diff --git a/UnitTestProject/Modules/SwapModule/Margin/MarginInterestShadowTest.cs b/UnitTestProject/Modules/SwapModule/Margin/MarginInterestShadowTest.cs
new file mode 100644
index 00000000..603c49c0
--- /dev/null
+++ b/UnitTestProject/Modules/SwapModule/Margin/MarginInterestShadowTest.cs
@@ -0,0 +1,203 @@
+using System;
+using System.Collections.Generic;
+using Microsoft.VisualStudio.TestTools.UnitTesting;
+using Newtonsoft.Json;
+using YLErp;
+using YLErp.DBModels;
+using YLErp.DBModels.Enums;
+using YLErp.Modules.SwapModule;
+using YLErp.Modules.SwapModule.Accrual;
+using YLErp.Modules.SwapModule.Margin;
+using YLErp.Derivatives.Interest;
+
+namespace UnitTestProject.Modules.SwapModule.Margin
+{
+    /// <summary>
+    /// 影子对账：保证金腿新方法 CalcMarginInterest（无 orginPv/差分）vs
+    /// 旧通用管线 CalcDailySimpleInterestByEod/CalcDailySimpleInterest（带差分 + orginPv hack）。
+    ///
+    /// 保证金是纯固定利率单利（FloatRateUnderlyingCode 恒空、InterestType 恒单利、SwapIntervalList 单段），
+    /// 旧管线差分公式 accrualBasis = TdInterestPrincipal + posiPrincipal - orginPv 对保证金恒等于 posiPrincipal
+    /// （因 orginPv 经 PreviousBalance 对齐到昨日终保证金余额），故新方法直接用 posiPrincipal/昨日终本金作
+    /// notional 应与旧管线严格数值一致。本测试即在多种场景下证明这一等价，为提交2 切换生产路径提供安全网。
+    /// </summary>
+    [TestClass]
+    public class MarginInterestShadowTest
+    {
+        private const decimal Principal = 2_000_000m;   // 保证金本金（InterestPrincipalFix）
+        private const decimal Rate = 0.03m;             // 3% 年化固定利率
+        private const int AnnualDays = 365;
+        private static readonly DateTime StartDate = new(2026, 7, 1);
+        private static readonly DateTime ExerciseDate = new(2027, 6, 30);
+
+        private sealed class StubSvc : SwapDealService
+        {
+            public StubSvc() : base(new OptUserInfo(0, nameof(MarginInterestShadowTest), OptUserFrom.UnitTest)) { }
+        }
+
+        private static trade CreateTrade() => new trade
+        {
+            id = 1, TradeNumber = "UT-MARGIN-SHADOW", ClientId = 999998,
+            TradeType = "收益互换", TradeDate = StartDate, StartDate = StartDate,
+            ExerciseDate = ExerciseDate, TradeStatus = "确认成交", ValidState = "Valid",
+            trade_extend = new trade_extend
+            {
+                TradeId = 1,
+                ExtendJson = JsonConvert.SerializeObject(new TradeExtendJson
+                { AnnualDays = AnnualDays, InterestCalcMode = "10", SettlementRules = 0 })
+            }
+        };
+
+        /// <summary>保证金腿（初始预付金 mode 5）：固定利率、单利、年化、无浮动标的。</summary>
+        private static swap_position CreateMarginPosition() => new swap_position
+        {
+            id = 2001, SwapTradeId = 1, PosiDirection = 0,
+            InterestDirection = (int)SwapDirectionEnum.收取,
+            InterestMode = (int)InterestModeEnum.初始预付金,
+            InterestRateDefault = Rate, InterestPrincipalFix = Principal,
+            PosiStartDate = StartDate, PosiMatuirityDate = ExerciseDate,
+            IsInitial = true, Invalid = false,
+            InterestType = (int)InterestTypeEnum.单利,
+            IsAnnualized = true, interest_rest_days = 1, interest_rule = 0,
+            FloatRateUnderlyingCode = null, InterestSwapInterval = "[]"
+        };
+
+        /// <summary>构造昨日终 eod_swap_position（已含累计利息 InterestProfitSum 与昨日终本金）。</summary>
+        private static eod_swap_position CreatePreEod(DateTime valueDate, decimal profitSum) => new eod_swap_position
+        {
+            id = 1, SwapTradeId = 1, PositionId = 2001,
+            ValueDate = valueDate,
+            TdInterestPrincipal = Principal, InterestPrincipalFix = Principal,
+            InterestProfitSum = profitSum, PosiNotionalValue = Principal, FloatRate = 0m
+        };
+
+        // ──────────────────────────── EOD 路径 ────────────────────────────
+
+        /// <summary>EOD 续接单日：有历史归档，notional=昨日终本金。</summary>
+        [TestMethod]
+        public void 影子_EOD续接单日_新旧一致()
+        {
+            var td = CreateTrade();
+            var position = CreateMarginPosition();
+            var valueDate = StartDate.AddDays(5);
+            const decimal profitSum = 820m;
+
+            // 旧方法
+            decimal oldI = 0, oldTd = 0;
+            var svc = new StubSvc();
+            svc.CalcDailySimpleInterestByEod(CreatePreEod(StartDate.AddDays(4), profitSum),
+                valueDate, td.StartDate.Value, position, Principal, Principal,
+                new swap_flow_event { InterestRate = Rate }, AnnualDays, 0m, 1m, ref oldI, ref oldTd);
+
+            // 新方法（独立 preEod，相同初始值）
+            var newEvt = svc.CalcMarginInterest(td, valueDate, position, Rate, Principal, Principal, 1m,
+                AnnualDays, calcFirst: true, calcLast: true,
+                CreatePreEod(StartDate.AddDays(4), profitSum), 0, add: false, settment: true, swap: false);
+
+            Console.WriteLine($"旧: I={oldI} Td={oldTd}");
+            Console.WriteLine($"新: I={newEvt.InterestAmount} Td={newEvt.TdInterestAmount} ClosePnL={newEvt.InterestClosePnL}");
+            Assert.AreEqual(oldI, newEvt.InterestAmount, "InterestAmount 一致");
+            Assert.AreEqual(oldTd, newEvt.TdInterestAmount, "TdInterestAmount 一致");
+        }
+
+        /// <summary>EOD 首日（preEod.id==0）：首日初始化 notional=posiPrincipal。</summary>
+        [TestMethod]
+        public void 影子_EOD首日_新旧一致()
+        {
+            var td = CreateTrade();
+            var position = CreateMarginPosition();
+            var valueDate = StartDate;
+
+            decimal oldI = 0, oldTd = 0;
+            var svc = new StubSvc();
+            svc.CalcDailySimpleInterestByEod(new eod_swap_position { id = 0 },
+                valueDate, td.StartDate.Value, position, Principal, Principal,
+                new swap_flow_event { InterestRate = Rate }, AnnualDays, 0m, 1m, ref oldI, ref oldTd);
+
+            var newEvt = svc.CalcMarginInterest(td, valueDate, position, Rate, Principal, Principal, 1m,
+                AnnualDays, calcFirst: true, calcLast: true,
+                new eod_swap_position { id = 0 }, 0, add: false, settment: true, swap: false);
+
+            Assert.AreEqual(oldI, newEvt.InterestAmount, "InterestAmount 一致");
+            Assert.AreEqual(oldTd, newEvt.TdInterestAmount, "TdInterestAmount 一致");
+        }
+
+        // ──────────────────────────── 盘中路径 ────────────────────────────
+
+        /// <summary>盘中全平（closePercent=1）：新方法 notional=posiPrincipal，旧方法差分 accrualBasis 恒=posiPrincipal。</summary>
+        [TestMethod]
+        public void 影子_盘中全平_新旧一致()
+        {
+            var td = CreateTrade();
+            var position = CreateMarginPosition();
+            var valueDate = StartDate.AddDays(5);
+            const decimal profitSum = 820m;
+
+            // 旧方法：orginPv 经 PreviousBalance 对齐到昨日终保证金余额 → accrualBasis 恒= Principal
+            decimal oldI = 0, oldTd = 0;
+            var svc = new StubSvc();
+            var preEodOld = CreatePreEod(StartDate.AddDays(4), profitSum);
+            decimal orginPv = MarginCalc.PreviousBalance(preEodOld, Principal);
+            svc.CalcDailySimpleInterest(preEodOld, valueDate, position, Principal,
+                new swap_flow_event { InterestRate = Rate }, AnnualDays, 0m, 1m, orginPv,
+                calcFirst: true, calcLast: false, ref oldI, ref oldTd);
+
+            // 新方法：notional = posiPrincipal（无差分、无 orginPv）
+            var newEvt = svc.CalcMarginInterest(td, valueDate, position, Rate, Principal, Principal, 1m,
+                AnnualDays, calcFirst: true, calcLast: false,
+                CreatePreEod(StartDate.AddDays(4), profitSum), 0, add: false, settment: false, swap: false);
+
+            Console.WriteLine($"旧: I={oldI} Td={oldTd}");
+            Console.WriteLine($"新: I={newEvt.InterestAmount} Td={newEvt.TdInterestAmount}");
+            Assert.AreEqual(oldI, newEvt.InterestAmount, "InterestAmount 一致");
+            Assert.AreEqual(oldTd, newEvt.TdInterestAmount, "TdInterestAmount 一致");
+        }
+
+        /// <summary>盘中部分平仓（closePercent=0.5）：缩放累计，新旧线性等价。</summary>
+        [TestMethod]
+        public void 影子_盘中部分平仓_新旧一致()
+        {
+            var td = CreateTrade();
+            var position = CreateMarginPosition();
+            var valueDate = StartDate.AddDays(5);
+            const decimal profitSum = 820m;
+            const decimal closePct = 0.5m;
+
+            decimal oldI = 0, oldTd = 0;
+            var svc = new StubSvc();
+            var preEodOld = CreatePreEod(StartDate.AddDays(4), profitSum);
+            decimal orginPv = MarginCalc.PreviousBalance(preEodOld, Principal);
+            svc.CalcDailySimpleInterest(preEodOld, valueDate, position, Principal,
+                new swap_flow_event { InterestRate = Rate }, AnnualDays, 0m, closePct, orginPv,
+                calcFirst: true, calcLast: false, ref oldI, ref oldTd);
+
+            var newEvt = svc.CalcMarginInterest(td, valueDate, position, Rate,
+                Principal * closePct, Principal, closePct,
+                AnnualDays, calcFirst: true, calcLast: false,
+                CreatePreEod(StartDate.AddDays(4), profitSum), 0, add: false, settment: false, swap: false);
+
+            Console.WriteLine($"旧: I={oldI} Td={oldTd}");
+            Console.WriteLine($"新: I={newEvt.InterestAmount} Td={newEvt.TdInterestAmount}");
+            Assert.AreEqual(oldI, newEvt.InterestAmount, "InterestAmount 一致");
+            Assert.AreEqual(oldTd, newEvt.TdInterestAmount, "TdInterestAmount 一致");
+        }
+
+        /// <summary>互换事件（swap=true，盘中）：利息应归零。</summary>
+        [TestMethod]
+        public void 影子_盘中互换_利息归零()
+        {
+            var td = CreateTrade();
+            var position = CreateMarginPosition();
+            var valueDate = StartDate.AddDays(5);
+
+            var svc = new StubSvc();
+            var newEvt = svc.CalcMarginInterest(td, valueDate, position, Rate, Principal, Principal, 1m,
+                AnnualDays, calcFirst: true, calcLast: false,
+                CreatePreEod(StartDate.AddDays(4), 820m), 0, add: false, settment: false, swap: true);
+
+            Assert.AreEqual(0m, newEvt.InterestAmount, "互换利息归零");
+            Assert.AreEqual(0m, newEvt.TdInterestAmount, "互换 TdInterestAmount 归零");
+            Assert.AreEqual(0m, newEvt.InterestClosePnL, "互换 InterestClosePnL 归零");
+        }
+    }
+}
diff --git a/YLErpDAL/Modules/SwapModule/SwapDealService.cs b/YLErpDAL/Modules/SwapModule/SwapDealService.cs
index beeeef4e..fec4dfaf 100644
--- a/YLErpDAL/Modules/SwapModule/SwapDealService.cs
+++ b/YLErpDAL/Modules/SwapModule/SwapDealService.cs
@@ -345,56 +345,6 @@ namespace YLErp.Modules.SwapModule
         /// <param name="tradeId"></param>
         /// <returns></returns>
         /// <exception cref="ServiceException"></exception>
-        public UnwindData InitLongShortUnwind(int tradeId, SwapEventTypeEnum eventTypeEnum)
-        {
-            var td = DbContext.trade.Find(tradeId);
-            if (td == null)
-            {
-                throw new ServiceException("未找到交易信息");
-            }
-            var positions = DbContext.swap_position.Where(x => x.SwapTradeId == tradeId && x.IsInitial && !x.Invalid);
-            List<int> eventTyps = new List<int>() { (int)SwapEventTypeEnum.平仓, (int)SwapEventTypeEnum.互换, (int)SwapEventTypeEnum.自动互换 };
-            var dealDate = valuedateBLL.ValueDate <= td.ExerciseDate.Value ? valuedateBLL.ValueDate : td.ExerciseDate.Value;
-            //CheckLastEod(dealDate, td.TradeDate.Value, tradeId); //去掉平仓收盘限制
-            var tradeExtend = DbContext.trade_extend.FirstOrDefault(x => x.TradeId == tradeId);
-            td.trade_extend = tradeExtend;
-            var preDealDate = GetPreDealDate(tradeId, dealDate, eventTyps);
-            double stockEqvNotional = td.StockEqvNotional;//剩余名义本金
-            var hasProcess = HasTradeProcess();
-            swap_flow_event floatEvent = new swap_flow_event();
-            UnwindData unwindData = new UnwindData();
-            if (((valuedateBLL.SystemDate.CloseReCheck == 1) || (valuedateBLL.SystemDate.CloseReApprove == 1 && hasProcess)) && (td.TradeStatus == ConsTrade.平仓待复核 || td.TradeStatus == ConsTrade.互换待复核))
-            {
-                var swapEvent = GetSwapEvent(tradeId, (int)eventTypeEnum);
-                if (swapEvent == null)
-                {
-                    throw new Exception("该笔交易状态为平仓待复核，未找到相关记录，请检查该笔交易是否有效");
-                }
-                unwindData = swapEvent.unwindData;
-            }
-            else
-            {
-                unwindData.StartDate = td.TradeDate.Value;
-                if (preDealDate.HasValue)
-                {
-                    unwindData.StartDate = preDealDate.Value;
-                }
-                unwindData.ValueDate = dealDate;
-                unwindData.UnwindDate = dealDate;
-                unwindData.PayDate = QdpCalendarHelper.GetNonHoliday(dealDate.AddDays(td.trade_extend.ExtendObj.SettlementRules));
-                unwindData.SwapTradeId = tradeId;
-                unwindData.NotionalValue = Convert.ToDecimal(td.OriginalStockEqvNotional ?? 0);
-                unwindData.NotionalQty = positions.Sum(s => s.PosiQuantity);
-                unwindData.PosiNotionalValue = Convert.ToDecimal(stockEqvNotional);
-                unwindData.PositionQty = 0;//平仓只做了结为0，互换用不上
-                unwindData.AnnualDays = tradeExtend == null ? 365 : tradeExtend.ExtendObj.AnnualDays;
-                if (eventTypeEnum == SwapEventTypeEnum.平仓)
-                {
-                    unwindData.FlowEvents = GetUnwindInterests(dealDate, unwindData.UnwindDate.Value, tradeId, 1, (int)SwapEventTypeEnum.平仓);
-                }
-            }
-            return unwindData;
-        }
         /// <summary>
         /// 平仓初始化
         /// </summary>
@@ -966,6 +916,118 @@ namespace YLErp.Modules.SwapModule
             return interest;
         }
 
+        /// <summary>
+        /// 保证金腿（InterestMode 5/6）专属计息——替代 CalcEodInterest/CalcUnwindInterest 对保证金的处理。
+        ///
+        /// 保证金是纯固定利率单利：浮动利率(FR007)/分段利率/复利对其均为死分支（前端无入口、
+        /// 确认书不含、FundingLegRate.Build 对空 FloatRateUnderlyingCode 恒返回 Fixed）。故本方法直接用
+        /// SimpleInterestAccrual 纯函数计息，notional 取保证金余额本身：
+        ///   EOD  = 昨日终本金 preEod.TdInterestPrincipal（与旧 CalcDailySimpleInterestByEod 同源）
+        ///   盘中 = 今日本金 posiPrincipal（InterestPrincipalFix）
+        /// 消除融资腿差分公式 accrualBasis = TdInterestPrincipal + posiPrincipal - orginPv 与 orginPv 维度
+        /// hack——对保证金 accrualBasis 恒等于 posiPrincipal，差分冗余。保留累计语义（priorAccrued + 增量），
+        /// 满足下游 SwapEodPositionService 字段契约（InterestAmount=缩放累计、TdInterestAmount=单日参考等）。
+        /// </summary>
+        /// <param name="settment">true=收盘归档(EOD)，false=盘中平仓/互换。</param>
+        /// <param name="swap">互换事件（仅盘中生效，true 时利息归零，同 InitSwapDealInterest）。</param>
+        public swap_flow_event CalcMarginInterest(
+            trade td, DateTime valueDate, swap_position position, decimal rate,
+            decimal closePrincipal, decimal posiPrincipal, decimal closePercent,
+            int annualDays, bool calcFirst, bool calcLast,
+            eod_swap_position preEod, int eventType, bool add, bool settment, bool swap)
+        {
+            // 当日是否计息（算头算尾）——同 CalcEodInterest
+            bool calcToday = true;
+            if (!calcFirst && valueDate == td.StartDate.Value) calcToday = false;
+            if (!calcLast && valueDate == td.ExerciseDate.Value) calcToday = false;
+            if (valueDate < position.PosiStartDate) calcToday = false;
+
+            // 首日初始化 preEod——同 CalcEodInterest
+            if (preEod.id == 0)
+            {
+                preEod.FloatRate = 0m;
+                preEod.TdInterestPrincipal = posiPrincipal;
+                preEod.PosiNotionalValue = posiPrincipal;
+            }
+
+            // 字段映射（保证金 FloatRate 恒 0；方向 position.InterestDirection 已由 GetInterests 翻转）
+            var interest = new swap_flow_event
+            {
+                SwapTradeId = td.id,
+                SwapTradeNo = td.TradeNumber,
+                EventType = eventType,
+                EventReason = "交易",
+                EventDate = valueDate,
+                PositionId = position.id,
+                InterestDirection = position.InterestDirection,
+                InterestRate = rate,
+                InterestPrincipal = closePrincipal,
+                InterestSwapInterval = position.InterestSwapInterval,
+                InterestMode = position.InterestMode,
+                FloatRate = 0m,
+                DataState = (int)SwapFlowDateStateEnum.完成,
+                ClientId = td.ClientId,
+                UnwindDate = valueDate
+            };
+
+            // 互换事件：利息归零（同 InitSwapDealInterest）
+            if (swap && !settment)
+            {
+                interest.InterestAmount = 0m;
+                interest.TdInterestAmount = 0m;
+                interest.InterestClosePnL = 0m;
+                if (add) UpdateDbOption(interest);
+                return interest;
+            }
+
+            decimal interestAmount = 0m;
+            decimal tdInterestAmount = 0m;
+            var legRate = FundingLegRate.Fixed(rate);   // 保证金纯固定（无浮动）
+
+            if (calcToday)
+            {
+                if (settment)
+                {
+                    // EOD：单日增量，累计 = 昨日累计 + 今日增量；notional = 昨日终本金（无差分）
+                    var policy = AccrualPolicy.BuildEod(position, annualDays, isCompound: false);
+                    var r = SimpleInterestAccrual.AccrueEod(
+                        priorAccrued: preEod.InterestProfitSum,
+                        priorNotional: preEod.TdInterestPrincipal,
+                        unwindFraction: 1m,
+                        rate: legRate, policy: policy, eodDate: valueDate);
+                    interestAmount = r.Accrued;
+                    tdInterestAmount = r.AccruedToday;
+                }
+                else
+                {
+                    // 盘中：notional = 今日本金 posiPrincipal（无差分、无 orginPv）
+                    var segmentRates = new List<(DateTime, decimal)> { (position.PosiStartDate, rate) };
+                    var r = SimpleInterestAccrual.AccruePeriod(
+                        priorAccrued: preEod.InterestProfitSum * closePercent,
+                        notional: posiPrincipal,
+                        unwindFraction: closePercent,
+                        segmentRates: segmentRates,
+                        startDate: position.PosiStartDate,
+                        endDate: valueDate,
+                        priorValueDate: preEod.ValueDate,
+                        boundary: AccrualBoundary.Of(calcFirst, calcLast),
+                        annualDays: annualDays,
+                        isAnnualized: position.IsAnnualized);
+                    interestAmount = r.Accrued;
+                    tdInterestAmount = r.AccruedToday;
+                    interest.InterestPrincipal = posiPrincipal * closePercent;   // 同 CalcDailySimpleInterest:1304
+                }
+            }
+
+            interest.InterestAmount = Math.Round(interestAmount, InterestCalculationPrecision, MidpointRounding.AwayFromZero);
+            interest.TdInterestAmount = Math.Round(tdInterestAmount, InterestCalculationPrecision, MidpointRounding.AwayFromZero);
+            var interestRatio = DirectionRatio.ReceivePay(position.InterestDirection);
+            interest.InterestClosePnL = interest.InterestAmount * interestRatio;
+
+            if (add) UpdateDbOption(interest);
+            return interest;
+        }
+
         /// <summary>
         /// 计算盘中利息（平仓/互换）
         /// </summary>
@@ -1797,84 +1859,6 @@ namespace YLErp.Modules.SwapModule
             unwindData.SwapRealizedPnL = Math.Round(unwindData.SwapRealizedPnL, 2, MidpointRounding.AwayFromZero);
         }
         /// <summary>
-        /// 多空组合平仓
-        /// </summary>
-        /// <param name="unwindData"></param>
-        /// <exception cref="ServiceException"></exception>
-        public void SwapLongShortUnwind(UnwindData unwindData)
-        {
-            var td = DbContext.trade.Find(unwindData.SwapTradeId);
-            if (td == null)
-            {
-                throw new ServiceException("未找到交易信息");
-            }
-            UnwindNormalizer.NormalizeEventUnwindDate(unwindData);
-            unwindData.SwapRealizedPnL = unwindData.SwapCloseAmount;
-            NormalizeManualSettlementAmounts(unwindData, (int)SwapEventTypeEnum.平仓, "系统操作_平仓");
-            var trans = DbContext.Database.BeginTransaction();
-            try
-            {
-                int clientCashId = AddClientCashInCashOut(td, Convert.ToDouble(unwindData.SwapCloseAmount), ClientCashInCashOut.系统操作_平仓费, unwindData.ValueDate);
-                RecordMarginCashFlow(td, unwindData);
-                SaveSwapDeal(unwindData, (int)SwapEventTypeEnum.平仓, clientCashId, "系统操作_平仓");
-                td.UnWindDate = unwindData.UnwindDate;
-                td.StockEqvNotional = 0;
-                td.TradeStatus = "已平仓";
-                DbContext.SaveChanges();
-                trans.Commit();
-            }
-            catch (Exception ex)
-            {
-                trans.Rollback();
-                throw;
-            }
-            finally
-            {
-                trans.Dispose();
-            }
-
-        }
-        /// <summary>
-        /// 多空组合互换
-        /// </summary>
-        /// <param name="swap_Deal"></param>
-        /// <exception cref="ServiceException"></exception>
-        public void SwapLongShort(UnwindData unwindData)
-        {
-            var td = DbContext.trade.Find(unwindData.SwapTradeId);
-            if (td == null)
-            {
-                throw new ServiceException("未找到交易信息");
-            }
-            UnwindNormalizer.NormalizeEventUnwindDate(unwindData);
-            unwindData.SwapRealizedPnL = unwindData.SwapCloseAmount;
-            NormalizeManualSettlementAmounts(unwindData, (int)SwapEventTypeEnum.互换, "系统操作_互换");
-            var trans = DbContext.Database.BeginTransaction();
-            try
-            {
-                int clientCashId = AddClientCashInCashOut(td, Convert.ToDouble(unwindData.SwapCloseAmount), ClientCashInCashOut.系统操作_互换, unwindData.ValueDate);
-                SaveSwapDeal(unwindData, (int)SwapEventTypeEnum.互换, clientCashId, "系统操作_互换");
-                td.UnWindDate = unwindData.UnwindDate;
-                if (td.ExerciseDate <= unwindData.ValueDate)
-                {
-                    td.Notional = 0;
-                    td.StockEqvNotional = 0;
-                    td.TradeStatus = "已到期";
-                }
-                DbContext.SaveChanges();
-                trans.Commit();
-            }
-            catch (Exception ex)
-            {
-                trans.Rollback();
-                throw;
-            }
-            finally
-            {
-                trans.Dispose();
-            }
-        }
-        /// <summary>
         /// 互换
         /// </summary>
         /// <param name="swap_Deal"></param>