diff --git a/YLErpDAL/Modules/SwapModule/SwapDealService.cs b/YLErpDAL/Modules/SwapModule/SwapDealService.cs
index 6096a395..8772ad0c 100644
--- a/YLErpDAL/Modules/SwapModule/SwapDealService.cs
+++ b/YLErpDAL/Modules/SwapModule/SwapDealService.cs
@@ -333,18 +333,7 @@ namespace YLErp.Modules.SwapModule
             var grossPrice = realPostitions.Where(x => x.PosiDirection > 0).FirstOrDefault()?.PosiGrossPrice;
             var closeList = DbContext.swap_flow_event.Where(x => x.SwapTradeId == tradeId && x.UnwindDate == unwindDate && eventTypes.Contains(x.EventType) && x.DataState == (int)SwapFlowDateStateEnum.完成).ToList();
             bool tdClose = closeList.Count > 0;
-            interests = GetInterests(td, tradeExtend, valueDate, unwindDate, lastEodPositions, positions, stockEqvNotional, posiLongNotionalValue, posiShortNotionalValue, posiNotionalValue, closePercent, eventType, tdClose, false, grossPrice ?? 0, orginPv, true, false);
-            //当日有平仓或互换记录时，需要把平仓或互换已经结算的利息从计算结果中扣除，避免重复计算
-            foreach (var item in interests)
-            {
-                var closeEvent = closeList.Where(x => x.PositionId == item.PositionId);
-                var closePnl = closeEvent.Sum(s=>s.InterestClosePnL);
-                var closeAmount = closeEvent.Sum(s=>s.InterestAmount);
-                var closeTdAmount= closeEvent.Sum(s=>s.TdInterestAmount);
-                item.InterestAmount=item.InterestAmount-closeAmount;
-                item.TdInterestAmount=item.TdInterestAmount-closeTdAmount;
-                item.InterestClosePnL= item.InterestClosePnL-closePnl;
-            }
+            interests = GetInterests(td, tradeExtend, valueDate, unwindDate, lastEodPositions, positions, stockEqvNotional, posiLongNotionalValue, posiShortNotionalValue, posiNotionalValue, closePercent, eventType, tdClose, false, grossPrice ?? 0, orginPv, true, false, closeList);
             return interests;
         }
         /// <summary>
@@ -382,7 +371,8 @@ namespace YLErp.Modules.SwapModule
             decimal grossPrice,
             decimal orginPv,
             bool add = false,
-            bool settment = true)
+            bool settment = true,
+            List<swap_flow_event> closeList = null)
         {
             List<swap_flow_event> interests = new List<swap_flow_event>();
             var annualDays = tradeExtend == null ? 365 : tradeExtend.ExtendObj.AnnualDays;
@@ -422,6 +412,20 @@ namespace YLErp.Modules.SwapModule
                     interests.Add(CalcUnwindInterest(td, valueDate, endDate, positionClone, rate, floatRate, posiPrincipal, closePrincipal, newClosePercent, annualDays, preEodPosition, eventType, add, swap, orginPv, calcFirst, calcLast));
                 }
             }
+            //当日有平仓或互换记录时，需要把平仓或互换已经结算的利息从计算结果中扣除，避免重复计算
+            if (closeList != null && closeList.Count > 0)
+            {
+                foreach (var item in interests)
+                {
+                    var closeEvent = closeList.Where(x => x.PositionId == item.PositionId);
+                    var closePnl = closeEvent.Sum(s => s.InterestClosePnL);
+                    var closeAmount = closeEvent.Sum(s => s.InterestAmount);
+                    var closeTdAmount = closeEvent.Sum(s => s.TdInterestAmount);
+                    item.InterestAmount = item.InterestAmount - closeAmount;
+                    item.TdInterestAmount = item.TdInterestAmount - closeTdAmount;
+                    item.InterestClosePnL = item.InterestClosePnL - closePnl;
+                }
+            }
             return interests;
         }