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。

YLErpDAL/Modules/SwapModule/SwapDealService.cs

@@ -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,