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docs: 任务4 EOD续接风险分析 + SwapDealService方向比例收口

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新增 docs/eod-continuation-proposal.md:
- 记录4个风险(并本金起点/consumedInterest语义/resetCarry/全平重放)
- 记录验证方案(6场景影子测试)
- 标注待立项,不混入日常重构

SwapDealService 收尾: 3处内联方向比例→DirectionRatio.ReceivePay
- line389: PosiDirection收取?-1:1 → -ReceivePay
- line1104/1235: InterestDirection==1?1:-1 → ReceivePay

SwapModule零回归(7基线/510通过)
This commit is contained in:
hjhan
2026-08-12 15:24:15 +08:00
parent 304e04d60a
commit 89eae7555f
2 changed files with 69 additions and 3 deletions
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YLErpDAL/Modules/SwapModule/SwapDealService.cs
+3 -3
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@@ -386,7 +386,7 @@ namespace YLErp.Modules.SwapModule
floatEvent.PositionQty = 0;
floatEvent.ContractSize = position.ContractSize;
floatEvent.TradingAmount = floatEvent.Quantity * floatEvent.ContractSize;
var ratio = position.PosiDirection == (int)SwapDirectionEnum.收取 ? -1m : 1m;
var ratio = -DirectionRatio.ReceivePay(position.PosiDirection);
floatEvent.TradingFeePending = CalcInitTradingFeePending(oriPosition, position, unwindData);
floatEvent.DataState = (int)SwapFlowDateStateEnum.完成;
floatEvent.InterestMode = position.InterestMode;
@@ -1109,7 +1109,7 @@ namespace YLErp.Modules.SwapModule
interest.InterestAmount = Math.Round(interestAmount, InterestCalculationPrecision, MidpointRounding.AwayFromZero);
interest.TdInterestAmount = Math.Round(tdInterestAmount, InterestCalculationPrecision, MidpointRounding.AwayFromZero);
// 计算InterestClosePnL（方向：收取=1为正，支付=-1为负）
var interestRatio = position.InterestDirection == 1 ? 1m : -1m;
var interestRatio = DirectionRatio.ReceivePay(position.InterestDirection);
interest.InterestClosePnL = interest.InterestAmount * interestRatio;
if (add) UpdateDbOption(interest);
@@ -1240,7 +1240,7 @@ namespace YLErp.Modules.SwapModule
{
decimal InterestAmount = 0;
decimal TdInterestAmount = 0;
var interestRatio = position.InterestDirection == 1 ? 1m : -1m;
var interestRatio = DirectionRatio.ReceivePay(position.InterestDirection);
var floateRate = preEodPosition.FloatRate;
if (position.InterestType == (int)InterestTypeEnum.复利)
{