fix(swap): 修复复利平仓时已结利息扣除计算问题
- 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
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@@ -1294,9 +1294,9 @@ namespace YLErp.Modules.SwapModule
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}
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// 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,
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// 否则已结部分会重复计息(类比分红 PosiDividendSum = totalToDate − RealizedDividend)。
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// consumedInterest 为绝对值口径(swap_flow_event.InterestAmount 之和),与 interest 口径一致。
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interest -= consumedInterest;
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tdinterest -= consumedInterest;
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// consumedInterest is full-position absolute interest; scale it to this close portion.
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interest -= consumedInterest * closePercent;
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tdinterest -= consumedInterest * closePercent;
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InterestAmount = Math.Round(interest, InterestCalculationPrecision, MidpointRounding.AwayFromZero);
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TdInterestAmount = Math.Round(tdinterest, InterestCalculationPrecision, MidpointRounding.AwayFromZero);
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}
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