From e819ad02c54ef822c493e8fb5a757fb7b3cfaa1c Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?=E5=BC=A0=E5=90=8D=E9=94=90?= <1565842059@qq.com>
Date: Fri, 7 Aug 2026 22:13:58 +0800
Subject: [PATCH] =?UTF-8?q?fix(swap):=20=E4=BF=AE=E5=A4=8D=E5=A4=8D?=
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- 添加了从开始日期到结束日期的天数计算
- 添加了从前一日末到结束日期的天数计算
- 修复了特定条件下利息本金和浮动利率的赋值
- 修正了利息金额和累计利息金额的计算
- 添加了四舍五入处理以确保精度准确性
- 修复了利息平仓损益的计算逻辑
---
 .../ConsumedInterestScenarioTest.cs           | 42 +++++++++++++++++++
 .../Modules/SwapModule/SwapDealService.cs     | 15 +++++++
 2 files changed, 57 insertions(+)

diff --git a/UnitTestProject/Modules/SwapModule/ConsumedInterestScenarioTest.cs b/UnitTestProject/Modules/SwapModule/ConsumedInterestScenarioTest.cs
index 0d603c62..ca3ea968 100644
--- a/UnitTestProject/Modules/SwapModule/ConsumedInterestScenarioTest.cs
+++ b/UnitTestProject/Modules/SwapModule/ConsumedInterestScenarioTest.cs
@@ -431,5 +431,47 @@ namespace YLErp.Modules.SwapModule
             AssertDecimal(expectedDailyInterest,
                 result.InterestPrincipal * (result.InterestRate + result.FloatRate.Value) / AnnualDays);
         }
+
+        [TestMethod]
+        public void CI_009_NonResetUnwindWithCalcLastFalseUsesPreviousEodPendingInterest()
+        {
+            const decimal pendingInterest = 10019.043756537721m;
+            const decimal remainingPrincipal = 30041492.070122881942m;
+            var startDate = new DateTime(2026, 7, 28);
+            var unwindDate = new DateTime(2026, 8, 7);
+            var td = CreateTrade();
+            td.StartDate = startDate;
+            td.TradeDate = startDate;
+            var position = new swap_position
+            {
+                id = 1001, SwapTradeId = td.id,
+                InterestDirection = (int)SwapDirectionEnum.收取,
+                InterestMode = (int)InterestModeEnum.标的期初全价,
+                InterestType = (int)InterestTypeEnum.复利,
+                InterestRateDefault = 0.001234m,
+                PosiStartDate = startDate, PosiMatuirityDate = ExerciseDate,
+                IsAnnualized = true, interest_rest_days = 7,
+                FloatRateUnderlyingCode = "FR007"
+            };
+            var preEod = new eod_swap_position
+            {
+                id = 1, PositionId = position.id, ValueDate = unwindDate.AddDays(-1),
+                TdInterestPrincipal = remainingPrincipal,
+                InterestIncomeSum = pendingInterest,
+                InterestProfitSum = pendingInterest,
+                FloatRate = 0.0213m
+            };
+            var service = new StubSwapDealService(
+                new OptUserInfo(0, nameof(ConsumedInterestScenarioTest), OptUserFrom.UnitTest), 0.0213, 0m);
+
+            var result = service.GetInterests(td, td.trade_extend, unwindDate, unwindDate,
+                new List<eod_swap_position> { preEod }, new List<swap_position> { position },
+                remainingPrincipal, remainingPrincipal, 0m, remainingPrincipal, 1m,
+                (int)SwapEventTypeEnum.平仓, false, false, 0m, remainingPrincipal,
+                add: false, settment: false, newCalcLast: false).Single();
+
+            AssertDecimal(pendingInterest, result.InterestAmount,
+                "calcLast=false must not accrue unwind-date interest after the previous EOD");
+        }
     }
 }
diff --git a/YLErpDAL/Modules/SwapModule/SwapDealService.cs b/YLErpDAL/Modules/SwapModule/SwapDealService.cs
index 42704fed..b69b225b 100644
--- a/YLErpDAL/Modules/SwapModule/SwapDealService.cs
+++ b/YLErpDAL/Modules/SwapModule/SwapDealService.cs
@@ -1205,6 +1205,21 @@ namespace YLErp.Modules.SwapModule
                 var floateRate = preEodPosition.FloatRate;
                 if (position.InterestType == (int)InterestTypeEnum.复利)
                 {
+                    var daysFromStart = (endDate - position.PosiStartDate).Days;
+                    var daysFromPreEod = preEodPosition.id != 0
+                        ? (endDate - preEodPosition.ValueDate).Days
+                        : 0;
+                    if (!calcLast && daysFromPreEod == 1 && daysFromStart % (position.interest_rest_days ?? 1) != 0)
+                    {
+                        interest.InterestPrincipal = preEodPosition.TdInterestPrincipal * closePrecent;
+                        interest.FloatRate = preEodPosition.FloatRate;
+                        InterestAmount = preEodPosition.InterestIncomeSum * closePrecent;
+                        TdInterestAmount = preEodPosition.InterestIncomeSum;
+                        interest.InterestAmount = Math.Round(InterestAmount, InterestCalculationPrecision, MidpointRounding.AwayFromZero);
+                        interest.TdInterestAmount = Math.Round(TdInterestAmount, InterestCalculationPrecision, MidpointRounding.AwayFromZero);
+                        interest.InterestClosePnL = interest.InterestAmount * interestRatio;
+                        return interest;
+                    }
                     var remainingPercent = preEodPosition.TdInterestPrincipal > 0m
                         ? closePosiNotionalValue / preEodPosition.TdInterestPrincipal
                         : 1m;