diff --git a/UnitTestProject/Modules/SwapModule/GLMS20260817Fr007UnwindMorningTest.cs b/UnitTestProject/Modules/SwapModule/GLMS20260817Fr007UnwindMorningTest.cs
index 2eb3c689..ec4d2d65 100644
--- a/UnitTestProject/Modules/SwapModule/GLMS20260817Fr007UnwindMorningTest.cs
+++ b/UnitTestProject/Modules/SwapModule/GLMS20260817Fr007UnwindMorningTest.cs
@@ -30,12 +30,18 @@ namespace YLErp.Modules.SwapModule
             [new DateTime(2026, 7, 20)] = 0.0143,
         };
         /// <summary>interest_rule=-1（前一营业日基准）取价日市场：重置日 7/6、7/13、7/20（周一）
-        /// 经 GetFixingDate 回拨至前一营业日 7/3、7/10、7/17（周五）。</summary>
+        /// 经 GetFixingDate 回拨至前一营业日 7/3、7/10、7/17（周五）。
+        /// 同时供未回拨的 7/5、7/12、7/19（周日）：QDP "chn" 日历在测试进程内可能被其他用例替换为
+        /// "全营业日"退化态（全量运行实测 GetNonHolidayDefore(7/19)=7/19 不回拨），
+        /// 两套日期都供价使本套件对进程内日历状态不敏感——被测对象是取价放宽语义，不是日历本身。</summary>
         private static readonly Dictionary<DateTime, double> Fr007MarketPrevBizDay = new()
         {
             [new DateTime(2026, 7, 3)] = 0.0142,
+            [new DateTime(2026, 7, 5)] = 0.0142,
             [new DateTime(2026, 7, 10)] = 0.01425,
+            [new DateTime(2026, 7, 12)] = 0.01425,
             [new DateTime(2026, 7, 17)] = 0.0143,
+            [new DateTime(2026, 7, 19)] = 0.0143,
         };
         private const double PreviousResetRate = 0.01425;
 
@@ -176,11 +182,16 @@ namespace YLErp.Modules.SwapModule
             string calcMode = "10",
             int interestRule = 0,
             bool newCalcLast = false,
-            Dictionary<DateTime, double> market = null)
+            Dictionary<DateTime, double> market = null,
+            DateTime? omitDate2 = null)
         {
             var cd = closeDate ?? CloseDate;
             var omit = new HashSet<DateTime>();
-            if (omitDate.HasValue) omit.Add(omitDate.Value.Date);
+            if (omitDate.HasValue || omitDate2.HasValue)
+            {
+                if (omitDate.HasValue) omit.Add(omitDate.Value.Date);
+                if (omitDate2.HasValue) omit.Add(omitDate2.Value.Date);
+            }
             else if (!includeCloseDate) omit.Add(cd.Date);
 
             var svc = new StubSwapDealService(MakeOptUser(), omit, closeRate, market);
@@ -384,10 +395,11 @@ namespace YLErp.Modules.SwapModule
         [TestMethod]
         public void PrevBizDay_TailCalced_FixingDayMissing_StillThrows()
         {
+            // 取价日候选 7/17(周五，正常日历回拨) 与 7/19(周日，退化日历不回拨) 都扣掉 → 两种日历态下都缺价
             var o = Run(InterestTypeEnum.复利, includeCloseDate: true, calcMode: "11", interestRule: -1,
-                omitDate: new DateTime(2026, 7, 17), market: Fr007MarketPrevBizDay,
-                preEod: BuildPreEod(new DateTime(2026, 7, 13)));
-            Assert.IsTrue(o.Threw, "算尾(11)+前一营业日基准+取价日(7/17)本身缺价 → 仍应拦截（真实依赖）");
+                omitDate: new DateTime(2026, 7, 17), omitDate2: new DateTime(2026, 7, 19),
+                market: Fr007MarketPrevBizDay, preEod: BuildPreEod(new DateTime(2026, 7, 13)));
+            Assert.IsTrue(o.Threw, "算尾(11)+前一营业日基准+取价日本身缺价 → 仍应拦截（真实依赖）");
             StringAssert.Contains(o.Ex.Message, "FR007");
         }