Merge branch 'glms/feature/dotnumber' into 'glms/feature/1.4.2'

fix(swap): 修复利息互换平仓结算中的尾差处理和本金计算问题 See merge request otc-dev/zszq-trs!3
2026-07-31 09:02:31 +00:00
parent 5afd766a5f 2eba4ce2a9
commit 74ded52829
9 changed files with 401 additions and 48 deletions
@@ -109,33 +109,33 @@ namespace YLErp
        /// </summary>
        public static class InstrumentType
        {
-            public const string Stock = "Stock";
-            public const string StockIndex = "StockIndex";
-            public const string StockIF = "StockIF";
-            public const string CommoditySpot = "CommoditySpot";
-            public const string CommodityFutures = "CommodityFutures";
-            public const string NewOtcStock = "NewOtcStock";
-            public const string HKStock = "HKStock";
-            public const string HKStockIndex = "HKStockIndex";
-            public const string Fund = "Fund";
-            public const string TBonds = "TBonds";
-            public const string CreditBonds = "CreditBonds";  //信用债
-            public const string OtherBonds = "OtherBonds";    //其它债券
-            public const string Bonds = "Bond"; //债券
-            public const string GoldFutures = "GoldFutures";
-            public const string TBFutures = "TBFutures";
-            public const string OtherFutures = "OtherFutures";
-            public const string GoldSpot = "GoldSpot";
-            public const string OtherSpot = "OtherSpot";
-            public const string AbroadFutures = "AbroadFutures";
-            public const string AbroadSpot = "AbroadSpot";
-            public const string AbroadStock = "AbroadStock";
-            public const string AbroadStockIndex = "AbroadStockIndex";
-            public const string ExRate = "ExRate";
-            public const string Shibor = "Shibor";
-            public const string FixingRepoRate = "FixingRepoRate";
-            public const string OtherRate = "OtherRate";
-            public const string RateYield = "RateYield"; //利率收益率
+            public const string Stock = "Stock"; // 股票
+            public const string StockIndex = "StockIndex"; // 股指
+            public const string StockIF = "StockIF"; // 股指期货
+            public const string CommoditySpot = "CommoditySpot"; // 商品现货
+            public const string CommodityFutures = "CommodityFutures"; // 商品期货
+            public const string NewOtcStock = "NewOtcStock"; // 新三板挂牌股票
+            public const string HKStock = "HKStock"; // 香港股票
+            public const string HKStockIndex = "HKStockIndex"; // 香港股指
+            public const string Fund = "Fund"; // 基金及基金专户
+            public const string TBonds = "TBonds"; // 利率债
+            public const string CreditBonds = "CreditBonds"; // 信用债
+            public const string OtherBonds = "OtherBonds"; // 其它债券
+            public const string Bonds = "Bond"; // 债券
+            public const string GoldFutures = "GoldFutures"; // 黄金期货
+            public const string TBFutures = "TBFutures"; // 国债期货
+            public const string OtherFutures = "OtherFutures"; // 其他期货
+            public const string GoldSpot = "GoldSpot"; // 黄金现货
+            public const string OtherSpot = "OtherSpot"; // 其他现货
+            public const string AbroadFutures = "AbroadFutures"; // 境外期货
+            public const string AbroadSpot = "AbroadSpot"; // 境外现货
+            public const string AbroadStock = "AbroadStock"; // 境外股票
+            public const string AbroadStockIndex = "AbroadStockIndex"; // 境外股指
+            public const string ExRate = "ExRate"; // 汇率
+            public const string Shibor = "Shibor"; // Shibor
+            public const string FixingRepoRate = "FixingRepoRate"; // 银行间回购定盘
+            public const string OtherRate = "OtherRate"; // 其他利率
+            public const string RateYield = "RateYield"; // 利率收益率
            public const string BondIndex = "BondIndex"; // 债券指数

            //public const string OtherUnderlying = "OtherUnderlying";
@@ -85,6 +85,21 @@ namespace YLErp.Modules.EodModule

        #endregion

+        #region 手工上传日终价格落表分流
+
+        [TestMethod]
+        [Description("股指期货和基金进入股票价格表，Shibor、利率收益率和债券指数进入商品期货价格表")]
+        public void 手工上传_按标的类型选择股票价格表()
+        {
+            Assert.IsTrue(SettlementPriceImportService.UseStockPriceTable(ConsGlobal.InstrumentType.StockIF));
+            Assert.IsTrue(SettlementPriceImportService.UseStockPriceTable(ConsGlobal.InstrumentType.Fund));
+            Assert.IsFalse(SettlementPriceImportService.UseStockPriceTable(ConsGlobal.InstrumentType.Shibor));
+            Assert.IsFalse(SettlementPriceImportService.UseStockPriceTable(ConsGlobal.InstrumentType.RateYield));
+            Assert.IsFalse(SettlementPriceImportService.UseStockPriceTable(ConsGlobal.InstrumentType.BondIndex));
+        }
+
+        #endregion
+
        #region 问题3：债券数据来源按是否手工改过区分"人工"/"系统"

        [TestMethod]
@@ -92,10 +92,12 @@ namespace YLErp.Modules.SwapModule
            // public 包装：验证自动互换时的“高精度应结 -> 两位实际结算 -> 待实现尾差”链路。
            public eod_swap_position ExecuteSaveAutoEodInterestPosition(
                eod_swap_position eodPayPosition, swap_position position, trade td,
-                DateTime valueDate, IntervalModel interval)
+                DateTime valueDate, IntervalModel interval, eod_swap lastEodSwap = null,
+                decimal posiLongNotional = DealInterestsScenarioTest.Principal,
+                decimal orginPv = DealInterestsScenarioTest.Principal)
            {
                SaveAutoEodInterestPosition(eodPayPosition, null, position, td, valueDate, interval,
-                    null, DealInterestsScenarioTest.Principal, 0m, 1m, DealInterestsScenarioTest.Principal);
+                    lastEodSwap, posiLongNotional, 0m, 1m, orginPv);
                return PersistedPositions.LastOrDefault();
            }

@@ -697,10 +699,10 @@ namespace YLErp.Modules.SwapModule
            var firstCloseFlow = CreateSwapFlowEvent(firstCloseDate, 0.01m);
            firstCloseFlow.EventType = (int)SwapFlowEventTypeEnum.平仓;
            firstCloseFlow.InterestPrincipal = 50m;
-            // 模拟 CalcUnwindInterest: 上日尾差 + 本次平仓后的高精度待实现。
+            // 模拟 CalcUnwindInterest：上日尾差加当日新增，尚未扣除本次 0.01 平仓结算。
            service.AutoInterests = new List<swap_flow_event>
            {
-                CreateAutoSwapFlowEvent(firstCloseDate, 0.006383561644m)
+                CreateAutoSwapFlowEvent(firstCloseDate, 0.016383561644m)
            };
            service.AutoInterests[0].InterestPrincipal = 50m;
            var firstCloseResult = service.ExecuteSaveAutoEodWithCloseInterestPosition(
@@ -733,6 +735,239 @@ namespace YLErp.Modules.SwapModule
                "全平后累计已实现应包含自动互换和两次平仓");
        }

+        [TestMethod]
+        public void DI_AUTO_SETTLEMENT_004_PartialCloseAccruesOnlyAfterPreviousEod()
+        {
+            const decimal originalNotional = 10012.35m;
+            const decimal remainingNotional = 5006.17m;
+            const decimal closeNotional = 5006.172835m;
+            const decimal rate = 0.0299m;
+            const decimal pendingInterest = 0.820379534246m;
+            const decimal settledInterest = 0.82m;
+            const decimal expectedPendingInterest = 0.820569301369m;
+            var service = new StubEodPositionService();
+            var td = CreateTrade();
+            td.trade_extend.ExtendJson = JsonConvert.SerializeObject(new TradeExtendJson
+            {
+                AnnualDays = AnnualDays,
+                InterestCalcMode = "01",
+                SettlementRules = 0
+            });
+            var position = CreateInterestPosition();
+            position.InterestRateDefault = rate;
+            position.InterestSwapInterval = null;
+            var previousEodDate = StartDate.AddDays(2);
+            var closeDate = previousEodDate.AddDays(1);
+            var previousEod = CreatePreEod(previousEodDate, pendingInterest, settledInterest);
+            previousEod.TdInterestPrincipal = originalNotional;
+            var closeFlow = CreateSwapFlowEvent(closeDate, settledInterest);
+            closeFlow.EventType = (int)SwapFlowEventTypeEnum.平仓;
+            closeFlow.InterestPrincipal = 5006.18m;
+            closeFlow.InterestRate = rate;
+
+            var result = service.ExecuteSaveAutoEodWithCloseInterestPosition(
+                previousEod, position, td, closeDate, null,
+                remainingNotional, 0m, new List<swap_flow_event> { closeFlow },
+                closeNotional, false);
+
+            AssertDecimal(expectedPendingInterest, result.InterestIncomeSum,
+                "Partial close must accrue only the day after the previous EOD snapshot");
+            AssertDecimal(remainingNotional, result.TdInterestPrincipal,
+                "The close-day snapshot must carry the remaining principal into the next EOD");
+            AssertDecimal(1.64m, result.RealizedInterest,
+                "Realized interest must include the previous and current settlements");
+            Assert.AreEqual(previousEodDate, service.LastInterestCalculationEodPosition.ValueDate,
+                "The previous EOD ValueDate must be preserved for accrual boundaries");
+            Assert.AreEqual(previousEod.id, service.LastInterestCalculationEodPosition.id,
+                "The previous EOD identity must not be reset to a new position");
+        }
+
+        [TestMethod]
+        public void DI_AUTO_SETTLEMENT_005_AutoSettlementKeepsRemainingPrincipal()
+        {
+            const decimal originalNotional = 10012.35m;
+            const decimal remainingNotional = 5006.17m;
+            const decimal rate = 0.0299m;
+            var settlementDate = new DateTime(2026, 7, 14);
+            var service = new StubEodPositionService();
+            var td = CreateTrade();
+            td.trade_extend.ExtendJson = JsonConvert.SerializeObject(new TradeExtendJson
+            {
+                AnnualDays = AnnualDays,
+                InterestCalcMode = "01",
+                SettlementRules = 0
+            });
+            var position = CreateInterestPosition();
+            position.InterestRateDefault = rate;
+            position.InterestSwapInterval = null;
+            var previousEod = CreatePreEod(settlementDate.AddDays(-1), 2.460947197259m, 1.64m);
+            previousEod.TdInterestPrincipal = remainingNotional;
+            var staleAggregate = new eod_swap { NotionalValue = originalNotional };
+
+            var result = service.ExecuteSaveAutoEodInterestPosition(
+                previousEod, position, td, settlementDate,
+                new IntervalModel { Date = settlementDate, Rate = rate, Settlement = 1 },
+                staleAggregate, remainingNotional, originalNotional);
+
+            AssertDecimal(2.87m, result.TdCloseInterest,
+                "Automatic settlement must round the half-position interest to 2.87");
+            AssertDecimal(remainingNotional, result.TdInterestPrincipal,
+                "Automatic settlement must not restore the original principal from eod_swap");
+        }
+
+        [TestMethod]
+        public void DI_AUTO_SETTLEMENT_006_CloseAndAutoSettlementOnlySettlesRemainder()
+        {
+            var settleDate = new DateTime(2026, 7, 16);
+            var autoFlow = CreateAutoSwapFlowEvent(settleDate, 1.2345m);
+            var service = new StubEodPositionService
+            {
+                AutoInterests = new List<swap_flow_event> { autoFlow }
+            };
+            var closeFlow = CreateSwapFlowEvent(settleDate, 0.50m);
+            closeFlow.EventType = (int)SwapFlowEventTypeEnum.平仓;
+
+            var result = service.ExecuteSaveAutoEodWithCloseInterestPosition(
+                CreatePreEod(settleDate.AddDays(-1), 0m), CreateInterestPosition(), CreateTrade(),
+                settleDate, new IntervalModel { Date = settleDate, Rate = FixedRate, Settlement = 1 },
+                50m, 0m, new List<swap_flow_event> { closeFlow }, 50m, true);
+
+            AssertDecimal(0.73m, autoFlow.InterestAmount,
+                "Automatic settlement must deduct the 0.50 already settled by the close");
+            AssertDecimal(0.73m, autoFlow.InterestClosePnL,
+                "The automatic flow PnL must use the actual 2-decimal remainder");
+            AssertDecimal(1.23m, result.TdCloseInterest,
+                "EOD realized interest must include both manual and automatic settlements");
+            AssertDecimal(0.0045m, result.InterestIncomeSum,
+                "The high-precision total less actual settlements must remain unrealized");
+            AssertDecimal(1.23m, result.RealizedInterest,
+                "Cumulative realized interest must add the combined actual settlement once");
+        }
+
+        [TestMethod]
+        public void DI_AUTO_SETTLEMENT_007_PayLegKeepsUnsignedSettlementAndAppliesDirectionOnce()
+        {
+            var settleDate = new DateTime(2026, 7, 16);
+            var autoFlow = CreateAutoSwapFlowEvent(settleDate, 1.2345m);
+            autoFlow.InterestDirection = (int)SwapDirectionEnum.支付;
+            autoFlow.InterestClosePnL = -1.2345m;
+            var service = new StubEodPositionService
+            {
+                AutoInterests = new List<swap_flow_event> { autoFlow }
+            };
+            var position = CreateInterestPosition();
+            position.InterestDirection = (int)SwapDirectionEnum.支付;
+            var closeFlow = CreateSwapFlowEvent(settleDate, 0.50m);
+            closeFlow.EventType = (int)SwapFlowEventTypeEnum.平仓;
+            closeFlow.InterestDirection = (int)SwapDirectionEnum.支付;
+            closeFlow.InterestClosePnL = -0.50m;
+
+            var result = service.ExecuteSaveAutoEodWithCloseInterestPosition(
+                CreatePreEod(settleDate.AddDays(-1), 0m), position, CreateTrade(), settleDate,
+                new IntervalModel { Date = settleDate, Rate = FixedRate, Settlement = 1 },
+                50m, 0m, new List<swap_flow_event> { closeFlow }, 50m, true);
+
+            AssertDecimal(0.73m, autoFlow.InterestAmount);
+            AssertDecimal(-0.73m, autoFlow.InterestClosePnL);
+            AssertDecimal(1.23m, result.TdCloseInterest,
+                "TdCloseInterest follows the unsigned settlement convention used by other interest branches");
+            AssertDecimal(0.0045m, result.InterestIncomeSum);
+            AssertDecimal(-1.23m, result.RealizedInterest,
+                "The pay direction must be applied exactly once when cumulative realized interest is stored");
+        }
+
+        [TestMethod]
+        public void DI_AUTO_SETTLEMENT_008_MarginLegAppliesReversedDirectionOnce()
+        {
+            var settleDate = new DateTime(2026, 7, 16);
+            var autoFlow = CreateAutoSwapFlowEvent(settleDate, 1.2345m);
+            autoFlow.InterestMode = (int)InterestModeEnum.初始预付金;
+            var service = new StubEodPositionService
+            {
+                AutoInterests = new List<swap_flow_event> { autoFlow }
+            };
+            var position = CreateInterestPosition();
+            position.InterestMode = (int)InterestModeEnum.初始预付金;
+            position.InterestPrincipalFix = 50m;
+            var closeFlow = CreateSwapFlowEvent(settleDate, 0.50m);
+            closeFlow.EventType = (int)SwapFlowEventTypeEnum.平仓;
+            closeFlow.InterestMode = (int)InterestModeEnum.初始预付金;
+
+            var result = service.ExecuteSaveAutoEodWithCloseInterestPosition(
+                CreatePreEod(settleDate.AddDays(-1), 0m), position, CreateTrade(), settleDate,
+                new IntervalModel { Date = settleDate, Rate = FixedRate, Settlement = 1 },
+                50m, 0m, new List<swap_flow_event> { closeFlow }, 50m, true);
+
+            AssertDecimal(0.73m, autoFlow.InterestAmount);
+            AssertDecimal(0.73m, autoFlow.InterestClosePnL);
+            AssertDecimal(1.23m, result.TdCloseInterest);
+            AssertDecimal(0.0045m, result.InterestIncomeSum);
+            AssertDecimal(-1.23m, result.RealizedInterest,
+                "A received margin principal produces payable interest, so the margin ratio reverses once");
+        }
+
+        [TestMethod]
+        public void DI_MANUAL_CLOSE_006_FinalCloseIncludesCloseDateInterest()
+        {
+            const decimal originalNotional = 10012.35m;
+            const decimal remainingNotional = 5006.17m;
+            const decimal rate = 0.0299m;
+            const decimal pendingInterest = 0.411136145205m;
+            const decimal expectedInterest = 0.821230619178m;
+            var closeDate = new DateTime(2026, 7, 16);
+            var service = new StubEodPositionService();
+            var td = CreateTrade();
+            td.trade_extend.ExtendJson = JsonConvert.SerializeObject(new TradeExtendJson
+            {
+                AnnualDays = AnnualDays,
+                InterestCalcMode = "01",
+                SettlementRules = 0
+            });
+            var position = CreateInterestPosition();
+            position.InterestRateDefault = rate;
+            position.InterestSwapInterval = null;
+            var previousEod = CreatePreEod(closeDate.AddDays(-1), pendingInterest, 4.51m);
+            previousEod.TdInterestPrincipal = remainingNotional;
+            var previousFloatingPosition = new eod_swap_position
+            {
+                PosiDirection = (int)SwapDirectionEnum.支付,
+                PosiNotionalValue = remainingNotional
+            };
+            var previousAggregate = new eod_swap
+            {
+                NotionalValue = originalNotional,
+                NotionalValueLong = remainingNotional
+            };
+            var orginPv = SwapDealService.ResolveUnwindPreviousNotional(
+                previousAggregate, new List<eod_swap_position> { previousEod, previousFloatingPosition },
+                remainingNotional);
+
+            AssertDecimal(remainingNotional, SwapDealService.ResolveUnwindPreviousNotional(
+                previousAggregate, Array.Empty<eod_swap_position>(), originalNotional),
+                "Missing details must fall back to the aggregate directional notionals");
+            AssertDecimal(remainingNotional, SwapDealService.ResolveUnwindPreviousNotional(
+                null, null, remainingNotional),
+                "Missing EOD data must fall back to the current notional");
+            AssertDecimal(remainingNotional, SwapDealService.ResolveUnwindPreviousNotional(
+                new eod_swap { NotionalValue = originalNotional }, Array.Empty<eod_swap_position>(),
+                remainingNotional),
+                "Zero directional notionals must not override a non-zero current remaining notional");
+
+            var result = new SwapDealService(service).GetInterests(
+                td, td.trade_extend, closeDate, closeDate,
+                new List<eod_swap_position> { previousEod }, new List<swap_position> { position },
+                remainingNotional, remainingNotional, 0m, remainingNotional, 1m,
+                (int)SwapEventTypeEnum.平仓, false, false, 1m, orginPv,
+                false, settment: false, newCalcLast: false, closeList: null).Single();
+
+            AssertDecimal(remainingNotional, result.InterestPrincipal,
+                "Final close must accrue on the remaining principal");
+            AssertDecimal(expectedInterest, result.InterestAmount,
+                "InterestCalcMode 01 must include the final close date");
+            AssertDecimal(0.82m, Math.Round(result.InterestAmount, ConsGlobal.MoneyRound,
+                MidpointRounding.AwayFromZero), "Final close cash interest must be 0.82");
+        }
+
        /// <summary>
        /// [DI_MATURITY_SETTLEMENT_001] 到期日存在手动互换但未带齐待实现时不能清零；
        /// 当前事件按两位覆盖全部可结金额后，才可视为最终结算并清零。
@@ -14,6 +14,12 @@ namespace YLErp.Modules.EodModule

        }

+        public static bool UseStockPriceTable(string instrumentType)
+        {
+            return ConsGlobal.InstrumentType.EquityTypes().Contains(instrumentType)
+                || instrumentType == ConsGlobal.InstrumentType.Fund;
+        }
+
        /// <summary>
        /// 导入xlsx数据
        /// </summary>
@@ -134,7 +140,7 @@ namespace YLErp.Modules.EodModule
                    EodPriceService.StampBondOperator(eodPrice, UserId, eodPrice.id == 0);
                    result.SuccessCount++;
                }
-               else if (!underlying.CalcTypeIsStock())
+               else if (!UseStockPriceTable(underlying.UnderlyingInstrumentType))
                {
                    var eodPrice = DbContext.eod_commodity_future_price
                        .FirstOrDefault(p => p.ValueDate == item.date && p.UnderlyingCode == underlying.UnderlyingCode);
@@ -565,7 +565,7 @@ namespace YLErp.Modules.SwapModule
            var posiShortNotionalValue = shortPositions.Sum(s => s.PosiNotionalValue);// 剩余名义本金
            var stockEqvNotional = realPostitions.Where(x => x.PosiDirection > 0).Sum(s => s.PosiNotionalValue);
            var posiNotionalValue = stockEqvNotional * closePercent;//剩余名义本金
-            var orginPv = lastEod != null ? lastEod.NotionalValue : stockEqvNotional;
+            var orginPv = ResolveUnwindPreviousNotional(lastEod, lastEodPositions, stockEqvNotional);
            var grossPrice = realPostitions.Where(x => x.PosiDirection > 0).FirstOrDefault()?.PosiGrossPrice;
            var closeList = DbContext.swap_flow_event.Where(x => x.SwapTradeId == tradeId && x.UnwindDate == unwindDate && eventTypes.Contains(x.EventType) && x.DataState == (int)SwapFlowDateStateEnum.完成).ToList();
            bool tdClose = closeList.Count > 0;
@@ -607,6 +607,29 @@ namespace YLErp.Modules.SwapModule
            }).ToList();
        }

+        public static decimal ResolveUnwindPreviousNotional(
+            eod_swap lastEod,
+            IEnumerable<eod_swap_position> lastEodPositions,
+            decimal currentNotional)
+        {
+            var floatingPositions = lastEodPositions?.Where(x => x.PosiDirection > 0).ToList();
+            decimal previousNotional;
+            if (floatingPositions?.Count > 0)
+            {
+                previousNotional = floatingPositions.Sum(x => x.PosiNotionalValue);
+            }
+            else
+            {
+                previousNotional = lastEod == null
+                    ? currentNotional
+                    : Math.Abs(lastEod.NotionalValueLong) + Math.Abs(lastEod.NotionalValueShort);
+            }
+
+            return previousNotional == 0m && currentNotional != 0m
+                ? currentNotional
+                : previousNotional;
+        }
+
        /// <summary>
        /// 获取利息腿"已通过历史互换结出的累计利息"（用于复利重算时扣除，类比分红的 CalcConsumedDividend）。
        /// 数据源为事件级 swap_flow_event.InterestAmount（互换/自动互换 完成态事件，互换当时即落库，不依赖日终归档）。
@@ -1161,13 +1161,7 @@ namespace YLErp.Modules.SwapModule
            }

            var tradeExtend = td.trade_extend.ExtendObj;
-            decimal oriPosiNotionalValue = posiLongNotional + posiShortNational;
-            decimal posiNotionalValue = oriPosiNotionalValue;
-            bool longShort = td.StructureType == ClientMarginTypeEnum.多空组合.ToString();
-            if (lastEodSwap != null)
-            {
-                posiNotionalValue = lastEodSwap.NotionalValue;
-            }
+            decimal posiNotionalValue = posiLongNotional + posiShortNational;
            decimal closePercent = 1;
            decimal ratio = position.InterestDirection == (int)SwapDirectionEnum.收取 ? 1m : -1m;//收取为正，支付为负
            if (marginTypes.Contains(position.InterestMode))
@@ -1293,10 +1287,11 @@ namespace YLErp.Modules.SwapModule
            var lastInterestFeeSum = eodPayPosition?.InterestFeeSum ?? 0m;
            var lastRealizedInterest = eodPayPosition?.RealizedInterest ?? 0m;
            var lastRealizedInterestFee = eodPayPosition?.RealizedInterestFee ?? 0m;
-            eodPayPosition = new eod_swap_position();
+            // 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;
            eodPayPosition.SwapTradeId = td.id;
-            // CalcSwapInterests 按 PositionId 查找上一日日终；id 仍保持 0，沿用盘中平仓的原有计息日期语义。
+            // CalcSwapInterests 按 PositionId 匹配上一日日终。
            eodPayPosition.PositionId = position.id;
            eodPayPosition.PosiStartDate = td.StartDate.Value;
            eodPayPosition.PosiMatuirityDate = td.ExerciseDate.Value;
@@ -1338,7 +1333,17 @@ namespace YLErp.Modules.SwapModule
            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);
            decimal TdInterestAmount = interests.Sum(x => x.TdInterestAmount);
-            decimal InterestAmount = interests.Sum(x => x.InterestAmount);
+            decimal interestAmountBeforeSettlement = interests.Sum(x => x.InterestAmount);
+            decimal manualSettledInterestAmount = flowEvents.Sum(x => x.InterestAmount);
+            decimal autoSettledInterestAmount = 0m;
+            if (autoSwap && interests.Count > 0)
+            {
+                autoSettledInterestAmount = RoundMoney(interestAmountBeforeSettlement - manualSettledInterestAmount);
+                var autoInterest = interests[0];
+                autoInterest.InterestAmount = autoSettledInterestAmount;
+                autoInterest.InterestClosePnL = autoSettledInterestAmount
+                    * (autoInterest.InterestDirection == (int)SwapDirectionEnum.收取 ? 1m : -1m);
+            }
            newEodPayPosition.ValueDate = valueDate;
            newEodPayPosition.PositionId = position.id;
            UpdateDbOption(newEodPayPosition);
@@ -1359,7 +1364,9 @@ namespace YLErp.Modules.SwapModule
            newEodPayPosition.interest_rest_days = position.interest_rest_days;
            newEodPayPosition.interest_rule = position.interest_rule;
            //利息端估值用信息
-            newEodPayPosition.TdInterestPrincipal = interests.Count > 0 ? interests.First().InterestPrincipal : 0;
+            newEodPayPosition.TdInterestPrincipal = position.InterestMode == (int)InterestModeEnum.标的期初全价
+                ? posiNotionalValue
+                : interests.Count > 0 ? interests.First().InterestPrincipal : 0;
            if (interval != null)
            {
                newEodPayPosition.TdInterestRate = interval.Rate;
@@ -1371,7 +1378,7 @@ namespace YLErp.Modules.SwapModule
            //当日已实现，平仓时已处理
            newEodPayPosition.TdInterestFee = flowEvents.Sum(s => s.InterestFee);
            newEodPayPosition.TdCloseInterestFee = newEodPayPosition.TdInterestFee;
-            newEodPayPosition.TdCloseInterest = flowEvents.Sum(s => s.InterestClosePnL);
+            newEodPayPosition.TdCloseInterest = manualSettledInterestAmount + autoSettledInterestAmount;
            var intersetAcmount = newEodPayPosition.TdInterestPrincipal * (newEodPayPosition.TdInterestRate + newEodPayPosition.FloatRate);
            if (position.IsAnnualized)
            {
@@ -1390,7 +1397,8 @@ namespace YLErp.Modules.SwapModule
            }
            else
            {
-                newEodPayPosition.InterestIncomeSum = InterestAmount;
+                newEodPayPosition.InterestIncomeSum = RoundEodInterest(
+                    interestAmountBeforeSettlement - newEodPayPosition.TdCloseInterest);
                newEodPayPosition.InterestFeeSum = eodPayPosition.InterestFeeSum + newEodPayPosition.TdInterestFee - newEodPayPosition.TdCloseInterestFee;
            }
            //持仓内容-利息腿-损益统计(本方视角）
@@ -41,6 +41,8 @@ window.main.swapPricePrecision = {
    ExRate: { integerDigits: 2, precision: 8 },
    Shibor: { integerDigits: 2, precision: 4 },
    FixingRepoRate: { integerDigits: 2, precision: 4 },
+    RateYield: {integerDigits: 6, precision: 8},
+    BondIndex: {integerDigits: 6, precision: 4},

    // TODO: 利率收益率(6+8)、债券指数(6+4)、黄金期货(6+4)待对应的 UnderlyingInstrumentType 枚举确认后启用。
 };
@@ -47,6 +47,68 @@ global.main = {

 const SwapCalc = require('../wwwroot/Scripts/app/swaptrade/swapCalc.js');

+describe('TradeEdit bond price input bindings', () => {
+    const view = fs.readFileSync(path.join(__dirname, '..', 'Views', 'SwapTrade2', 'TradeEdit.cshtml'), 'utf8');
+    const methods = fs.readFileSync(path.join(__dirname, '..', 'wwwroot', 'Scripts', 'app', 'swaptrade', 'swapTradeEdit.js'), 'utf8');
+    const precisionHelper = fs.readFileSync(path.join(__dirname, '..', 'wwwroot', 'Scripts', 'app', 'swaptrade', 'swapPricePrecisionHelper.js'), 'utf8');
+
+    test('binds the three bond price fields to current Vue methods', () => {
+        expect(view).toMatch(/v-model="item\.PosiGrossPrice"[^>]*v-on:input="onDpPriceInput\(item\)"/);
+        expect(view).toMatch(/v-model="item\.PosiNetNoFeePrice"[^>]*v-on:input="onBondPriceEdit\(item,'CP'\)"/);
+        expect(view).toMatch(/v-model="item\.InitYtm"[^>]*v-on:input="onBondPriceEdit\(item,'YD'\)"/);
+        expect(view).not.toContain('v-on:input="onBondPriceInput(');
+        expect(methods).toMatch(/^\s*onBondPriceEdit\s*\(/m);
+    });
+
+    test('precision input preserves the keydown, input, enter event contract', () => {
+        const helper = new Function('window', precisionHelper + '\nreturn swapPricePrecision;')({});
+        const component = helper.createVueInputComponent();
+        expect(component.template).toContain('@blur="onChange"');
+        expect(component.template).not.toContain('@change="onChange"');
+        const emitted = [];
+        const vm = {
+            text: '99.5',
+            enterPressed: false,
+            format: { precision: 4, percent: true },
+            $emit: (event, value) => emitted.push({ event, value })
+        };
+        Object.keys(component.methods).forEach(name => {
+            vm[name] = component.methods[name].bind(vm);
+        });
+        const target = {
+            value: vm.text,
+            blur: () => vm.onChange({ target })
+        };
+
+        vm.onKeydown({ keyCode: 13, target });
+
+        expect(emitted.map(x => x.event)).toEqual(['keydown', 'input', 'enter']);
+        expect(emitted[1].value).toBe('0.995');
+        expect(emitted[2].value).toBe('0.995');
+    });
+
+    test('equal format refresh does not overwrite uncommitted input', () => {
+        const helper = new Function('window', precisionHelper + '\nreturn swapPricePrecision;')({});
+        const component = helper.createVueInputComponent();
+        const format = { precision: 4, percent: true };
+        const vm = {
+            value: '0.995',
+            text: '99.5',
+            format,
+            formatSnapshot: JSON.stringify(format),
+            $emit: () => {}
+        };
+        Object.keys(component.methods).forEach(name => {
+            vm[name] = component.methods[name].bind(vm);
+        });
+
+        vm.onInput({ target: { value: '99.51' } });
+        component.watch.format.handler.call(vm);
+
+        expect(vm.text).toBe('99.51');
+    });
+});
+
 // ============================================================================
 // 根因 1：vue-number-input keydown 事件 emit 链路
 // ============================================================================
@@ -39,7 +39,9 @@ var swapPricePrecision = (function (global) {
        AbroadStockIndex: { integerDigits: 8, precision: 4 },
        ExRate: { integerDigits: 2, precision: 8 },
        Shibor: { integerDigits: 2, precision: 4 },
-        FixingRepoRate: { integerDigits: 2, precision: 4 }
+        FixingRepoRate: { integerDigits: 2, precision: 4 },
+        RateYield: {integerDigits: 6, precision: 8},
+        BondIndex: {integerDigits: 6, precision: 4},
        // TODO: Add InterestYield, BondIndex and GoldFutures after their enum values are confirmed.
    });

@@ -252,7 +254,7 @@ var swapPricePrecision = (function (global) {
                    }
                }
            },
-            template: '<input type="text" :disabled="disabled" :value="text" @input="onInput" @paste="onPaste" @keydown="onKeydown" @change="onChange">'
+            template: '<input type="text" :disabled="disabled" :value="text" @input="onInput" @paste="onPaste" @keydown="onKeydown" @blur="onChange">'
        };
    }