fix(swap): EQD-6977 无preEod兜底①=0且账龄超重置周期补退化告警trace——interestWindowEmpty(当日已结息)早退不重放覆盖种子值时①静默0(重置日分支本有同类告警,段中分支漏)复利每周期并本理应①>0；trace含事件基数/平仓本金两侧对比值+账龄天数+重置周期+疑似成因指向(interestWindowEmpty种子未重放/日终归档缺失)足够事后定位根因；承接块抽为ResolveCompoundCarry私有纯方法(Merge瘦身,三分支数据契约注释随行,行为零变化)；TDD先行3例trace钉子:退化必告警(先红)/兜底>0不告警/真首日不告警；罚息域27例+GetInterests入口语义9例全绿

UnitTestProject/Modules/SwapModule/Penalty/PenaltyInterestFeeMergerTest.cs

@@ -50,7 +50,8 @@ namespace UnitTestProject.Modules.SwapModule.Penalty
 
         private static void RunMerge(
             swap_position p, swap_flow_event normalEvent, eod_swap_position? preEod,
-            Func<swap_position, decimal>? getSpread = null, Func<DateTime, string, decimal?>? tryGetFixing = null)
+            Func<swap_position, decimal>? getSpread = null, Func<DateTime, string, decimal?>? tryGetFixing = null,
+            AccrualTrace? trace = null)
         {
             getSpread ??= _ => Rate;
             tryGetFixing ??= (d, code) => Rate;
@@ -61,7 +62,8 @@ namespace UnitTestProject.Modules.SwapModule.Penalty
                 posiNotionalValue: Notional, closePosiNotionalValue: Notional, closePercent: 1m,
                 getSpread: getSpread,
                 getPreEod: _ => preEod,
-                tryGetFixing: tryGetFixing);
+                tryGetFixing: tryGetFixing,
+                trace: trace);
         }
 
         /// <summary>复利重放 [StartDate, endDate]，重置段=每 7 天；分段利率由 rates 决定（rates.Count=1 时为常率）。</summary>
@@ -152,6 +154,45 @@ namespace UnitTestProject.Modules.SwapModule.Penalty
             Assert.IsTrue(e.InterestFee > 0m, "无 preEod（首日平仓等）仍可计算罚息");
         }
 
+        [TestMethod]
+        public void 无preEod复利段中兜底为零且账龄超重置周期_留退化告警trace()
+        {
+            // 场景：无日终快照 + 复利 + 段中平仓，事件 InterestPrincipal 仍是种子值(=平仓本金)→兜底①=0。
+            // 账龄 25 天 ≥ 7 天重置周期：复利每周期并本理应①>0，①=0 属退化——
+            // 典型成因=interestWindowEmpty(当日已结息)早退未重放覆盖种子、或日终归档缺失。
+            var e = NormalEvent(settledAmount: 50_000m);
+            e.InterestPrincipal = Notional; // GetInterests 种子值：interestWindowEmpty 早退路径不会用重放基数覆盖它
+            var trace = new AccrualTrace();
+            RunMerge(Leg(InterestTypeEnum.复利), e, preEod: null, trace: trace);
+
+            StringAssert.Contains(trace.ToString(), "无preEod兜底①=0",
+                "①=0 且账龄超周期必须留告警，供事后核对日终归档/计息窗口根因");
+        }
+
+        [TestMethod]
+        public void 无preEod兜底为正_不留退化告警()
+        {
+            var e = NormalEvent(settledAmount: 50_000m);
+            e.InterestPrincipal = Notional + 100_000m; // 重放末次并本金后基数 → ①=100000 正常路径
+            var trace = new AccrualTrace();
+            RunMerge(Leg(InterestTypeEnum.复利), e, preEod: null, trace: trace);
+
+            Assert.IsFalse(trace.ToString().Contains("兜底①=0"), "①>0 是正常兜底路径，不得告警");
+        }
+
+        [TestMethod]
+        public void 无preEod真首日兜底为零_不留退化告警()
+        {
+            var p = Leg(InterestTypeEnum.复利);
+            p.PosiStartDate = UnwindDate; // 起息日当天平仓：账龄 0 < 重置周期，①=0 是设计内约定(类头注)
+            var e = NormalEvent(settledAmount: 50_000m);
+            e.InterestPrincipal = Notional;
+            var trace = new AccrualTrace();
+            RunMerge(p, e, preEod: null, trace: trace);
+
+            Assert.IsFalse(trace.ToString().Contains("兜底①=0"), "真首日 ①=0 合法，不得告警");
+        }
+
         [TestMethod]
         public void 冻结利率解析失败_跳过该腿不阻断()
         {