainingNotionalAfterClose: Remaining, remainingLongNotional: Remaining, remainingShortNotional: 0m,
+                closedNotional: Closed,
+                eventType: (int)SwapEventTypeEnum.平仓, tdClose: false,
+                orginPv: PreClose, add: true, newCalcLast: false);
+
+            stub.ExposedEodPostCloseSettle(req);
+
+            Assert.AreEqual(1, stub.CallCount, "默认实现应恰好调用一次 CalcSwapInterests（虚接缝兼容既有测试替身）");
+            Assert.AreEqual(Remaining, stub.CapturedPosiNotional, "posiNotionalValue 位 = 平仓后剩余(700)——语义核心，错位即红");
+            Assert.AreEqual(Closed, stub.CapturedClosePosiNotional, "closePosiNotionalValue 位 = 实际平掉额(300)");
+            Assert.AreEqual(1m, stub.CapturedClosePercent, "closePrecent 恒 1（全额结息）");
+            Assert.AreEqual((int)SwapEventTypeEnum.平仓, stub.CapturedEventType);
+            Assert.IsFalse(stub.CapturedTdClose);
+            Assert.AreEqual(PreClose, stub.CapturedOrginPv, "orginPv 位 = 上一日终本金——与相邻 decimal 最易错位处");
+            Assert.IsTrue(stub.CapturedAdd);
+            Assert.IsFalse(stub.CapturedSettment, "settment=false：走盘中重放算法（EOD平仓后收盘复用重放）");
+            Assert.IsFalse(stub.CapturedNewCalcLast);
+            Assert.IsNull(stub.CapturedCloseList, "该场景不传 closeList");
+        }
+
+        #endregion
    }
 }
@@ -230,7 +230,7 @@ namespace YLErp.Modules.SwapModule
                eodPositions, new List<swap_position> { position },
                posiNotional, posiNotional, posiNotional, posiNotional, closePercent,
                (int)SwapEventTypeEnum.平仓,
-                false, false, 0, posiNotional, false, settment: false, newCalcLast: newCalcLast, closeList: closeList);
+                false, posiNotional, false, settment: false, newCalcLast: newCalcLast, closeList: closeList);
            AssertInterestEqual(1, interests.Count);
            return interests[0];
        }
@@ -246,7 +246,7 @@ namespace YLErp.Modules.SwapModule
                eodPositions, new List<swap_position> { position },
                Principal, Principal, Principal, Principal, 1m,
                (int)SwapEventTypeEnum.平仓,
-                false, false, 0, Principal, false, settment: true, newCalcLast: false, closeList: closeList);
+                false, Principal, false, settment: true, newCalcLast: false, closeList: closeList);
            AssertInterestEqual(1, interests.Count);
            return interests[0];
        }
@@ -265,7 +265,7 @@ namespace YLErp.Modules.SwapModule
                eodPositions, new List<swap_position> { position },
                posiNotional, posiNotional, posiNotional, posiNotional, closePercent,
                (int)SwapEventTypeEnum.平仓,
-                false, false, 0, posiNotional, false, settment: false, newCalcLast: newCalcLast, closeList: closeList);
+                false, posiNotional, false, settment: false, newCalcLast: newCalcLast, closeList: closeList);
            AssertInterestEqual(1, interests.Count);
            return interests[0];
        }
@@ -281,7 +281,7 @@ namespace YLErp.Modules.SwapModule
                eodPositions, new List<swap_position> { position },
                Principal, Principal, Principal, Principal, 1m,
                (int)SwapEventTypeEnum.平仓,
-                false, false, 0, Principal, false, settment: true, newCalcLast: false, closeList: closeList);
+                false, Principal, false, settment: true, newCalcLast: false, closeList: closeList);
            AssertInterestEqual(1, interests.Count);
            return interests[0];
        }
@@ -324,7 +324,7 @@ namespace YLErp.Modules.SwapModule
                new List<swap_position> { position },
                posiNotional, posiNotional, posiNotional, posiNotional, closePercent,
                (int)SwapEventTypeEnum.平仓,
-                false, false, 0, posiNotional, false, settment: false, newCalcLast: newCalcLast, closeList: closeList);
+                false, posiNotional, false, settment: false, newCalcLast: newCalcLast, closeList: closeList);

            AssertInterestEqual(1, interests.Count);
            return interests[0];
@@ -348,7 +348,7 @@ namespace YLErp.Modules.SwapModule
                new List<swap_position> { position },
                Principal, Principal, Principal, Principal, 1m,
                (int)SwapEventTypeEnum.平仓,
-                false, false, 0, Principal, false, settment: true, newCalcLast: false, closeList: closeList);
+                false, Principal, false, settment: true, newCalcLast: false, closeList: closeList);

            AssertInterestEqual(1, interests.Count);
            return interests[0];
@@ -373,7 +373,7 @@ namespace YLErp.Modules.SwapModule
                new List<swap_position> { position },
                Principal, Principal, Principal, Principal, closePercent,
                (int)SwapEventTypeEnum.自动互换,
-                false, false, 0, Principal, false, settment: false, newCalcLast: false, closeList: closeList);
+                false, Principal, false, settment: false, newCalcLast: false, closeList: closeList);

            AssertInterestEqual(1, interests.Count);
            return interests[0];
@@ -409,7 +409,7 @@ namespace YLErp.Modules.SwapModule
                new List<swap_position> { position },
                posiNotional, posiNotional, posiNotional, posiNotional, closePercent,
                (int)SwapEventTypeEnum.平仓,
-                false, false, 0, posiNotional, false, settment: false, newCalcLast: newCalcLast, closeList: closeList);
+                false, posiNotional, false, settment: false, newCalcLast: newCalcLast, closeList: closeList);

            AssertInterestEqual(1, interests.Count);
            return interests[0];
@@ -432,7 +432,7 @@ namespace YLErp.Modules.SwapModule
                new List<swap_position> { position },
                Principal, Principal, Principal, Principal, 1m,
                (int)SwapEventTypeEnum.平仓,
-                false, false, 0, Principal, false, settment: true, newCalcLast: false, closeList: closeList);
+                false, Principal, false, settment: true, newCalcLast: false, closeList: closeList);

            AssertInterestEqual(1, interests.Count);
            return interests[0];
@@ -1718,7 +1718,7 @@ namespace YLErp.Modules.SwapModule
                new List<swap_position> { position },
                posiNotional, posiNotional, posiNotional, posiNotional, closePercent,
                (int)SwapEventTypeEnum.平仓,
-                false, false, 0, posiNotional, false, settment: false, newCalcLast: newCalcLast, closeList: closeList);
+                false, posiNotional, false, settment: false, newCalcLast: newCalcLast, closeList: closeList);

            AssertInterestEqual(1, interests.Count);
            return interests[0];
@@ -1749,7 +1749,7 @@ namespace YLErp.Modules.SwapModule
                new List<swap_position> { position },
                posiNotional, posiNotional, posiNotional, posiNotional, closePercent,
                (int)SwapEventTypeEnum.平仓,
-                false, false, 0, posiNotional, false, settment: false, newCalcLast: newCalcLast, closeList: closeList);
+                false, posiNotional, false, settment: false, newCalcLast: newCalcLast, closeList: closeList);

            AssertInterestEqual(1, interests.Count);
            return interests[0];
@@ -100,8 +100,8 @@ namespace UnitTestProject.Modules.SwapModule.Margin
                        oldList = svc.GetInterests(td, extend, valueDate, valueDate,
                            preEods, marginPositions,
                            0m, 0m, 0m, 0m, 1.0m,
-                            (int)SwapEventTypeEnum.自动互换, tdClose: false, needPrice: false,
-                            grossPrice: 0m, orginPv: 0m,
+                            (int)SwapEventTypeEnum.自动互换, tdClose: false,
+                            orginPv: 0m,
                            add: false, settment: true, newCalcLast: false, closeList: null);
                    }
                    catch (Exception ex)
@@ -120,7 +120,7 @@ namespace YLErp.Modules.SwapModule
            var interests = service.GetInterests(td, td.trade_extend, unwindDate, unwindDate,
                new List<eod_swap_position>(), new List<swap_position> { position },
                Principal, Principal, Principal, Principal, 1m,
-                (int)SwapEventTypeEnum.平仓, false, false, Principal, Principal,
+                (int)SwapEventTypeEnum.平仓, false, Principal,
                add: false, settment: false, newCalcLast: false);
            return interests.Count > 0 ? interests[0].InterestAmount : 0m;
        }
@@ -143,7 +143,7 @@ namespace YLErp.Modules.SwapModule
            var interests = service.GetInterests(td, td.trade_extend, valueDate, valueDate,
                new List<eod_swap_position> { preEod }, new List<swap_position> { position },
                Principal, Principal, Principal, Principal, 1m,
-                (int)SwapEventTypeEnum.平仓, false, false, Principal, Principal,
+                (int)SwapEventTypeEnum.平仓, false, Principal,
                add: false, settment: true, newCalcLast: false);
            if (interests.Count == 0) return (0m, 0m);
            return (interests[0].TdInterestAmount, interests[0].InterestAmount);
@@ -314,7 +314,7 @@ namespace YLErp.Modules.SwapModule
            var i5 = svc5.GetInterests(td, td.trade_extend, day5, day5,
                new List<eod_swap_position>(), new List<swap_position> { position },
                Principal, Principal, Principal, Principal, 1m,
-                (int)SwapEventTypeEnum.平仓, false, false, Principal, Principal,
+                (int)SwapEventTypeEnum.平仓, false, Principal,
                settment: false);
            decimal swap1 = i5.Count > 0 ? i5[0].InterestAmount : 0m;

@@ -323,7 +323,7 @@ namespace YLErp.Modules.SwapModule
            var i10 = svc10.GetInterests(td, td.trade_extend, day10, day10,
                new List<eod_swap_position>(), new List<swap_position> { position },
                Principal, Principal, Principal, Principal, 1m,
-                (int)SwapEventTypeEnum.平仓, false, false, Principal, Principal,
+                (int)SwapEventTypeEnum.平仓, false, Principal,
                settment: false);
            decimal swap2 = i10.Count > 0 ? i10[0].InterestAmount : 0m;

@@ -333,7 +333,7 @@ namespace YLErp.Modules.SwapModule
            var i15 = svc15.GetInterests(td, td.trade_extend, day15, day15,
                new List<eod_swap_position>(), new List<swap_position> { position },
                Principal, Principal, Principal, Principal, 1m,
-                (int)SwapEventTypeEnum.平仓, false, false, Principal, Principal,
+                (int)SwapEventTypeEnum.平仓, false, Principal,
                settment: false);
            decimal finalUnwind = i15.Count > 0 ? i15[0].InterestAmount : 0m;

@@ -363,7 +363,7 @@ namespace YLErp.Modules.SwapModule
            var interests = svc.GetInterests(td, td.trade_extend, unwindDate, unwindDate,
                new List<eod_swap_position>(), new List<swap_position> { position },
                Principal, Principal, Principal, Principal, 1m,
-                (int)SwapEventTypeEnum.平仓, false, false, Principal, Principal,
+                (int)SwapEventTypeEnum.平仓, false, Principal,
                settment: false);
            return interests.Count > 0 ? interests[0].InterestAmount : 0m;
        }
@@ -104,7 +104,7 @@ namespace YLErp.Modules.SwapModule
                var eod = new List<eod_swap_position> { MakeEod(valueDate, PrepayRemaining, 0m) };
                var fe = _svc.GetInterests(td, td.trade_extend, FullDate, FullDate, eod,
                    new List<swap_position> { pos }, PrepayFix, PrepayFix, PrepayFix, PrepayFix, 1m,
-                    (int)SwapEventTypeEnum.平仓, false, false, 0, PrepayFix, false,
+                    (int)SwapEventTypeEnum.平仓, false, PrepayFix, false,
                    settment: false, newCalcLast: calcLast, closeList: null)[0];
                var trace = SwapCalcTrace.Dump();
                Console.WriteLine(trace);
@@ -102,8 +102,8 @@ namespace YLErp.Modules.SwapModule
                trade td, trade_extend tradeExtend, DateTime valueDate, DateTime unwindDate,
                List<eod_swap_position> eodPositions, List<swap_position> positions,
                decimal posiNotionalValue, decimal posiLongNotionalValue, decimal posiShortNotionalValue,
-                decimal closePosiNotionalValue, decimal closePrecent, int eventType, bool tdClose, bool needPrice,
-                decimal grossPrice, decimal orginPv, bool add = false, bool settment = true, bool newCalcLast = false,
+                decimal closePosiNotionalValue, decimal closePrecent, int eventType, bool tdClose,
+                decimal orginPv, bool add = false, bool settment = true, bool newCalcLast = false,
                List<swap_flow_event> closeList = null)
            {
                return positions.Select(p => new swap_flow_event
@@ -82,7 +82,7 @@ namespace YLErp.Modules.SwapModule
                new List<eod_swap_position> { previousEod }, new List<swap_position> { position },
                closeCase.RemainingNotional, closeCase.RemainingNotional, 0m,
                closeCase.RemainingNotional, 1m, (int)SwapEventTypeEnum.平仓,
-                false, false, 0m,
+                false,
                closeCase.InterestType == 0 ? closeCase.RemainingNotional : closeCase.OriginalNotional,
                add: false, settment: false, newCalcLast: false).Single();

@@ -57,16 +57,16 @@ namespace UnitTestProject.Modules.SwapModule
                trade td, trade_extend tradeExtend, DateTime valueDate, DateTime unwindDate,
                List<eod_swap_position> eodPositions, List<swap_position> positions,
                decimal posiNotionalValue, decimal posiLongNotionalValue, decimal posiShortNotionalValue,
-                decimal closePosiNotionalValue, decimal closePrecent, int eventType, bool tdClose, bool needPrice,
-                decimal grossPrice, decimal orginPv, bool add = false, bool settment = true, bool newCalcLast = false,
+                decimal closePosiNotionalValue, decimal closePrecent, int eventType, bool tdClose,
+                decimal orginPv, bool add = false, bool settment = true, bool newCalcLast = false,
                List<swap_flow_event> closeList = null)
            {
                var svc = new StubSwapDealService(
                    new OptUserInfo(0, nameof(SwapInterestScenario1And2Test), OptUserFrom.UnitTest), _floatRates);
                return svc.GetInterests(td, tradeExtend, valueDate, unwindDate,
                    eodPositions, positions, posiNotionalValue, posiLongNotionalValue, posiShortNotionalValue,
-                    closePosiNotionalValue, closePrecent, eventType, tdClose, needPrice,
-                    grossPrice, orginPv, add, settment, newCalcLast, closeList);
+                    closePosiNotionalValue, closePrecent, eventType, tdClose,
+                    orginPv, add, settment, newCalcLast, closeList);
            }

            public eod_swap_position ExecuteClose(trade td, swap_position position, DateTime valueDate,
@@ -213,7 +213,7 @@ namespace UnitTestProject.Modules.SwapModule
                prevEod, new List<swap_position> { position },
                closeNotional, closeNotional, 0m, closeNotional, 1m,
                (int)SwapEventTypeEnum.平仓,
-                false, false, 0m, closeNotional, false, settment: false, newCalcLast: isMaturity);
+                false, closeNotional, false, settment: false, newCalcLast: isMaturity);
            Assert.AreEqual(1, interests.Count);
            return interests[0];
        }
@@ -179,16 +179,16 @@ namespace UnitTestProject.Modules.SwapModule
                trade td, trade_extend tradeExtend, DateTime valueDate, DateTime unwindDate,
                List<eod_swap_position> eodPositions, List<swap_position> positions,
                decimal posiNotionalValue, decimal posiLongNotionalValue, decimal posiShortNotionalValue,
-                decimal closePosiNotionalValue, decimal closePrecent, int eventType, bool tdClose, bool needPrice,
-                decimal grossPrice, decimal orginPv, bool add = false, bool settment = true, bool newCalcLast = false,
+                decimal closePosiNotionalValue, decimal closePrecent, int eventType, bool tdClose,
+                decimal orginPv, bool add = false, bool settment = true, bool newCalcLast = false,
                List<swap_flow_event> closeList = null)
            {
                var svc = new RealSwapDealService(
                    new OptUserInfo(0, nameof(SwapInterestScenario3And4FloatingTest), OptUserFrom.UnitTest), _floatRates, FlowEvents);
                var interests = svc.GetInterests(td, tradeExtend, valueDate, unwindDate,
                    eodPositions, positions, posiNotionalValue, posiLongNotionalValue, posiShortNotionalValue,
-                    closePosiNotionalValue, closePrecent, eventType, tdClose, needPrice,
-                    grossPrice, orginPv, add, settment, newCalcLast, closeList);
+                    closePosiNotionalValue, closePrecent, eventType, tdClose,
+                    orginPv, add, settment, newCalcLast, closeList);
                // 捕获 base InterestPrincipal（= EOD:1406 行赋给 TdInterestPrincipal 的值，反推前），供 TdInterestPrincipal 断言镜像分叉。
                LastBaseInterestPrincipal = interests.Count > 0 ? interests[0].InterestPrincipal : 0m;
                return interests;
@@ -396,7 +396,7 @@ namespace UnitTestProject.Modules.SwapModule
                prevEod, new List<swap_position> { position },
                closeNotional, closeNotional, 0m, closeNotional, 1m,
                (int)SwapEventTypeEnum.平仓,
-                false, false, 0m, closeNotional, false, settment: false, newCalcLast: isMaturity);
+                false, closeNotional, false, settment: false, newCalcLast: isMaturity);
            Assert.AreEqual(1, interests.Count);
            return interests[0];
        }
@@ -80,15 +80,15 @@ namespace YLErp.Modules.SwapModule
                trade td, trade_extend tradeExtend, DateTime valueDate, DateTime unwindDate,
                List<eod_swap_position> eodPositions, List<swap_position> positions,
                decimal posiNotionalValue, decimal posiLongNotionalValue, decimal posiShortNotionalValue,
-                decimal closePosiNotionalValue, decimal closePrecent, int eventType, bool tdClose, bool needPrice,
-                decimal grossPrice, decimal orginPv, bool add = false, bool settment = true, bool newCalcLast = false,
+                decimal closePosiNotionalValue, decimal closePrecent, int eventType, bool tdClose,
+                decimal orginPv, bool add = false, bool settment = true, bool newCalcLast = false,
                List<swap_flow_event> closeList = null)
            {
                LastInterestCalculationPositions = positions;
                return base.CalcSwapInterests(td, tradeExtend, valueDate, unwindDate,
                    eodPositions, positions, posiNotionalValue, posiLongNotionalValue, posiShortNotionalValue,
-                    closePosiNotionalValue, closePrecent, eventType, tdClose, needPrice,
-                    grossPrice, orginPv, add, settment, newCalcLast, closeList);
+                    closePosiNotionalValue, closePrecent, eventType, tdClose,
+                    orginPv, add, settment, newCalcLast, closeList);
            }

            public void ExecuteSwapPositionCompose(DateTime settleDate, DateTime preSettleDate)
@@ -60,16 +60,16 @@ namespace UnitTestProject.Modules.SwapModule
                trade td, trade_extend tradeExtend, DateTime valueDate, DateTime unwindDate,
                List<eod_swap_position> eodPositions, List<swap_position> positions,
                decimal posiNotionalValue, decimal posiLongNotionalValue, decimal posiShortNotionalValue,
-                decimal closePosiNotionalValue, decimal closePrecent, int eventType, bool tdClose, bool needPrice,
-                decimal grossPrice, decimal orginPv, bool add = false, bool settment = true, bool newCalcLast = false,
+                decimal closePosiNotionalValue, decimal closePrecent, int eventType, bool tdClose,
+                decimal orginPv, bool add = false, bool settment = true, bool newCalcLast = false,
                List<swap_flow_event> closeList = null)
            {
                var svc = new StubSwapDealService(
                    new OptUserInfo(0, nameof(SwapSingleTradeVerificationTest), OptUserFrom.UnitTest), _floatRates);
                return svc.GetInterests(td, tradeExtend, valueDate, unwindDate,
                    eodPositions, positions, posiNotionalValue, posiLongNotionalValue, posiShortNotionalValue,
-                    closePosiNotionalValue, closePrecent, eventType, tdClose, needPrice,
-                    grossPrice, orginPv, add, settment, newCalcLast, closeList);
+                    closePosiNotionalValue, closePrecent, eventType, tdClose,
+                    orginPv, add, settment, newCalcLast, closeList);
            }

            public eod_swap_position ExecuteClose(trade td, swap_position position, DateTime valueDate,
@@ -215,7 +215,7 @@ namespace UnitTestProject.Modules.SwapModule
                prevEod, new List<swap_position> { position },
                closeNotional, closeNotional, 0m, closeNotional, 1m,
                (int)SwapEventTypeEnum.平仓,
-                false, false, 0m, closeNotional, false, settment: false, newCalcLast: isMaturity);
+                false, closeNotional, false, settment: false, newCalcLast: isMaturity);
            Assert.AreEqual(1, interests.Count);
            return interests[0];
        }
@@ -95,7 +95,7 @@ namespace YLErp.Modules.SwapModule
                eodPositions, new List<swap_position> { position },
                UnderlyingNotional, UnderlyingNotional, UnderlyingNotional, UnderlyingNotional, closePercent,
                (int)SwapEventTypeEnum.平仓,
-                false, false, 0, UnderlyingNotional, false, settment: false, newCalcLast: false, closeList: null);
+                false, UnderlyingNotional, false, settment: false, newCalcLast: false, closeList: null);
            Assert.AreEqual(1, interests.Count, "预付金腿应生成 1 条 flow_event");
            return interests[0];
        }
@@ -113,7 +113,7 @@ namespace YLErp.Modules.SwapModule
                eodPositions, new List<swap_position> { position },
                notional, notional, notional, notional, closePercent,
                (int)SwapEventTypeEnum.平仓,
-                false, false, 0, notional, false, settment: false, newCalcLast: false, closeList: null);
+                false, notional, false, settment: false, newCalcLast: false, closeList: null);
            Assert.AreEqual(1, interests.Count, "预付金腿应生成 1 条 flow_event");
            return interests[0];
        }
@@ -281,7 +281,7 @@ namespace YLErp.Modules.SwapModule
                eod, new List<swap_position> { position },
                fix, fix, fix, fix, closePercent,
                (int)SwapEventTypeEnum.平仓,
-                false, false, 0, fix, false, settment: false, newCalcLast: false, closeList: null);
+                false, fix, false, settment: false, newCalcLast: false, closeList: null);
            Assert.AreEqual(1, interests.Count, "预付金腿应生成 1 条 flow_event");
            return interests[0];
        }
@@ -375,7 +375,7 @@ namespace YLErp.Modules.SwapModule
                eod, new List<swap_position> { position },
                notional, notional, notional, notional * closePercent, closePercent,
                (int)SwapEventTypeEnum.平仓,
-                false, false, 0, notional, false, settment: false, newCalcLast: false, closeList: null);
+                false, notional, false, settment: false, newCalcLast: false, closeList: null);
            Assert.AreEqual(1, interests.Count, "非预付金腿应生成 1 条 flow_event");
            return interests[0];
        }
@@ -490,7 +490,7 @@ namespace YLErp.Modules.SwapModule
                eodPos, new List<swap_position> { position },
                baseP, baseP, baseP, baseP * closePercent, closePercent,
                (int)SwapEventTypeEnum.平仓,
-                false, false, 0, baseP, false, settment: eodPath, newCalcLast: false, closeList: null);
+                false, baseP, false, settment: eodPath, newCalcLast: false, closeList: null);
            Assert.AreEqual(1, interests.Count, $"mode={mode} 应生成 1 条 flow_event");
            return interests[0];
        }
@@ -123,7 +123,7 @@ namespace YLErp.Modules.SwapModule
                MakeLastEod(), new List<swap_position> { position },
                currentNotional, currentNotional, currentNotional, currentNotional * closePercent, closePercent,
                (int)SwapEventTypeEnum.平仓,
-                false, false, 0, N, false, settment: false, newCalcLast: false, closeList: null);
+                false, N, false, settment: false, newCalcLast: false, closeList: null);
            Assert.AreEqual(1, interests.Count, "标的期初全价腿应生成 1 条 flow_event");
            return interests[0];
        }
@@ -627,7 +627,7 @@ namespace YLErp.Modules.SwapModule
        public List<swap_flow_event> GetIntradayUnwindInterests(InterestCalcRequest req)
            => GetInterests(req.Td, req.TradeExtend, req.ValueDate, req.UnwindDate, req.EodPositions, req.Positions,
                req.PosiNotionalValue, req.PosiLongNotionalValue, req.PosiShortNotionalValue, req.ClosePosiNotionalValue,
-                req.ClosePercent, req.EventType, req.TdClose, needPrice: false, grossPrice: 0m,
+                req.ClosePercent, req.EventType, req.TdClose,
                req.OrginPv, req.Add, settment: false, req.NewCalcLast, req.CloseList);

        public List<swap_flow_event> GetInterests(
@@ -644,8 +644,6 @@ namespace YLErp.Modules.SwapModule
            decimal closePrecent,
            int eventType,
            bool tdClose,
-            bool needPrice,
-            decimal grossPrice,
            decimal orginPv,
            bool add = false,
            bool settment = true,
@@ -1110,7 +1108,7 @@ namespace YLErp.Modules.SwapModule
            }

            return InitSwapDealInterest(td, valueDate, endDate,  rate, position, add, swap, posiPrincipal,
-                closePrincipal, closePercent, annualDays, eventType, preEod, false,
+                closePrincipal, closePercent, annualDays, eventType, preEod,
                orginPv, calcFirst, calcLast, consumedInterest);
        }
        /// <summary>
@@ -1165,7 +1163,6 @@ namespace YLErp.Modules.SwapModule
            int annualDays,
            int eventType,
            eod_swap_position preEodPosition,
-            bool needPrice,
            decimal orginPv,
            bool calcFirst,
            bool calcLast,
@@ -82,8 +82,9 @@ namespace YLErp.Modules.SwapModule
        }

        /// <summary>
-        /// 计算利息腿利息明细（生产: new SwapDealService(this).GetInterests；测试: 用StubSwapDealService内存算）
+        /// 计算利息腿利息明细（生产: new SwapDealService(this).GetInterests；测试: 用StubSwapDealService内存算）。
        /// 参数与 SwapDealService.GetInterests 完全一致，保证行为不变。
+        /// （needPrice/grossPrice 死参数已随 2026-08 收口删除，两侧同步。）
        /// </summary>
        protected virtual List<swap_flow_event> CalcSwapInterests(
            trade td, trade_extend tradeExtend,
@@ -91,15 +92,15 @@ namespace YLErp.Modules.SwapModule
            List<eod_swap_position> eodPositions, List<swap_position> positions,
            decimal posiNotionalValue, decimal posiLongNotionalValue, decimal posiShortNotionalValue,
            decimal closePosiNotionalValue, decimal closePrecent,
-            int eventType, bool tdClose, bool needPrice,
-            decimal grossPrice, decimal orginPv,
+            int eventType, bool tdClose,
+            decimal orginPv,
            bool add = false, bool settment = true, bool newCalcLast = false,
            List<swap_flow_event> closeList = null)
        {
            return new SwapDealService(this).GetInterests(td, tradeExtend, valueDate, unwindDate,
                eodPositions, positions, posiNotionalValue, posiLongNotionalValue, posiShortNotionalValue,
-                closePosiNotionalValue, closePrecent, eventType, tdClose, needPrice,
-                grossPrice, orginPv, add, settment, newCalcLast, closeList);
+                closePosiNotionalValue, closePrecent, eventType, tdClose,
+                orginPv, add, settment, newCalcLast, closeList);
        }

        /// <summary>
@@ -112,8 +113,8 @@ namespace YLErp.Modules.SwapModule
        protected virtual List<swap_flow_event> CalcEodPostCloseSettleInterests(InterestCalcRequest req)
            => CalcSwapInterests(req.Td, req.TradeExtend, req.ValueDate, req.UnwindDate, req.EodPositions, req.Positions,
                req.PosiNotionalValue, req.PosiLongNotionalValue, req.PosiShortNotionalValue,
-                req.ClosePosiNotionalValue, req.ClosePercent, req.EventType, req.TdClose, needPrice: true,
-                grossPrice: 0m, req.OrginPv, req.Add, settment: false, req.NewCalcLast, req.CloseList);
+                req.ClosePosiNotionalValue, req.ClosePercent, req.EventType, req.TdClose,
+                req.OrginPv, req.Add, settment: false, req.NewCalcLast, req.CloseList);

        // FindTrade 已上提到基类 SwapTradeBaseService（三子类实现一致，消除重复）

@@ -1158,7 +1159,7 @@ namespace YLErp.Modules.SwapModule
            {
                orginPv = eodPayPosition.InterestPrincipalFix;
            }
-            var interests = CalcSwapInterests(td, td.trade_extend, valueDate, valueDate, preEodPositions, positions, posiNotionalValue, posiLongNotional, posiShortNational, posiNotionalValue, closePercent, (int)SwapEventTypeEnum.自动互换, false, true, grossPrice, orginPv, true);
+            var interests = CalcSwapInterests(td, td.trade_extend, valueDate, valueDate, preEodPositions, positions, posiNotionalValue, posiLongNotional, posiShortNational, posiNotionalValue, closePercent, (int)SwapEventTypeEnum.自动互换, false, orginPv, true);
            decimal interestAmountBeforeSettlement = interests.Sum(x => x.InterestAmount);
            decimal tdInterestAmount = interests.Sum(x => x.TdInterestAmount);

@@ -1576,7 +1577,7 @@ namespace YLErp.Modules.SwapModule
            {
                preEodPositions.Add(eodPayPosition);
            }
-            var interests = CalcSwapInterests(td, td.trade_extend, valueDate, valueDate, preEodPositions, positions, posiNotionalValue, posiLongNational, posiShortNational, posiNotionalValue, closePercent, 0, false, needPrice, grossPrice, orginPv);
+            var interests = CalcSwapInterests(td, td.trade_extend, valueDate, valueDate, preEodPositions, positions, posiNotionalValue, posiLongNational, posiShortNational, posiNotionalValue, closePercent, 0, false, orginPv);
            UpdateDbOption(newEodPayPosition);

            newEodPayPosition.PosiStatus = 0;