diff --git a/Framework/YLErp.Core/DBModels/EodSwapPosition.cs b/Framework/YLErp.Core/DBModels/EodSwapPosition.cs
index f4c8f745..77b3dbbf 100644
--- a/Framework/YLErp.Core/DBModels/EodSwapPosition.cs
+++ b/Framework/YLErp.Core/DBModels/EodSwapPosition.cs
@@ -205,7 +205,7 @@ namespace YLErp.DBModels
[DataChange]
public int InterestDirection { get; set; }
///
- /// 计息基本类型 1：固定值，2：合约名义本金规模，3：持仓名义本金，4：持仓市值,5：初始预付金，6：追加预付金
+ /// 计息基本类型 1：固定值，2：合约名义本金规模，5：初始预付金，6：追加预付金，9：标的期初全价
///
[DisplayName("计息基本类型")]
[DataChange]
diff --git a/Framework/YLErp.Core/DBModels/SwapFlowEvent.cs b/Framework/YLErp.Core/DBModels/SwapFlowEvent.cs
index 632ed8c3..b635b672 100644
--- a/Framework/YLErp.Core/DBModels/SwapFlowEvent.cs
+++ b/Framework/YLErp.Core/DBModels/SwapFlowEvent.cs
@@ -280,7 +280,7 @@ namespace YLErp.DBModels
}
}
///
- /// 计息方式 1：固定值，2：合约名义本金规模，3：持仓名义本金，4：持仓市值
+ /// 计息方式 1：固定值，2：合约名义本金规模，5：初始预付金，6：追加预付金，9：标的期初全价
///
[DisplayName("计息方式")]
[DataChange]
diff --git a/Framework/YLErp.Core/DBModels/SwapPosition.cs b/Framework/YLErp.Core/DBModels/SwapPosition.cs
index 04a306f9..a5d66d81 100644
--- a/Framework/YLErp.Core/DBModels/SwapPosition.cs
+++ b/Framework/YLErp.Core/DBModels/SwapPosition.cs
@@ -163,7 +163,7 @@ namespace YLErp.DBModels
///
public string FloatRateUnderlyingCode { get; set; }
///
- /// 计息基本类型 1：固定值，2：合约名义本金规模，3：持仓名义本金，4：持仓市值,5：初始预付金，6：追加预付金
+ /// 计息基本类型 1：固定值，2：合约名义本金规模，5：初始预付金，6：追加预付金，9：标的期初全价
///
[DisplayName("计息基本类型")]
[DataChange]
diff --git a/UnitTestProject/Modules/SwapModule/FundingLegs/FundingLegStrategyTest.cs b/UnitTestProject/Modules/SwapModule/FundingLegs/FundingLegStrategyTest.cs
index c3afb09f..ebd0803f 100644
--- a/UnitTestProject/Modules/SwapModule/FundingLegs/FundingLegStrategyTest.cs
+++ b/UnitTestProject/Modules/SwapModule/FundingLegs/FundingLegStrategyTest.cs
@@ -6,16 +6,14 @@ using YLErp.Modules.SwapModule.FundingLegs;
namespace UnitTestProject.Modules.SwapModule.FundingLegs
{
///
- /// 融资腿策略单测。验证每个策略的 CalcNotional 与现有 CalcNotionalByMode switch 完全一致。
- /// 这组测试是后续"迁移调用点"的安全网——迁移前后行为必须不变。
+ /// 融资腿策略单测。验证每个 IFundingLegStrategy 实现的 CalcNotional 计息基数公式正确。
+ /// 原 CalcNotionalByMode switch 已重构为策略类（见 FundingLegStrategyFactory）。
///
[TestClass]
public class FundingLegStrategyTest
{
private const decimal Fix = 2_000_000m;
private const decimal Notional = 100_000_000m;
- private const decimal LongNotional = 60_000_000m;
- private const decimal ShortNotional = 40_000_000m;
#region 固定值(mode 1)
@@ -23,7 +21,7 @@ namespace UnitTestProject.Modules.SwapModule.FundingLegs
public void 固定值_部分平仓_计息基数恒等于Fix()
{
var leg = new FixedAmountLeg();
- var r = leg.CalcNotional(Fix, Notional, LongNotional, ShortNotional, 0.5m);
+ var r = leg.CalcNotional(Fix, Notional, 0.5m);
Assert.AreEqual(Fix, r.ClosePrincipal, "平仓本金恒=Fix");
Assert.AreEqual(Fix, r.PosiPrincipal, "持仓本金恒=Fix");
@@ -34,7 +32,7 @@ namespace UnitTestProject.Modules.SwapModule.FundingLegs
public void 固定值_全平_计息基数仍等于Fix()
{
var leg = new FixedAmountLeg();
- var r = leg.CalcNotional(Fix, Notional, LongNotional, ShortNotional, 1m);
+ var r = leg.CalcNotional(Fix, Notional, 1m);
Assert.AreEqual(Fix, r.ClosePrincipal);
}
@@ -46,7 +44,7 @@ namespace UnitTestProject.Modules.SwapModule.FundingLegs
public void 合约名义本金_部分平仓_本金按比例缩放()
{
var leg = new ContractNotionalLeg();
- var r = leg.CalcNotional(Fix, Notional, LongNotional, ShortNotional, 0.5m);
+ var r = leg.CalcNotional(Fix, Notional, 0.5m);
Assert.AreEqual(50_000_000m, r.ClosePrincipal);
Assert.AreEqual(Notional, r.PosiPrincipal);
@@ -57,7 +55,7 @@ namespace UnitTestProject.Modules.SwapModule.FundingLegs
public void 合约名义本金_全平_本金等于全额()
{
var leg = new ContractNotionalLeg();
- var r = leg.CalcNotional(Fix, Notional, LongNotional, ShortNotional, 1m);
+ var r = leg.CalcNotional(Fix, Notional, 1m);
Assert.AreEqual(Notional, r.ClosePrincipal);
}
@@ -65,7 +63,7 @@ namespace UnitTestProject.Modules.SwapModule.FundingLegs
public void 合约名义本金_零平仓_本金为零()
{
var leg = new ContractNotionalLeg();
- var r = leg.CalcNotional(Fix, Notional, LongNotional, ShortNotional, 0m);
+ var r = leg.CalcNotional(Fix, Notional, 0m);
Assert.AreEqual(0m, r.ClosePrincipal);
Assert.AreEqual(Notional, r.PosiPrincipal);
@@ -79,7 +77,7 @@ namespace UnitTestProject.Modules.SwapModule.FundingLegs
public void 标的期初全价_部分平仓_主路径公式同mode2()
{
var leg = new UnderlyingEntryFullPriceLeg();
- var r = leg.CalcNotional(Fix, Notional, LongNotional, ShortNotional, 0.5m);
+ var r = leg.CalcNotional(Fix, Notional, 0.5m);
Assert.AreEqual(50_000_000m, r.ClosePrincipal);
Assert.AreEqual(Notional, r.PosiPrincipal);
@@ -90,7 +88,7 @@ namespace UnitTestProject.Modules.SwapModule.FundingLegs
public void 标的期初全价_全平_本金等于全额()
{
var leg = new UnderlyingEntryFullPriceLeg();
- var r = leg.CalcNotional(Fix, Notional, LongNotional, ShortNotional, 1m);
+ var r = leg.CalcNotional(Fix, Notional, 1m);
Assert.AreEqual(Notional, r.ClosePrincipal);
}
diff --git a/UnitTestProject/Modules/SwapModule/SwapUnwindFloatingLegDiagnosticTdd.cs b/UnitTestProject/Modules/SwapModule/SwapUnwindFloatingLegDiagnosticTdd.cs
index 84a7230d..69f7ca72 100644
--- a/UnitTestProject/Modules/SwapModule/SwapUnwindFloatingLegDiagnosticTdd.cs
+++ b/UnitTestProject/Modules/SwapModule/SwapUnwindFloatingLegDiagnosticTdd.cs
@@ -5,12 +5,12 @@ using YLErp.DBModels.Enums;
namespace YLErp.Modules.SwapModule
{
///
- /// 诊断测试：验证「浮动腿 fpositions 仍用 origPositions(orig 100M)」对本 deal 的
- /// 预付金/返回预付金结果是否产生影响。结论预期：本 deal 利息腿只有 mode 9(标的期初全价)
- /// 与 mode 5(初始预付金)，CalcNotionalByMode 中 posiLong/posiShort 仅在「多头/空头存续名义本金」
- /// 分支被消费(L709-716)，故本 deal 即便 fpositions 用 orig 100M，预付金腿结果也不受其影响。
- /// 本测试仅做诊断/验证，不改动任何生产代码；用反射调用 private CalcNotionalByMode 以直接证明
- /// “mode 9 / mode 5 的 closePrincipal 不依赖 posiLong/posiShort”。
+ /// 诊断测试骨架：针对 GLMS 双轨持仓(orig/real)构造预付金腿(mode 5)与标的期初全价腿(mode 9)，
+ /// 用于验证“浮动腿 fpositions 用 origPositions 对预付金/标的端计息基数的影响”。
+ /// 计息基数现由 FundingLegStrategyFactory + 各 IFundingLegStrategy 策略类计算
+ /// （原 private CalcNotionalByMode 已重构移除）；多空存续腿的 posiLong/posiShort 因界面禁用
+ /// 已从策略接口删除，故预付金/标的端计息基数不依赖多空头寸。
+ /// 注：当前仅含数据构造，反射诊断方法尚未实现（无 [TestMethod]）。
///
[TestClass]
public class SwapUnwindFloatingLegDiagnosticTdd
diff --git a/YLErpDAL/Modules/SwapModule/FundingLegs/ContractNotionalLeg.cs b/YLErpDAL/Modules/SwapModule/FundingLegs/ContractNotionalLeg.cs
index f1d62dd0..97e6faea 100644
--- a/YLErpDAL/Modules/SwapModule/FundingLegs/ContractNotionalLeg.cs
+++ b/YLErpDAL/Modules/SwapModule/FundingLegs/ContractNotionalLeg.cs
@@ -11,6 +11,6 @@ public sealed class ContractNotionalLeg : IFundingLegStrategy
{
public InterestModeEnum Mode => InterestModeEnum.合约名义本金规模;
- public NotionalResult CalcNotional(decimal fix, decimal posiNotional, decimal posiLong, decimal posiShort, decimal closePercent)
+ public NotionalResult CalcNotional(decimal fix, decimal posiNotional, decimal closePercent)
=> new(posiNotional * closePercent, posiNotional, closePercent);
}
diff --git a/YLErpDAL/Modules/SwapModule/FundingLegs/FixedAmountLeg.cs b/YLErpDAL/Modules/SwapModule/FundingLegs/FixedAmountLeg.cs
index 6e477b07..451384ec 100644
--- a/YLErpDAL/Modules/SwapModule/FundingLegs/FixedAmountLeg.cs
+++ b/YLErpDAL/Modules/SwapModule/FundingLegs/FixedAmountLeg.cs
@@ -12,6 +12,6 @@ public sealed class FixedAmountLeg : IFundingLegStrategy
{
public InterestModeEnum Mode => InterestModeEnum.固定值;
- public NotionalResult CalcNotional(decimal fix, decimal posiNotional, decimal posiLong, decimal posiShort, decimal closePercent)
+ public NotionalResult CalcNotional(decimal fix, decimal posiNotional, decimal closePercent)
=> new(fix, fix, 1m);
}
diff --git a/YLErpDAL/Modules/SwapModule/FundingLegs/IFundingLegStrategy.cs b/YLErpDAL/Modules/SwapModule/FundingLegs/IFundingLegStrategy.cs
index 2d29f8c0..9ef23074 100644
--- a/YLErpDAL/Modules/SwapModule/FundingLegs/IFundingLegStrategy.cs
+++ b/YLErpDAL/Modules/SwapModule/FundingLegs/IFundingLegStrategy.cs
@@ -22,10 +22,8 @@ public interface IFundingLegStrategy
///
/// 合约固定本金（固定值/预付金腿用；其余腿忽略）。
/// 当前剩余名义本金（数量 × 全价）。
- /// 多头剩余名义本金（多空存续腿用，当前界面已禁用）。
- /// 空头剩余名义本金。
/// 平仓比例（占剩余，0~1）。
- NotionalResult CalcNotional(decimal fix, decimal posiNotional, decimal posiLong, decimal posiShort, decimal closePercent);
+ NotionalResult CalcNotional(decimal fix, decimal posiNotional, decimal closePercent);
}
///
diff --git a/YLErpDAL/Modules/SwapModule/FundingLegs/UnderlyingEntryFullPriceLeg.cs b/YLErpDAL/Modules/SwapModule/FundingLegs/UnderlyingEntryFullPriceLeg.cs
index f78d9b74..6838f7e0 100644
--- a/YLErpDAL/Modules/SwapModule/FundingLegs/UnderlyingEntryFullPriceLeg.cs
+++ b/YLErpDAL/Modules/SwapModule/FundingLegs/UnderlyingEntryFullPriceLeg.cs
@@ -14,6 +14,6 @@ public sealed class UnderlyingEntryFullPriceLeg : IFundingLegStrategy
{
public InterestModeEnum Mode => InterestModeEnum.标的期初全价;
- public NotionalResult CalcNotional(decimal fix, decimal posiNotional, decimal posiLong, decimal posiShort, decimal closePercent)
+ public NotionalResult CalcNotional(decimal fix, decimal posiNotional, decimal closePercent)
=> new(posiNotional * closePercent, posiNotional, closePercent);
}
diff --git a/YLErpDAL/Modules/SwapModule/SwapDealService.cs b/YLErpDAL/Modules/SwapModule/SwapDealService.cs
index bf9bbaa4..beeeef4e 100644
--- a/YLErpDAL/Modules/SwapModule/SwapDealService.cs
+++ b/YLErpDAL/Modules/SwapModule/SwapDealService.cs
@@ -718,7 +718,7 @@ namespace YLErp.Modules.SwapModule
{
// 融资腿(1/2/9): 走策略工厂
var r = FundingLegStrategyFactory.Get(mode)
- .CalcNotional(position.InterestPrincipalFix, posiNotionalValue, posiLongNotionalValue, posiShortNotionalValue, closePrecent);
+ .CalcNotional(position.InterestPrincipalFix, posiNotionalValue, closePrecent);
closePrincipal = r.ClosePrincipal;
posiPrincipal = r.PosiPrincipal;
newClosePercent = r.ClosePercent;