diff --git a/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs b/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs
index 0a8046e5..e2864304 100644
--- a/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs
+++ b/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs
@@ -153,6 +153,24 @@ namespace YLErp.Modules.SwapModule
             ClearSwapPositions(td, tradeDate, eventTypes, false);
         }
 
+        /// <summary>获取标的市场价格（生产: UnderlyingCodePrice查缓存+中债估值；测试: 返回固定值）</summary>
+        protected virtual decimal GetUnderlyingPrice(string code, DateTime settleDate, out decimal vobp)
+        {
+            return UnderlyingCodePrice(code, settleDate, out vobp);
+        }
+
+        /// <summary>获取标的缓存数据（生产: DataCacheProvider；测试: 返回内存对象）</summary>
+        protected virtual underlying_manager GetUnderlyingData(string underlyingCode)
+        {
+            return DataCacheProvider.GetUnderlyingDataSource().GetData(underlyingCode);
+        }
+
+        /// <summary>计算债券付息（生产: BondPaymentService；测试: 返回固定值）</summary>
+        protected virtual decimal CalcBondPayment(string underlyingCode, DateTime fromDate, DateTime toDate, decimal qty, int shortRatio, int directionRatio)
+        {
+            return new BondPaymentService(UserInfo).CalcPayment(underlyingCode, fromDate, toDate, qty, shortRatio, directionRatio);
+        }
+
         #endregion
 
         /// <summary>
@@ -1488,7 +1506,7 @@ namespace YLErp.Modules.SwapModule
                 curretEod.id = 0;
                 curretEod.ValueDate = valueDate;
             }
-            var um = DataCacheProvider.GetUnderlyingDataSource().GetData(eod.UnderlyingCode);
+            var um = GetUnderlyingData(eod.UnderlyingCode);
             if (um == null)
             {
                 return curretEod;
@@ -1497,13 +1515,12 @@ namespace YLErp.Modules.SwapModule
             int shortRatio = eod.PositionType == (int)PositionTypeFlag.Long ? 1 : -1;
             int directionRatio = eod.PosiDirection == (int)SwapDirectionEnum.收取 ? 1 : -1;
             curretEod.PosiStatus = curretEod.PosiQuantity == 0 ? 1 : 0;
-            var price = UnderlyingCodePrice(eod.UnderlyingCode, dealDate, out decimal vobp);
+            var price = GetUnderlyingPrice(eod.UnderlyingCode, dealDate, out decimal vobp);
             curretEod.dv01 = Dv01Helper.CalcDv01(eod.UnderlyingCode, curretEod.PosiQuantity, eod.PosiDirection, eod.PositionType, vobp);
             decimal tax = um.ValueAddedTax ?? 0;
-            BondPaymentService bondPaymentService = new BondPaymentService(UserInfo);
             if (valueDate > td.StartDate.Value && curretEod.PosiQuantity > 0)
             {
-                decimal payment = bondPaymentService.CalcPayment(curretEod.UnderlyingCode, eod.ValueDate, valueDate, curretEod.PosiQuantity, shortRatio, directionRatio);
+                decimal payment = CalcBondPayment(curretEod.UnderlyingCode, eod.ValueDate, valueDate, curretEod.PosiQuantity, shortRatio, directionRatio);
                 // 考虑增值税
                 curretEod.TdPosiDividend = Math.Round(payment / (1 + tax) * (1 - tax), 2);
             }
@@ -1570,7 +1587,7 @@ namespace YLErp.Modules.SwapModule
                 curretEod.ValueDate = valueDate;
             }
 
-            var um = DataCacheProvider.GetUnderlyingDataSource().GetData(eod.UnderlyingCode);
+            var um = GetUnderlyingData(eod.UnderlyingCode);
             if (um == null)
             {
                 return curretEod;
@@ -1578,11 +1595,10 @@ namespace YLErp.Modules.SwapModule
             var dealDate = curretEod.ValueDate;
             int shortRatio = eod.PositionType == (int)PositionTypeFlag.Long ? 1 : -1;
             int directionRatio = eod.PosiDirection == (int)SwapDirectionEnum.收取 ? 1 : -1;
-            var price = UnderlyingCodePrice(eod.UnderlyingCode, dealDate, out decimal vobp);
+            var price = GetUnderlyingPrice(eod.UnderlyingCode, dealDate, out decimal vobp);
             var todayConsumedDividend = CalcConsumedDividend(curretEod, unwindEvents);
             var originNotional = (decimal)td.OriginalStockEqvNotional / swapPosition.PosiNetPrice;
-            BondPaymentService bondPaymentService = new BondPaymentService(UserInfo);
-            decimal totalPayment = bondPaymentService.CalcPayment(curretEod.UnderlyingCode, td.StartDate.Value, valueDate, (decimal)originNotional, shortRatio, directionRatio);
+            decimal totalPayment = CalcBondPayment(curretEod.UnderlyingCode, td.StartDate.Value, valueDate, (decimal)originNotional, shortRatio, directionRatio);
             decimal tax = um.ValueAddedTax ?? 0;
             decimal totalInterest = totalPayment / (1 + tax) * (1 - tax);
             SetPriceInfoByFlowEvent(eod, curretEod, unwindEvents, swapPosition);
@@ -1595,7 +1611,7 @@ namespace YLErp.Modules.SwapModule
             // 修改，互换事件会影响待实现的分红的，现在要算上
             if (valueDate > td.StartDate.Value && (curretEod.PosiQuantity > 0))
             {
-                decimal payment = bondPaymentService.CalcPayment(curretEod.UnderlyingCode, eod.ValueDate, valueDate, curretEod.PosiQuantity, shortRatio, directionRatio);
+                decimal payment = CalcBondPayment(curretEod.UnderlyingCode, eod.ValueDate, valueDate, curretEod.PosiQuantity, shortRatio, directionRatio);
                 curretEod.TdPosiDividend = Math.Round(payment / (1 + tax) * (1 - tax), 2);
             }
             curretEod.RealizedMtmPnL = eod.RealizedMtmPnL + curretEod.TdCloseMtmPnl;
@@ -1737,7 +1753,7 @@ namespace YLErp.Modules.SwapModule
         protected eod_swap_position SaveCurrentEodInitalPosi(swap_position position, trade td, DateTime settleDate, DateTime preSettleDate, List<swap_flow_event> unwindEvents)
         {
             eod_swap_position curretEod = new eod_swap_position();
-            var um = DataCacheProvider.GetUnderlyingDataSource().GetData(position.UnderlyingCode);
+            var um = GetUnderlyingData(position.UnderlyingCode);
             if (um == null)
             {
                 return curretEod;
@@ -1770,7 +1786,7 @@ namespace YLErp.Modules.SwapModule
             curretEod.ContractSize = position.ContractSize;
             curretEod.CountRatio = position.CountRatio;
             curretEod.PosiTradingFee = position.PosiTradingFee;
-            curretEod.UnderlyingPrice = UnderlyingCodePrice(position.UnderlyingCode, dealDate, out decimal vobp);
+            curretEod.UnderlyingPrice = GetUnderlyingPrice(position.UnderlyingCode, dealDate, out decimal vobp);
             SetPriceInfoByFlowEvent(eod, curretEod, unwindEvents, position);
             curretEod.dv01 = Dv01Helper.CalcDv01(curretEod.UnderlyingCode, curretEod.PosiQuantity, curretEod.PosiDirection, curretEod.PositionType, vobp);
             //if (settleDate == td.TradeDate)
@@ -1787,8 +1803,7 @@ namespace YLErp.Modules.SwapModule
             if (!hasSwapEvent && settleDate > td.StartDate.Value && curretEod.PosiQuantity > 0)
             {
                 decimal tax = um.ValueAddedTax ?? 0;
-                BondPaymentService bondPaymentService = new BondPaymentService(UserInfo);
-                decimal payment = bondPaymentService.CalcPayment(curretEod.UnderlyingCode, td.StartDate.Value, settleDate, curretEod.PosiQuantity, shortRatio, directionRatio);
+                decimal payment = CalcBondPayment(curretEod.UnderlyingCode, td.StartDate.Value, settleDate, curretEod.PosiQuantity, shortRatio, directionRatio);
                 payment = Math.Round(payment / (1 + tax) * (1 - tax), 2);
                 //var consumedDividend = CalcConsumedDividend(curretEod, unwindEvents); 首日应该没有分红
                 curretEod.TdPosiDividend = payment;