test(swap): EQD-6968 自洽化契约钉死——事件利率确定性+快照再定盘载体+CI_007/008 新口径

- Determinism_NoTail_EventFloatRateIndependentOfPublishTime：尾日价缺(上午) vs 有(下午)两世界，金额与事件 FloatRate 完全一致(=末段已消费利率0.01425) - CloseOnly_平仓日为重置日_剩余持仓快照再定盘(+非重置日反例)：经 DealInterests 真路由断言快照 FloatRate=当日新定盘(RefixCalls 计数)——载体职责显式化验收 - CalcFirst 用例去掉 closeRate 免疫 hack：priorValueDate 根治后首重置日恒取价 - CI_007 更名+断言翻转：平仓日=重置日+不算尾 → 事件利率=末段已消费利率(旧)；原断言(取新定盘)正是被替换的旧口径契约，根因注释留痕 GLMS-JIATT-20260805 - CI_008：本金结转断言保留，利率断言改为末段旧利率验证：ConsumedInterestScenario 9/9、InterestEodTailSnapshot+Fr007 36/36、全量 976 例 145 败与基线 diff=0
2026-08-19 11:07:10 +08:00
parent fafae5cac0
commit 6e2cae7c1f
3 changed files with 142 additions and 43 deletions
@@ -60,6 +60,16 @@ namespace YLErp.Modules.SwapModule
                return CalcResult;
            }

+            /// <summary>持仓延续腿重置日再定盘接缝：计数并返回受控新定盘（不连库）</summary>
+            public decimal RefixResult { get; set; }
+            public int RefixCalls { get; private set; }
+
+            protected override decimal ResolveOngoingResetFixing(swap_position position, DateTime valueDate)
+            {
+                RefixCalls++;
+                return RefixResult;
+            }
+
            public List<swap_flow_event> ExecuteDealInterests(
                List<swap_position> interestList, List<eod_swap_position> eodPositions,
                DateTime settleDate, trade td, List<swap_flow_event> flowEvents,
@@ -223,5 +233,87 @@ namespace YLErp.Modules.SwapModule
            Assert.AreEqual(5.295342465753m, p.SwapPositionValue);
            Assert.AreEqual(1.0m, p.TdCurrency);
        }
+
+        #region 持仓延续腿重置日再定盘（EQD-6968 自洽化：快照利率载体）
+
+        private const decimal OldFloat = 0.01425m;
+        private const decimal NewFloat = 0.0143m;
+        /// <summary>4/27+14：7 天周期的重置日平仓</summary>
+        private static readonly DateTime ResetSettle = StartDate.AddDays(14);
+        /// <summary>4/27+10：非重置日平仓（10%7≠0）</summary>
+        private static readonly DateTime NonResetSettle = StartDate.AddDays(10);
+
+        private static swap_position CreateFloatLegPosition() => new()
+        {
+            id = 1001, SwapTradeId = 1, InterestDirection = (int)SwapDirectionEnum.收取,
+            InterestMode = (int)InterestModeEnum.标的期初全价, InterestRateDefault = Rate,
+            InterestPrincipalFix = Principal, PosiStartDate = StartDate,
+            PosiMatuirityDate = new DateTime(2027, 4, 27), IsInitial = true,
+            InterestType = (int)InterestTypeEnum.单利, IsAnnualized = true,
+            interest_rest_days = 7, interest_rule = 0,
+            FloatRateUnderlyingCode = "FR007",
+            InterestSwapInterval = JsonConvert.SerializeObject(new List<IntervalModel>
+                { new IntervalModel { Date = StartDate, Rate = Rate, Settlement = 1 } })
+        };
+
+        private static eod_swap_position CreatePreEodBefore(DateTime settle, decimal accumulated) => new()
+        {
+            id = 100, PositionId = 1001, ValueDate = settle.AddDays(-1),
+            InterestDirection = (int)SwapDirectionEnum.收取, InterestMode = (int)InterestModeEnum.标的期初全价,
+            InterestIncomeSum = accumulated, InterestProfitSum = accumulated,
+            InterestRateDefault = Rate, TdInterestPrincipal = Principal,
+            InterestType = (int)InterestTypeEnum.单利, IsAnnualized = true, interest_rest_days = 7
+        };
+
+        private static swap_flow_event CalcResultWithFloat(decimal floatRate)
+        {
+            var e = CreateCalcResult();
+            e.FloatRate = floatRate;
+            return e;
+        }
+
+        /// <summary>
+        /// 平仓日恰为重置日且剩余持仓>0：快照 FloatRate 必须显式再定盘为当日新定盘——
+        /// 它是后续非重置日(ByEod 沿用 preEod.FloatRate)与当日应计(intersetAcmount)的利率载体。
+        /// 排除日"纯跳过"后事件利率=末段已消费利率(OldFloat)，载体职责与本步骤显式分离。
+        /// </summary>
+        [TestMethod]
+        public void CloseOnly_平仓日为重置日_剩余持仓快照再定盘()
+        {
+            var service = new TailStubService
+            {
+                CalcResult = new List<swap_flow_event> { CalcResultWithFloat(OldFloat) },
+                RefixResult = NewFloat,
+            };
+            service.ExecuteDealInterests(
+                new List<swap_position> { CreateFloatLegPosition() },
+                new List<eod_swap_position> { CreatePreEodBefore(ResetSettle, Accrued10d) },
+                ResetSettle, CreateTrade(), new List<swap_flow_event> { CreateCloseEvent() },
+                Remaining, ClosedNotional, 100m, Remaining);
+
+            Assert.AreEqual(1, service.RefixCalls, "不算尾+平仓日=重置日+剩余>0：应恰好显式再定盘一次");
+            Assert.AreEqual(NewFloat, service.PersistedPositions.Single().FloatRate,
+                "剩余持仓快照利率=当日新定盘（非事件末段旧利率）");
+        }
+
+        [TestMethod]
+        public void CloseOnly_平仓日非重置日_不再定盘_快照沿用事件利率()
+        {
+            var service = new TailStubService
+            {
+                CalcResult = new List<swap_flow_event> { CalcResultWithFloat(OldFloat) },
+                RefixResult = NewFloat,
+            };
+            service.ExecuteDealInterests(
+                new List<swap_position> { CreateFloatLegPosition() },
+                new List<eod_swap_position> { CreatePreEodBefore(NonResetSettle, Accrued10d) },
+                NonResetSettle, CreateTrade(), new List<swap_flow_event> { CreateCloseEvent() },
+                Remaining, ClosedNotional, 100m, Remaining);
+
+            Assert.AreEqual(0, service.RefixCalls, "非重置日平仓：无需再定盘");
+            Assert.AreEqual(OldFloat, service.PersistedPositions.Single().FloatRate,
+                "快照沿用事件末段已消费利率（周期未切换）");
+        }
+        #endregion
    }
 }