diff --git a/UnitTestProject/Modules/SwapModule/SwapPositionComposeScenarioTest.cs b/UnitTestProject/Modules/SwapModule/SwapPositionComposeScenarioTest.cs
index e4dccf28..861aa11e 100644
--- a/UnitTestProject/Modules/SwapModule/SwapPositionComposeScenarioTest.cs
+++ b/UnitTestProject/Modules/SwapModule/SwapPositionComposeScenarioTest.cs
@@ -401,6 +401,10 @@ namespace YLErp.Modules.SwapModule
                 PositionType = 0,
                 EventType = (int)SwapEventTypeEnum.平仓,
                 EventDate = new DateTime(2026, 7, 9),
+                // UnwindDate 必须显式设置：ResolveInterestLegPositionsAsOf 自 a1cdb2cd 起按 UnwindDate
+                // （经济生效日）分桶，而非 EventDate（簿记日）。生产平仓事件总会设 UnwindDate
+                // （InitUnwind:327、AuotoSwapUnwind:1590）。此处同日场景：UnwindDate == EventDate。
+                UnwindDate = new DateTime(2026, 7, 9),
                 InterestMode = (int)InterestModeEnum.初始预付金,
                 InterestPrincipal = 3000m
             };
@@ -410,6 +414,7 @@ namespace YLErp.Modules.SwapModule
                 PositionType = 1,
                 EventType = (int)SwapEventTypeEnum.平仓,
                 EventDate = new DateTime(2026, 7, 9),
+                UnwindDate = new DateTime(2026, 7, 9),
                 TradingAmount = 3000000m
             };
             var originalWithFloat = new List<swap_position>
@@ -430,5 +435,84 @@ namespace YLErp.Modules.SwapModule
             Assert.AreEqual(10000m, beforeClose.InterestPrincipalFix);
             Assert.AreEqual(7000m, onCloseDate.InterestPrincipalFix);
         }
+
+        /// <summary>
+        /// [SPC_008] EventDate ≠ UnwindDate 时，ResolveInterestLegPositionsAsOf 按 UnwindDate（经济生效日）分桶。
+        /// ----------------------------------------------------------------------------
+        /// 锁定 a1cdb2cd 的修复价值：平仓事件的簿记日(EventDate)可能滞后于经济生效日(UnwindDate)
+        /// （如 T+N 结算、手动补录）。重放预付金腿 as-of 本金时，分桶必须按 UnwindDate：
+        ///   - settleDate &lt; UnwindDate → 平仓"未发生"，as-of=原始本金
+        ///   - settleDate &gt;= UnwindDate → 平仓"已生效"，as-of=实时剩余本金
+        /// 修复前按 EventDate 分桶：settleDate 落在 [UnwindDate, EventDate) 区间时，会被误判为"未发生"。
+        /// 本测试构造 EventDate=7/11、UnwindDate=7/9，验证 settleDate=7/10 时已按 UnwindDate 生效。
+        /// </summary>
+        [TestMethod]
+        public void SPC_008_EventDateDiffersFromUnwindDate_BucketsByUnwindDate()
+        {
+            const long originalPositionId = 2;
+            var original = new swap_position
+            {
+                id = originalPositionId, PosiDirection = 0,
+                InterestDirection = (int)SwapDirectionEnum.收取,
+                InterestMode = (int)InterestModeEnum.初始预付金,
+                InterestPrincipalFix = 10000m
+            };
+            var realtime = new swap_position
+            {
+                PositionId = originalPositionId,
+                InterestMode = (int)InterestModeEnum.初始预付金,
+                InterestPrincipalFix = 7000m
+            };
+            // 关键：EventDate(簿记 7/11) 滞后于 UnwindDate(经济生效 7/9) —— T+N 结算/补录常见
+            var close = new swap_flow_event
+            {
+                PositionId = originalPositionId,
+                PositionType = 0,
+                EventType = (int)SwapEventTypeEnum.平仓,
+                EventDate = new DateTime(2026, 7, 11),
+                UnwindDate = new DateTime(2026, 7, 9),
+                InterestMode = (int)InterestModeEnum.初始预付金,
+                InterestPrincipal = 3000m
+            };
+            var floatClose = new swap_flow_event
+            {
+                PositionId = 1,
+                PositionType = 1,
+                EventType = (int)SwapEventTypeEnum.平仓,
+                EventDate = new DateTime(2026, 7, 11),
+                UnwindDate = new DateTime(2026, 7, 9),
+                TradingAmount = 3000000m
+            };
+            var originalWithFloat = new List<swap_position>
+            {
+                original,
+                new swap_position { id = 1, PosiDirection = 1, PosiNotionalValue = 10000000m }
+            };
+            var flows = new[] { close, floatClose };
+
+            // settleDate=7/8（经济生效日前）→ as-of=原始 10000
+            var beforeEffective = SwapDealService.ResolveInterestLegPositionsAsOf(
+                originalWithFloat, new List<swap_position> { realtime }, flows, new DateTime(2026, 7, 8))
+                .Single(x => x.id == originalPositionId);
+            Assert.AreEqual(10000m, beforeEffective.InterestPrincipalFix,
+                "7/8（经济生效日前）：平仓未发生，as-of 本金应=原始 10000");
+
+            // settleDate=7/9（经济生效日当天）→ as-of=实时剩余 7000
+            var onEffectiveDate = SwapDealService.ResolveInterestLegPositionsAsOf(
+                originalWithFloat, new List<swap_position> { realtime }, flows, new DateTime(2026, 7, 9))
+                .Single(x => x.id == originalPositionId);
+            Assert.AreEqual(7000m, onEffectiveDate.InterestPrincipalFix,
+                "7/9（经济生效日）：平仓已生效，as-of 本金应=实时剩余 7000");
+
+            // 【关键·锁定 a1cdb2cd】settleDate=7/10（生效后、簿记前）→ 应按 UnwindDate 判为已生效 =7000
+            //   修复前按 EventDate(7/11) 分桶：7/10 < 7/11 → 误判"未发生" → 返回 10000（错误）
+            //   修复后按 UnwindDate(7/9) 分桶：7/10 >= 7/9 → 已生效 → 返回 7000（正确）
+            var afterEffectiveBeforeBook = SwapDealService.ResolveInterestLegPositionsAsOf(
+                originalWithFloat, new List<swap_position> { realtime }, flows, new DateTime(2026, 7, 10))
+                .Single(x => x.id == originalPositionId);
+            Assert.AreEqual(7000m, afterEffectiveBeforeBook.InterestPrincipalFix,
+                "7/10（生效后、簿记前）：必须按 UnwindDate 判已生效 → 7000。" +
+                "若返回 10000，说明 a1cdb2cd 修复被回滚（退回按 EventDate 分桶）。");
+        }
     }
 }