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refactor(swap): EQD-6977 罚息trace腿标识p{id}改为融资腿{id}——原缩写p可读性差(用户反馈)，全文件9处统一升级；无测试断言/外部消费依赖该字符串，27个罚息单测全过

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hjhan
2026-08-21 08:41:51 +08:00
parent 771bd6798b
commit 9d68e56797
1 changed files with 9 additions and 9 deletions
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YLErpDAL/Modules/SwapModule/Penalty/PenaltyInterestFeeMerger.cs
+9 -9
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@@ -52,7 +52,7 @@ public static class PenaltyInterestFeeMerger
var normalEvent = interests.FirstOrDefault(x => x.PositionId == position.id);
if (normalEvent == null)
{
trace?.Note($"PENALTY|p{position.id} 跳过 无正常平仓利息流（意外：融资腿应有对应事件）");
trace?.Note($"PENALTY|融资腿{position.id} 跳过 无正常平仓利息流（意外：融资腿应有对应事件）");
continue;
}
@@ -88,7 +88,7 @@ public static class PenaltyInterestFeeMerger
}
catch (Exception ex)
{
trace?.Note($"PENALTY|p{position.id} 跳过 冻结利率解析失败：{ex.Message}");
trace?.Note($"PENALTY|融资腿{position.id} 跳过 冻结利率解析失败：{ex.Message}");
continue;
}
@@ -111,7 +111,7 @@ public static class PenaltyInterestFeeMerger
normalEvent.InterestClosePnL += penalty * DirectionRatio.ReceivePay(position.InterestDirection);
trace?.Note(
$"PENALTY|p{position.id} 完成 mode={mode} {(isCompound ? "复利" : "单利")} " +
$"PENALTY|融资腿{position.id} 完成 mode={mode} {(isCompound ? "复利" : "单利")} " +
$"窗口=[{unwindDate:yyyy-MM-dd}→{maturityDate:yyyy-MM-dd}] 平仓日已结={unwindDaySettled} 到期算尾={maturityCalcLast} | " +
$"本金 close={closePrincipal:F2} posi={r.PosiPrincipal:F2} share={share:P4} | " +
$"冻结利率={frozenRate.AllInRate:P6} 来源={rateSource} | " +
@@ -143,10 +143,10 @@ public static class PenaltyInterestFeeMerger
capitalized = (preEod?.InterestIncomeSum ?? 0m) * share;
if (preEod != null)
trace?.Note(
$"PENALTY|p{position.id} 承接①推导 重置日平仓+有快照：快照{preEod.ValueDate:yyyy-MM-dd} " +
$"PENALTY|融资腿{position.id} 承接①推导 重置日平仓+有快照：快照{preEod.ValueDate:yyyy-MM-dd} " +
$"昨日待实现利息InterestIncomeSum={preEod.InterestIncomeSum:F4} ×share={share:P4} → ①={capitalized:F4}");
if (preEod == null && (unwindDate - position.PosiStartDate).Days >= periodDays)
trace?.Note($"PENALTY|p{position.id} 注意 无preEod且平仓日=重置日：①退化0（此前重置并入额缺失，请核对日终归档完整性）");
trace?.Note($"PENALTY|融资腿{position.id} 注意 无preEod且平仓日=重置日：①退化0（此前重置并入额缺失，请核对日终归档完整性）");
}
else if (preEod != null)
{
@@ -155,7 +155,7 @@ public static class PenaltyInterestFeeMerger
var rawCarry = preEod.TdInterestPrincipal * share - closePrincipal;
capitalized = Math.Max(0m, rawCarry);
trace?.Note(
$"PENALTY|p{position.id} 承接①推导 段中平仓+有快照：快照{preEod.ValueDate:yyyy-MM-dd} " +
$"PENALTY|融资腿{position.id} 承接①推导 段中平仓+有快照：快照{preEod.ValueDate:yyyy-MM-dd} " +
$"滚动基数TdInterestPrincipal={preEod.TdInterestPrincipal:F4} ×share={share:P4} −平仓本金{closePrincipal:F4} = {rawCarry:F4} → ①={capitalized:F4}" +
(rawCarry < 0m ? "（原始差为负已钳0：快照滚动基数×份额小于平仓本金，疑部分平仓比例与快照归档口径不一致，请核对eod_swap_position.TdInterestPrincipal）" : ""));
}
@@ -163,13 +163,13 @@ public static class PenaltyInterestFeeMerger
{
capitalized = Math.Max(0m, normalEvent.InterestPrincipal - closePrincipal);
trace?.Note(
$"PENALTY|p{position.id} 承接①推导 段中平仓+无快照兜底：事件基数InterestPrincipal={normalEvent.InterestPrincipal:F4} −平仓本金{closePrincipal:F4} → ①={capitalized:F4}");
$"PENALTY|融资腿{position.id} 承接①推导 段中平仓+无快照兜底：事件基数InterestPrincipal={normalEvent.InterestPrincipal:F4} −平仓本金{closePrincipal:F4} → ①={capitalized:F4}");
// 兜底①=0 但账龄已过重置周期：复利每周期并本，理应 ①>0——多为 interestWindowEmpty
// (当日已结息)早退未重放覆盖种子值、或日终归档缺失。留痕含两侧基数与账龄，供直接定位根因。
var ageDays = (unwindDate - position.PosiStartDate).Days;
if (capitalized == 0m && ageDays >= periodDays)
trace?.Note(
$"PENALTY|p{position.id} 注意 无preEod兜底①=0但账龄{ageDays}天≥重置周期{periodDays}天：" +
$"PENALTY|融资腿{position.id} 注意 无preEod兜底①=0但账龄{ageDays}天≥重置周期{periodDays}天：" +
$"事件基数{normalEvent.InterestPrincipal:F2}=平仓本金{closePrincipal:F2}（疑似interestWindowEmpty种子未重放/日终归档缺失，" +
$"请核对swap_flow_event.InterestPrincipal重放回写与eod_swap_position归档）");
}
@@ -177,7 +177,7 @@ public static class PenaltyInterestFeeMerger
// ① 不得超过实结金额（数据异常时钳制并留痕，避免负②进入计息）
if (capitalized > Math.Max(0m, normalEvent.InterestAmount))
{
trace?.Note($"PENALTY|p{position.id} 注意 承接①钳制：推导 {capitalized:F4} > 实结 {normalEvent.InterestAmount:F4}（快照/事件数据异常，请核对 preEod.TdInterestPrincipal/InterestIncomeSum）");
trace?.Note($"PENALTY|融资腿{position.id} 注意 承接①钳制：推导 {capitalized:F4} > 实结 {normalEvent.InterestAmount:F4}（快照/事件数据异常，请核对 preEod.TdInterestPrincipal/InterestIncomeSum）");
capitalized = Math.Max(0m, normalEvent.InterestAmount);
}
return (capitalized, normalEvent.InterestAmount - capitalized);