cleanup(accrual): 删除orginPv死参数(3个方法签名+所有调用点)
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)
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@@ -92,7 +92,7 @@ namespace UnitTestProject.Modules.SwapModule.Accrual
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decimal oldInterest = 0, oldTd = 0;
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var svc = new StubSvc();
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svc.CalcDailyCompoundInterestByEod(preEod, EodDate, TradeDate, position,
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Notional, Notional, flowEvent, AnnualDays, false, 0m, 1m, Notional,
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Notional, Notional, flowEvent, AnnualDays, false, 0m, 1m,
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ref oldInterest, ref oldTd);
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// 新方法
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@@ -125,7 +125,7 @@ namespace UnitTestProject.Modules.SwapModule.Accrual
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decimal oldInterest = 0, oldTd = 0;
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var svc = new StubSvc();
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svc.CalcDailyCompoundInterestByEod(preEod, nonResetDate, TradeDate, position,
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Notional, Notional, flowEvent, AnnualDays, false, 0m, 1m, Notional,
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Notional, Notional, flowEvent, AnnualDays, false, 0m, 1m,
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ref oldInterest, ref oldTd);
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// 新方法
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@@ -74,7 +74,7 @@ namespace UnitTestProject.Modules.SwapModule.Accrual
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decimal oldI = 0, oldTd = 0;
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var svc = new StubSvc();
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svc.CalcDailyCompoundInterest(EndDate, position, Notional, flowEvent,
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AnnualDays, false, 0m, 1m, Notional, true, false,
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AnnualDays, false, 0m, 1m, true, false,
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ref oldI, ref oldTd);
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// 新方法:固定利率全段相同,分段点 = PosiStartDate + k×7
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@@ -122,7 +122,7 @@ namespace UnitTestProject.Modules.SwapModule.Accrual
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decimal oldI = 0, oldTd = 0;
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var svc = new StubSvc();
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svc.CalcDailyCompoundInterest(EndDate, position, Notional * closePct, flowEvent,
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AnnualDays, false, 0m, closePct, Notional, true, false,
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AnnualDays, false, 0m, closePct, true, false,
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ref oldI, ref oldTd, consumedInterest: consumed, resetCarryInterest: carry);
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// 新方法
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@@ -166,7 +166,7 @@ namespace UnitTestProject.Modules.SwapModule.Accrual
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decimal oldI = 0, oldTd = 0;
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var svc = new StubSvc();
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svc.CalcDailyCompoundInterest(EndDate, position, Notional, flowEvent,
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AnnualDays, false, 0m, 1m, Notional, true, true,
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AnnualDays, false, 0m, 1m, true, true,
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ref oldI, ref oldTd);
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// 新方法
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