fix(swap): 修复重置日期利息计算逻辑

- 修正了 calcLast=false 时重置日取价被跳过的问题 - 确保重置日之前的复利能够正确并入本金 - 调整了计息日判断逻辑的位置以保证本金重置正常执行 - 修复了重置日当天利息不应被计入的逻辑错误
2026-08-07 21:54:04 +08:00
parent 19d8b2a926
commit 569002e551
2 changed files with 83 additions and 7 deletions
@@ -369,6 +369,67 @@ namespace YLErp.Modules.SwapModule
            Assert.IsTrue(Math.Abs((result.FloatRate ?? 0) - (decimal)rateNew) < 0.0001m,
                $"平仓日=重置日时 FloatRate 应={rateNew}（取到新利率）。" +
                $"实际={result.FloatRate}，若={rateOld} 说明 calcLast=false 跳过了重置日取价（GLMS-JIATT-20260805 根因）");
+
+            var interestBeforeResetDate = Principal * (FixedRate + (decimal)rateOld) * 7m / AnnualDays;
+            AssertDecimal(Principal + interestBeforeResetDate, result.InterestPrincipal,
+                "calcLast=false 的重置日仍应将前 7 天复利并入本金");
+            AssertDecimal(interestBeforeResetDate, result.InterestAmount,
+                "calcLast=false 不应计入重置日当天利息");
+        }
+
+        [TestMethod]
+        public void CI_008_ResetDayPartialCloseCarriesRemainingInterestIntoPrincipal()
+        {
+            const decimal previousPrincipal = 50061728.39m;
+            const decimal remainingPrincipal = 30037037.04m;
+            const decimal previousInterest = 7425.050203320057m;
+            const decimal fixedRate = 0.001234m;
+            const double oldFloatRate = 0.0123;
+            const double newFloatRate = 0.0213;
+            var startDate = new DateTime(2026, 7, 28);
+            var resetDate = new DateTime(2026, 8, 4);
+            var service = new StubSwapDealService(
+                new OptUserInfo(0, nameof(ConsumedInterestScenarioTest), OptUserFrom.UnitTest),
+                d => d >= resetDate ? newFloatRate : oldFloatRate);
+            var td = CreateTrade();
+            td.StartDate = startDate;
+            td.TradeDate = startDate;
+            var position = new swap_position
+            {
+                id = 1001, SwapTradeId = td.id,
+                InterestDirection = (int)SwapDirectionEnum.收取,
+                InterestMode = (int)InterestModeEnum.标的期初全价,
+                InterestType = (int)InterestTypeEnum.复利,
+                InterestRateDefault = fixedRate,
+                PosiStartDate = startDate, PosiMatuirityDate = ExerciseDate,
+                IsAnnualized = true, interest_rest_days = 7, interest_rule = 0,
+                FloatRateUnderlyingCode = "FR007",
+                InterestSwapInterval = JsonConvert.SerializeObject(new List<IntervalModel>
+                {
+                    new IntervalModel { Date = ExerciseDate, Rate = fixedRate, Settlement = 0 }
+                })
+            };
+            var preEod = new eod_swap_position
+            {
+                id = 1, PositionId = position.id, ValueDate = resetDate.AddDays(-1),
+                TdInterestPrincipal = previousPrincipal,
+                InterestIncomeSum = previousInterest,
+                InterestProfitSum = previousInterest,
+                FloatRate = (decimal)oldFloatRate
+            };
+
+            var result = service.GetInterests(td, td.trade_extend, resetDate, resetDate,
+                new List<eod_swap_position> { preEod }, new List<swap_position> { position },
+                remainingPrincipal, remainingPrincipal, 0m, remainingPrincipal, 1m,
+                (int)SwapEventTypeEnum.平仓, true, false, 0m, remainingPrincipal,
+                add: false, settment: false, newCalcLast: false).Single();
+
+            var remainingInterest = previousInterest * remainingPrincipal / previousPrincipal;
+            var expectedPrincipal = remainingPrincipal + remainingInterest;
+            var expectedDailyInterest = expectedPrincipal * (fixedRate + (decimal)newFloatRate) / AnnualDays;
+            AssertDecimal(expectedPrincipal, result.InterestPrincipal);
+            AssertDecimal(expectedDailyInterest,
+                result.InterestPrincipal * (result.InterestRate + result.FloatRate.Value) / AnnualDays);
        }
    }
 }