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cleanup(accrual): 删除orginPv死参数（3个方法签名+所有调用点）

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源码实证orginPv在5/6个CalcDaily方法中是死参数（方法体不读取）：
- CalcDailyCompoundInterest: 删 decimal orginPv（3个调用点同步删）
- CalcDailyCompoundInterestByEod: 删（1个调用点+4个测试同步删）
- CalcDailySimpleInterestByEod: 删（1个调用点+2个测试同步删）

保留orginPv的方法（真实消费者）：
- CalcDailySimpleInterest: 差分公式 posiPrincipal - orginPv
- GetInterests/CalcUnwindInterest/InitSwapDealInterest: 转发链

SwapModule零回归(7基线/510通过)
This commit is contained in:
hjhan
2026-08-12 13:58:43 +08:00
parent 9d8cfb5ad0
commit 9d321378ac
5 changed files with 16 additions and 16 deletions
Download Patch File Download Diff File Expand all files Collapse all files
UnitTestProject/Modules/SwapModule/Accrual/CompoundEodShadowTest.cs
+2 -2
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@@ -92,7 +92,7 @@ namespace UnitTestProject.Modules.SwapModule.Accrual
decimal oldInterest = 0, oldTd = 0;
var svc = new StubSvc();
svc.CalcDailyCompoundInterestByEod(preEod, EodDate, TradeDate, position,
Notional, Notional, flowEvent, AnnualDays, false, 0m, 1m, Notional,
Notional, Notional, flowEvent, AnnualDays, false, 0m, 1m,
ref oldInterest, ref oldTd);
// 新方法
@@ -125,7 +125,7 @@ namespace UnitTestProject.Modules.SwapModule.Accrual
decimal oldInterest = 0, oldTd = 0;
var svc = new StubSvc();
svc.CalcDailyCompoundInterestByEod(preEod, nonResetDate, TradeDate, position,
Notional, Notional, flowEvent, AnnualDays, false, 0m, 1m, Notional,
Notional, Notional, flowEvent, AnnualDays, false, 0m, 1m,
ref oldInterest, ref oldTd);
// 新方法
UnitTestProject/Modules/SwapModule/Accrual/CompoundPeriodShadowTest.cs
+3 -3
View File
@@ -74,7 +74,7 @@ namespace UnitTestProject.Modules.SwapModule.Accrual
decimal oldI = 0, oldTd = 0;
var svc = new StubSvc();
svc.CalcDailyCompoundInterest(EndDate, position, Notional, flowEvent,
AnnualDays, false, 0m, 1m, Notional, true, false,
AnnualDays, false, 0m, 1m, true, false,
ref oldI, ref oldTd);
// 新方法：固定利率全段相同，分段点 = PosiStartDate + k×7
@@ -122,7 +122,7 @@ namespace UnitTestProject.Modules.SwapModule.Accrual
decimal oldI = 0, oldTd = 0;
var svc = new StubSvc();
svc.CalcDailyCompoundInterest(EndDate, position, Notional * closePct, flowEvent,
AnnualDays, false, 0m, closePct, Notional, true, false,
AnnualDays, false, 0m, closePct, true, false,
ref oldI, ref oldTd, consumedInterest: consumed, resetCarryInterest: carry);
// 新方法
@@ -166,7 +166,7 @@ namespace UnitTestProject.Modules.SwapModule.Accrual
decimal oldI = 0, oldTd = 0;
var svc = new StubSvc();
svc.CalcDailyCompoundInterest(EndDate, position, Notional, flowEvent,
AnnualDays, false, 0m, 1m, Notional, true, true,
AnnualDays, false, 0m, 1m, true, true,
ref oldI, ref oldTd);
// 新方法
UnitTestProject/Modules/SwapModule/ConsumedInterestScenarioTest.cs
+1 -1
View File
@@ -509,7 +509,7 @@ namespace YLErp.Modules.SwapModule
decimal tdInterestAmount = 0m;
service.CalcDailyCompoundInterestByEod(preEod, resetDate, startDate, position,
principal, principal, flowEvent, AnnualDays, false, 0.013502m, 1m, principal,
principal, principal, flowEvent, AnnualDays, false, 0.013502m, 1m,
ref interestAmount, ref tdInterestAmount);
AssertDecimal(principal + pendingInterest, flowEvent.InterestPrincipal,
UnitTestProject/Modules/SwapModule/DealInterestsScenarioTest.cs
+2 -2
View File
@@ -1725,14 +1725,14 @@ namespace YLErp.Modules.SwapModule
decimal expectedTdAmountAtEnd = 0m;
dealService.CalcDailyCompoundInterest(
finalCloseDate, position, remainingNotional, expectedEndFlow, AnnualDays, false,
intermediateEod.FloatRate, 1m, originalNotional, true, false,
intermediateEod.FloatRate, 1m, true, false,
ref expectedAmountAtEnd, ref expectedTdAmountAtEnd);
var expectedPreviousFlow = new swap_flow_event { InterestRate = spread };
decimal expectedAmountAtPreviousEod = 0m;
decimal expectedTdAmountAtPreviousEod = 0m;
dealService.CalcDailyCompoundInterest(
intermediateDate, position, remainingNotional, expectedPreviousFlow, AnnualDays, false,
intermediateEod.FloatRate, 1m, originalNotional, true, true,
intermediateEod.FloatRate, 1m, true, true,
ref expectedAmountAtPreviousEod, ref expectedTdAmountAtPreviousEod);
var expectedFinalInterest = intermediateEod.InterestIncomeSum
+ expectedAmountAtEnd - expectedAmountAtPreviousEod;
YLErpDAL/Modules/SwapModule/SwapDealService.cs
+8 -8
View File
@@ -1088,12 +1088,12 @@ namespace YLErp.Modules.SwapModule
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);
CalcDailyCompoundInterestByEod(preEod, valueDate, td.StartDate.Value, position, closePrincipal, posiPrincipal, interest, annualDays, false, eodFloatRate, 1m, 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);
CalcDailySimpleInterestByEod(preEod, valueDate, td.StartDate.Value, position, closePrincipal, posiPrincipal, interest, annualDays, false, eodFloatRate, 1m, ref interestAmount, ref tdInterestAmount);
}
}
@@ -1264,7 +1264,7 @@ namespace YLErp.Modules.SwapModule
// 它只在当前 endDate 恰好为重置日时使用，避免把同一笔历史利息重复资本化。
var resetCarryInterest = preEodPosition.InterestIncomeSum * remainingPercent;
CalcDailyCompoundInterest(endDate, position, closePosiNotionalValue, interest, annualDays, needPrice,
floateRate, closePrecent, orginPv, calcFirst, calcLast, ref InterestAmount, ref TdInterestAmount,
floateRate, closePrecent, calcFirst, calcLast, ref InterestAmount, ref TdInterestAmount,
consumedInterest, resetCarryInterest);
if (preEodPosition.id != 0 && closePrecent == 1m)
{
@@ -1291,7 +1291,7 @@ namespace YLErp.Modules.SwapModule
}
// 计算截至本次平仓日的累计利息 amountAtEnd
CalcDailyCompoundInterest(replayEndDate, position, closePosiNotionalValue,
interestAtEnd, annualDays, needPrice, floateRate, closePrecent, orginPv,
interestAtEnd, annualDays, needPrice, floateRate, closePrecent,
calcFirst, calcLast, ref amountAtEnd, ref tdAmountAtEnd, consumedInterest);
var interestAtPreviousEod = new swap_flow_event { InterestRate = rate };
decimal amountAtPreviousEod = 0m;
@@ -1300,7 +1300,7 @@ namespace YLErp.Modules.SwapModule
// 因此此处按闭区间包含上一日终当天，避免算头不算尾时重复加入该日利息。
// 计算截至上一日终累积的利息 amountAtPreviousEod
CalcDailyCompoundInterest(preEodPosition.ValueDate, position, closePosiNotionalValue,
interestAtPreviousEod, annualDays, needPrice, floateRate, closePrecent, orginPv,
interestAtPreviousEod, annualDays, needPrice, floateRate, closePrecent,
calcFirst, true, ref amountAtPreviousEod, ref tdAmountAtPreviousEod, consumedInterest);
// 例如 0004：5/18 待实现 -118631.261797，加 5/19 新增约 -4648.912760，
// 得到最终应结 -123280.174557，按金额两位落为 Excel BN 的 -123280.17。
@@ -1373,7 +1373,7 @@ namespace YLErp.Modules.SwapModule
/// <param name="annualDays">年化天数</param>
/// <returns></returns>
public void CalcDailyCompoundInterest(DateTime endDate, swap_position position, decimal principal, swap_flow_event flowEvent,
int annualDays, bool needPrice, decimal floateRate, decimal closePercent, decimal orginPv, bool calcFirst, bool calcLast,
int annualDays, bool needPrice, decimal floateRate, decimal closePercent, bool calcFirst, bool calcLast,
ref decimal InterestAmount, ref decimal TdInterestAmount, decimal consumedInterest = 0m, decimal resetCarryInterest = 0m)
{
var startDate = position.PosiStartDate;
@@ -1462,7 +1462,7 @@ namespace YLErp.Modules.SwapModule
/// <param name="isAnnualized">是否年化</param>
/// <param name="annualDays">年化天数</param>
/// <returns></returns>
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)
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, ref decimal InterestAmount, ref decimal TdInterestAmount)
{
int interestPeriod = position.interest_rest_days ?? 1;
var isResetDay = (endDate - tradeDate).Days % interestPeriod == 0;
@@ -1517,7 +1517,7 @@ namespace YLErp.Modules.SwapModule
/// <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)
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, ref decimal InterestAmount, ref decimal TdInterestAmount)
{
// 首次操作（preEod.id == 0）：计息基数按存量本金初始化——保留旧行为（含对 preEod 的就地修正）。
if (preEodPosition.id == 0)