fix(swap): 修复平仓预付金应返还本金被 closePercent^N 指数级缩小
根因：CalcDailySimpleInterest 单利非重置日 else 分支曾把已×closePercent 的 InterestPrincipal 回填给计息基数 tdDynomicPrincipal，使下一个非重置日再乘一次， 累积成 InterestPrincipal = Fix × closePercent^N(N=计息天数)，部分平仓时指数级缩小。 100% 因 1^N=1 不显现，故此前漏测。 修复：非重置日与重置日、日终 CalcDailySimpleInterestByEod 三者对齐—— 显示本金 InterestPrincipal = 基数×closePercent(只缩放一次)，计息基数不缩放。 TDD 铁证(GLMS-20260701-0006, interest_rest_days=7, Fix=9,180,000): - 修复前 50%→71,718.75(=Fix×0.5^7)、10%→0.918(=Fix×0.1^7) - 修复后 50%→4,590,000、10%→918,000、100%→9,180,000 新增 CalcUnwindMultiDay helper + 3 用例，SwapUnwindPrepayPrincipalBugTdd 共 9 绿， SwapModule 全量 186 通过无回归。
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hjhan
@@ -212,6 +212,111 @@ namespace YLErp.Modules.SwapModule
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Assert.AreEqual(100_000m, total, "多次部分平仓合计应=保证金本金 10万");
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}
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// ---- 盘中路径 CalcDailySimpleInterest 的 closePercent^N 指数级缩小 bug ----
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// 生产铁证 GLMS-20260701-0006：预付金腿 Fix=9,180,000、interest_rest_days=7、单利、不计息。
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// 平仓弹窗(swaptrade2/GetUnwindInterestList → 盘中路径 CalcDailySimpleInterest)返回：
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// 100% → 9,180,000 (对) 50% → 71,718.75 (错) 10% → 0.918 (错)
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// 数学关系精确成立：9,180,000×0.5^7 = 71,718.75、9,180,000×0.1^7 = 0.918。
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// 根因：CalcDailySimpleInterest 非重置日 else 分支
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// flowEvent.InterestPrincipal = tdDynomicPrincipal * closePercent;
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// tdDynomicPrincipal = flowEvent.InterestPrincipal; // ★把"已×closePercent"的值回填
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// 使下一个非重置日再乘一次 closePercent → InterestPrincipal = Fix × closePercent^N（N=计息天数），
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// 而正确应为 Fix × closePercent（线性，与日终 CalcDailySimpleInterestByEod:1164-1165 只乘一次一致）。
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// 现有 6 个用例 interest_rest_days=1 且 UnwindDate=StartDate+1(calcDays=1)，循环首尾都被 continue 跳过、
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// 从不进 else，故漏掉此 bug；本组用例用 restDays=7、跨多日、带 eod 归档触发 else 累积复现之。
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private const decimal ProdPrepayFix = 9_180_000m;
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private static readonly DateTime ProdPosiStart = new(2026, 7, 2);
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private static readonly DateTime ProdEodValueDate = new(2026, 7, 4);
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private static readonly DateTime ProdUnwindDate = new(2026, 7, 13);
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/// <summary>
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/// 盘中路径复现：restDays=7、PosiStart→Unwind 跨 11 天、eod 归档到 07-04。
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/// 与生产 GLMS-20260701-0006 完全对齐，buggy 代码产出 Fix × closePercent^7。
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/// </summary>
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private swap_flow_event CalcUnwindMultiDay(decimal closePercent, decimal fix = ProdPrepayFix, int restDays = 7,
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decimal rate = 0m)
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{
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var extend = new trade_extend
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{
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TradeId = 1,
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ExtendJson = JsonConvert.SerializeObject(new TradeExtendJson
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{
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AnnualDays = AnnualDays,
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InterestCalcMode = "10", // 算头不算尾（与生产一致）
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SettlementRules = 0
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})
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};
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var td = new trade
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{
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id = 1, TradeNumber = "UT-PREPAY-EXP", ClientId = 999998,
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TradeType = "收益互换", TradeDate = ProdPosiStart, StartDate = ProdPosiStart,
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ExerciseDate = ProdUnwindDate.AddYears(1), TradeStatus = "确认成交", ValidState = "Valid",
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StockEqvNotional = (double)fix, Notional = (double)fix,
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trade_extend = extend
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};
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var position = new swap_position
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{
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id = 1001, SwapTradeId = 1, PositionType = (int)PositionTypeFlag.Unknown,
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InterestDirection = (int)SwapDirectionEnum.收取,
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InterestMode = (int)InterestModeEnum.初始预付金,
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InterestRateDefault = rate, InterestPrincipalFix = fix,
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PosiStartDate = ProdPosiStart, PosiMatuirityDate = ProdUnwindDate.AddYears(1),
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IsInitial = true, Invalid = false, InterestType = (int)InterestTypeEnum.单利,
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IsAnnualized = true, interest_rest_days = restDays,
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interest_rule = 0, FloatRateUnderlyingCode = null,
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InterestSwapInterval = "[]"
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};
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var eod = new List<eod_swap_position>
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{
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new eod_swap_position
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{
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id = 7, SwapTradeId = 1, PositionId = 1001,
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ValueDate = ProdEodValueDate,
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TdInterestPrincipal = fix, // 生产 eod_swap_position(35774) TdInterestPrincipal=9,180,000
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PosiNotionalValue = fix,
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InterestProfitSum = 0m, FloatRate = 0m
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}
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};
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var interests = _svc.GetInterests(td, td.trade_extend, ProdUnwindDate, ProdUnwindDate,
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eod, new List<swap_position> { position },
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fix, fix, fix, fix, closePercent,
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(int)SwapEventTypeEnum.平仓,
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false, false, 0, fix, false, settment: false, newCalcLast: false, closeList: null);
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Assert.AreEqual(1, interests.Count, "预付金腿应生成 1 条 flow_event");
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return interests[0];
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}
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[TestMethod]
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public void 部分平仓50_盘中重置周期7天_应返还本金应线性缩放而非指数级()
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{
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var fe = CalcUnwindMultiDay(0.5m);
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Console.WriteLine($"[TDD][盘中50%] 实测 InterestPrincipal={fe.InterestPrincipal} (buggy=71,718.75, 期望=4,590,000)");
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// 正确：Fix × closePercent = 9,180,000 × 0.5 = 4,590,000（100%返 9,180,000 的一半）。
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// buggy：Fix × 0.5^7 = 71,718.75（生产实测），被指数级缩小 ~64 倍。
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Assert.AreEqual(4_590_000m, fe.InterestPrincipal,
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"50% 平仓: 应返还本金应=Fix×0.5=4,590,000，不应被 closePercent^7 缩成 71,718.75");
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}
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[TestMethod]
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public void 部分平仓10_盘中重置周期7天_应返还本金应线性缩放而非指数级()
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{
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var fe = CalcUnwindMultiDay(0.1m);
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Console.WriteLine($"[TDD][盘中10%] 实测 InterestPrincipal={fe.InterestPrincipal} (buggy=0.918, 期望=918,000)");
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// 正确：Fix × 0.1 = 918,000。buggy：Fix × 0.1^7 = 0.918（生产实测），缩小 100 万倍。
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Assert.AreEqual(918_000m, fe.InterestPrincipal,
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"10% 平仓: 应返还本金应=Fix×0.1=918,000，不应被 closePercent^7 缩成 0.918");
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}
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[TestMethod]
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public void 全平_盘中重置周期7天_应返还本金应等于保证金本金()
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{
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// closePercent=1 → 1^N=1，指数 bug 对 100% 无影响（故用户看 100% 正常），此用例锚定不回归。
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var fe = CalcUnwindMultiDay(1m);
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Console.WriteLine($"[TDD][盘中100%] 实测 InterestPrincipal={fe.InterestPrincipal} (期望=9,180,000)");
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Assert.AreEqual(ProdPrepayFix, fe.InterestPrincipal,
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"100% 平仓: 应返还本金应=Fix=9,180,000（closePercent=1 时指数 bug 不显现，须保持正确）");
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}
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[TestMethod]
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public void 多次部分平仓_计息基数也被根因修复_利息基于保证金本金()
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{
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