diff --git a/UnitTestProject/Modules/SwapModule/DealInterestsScenarioTest.cs b/UnitTestProject/Modules/SwapModule/DealInterestsScenarioTest.cs
index 25d3d10f..f1a2be29 100644
--- a/UnitTestProject/Modules/SwapModule/DealInterestsScenarioTest.cs
+++ b/UnitTestProject/Modules/SwapModule/DealInterestsScenarioTest.cs
@@ -807,6 +807,50 @@ namespace YLErp.Modules.SwapModule
                 "预付金部分平仓待实现收益应为历史待实现+平仓后当日新增-平仓实现");
         }
 
+        [TestMethod]
+        public void DI_MANUAL_PARTIAL_CLOSE_CalcLastIncludesClosedPrincipalDailyInterest()
+        {
+            var service = new StubEodPositionService();
+            var td = CreateTrade();
+            td.trade_extend.ExtendJson = JsonConvert.SerializeObject(new TradeExtendJson
+            {
+                AnnualDays = AnnualDays,
+                InterestCalcMode = "11",
+                SettlementRules = 0
+            });
+            var position = CreateInterestPosition();
+            var previousEod = CreatePreEod(StartDate.AddDays(2), 100m);
+            previousEod.TdInterestPrincipal = Principal;
+            var closeFlow = CreateSwapFlowEvent(StartDate.AddDays(3), 50m);
+            closeFlow.EventType = (int)SwapFlowEventTypeEnum.平仓;
+
+            var result = service.ExecuteSaveAutoEodWithCloseInterestPosition(
+                previousEod, position, td, StartDate.AddDays(3), null,
+                500m, 0m, new List<swap_flow_event> { closeFlow }, 500m, false);
+
+            AssertDecimal(Principal * FixedRate / AnnualDays, result.TdInterestIncome,
+                "算尾部分平仓的当日新计利息应包含已平仓部分");
+        }
+
+        [TestMethod]
+        public void DI_MANUAL_PARTIAL_CLOSE_NoCalcLastUsesRemainingPrincipalDailyInterest()
+        {
+            var service = new StubEodPositionService();
+            var td = CreateTrade();
+            var position = CreateInterestPosition();
+            var previousEod = CreatePreEod(StartDate.AddDays(2), 100m);
+            previousEod.TdInterestPrincipal = Principal;
+            var closeFlow = CreateSwapFlowEvent(StartDate.AddDays(3), 50m);
+            closeFlow.EventType = (int)SwapFlowEventTypeEnum.平仓;
+
+            var result = service.ExecuteSaveAutoEodWithCloseInterestPosition(
+                previousEod, position, td, StartDate.AddDays(3), null,
+                500m, 0m, new List<swap_flow_event> { closeFlow }, 500m, false);
+
+            AssertDecimal(500m * FixedRate / AnnualDays, result.TdInterestIncome,
+                "不算尾部分平仓的当日新计利息只应包含剩余持仓部分");
+        }
+
         [TestMethod]
         public void DI_AUTO_SETTLEMENT_005_AutoSettlementKeepsRemainingPrincipal()
         {
diff --git a/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs b/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs
index 35214d22..41ef4f4c 100644
--- a/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs
+++ b/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs
@@ -1343,7 +1343,8 @@ namespace YLErp.Modules.SwapModule
             positions.Add(position);
             List<eod_swap_position> preEodPositions = new List<eod_swap_position>();
             preEodPositions.Add(eodPayPosition);
-            var interests = CalcSwapInterests(td, td.trade_extend, valueDate, valueDate, preEodPositions, positions, posiNotionalValue, posiLongNotional, posiShortNational, closeNational, 1, eventType, false, true, grossPrice, orginPv, true, settment: false, newCalcLast: true);
+            var calcLast = tradeExtend?.InterestCalcMode?.EndsWith("1") ?? true;
+            var interests = CalcSwapInterests(td, td.trade_extend, valueDate, valueDate, preEodPositions, positions, posiNotionalValue, posiLongNotional, posiShortNational, closeNational, 1, eventType, false, true, grossPrice, orginPv, true, settment: false, newCalcLast: autoSwap || calcLast);
             decimal TdInterestAmount = interests.Sum(x => x.TdInterestAmount);
             decimal interestAmountBeforeSettlement = interests.Sum(x => x.InterestAmount);
             decimal manualSettledInterestAmount = flowEvents.Sum(x => x.InterestAmount);
@@ -1399,7 +1400,9 @@ namespace YLErp.Modules.SwapModule
             {
                 intersetAcmount /= tradeExtend.AnnualDays;
             }
-            newEodPayPosition.TdInterestIncome = intersetAcmount;
+            newEodPayPosition.TdInterestIncome = !autoSwap && calcLast
+                ? TdInterestAmount - lastInterestIncomeSum
+                : intersetAcmount;
             Log.Info($"InterestIncomeSum is {lastInterestIncomeSum},TdInterestIncome is {newEodPayPosition.TdInterestIncome}" +
                      $",TdCloseInterest is {newEodPayPosition.TdCloseInterest}");
             Log.Info($"InterestFeeSum is {eodPayPosition.InterestFeeSum},TdInterestFee is {newEodPayPosition.TdInterestFee}" +