From e779347488ced958b15b7eddde55e2329e763dbf Mon Sep 17 00:00:00 2001
From: hjhan <hongjun.han@yieldchain.com>
Date: Wed, 19 Aug 2026 10:51:02 +0800
Subject: [PATCH] =?UTF-8?q?test(swap):=20EQD-6968=20=E8=A1=A5=E5=88=B0?=
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relaxedFixingFromDate 的存在理由回归钉死：不算尾时 InitInterestDate 回拨
endDate 一天，最终全平的历史差分重放需补回真实平仓日(replayEndDate=endDate+1)，
该边界日定盘经 relaxedFixingFromDate 走"有价则取/缺价跳过"——
否则到期日上午全平被尾日价误拦（EQD-6968 在到期日当天的镜像场景）。
- FinalClose_OnMaturityDay_NoTail_...Succeeds：不算尾+到期日缺价 → 放行
- Guard_FinalClose_OnMaturityDay_Tail_...StillThrows：算尾+到期日缺价 → 仍拦
注：全平重放分支 relaxedFixingFromDate 恒非 null(Red_Compound_FullClose_WithPreEod
已覆盖)，本提交补的是 endDate<valueDate 时的 +1 补计子分支。

验证：GLMS20260817Fr007UnwindMorningTest 30/30 内存全绿
---
 .../GLMS20260817Fr007UnwindMorningTest.cs     | 22 +++++++++++++++++++
 1 file changed, 22 insertions(+)

diff --git a/UnitTestProject/Modules/SwapModule/GLMS20260817Fr007UnwindMorningTest.cs b/UnitTestProject/Modules/SwapModule/GLMS20260817Fr007UnwindMorningTest.cs
index 57360ea2..c326d7fc 100644
--- a/UnitTestProject/Modules/SwapModule/GLMS20260817Fr007UnwindMorningTest.cs
+++ b/UnitTestProject/Modules/SwapModule/GLMS20260817Fr007UnwindMorningTest.cs
@@ -486,6 +486,28 @@ namespace YLErp.Modules.SwapModule
             Assert.IsTrue(o.Threw, "EOD 不算尾(10)+非到期重置日(7/20)缺价 → 仍应拦截（ByEod 取价链，真实依赖）");
             StringAssert.Contains(o.Ex.Message, "FR007");
         }
+
+        // ── 到期日当天全平：replayEndDate=endDate+1 补计分支（relaxedFixingFromDate 的存在理由）──
+        // 不算尾时 InitInterestDate 把 endDate 回拨一天；最终全平的历史差分重放需把窗口补回真实
+        // 平仓/到期日（replayEndDate=endDate+1），但该边界日的定盘经 relaxedFixingFromDate 标记为
+        // "有价则取/缺价跳过"——否则到期日上午全平会被尾日价误拦（EQD-6968 在到期日的镜像场景）。
+
+        [TestMethod]
+        public void FinalClose_OnMaturityDay_NoTail_CloseDayFr007Missing_Succeeds()
+        {
+            AssertNoThrow(Run(InterestTypeEnum.复利, includeCloseDate: false, calcMode: "10",
+                exerciseDate: CloseDate, preEod: BuildPreEod(new DateTime(2026, 7, 13))),
+                "到期日当天全平+不算尾+到期日(重置日)缺价 → 应放行（补计重放的边界日不索取定盘）");
+        }
+
+        [TestMethod]
+        public void Guard_FinalClose_OnMaturityDay_Tail_CloseDayFr007Missing_StillThrows()
+        {
+            var o = Run(InterestTypeEnum.复利, includeCloseDate: false, calcMode: "11",
+                exerciseDate: CloseDate, preEod: BuildPreEod(new DateTime(2026, 7, 13)));
+            Assert.IsTrue(o.Threw, "到期日当天全平+算尾+到期日缺价 → 应拦截（该日利率被消费）");
+            StringAssert.Contains(o.Ex.Message, "FR007");
+        }
     }
 }