fix(swap): 修复复利计算和部分平仓处理中的多个问题（算头算尾合约复利平仓）

- 修复合约名义本金规模模式下部分平仓时名义本金计算错误
- 修复最终全平时复利利息计算中历史平仓尾差处理问题
- 修复复利重置日处理中利息重复注入历史本金的错误
- 修复部分平仓后日终待实现利息计算中本金比例应用问题
- 修复全平且实际金额覆盖应结利息后待实现利息清零逻辑
- 新增复合复利交换服务用于单元测试验证
- 添加多个测试用例覆盖复利计算边界场景

YLErpDAL/Modules/SwapModule/SwapDealService.cs

@@ -830,6 +830,12 @@ namespace YLErp.Modules.SwapModule
 
                 // 计算名义本金
                 var (closePrincipal, posiPrincipal, newClosePercent) = CalcNotionalByMode(position, closePrecent, posiNotionalValue, posiLongNotionalValue, posiShortNotionalValue);
+                if ((InterestModeEnum)position.InterestMode == InterestModeEnum.合约名义本金规模
+                    || (InterestModeEnum)position.InterestMode == InterestModeEnum.标的期初全价
+                    && posiNotionalValue == 0m)
+                {
+                    closePrincipal = closePosiNotionalValue;
+                }
                 if ((InterestModeEnum)position.InterestMode == InterestModeEnum.追加预付金 || (InterestModeEnum)position.InterestMode == InterestModeEnum.初始预付金)
                 {
                     positionClone.InterestDirection = position.InterestDirection == (int)SwapDirectionEnum.收取 ? (int)SwapDirectionEnum.支付 : (int)SwapDirectionEnum.收取;
@@ -910,6 +916,9 @@ namespace YLErp.Modules.SwapModule
                     closePrincipal = posiShort * closePercent;
                     posiPrincipal = posiShort;
                     break;
+                case InterestModeEnum.合约名义本金规模:
+                    closePrincipal = posiNotional * closePercent;
+                    break;
                 case InterestModeEnum.标的期初全价:
                     closePrincipal = posiNotional * closePercent;
                     break;
@@ -1228,6 +1237,24 @@ namespace YLErp.Modules.SwapModule
                     CalcDailyCompoundInterest(endDate, position, closePosiNotionalValue, interest, annualDays, needPrice,
                         floateRate, closePrecent, orginPv, calcFirst, calcLast, ref InterestAmount, ref TdInterestAmount,
                         consumedInterest, resetCarryInterest);
+                    if (preEodPosition.id != 0 && closePrecent == 1m)
+                    {
+                        // 最终全平只重放上一日终之后的新增利息；历史部分平仓的两位结算尾差已在日终待实现中。
+                        var interestAtEnd = new swap_flow_event { InterestRate = rate };
+                        decimal amountAtEnd = 0m;
+                        decimal tdAmountAtEnd = 0m;
+                        CalcDailyCompoundInterest(endDate, position, closePosiNotionalValue,
+                            interestAtEnd, annualDays, needPrice, floateRate, closePrecent, orginPv,
+                            calcFirst, calcLast, ref amountAtEnd, ref tdAmountAtEnd, consumedInterest);
+                        var interestAtPreviousEod = new swap_flow_event { InterestRate = rate };
+                        decimal amountAtPreviousEod = 0m;
+                        decimal tdAmountAtPreviousEod = 0m;
+                        CalcDailyCompoundInterest(preEodPosition.ValueDate, position, closePosiNotionalValue,
+                            interestAtPreviousEod, annualDays, needPrice, floateRate, closePrecent, orginPv,
+                            calcFirst, calcLast, ref amountAtPreviousEod, ref tdAmountAtPreviousEod, consumedInterest);
+                        InterestAmount = preEodPosition.InterestIncomeSum + amountAtEnd - amountAtPreviousEod;
+                        TdInterestAmount = preEodPosition.InterestIncomeSum + tdAmountAtEnd - tdAmountAtPreviousEod;
+                    }
                 }
                 else
                 {
@@ -1291,8 +1318,13 @@ namespace YLErp.Modules.SwapModule
                 {
                     if (i % interestPeriod == 0)
                     {
-                        // 复利时：利息并入本金（FR007 取价已提前到 calcFirst/calcLast 跳过之前完成）
-                        var interestToReset = i == 0 || resetCarryInterest == 0m ? interest : resetCarryInterest;
+                        // resetCarryInterest 是上一日终待实现按本次平仓比例分摊后的存量，
+                        // 只能在 endDate 恰好是当前复利重置日时并入本金。历史重置点必须使用
+                        // 重放到当时的 interest，否则会把上一日终存量反复注入历史本金，
+                        // 例如 0007 的 5/11 部分平仓会由 84,090.95 被多算为 84,114.88。
+                        var interestToReset = i > 0 && accrueDate == endDate && resetCarryInterest != 0m
+                            ? resetCarryInterest
+                            : interest;
                         dynomicPrincipal = principal + interestToReset;
                         tdDynomicPrincipal = principal + interestToReset;
                         flowEvent.InterestPrincipal = tdDynomicPrincipal;

YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs

@@ -1295,10 +1295,14 @@ namespace YLErp.Modules.SwapModule
             // 首次日终结算可能包含当日收盘，因此尚无先前的日终利息持仓。
             // 部分平仓仍要续接上一日日终：CalcUnwindInterest 会将 InterestProfitSum
             // 加入本次待实现，已实现字段也必须按日累计，不能从新建的临时对象重新开始。
+            var hasPreviousEod = eodPayPosition != null && eodPayPosition.id != 0;
             var lastInterestIncomeSum = eodPayPosition?.InterestIncomeSum ?? 0m;
             var lastInterestFeeSum = eodPayPosition?.InterestFeeSum ?? 0m;
             var lastRealizedInterest = eodPayPosition?.RealizedInterest ?? 0m;
             var lastRealizedInterestFee = eodPayPosition?.RealizedInterestFee ?? 0m;
+            // 先保留平仓前的复利本金；后面 interests.First().InterestPrincipal 是本次已平部分，
+            // 不能用它代表平仓前全额本金计算当日总利息。
+            var lastTdInterestPrincipal = eodPayPosition?.TdInterestPrincipal ?? 0m;
             // 保留上一日日终标识和计息上下文，部分平仓只从 ValueDate 之后续算，不能重置到交易起始日。
             eodPayPosition = eodPayPosition?.Clone() ?? new eod_swap_position();
             eodPayPosition.ClientId = td.ClientId;
@@ -1401,28 +1405,55 @@ namespace YLErp.Modules.SwapModule
             {
                 intersetAcmount /= tradeExtend.AnnualDays;
             }
-            newEodPayPosition.TdInterestIncome = !autoSwap && calcLast
-                ? TdInterestAmount - lastInterestIncomeSum
-                : intersetAcmount;
+            newEodPayPosition.TdInterestIncome = autoSwap
+                ? intersetAcmount
+                : !hasPreviousEod
+                    ? interestAmountBeforeSettlement
+                    : posiNotionalValue == 0m
+                        ? interestAmountBeforeSettlement - lastInterestIncomeSum
+                        : lastRealizedInterest != 0m || lastRealizedInterestFee != 0m || !calcLast
+                        ? intersetAcmount
+                        : TdInterestAmount - lastInterestIncomeSum;
+            if (!autoSwap
+                && calcLast
+                && closePercent > 0m && closePercent < 1m
+                && posiNotionalValue > 0m
+                && position.InterestType == (int)InterestTypeEnum.复利
+                && position.InterestMode == (int)InterestModeEnum.合约名义本金规模)
+            {
+                // 算尾的复利部分平仓：平仓金额只结算“上日待实现 * 平仓比例
+                // + 已平本金当日利息”，但日终待实现必须按“上日待实现
+                // + 平仓前全额本金当日利息 - 实际平仓结算”递推。
+                // 通用路径的 intersetAcmount 此时基于已平本金：0007 只得到 30% 的
+                // 4,088.64，会漏记剩余 70% 的 9,540.16；因此改用上日终全额复利本金，
+                // 得到当日总利息 13,628.81，剩余部分才能继续参与后续复利。
+                var fullPrincipal = lastTdInterestPrincipal > 0m
+                    ? lastTdInterestPrincipal
+                    : oriPosiNotionalValue;
+                newEodPayPosition.TdInterestIncome = fullPrincipal
+                    * (newEodPayPosition.TdInterestRate + newEodPayPosition.FloatRate);
+                if (position.IsAnnualized)
+                {
+                    newEodPayPosition.TdInterestIncome /= tradeExtend.AnnualDays;
+                }
+            }
             Log.Info($"InterestIncomeSum is {lastInterestIncomeSum},TdInterestIncome is {newEodPayPosition.TdInterestIncome}" +
                      $",TdCloseInterest is {newEodPayPosition.TdCloseInterest}");
             Log.Info($"InterestFeeSum is {eodPayPosition.InterestFeeSum},TdInterestFee is {newEodPayPosition.TdInterestFee}" +
                      $",TdCloseInterestFee is {newEodPayPosition.TdCloseInterestFee}");
-            if (closePercent == 1)
-            {
-                // 全量平仓后不应把待实现利息或费用带入下一交易日。
-                newEodPayPosition.InterestIncomeSum = 0;
-                newEodPayPosition.InterestFeeSum = 0;
-            }
-            else
-            {
-                var pendingInterestBeforeSettlement = autoSwap
-                    ? interestAmountBeforeSettlement
-                    : lastInterestIncomeSum + newEodPayPosition.TdInterestIncome;
-                newEodPayPosition.InterestIncomeSum = RoundEodInterest(
-                    pendingInterestBeforeSettlement - newEodPayPosition.TdCloseInterest);
-                newEodPayPosition.InterestFeeSum = eodPayPosition.InterestFeeSum + newEodPayPosition.TdInterestFee - newEodPayPosition.TdCloseInterestFee;
-            }
+            var pendingInterestBeforeSettlement = autoSwap
+                ? interestAmountBeforeSettlement
+                : lastInterestIncomeSum + newEodPayPosition.TdInterestIncome;
+            var pendingInterestFeeBeforeSettlement = eodPayPosition.InterestFeeSum
+                + newEodPayPosition.TdInterestFee;
+            newEodPayPosition.InterestIncomeSum = closePercent == 1
+                && RoundMoney(pendingInterestBeforeSettlement) == RoundMoney(newEodPayPosition.TdCloseInterest)
+                ? 0m
+                : RoundEodInterest(pendingInterestBeforeSettlement - newEodPayPosition.TdCloseInterest);
+            newEodPayPosition.InterestFeeSum = closePercent == 1
+                && RoundMoney(pendingInterestFeeBeforeSettlement) == RoundMoney(newEodPayPosition.TdCloseInterestFee)
+                ? 0m
+                : RoundEodInterest(pendingInterestFeeBeforeSettlement - newEodPayPosition.TdCloseInterestFee);
             //持仓内容-利息腿-损益统计(本方视角）
             newEodPayPosition.InterestProfitSum = newEodPayPosition.InterestIncomeSum + newEodPayPosition.InterestFeeSum;
             //持仓价值