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。

UnitTestProject/Modules/SwapModule/SwapPositionComposeScenarioTest.cs

@@ -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)