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。
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hjhan
@@ -65,8 +65,8 @@ namespace YLErp.Modules.SwapModule
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List<eod_swap_position> eodPositions, List<swap_position> positions,
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decimal posiNotionalValue, decimal posiLongNotionalValue, decimal posiShortNotionalValue,
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decimal closePosiNotionalValue, decimal closePrecent,
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int eventType, bool tdClose, bool needPrice,
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decimal grossPrice, decimal orginPv,
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int eventType, bool tdClose,
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decimal orginPv,
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bool add = false, bool settment = true, bool newCalcLast = false,
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List<swap_flow_event> closeList = null)
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{
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@@ -78,8 +78,8 @@ namespace YLErp.Modules.SwapModule
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return (DealService ?? new SwapDealService(this)).GetInterests(td, tradeExtend, valueDate, unwindDate,
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eodPositions, positions, posiNotionalValue, posiLongNotionalValue, posiShortNotionalValue,
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closePosiNotionalValue, closePrecent, eventType, tdClose, needPrice,
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grossPrice, orginPv, add, settment, newCalcLast, closeList);
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closePosiNotionalValue, closePrecent, eventType, tdClose,
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orginPv, add, settment, newCalcLast, closeList);
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}
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// public 包装：让测试能调用 protected 方法
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@@ -1230,7 +1230,7 @@ namespace YLErp.Modules.SwapModule
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td, td.trade_extend, closeDate, closeDate,
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new List<eod_swap_position> { previousEod }, new List<swap_position> { position },
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remainingNotional, remainingNotional, 0m, remainingNotional, 1m,
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(int)SwapEventTypeEnum.平仓, false, false, 1m, orginPv,
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(int)SwapEventTypeEnum.平仓, false, orginPv,
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false, settment: false, newCalcLast: false, closeList: null).Single();
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AssertDecimal(remainingNotional, result.InterestPrincipal,
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@@ -1269,7 +1269,7 @@ namespace YLErp.Modules.SwapModule
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td, td.trade_extend, firstCloseDate, firstCloseDate,
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new List<eod_swap_position>(), new List<swap_position> { position },
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originalNotional, originalNotional, 0m, remainingNotional, 0.5m,
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(int)SwapEventTypeEnum.平仓, false, false, 1m, originalNotional,
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(int)SwapEventTypeEnum.平仓, false, originalNotional,
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settment: false).Single();
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var firstCloseCash = Math.Round(firstCloseInterest.InterestAmount, ConsGlobal.MoneyRound,
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MidpointRounding.AwayFromZero);
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@@ -1287,13 +1287,13 @@ namespace YLErp.Modules.SwapModule
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td, td.trade_extend, firstCloseDate, firstCloseDate,
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new List<eod_swap_position>(), new List<swap_position> { position },
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remainingNotional, remainingNotional, 0m, remainingNotional, 1m,
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(int)SwapEventTypeEnum.平仓, false, false, 1m, originalNotional,
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(int)SwapEventTypeEnum.平仓, false, originalNotional,
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settment: false).Single();
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var replayAtFinalClose = dealService.GetInterests(
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td, td.trade_extend, finalCloseDate, finalCloseDate,
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new List<eod_swap_position>(), new List<swap_position> { position },
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remainingNotional, remainingNotional, 0m, remainingNotional, 1m,
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(int)SwapEventTypeEnum.平仓, false, false, 1m, originalNotional,
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(int)SwapEventTypeEnum.平仓, false, originalNotional,
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settment: false).Single();
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var expectedFinalInterest = firstCloseEod.InterestIncomeSum
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+ replayAtFinalClose.InterestAmount - replayAtPreviousEod.InterestAmount;
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@@ -1307,7 +1307,7 @@ namespace YLErp.Modules.SwapModule
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td, td.trade_extend, finalCloseDate, finalCloseDate,
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new List<eod_swap_position> { firstCloseEod }, new List<swap_position> { position },
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remainingNotional, remainingNotional, 0m, remainingNotional, 1m,
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(int)SwapEventTypeEnum.平仓, false, false, 1m, originalNotional,
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(int)SwapEventTypeEnum.平仓, false, originalNotional,
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settment: false).Single();
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var finalCloseCash = Math.Round(finalCloseInterest.InterestAmount, ConsGlobal.MoneyRound,
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MidpointRounding.AwayFromZero);
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@@ -1435,7 +1435,7 @@ namespace YLErp.Modules.SwapModule
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td, td.trade_extend, partialCloseDate, partialCloseDate,
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new List<eod_swap_position> { previousEod }, new List<swap_position> { position },
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notional, notional, 0m, partialNotional, partialPercent,
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(int)SwapEventTypeEnum.平仓, false, false, 0m, notional,
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(int)SwapEventTypeEnum.平仓, false, notional,
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settment: false).Single();
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AssertDecimal(84090.95m, Math.Round(partial.InterestAmount, ConsGlobal.MoneyRound,
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MidpointRounding.AwayFromZero),
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@@ -1445,7 +1445,7 @@ namespace YLErp.Modules.SwapModule
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td, td.trade_extend, maturityDate, maturityDate,
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new List<eod_swap_position>(), new List<swap_position> { position },
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remainingNotional, remainingNotional, 0m, remainingNotional, 1m,
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(int)SwapEventTypeEnum.平仓, false, false, 0m, remainingNotional,
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(int)SwapEventTypeEnum.平仓, false, remainingNotional,
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settment: false, newCalcLast: true).Single();
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AssertDecimal(268428.73m, Math.Round(final.InterestAmount, ConsGlobal.MoneyRound,
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MidpointRounding.AwayFromZero),
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@@ -1576,7 +1576,7 @@ namespace YLErp.Modules.SwapModule
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td, td.trade_extend, intermediateDate, intermediateDate,
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new List<eod_swap_position> { partialEod }, new List<swap_position> { position },
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remainingNotional, remainingNotional, 0m, remainingNotional, 1m,
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(int)SwapEventTypeEnum.平仓, false, false, 0m, originalNotional,
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(int)SwapEventTypeEnum.平仓, false, originalNotional,
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settment: false, newCalcLast: true).Single();
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Assert.IsTrue(Math.Abs(259348.386714765m - intermediateInterest.InterestAmount) <= 0.01m,
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$"5/18 复利平仓应承接 5/11 日终剩余本金的累计利息 Expected approximately 259348.386714765, Actual: {intermediateInterest.InterestAmount}");
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@@ -1707,7 +1707,7 @@ namespace YLErp.Modules.SwapModule
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td, td.trade_extend, intermediateDate, intermediateDate,
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new List<eod_swap_position> { partialEod }, new List<swap_position> { position },
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remainingNotional, remainingNotional, 0m, remainingNotional, 1m,
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(int)SwapEventTypeEnum.平仓, false, false, 0m, originalNotional,
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(int)SwapEventTypeEnum.平仓, false, originalNotional,
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settment: false, newCalcLast: true).Single();
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Assert.IsTrue(Math.Abs(259348.386714765m - intermediateInterest.InterestAmount) <= 0.01m,
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$"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}");
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@@ -1740,7 +1740,7 @@ namespace YLErp.Modules.SwapModule
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td, td.trade_extend, finalCloseDate, finalCloseDate,
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new List<eod_swap_position> { intermediateEod }, new List<swap_position> { position },
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remainingNotional, remainingNotional, 0m, remainingNotional, 1m,
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(int)SwapEventTypeEnum.平仓, false, false, 0m, originalNotional,
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(int)SwapEventTypeEnum.平仓, false, originalNotional,
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settment: false, newCalcLast: false).Single();
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AssertDecimal(expectedFinalInterest, finalInterest.InterestAmount,
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"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");
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@@ -1830,7 +1830,7 @@ namespace YLErp.Modules.SwapModule
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td, td.trade_extend, finalCloseDate, finalCloseDate,
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new List<eod_swap_position> { previousEod }, new List<swap_position> { position },
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remainingNotional, remainingNotional, 0m, remainingNotional, 1m,
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(int)SwapEventTypeEnum.平仓, false, false, 0m, remainingNotional,
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(int)SwapEventTypeEnum.平仓, false, remainingNotional,
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settment: false).Single();
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AssertDecimal(expectedInterest, result.InterestAmount,
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@@ -1928,7 +1928,7 @@ namespace YLErp.Modules.SwapModule
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td, td.trade_extend, partialCloseDate, partialCloseDate,
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new List<eod_swap_position> { preCloseEod }, new List<swap_position> { position },
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originalNotional, originalNotional, 0m, partialNotional, partialClosePercent,
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(int)SwapEventTypeEnum.平仓, false, false, 1m, originalNotional,
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(int)SwapEventTypeEnum.平仓, false, originalNotional,
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settment: false).Single();
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AssertExcelMoney(scenario.ExpectedPartialInterest, partialInterest.InterestAmount,
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$"{scenario.TradeNumber} 5/11 部分平仓利息应匹配 Excel BL 列");
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@@ -1977,7 +1977,7 @@ namespace YLErp.Modules.SwapModule
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td, td.trade_extend, finalCloseDate, finalCloseDate,
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new List<eod_swap_position> { finalPreEod }, new List<swap_position> { position },
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remainingNotional, remainingNotional, 0m, remainingNotional, 1m,
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(int)SwapEventTypeEnum.平仓, false, false, 1m, remainingNotional,
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(int)SwapEventTypeEnum.平仓, false, remainingNotional,
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settment: false).Single();
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AssertExcelMoney(scenario.ExpectedFinalInterest, finalInterest.InterestAmount,
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$"{scenario.TradeNumber} 5/19 全部平仓利息应匹配 Excel BN 列");
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