refactor: 新增 DirectionRatio 方向因子纯函数, 替换7处三元式

多空方向(PositionType==Long?1:-1)和收付方向(xxx==收取?1:-1)
在两个上帝类里重复 15+处, +1/-1 写反是常见 bug 源。

新增 ReturnLegs/DirectionRatio.cs:
- LongShort(positionType): 多头=+1, 空头=-1
- ReceivePay(direction): 收取=+1, 支付=-1

替换:
- SwapEodPositionService: 6处 shortRatio 三元式(含注释1处)
- SwapDealService: 1处 shortRatio + 1处 directionRatio

验证: 编译0错误, 全量511测试7失败(基线一致)。

UnitTestProject/Modules/SwapModule/ReturnLegs/DirectionRatioTest.cs

@@ -0,0 +1,27 @@
+using Microsoft.VisualStudio.TestTools.UnitTesting;
+using YLErp.DBModels;
+using YLErp.DBModels.Enums;
+using YLErp.Modules.SwapModule.ReturnLegs;
+
+namespace UnitTestProject.Modules.SwapModule.ReturnLegs
+{
+    [TestClass]
+    public class DirectionRatioTest
+    {
+        [TestMethod]
+        public void LongShort_多头_返回1()
+            => Assert.AreEqual(1, DirectionRatio.LongShort((int)PositionTypeFlag.Long));
+
+        [TestMethod]
+        public void LongShort_空头_返回负1()
+            => Assert.AreEqual(-1, DirectionRatio.LongShort((int)PositionTypeFlag.Short));
+
+        [TestMethod]
+        public void ReceivePay_收取_返回1()
+            => Assert.AreEqual(1, DirectionRatio.ReceivePay((int)SwapDirectionEnum.收取));
+
+        [TestMethod]
+        public void ReceivePay_支付_返回负1()
+            => Assert.AreEqual(-1, DirectionRatio.ReceivePay((int)SwapDirectionEnum.支付));
+    }
+}

YLErpDAL/Modules/SwapModule/ReturnLegs/DirectionRatio.cs

@@ -0,0 +1,22 @@
+using YLErp.DBModels;
+using YLErp.DBModels.Enums;
+
+namespace YLErp.Modules.SwapModule.ReturnLegs;
+
+/// <summary>
+/// 方向因子计算。把 PositionType / SwapDirection 转成 +1/-1 乘数。
+///
+/// 多空方向(Long/Short)和收付方向(收取/支付)在代码里反复写成三元表达式,
+/// 散落在 SwapEodPositionService 15处 + SwapDealService 多处。
+/// 收敛到统一方法, 消除 +1/-1 写反的风险。
+/// </summary>
+public static class DirectionRatio
+{
+    /// <summary>多空方向因子。多头=+1, 空头=-1。</summary>
+    public static int LongShort(int positionType)
+        => positionType == (int)PositionTypeFlag.Long ? 1 : -1;
+
+    /// <summary>收付方向因子。收取=+1, 支付=-1。</summary>
+    public static int ReceivePay(int direction)
+        => direction == (int)SwapDirectionEnum.收取 ? 1 : -1;
+}

YLErpDAL/Modules/SwapModule/SwapDealService.cs

@@ -1798,8 +1798,8 @@ namespace YLErp.Modules.SwapModule
             BondPaymentService servie = new BondPaymentService(UserInfo);
             var payments = servie.GetBondPayments(flowEvent.UnderlyingCode, td.StartDate.Value, date);
 
-            int shortRatio = flowEvent.PositionType == (int)PositionTypeFlag.Long ? 1 : -1;
-            int directionRatio = flowEvent.PayDirection == (int)SwapDirectionEnum.收取 ? 1 : -1;
+            int shortRatio = DirectionRatio.LongShort(flowEvent.PositionType);
+            int directionRatio = DirectionRatio.ReceivePay(flowEvent.PayDirection);
             // + 付息日>上日日终且小于等于平仓日期的分红数据
             var dividendIn = servie.CalcPayment(payments, unwindQty, shortRatio, directionRatio);
             var um = DataCacheProvider.GetUnderlyingDataSource().GetData(flowEvent.UnderlyingCode);

YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs

@@ -1693,7 +1693,7 @@ namespace YLErp.Modules.SwapModule
         {
             payQty = Math.Abs(payQty);
             int ratio = eventFlow.PayDirection == (int)SwapDirectionEnum.收取 ? 1 : -1;//收取为正，支付为负
-            int shortRatio = newEodPayPosition.PositionType == (int)PositionTypeFlag.Long ? 1 : -1;//多空方向
+            int shortRatio = DirectionRatio.LongShort(newEodPayPosition.PositionType);
             newEodPayPosition.ValueDate = eventFlow.PayDate.Value;
             newEodPayPosition.PositionId = eventFlow.PositionId;
             newEodPayPosition.ClientId = td.ClientId;
@@ -1791,7 +1791,7 @@ namespace YLErp.Modules.SwapModule
                 return curretEod;
             }
             var dealDate = curretEod.ValueDate;
-            int shortRatio = eod.PositionType == (int)PositionTypeFlag.Long ? 1 : -1;
+            int shortRatio = DirectionRatio.LongShort(eod.PositionType);
             int directionRatio = eod.PosiDirection == (int)SwapDirectionEnum.收取 ? 1 : -1;
             curretEod.PosiStatus = curretEod.PosiQuantity == 0 ? 1 : 0;
             var price = GetSwapValuationPrice(eod.UnderlyingCode, dealDate, out decimal vobp);
@@ -1883,7 +1883,7 @@ namespace YLErp.Modules.SwapModule
                 return curretEod;
             }
             var dealDate = curretEod.ValueDate;
-            int shortRatio = eod.PositionType == (int)PositionTypeFlag.Long ? 1 : -1;
+            int shortRatio = DirectionRatio.LongShort(eod.PositionType);
             int directionRatio = eod.PosiDirection == (int)SwapDirectionEnum.收取 ? 1 : -1;
             var price = GetSwapValuationPrice(eod.UnderlyingCode, dealDate, out decimal vobp);
             var todayConsumedDividend = CalcConsumedDividend(curretEod, unwindEvents);
@@ -1971,7 +1971,7 @@ namespace YLErp.Modules.SwapModule
             {
                 return;
             }
-            int shortRatio = eod.PositionType == (int)PositionTypeFlag.Long ? 1 : -1;
+            int shortRatio = DirectionRatio.LongShort(eod.PositionType);
             int directionRatio = eod.PosiDirection == (int)SwapDirectionEnum.收取 ? 1 : -1;
             var unwindFlowEvents = unwindEvents.Where(x => x.EventType == (int)SwapFlowEventTypeEnum.平仓).ToList();
             var openFlowEvents = unwindEvents.Where(x => x.EventType == (int)SwapFlowEventTypeEnum.开仓).ToList();
@@ -2052,7 +2052,7 @@ namespace YLErp.Modules.SwapModule
             curretEod.SwapTradeId = td.id;
             curretEod.PositionId = position.id;
             curretEod.ClientId = td.ClientId;
-            int shortRatio = position.PositionType == (int)PositionTypeFlag.Long ? 1 : -1;
+            int shortRatio = DirectionRatio.LongShort(position.PositionType);
             int directionRatio = position.PosiDirection == (int)SwapDirectionEnum.收取 ? 1 : -1;
             curretEod.PositionType = position.PositionType;
             var eod = new eod_swap_position()