Jaymr/zszq-trs
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

refactor(accrual): 拆分FundingLegAccrual→SimpleInterestAccrual/CompoundInterestAccrual

Browse Source 
单利与复利语义完全不同(单利本金恒定/复利重置日并本金),
拆成两个独立静态类,各自只含自己的方法:

SimpleInterestAccrual:
- AccrueEod (原AccrueSimpleEod)
- AccruePeriod (原AccrueSimplePeriod)

CompoundInterestAccrual:
- EodBasis (原CompoundEodBasis)
- AccrueEod (原AccrueCompoundEod)
- AccruePeriod (原AccrueCompoundPeriod)

方法名去掉Simple/Compound前缀(类名已携带类型),消除冗余
SwapModule零回归(7基线/510通过)
This commit is contained in:
hjhan
2026-08-12 13:40:47 +08:00
parent 57156feec1
commit 9d8cfb5ad0
8 changed files with 257 additions and 258 deletions
Download Patch File Download Diff File Expand all files Collapse all files
UnitTestProject/Modules/SwapModule/SwapUnwindSameDayDoublePartialTest.cs
+1 -1
View File
@@ -8,7 +8,7 @@ namespace YLErp.Modules.SwapModule
/// 【同日多次部分平仓 · unwind 基数滚动表征测试】
/// ============================================================================
/// 背景：unwind 计息基数公式 basis = priorNotional + notional - baseNotional
/// (FundingLegAccrual / CalcDailyCompoundInterestByEod 同源)，其中
/// (CompoundInterestAccrual / CalcDailyCompoundInterestByEod 同源)，其中
/// - priorNotional = 上一日终归档 eod_swap_position.TdInterestPrincipal
/// - baseNotional = orginPv = ResolveUnwindPreviousNotional(lastEod)（上一日终浮动端名义本金）
/// - notional = 当前持仓名义本金（posiNotionalValue，来自实时持仓）