#EQD-5718 【缺陷转需求】-国联民生-利息端计息方式与结算规则扩充

2026-05-08 15:09:58 +08:00
parent 689616820a
commit 95686f4c4d
14 changed files with 2227 additions and 242 deletions
@@ -1,4 +1,4 @@
-using MoreLinq.Extensions;
+using MoreLinq.Extensions;
 using Newtonsoft.Json;
 using System.Linq.Expressions;
 using YLErp.BLL;
@@ -14,6 +14,11 @@ namespace YLErp.Modules.SwapModule
 {
    public class SwapDealService : SwapTradeBaseService
    {
+        protected virtual bool TryGetFloatRate(DateTime valueDate, string underlyingCode, out double rate)
+        {
+            return EodPriceQueryService.TryGetPrice(valueDate, underlyingCode, out rate);
+        }
+
        public SwapDealService(OptUserInfo optUser) : base(optUser)
        {

@@ -36,7 +41,7 @@ namespace YLErp.Modules.SwapModule
            bool commodity = ConsGlobal.InstrumentType.CalcTypeIsFutures(um.UnderlyingInstrumentType);
            List<int> eventTyps = new List<int>() { (int)SwapEventTypeEnum.自动互换, (int)SwapEventTypeEnum.互换 };
            var dealDate = valuedateBLL.ValueDate <= td.ExerciseDate.Value ? valuedateBLL.ValueDate : td.ExerciseDate.Value;
-            CheckLastEod(dealDate, td.TradeDate.Value, tradeId);
+            //CheckLastEod(dealDate, td.TradeDate.Value, tradeId); //去掉平仓收盘限制
            var tradeExtend = DbContext.trade_extend.FirstOrDefault(x => x.TradeId == tradeId);
            td.trade_extend = tradeExtend;
            var position = positions.Where(x => !string.IsNullOrEmpty(x.UnderlyingCode) && !x.IsInitial).FirstOrDefault();
@@ -122,7 +127,28 @@ namespace YLErp.Modules.SwapModule
        {
            var td = DbContext.trade.Find(tradeId);
            var dealDate = valuedateBLL.ValueDate <= td.ExerciseDate.Value ? valuedateBLL.ValueDate : td.ExerciseDate.Value;
-            CheckLastEod(dealDate, td.StartDate.Value, tradeId);
+            //CheckLastEod(dealDate, td.StartDate.Value, tradeId);
+        }
+        /// <summary>
+        /// 校验收益结算操作（不检查收盘限制）
+        /// </summary>
+        /// <param name="tradeId"></param>
+        public void CheckEodTradeForIncome(int tradeId)
+        {
+            var td = DbContext.trade.Find(tradeId);
+            // 收益结算不检查收盘限制，只检查交易状态
+            if (td.TradeType != "收益互换")
+            {
+                throw new ServiceException("该交易不是收益互换类型");
+            }
+            if (td.ValidState == "InValid")
+            {
+                throw new ServiceException("该交易已无效");
+            }
+            if (td.TradeStatus != ConsTrade.确认成交 && td.TradeStatus != ConsTrade.提前终止拒绝)
+            {
+                throw new ServiceException($"该交易状态为【{td.TradeStatus}】，无法进行收益结算");
+            }
        }
        /// <summary>
        /// 多空组合 平仓初始化
@@ -140,7 +166,7 @@ namespace YLErp.Modules.SwapModule
            var positions = DbContext.swap_position.Where(x => x.SwapTradeId == tradeId && x.IsInitial && !x.Invalid);
            List<int> eventTyps = new List<int>() { (int)SwapEventTypeEnum.平仓, (int)SwapEventTypeEnum.互换, (int)SwapEventTypeEnum.自动互换 };
            var dealDate = valuedateBLL.ValueDate <= td.ExerciseDate.Value ? valuedateBLL.ValueDate : td.ExerciseDate.Value;
-            CheckLastEod(dealDate, td.TradeDate.Value, tradeId);
+            //CheckLastEod(dealDate, td.TradeDate.Value, tradeId); //去掉平仓收盘限制
            var tradeExtend = DbContext.trade_extend.FirstOrDefault(x => x.TradeId == tradeId);
            td.trade_extend = tradeExtend;
            var preDealDate = GetPreDealDate(tradeId, dealDate, eventTyps);
@@ -194,7 +220,7 @@ namespace YLErp.Modules.SwapModule
            var um = DataCacheProvider.GetUnderlyingDataSource().GetData(td.UnderlyingCode);
            List<int> eventTypes = new List<int>() { (int)SwapFlowEventTypeEnum.互换, (int)SwapFlowEventTypeEnum.自动互换 };
            var dealDate = valuedateBLL.ValueDate < td.ExerciseDate.Value ? valuedateBLL.ValueDate : td.ExerciseDate.Value;
-            CheckLastEod(dealDate, td.TradeDate.Value, tradeId);
+            // 收益结算不检查收盘限制
            var tradeExtend = DbContext.trade_extend.FirstOrDefault(x => x.TradeId == tradeId);
            td.trade_extend = tradeExtend;
            var position = positions.Where(x => !string.IsNullOrEmpty(x.UnderlyingCode) && !x.IsInitial).FirstOrDefault();
@@ -296,16 +322,17 @@ namespace YLErp.Modules.SwapModule
            var tradeExtend = DbContext.trade_extend.FirstOrDefault(x => x.TradeId == tradeId);
            List<int> eventTypes = new List<int>() { (int)SwapEventTypeEnum.平仓, (int)SwapEventTypeEnum.互换, (int)SwapEventTypeEnum.自动互换 };
            var lastEod = DbContext.eod_swap.Where(x => x.ValueDate < unwindDate && x.SwapTradeId == tradeId).OrderByDescending(o => o.ValueDate).FirstOrDefault();
-            var orginPv = lastEod != null ? lastEod.NotionalValue : 0;
            var _preSetteDate = lastEod == null ? unwindDate.AddDays(-1) : lastEod.ValueDate;
            List<eod_swap_position> lastEodPositions = new SwapEodPositionService(this).GetPreEodPositions(tradeId, _preSetteDate);//上一交易数据
            var posiLongNotionalValue = longPositions.Sum(s => s.PosiNotionalValue);// 剩余名义本金
            var posiShortNotionalValue = shortPositions.Sum(s => s.PosiNotionalValue);// 剩余名义本金
            var stockEqvNotional = realPostitions.Where(x => x.PosiDirection > 0).Sum(s => s.PosiNotionalValue);
            var posiNotionalValue = stockEqvNotional * closePercent;//剩余名义本金
+            var orginPv = lastEod != null ? lastEod.NotionalValue : stockEqvNotional;
            var grossPrice = realPostitions.Where(x => x.PosiDirection > 0).FirstOrDefault()?.PosiGrossPrice;
            bool tdClose = DbContext.swap_flow_event.Any(x => x.SwapTradeId == tradeId && x.UnwindDate == unwindDate && eventTypes.Contains(x.EventType) && x.DataState == (int)SwapFlowDateStateEnum.完成);
-            interests = GetInterests(td, tradeExtend, valueDate, unwindDate, lastEodPositions, positions, stockEqvNotional, posiLongNotionalValue, posiShortNotionalValue, posiNotionalValue, closePercent, eventType, tdClose, false, grossPrice ?? 0, orginPv, true, false, false);
+            var calcLastNew = tradeExtend?.ExtendObj?.InterestCalcMode?.EndsWith("1") ?? true;
+            interests = GetInterests(td, tradeExtend, valueDate, unwindDate, lastEodPositions, positions, stockEqvNotional, posiLongNotionalValue, posiShortNotionalValue, posiNotionalValue, closePercent, eventType, tdClose, false, grossPrice ?? 0, orginPv, true, calcLastNew, false);
            return interests;
        }
        /// <summary>
@@ -348,120 +375,198 @@ namespace YLErp.Modules.SwapModule
        {
            List<swap_flow_event> interests = new List<swap_flow_event>();
            var annualDays = tradeExtend == null ? 365 : tradeExtend.ExtendObj.AnnualDays;
+            bool calcFirst = tradeExtend?.ExtendObj.InterestCalcMode?.StartsWith("1") ?? true;
+
            foreach (var position in positions)
            {
-                var _closePosiNotionalValue = closePosiNotionalValue;
-                var _posiNotionalValue = posiNotionalValue;
-                var preEodPosition = eodPositions.FirstOrDefault(x => x.PositionId == position.id);
-                DateTime? preDealDate = null;
+                // 初始化持仓信息
+                var preEodPosition = eodPositions.FirstOrDefault(x => x.PositionId == position.id) ?? new eod_swap_position();
                var positionClone = position.Clone();
-                var newClosePercent = closePrecent;
-                if (preEodPosition != null)
+                DateTime? preDealDate = preEodPosition.id != 0 ? preEodPosition.ValueDate : null;
+
+                // 计算计息区间
+                int interestPeriod = position.interest_rest_days ?? 1;
+                bool swap = InitInterestDate(unwindDate, preDealDate, td, tdClose, calcLast, out DateTime startDate, out DateTime endDate);
+
+                // 计算名义本金
+                var (closePrincipal, posiPrincipal, newClosePercent) = CalcNotionalByMode(position, closePrecent, posiNotionalValue, posiLongNotionalValue, posiShortNotionalValue);
+                if ((InterestModeEnum)position.InterestMode == InterestModeEnum.追加预付金 || (InterestModeEnum)position.InterestMode == InterestModeEnum.初始预付金)
                {
-                    preDealDate = preEodPosition.ValueDate;
-                }
-                var swap = InitInterestDate(unwindDate, preDealDate, td, tdClose, calcLast, out DateTime startDate, out DateTime endDate);//不算头或不算尾情况，无利息
-                if (!preDealDate.HasValue)
-                {
-                    preEodPosition = new eod_swap_position();
-                    preEodPosition.PosiStartDate = position.PosiStartDate;
-                    preEodPosition.ValueDate = position.PosiStartDate;
-                }
-                var swapIntervalToday = position.SwapIntervalList.Where(x => x.Date <= startDate).OrderByDescending(o => o.Date).FirstOrDefault();
-                if (position.InterestMode == (int)InterestModeEnum.固定值)
-                {
-                    _closePosiNotionalValue = position.InterestPrincipalFix;
-                    _posiNotionalValue = position.InterestPrincipalFix;
-                    newClosePercent = 1m;
-                }
-                else if (position.InterestMode == (int)InterestModeEnum.多头存续名义本金)
-                {
-                    _closePosiNotionalValue = posiLongNotionalValue * closePrecent;
-                    _posiNotionalValue = posiLongNotionalValue;
-                }
-                else if (position.InterestMode == (int)InterestModeEnum.空头存续名义本金)
-                {
-                    _closePosiNotionalValue = posiShortNotionalValue * closePrecent;
-                    _posiNotionalValue = posiShortNotionalValue;
-                }
-                else if (position.InterestMode == (int)InterestModeEnum.标的期初全价)
-                {
-                    _closePosiNotionalValue = _posiNotionalValue * closePrecent;
-                    _posiNotionalValue = _posiNotionalValue;
-                }
-                else if (position.InterestMode == (int)InterestModeEnum.追加预付金 || position.InterestMode == (int)InterestModeEnum.初始预付金)
-                {
-                    _closePosiNotionalValue = position.InterestPrincipalFix * closePrecent;
-                    _posiNotionalValue = position.InterestPrincipalFix * closePrecent;
                    positionClone.InterestDirection = position.InterestDirection == (int)SwapDirectionEnum.收取 ? (int)SwapDirectionEnum.支付 : (int)SwapDirectionEnum.收取;
                }
-                if (!string.IsNullOrEmpty(position.FloatRateUnderlyingCode))
-                {
-                    // 获取重置频率，如果为空则默认为1
-                    int interestPeriod = position.interest_rest_days ?? 1;

-                    // 计算从 td.StartDate 到 endDate 的天数
-                    var days = (endDate - td.StartDate.Value).Days;
-                    // 获取合适的 rateDate
-                    DateTime rateDate = GetRateDate(position.interest_rule, td.StartDate.Value, endDate, days, interestPeriod);
+                // 获取利率
+                decimal rate = GetFixedRate(position, startDate);
+                decimal floatRate = GetFloatRate(position, preEodPosition, td.StartDate.Value, endDate, interestPeriod, swap, positionClone);

-                    // 如果不需要重置，并且上一日已有 FloatRate，则不再查找
-                    if (preEodPosition.id != 0 && days % interestPeriod != 0)
-                    {
-                        position.FloatRate = preEodPosition.FloatRate;
-                        positionClone.FloatRate = preEodPosition.FloatRate;
-                    }
-                    else
-                    {
-                        // 如果没有 preEodPosition 数据或需要查找新 Rate，则去查询最新的浮动利率
-                        if (EodPriceQueryService.TryGetPrice(rateDate, position.FloatRateUnderlyingCode, out double floatRate))
-                        {
-                            position.FloatRate = Convert.ToDecimal(floatRate);
-                            positionClone.FloatRate = position.FloatRate;
-                        }
-                        else if (!swap)
-                        {
-                            throw new Exception($"获取不到{position.FloatRateUnderlyingCode}在{rateDate:yyyy年MM月dd日}的价格");
-                        }
-                    }
-                }
-                decimal rate = position.InterestRateDefault;
-                if (swapIntervalToday == null)//当日无适用观察日
+                // 根据场景计算利息
+                if (settment)
                {
-                    var swapInterval = position.SwapIntervalList.Where(x => x.Date > startDate).OrderBy(o => o.Date).FirstOrDefault();
-                    if (swapInterval != null)
-                    {
-                        rate = swapInterval.Rate;
-                    }
+                    // 收盘归档场景，使用 CalcEodInterest
+                    interests.Add(CalcEodInterest(td, valueDate, positionClone, rate, floatRate, closePrincipal, posiPrincipal, annualDays, calcFirst, calcLast, preEodPosition, eventType, add));
                }
                else
                {
-                    rate = swapIntervalToday.Rate;
+                    // 盘中互换场景，使用 CalcUnwindInterest
+                    interests.Add(CalcUnwindInterest(td, valueDate, endDate, positionClone, rate, floatRate, posiPrincipal, closePrincipal, newClosePercent, annualDays, preEodPosition, eventType, add, swap, orginPv));
                }
-                if (preEodPosition.id == 0)
-                {
-                    preEodPosition.FloatRate = positionClone.FloatRate;
-                    preEodPosition.TdInterestPrincipal = _posiNotionalValue;
-                    preEodPosition.PosiNotionalValue = _posiNotionalValue;
-                }
-                swap_flow_event interest = InitSwapDealInterest(td, valueDate, endDate, rate, positionClone, add, swap, _posiNotionalValue, _closePosiNotionalValue, newClosePercent, annualDays, eventType, preEodPosition, needPrice, settment, orginPv);
-                interests.Add(interest);
            }
            return interests;
        }
+
        /// <summary>
-        /// 根据给定条件获取 rateDate
+        /// 根据计息模式计算名义本金
        /// </summary>
-        private DateTime GetRateDate(int? interest_rule, DateTime startDate, DateTime endDate, int days, int interestPeriod)
+        private (decimal close, decimal posi, decimal closePct) CalcNotionalByMode(swap_position position, decimal closePercent, decimal posiNotional, decimal posiLong, decimal posiShort)
        {
-            // 判断是否达到重置周期
-            if (days % interestPeriod == 0)
+            decimal closePrincipal = posiNotional;
+            decimal posiPrincipal = posiNotional;
+            decimal newClosePercent = closePercent;
+
+            switch ((InterestModeEnum)position.InterestMode)
            {
-                return QdpCalendarHelper.GetNonHolidayDefore(endDate.AddDays(interest_rule ?? 0));
+                case InterestModeEnum.固定值:
+                    closePrincipal = posiPrincipal = position.InterestPrincipalFix;
+                    newClosePercent = 1m;
+                    break;
+                case InterestModeEnum.多头存续名义本金:
+                    closePrincipal = posiLong * closePercent;
+                    posiPrincipal = posiLong;
+                    break;
+                case InterestModeEnum.空头存续名义本金:
+                    closePrincipal = posiShort * closePercent;
+                    posiPrincipal = posiShort;
+                    break;
+                case InterestModeEnum.标的期初全价:
+                    closePrincipal = posiNotional * closePercent;
+                    break;
+                case InterestModeEnum.追加预付金:
+                case InterestModeEnum.初始预付金:
+                    closePrincipal = position.InterestPrincipalFix * closePercent;
+                    posiPrincipal = position.InterestPrincipalFix;
+                    break;
+            }
+            return (closePrincipal, posiPrincipal, newClosePercent);
+        }
+
+        /// <summary>
+        /// 获取固定利率
+        /// </summary>
+        private decimal GetFixedRate(swap_position position, DateTime startDate)
+        {
+            var swapIntervalToday = position.SwapIntervalList?.Where(x => x.Date <= startDate).OrderByDescending(o => o.Date).FirstOrDefault();
+            if (swapIntervalToday != null) return swapIntervalToday.Rate;
+            var nextInterval = position.SwapIntervalList?.Where(x => x.Date > startDate).OrderBy(o => o.Date).FirstOrDefault();
+            return nextInterval?.Rate ?? position.InterestRateDefault;
+        }
+
+        /// <summary>
+        /// 获取浮动利率
+        /// </summary>
+        private decimal GetFloatRate(swap_position position, eod_swap_position preEod, DateTime startDate, DateTime endDate, int period, bool swap, swap_position positionClone)
+        {
+            if (string.IsNullOrEmpty(position.FloatRateUnderlyingCode)) return position.FloatRate;
+
+            int days = (endDate - startDate).Days;
+            DateTime rateDate = days % period == 0
+                ? QdpCalendarHelper.GetNonHolidayDefore(endDate.AddDays(position.interest_rule ?? 0))
+                : QdpCalendarHelper.GetNonHolidayDefore(startDate.AddDays(position.interest_rule ?? 0));
+
+            if (preEod.id != 0 && days % period != 0)
+            {
+                position.FloatRate = positionClone.FloatRate = preEod.FloatRate;
+                return preEod.FloatRate;
            }

-            // 如果不在重置周期内，使用 td.StartDate 来获取 rateDate
-            return QdpCalendarHelper.GetNonHolidayDefore(startDate.AddDays(interest_rule ?? 0));
+            if (TryGetFloatRate(rateDate, position.FloatRateUnderlyingCode, out double rate))
+            {
+                position.FloatRate = positionClone.FloatRate = Convert.ToDecimal(rate);
+                return position.FloatRate;
+            }
+            if (!swap) throw new Exception($"获取不到{position.FloatRateUnderlyingCode}在{rateDate:yyyy年MM月dd日}的价格");
+            return 0m;
+        }
+
+        /// <summary>
+        /// 计算收盘利息（EOD）
+        /// </summary>
+        private swap_flow_event CalcEodInterest(trade td, DateTime valueDate, swap_position position, decimal rate, decimal floatRate, decimal closePrincipal, decimal posiPrincipal, int annualDays, bool calcFirst, bool calcLast, eod_swap_position preEod, int eventType, bool add)
+        {
+            // 判断当日是否计息：首日不算头或到期日不算尾则不计息
+            bool calcToday = true;
+            if (calcFirst == false && valueDate == td.StartDate.Value) calcToday = false; // 首日不算头
+            if (calcLast == false && valueDate == td.ExerciseDate.Value) calcToday = false; // 到期日不算尾
+
+            // 初始化EOD持仓信息
+            if (preEod.id == 0)
+            {
+                preEod.FloatRate = floatRate;
+                preEod.TdInterestPrincipal = posiPrincipal;
+                preEod.PosiNotionalValue = posiPrincipal;
+            }
+
+            // 构建利息事件
+            var interest = new swap_flow_event
+            {
+                SwapTradeId = td.id,
+                SwapTradeNo = td.TradeNumber,
+                EventType = eventType,
+                EventReason = "交易",
+                EventDate = valueDate,
+                PositionId = position.id,
+                InterestDirection = position.InterestDirection,
+                InterestRate = rate,
+                InterestPrincipal = closePrincipal,
+                InterestSwapInterval = position.InterestSwapInterval,
+                InterestMode = position.InterestMode,
+                FloatRate = floatRate,
+                DataState = (int)SwapFlowDateStateEnum.完成,
+                ClientId = td.ClientId,
+                UnwindDate = valueDate
+            };
+            // 收盘场景使用 preEod.FloatRate（历史浮动利率），与 InitSwapDealInterest 收盘场景保持一致
+            decimal eodFloatRate = preEod.id != 0 ? preEod.FloatRate : floatRate;
+            decimal interestAmount = 0;
+            decimal tdInterestAmount = 0;
+            if (calcToday)
+            {
+              
+                if (position.InterestType == (int)InterestTypeEnum.复利)
+                {
+                    // 复利计算
+                    CalcDailyCompoundInterestByEod(preEod, valueDate, td.StartDate.Value, position, closePrincipal, posiPrincipal, interest, annualDays, false, eodFloatRate, 1m, posiPrincipal, ref interestAmount, ref tdInterestAmount);
+                }
+                else
+                {
+                    // 单利计算
+                    CalcDailySimpleInterestByEod(preEod, valueDate, td.StartDate.Value, position, closePrincipal, posiPrincipal, interest, annualDays, false, eodFloatRate, 1m, posiPrincipal, ref interestAmount, ref tdInterestAmount);
+                }
+            }
+            // 四舍五入并赋值
+            interest.InterestAmount = Math.Round(interestAmount, ConsGlobal.PriceRound, MidpointRounding.AwayFromZero);
+            interest.TdInterestAmount = Math.Round(tdInterestAmount, ConsGlobal.PriceRound, MidpointRounding.AwayFromZero);
+            // 计算InterestClosePnL（方向：收取=1为正，支付=-1为负）
+            var interestRatio = position.InterestDirection == 1 ? 1m : -1m;
+            interest.InterestClosePnL = interest.InterestAmount * interestRatio;
+
+            if (add) UpdateDbOption(interest);
+            return interest;
+        }
+
+        /// <summary>
+        /// 计算盘中利息（平仓/互换）
+        /// </summary>
+        private swap_flow_event CalcUnwindInterest(trade td, DateTime valueDate, DateTime endDate,  swap_position position, decimal rate, decimal floatRate, decimal posiPrincipal, decimal closePrincipal, decimal closePercent, int annualDays, eod_swap_position preEod, int eventType, bool add, bool swap, decimal orginPv)
+        {
+            if (preEod.id == 0)
+            {
+                preEod.FloatRate = floatRate;
+                preEod.TdInterestPrincipal = posiPrincipal;
+                preEod.PosiNotionalValue = posiPrincipal;
+                preEod.ValueDate = td.TradeDate.Value;
+            }
+
+            return InitSwapDealInterest(td, valueDate, endDate,  rate, position, add, swap, posiPrincipal, closePrincipal, closePercent, annualDays, eventType, preEod, false, orginPv);
        }
        /// <summary>
        /// 初始化利息腿信息
@@ -492,11 +597,9 @@ namespace YLErp.Modules.SwapModule
            int eventType,
            eod_swap_position preEodPosition,
            bool needPrice,
-            bool settment,
-             decimal orginPv
+            decimal orginPv
            )
        {
-            DateTime lastSwapDate = preEodPosition.ValueDate;
            decimal interestProfitSum = preEodPosition.InterestProfitSum;
            swap_flow_event interest = new swap_flow_event();
            interest.SwapTradeId = td.id;
@@ -514,8 +617,6 @@ namespace YLErp.Modules.SwapModule
            interest.DataState = (int)SwapFlowDateStateEnum.完成;
            interest.ClientId = td.ClientId;
            interest.UnwindDate = endDate;
-            var itemDays = (endDate - lastSwapDate).Days;
-            itemDays = itemDays == 0 ? 1 : itemDays;
            if (swap)
            {
                interest.InterestAmount = 0;
@@ -528,43 +629,14 @@ namespace YLErp.Modules.SwapModule
                decimal InterestAmount = 0;
                decimal TdInterestAmount = 0;
                var interestRatio = position.InterestDirection == 1 ? 1m : -1m;
+                var floateRate = preEodPosition.FloatRate;
                if (position.InterestType == (int)InterestTypeEnum.复利)
                {
-                    var floateRate = preEodPosition.FloatRate;
-                    if (settment)//收盘利息计算
-                    {
-                        CalcDailyCompoundInterestByEod(preEodPosition, endDate, td.StartDate.Value, position, closePosiNotionalValue, posiNotionalValue, interest, annualDays, needPrice, floateRate, closePrecent, orginPv, ref InterestAmount, ref TdInterestAmount);
-                    }
-                    else
-                    {
-                        CalcDailyCompoundInterest(preEodPosition, endDate, td.StartDate.Value, position, closePosiNotionalValue, posiNotionalValue, interest, annualDays, needPrice, floateRate, closePrecent, orginPv, ref InterestAmount, ref TdInterestAmount);
-                    }
+                    CalcDailyCompoundInterest(preEodPosition, endDate,  position, closePosiNotionalValue, posiNotionalValue, interest, annualDays, needPrice, floateRate, closePrecent, orginPv, ref InterestAmount, ref TdInterestAmount);
                }
                else
                {
-                    decimal aDays = position.IsAnnualized ? annualDays : 1;
-                    InterestAmount = closePosiNotionalValue * (interest.InterestRate + position.FloatRate);
-                    TdInterestAmount = posiNotionalValue * (interest.InterestRate + position.FloatRate);
-                    if (settment)
-                    {
-                        InterestAmount = InterestAmount * ((decimal)itemDays / aDays);
-                        TdInterestAmount = TdInterestAmount * ((decimal)itemDays / aDays);
-                        InterestAmount = (interestProfitSum * closePrecent) + InterestAmount;
-                    }
-                    else
-                    {
-                        if (endDate > lastSwapDate)//日期超算情况
-                        {
-                            InterestAmount = InterestAmount * ((decimal)itemDays / aDays);
-                            TdInterestAmount = TdInterestAmount * ((decimal)itemDays / aDays);
-                            InterestAmount += (interestProfitSum * closePrecent);
-                        }
-                        else
-                        {
-                            InterestAmount = interestProfitSum * closePrecent;
-                        }
-                    }
-
+                    CalcDailySimpleInterest(preEodPosition, endDate, position, closePosiNotionalValue, posiNotionalValue, interest, annualDays, needPrice, floateRate, closePrecent, orginPv, ref InterestAmount, ref TdInterestAmount);
                }

                interest.InterestAmount = Math.Round(InterestAmount, ConsGlobal.PriceRound, MidpointRounding.AwayFromZero);
@@ -582,16 +654,34 @@ namespace YLErp.Modules.SwapModule
        /// </summary>
        /// <param name="lastSwapDate">上一互换日</param>
        /// <param name="endDate">结算日期</param>
-        /// <param name="tradeDate">开仓日</param>
        /// <param name="floatUnderylingCode">浮动标的</param>
        /// <param name="principal">计息基数</param>
        /// <param name="interestRate">固定利率</param>
        /// <param name="isAnnualized">是否年化</param>
        /// <param name="annualDays">年化天数</param>
        /// <returns></returns>
-        public void CalcDailyCompoundInterest(eod_swap_position preEodPosition, DateTime endDate, DateTime tradeDate, swap_position position, decimal principal, decimal posiPrincipal, swap_flow_event flowEvent, int annualDays, bool needPrice, decimal floateRate, decimal closePercent, decimal orginPv, ref decimal InterestAmount, ref decimal TdInterestAmount)
+        public void CalcDailyCompoundInterest(eod_swap_position preEodPosition, DateTime endDate, swap_position position, decimal principal, decimal posiPrincipal, swap_flow_event flowEvent, int annualDays, bool needPrice, decimal floateRate, decimal closePercent, decimal orginPv, ref decimal InterestAmount, ref decimal TdInterestAmount)
        {
-            DateTime lastSwapDate = preEodPosition.ValueDate;
+            // 复利：利息并入本金
+            CalcDailyInterest(preEodPosition, endDate,  position, principal, posiPrincipal, flowEvent, annualDays, needPrice, floateRate, closePercent, orginPv, compoundInterest: true, ref InterestAmount, ref TdInterestAmount);
+        }
+
+        /// <summary>
+        /// 计算单利 盘中（按重置天数分段，每段使用对应浮动利率）
+        /// </summary>
+        public void CalcDailySimpleInterest(eod_swap_position preEodPosition, DateTime endDate, swap_position position, decimal principal, decimal posiPrincipal, swap_flow_event flowEvent, int annualDays, bool needPrice, decimal floateRate, decimal closePercent, decimal orginPv, ref decimal InterestAmount, ref decimal TdInterestAmount)
+        {
+            // 单利：利息不并入本金
+            CalcDailyInterest(preEodPosition, endDate, position, principal, posiPrincipal, flowEvent, annualDays, needPrice, floateRate, closePercent, orginPv, compoundInterest: false, ref InterestAmount, ref TdInterestAmount);
+        }
+
+        /// <summary>
+        /// 通用日度利息计算方法（单利/复利共用）
+        /// </summary>
+        /// <param name="compoundInterest">是否复利：true=利息并入本金，false=单利</param>
+        private void CalcDailyInterest(eod_swap_position preEodPosition, DateTime endDate,  swap_position position, decimal principal, decimal posiPrincipal, swap_flow_event flowEvent, int annualDays, bool needPrice, decimal floateRate, decimal closePercent, decimal orginPv, bool compoundInterest, ref decimal InterestAmount, ref decimal TdInterestAmount)
+        {
+            var startDate = position.PosiStartDate;
            decimal interestProfitSum = preEodPosition.InterestProfitSum;
            var TdInterestPrincipal = preEodPosition.TdInterestPrincipal;
            decimal interest = interestProfitSum * closePercent;
@@ -599,21 +689,26 @@ namespace YLErp.Modules.SwapModule
            int interestPeriod = position.interest_rest_days ?? 1;
            decimal dynomicPrincipal = principal;
            decimal tdDynomicPrincipal = posiPrincipal;
-            var calcDays = (endDate - lastSwapDate).Days;
+            var calcDays = (endDate - startDate).Days;
            double floatRate = Convert.ToDouble(floateRate);
            for (int i = 0; i <= calcDays; i++)
            {
-                var rateDate = lastSwapDate.AddDays(i);
-                if (rateDate > lastSwapDate || endDate == lastSwapDate)
+                var accrueDate = startDate.AddDays(i);
+                if (accrueDate > preEodPosition.ValueDate)
                {
                    if (i % interestPeriod == 0)
                    {
-                        dynomicPrincipal = dynomicPrincipal + interest;
-                        tdDynomicPrincipal = tdDynomicPrincipal + interest;
+                        // 复利时：利息并入本金
+                        if (compoundInterest)
+                        {
+                            dynomicPrincipal = dynomicPrincipal + interest;
+                            tdDynomicPrincipal = tdDynomicPrincipal + interest;
+                        }
+                        // 获取新的浮动利率
                        if (!string.IsNullOrEmpty(position.FloatRateUnderlyingCode))
                        {
-                            var fr007RateDate = QdpCalendarHelper.GetNonHolidayDefore(endDate.AddDays(position.interest_rule ?? 0)); // 获取前一工作日;
-                            if (EodPriceQueryService.TryGetPrice(fr007RateDate, position.FloatRateUnderlyingCode, out double floatRate1))
+                            var fr007RateDate = QdpCalendarHelper.GetNonHolidayDefore(accrueDate.AddDays(position.interest_rule ?? 0));
+                            if (TryGetFloatRate(fr007RateDate, position.FloatRateUnderlyingCode, out double floatRate1))
                            {
                                if (floatRate1 != 0)
                                {
@@ -624,7 +719,6 @@ namespace YLErp.Modules.SwapModule
                            {
                                throw new Exception($"获取不到{position.FloatRateUnderlyingCode}在{fr007RateDate:yyyy年MM月dd日}的价格");
                            }
-
                        }
                        flowEvent.InterestPrincipal = tdDynomicPrincipal * closePercent;
                        TdInterestPrincipal = tdDynomicPrincipal;
@@ -645,9 +739,7 @@ namespace YLErp.Modules.SwapModule
                    }
                    interest += interest1;
                    tdinterest += tdinterest1;
-
                }
-
            }
            InterestAmount = Math.Round(interest, ConsGlobal.PriceRound, MidpointRounding.AwayFromZero);
            TdInterestAmount = Math.Round(tdinterest, ConsGlobal.PriceRound, MidpointRounding.AwayFromZero);
@@ -668,8 +760,8 @@ namespace YLErp.Modules.SwapModule
        public void CalcDailyCompoundInterestByEod(eod_swap_position preEodPosition, DateTime endDate, DateTime tradeDate, swap_position position, decimal principal, decimal posiPrincipal, swap_flow_event flowEvent, int annualDays, bool needPrice, decimal floateRate, decimal closePercent, decimal orginPv, ref decimal InterestAmount, ref decimal TdInterestAmount)
        {
            decimal interestProfitSum = preEodPosition.InterestProfitSum;
-            decimal interest = preEodPosition.TdInterestIncome;
-            decimal tdinterest = preEodPosition.TdInterestIncome;
+            decimal interest = interestProfitSum * closePercent;
+            decimal tdinterest = interestProfitSum * closePercent;
            int interestPeriod = position.interest_rest_days ?? 1;
            decimal tdDynomicPrincipal = posiPrincipal;
            double floatRate = Convert.ToDouble(floateRate);
@@ -681,7 +773,7 @@ namespace YLErp.Modules.SwapModule
                {
                    // 获取合适的 rateDate
                    var fr007RateDate = QdpCalendarHelper.GetNonHolidayDefore(endDate.AddDays(position.interest_rule ?? 0)); // 获取前一工作日;
-                    if (EodPriceQueryService.TryGetPrice(fr007RateDate, position.FloatRateUnderlyingCode, out double floatRate1))
+                    if (TryGetFloatRate(fr007RateDate, position.FloatRateUnderlyingCode, out double floatRate1))
                    {
                        if (floatRate1 != 0)
                        {
@@ -721,6 +813,59 @@ namespace YLErp.Modules.SwapModule
            TdInterestAmount = Math.Round(tdinterest, ConsGlobal.PriceRound, MidpointRounding.AwayFromZero);
        }

+        /// <summary>
+        /// 计算单利 收盘（按重置天数分段，每段使用对应浮动利率）
+        /// </summary>
+        public void CalcDailySimpleInterestByEod(eod_swap_position preEodPosition, DateTime endDate, DateTime tradeDate, swap_position position, decimal principal, decimal posiPrincipal, swap_flow_event flowEvent, int annualDays, bool needPrice, decimal floateRate, decimal closePercent, decimal orginPv, ref decimal InterestAmount, ref decimal TdInterestAmount)
+        {
+            decimal interestProfitSum = preEodPosition.InterestProfitSum;
+            int interestPeriod = position.interest_rest_days ?? 1;
+            double floatRate = Convert.ToDouble(floateRate);
+            var calcDays = (endDate - tradeDate).Days;
+            // 修复：首次操作时（preEodPosition.id == 0），TdInterestPrincipal 需要正确初始化
+            if (preEodPosition.id == 0)
+            {
+                preEodPosition.TdInterestPrincipal = posiPrincipal;
+            }
+
+            // 检查是否到达重置周期
+            if (calcDays % interestPeriod == 0)
+            {
+                // 获取新的浮动利率
+                if (!string.IsNullOrEmpty(position.FloatRateUnderlyingCode))
+                {
+                    var fr007RateDate = QdpCalendarHelper.GetNonHolidayDefore(endDate.AddDays(position.interest_rule ?? 0));
+                    if (TryGetFloatRate(fr007RateDate, position.FloatRateUnderlyingCode, out double newFloatRate))
+                    {
+                        if (newFloatRate != 0)
+                        {
+                            floatRate = newFloatRate;
+                        }
+                    }
+                    else
+                    {
+                        throw new Exception($"获取不到{position.FloatRateUnderlyingCode}在{fr007RateDate:yyyy年MM月dd日}的价格");
+                    }
+                }
+            }
+
+            flowEvent.FloatRate = Convert.ToDecimal(floatRate);
+            var baseTdInterestPrincipal = preEodPosition.TdInterestPrincipal + posiPrincipal - orginPv;
+            var baseInterestPrincipal = baseTdInterestPrincipal * closePercent;
+
+            // 修复：正确计算本次利息（基于实际持仓本金）
+            decimal interest = baseInterestPrincipal * (flowEvent.InterestRate + Convert.ToDecimal(floatRate));
+            decimal tdinterest = baseTdInterestPrincipal * (flowEvent.InterestRate + Convert.ToDecimal(floatRate));
+            if (position.IsAnnualized)
+            {
+                interest /= annualDays;
+                tdinterest /= annualDays;
+            }
+
+            InterestAmount = Math.Round(interest, ConsGlobal.PriceRound, MidpointRounding.AwayFromZero);
+            TdInterestAmount = Math.Round(tdinterest, ConsGlobal.PriceRound, MidpointRounding.AwayFromZero);
+        }
+
        /// <summary>
        /// 单标的平仓
        /// </summary>
@@ -733,7 +878,7 @@ namespace YLErp.Modules.SwapModule
            {
                throw new ServiceException("未找到交易信息");
            }
-            CheckLastEod(unwindData.ValueDate, td.StartDate.Value, unwindData.SwapTradeId);
+            //CheckLastEod(unwindData.ValueDate, td.StartDate.Value, unwindData.SwapTradeId); //去掉平仓收盘限制
            var trans = DbContext.Database.BeginTransaction();
            bool cofirm = false;
            try
@@ -1232,7 +1377,7 @@ namespace YLErp.Modules.SwapModule
            {
                throw new ServiceException("未找到交易信息");
            }
-            CheckLastEod(unwindData.ValueDate, td.StartDate.Value, unwindData.SwapTradeId);
+            //CheckLastEod(unwindData.ValueDate, td.StartDate.Value, unwindData.SwapTradeId); //去掉平仓收盘限制
            var trans = DbContext.Database.BeginTransaction();
            bool confirm = false;
            try