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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
YLErpDAL/Modules/SwapModule/SwapDealService.cs
+2 -5
View File
@@ -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,
YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs
+10 -9
View File
@@ -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;