refactor(accrual): 计息类型整体迁入 DAL——新增 Accrual/InterestMath，删 Core 未接线孤儿
搬迁（算法体逐字未动，仅换命名空间与归属）： - SwapInterest.Round/AccrualDays/FundingLegPrecision + AccrualBoundary/InterestResult → YLErpDAL/Modules/SwapModule/Accrual/InterestMath.cs - AccrualTrace → Accrual/AccrualTrace.cs（被迫同迁：其 MarkStart 引用 AccrualBoundary， Core 不能反向依赖 DAL） - 引用切换：Simple/CompoundInterestAccrual、AccrualPolicy、SwapCalcTrace、SwapDealService （保留 using YLErp.Derivatives.Interest——IIndexFixer/IndexFixerBase 留 Core） 删除（零生产引用，孤儿清零）： - Core：SwapInterest.cs 算法方法（AccrueSimple/AccrueCompoundInArrears/ApplyUnwind/ AccrueUnrealized/ToInterestRate，未接线且与 DAL 生产实现舍入/rollover 口径已分叉）、 AccrualContext.cs、InterestRate.cs - DAL：AccrualState.cs（零引用死类） - 测试：SwapInterest_CompoundInArrears_RolloverTimingTests.cs（仅测已删原语） 验证：两解决方案 Rebuild 0 错误；磁盘 SwapInterest. 残留 0；影子/分红/场景 86/86 通过 （含 Accrual 3 影子对账、Margin 影子、divPower 新增 AutoUnwindMultiPartial）。 注：AccrualContext 默认精度 11 与生产 12 的分叉隐患随删除一并消除； 已删原语若将来重建须先补对账测试，勿凭记忆复原（ARCHITECTURE.md 已留警告）。
This commit is contained in:
hjhan
@@ -62,6 +62,14 @@ SwapModule/
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│ ├── DirectionRatio 方向因子（LongShort + ReceivePay）
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│ └── PositionValueCalc 持仓价值汇总（利息端 + 浮动端）
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│
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├── Accrual/ 计息（生产实现，自洽域）
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│ ├── InterestMath 共用数学：Round/AccrualDays/FundingLegPrecision + AccrualBoundary/InterestResult
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│ ├── SimpleInterestAccrual 单利纯函数（AccrueEod 单日 + AccruePeriod 多日）
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│ ├── CompoundInterestAccrual 复利纯函数（EodBasis/AccrueEod/AccruePeriod）
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│ ├── AccrualPolicy 计息政策（算头算尾/单复利/重置周期/年化）
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│ ├── AccrualTrace 计息 trace 收集器（SwapCalcTrace.Write 常驻落盘）
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│ └── FundingLegRate all-in 利率值对象
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│
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├── SwapDealService.cs 盘中平仓/互换主逻辑
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├── SwapEodPositionService.cs EOD 日终归档主逻辑
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├── SwapDealIndexFixer.cs SwapDealService 专用取价器（委托 TryGetFloatRate）
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@@ -72,12 +80,16 @@ SwapModule/
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```
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Interest/
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├── SwapInterest.cs 纯函数库（AccrueSimple/AccrueCompound/ApplyUnwind）
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├── IIndexFixer.cs 取价接口
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├── IndexFixerBase.cs 取价日计算工具
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└── Fr007IndexFixer.cs FR007 取价生产实现（调 EodPriceQueryService）
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└── IndexFixerBase.cs 取价日计算工具
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```
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> 注：① `Fr007IndexFixer.cs`（FR007 取价生产实现）在 SwapModule 下，不在本目录。
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> ② 2026-08 计息类型（InterestMath/AccrualBoundary/InterestResult/AccrualTrace）已整体迁至 SwapModule/Accrual/，
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> Core 不再持有计息实现。原 Core 层 SwapInterest 的算法方法（AccrueSimple/AccrueCompoundInArrears/ApplyUnwind/
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> AccrueUnrealized/ToInterestRate）与 AccrualContext/InterestRate 从未接线（生产走 Accrual/ 目录），作为孤儿死代码删除——
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> 其舍入/rollover 口径与生产实现已分叉，若将来重建须先补对账测试，勿凭记忆复原。
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## InterestModeEnum（显式赋值，DB 契约）
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```
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@@ -1,5 +1,3 @@
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using YLErp.Derivatives.Interest;
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namespace YLErp.Modules.SwapModule.Accrual;
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/// <summary>
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@@ -11,7 +9,7 @@ namespace YLErp.Modules.SwapModule.Accrual;
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/// </summary>
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public sealed class AccrualPolicy
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{
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/// <summary>算头算尾约定（复用 SwapInterest 已有的 AccrualBoundary，物理上杜绝 calcFirst/calcLast 传反）。</summary>
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/// <summary>算头算尾约定（AccrualBoundary，物理上杜绝 calcFirst/calcLast 传反）。</summary>
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public AccrualBoundary Convention { get; }
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/// <summary>是否复利（利滚利）。来自 DB 的 InterestTypeEnum；单利=false，复利=true。</summary>
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@@ -1,49 +0,0 @@
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using YLErp.DBModels;
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namespace YLErp.Modules.SwapModule.Accrual;
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/// <summary>
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/// 融资腿逐日计息的跨日状态（不可变值对象）。
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/// 这是"待实现利息"在日间滚动的快照，区别于已落库的 <c>swap_flow_event</c>。
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///
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/// 旧字段 → 领域命名映射（DB 列不可改，仅在边界处适配；本类内部一律用下列自描述名）：
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/// <list type="table">
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/// <item><term>TdInterestPrincipal</term><description>逐日滚动的计息本金 → <see cref="AccrualPrincipal"/></description></item>
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/// <item><term>InterestIncomeSum</term><description>累计待实现利息 → <see cref="UnrealizedInterest"/></description></item>
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/// <item><term>consumedInterest</term><description>历史已实现利息(legacy) → <see cref="RealizedInterest"/></description></item>
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/// <item><term>ValueDate</term><description>快照截至日 → <see cref="ValueDate"/>（EOD 续接起算日，Bug C / 5-11 跳过需据此判断从哪天接续）。</description></item>
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/// </list>
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/// </summary>
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public readonly struct AccrualState
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{
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/// <summary>用于计算当日利息的计息本金。单利=名义本金基数；复利=本金+累计利息。</summary>
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public decimal AccrualPrincipal { get; }
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/// <summary>累计待实现（未平仓）利息。</summary>
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public decimal UnrealizedInterest { get; }
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/// <summary>历史各次平仓已确认的已实现利息，从剩余待实现中扣除。</summary>
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public decimal RealizedInterest { get; }
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/// <summary>快照截至日（来自 eod_swap_position.ValueDate）。编排层据此判断计息区间起点，避免 5-11 等"跳过日"误重算。</summary>
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public DateTime ValueDate { get; }
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public AccrualState(decimal accrualPrincipal, decimal unrealizedInterest, decimal realizedInterest, DateTime valueDate)
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=> (AccrualPrincipal, UnrealizedInterest, RealizedInterest, ValueDate) = (accrualPrincipal, unrealizedInterest, realizedInterest, valueDate);
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/// <summary>向后兼容：未携带快照日期时（如纯内存构造）用默认日。</summary>
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public AccrualState(decimal accrualPrincipal, decimal unrealizedInterest, decimal realizedInterest)
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: this(accrualPrincipal, unrealizedInterest, realizedInterest, default) { }
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/// <summary>空状态（新开仓首个计息日之前）。</summary>
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public static readonly AccrualState Zero = new(0m, 0m, 0m);
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/// <summary>
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/// 从上一日日终归档 <see cref="eod_swap_position"/> 适配（边界适配：DB 列名 → 领域名）。
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/// 仅映射计息状态；名义本金基数 / 平仓比例 / 已实现利息等由调用方另行传入。
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/// </summary>
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public static AccrualState FromPreviousEod(eod_swap_position previousEod)
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=> previousEod == null || previousEod.id == 0
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? Zero
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: new AccrualState(previousEod.TdInterestPrincipal, previousEod.InterestIncomeSum, 0m, previousEod.ValueDate);
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}
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@@ -0,0 +1,85 @@
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namespace YLErp.Modules.SwapModule.Accrual;
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/// <summary>
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/// 计息过程追踪收集器（值对象，非日志）。2026-08 自 Core 层（YLErp.Core.Interest）迁入 DAL，
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/// 与 Simple/CompoundInterestAccrual、AccrualBoundary 同处一域，Core 不再持有计息类型。
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///
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/// <para><b>为什么是收集器而不是日志调用</b>：计息数学（Simple/CompoundInterestAccrual）必须保持纯函数、
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/// 可单测、不依赖 NLog；但按工程铁律，关键路径日志须<b>无条件常驻落盘</b>（出问题时事后翻日志定位，不能依赖开关）。
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/// 折中：纯函数把"发生了什么"记录为结构化条目写入本收集器，由<b>适配器(IO 边界)</b>统一经
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/// <c>SwapCalcTrace.Write</c> 常驻落盘。落盘职责归一处，计息代码零日志依赖、保持干净。</para>
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///
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/// <para><b>可 diff</b>：<see cref="ToString"/> 产出稳定、有序、与 SwapCalcTrace.Day 对齐的逐行文本，
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/// 新旧引擎对同一笔交易跑出的 trace 可直接 diff，定位"是计算变了还是重构引入了漂移"。</para>
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///
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/// <para>所有记录方法均为语义化命名（Day / ResetBefore / Rollover …），调用点一眼即懂，不污染数学可读性。</para>
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/// </summary>
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public sealed class AccrualTrace
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{
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private readonly List<AccrualTraceEntry> _entries = new();
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/// <summary>已记录的追踪条目（只读）。</summary>
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public IReadOnlyList<AccrualTraceEntry> Entries => _entries;
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/// <summary>计息区间起点：标记本次计算的整体边界与年化口径。</summary>
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public void MarkStart(DateTime start, DateTime end, AccrualBoundary boundary, int annualDays, bool annualized)
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=> Add(AccrualTraceEvent.Start, start,
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$"START 区间[{start:yyyy-MM-dd},{end:yyyy-MM-dd}] {boundary} annualDays={annualDays} annualized={annualized}");
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/// <summary>逐日明细：当日生效利率、计息基数、当日利息、累计利息。这是"为何 accrued N 天而非 M 天"的直接证据。</summary>
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public void Day(int idx, DateTime date, decimal rate, decimal basePrincipal, decimal dayInterest, decimal accumulated)
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=> Add(AccrualTraceEvent.DayAccrual, date,
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$" [{idx}] {date:yyyy-MM-dd} rate={rate:P6} base={basePrincipal:F4} day={dayInterest:F6} acc={accumulated:F6}");
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/// <summary>分段明细（多日计息，按重置日分段）：段区间[segStart,segEnd)、天数、生效利率、计息基数、段利息、累计利息。
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/// 这是分段模型与旧逐日循环对账的核心证据——每段的"前后日期/基数/利率"一目了然。</summary>
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public void Segment(int idx, DateTime segStart, DateTime segEnd, int days, decimal rate, decimal basis, decimal segInterest, decimal accumulated)
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=> Add(AccrualTraceEvent.DayAccrual, segStart,
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$" [seg{idx}] [{segStart:yyyy-MM-dd},{segEnd:yyyy-MM-dd}) days={days} rate={rate:P6} basis={basis:F4} segInterest={segInterest:F6} acc={accumulated:F6}");
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/// <summary>EOD 上下文：计息日、重置日标志、平仓比例、基数各分量。供日终单日计息定位"重置日分支选对了吗"。</summary>
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public void EodContext(DateTime eodDate, bool isResetDay, decimal unwindFraction, decimal priorAccrued, decimal priorNotional, decimal notional, decimal remainingFraction)
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=> Add(AccrualTraceEvent.Start, eodDate,
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$" CTX {eodDate:yyyy-MM-dd} reset={isResetDay} unwind={unwindFraction:P2} priorAccrued={priorAccrued:F4} priorNotional={priorNotional:F4} notional={notional:F4} remainingFrac={remainingFraction:P4}");
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/// <summary>重置日<b>前</b>：生效利率(旧)与计息本金(滚动前)。利率/本金切换的"因"。</summary>
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public void ResetBefore(DateTime resetDate, decimal rateOld, decimal principalBefore)
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=> Add(AccrualTraceEvent.ResetBefore, resetDate,
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$" RESET↓ {resetDate:yyyy-MM-dd} rate(old)={rateOld:P6} principal(before)={principalBefore:F4}");
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/// <summary>重置日<b>后</b>：生效利率(新)与计息本金(滚动后，已并本金)。利率/本金切换的"果"。</summary>
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public void ResetAfter(DateTime resetDate, decimal rateNew, decimal principalAfter)
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=> Add(AccrualTraceEvent.ResetAfter, resetDate,
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$" RESET↑ {resetDate:yyyy-MM-dd} rate(new)={rateNew:P6} principal(after)={principalAfter:F4}");
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/// <summary>本金增加（利息滚入计息基数）：复利段末并本金的瞬间，记录滚入额与并本金后的新基数。</summary>
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public void Rollover(DateTime resetDate, decimal accruedRolled, decimal newBasis)
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=> Add(AccrualTraceEvent.Rollover, resetDate,
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$" ROLLOVER {resetDate:yyyy-MM-dd} accrued(rolled)={accruedRolled:F6} newBasis={newBasis:F4}");
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/// <summary>平仓缩放：平仓比例、累计已实现、剩余未实现。</summary>
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public void Unwind(DateTime date, decimal unwindPercent, decimal realized, decimal remainingUnrealized)
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=> Add(AccrualTraceEvent.Unwind, date,
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$" UNWIND {date:yyyy-MM-dd} pct={unwindPercent:P2} realized={realized:F6} remaining={remainingUnrealized:F6}");
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/// <summary>收尾：最终累计利息与当日利息。</summary>
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public void MarkEnd(decimal totalAccrued, decimal totalToday)
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=> Add(AccrualTraceEvent.End, default,
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$"END accrued={totalAccrued:F6} today={totalToday:F6}");
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private void Add(AccrualTraceEvent step, DateTime date, string line)
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=> _entries.Add(new AccrualTraceEntry(step, date, line));
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/// <summary>稳定可 diff 的逐行文本（与 SwapCalcTrace.Day 格式对齐）。</summary>
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public override string ToString()
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=> _entries.Count == 0 ? "<empty trace>" : string.Join(Environment.NewLine, _entries.Select(e => e.Line));
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}
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/// <summary>追踪条目的语义类别（对应 QuantLib/Strata 的"事件"概念），便于程序化筛选（如"只看重置日"）。</summary>
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public enum AccrualTraceEvent
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{
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Start, DayAccrual, ResetBefore, ResetAfter, Rollover, Unwind, End
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}
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/// <summary>单条追踪记录：类别 + 日期 + 已渲染文本。</summary>
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public readonly record struct AccrualTraceEntry(AccrualTraceEvent Step, DateTime Date, string Line);
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@@ -1,6 +1,3 @@
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using YLErp.Core.Interest;
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using YLErp.Derivatives.Interest;
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namespace YLErp.Modules.SwapModule.Accrual;
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/// <summary>
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@@ -9,7 +6,7 @@ namespace YLErp.Modules.SwapModule.Accrual;
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/// </summary>
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public static class CompoundInterestAccrual
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{
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private const int Precision = SwapInterest.FundingLegPrecision;
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private const int Precision = InterestMath.FundingLegPrecision;
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/// <summary>复利日终计息基数（单一真相源，纯函数与调用方共用）：
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/// 重置日 = notional + 累计利息×剩余比例(利息并入本金)；非重置日 = priorNotional（昨日滚动基数）。
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@@ -52,8 +49,8 @@ public static class CompoundInterestAccrual
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var totalAccrued = priorAccrued * unwindFraction + dayInterest;
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var result = new InterestResult(
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SwapInterest.Round(totalAccrued, Precision),
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SwapInterest.Round(tdInterest, Precision));
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InterestMath.Round(totalAccrued, Precision),
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InterestMath.Round(tdInterest, Precision));
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trace?.Day(0, eodDate, allInRate, displayBasis, dayInterest, totalAccrued);
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trace?.MarkEnd(result.Accrued, result.AccruedToday);
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@@ -107,7 +104,7 @@ public static class CompoundInterestAccrual
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var segIncludeStart = (si == 0) ? boundary.IncludeStart : true;
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var segIncludeEnd = isLastSegment ? boundary.IncludeEnd : false;
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var days = SwapInterest.AccrualDays(segmentRates[si].StartDate, segEnd,
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var days = InterestMath.AccrualDays(segmentRates[si].StartDate, segEnd,
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AccrualBoundary.Of(segIncludeStart, segIncludeEnd));
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if (days <= 0) continue;
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@@ -124,8 +121,8 @@ public static class CompoundInterestAccrual
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accrued -= realizedInterest * unwindFraction;
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var result = new InterestResult(
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SwapInterest.Round(accrued, Precision),
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SwapInterest.Round(accrued, Precision));
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InterestMath.Round(accrued, Precision),
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InterestMath.Round(accrued, Precision));
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trace?.MarkEnd(result.Accrued, result.AccruedToday);
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return result;
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}
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@@ -0,0 +1,104 @@
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namespace YLErp.Modules.SwapModule.Accrual;
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// ─────────────────────────────────────────────────────────────────────────────
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// 词汇表（本文件只允许出现下列用词，同一概念不得出现第二种叫法）
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//
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// 概念 唯一用词 与既有代码的对应
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// ───────────────────────────────────────────────────────────────────
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// 区间起点/终点 Start / End startDate / endDate
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// 计息 Accrue CalcDailySimpleInterest / CalcDailyCompoundInterest
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// 平仓 Unwind unwindPercent（既有字段 closePercent）
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// 已实现利息 Realized realizedInterest（legacy 字段 consumedInterest）
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// 待实现收益 Unrealized 预付金模式下的待实现收益余额
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// 计息基数 principal principal / dynomicPrincipal
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// 年化天数 annualDays tradeExtend.ExtendObj.AnnualDays
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//
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// 入参一律沿用既有代码的字段名，调用点两边读起来同名，不产生心智翻译成本。
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// 出参改用自描述名（Accrued / AccruedToday），因为 "Td" 对新读者是黑话。
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// ─────────────────────────────────────────────────────────────────────────────
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/// <summary>
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/// 计息区间边界（算头 / 算尾）。
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/// 用具名值取代两个相邻 bool，物理上杜绝 calcFirst / calcLast 传反这一类历史缺陷。
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/// </summary>
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public readonly struct AccrualBoundary
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{
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/// <summary>算头：含 startDate。</summary>
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public bool IncludeStart { get; }
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/// <summary>算尾：含 endDate。</summary>
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public bool IncludeEnd { get; }
|
||||
|
||||
private AccrualBoundary(bool includeStart, bool includeEnd)
|
||||
=> (IncludeStart, IncludeEnd) = (includeStart, includeEnd);
|
||||
|
||||
/// <summary>算头算尾 [start, end]。</summary>
|
||||
public static readonly AccrualBoundary Both = new(true, true);
|
||||
|
||||
/// <summary>算头不算尾 [start, end)。</summary>
|
||||
public static readonly AccrualBoundary StartOnly = new(true, false);
|
||||
|
||||
/// <summary>不算头算尾 (start, end]。</summary>
|
||||
public static readonly AccrualBoundary EndOnly = new(false, true);
|
||||
|
||||
/// <summary>不算头不算尾 (start, end)。</summary>
|
||||
public static readonly AccrualBoundary None = new(false, false);
|
||||
|
||||
/// <summary>由既有 calcFirst / calcLast 布尔对构造，供旧调用方渐进迁移。</summary>
|
||||
public static AccrualBoundary Of(bool includeStart, bool includeEnd) => new(includeStart, includeEnd);
|
||||
|
||||
public override string ToString()
|
||||
=> $"{(IncludeStart ? "算头" : "不算头")}{(IncludeEnd ? "算尾" : "不算尾")}";
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// 计息结果。Accrued → 记账字段 InterestAmount / InterestProfitSum；AccruedToday → TdInterestAmount。
|
||||
/// </summary>
|
||||
public readonly struct InterestResult
|
||||
{
|
||||
/// <summary>区间累计应计利息。</summary>
|
||||
public decimal Accrued { get; }
|
||||
|
||||
/// <summary>末日（当日）应计利息。</summary>
|
||||
public decimal AccruedToday { get; }
|
||||
|
||||
public InterestResult(decimal accrued, decimal accruedToday)
|
||||
=> (Accrued, AccruedToday) = (accrued, accruedToday);
|
||||
|
||||
public static readonly InterestResult Zero = new(0m, 0m);
|
||||
|
||||
public override string ToString() => $"Accrued={Accrued}, AccruedToday={AccruedToday}";
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// 利息腿共用数学工具：舍入、应计天数、精度常量。
|
||||
///
|
||||
/// <para><b>沿革</b>：2026-08 自 Core 层 SwapInterest 迁入 DAL（生产消费面整体搬家）。
|
||||
/// 原 SwapInterest 的算法方法（AccrueSimple/AccrueCompoundInArrears/ApplyUnwind/AccrueUnrealized）
|
||||
/// 与 AccrualContext/InterestRate 始终未接线（生产计息走本目录 Simple/CompoundInterestAccrual，
|
||||
/// 两者舍入与 rollover 口径已分叉），作为孤儿死代码删除——接线前须先补对账，勿凭记忆重建。</para>
|
||||
///
|
||||
/// <para>为何不复用 Qdp 的 IDayCount：
|
||||
/// a. 语义——Qdp 的 DaysInPeriod = end − start 是写死的半开区间，只能表达四种算头算尾中的一种；
|
||||
/// b. 精度——Qdp 返回 double 年化系数，本系统 decimal 对账；
|
||||
/// c. 依赖方向——Qdp 用自有 Date 类型，引入会让本模块反向依赖定价库。</para>
|
||||
/// </summary>
|
||||
public static class InterestMath
|
||||
{
|
||||
/// <summary>资金腿与保证金腿的生产计息精度（落库/对账均以 12 位为准）。
|
||||
/// 提升至公共常量，消除 SwapDealService 与 SimpleInterestAccrual 的重复定义。</summary>
|
||||
public const int FundingLegPrecision = 12;
|
||||
|
||||
/// <summary>应计天数。边界规则由日期区间表达，计息函数内不再出现 flag 分支。</summary>
|
||||
public static int AccrualDays(DateTime startDate, DateTime endDate, AccrualBoundary boundary)
|
||||
{
|
||||
var s = boundary.IncludeStart ? startDate : startDate.AddDays(1);
|
||||
var e = boundary.IncludeEnd ? endDate : endDate.AddDays(-1);
|
||||
var days = (int)(e - s).TotalDays + 1; // 含两端
|
||||
return days < 0 ? 0 : days;
|
||||
}
|
||||
|
||||
/// <summary>统一舍入：MidpointRounding.AwayFromZero。所有计息路径收口到此处，避免散落的 Math.Round 不一致。</summary>
|
||||
public static decimal Round(decimal value, int precision)
|
||||
=> Math.Round(value, precision, MidpointRounding.AwayFromZero);
|
||||
}
|
||||
@@ -1,6 +1,3 @@
|
||||
using YLErp.Core.Interest;
|
||||
using YLErp.Derivatives.Interest;
|
||||
|
||||
namespace YLErp.Modules.SwapModule.Accrual;
|
||||
|
||||
/// <summary>
|
||||
@@ -9,7 +6,7 @@ namespace YLErp.Modules.SwapModule.Accrual;
|
||||
/// </summary>
|
||||
public static class SimpleInterestAccrual
|
||||
{
|
||||
private const int Precision = SwapInterest.FundingLegPrecision;
|
||||
private const int Precision = InterestMath.FundingLegPrecision;
|
||||
|
||||
/// <summary>
|
||||
/// 单利日终计息（替换 CalcDailySimpleInterestByEod 的纯数学部分）。
|
||||
@@ -38,8 +35,8 @@ public static class SimpleInterestAccrual
|
||||
|
||||
var totalAccrued = priorAccrued + dayInterest;
|
||||
var result = new InterestResult(
|
||||
SwapInterest.Round(totalAccrued, Precision),
|
||||
SwapInterest.Round(tdInterest, Precision));
|
||||
InterestMath.Round(totalAccrued, Precision),
|
||||
InterestMath.Round(tdInterest, Precision));
|
||||
|
||||
trace?.Day(0, eodDate, allInRate, displayBasis, dayInterest, totalAccrued);
|
||||
trace?.MarkEnd(result.Accrued, result.AccruedToday);
|
||||
@@ -85,7 +82,7 @@ public static class SimpleInterestAccrual
|
||||
var includeStart = effectiveStart == startDate ? boundary.IncludeStart : true;
|
||||
var isLastSegment = si == segmentRates.Count - 1;
|
||||
var segBoundary = AccrualBoundary.Of(includeStart, isLastSegment && boundary.IncludeEnd);
|
||||
var days = SwapInterest.AccrualDays(effectiveStart, segEnd, segBoundary);
|
||||
var days = InterestMath.AccrualDays(effectiveStart, segEnd, segBoundary);
|
||||
if (days <= 0) { segStart = segEnd; continue; }
|
||||
|
||||
var dailyRate = isAnnualized ? segmentRates[si].Rate / annualDays : segmentRates[si].Rate;
|
||||
@@ -98,8 +95,8 @@ public static class SimpleInterestAccrual
|
||||
}
|
||||
|
||||
var result = new InterestResult(
|
||||
SwapInterest.Round(accrued, Precision),
|
||||
SwapInterest.Round(accruedUnscaled, Precision));
|
||||
InterestMath.Round(accrued, Precision),
|
||||
InterestMath.Round(accruedUnscaled, Precision));
|
||||
trace?.MarkEnd(result.Accrued, result.AccruedToday);
|
||||
return result;
|
||||
}
|
||||
|
||||
@@ -1,8 +1,5 @@
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Text;
|
||||
using YLErp.Core.Interest;
|
||||
using YLErp.Helpers;
|
||||
using YLErp.Modules.SwapModule.Accrual;
|
||||
|
||||
namespace YLErp.Modules.SwapModule
|
||||
{
|
||||
|
||||
@@ -3,7 +3,6 @@ using Newtonsoft.Json;
|
||||
using YLErp.BLL;
|
||||
using YLErp.BLL.Eod;
|
||||
using YLErp.DBModels.Enums;
|
||||
using YLErp.Core.Interest;
|
||||
using YLErp.Derivatives.Interest;
|
||||
using YLErp.Helpers;
|
||||
using YLErp.Modules.DataProviderModule;
|
||||
@@ -50,8 +49,8 @@ namespace YLErp.Modules.SwapModule
|
||||
return SaveSwapDealInternal(unwindData, eventType, clientCashId, eventResason, approve);
|
||||
}
|
||||
|
||||
// 待实现利息会进入 decimal(30,12) 日终快照；精度常量统一引用 SwapInterest.FundingLegPrecision，消除重复定义。
|
||||
private const int InterestCalculationPrecision = SwapInterest.FundingLegPrecision;
|
||||
// 待实现利息会进入 decimal(30,12) 日终快照；精度常量统一引用 InterestMath.FundingLegPrecision，消除重复定义。
|
||||
private const int InterestCalculationPrecision = InterestMath.FundingLegPrecision;
|
||||
|
||||
// 客户现金在 SaveSwapDeal 之前创建，手工结算必须先收敛流水并重算汇总金额。
|
||||
private void NormalizeManualSettlementAmounts(UnwindData unwindData, int eventType, string eventReason)
|
||||
@@ -1456,7 +1455,7 @@ namespace YLErp.Modules.SwapModule
|
||||
SwapCalcTrace.Write(interestTrace);
|
||||
|
||||
// flowEvent.InterestPrincipal：当日计息基数(已按平仓比例缩放)——下游 EOD 用它播种次日 TdInterestPrincipal。
|
||||
// 复用 CompoundEodBasis 单一真相源（与 AccrueCompoundEod 内部同一公式）。
|
||||
// 复用 CompoundEodBasis 单一真相源（与 CompoundInterestAccrual.AccrueEod 内部同一公式，见其 EodBasis 调用）。
|
||||
flowEvent.InterestPrincipal = CompoundInterestAccrual.EodBasis(
|
||||
isResetDay, posiPrincipal, preEodPosition.InterestProfitSum, remainingFraction,
|
||||
preEodPosition.TdInterestPrincipal) * closePercent;
|
||||
|
||||
Reference in New Issue
Block a user