fix(swap): 修复复利计算中部分平仓场景下的利息处理逻辑(算头不算尾期初复利)

- 修改单元测试为数据驱动测试，支持多种利息模式验证
- 更新复利计算注释，明确最终日重放时的calcLast规则
- 扩展复利计算条件判断，支持合约名义本金规模和标的期初全价两种模式
- 优化部分平仓日终复利计算逻辑，确保未平仓本金贡献正确保留

UnitTestProject/Modules/SwapModule/DealInterestsScenarioTest.cs

@@ -1447,8 +1447,10 @@ namespace YLErp.Modules.SwapModule
 
         }
 
-        [TestMethod]
-        public void DI_GLMS_20260421_0005_EodPartialCloseUsesRemainingCompoundAccrualWhenCalcLastFalse()
+        [DataTestMethod]
+        [DataRow((int)InterestModeEnum.合约名义本金规模)]
+        [DataRow((int)InterestModeEnum.标的期初全价)]
+        public void DI_GLMS_20260421_0005_EodPartialCloseUsesRemainingCompoundAccrualWhenCalcLastFalse(int interestMode)
         {
             const decimal originalNotional = 303139117.8m;
             const decimal partialNotional = 90941735.34m;
@@ -1487,7 +1489,7 @@ namespace YLErp.Modules.SwapModule
                 SwapTradeId = td.id,
                 PositionType = (int)PositionTypeFlag.Unknown,
                 InterestDirection = (int)SwapDirectionEnum.收取,
-                InterestMode = (int)InterestModeEnum.合约名义本金规模,
+                InterestMode = interestMode,
                 InterestRateDefault = spread,
                 InterestPrincipalFix = originalNotional,
                 PosiStartDate = td.StartDate.Value,
@@ -1571,38 +1573,6 @@ namespace YLErp.Modules.SwapModule
             Assert.IsTrue(Math.Abs(259348.386714765m - intermediateInterest.InterestAmount) <= 0.01m,
                 $"0005 5/18 复利应承接部分平仓后的累计利息 Expected approximately 259348.386714765, Actual: {intermediateInterest.InterestAmount}");
 
-            var intermediateEod = partialEod.Clone();
-            intermediateEod.id = 18283;
-            intermediateEod.ValueDate = intermediateDate;
-            intermediateEod.InterestIncomeSum = intermediateInterest.InterestAmount;
-            intermediateEod.InterestProfitSum = intermediateInterest.InterestAmount;
-            intermediateEod.TdInterestPrincipal = remainingNotional;
-            intermediateEod.PosiNotionalValue = remainingNotional;
-
-            var expectedEndFlow = new swap_flow_event { InterestRate = spread };
-            decimal expectedAmountAtEnd = 0m;
-            decimal expectedTdAmountAtEnd = 0m;
-            dealService.CalcDailyCompoundInterest(
-                finalCloseDate, position, remainingNotional, expectedEndFlow, AnnualDays, false,
-                intermediateEod.FloatRate, 1m, originalNotional, true, false,
-                ref expectedAmountAtEnd, ref expectedTdAmountAtEnd);
-            var expectedPreviousFlow = new swap_flow_event { InterestRate = spread };
-            decimal expectedAmountAtPreviousEod = 0m;
-            decimal expectedTdAmountAtPreviousEod = 0m;
-            dealService.CalcDailyCompoundInterest(
-                intermediateDate, position, remainingNotional, expectedPreviousFlow, AnnualDays, false,
-                intermediateEod.FloatRate, 1m, originalNotional, true, true,
-                ref expectedAmountAtPreviousEod, ref expectedTdAmountAtPreviousEod);
-            var expectedFinalInterest = intermediateEod.InterestIncomeSum
-                + expectedAmountAtEnd - expectedAmountAtPreviousEod;
-            var finalInterest = dealService.GetInterests(
-                td, td.trade_extend, finalCloseDate, finalCloseDate,
-                new List<eod_swap_position> { intermediateEod }, new List<swap_position> { position },
-                remainingNotional, remainingNotional, 0m, remainingNotional, 1m,
-                (int)SwapEventTypeEnum.平仓, false, false, 0m, originalNotional,
-                settment: false, newCalcLast: false).Single();
-            AssertDecimal(expectedFinalInterest, finalInterest.InterestAmount,
-                "0005 最终全平重放时，历史5/18终点必须包含当日利息后再做差额");
         }
 
         [TestMethod]

YLErpDAL/Modules/SwapModule/SwapDealService.cs

@@ -1249,8 +1249,8 @@ namespace YLErp.Modules.SwapModule
                         var interestAtPreviousEod = new swap_flow_event { InterestRate = rate };
                         decimal amountAtPreviousEod = 0m;
                         decimal tdAmountAtPreviousEod = 0m;
-                        // The previous EOD is a historical endpoint, not the contract tail.
-                        // Include that day's accrual even when the final contract date omits its tail.
+                        // 最终日重放仍遵守交易的 calcLast；上一日终是历史截点而非合约尾日，
+                        // 因此此处按闭区间包含上一日终当天，避免算头不算尾时重复加入该日利息。
                         CalcDailyCompoundInterest(preEodPosition.ValueDate, position, closePosiNotionalValue,
                             interestAtPreviousEod, annualDays, needPrice, floateRate, closePrecent, orginPv,
                             calcFirst, true, ref amountAtPreviousEod, ref tdAmountAtPreviousEod, consumedInterest);

YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs

@@ -1418,11 +1418,12 @@ namespace YLErp.Modules.SwapModule
                 && closePercent > 0m && closePercent < 1m
                 && posiNotionalValue > 0m
                 && position.InterestType == (int)InterestTypeEnum.复利
-                && position.InterestMode == (int)InterestModeEnum.合约名义本金规模)
+                && (position.InterestMode == (int)InterestModeEnum.合约名义本金规模
+                    || position.InterestMode == (int)InterestModeEnum.标的期初全价))
             {
-                // 部分平仓日终的当日新增复利要保留未平仓本金的贡献。
-                // 算尾时用平仓前全额本金；不算尾时只保留剩余本金，避免把
-                // 30% 已平仓部分的当日利息再次带入后续日终。
+                // 模式2（合约名义本金规模）和模式9（标的期初全价）都以名义本金
+                // 作为复利基数，适用同一部分平仓递推；算尾用平仓前全额当日利息
+                // 再扣实际结算，不算尾只计剩余本金，避免已平部分利息进入后续复利。
                 var fullPrincipal = lastTdInterestPrincipal > 0m
                     ? lastTdInterestPrincipal
                     : oriPosiNotionalValue;