From 870cd337f6f78a7c11ce1600779dbfd468800212 Mon Sep 17 00:00:00 2001
From: hjhan <hongjun.han@yieldchain.com>
Date: Tue, 11 Aug 2026 13:18:20 +0800
Subject: [PATCH] =?UTF-8?q?refactor(margin):=20=E6=8A=BD=E5=8F=96=20Accumu?=
 =?UTF-8?q?lateMarginSettlement=20=E4=BF=9D=E8=AF=81=E9=87=91=E5=B9=B3?=
 =?UTF-8?q?=E4=BB=93=E6=B1=87=E6=80=BB?=
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把 SwapUnwind 里 inline 的保证金汇总逻辑(SwapMarginRebatePnl +
SwapMarginAmount)抽成独立方法, 与融资腿汇总分离。

原循环里保证金和融资腿混在一起, 现在保证金走
AccumulateMarginSettlement, 融资腿汇总留在主循环。
待迁入 Margin 模块。

验证: 编译0错误, 全量509测试7失败(基线一致)。
---
 .../Modules/SwapModule/SwapDealService.cs     | 30 ++++++++++++-------
 1 file changed, 19 insertions(+), 11 deletions(-)

diff --git a/YLErpDAL/Modules/SwapModule/SwapDealService.cs b/YLErpDAL/Modules/SwapModule/SwapDealService.cs
index e95b395b..2c4f24fe 100644
--- a/YLErpDAL/Modules/SwapModule/SwapDealService.cs
+++ b/YLErpDAL/Modules/SwapModule/SwapDealService.cs
@@ -1,7 +1,5 @@
 using MoreLinq.Extensions;
 using Newtonsoft.Json;
-using Qdp.Pricing.Library.Base.Utilities;
-using System.Linq.Expressions;
 using YLErp.BLL;
 using YLErp.BLL.Eod;
 using YLErp.DBModels.Enums;
@@ -9,11 +7,11 @@ using YLErp.Derivatives.Interest;
 using YLErp.Helpers;
 using YLErp.Modules.DataProviderModule;
 using YLErp.Modules.EodModule;
-using YLErp.Modules.TradeModule;
-using YLErp.Modules.TradeModule.DealModule;
 using YLErp.Modules.SwapModule.FundingLegs;
 using YLErp.Modules.SwapModule.Margin;
 using YLErp.Modules.SwapModule.ReturnLegs;
+using YLErp.Modules.TradeModule;
+using YLErp.Modules.TradeModule.DealModule;
 using YLErp.QdpModule;
 
 namespace YLErp.Modules.SwapModule
@@ -1153,6 +1151,22 @@ namespace YLErp.Modules.SwapModule
                 ? (int)SwapDirectionEnum.支付
                 : (int)SwapDirectionEnum.收取;
 
+        /// <summary>
+        /// 汇总保证金腿的平仓返还金额(SwapMarginAmount)和保证金返息(SwapMarginRebatePnl)。
+        /// 保证金方向与融资腿相反：interestRatio = InterestDirection==1 ? -1 : 1。
+        /// 待迁入 Margin 模块。
+        /// </summary>
+        private static void AccumulateMarginSettlement(List<swap_flow_event> interestList, UnwindData unwindData)
+        {
+            foreach (var x in interestList)
+            {
+                if (!MarginModes.Contains(x.InterestMode)) continue;
+                var interestRatio = x.InterestDirection == 1 ? -1m : 1m;
+                unwindData.SwapMarginRebatePnl += x.InterestClosePnL;
+                unwindData.SwapMarginAmount += x.InterestPrincipal * interestRatio;
+            }
+        }
+
         /// <summary>
         /// 初始化利息腿信息
         /// </summary>
@@ -1993,17 +2007,11 @@ namespace YLErp.Modules.SwapModule
             unwindData.SwapMarginAmount = 0;
             if (interestList != null)
             {
+                AccumulateMarginSettlement(interestList.ToList(), unwindData);
                 interestList.ForEach(x =>
                 {
-                    if (MarginModes.Contains(x.InterestMode))
-                    {
-                        decimal interestRatio = x.InterestDirection == 1 ? -1m : 1m;
-                        unwindData.SwapMarginRebatePnl += x.InterestClosePnL;
-                        unwindData.SwapMarginAmount += x.InterestPrincipal * interestRatio;
-                    }
                     unwindData.SwapRealizedPnL += x.InterestClosePnL;
                     unwindData.SwapCloseAmount += x.InterestClosePnL;
-
                 });
             }
             unwindData.SwapCloseAmount = Math.Round(unwindData.SwapCloseAmount, 2, MidpointRounding.AwayFromZero);