fix(swap): EQD-6977 trace利率来源标签纠偏——固定腿不取价时不再误标定盘取价(UAT tradeId=2450反馈)

2026-08-20 16:21:46 +08:00
parent 286a834aa5
commit 828dc237ab
1 changed files with 7 additions and 3 deletions
@@ -78,9 +78,13 @@ public static class PenaltyInterestFeeMerger
                frozenRate = PenaltyLegRateResolver.ResolveFrozenRate(
                    position, getSpread(position), preEod?.FloatRate, unwindDate,
                    d => tryGetFixing(d, position.FloatRateUnderlyingCode));
-                rateSource = preEod != null
-                    ? $"preEod.FloatRate@{preEod.ValueDate:yyyy-MM-dd}"
-                    : "定盘取价(unwindDate-1区间)";
+                // 来源标签须反映实际路径：固定腿不取价（利差即冻结利率）；浮动腿才有快照/取价之分
+                if (string.IsNullOrEmpty(position.FloatRateUnderlyingCode))
+                    rateSource = "固定腿利差(不取价)";
+                else if (preEod != null)
+                    rateSource = $"preEod.FloatRate@{preEod.ValueDate:yyyy-MM-dd}";
+                else
+                    rateSource = "定盘取价(unwindDate-1区间)";
            }
            catch (Exception ex)
            {