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

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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。
This commit is contained in:
hjhan
2026-08-14 16:57:56 +08:00
parent 018d7e777f
commit 4a3fee9292
20 changed files with 172 additions and 89 deletions
Download Patch File Download Diff File Expand all files Collapse all files
UnitTestProject/Modules/SwapModule/SwapSingleTradeVerificationTest.cs
+5 -5
View File
@@ -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];
}