From a0be0eb00349e7f73c75416f4e8e1bf597c90249 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?=E5=BC=A0=E5=90=8D=E9=94=90?= <1565842059@qq.com>
Date: Fri, 7 Aug 2026 18:36:32 +0800
Subject: [PATCH] =?UTF-8?q?fix(swap):=20=E4=BF=AE=E5=A4=8D=E5=A4=8D?=
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- 修改 CalcCompoundUnwind 方法添加 closePercent 参数用于部分平仓场景
- 更新复利平仓逻辑，将已结利息按平仓比例进行缩放扣除
- 添加部分平仓测试用例验证已结利息按比例扣除的正确性
- 修复了全部已结利息在部分平仓时被全额扣除的问题
---
.../SwapModule/ConsumedInterestScenarioTest.cs | 18 ++++++++++++++++--
YLErpDAL/Modules/SwapModule/SwapDealService.cs | 6 +++---
2 files changed, 19 insertions(+), 5 deletions(-)
diff --git a/UnitTestProject/Modules/SwapModule/ConsumedInterestScenarioTest.cs b/UnitTestProject/Modules/SwapModule/ConsumedInterestScenarioTest.cs
index d2f56e52..2d2b9016 100644
--- a/UnitTestProject/Modules/SwapModule/ConsumedInterestScenarioTest.cs
+++ b/UnitTestProject/Modules/SwapModule/ConsumedInterestScenarioTest.cs
@@ -108,13 +108,13 @@ namespace YLErp.Modules.SwapModule
}
/// 调用 GetInterests 获取复利利息（统一调用入口，settment:false走盘中平仓路径）
- private static swap_flow_event CalcCompoundUnwind(StubSwapDealService service, DateTime unwindDate)
+ private static swap_flow_event CalcCompoundUnwind(StubSwapDealService service, DateTime unwindDate, decimal closePercent = 1m)
{
var td = CreateTrade();
var position = CreateCompoundPosition();
var interests = service.GetInterests(td, td.trade_extend, unwindDate, unwindDate,
new List(), new List { position },
- Principal, Principal, Principal, Principal, 1m,
+ Principal, Principal, Principal, Principal, closePercent,
(int)SwapEventTypeEnum.平仓, false, false, Principal, Principal,
add: false, settment: false, newCalcLast: false);
Assert.AreEqual(1, interests.Count);
@@ -246,5 +246,19 @@ namespace YLErp.Modules.SwapModule
$"全部已结再平仓利息应≈0（实际={result.InterestAmount:F6}），不应为负");
Console.WriteLine($"全部已结平仓≈0（{result.InterestAmount:F6}）✅");
}
+
+ [TestMethod]
+ public void CI_005_partialClose_scalesConsumedInterest()
+ {
+ var unwindDate = StartDate.AddDays(10);
+ const decimal closePercent = 0.4m;
+ const decimal consumed = 100m;
+
+ var baseline = CalcCompoundUnwind(CreateService(0m), unwindDate, closePercent).InterestAmount;
+ var result = CalcCompoundUnwind(CreateService(consumed), unwindDate, closePercent).InterestAmount;
+
+ AssertDecimal(baseline - consumed * closePercent, result,
+ $"partial close should deduct consumed interest by closePercent ({closePercent})");
+ }
}
}
diff --git a/YLErpDAL/Modules/SwapModule/SwapDealService.cs b/YLErpDAL/Modules/SwapModule/SwapDealService.cs
index c4c3a504..53bcaff6 100644
--- a/YLErpDAL/Modules/SwapModule/SwapDealService.cs
+++ b/YLErpDAL/Modules/SwapModule/SwapDealService.cs
@@ -1294,9 +1294,9 @@ namespace YLErp.Modules.SwapModule
}
// 复利从头重放得到的是"假设从未结出"的整段总利息，需扣除历史已通过互换结出的利息，
// 否则已结部分会重复计息（类比分红 PosiDividendSum = totalToDate − RealizedDividend）。
- // consumedInterest 为绝对值口径（swap_flow_event.InterestAmount 之和），与 interest 口径一致。
- interest -= consumedInterest;
- tdinterest -= consumedInterest;
+ // consumedInterest is full-position absolute interest; scale it to this close portion.
+ interest -= consumedInterest * closePercent;
+ tdinterest -= consumedInterest * closePercent;
InterestAmount = Math.Round(interest, InterestCalculationPrecision, MidpointRounding.AwayFromZero);
TdInterestAmount = Math.Round(tdinterest, InterestCalculationPrecision, MidpointRounding.AwayFromZero);
}