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
@@ -147,7 +147,7 @@ namespace YLErp.Modules.SwapModule
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var eodPostClose = CreateService().GetInterests(td, td.trade_extend, UnwindDate, UnwindDate,
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eodPositions, positions, Remaining, Remaining, 0m, Closed, 1m,
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(int)SwapEventTypeEnum.平仓, tdClose: false, needPrice: true, grossPrice: 1m, orginPv: PreClose,
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(int)SwapEventTypeEnum.平仓, tdClose: false, orginPv: PreClose,
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add: true, settment: false, newCalcLast: false, closeList: null);
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Assert.AreEqual(1, intraday.Count);
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@@ -182,7 +182,7 @@ namespace YLErp.Modules.SwapModule
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var eodPostClose = CreateService().GetInterests(td, td.trade_extend, UnwindDate, UnwindDate,
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eodPositions, positions, Remaining, Remaining, 0m, Closed, 1m,
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(int)SwapEventTypeEnum.平仓, tdClose: false, needPrice: true, grossPrice: 1m, orginPv: PreClose,
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(int)SwapEventTypeEnum.平仓, tdClose: false, orginPv: PreClose,
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add: true, settment: false, newCalcLast: false, closeList: null);
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Assert.AreEqual(1, intraday.Count);
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@@ -210,7 +210,7 @@ namespace YLErp.Modules.SwapModule
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// 全平：剩余=0，平掉=全部 1000
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var result = CreateService().GetInterests(td, td.trade_extend, UnwindDate, UnwindDate,
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eodPositions, positions, 0m, 0m, 0m, PreClose, 1m,
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(int)SwapEventTypeEnum.平仓, tdClose: false, needPrice: true, grossPrice: 1m, orginPv: PreClose,
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(int)SwapEventTypeEnum.平仓, tdClose: false, orginPv: PreClose,
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add: true, settment: false, newCalcLast: false, closeList: null);
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Assert.AreEqual(1, result.Count);
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@@ -218,5 +218,90 @@ namespace YLErp.Modules.SwapModule
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Assert.IsTrue(result[0].InterestAmount != 0m,
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"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）");
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}
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#region CalcEodPostCloseSettleInterests 接缝映射钉子
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/// <summary>
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/// 参数捕获 stub：拦下 CalcSwapInterests 的全部实参，不触库、不真算。
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/// </summary>
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private sealed class CalcSwapInterestsCapture : TestableSwapEodPositionService
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{
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public CalcSwapInterestsCapture() : base(nameof(GetInterestsEntrySemanticsTest)) { }
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public List<swap_flow_event> CapturedCloseList = null;
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public bool CapturedTdClose;
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public int CapturedEventType;
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public decimal CapturedPosiNotional;
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public decimal CapturedClosePosiNotional;
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public decimal CapturedClosePercent;
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public decimal CapturedOrginPv;
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public bool CapturedAdd;
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public bool CapturedSettment;
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public bool CapturedNewCalcLast;
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public int CallCount;
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protected override List<swap_flow_event> CalcSwapInterests(
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trade td, trade_extend tradeExtend,
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DateTime valueDate, DateTime unwindDate,
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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,
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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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CallCount++;
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CapturedTdClose = tdClose; CapturedEventType = eventType;
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CapturedPosiNotional = posiNotionalValue; CapturedClosePosiNotional = closePosiNotionalValue;
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CapturedClosePercent = closePrecent; CapturedOrginPv = orginPv;
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CapturedAdd = add; CapturedSettment = settment; CapturedNewCalcLast = newCalcLast;
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CapturedCloseList = closeList;
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return new List<swap_flow_event>();
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}
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public List<swap_flow_event> ExposedEodPostCloseSettle(InterestCalcRequest req)
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=> CalcEodPostCloseSettleInterests(req);
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}
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/// <summary>
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/// 钉死 InterestCalcRequest.EodPostCloseSettle 工厂 → CalcEodPostCloseSettleInterests →
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/// 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
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/// （posiNotionalValue/closePosiNotionalValue/orginPv 三个相邻同型 decimal，编译器不查错位），
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/// 任何映射改动（含将来删 needPrice/grossPrice 死参数）都必须保持本断言绿。
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/// </summary>
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[TestMethod]
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public void EOD平仓后收盘_工厂到接缝_参数映射钉死()
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{
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var td = CreateTrade();
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var position = CreatePosition(InterestModeEnum.合约名义本金规模, InterestTypeEnum.单利);
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var preEod = CreatePreEod(interestSum: 0.05m, principal: PreClose);
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var positions = new List<swap_position> { position };
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var stub = new CalcSwapInterestsCapture();
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var req = InterestCalcRequest.EodPostCloseSettle(
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td, td.trade_extend, UnwindDate, UnwindDate,
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new List<eod_swap_position> { preEod }, positions,
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remainingNotionalAfterClose: Remaining, remainingLongNotional: Remaining, remainingShortNotional: 0m,
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closedNotional: Closed,
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eventType: (int)SwapEventTypeEnum.平仓, tdClose: false,
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orginPv: PreClose, add: true, newCalcLast: false);
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stub.ExposedEodPostCloseSettle(req);
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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）");
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Assert.AreEqual(Remaining, stub.CapturedPosiNotional, "posiNotionalValue 位 = 平仓后剩余(700)——语义核心，错位即红");
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Assert.AreEqual(Closed, stub.CapturedClosePosiNotional, "closePosiNotionalValue 位 = 实际平掉额(300)");
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Assert.AreEqual(1m, stub.CapturedClosePercent, "closePrecent 恒 1（全额结息）");
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Assert.AreEqual((int)SwapEventTypeEnum.平仓, stub.CapturedEventType);
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Assert.IsFalse(stub.CapturedTdClose);
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Assert.AreEqual(PreClose, stub.CapturedOrginPv, "orginPv 位 = 上一日终本金——与相邻 decimal 最易错位处");
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Assert.IsTrue(stub.CapturedAdd);
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Assert.IsFalse(stub.CapturedSettment, "settment=false：走盘中重放算法（EOD平仓后收盘复用重放）");
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Assert.IsFalse(stub.CapturedNewCalcLast);
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Assert.IsNull(stub.CapturedCloseList, "该场景不传 closeList");
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}
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#endregion
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}
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}
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