fix(swap): 修复部分平仓后复利本金计算逻辑(修复T+1)

- 修复部分平仓后下一日复利本金未按剩余比例继承的问题
- 添加对最终日不算尾时历史差分重放的日期边界控制
- 修复算头不算尾快速路径中已平部分进入下一日复利的错误
- 确保重置日动态本金不会被二次缩放导致剩余本金计算错误
- 添加单元测试验证部分平仓后复利本金按剩余70%本金计提的逻辑
- 补充最终全平重放时历史终点包含当日利息后再做差额的测试用例

UnitTestProject/Modules/SwapModule/DealInterestsScenarioTest.cs

@@ -1562,6 +1562,9 @@ namespace YLErp.Modules.SwapModule
                 "0005 计算不算尾时，部分平仓日终新增复利必须按剩余70%本金计提");
             AssertDecimal(196212.213529615939m, partialEod.InterestIncomeSum,
                 "0005 部分平仓后日终待实现复利必须扣除实际80002.30结算");
+            AssertDecimal(previousEod.TdInterestPrincipal * (1m - partialNotional / originalNotional),
+                partialEod.TdInterestPrincipal,
+                "0005 部分平仓后，下一日复利本金必须只继承剩余70%本金");
 
             var intermediateDate = new DateTime(2026, 5, 18);
             var intermediateInterest = dealService.GetInterests(
@@ -1573,6 +1576,39 @@ 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

@@ -1243,7 +1243,19 @@ namespace YLErp.Modules.SwapModule
                         var interestAtEnd = new swap_flow_event { InterestRate = rate };
                         decimal amountAtEnd = 0m;
                         decimal tdAmountAtEnd = 0m;
-                        CalcDailyCompoundInterest(endDate, position, closePosiNotionalValue,
+                        // InitInterestDate 在最终日不算尾时会先把 endDate 回拨一天；
+                        // 历史差分的 amountAtEnd 需补回该日，但计算器仍使用交易 calcLast，
+                        // 并将重放日期限制在合约到期日，避免提前全平或超期重复计息。
+                        var replayEndDate = endDate;
+                        if (!calcLast && endDate < valueDate)
+                        {
+                            replayEndDate = endDate.AddDays(1);
+                            if (replayEndDate > td.ExerciseDate.Value)
+                            {
+                                replayEndDate = td.ExerciseDate.Value;
+                            }
+                        }
+                        CalcDailyCompoundInterest(replayEndDate, position, closePosiNotionalValue,
                             interestAtEnd, annualDays, needPrice, floateRate, closePrecent, orginPv,
                             calcFirst, calcLast, ref amountAtEnd, ref tdAmountAtEnd, consumedInterest);
                         var interestAtPreviousEod = new swap_flow_event { InterestRate = rate };

YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs

@@ -1427,6 +1427,18 @@ namespace YLErp.Modules.SwapModule
                 var fullPrincipal = lastTdInterestPrincipal > 0m
                     ? lastTdInterestPrincipal
                     : oriPosiNotionalValue;
+                // CalcSwapInterests 的算头不算尾非重置日快速路径会返回上一 EOD 的全额本金；
+                // 只有该路径需要按剩余比例缩放，避免已平部分进入下一日复利。
+                // 重置日动态本金已包含累计复利，calcLast=true 也已返回当前剩余本金，
+                // 两者都不能再次缩放，否则会把剩余本金二次打折。
+                var usesFullPreviousEodPrincipal = !calcLast
+                    && hasPreviousEod
+                    && (valueDate - eodPayPosition.ValueDate).Days == 1
+                    && (valueDate - position.PosiStartDate).Days % (position.interest_rest_days ?? 1) != 0;
+                if (usesFullPreviousEodPrincipal)
+                {
+                    newEodPayPosition.TdInterestPrincipal *= 1m - closePercent;
+                }
                 var accrualPrincipal = calcLast
                     ? fullPrincipal
                     : fullPrincipal * (1m - closePercent);