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refactor(swap): EQD-6977 trace可读性第二批：①②与p{id}语义化——承接①→已并复利本金(capitalized)、②→段内已计利息(carryIn)，日志/类头注/方法注/测试断言四处同步，运维凭日志即知两承接量含义；SwapDealService×12+SwapEodPositionService×1的p{position.id}统一改融资腿{position.id}(FIX GetFloatRate/Resolve/Segments/EodCloseRefix全系列)；测试断言同步更新(此前漏查到一处trace断言已一并改)；27/27罚息单测通过，Swap全套644例中仅2例DB依赖失败(干净树复验为既有环境问题)

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This commit is contained in:
hjhan
2026-08-21 08:54:47 +08:00
parent 9d68e56797
commit 640c78b5a9
4 changed files with 43 additions and 43 deletions
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YLErpDAL/Modules/SwapModule/SwapDealService.cs
+12 -12
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@@ -905,13 +905,13 @@ namespace YLErp.Modules.SwapModule
isResetDay ? endDate : startDate, position.interest_rule);
// 历史上有"取错重置日利率"的线上 bug，取价决策必须常驻落盘（SwapCalcTrace.Critical 无条件 Info）。
SwapCalcTrace.Critical(
$"FIX GetFloatRate p{position.id} [{startDate:yyyy-MM-dd}→{endDate:yyyy-MM-dd}] days={days} period={period} " +
$"FIX GetFloatRate 融资腿{position.id} [{startDate:yyyy-MM-dd}→{endDate:yyyy-MM-dd}] days={days} period={period} " +
$"重置日={isResetDay} rule={position.interest_rule} 取价日={rateDate:yyyy-MM-dd} calcLast={calcLast} " +
$"preEod={(preEod.id != 0 ? $"{preEod.ValueDate:yyyy-MM-dd}:{preEod.FloatRate:P6}" : "无")}");
if (preEod.id != 0 && !isResetDay)
{
SwapCalcTrace.Critical($"FIX GetFloatRate p{position.id} 非重置日→沿用昨日终FloatRate={preEod.FloatRate:P6}");
SwapCalcTrace.Critical($"FIX GetFloatRate 融资腿{position.id} 非重置日→沿用昨日终FloatRate={preEod.FloatRate:P6}");
position.FloatRate = positionClone.FloatRate = preEod.FloatRate;
return preEod.FloatRate;
}
@@ -923,13 +923,13 @@ namespace YLErp.Modules.SwapModule
{
var keptNoFetch = preEod.id != 0 ? preEod.FloatRate : position.FloatRate;
SwapCalcTrace.Critical(
$"FIX GetFloatRate p{position.id} 不算尾重置日→不取尾日定盘，沿用已有利率={keptNoFetch:P6}(来源={(preEod.id != 0 ? "preEod.FloatRate" : "position.FloatRate")})");
$"FIX GetFloatRate 融资腿{position.id} 不算尾重置日→不取尾日定盘，沿用已有利率={keptNoFetch:P6}(来源={(preEod.id != 0 ? "preEod.FloatRate" : "position.FloatRate")})");
return keptNoFetch;
}
if (IndexFixer.TryGetFixing(rateDate, position.FloatRateUnderlyingCode, out decimal rate))
{
SwapCalcTrace.Critical($"FIX GetFloatRate p{position.id} 重置日→取{rateDate:yyyy-MM-dd}定盘={rate:P6}");
SwapCalcTrace.Critical($"FIX GetFloatRate 融资腿{position.id} 重置日→取{rateDate:yyyy-MM-dd}定盘={rate:P6}");
position.FloatRate = positionClone.FloatRate = rate;
return position.FloatRate;
}
@@ -937,17 +937,17 @@ namespace YLErp.Modules.SwapModule
{
if (calcLast)
{
SwapCalcTrace.Critical($"FIX GetFloatRate p{position.id} {rateDate:yyyy-MM-dd}缺价且算尾→抛异常拦截");
SwapCalcTrace.Critical($"FIX GetFloatRate 融资腿{position.id} {rateDate:yyyy-MM-dd}缺价且算尾→抛异常拦截");
throw new Exception($"获取不到{position.FloatRateUnderlyingCode}在{rateDate:yyyy年MM月dd日}的价格");
}
// 算头不算尾(calcLast=false)：endDate 当天不计息，其 FR007 利率不参与计息，
// 缺价时直接沿用已有利率，不回退取其他日期利率，不告警。
var kept = preEod.id != 0 ? preEod.FloatRate : position.FloatRate;
SwapCalcTrace.Critical(
$"FIX GetFloatRate p{position.id} {rateDate:yyyy-MM-dd}缺价且不算尾→沿用已有利率={kept:P6}(来源={(preEod.id != 0 ? "preEod.FloatRate" : "position.FloatRate")})");
$"FIX GetFloatRate 融资腿{position.id} {rateDate:yyyy-MM-dd}缺价且不算尾→沿用已有利率={kept:P6}(来源={(preEod.id != 0 ? "preEod.FloatRate" : "position.FloatRate")})");
return kept;
}
SwapCalcTrace.Critical($"FIX GetFloatRate p{position.id} 计息窗口为空→利率不参与，返回0");
SwapCalcTrace.Critical($"FIX GetFloatRate 融资腿{position.id} 计息窗口为空→利率不参与，返回0");
return 0m;
}
@@ -1376,15 +1376,15 @@ namespace YLErp.Modules.SwapModule
if (fixing != 0m)
{
SwapCalcTrace.Critical(
$"FIX Resolve p{position.id} {date:yyyy-MM-dd}(取价日={fixingDate:yyyy-MM-dd} rule={position.interest_rule})→定盘={fixing:P6}");
$"FIX Resolve 融资腿{position.id} {date:yyyy-MM-dd}(取价日={fixingDate:yyyy-MM-dd} rule={position.interest_rule})→定盘={fixing:P6}");
return fixing;
}
SwapCalcTrace.Critical(
$"FIX Resolve p{position.id} {date:yyyy-MM-dd}(取价日={fixingDate:yyyy-MM-dd})→定盘=0视为缺价，沿用fallback={fallback:P6}");
$"FIX Resolve 融资腿{position.id} {date:yyyy-MM-dd}(取价日={fixingDate:yyyy-MM-dd})→定盘=0视为缺价，沿用fallback={fallback:P6}");
return fallback;
}
SwapCalcTrace.Critical(
$"FIX Resolve p{position.id} {date:yyyy-MM-dd}(取价日={fixingDate:yyyy-MM-dd} rule={position.interest_rule})→缺价，抛异常");
$"FIX Resolve 融资腿{position.id} {date:yyyy-MM-dd}(取价日={fixingDate:yyyy-MM-dd} rule={position.interest_rule})→缺价，抛异常");
throw new Exception($"获取不到{position.FloatRateUnderlyingCode}在{fixingDate:yyyy年MM月dd日}的价格");
}
@@ -1403,7 +1403,7 @@ namespace YLErp.Modules.SwapModule
var calcDays = (endDate - startDate).Days;
decimal currentFloat = initialFloat;
SwapCalcTrace.Critical(
$"FIX Segments p{position.id} [{startDate:yyyy-MM-dd}→{endDate:yyyy-MM-dd}] period={interestPeriod} " +
$"FIX Segments 融资腿{position.id} [{startDate:yyyy-MM-dd}→{endDate:yyyy-MM-dd}] period={interestPeriod} " +
$"fetchAfter={(fetchAfterDate?.ToString("yyyy-MM-dd") ?? "全程")} calcLast={calcLast} " +
$"排除起点={(exclusionStart?.ToString("yyyy-MM-dd") ?? (calcLast ? "无" : endDate.ToString("yyyy-MM-dd")))} seed={initialFloat:P6} spread={spread:P6}");
for (int i = 0; i <= calcDays; i += interestPeriod)
@@ -1422,7 +1422,7 @@ namespace YLErp.Modules.SwapModule
else if (needFetch && isExcludedEnd)
{
SwapCalcTrace.Critical(
$"FIX Segment p{position.id} {resetDate:yyyy-MM-dd} 排除日(不计息)→不取价，沿用末段={currentFloat:P6}");
$"FIX Segment 融资腿{position.id} {resetDate:yyyy-MM-dd} 排除日(不计息)→不取价，沿用末段={currentFloat:P6}");
}
rates.Add((resetDate, spread + currentFloat));
}