feat(swap): 实现预付金利息腿实时剩余本金计算功能

- 新增 ResolveInterestLegPositionsAsOf 方法处理预付金利息腿实时本金计算
- 添加 FindCompletedFlowEvents 方法查询已完成的现金流事件
- 在日终持仓服务中集成实时剩余本金计算逻辑
- 移除日终重复扣减预付金本金的逻辑
- 优化利息端估值计算方式
- 添加部分平仓后预付金日终按实时剩余本金计息的测试用例
- 增加平仓日预付金日终不得重复扣减实时剩余本金的验证
- 完善历史回放场景下的本金调整功能

YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs

@@ -307,6 +307,14 @@ namespace YLErp.Modules.SwapModule
             return DbContext.swap_flow_event.Where(eventExpression).ToList();
         }
 
+        protected virtual List<swap_flow_event> FindCompletedFlowEvents(List<int> tradeIds)
+        {
+            return DbContext.swap_flow_event
+                .Where(x => tradeIds.Contains(x.SwapTradeId)
+                    && x.DataState == (int)SwapFlowDateStateEnum.完成)
+                .ToList();
+        }
+
         #endregion
 
         /// <summary>
@@ -352,6 +360,7 @@ namespace YLErp.Modules.SwapModule
             var tradeRealPositionList = allTradePositionList.Where(t => !t.IsInitial).ToList();
             var tradeExtendList = FindTradeExtends(tradeIds);
             var eodSwapList = FindEodSwapsByDate(preSettleDate);
+            var completedFlowEvents = FindCompletedFlowEvents(tradeIds);
             List<int> eventTyps = new List<int>() { (int)SwapEventTypeEnum.平仓, (int)SwapEventTypeEnum.互换, (int)SwapEventTypeEnum.自动互换 };
             foreach (var td in tradeQueryList)
             {
@@ -364,7 +373,10 @@ namespace YLErp.Modules.SwapModule
                     var realPositions = tradeRealPositionList.Where(s => s.SwapTradeId == td.id);
                     var posiList = positions.Where(x => x.PosiQuantity > 0).ToList();
                     var realPosiList = realPositions.ToList();
-                    var interestList = positions.Where(x => x.InterestDirection > 0).ToList();
+                    var tradeCompletedFlowEvents = completedFlowEvents.Where(x => x.SwapTradeId == td.id).ToList();
+                    var interestList = SwapDealService.ResolveInterestLegPositionsAsOf(
+                            positions.ToList(), realPosiList, tradeCompletedFlowEvents, settleDate)
+                        .Where(x => x.InterestDirection > 0).ToList();
                     DateTime posiDate = td.TradeDate.Value;//交易日期
                     var lastEodSwap = eodSwapList.FirstOrDefault(x => x.SwapTradeId == td.id);
                     //上一交易日无日终归档，且不是交易日期，且当前收盘日期不是交易日期，报错
@@ -1351,8 +1363,9 @@ namespace YLErp.Modules.SwapModule
             //持仓内容-利息腿
             newEodPayPosition.InterestDirection = position.InterestDirection;
             newEodPayPosition.InterestMode = position.InterestMode;
+            // ResolveInterestLegPositions 已提供平仓后的实时剩余本金，日终不再重复扣减。
             newEodPayPosition.InterestPrincipalFix = position.InterestPrincipalFix;
-            newEodPayPosition.InterestPrincipalFix *= (1 - closePercent);
+            // newEodPayPosition.InterestPrincipalFix *= (1 - closePercent);
             newEodPayPosition.InterestRateDefault = position.InterestRateDefault;
             newEodPayPosition.InterestSwapInterval = position.InterestSwapInterval;
             newEodPayPosition.IsAnnualized = position.IsAnnualized;
@@ -1364,9 +1377,11 @@ namespace YLErp.Modules.SwapModule
             newEodPayPosition.interest_rest_days = position.interest_rest_days;
             newEodPayPosition.interest_rule = position.interest_rule;
             //利息端估值用信息
-            newEodPayPosition.TdInterestPrincipal = position.InterestMode == (int)InterestModeEnum.标的期初全价
-                ? posiNotionalValue
-                : interests.Count > 0 ? interests.First().InterestPrincipal : 0;
+            newEodPayPosition.TdInterestPrincipal = interestModes.Contains(position.InterestMode)
+                ? position.InterestPrincipalFix
+                : position.InterestMode == (int)InterestModeEnum.标的期初全价
+                    ? posiNotionalValue
+                    : interests.Count > 0 ? interests.First().InterestPrincipal : 0;
             if (interval != null)
             {
                 newEodPayPosition.TdInterestRate = interval.Rate;