diff --git a/UnitTestProject/Modules/SwapModule/GetInterestsEntrySemanticsTest.cs b/UnitTestProject/Modules/SwapModule/GetInterestsEntrySemanticsTest.cs
new file mode 100644
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+++ b/UnitTestProject/Modules/SwapModule/GetInterestsEntrySemanticsTest.cs
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+using Newtonsoft.Json;
+using YLErp.DBModels.Enums;
+
+namespace YLErp.Modules.SwapModule
+{
+    /// <summary>
+    /// GetInterests 双显式入口语义字符化测试（Step3"特判降级"的前置钉子）。
+    ///
+    /// 背景：GetIntradayUnwindInterests（盘中：平仓前剩余×实际比例）与
+    /// CalcEodPostCloseSettleInterests（EOD平仓后收盘：平仓后剩余×恒1）是同一经济事件
+    /// （部分平仓）的两套传参语义，靠 GetInterests 内 mode2 无条件覆盖 / mode9 全平兜底粘合。
+    /// 本测试钉死当前行为，使后续特判降级/语义重构有回归网：
+    ///   ① 复利×mode2：closePrincipal（特判产物）是 CalcDailyCompoundInterest 的重放本金——
+    ///      两入口 closePosiNotionalValue 均为实际平掉额 → InterestAmount 必须相等；
+    ///   ② 单利×mode2：CalcDailySimpleInterest 消费的是 posiPrincipal×closePercent——
+    ///      盘中(平仓前×比例) vs EOD(剩余×1) 数值口径可能不同，本测试【记录现状】（见各断言注释）；
+    ///   ③ mode9 全平（posi=0）：兜底覆盖生效，结息额非零。
+    ///
+    /// 数据基建复用 GetInterestsUnitTest_T0 的构建器口径（T+0，4/27起息，"11"算头算尾）。
+    /// </summary>
+    [TestClass]
+    public class GetInterestsEntrySemanticsTest
+    {
+        private const decimal Principal = 1000m;
+        private const decimal FixedRate = 0.01m;
+        private const decimal FloatRate = 0.001m;
+        private const int AnnualDays = 365;
+        private const int ResetPeriod = 3;
+
+        private static readonly DateTime TradeDate = new(2026, 4, 27);
+        private static readonly DateTime StartDate = new(2026, 4, 27);
+        private static readonly DateTime ExerciseDate = new(2027, 4, 27);
+        private static readonly DateTime UnwindDate = new(2026, 4, 30);
+
+        // 平仓前剩余 1000，平掉 30%（300），收盘后剩余 700
+        private const decimal PreClose = 1000m;
+        private const decimal Closed = 300m;
+        private const decimal Remaining = 700m;
+        private const decimal ClosePercent = 0.3m;
+
+        #region Stub（浮动利率内存取价，与 T0 同款）
+
+        private sealed class StubSwapDealService : SwapDealService
+        {
+            private readonly IReadOnlyDictionary<DateTime, double> _floatRates;
+            public StubSwapDealService(OptUserInfo optUser, IReadOnlyDictionary<DateTime, double> floatRates) : base(optUser)
+            {
+                _floatRates = floatRates;
+            }
+            protected override bool TryGetFloatRate(DateTime valueDate, string underlyingCode, out double rate)
+            {
+                if (!string.Equals(underlyingCode, "FR007", StringComparison.OrdinalIgnoreCase)) { rate = 0; return false; }
+                if (_floatRates.TryGetValue(valueDate.Date, out rate)) return true;
+                rate = 0;
+                return false;
+            }
+        }
+
+        private static SwapDealService CreateService() => new StubSwapDealService(
+            new OptUserInfo(0, nameof(GetInterestsEntrySemanticsTest), OptUserFrom.UnitTest),
+            new Dictionary<DateTime, double>
+            {
+                [new DateTime(2026, 4, 27)] = (double)FloatRate,
+                [new DateTime(2026, 4, 28)] = (double)FloatRate,
+                [new DateTime(2026, 4, 29)] = (double)FloatRate,
+                [new DateTime(2026, 4, 30)] = (double)FloatRate,
+            });
+
+        #endregion
+
+        #region 数据构建（T0 口径）
+
+        private static trade CreateTrade()
+        {
+            var extend = new trade_extend
+            {
+                TradeId = 1,
+                ExtendJson = JsonConvert.SerializeObject(new TradeExtendJson
+                {
+                    AnnualDays = AnnualDays,
+                    InterestCalcMode = "11", // 算头算尾
+                    SettlementRules = 0
+                })
+            };
+            return new trade
+            {
+                id = 1, TradeNumber = "UT-INT-ENTRY-SEMANTICS", ClientId = 999998,
+                TradeType = "收益互换", TradeDate = TradeDate, StartDate = StartDate,
+                ExerciseDate = ExerciseDate, TradeStatus = "确认成交", ValidState = "Valid",
+                trade_extend = extend
+            };
+        }
+
+        private static swap_position CreatePosition(InterestModeEnum mode, InterestTypeEnum interestType, bool floating = false)
+        {
+            var intervalModels = new List<IntervalModel>
+            {
+                new IntervalModel { Date = ExerciseDate, Rate = FixedRate, Settlement = 0 }
+            };
+            return new swap_position
+            {
+                id = 1001, SwapTradeId = 1, PositionType = (int)PositionTypeFlag.Unknown,
+                InterestDirection = (int)SwapDirectionEnum.收取, InterestMode = (int)mode,
+                InterestRateDefault = FixedRate, InterestPrincipalFix = Principal,
+                PosiStartDate = StartDate, PosiMatuirityDate = ExerciseDate,
+                IsInitial = true, Invalid = false, InterestType = (int)interestType,
+                IsAnnualized = true, interest_rest_days = ResetPeriod, interest_rule = 0,
+                FloatRateUnderlyingCode = floating ? "FR007" : null,
+                InterestSwapInterval = JsonConvert.SerializeObject(intervalModels)
+            };
+        }
+
+        private static eod_swap_position CreatePreEod(decimal interestSum, decimal principal)
+            => new()
+            {
+                id = 1, SwapTradeId = 1, PositionId = 1001, ValueDate = new DateTime(2026, 4, 29),
+                ClientId = 999998, FloatRate = FloatRate, TdInterestPrincipal = principal,
+                PosiNotionalValue = principal, InterestIncomeSum = interestSum, InterestProfitSum = interestSum
+            };
+
+        #endregion
+
+        /// <summary>
+        /// 复利×mode2×部分平仓30%：钉住两入口【当前】结息口径（2026-08-14 实测，字符化）。
+        ///
+        /// 实测（closePrincipal 特判两边均=平掉额300，但消费路径不同）：
+        ///   盘中  = 0.036164835616 —— CalcDailyCompoundInterest 以 closePosi(300) 全程重放 [4/27,4/30]；
+        ///   EOD   = 0.059041913305 —— InitSwapDealInterest closePercent==1 分支：
+        ///          preEod.InterestIncomeSum(0.05 全腿待实现) + amountAtEnd(0.036165) - amountAtPrevEod(0.027123)。
+        ///
+        /// ⚠️ 两值不等 = 已观察到的口径分歧（同一经济事件两种结息额），非断言失败项；
+        /// 待业务裁决哪个口径正确前，本测试锁死两值防意外漂移。裁决后改断言为"相等"或删除错方。
+        /// </summary>
+        [TestMethod]
+        public void 复利_mode2_部分平仓_双入口口径钉住现状()
+        {
+            var td = CreateTrade();
+            var position = CreatePosition(InterestModeEnum.合约名义本金规模, InterestTypeEnum.复利, floating: true);
+            var preEod = CreatePreEod(interestSum: 0.05m, principal: PreClose);
+            var eodPositions = new List<eod_swap_position> { preEod };
+            var positions = new List<swap_position> { position };
+
+            var intraday = CreateService().GetIntradayUnwindInterests(td, td.trade_extend, UnwindDate, UnwindDate,
+                eodPositions, positions, PreClose, PreClose, 0m, Closed, ClosePercent,
+                (int)SwapEventTypeEnum.平仓, tdClose: true, orginPv: PreClose, add: true, newCalcLast: false, closeList: null);
+
+            var eodPostClose = CreateService().GetInterests(td, td.trade_extend, UnwindDate, UnwindDate,
+                eodPositions, positions, Remaining, Remaining, 0m, Closed, 1m,
+                (int)SwapEventTypeEnum.平仓, tdClose: false, needPrice: true, grossPrice: 1m, orginPv: PreClose,
+                add: true, settment: false, newCalcLast: false, closeList: null);
+
+            Assert.AreEqual(1, intraday.Count);
+            Assert.AreEqual(1, eodPostClose.Count);
+            Console.WriteLine($"[复利mode2] 盘中 InterestAmount={intraday[0].InterestAmount} / EOD={eodPostClose[0].InterestAmount}");
+
+            // 钉住两入口各自的当前值（容差 1e-9 级，防任何实现漂移）
+            Assert.AreEqual(0.036164835616m, intraday[0].InterestAmount, 0.000000001m,
+                "盘中口径：closePosi(平掉额300) 全程重放利息。此值变化=盘中复利口径漂移");
+            Assert.AreEqual(0.059041913305m, eodPostClose[0].InterestAmount, 0.000000001m,
+                "EOD口径：preEod待实现(0.05) + 平掉额末段增量(0.009042)。此值变化=EOD平仓后收盘复利口径漂移");
+        }
+
+        /// <summary>
+        /// 单利×mode2×部分平仓30%：记录两入口当前口径（快照×比例 vs 重放基数差异面）。
+        /// 单利消费 posiPrincipal×closePercent：盘中 1000×0.3 vs EOD 700×1 —— 若两值不等，
+        /// 这是当前系统的已知口径差异面（非断言失败项），数值以 Console 留档，供特判降级时对照。
+        /// </summary>
+        [TestMethod]
+        public void 单利_mode2_部分平仓_双入口口径留档()
+        {
+            var td = CreateTrade();
+            var position = CreatePosition(InterestModeEnum.合约名义本金规模, InterestTypeEnum.单利);
+            var preEod = CreatePreEod(interestSum: 0.05m, principal: PreClose);
+            var eodPositions = new List<eod_swap_position> { preEod };
+            var positions = new List<swap_position> { position };
+
+            var intraday = CreateService().GetIntradayUnwindInterests(td, td.trade_extend, UnwindDate, UnwindDate,
+                eodPositions, positions, PreClose, PreClose, 0m, Closed, ClosePercent,
+                (int)SwapEventTypeEnum.平仓, tdClose: true, orginPv: PreClose, add: true, newCalcLast: false, closeList: null);
+
+            var eodPostClose = CreateService().GetInterests(td, td.trade_extend, UnwindDate, UnwindDate,
+                eodPositions, positions, Remaining, Remaining, 0m, Closed, 1m,
+                (int)SwapEventTypeEnum.平仓, tdClose: false, needPrice: true, grossPrice: 1m, orginPv: PreClose,
+                add: true, settment: false, newCalcLast: false, closeList: null);
+
+            Assert.AreEqual(1, intraday.Count);
+            Assert.AreEqual(1, eodPostClose.Count);
+            Console.WriteLine($"[单利mode2] 盘中 InterestAmount={intraday[0].InterestAmount} / EOD={eodPostClose[0].InterestAmount}");
+            Console.WriteLine($"[单利mode2] TdInterestAmount: 盘中={intraday[0].TdInterestAmount} / EOD={eodPostClose[0].TdInterestAmount}");
+            // 钉住"两入口非零"这一最低限度事实；数值差异本身是记录项，不是失败项
+            Assert.IsTrue(intraday[0].InterestAmount != 0m, "盘中单利结息额不应为0");
+            Assert.IsTrue(eodPostClose[0].InterestAmount != 0m, "EOD单利结息额不应为0");
+        }
+
+        /// <summary>
+        /// mode9 全平（EOD，posi=0）：特判兜底触发 closePrincipal=closePosiNotionalValue（实际平掉额），
+        /// 结息额非零。若兜底被删，closePrincipal=0×1=0 → 结息额归零 → 本断言红。
+        /// </summary>
+        [TestMethod]
+        public void 复利_mode9_全平_兜底覆盖生效结息额非零()
+        {
+            var td = CreateTrade();
+            var position = CreatePosition(InterestModeEnum.标的期初全价, InterestTypeEnum.复利, floating: true);
+            var preEod = CreatePreEod(interestSum: 0.05m, principal: PreClose);
+            var eodPositions = new List<eod_swap_position> { preEod };
+            var positions = new List<swap_position> { position };
+
+            // 全平：剩余=0，平掉=全部 1000
+            var result = CreateService().GetInterests(td, td.trade_extend, UnwindDate, UnwindDate,
+                eodPositions, positions, 0m, 0m, 0m, PreClose, 1m,
+                (int)SwapEventTypeEnum.平仓, tdClose: false, needPrice: true, grossPrice: 1m, orginPv: PreClose,
+                add: true, settment: false, newCalcLast: false, closeList: null);
+
+            Assert.AreEqual(1, result.Count);
+            Console.WriteLine($"[复利mode9全平] InterestAmount={result[0].InterestAmount}");
+            Assert.IsTrue(result[0].InterestAmount != 0m,
+                "mode9 全平时 posi=0，兜底必须以 closePosiNotionalValue(实际平掉额) 为结息本金，结息额非零（兜底钉子）");
+        }
+    }
+}