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refactor(swap): 误导布尔 swap 改名 interestWindowEmpty——按"计息窗口为空"本质命名

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InitInterestDate 返回 true 的语义是"计息窗口为空→不计利息"(利率与金额归零)，
判定只看日期窗口(interestStart>interestEnd)、与事件类型无关；旧名 swap 把
典型原因(互换当日已结息)当成了效果的名字，读者会误读为事件类型判断。
- SwapDealService: GetInterests 局部变量 + GetFloatRate/CalcUnwindInterest/
  InitSwapDealInterest/CalcMarginInterest 四个签名参数及分支/日志/注释同步
- SwapTradeBaseService.InitInterestDate 返回值语义补入 XML 文档
- MarginInterestGoldenReplay/Shadow 测试命名参数同步
零行为变更。

验证：相关套件 51/51；全量 978 例 145 败与基线 diff=0
This commit is contained in:
hjhan
2026-08-19 11:31:03 +08:00
parent 6e2cae7c1f
commit decbd83d0b
4 changed files with 26 additions and 24 deletions
Download Patch File Download Diff File Expand all files Collapse all files
UnitTestProject/Modules/SwapModule/Margin/MarginInterestGoldenReplayTest.cs
+1 -1
View File
@@ -128,7 +128,7 @@ namespace UnitTestProject.Modules.SwapModule.Margin
newEvt = svc.CalcMarginInterest(td, valueDate, valueDate, posClone, rate,
pos.InterestPrincipalFix, pos.InterestPrincipalFix, 1.0m,
annualDays, calcFirst, calcLast, preEod,
(int)SwapEventTypeEnum.自动互换, add: false, settment: true, swap: false);
(int)SwapEventTypeEnum.自动互换, add: false, settment: true, interestWindowEmpty: false);
}
catch (Exception ex)
{
UnitTestProject/Modules/SwapModule/Margin/MarginInterestShadowTest.cs
+5 -5
View File
@@ -90,7 +90,7 @@ namespace UnitTestProject.Modules.SwapModule.Margin
// 新方法（独立 preEod，相同初始值）
var newEvt = svc.CalcMarginInterest(td, valueDate, valueDate, position, Rate, Principal, Principal, 1m,
AnnualDays, calcFirst: true, calcLast: true,
CreatePreEod(StartDate.AddDays(4), profitSum), 0, add: false, settment: true, swap: false);
CreatePreEod(StartDate.AddDays(4), profitSum), 0, add: false, settment: true, interestWindowEmpty: false);
Console.WriteLine($"旧: I={oldI} Td={oldTd}");
Console.WriteLine($"新: I={newEvt.InterestAmount} Td={newEvt.TdInterestAmount} ClosePnL={newEvt.InterestClosePnL}");
@@ -114,7 +114,7 @@ namespace UnitTestProject.Modules.SwapModule.Margin
var newEvt = svc.CalcMarginInterest(td, valueDate, valueDate, position, Rate, Principal, Principal, 1m,
AnnualDays, calcFirst: true, calcLast: true,
new eod_swap_position { id = 0 }, 0, add: false, settment: true, swap: false);
new eod_swap_position { id = 0 }, 0, add: false, settment: true, interestWindowEmpty: false);
Assert.AreEqual(oldI, newEvt.InterestAmount, "InterestAmount 一致");
Assert.AreEqual(oldTd, newEvt.TdInterestAmount, "TdInterestAmount 一致");
@@ -143,7 +143,7 @@ namespace UnitTestProject.Modules.SwapModule.Margin
// 新方法：notional = posiPrincipal（无差分、无 orginPv）
var newEvt = svc.CalcMarginInterest(td, valueDate, valueDate, position, Rate, Principal, Principal, 1m,
AnnualDays, calcFirst: true, calcLast: false,
CreatePreEod(StartDate.AddDays(4), profitSum), 0, add: false, settment: false, swap: false);
CreatePreEod(StartDate.AddDays(4), profitSum), 0, add: false, settment: false, interestWindowEmpty: false);
Console.WriteLine($"旧: I={oldI} Td={oldTd}");
Console.WriteLine($"新: I={newEvt.InterestAmount} Td={newEvt.TdInterestAmount}");
@@ -172,7 +172,7 @@ namespace UnitTestProject.Modules.SwapModule.Margin
var newEvt = svc.CalcMarginInterest(td, valueDate, valueDate, position, Rate,
Principal * closePct, Principal, closePct,
AnnualDays, calcFirst: true, calcLast: false,
CreatePreEod(StartDate.AddDays(4), profitSum), 0, add: false, settment: false, swap: false);
CreatePreEod(StartDate.AddDays(4), profitSum), 0, add: false, settment: false, interestWindowEmpty: false);
Console.WriteLine($"旧: I={oldI} Td={oldTd}");
Console.WriteLine($"新: I={newEvt.InterestAmount} Td={newEvt.TdInterestAmount}");
@@ -191,7 +191,7 @@ namespace UnitTestProject.Modules.SwapModule.Margin
var svc = new StubSvc();
var newEvt = svc.CalcMarginInterest(td, valueDate, valueDate, position, Rate, Principal, Principal, 1m,
AnnualDays, calcFirst: true, calcLast: false,
CreatePreEod(StartDate.AddDays(4), 820m), 0, add: false, settment: false, swap: true);
CreatePreEod(StartDate.AddDays(4), 820m), 0, add: false, settment: false, interestWindowEmpty: true);
Assert.AreEqual(0m, newEvt.InterestAmount, "互换利息归零");
Assert.AreEqual(0m, newEvt.TdInterestAmount, "互换 TdInterestAmount 归零");