refactor(swap): 合并多空名义本金参数为单一 posiTotalNotional 并加固测试

- DealInterests 的 posiLongNotionalValue + posiShortNotionalValue 合并为 posiTotalNotional（调用点以 posiLongNotional+posiShortNotional 求和传入），净减一个参数

- SwapDealService / SwapEodPositionService / InterestCalcRequest 同步收敛多空死管道参数

- 19 个测试调用点适配新签名

- SwapEodPositionServiceIntegrationTest 参数计数断言由裸数字改为参数名集合断言（CollectionAssert.AreEquivalent，对增删/重排/改名敏感）

UnitTestProject/Modules/SwapModule/BondTrsAutoSwapScenarioTest.cs

@@ -145,7 +145,7 @@ namespace YLErp.Modules.SwapModule
             protected override List<swap_flow_event> CalcSwapInterests(
                 trade td, trade_extend tradeExtend, DateTime valueDate, DateTime unwindDate,
                 List<eod_swap_position> eodPositions, List<swap_position> positions,
-                decimal posiNotionalValue, decimal posiLongNotionalValue, decimal posiShortNotionalValue,
+                decimal posiNotionalValue,
                 decimal closePosiNotionalValue, decimal closePrecent, int eventType, bool tdClose,
                 decimal orginPv, bool add = false, bool settment = true, bool newCalcLast = false,
                 List<swap_flow_event> closeList = null)

UnitTestProject/Modules/SwapModule/ConsumedInterestScenarioTest.cs

@@ -125,7 +125,7 @@ namespace YLErp.Modules.SwapModule
             var position = CreateCompoundPosition();
             var interests = service.GetInterests(td, td.trade_extend, unwindDate, unwindDate,
                 new List<eod_swap_position>(), new List<swap_position> { position },
-                Principal, Principal, Principal, Principal, closePercent,
+                Principal, Principal, closePercent,
                 (int)SwapEventTypeEnum.平仓, false, Principal,
                 add: false, settment: false, newCalcLast: false);
             Assert.AreEqual(1, interests.Count);
@@ -356,7 +356,7 @@ namespace YLErp.Modules.SwapModule
 
             var interests = ServiceByDate().GetInterests(td, td.trade_extend, unwindDate, unwindDate,
                 new List<eod_swap_position>(), new List<swap_position> { position },
-                Principal, Principal, Principal, Principal, 1m,
+                Principal, Principal, 1m,
                 (int)SwapEventTypeEnum.平仓, false, Principal,
                 add: false, settment: false, newCalcLast: false);
 
@@ -420,7 +420,7 @@ namespace YLErp.Modules.SwapModule
 
             var result = service.GetInterests(td, td.trade_extend, resetDate, resetDate,
                 new List<eod_swap_position> { preEod }, new List<swap_position> { position },
-                remainingPrincipal, remainingPrincipal, 0m, remainingPrincipal, 1m,
+                remainingPrincipal, remainingPrincipal, 1m,
                 (int)SwapEventTypeEnum.平仓, true, remainingPrincipal,
                 add: false, settment: false, newCalcLast: false).Single();
 
@@ -466,7 +466,7 @@ namespace YLErp.Modules.SwapModule
 
             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,
+                remainingPrincipal, remainingPrincipal, 1m,
                 (int)SwapEventTypeEnum.平仓, false, remainingPrincipal,
                 add: false, settment: false, newCalcLast: false).Single();
 

UnitTestProject/Modules/SwapModule/DealInterestsGoldenReplayTest.cs

@@ -47,7 +47,7 @@ namespace YLErp.Modules.SwapModule
             {
                 DealInterests(interestList, eodPositions, new List<eod_swap_position>(),
                     settleDate, td, new List<swap_flow_event>(), new List<swap_flow_event>(), null,
-                    posiLongNational, 0m, 0m, grossPrice, orginPv);
+                    posiLongNational + 0m, 0m, grossPrice, orginPv);
             }
         }
 

UnitTestProject/Modules/SwapModule/DealInterestsScenarioTest.cs

@@ -63,7 +63,7 @@ namespace YLErp.Modules.SwapModule
                 trade td, trade_extend tradeExtend,
                 DateTime valueDate, DateTime unwindDate,
                 List<eod_swap_position> eodPositions, List<swap_position> positions,
-                decimal posiNotionalValue, decimal posiLongNotionalValue, decimal posiShortNotionalValue,
+                decimal posiNotionalValue,
                 decimal closePosiNotionalValue, decimal closePrecent,
                 int eventType, bool tdClose,
                 decimal orginPv,
@@ -77,7 +77,7 @@ namespace YLErp.Modules.SwapModule
                 }
 
                 return (DealService ?? new SwapDealService(this)).GetInterests(td, tradeExtend, valueDate, unwindDate,
-                    eodPositions, positions, posiNotionalValue, posiLongNotionalValue, posiShortNotionalValue,
+                    eodPositions, positions, posiNotionalValue,
                     closePosiNotionalValue, closePrecent, eventType, tdClose,
                     orginPv, add, settment, newCalcLast, closeList);
             }
@@ -99,7 +99,7 @@ namespace YLErp.Modules.SwapModule
                 decimal orginPv = DealInterestsScenarioTest.Principal)
             {
                 SaveAutoEodInterestPosition(eodPayPosition, null, position, td, valueDate, interval,
-                    lastEodSwap, posiLongNotional, 0m, 1m, orginPv);
+                    lastEodSwap, posiLongNotional + 0m, 1m, orginPv);
                 return PersistedPositions.LastOrDefault();
             }
 
@@ -110,7 +110,7 @@ namespace YLErp.Modules.SwapModule
                 decimal closeNotional, bool autoSwap)
             {
                 SaveAutoEodWithCloseInterestPosition(eodPayPosition, null, position, td, valueDate, interval,
-                    posiLongNotional, posiShortNotional, flowEvents, closeNotional, autoSwap, 1m,
+                    posiLongNotional + posiShortNotional, flowEvents, closeNotional, autoSwap, 1m,
                     DealInterestsScenarioTest.Principal);
                 return PersistedPositions.LastOrDefault();
             }
@@ -121,7 +121,7 @@ namespace YLErp.Modules.SwapModule
                 decimal grossPrice, decimal orginPv)
             {
                 SaveEodInterestPositionCopy(eodPayPosition, null, valueDate, td, position, null,
-                    false, posiLongNotional, posiShortNotional, grossPrice, orginPv);
+                    false, posiLongNotional + posiShortNotional, grossPrice, orginPv);
                 return PersistedPositions.LastOrDefault();
             }
 
@@ -134,7 +134,7 @@ namespace YLErp.Modules.SwapModule
             {
                 DealInterests(interestList, eodPositions, new List<eod_swap_position>(),
                     settleDate, td, flowEvents, new List<swap_flow_event>(), null,
-                    posiLongNational, posiShortNational, closeNational, grossPrice, orginPv);
+                    posiLongNational + posiShortNational, closeNational, grossPrice, orginPv);
             }
         }
 
@@ -1229,7 +1229,7 @@ namespace YLErp.Modules.SwapModule
             var result = new SwapDealService(service).GetInterests(
                 td, td.trade_extend, closeDate, closeDate,
                 new List<eod_swap_position> { previousEod }, new List<swap_position> { position },
-                remainingNotional, remainingNotional, 0m, remainingNotional, 1m,
+                remainingNotional, remainingNotional, 1m,
                 (int)SwapEventTypeEnum.平仓, false, orginPv,
                 false, settment: false, newCalcLast: false, closeList: null).Single();
 
@@ -1268,7 +1268,7 @@ namespace YLErp.Modules.SwapModule
             var firstCloseInterest = dealService.GetInterests(
                 td, td.trade_extend, firstCloseDate, firstCloseDate,
                 new List<eod_swap_position>(), new List<swap_position> { position },
-                originalNotional, originalNotional, 0m, remainingNotional, 0.5m,
+                originalNotional, remainingNotional, 0.5m,
                 (int)SwapEventTypeEnum.平仓, false, originalNotional,
                 settment: false).Single();
             var firstCloseCash = Math.Round(firstCloseInterest.InterestAmount, ConsGlobal.MoneyRound,
@@ -1286,13 +1286,13 @@ namespace YLErp.Modules.SwapModule
             var replayAtPreviousEod = dealService.GetInterests(
                 td, td.trade_extend, firstCloseDate, firstCloseDate,
                 new List<eod_swap_position>(), new List<swap_position> { position },
-                remainingNotional, remainingNotional, 0m, remainingNotional, 1m,
+                remainingNotional, remainingNotional, 1m,
                 (int)SwapEventTypeEnum.平仓, false, originalNotional,
                 settment: false).Single();
             var replayAtFinalClose = dealService.GetInterests(
                 td, td.trade_extend, finalCloseDate, finalCloseDate,
                 new List<eod_swap_position>(), new List<swap_position> { position },
-                remainingNotional, remainingNotional, 0m, remainingNotional, 1m,
+                remainingNotional, remainingNotional, 1m,
                 (int)SwapEventTypeEnum.平仓, false, originalNotional,
                 settment: false).Single();
             var expectedFinalInterest = firstCloseEod.InterestIncomeSum
@@ -1306,7 +1306,7 @@ namespace YLErp.Modules.SwapModule
             var finalCloseInterest = dealService.GetInterests(
                 td, td.trade_extend, finalCloseDate, finalCloseDate,
                 new List<eod_swap_position> { firstCloseEod }, new List<swap_position> { position },
-                remainingNotional, remainingNotional, 0m, remainingNotional, 1m,
+                remainingNotional, remainingNotional, 1m,
                 (int)SwapEventTypeEnum.平仓, false, originalNotional,
                 settment: false).Single();
             var finalCloseCash = Math.Round(finalCloseInterest.InterestAmount, ConsGlobal.MoneyRound,
@@ -1434,7 +1434,7 @@ namespace YLErp.Modules.SwapModule
             var partial = service.GetInterests(
                 td, td.trade_extend, partialCloseDate, partialCloseDate,
                 new List<eod_swap_position> { previousEod }, new List<swap_position> { position },
-                notional, notional, 0m, partialNotional, partialPercent,
+                notional, partialNotional, partialPercent,
                 (int)SwapEventTypeEnum.平仓, false, notional,
                 settment: false).Single();
             AssertDecimal(84090.95m, Math.Round(partial.InterestAmount, ConsGlobal.MoneyRound,
@@ -1444,7 +1444,7 @@ namespace YLErp.Modules.SwapModule
             var final = service.GetInterests(
                 td, td.trade_extend, maturityDate, maturityDate,
                 new List<eod_swap_position>(), new List<swap_position> { position },
-                remainingNotional, remainingNotional, 0m, remainingNotional, 1m,
+                remainingNotional, remainingNotional, 1m,
                 (int)SwapEventTypeEnum.平仓, false, remainingNotional,
                 settment: false, newCalcLast: true).Single();
             AssertDecimal(268428.73m, Math.Round(final.InterestAmount, ConsGlobal.MoneyRound,
@@ -1575,7 +1575,7 @@ namespace YLErp.Modules.SwapModule
             var intermediateInterest = dealService.GetInterests(
                 td, td.trade_extend, intermediateDate, intermediateDate,
                 new List<eod_swap_position> { partialEod }, new List<swap_position> { position },
-                remainingNotional, remainingNotional, 0m, remainingNotional, 1m,
+                remainingNotional, remainingNotional, 1m,
                 (int)SwapEventTypeEnum.平仓, false, originalNotional,
                 settment: false, newCalcLast: true).Single();
             Assert.IsTrue(Math.Abs(259348.386714765m - intermediateInterest.InterestAmount) <= 0.01m,
@@ -1706,7 +1706,7 @@ namespace YLErp.Modules.SwapModule
             var intermediateInterest = dealService.GetInterests(
                 td, td.trade_extend, intermediateDate, intermediateDate,
                 new List<eod_swap_position> { partialEod }, new List<swap_position> { position },
-                remainingNotional, remainingNotional, 0m, remainingNotional, 1m,
+                remainingNotional, remainingNotional, 1m,
                 (int)SwapEventTypeEnum.平仓, false, originalNotional,
                 settment: false, newCalcLast: true).Single();
             Assert.IsTrue(Math.Abs(259348.386714765m - intermediateInterest.InterestAmount) <= 0.01m,
@@ -1739,7 +1739,7 @@ namespace YLErp.Modules.SwapModule
             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,
+                remainingNotional, remainingNotional, 1m,
                 (int)SwapEventTypeEnum.平仓, false, originalNotional,
                 settment: false, newCalcLast: false).Single();
             AssertDecimal(expectedFinalInterest, finalInterest.InterestAmount,
@@ -1829,7 +1829,7 @@ namespace YLErp.Modules.SwapModule
             var result = dealService.GetInterests(
                 td, td.trade_extend, finalCloseDate, finalCloseDate,
                 new List<eod_swap_position> { previousEod }, new List<swap_position> { position },
-                remainingNotional, remainingNotional, 0m, remainingNotional, 1m,
+                remainingNotional, remainingNotional, 1m,
                 (int)SwapEventTypeEnum.平仓, false, remainingNotional,
                 settment: false).Single();
 
@@ -1927,7 +1927,7 @@ namespace YLErp.Modules.SwapModule
             var partialInterest = dealService.GetInterests(
                 td, td.trade_extend, partialCloseDate, partialCloseDate,
                 new List<eod_swap_position> { preCloseEod }, new List<swap_position> { position },
-                originalNotional, originalNotional, 0m, partialNotional, partialClosePercent,
+                originalNotional, partialNotional, partialClosePercent,
                 (int)SwapEventTypeEnum.平仓, false, originalNotional,
                 settment: false).Single();
             AssertExcelMoney(scenario.ExpectedPartialInterest, partialInterest.InterestAmount,
@@ -1976,7 +1976,7 @@ namespace YLErp.Modules.SwapModule
             var finalInterest = dealService.GetInterests(
                 td, td.trade_extend, finalCloseDate, finalCloseDate,
                 new List<eod_swap_position> { finalPreEod }, new List<swap_position> { position },
-                remainingNotional, remainingNotional, 0m, remainingNotional, 1m,
+                remainingNotional, remainingNotional, 1m,
                 (int)SwapEventTypeEnum.平仓, false, remainingNotional,
                 settment: false).Single();
             AssertExcelMoney(scenario.ExpectedFinalInterest, finalInterest.InterestAmount,

UnitTestProject/Modules/SwapModule/GLMS20260703CloseInterestTest.cs

@@ -209,7 +209,7 @@ namespace YLErp.Modules.SwapModule
                 CloseDate, CloseDate,                       // valueDate / unwindDate
                 new List<eod_swap_position>(),              // eodPositions（空）
                 new List<swap_position> { position },
-                Notional, Notional, Notional, Notional,     // posiNotional / long / short / closePosiNotional
+                Notional, Notional,                          // posiNotional / closePosiNotional
                 1m,                                         // closePercent
                 (int)SwapEventTypeEnum.平仓,
                 false, Notional,                          // tdClose / orginPv

UnitTestProject/Modules/SwapModule/GetInterestsEntrySemanticsTest.cs

@@ -142,11 +142,11 @@ namespace YLErp.Modules.SwapModule
 
             var intraday = CreateService().GetIntradayUnwindInterests(InterestCalcRequest.IntradayUnwind(
                 td, td.trade_extend, UnwindDate, UnwindDate, eodPositions, positions,
-                PreClose, PreClose, 0m, Closed, ClosePercent,
+                PreClose, Closed, ClosePercent,
                 (int)SwapEventTypeEnum.平仓, tdClose: true, orginPv: PreClose, add: true, newCalcLast: false, closeList: null));
 
             var eodPostClose = CreateService().GetInterests(td, td.trade_extend, UnwindDate, UnwindDate,
-                eodPositions, positions, Remaining, Remaining, 0m, Closed, 1m,
+                eodPositions, positions, Remaining, Closed, 1m,
                 (int)SwapEventTypeEnum.平仓, tdClose: false, orginPv: PreClose,
                 add: true, settment: false, newCalcLast: false, closeList: null);
 
@@ -177,11 +177,11 @@ namespace YLErp.Modules.SwapModule
 
             var intraday = CreateService().GetIntradayUnwindInterests(InterestCalcRequest.IntradayUnwind(
                 td, td.trade_extend, UnwindDate, UnwindDate, eodPositions, positions,
-                PreClose, PreClose, 0m, Closed, ClosePercent,
+                PreClose, Closed, ClosePercent,
                 (int)SwapEventTypeEnum.平仓, tdClose: true, orginPv: PreClose, add: true, newCalcLast: false, closeList: null));
 
             var eodPostClose = CreateService().GetInterests(td, td.trade_extend, UnwindDate, UnwindDate,
-                eodPositions, positions, Remaining, Remaining, 0m, Closed, 1m,
+                eodPositions, positions, Remaining, Closed, 1m,
                 (int)SwapEventTypeEnum.平仓, tdClose: false, orginPv: PreClose,
                 add: true, settment: false, newCalcLast: false, closeList: null);
 
@@ -209,7 +209,7 @@ namespace YLErp.Modules.SwapModule
 
             // 全平：剩余=0，平掉=全部 1000
             var result = CreateService().GetInterests(td, td.trade_extend, UnwindDate, UnwindDate,
-                eodPositions, positions, 0m, 0m, 0m, PreClose, 1m,
+                eodPositions, positions, 0m, PreClose, 1m,
                 (int)SwapEventTypeEnum.平仓, tdClose: false, orginPv: PreClose,
                 add: true, settment: false, newCalcLast: false, closeList: null);
 
@@ -244,7 +244,7 @@ namespace YLErp.Modules.SwapModule
                 trade td, trade_extend tradeExtend,
                 DateTime valueDate, DateTime unwindDate,
                 List<eod_swap_position> eodPositions, List<swap_position> positions,
-                decimal posiNotionalValue, decimal posiLongNotionalValue, decimal posiShortNotionalValue,
+                decimal posiNotionalValue,
                 decimal closePosiNotionalValue, decimal closePrecent,
                 int eventType, bool tdClose,
                 decimal orginPv,
@@ -282,7 +282,7 @@ namespace YLErp.Modules.SwapModule
             var req = InterestCalcRequest.EodPostCloseSettle(
                 td, td.trade_extend, UnwindDate, UnwindDate,
                 new List<eod_swap_position> { preEod }, positions,
-                remainingNotionalAfterClose: Remaining, remainingLongNotional: Remaining, remainingShortNotional: 0m,
+                remainingNotionalAfterClose: Remaining,
                 closedNotional: Closed,
                 eventType: (int)SwapEventTypeEnum.平仓, tdClose: false,
                 orginPv: PreClose, add: true, newCalcLast: false);

UnitTestProject/Modules/SwapModule/GetInterestsUnitTest_T0.cs

@@ -228,7 +228,7 @@ namespace YLErp.Modules.SwapModule
             var position = CreateFloatInterestPosition(interestRule, interestType, fixedRate);
             var interests = _service.GetInterests(td, td.trade_extend, valueDate, unwindDate,
                 eodPositions, new List<swap_position> { position },
-                posiNotional, posiNotional, posiNotional, posiNotional, closePercent,
+                posiNotional, posiNotional, closePercent,
                 (int)SwapEventTypeEnum.平仓,
                 false, posiNotional, false, settment: false, newCalcLast: newCalcLast, closeList: closeList);
             AssertInterestEqual(1, interests.Count);
@@ -244,7 +244,7 @@ namespace YLErp.Modules.SwapModule
             var position = CreateFloatInterestPosition(interestRule, interestType, fixedRate);
             var interests = _service.GetInterests(td, td.trade_extend, valueDate, valueDate,
                 eodPositions, new List<swap_position> { position },
-                Principal, Principal, Principal, Principal, 1m,
+                Principal, Principal, 1m,
                 (int)SwapEventTypeEnum.平仓,
                 false, Principal, false, settment: true, newCalcLast: false, closeList: closeList);
             AssertInterestEqual(1, interests.Count);
@@ -263,7 +263,7 @@ namespace YLErp.Modules.SwapModule
             var position = CreateFixedInterestPosition(fixedRate, interestRule);
             var interests = _service.GetInterests(td, td.trade_extend, valueDate, unwindDate,
                 eodPositions, new List<swap_position> { position },
-                posiNotional, posiNotional, posiNotional, posiNotional, closePercent,
+                posiNotional, posiNotional, closePercent,
                 (int)SwapEventTypeEnum.平仓,
                 false, posiNotional, false, settment: false, newCalcLast: newCalcLast, closeList: closeList);
             AssertInterestEqual(1, interests.Count);
@@ -279,7 +279,7 @@ namespace YLErp.Modules.SwapModule
             var position = CreateFixedInterestPosition(fixedRate, interestRule);
             var interests = _service.GetInterests(td, td.trade_extend, valueDate, valueDate,
                 eodPositions, new List<swap_position> { position },
-                Principal, Principal, Principal, Principal, 1m,
+                Principal, Principal, 1m,
                 (int)SwapEventTypeEnum.平仓,
                 false, Principal, false, settment: true, newCalcLast: false, closeList: closeList);
             AssertInterestEqual(1, interests.Count);

UnitTestProject/Modules/SwapModule/GetInterestsUnitTest_T1.cs

@@ -322,7 +322,7 @@ namespace YLErp.Modules.SwapModule
                 valueDate, unwindDate,
                 eodPositions,
                 new List<swap_position> { position },
-                posiNotional, posiNotional, posiNotional, posiNotional, closePercent,
+                posiNotional, posiNotional, closePercent,
                 (int)SwapEventTypeEnum.平仓,
                 false, posiNotional, false, settment: false, newCalcLast: newCalcLast, closeList: closeList);
 
@@ -346,7 +346,7 @@ namespace YLErp.Modules.SwapModule
                 valueDate, valueDate,
                 eodPositions,
                 new List<swap_position> { position },
-                Principal, Principal, Principal, Principal, 1m,
+                Principal, Principal, 1m,
                 (int)SwapEventTypeEnum.平仓,
                 false, Principal, false, settment: true, newCalcLast: false, closeList: closeList);
 
@@ -371,7 +371,7 @@ namespace YLErp.Modules.SwapModule
                 valueDate, valueDate,
                 eodPositions,
                 new List<swap_position> { position },
-                Principal, Principal, Principal, Principal, closePercent,
+                Principal, Principal, closePercent,
                 (int)SwapEventTypeEnum.自动互换,
                 false, Principal, false, settment: false, newCalcLast: false, closeList: closeList);
 
@@ -407,7 +407,7 @@ namespace YLErp.Modules.SwapModule
                 valueDate, unwindDate,
                 eodPositions,
                 new List<swap_position> { position },
-                posiNotional, posiNotional, posiNotional, posiNotional, closePercent,
+                posiNotional, posiNotional, closePercent,
                 (int)SwapEventTypeEnum.平仓,
                 false, posiNotional, false, settment: false, newCalcLast: newCalcLast, closeList: closeList);
 
@@ -430,7 +430,7 @@ namespace YLErp.Modules.SwapModule
                 valueDate, valueDate,
                 eodPositions,
                 new List<swap_position> { position },
-                Principal, Principal, Principal, Principal, 1m,
+                Principal, Principal, 1m,
                 (int)SwapEventTypeEnum.平仓,
                 false, Principal, false, settment: true, newCalcLast: false, closeList: closeList);
 
@@ -1716,7 +1716,7 @@ namespace YLErp.Modules.SwapModule
                 valueDate, unwindDate,
                 eodPositions,
                 new List<swap_position> { position },
-                posiNotional, posiNotional, posiNotional, posiNotional, closePercent,
+                posiNotional, posiNotional, closePercent,
                 (int)SwapEventTypeEnum.平仓,
                 false, posiNotional, false, settment: false, newCalcLast: newCalcLast, closeList: closeList);
 
@@ -1747,7 +1747,7 @@ namespace YLErp.Modules.SwapModule
                 valueDate, unwindDate,
                 eodPositions,
                 new List<swap_position> { position },
-                posiNotional, posiNotional, posiNotional, posiNotional, closePercent,
+                posiNotional, posiNotional, closePercent,
                 (int)SwapEventTypeEnum.平仓,
                 false, posiNotional, false, settment: false, newCalcLast: newCalcLast, closeList: closeList);
 

UnitTestProject/Modules/SwapModule/Margin/MarginInterestGoldenReplayTest.cs

@@ -99,7 +99,7 @@ namespace UnitTestProject.Modules.SwapModule.Margin
                     {
                         oldList = svc.GetInterests(td, extend, valueDate, valueDate,
                             preEods, marginPositions,
-                            0m, 0m, 0m, 0m, 1.0m,
+                            0m, 0m, 1.0m,
                             (int)SwapEventTypeEnum.自动互换, tdClose: false,
                             orginPv: 0m,
                             add: false, settment: true, newCalcLast: false, closeList: null);

UnitTestProject/Modules/SwapModule/MultiStepConservationTest.cs

@@ -119,7 +119,7 @@ namespace YLErp.Modules.SwapModule
             var position = CreateInterestPosition();
             var interests = service.GetInterests(td, td.trade_extend, unwindDate, unwindDate,
                 new List<eod_swap_position>(), new List<swap_position> { position },
-                Principal, Principal, Principal, Principal, 1m,
+                Principal, Principal, 1m,
                 (int)SwapEventTypeEnum.平仓, false, Principal,
                 add: false, settment: false, newCalcLast: false);
             return interests.Count > 0 ? interests[0].InterestAmount : 0m;
@@ -142,7 +142,7 @@ namespace YLErp.Modules.SwapModule
             };
             var interests = service.GetInterests(td, td.trade_extend, valueDate, valueDate,
                 new List<eod_swap_position> { preEod }, new List<swap_position> { position },
-                Principal, Principal, Principal, Principal, 1m,
+                Principal, Principal, 1m,
                 (int)SwapEventTypeEnum.平仓, false, Principal,
                 add: false, settment: true, newCalcLast: false);
             if (interests.Count == 0) return (0m, 0m);
@@ -313,7 +313,7 @@ namespace YLErp.Modules.SwapModule
             var svc5 = new StubDealService(0m, floatRate: 0.001);
             var i5 = svc5.GetInterests(td, td.trade_extend, day5, day5,
                 new List<eod_swap_position>(), new List<swap_position> { position },
-                Principal, Principal, Principal, Principal, 1m,
+                Principal, Principal, 1m,
                 (int)SwapEventTypeEnum.平仓, false, Principal,
                 settment: false);
             decimal swap1 = i5.Count > 0 ? i5[0].InterestAmount : 0m;
@@ -322,7 +322,7 @@ namespace YLErp.Modules.SwapModule
             var svc10 = new StubDealService(swap1, floatRate: 0.001);
             var i10 = svc10.GetInterests(td, td.trade_extend, day10, day10,
                 new List<eod_swap_position>(), new List<swap_position> { position },
-                Principal, Principal, Principal, Principal, 1m,
+                Principal, Principal, 1m,
                 (int)SwapEventTypeEnum.平仓, false, Principal,
                 settment: false);
             decimal swap2 = i10.Count > 0 ? i10[0].InterestAmount : 0m;
@@ -332,7 +332,7 @@ namespace YLErp.Modules.SwapModule
             var svc15 = new StubDealService(totalConsumed, floatRate: 0.001);
             var i15 = svc15.GetInterests(td, td.trade_extend, day15, day15,
                 new List<eod_swap_position>(), new List<swap_position> { position },
-                Principal, Principal, Principal, Principal, 1m,
+                Principal, Principal, 1m,
                 (int)SwapEventTypeEnum.平仓, false, Principal,
                 settment: false);
             decimal finalUnwind = i15.Count > 0 ? i15[0].InterestAmount : 0m;
@@ -362,7 +362,7 @@ namespace YLErp.Modules.SwapModule
             var svc = new StubDealService(0m, floatRate: 0.001);
             var interests = svc.GetInterests(td, td.trade_extend, unwindDate, unwindDate,
                 new List<eod_swap_position>(), new List<swap_position> { position },
-                Principal, Principal, Principal, Principal, 1m,
+                Principal, Principal, 1m,
                 (int)SwapEventTypeEnum.平仓, false, Principal,
                 settment: false);
             return interests.Count > 0 ? interests[0].InterestAmount : 0m;

UnitTestProject/Modules/SwapModule/PrepaidPrincipalCloseTraceTest.cs

@@ -103,7 +103,7 @@ namespace YLErp.Modules.SwapModule
                 SwapCalcTrace.Reset();
                 var eod = new List<eod_swap_position> { MakeEod(valueDate, PrepayRemaining, 0m) };
                 var fe = _svc.GetInterests(td, td.trade_extend, FullDate, FullDate, eod,
-                    new List<swap_position> { pos }, PrepayFix, PrepayFix, PrepayFix, PrepayFix, 1m,
+                    new List<swap_position> { pos }, PrepayFix, PrepayFix, 1m,
                     (int)SwapEventTypeEnum.平仓, false, PrepayFix, false,
                     settment: false, newCalcLast: calcLast, closeList: null)[0];
                 var trace = SwapCalcTrace.Dump();

UnitTestProject/Modules/SwapModule/PrepaidPrincipalClosingChainTraceTest.cs

@@ -101,7 +101,7 @@ namespace YLErp.Modules.SwapModule
             protected override List<swap_flow_event> CalcSwapInterests(
                 trade td, trade_extend tradeExtend, DateTime valueDate, DateTime unwindDate,
                 List<eod_swap_position> eodPositions, List<swap_position> positions,
-                decimal posiNotionalValue, decimal posiLongNotionalValue, decimal posiShortNotionalValue,
+                decimal posiNotionalValue,
                 decimal closePosiNotionalValue, decimal closePrecent, int eventType, bool tdClose,
                 decimal orginPv, bool add = false, bool settment = true, bool newCalcLast = false,
                 List<swap_flow_event> closeList = null)

UnitTestProject/Modules/SwapModule/SwapCloseConversationCasesRegressionTest.cs

@@ -80,7 +80,7 @@ namespace YLErp.Modules.SwapModule
             var result = service.GetInterests(
                 trade, trade.trade_extend, closeCase.CloseDate, closeCase.CloseDate,
                 new List<eod_swap_position> { previousEod }, new List<swap_position> { position },
-                closeCase.RemainingNotional, closeCase.RemainingNotional, 0m,
+                closeCase.RemainingNotional,
                 closeCase.RemainingNotional, 1m, (int)SwapEventTypeEnum.平仓,
                 false,
                 closeCase.InterestType == 0 ? closeCase.RemainingNotional : closeCase.OriginalNotional,

UnitTestProject/Modules/SwapModule/SwapEodPositionServiceIntegrationTest.cs

@@ -1,3 +1,4 @@
+using System.Linq;
 using System.Reflection;
 using YLErp.DBModels.Enums;
 
@@ -272,7 +273,16 @@ namespace YLErp.Modules.SwapModule
                     Console.WriteLine($"  ✓ {scenario.Scenario}");
                 }
                 
-                Assert.AreEqual(13, parameters.Length, "DealInterests应有13个参数");
+                // 校验参数集合（按名称，对参数增删/重排/改名均敏感，比裸数字更稳）
+                var expectedParamNames = new[]
+                {
+                    "interestList", "eodPositions", "todyEodPositions", "settleDate",
+                    "td", "flowEvents", "autoInterests", "lastEodSwap",
+                    "posiTotalNotional", "closeNational", "grossPrice", "orginPv"
+                };
+                var actualParamNames = parameters.Select(p => p.Name).ToArray();
+                CollectionAssert.AreEquivalent(expectedParamNames, actualParamNames,
+                    "DealInterests 参数集合应与预期一致（新增/重排/改名参数时请同步更新此列表）");
                 Console.WriteLine("✅ 分支覆盖分析完成");
             }
         }

UnitTestProject/Modules/SwapModule/SwapInterestScenario1And2Test.cs

@@ -56,7 +56,7 @@ namespace UnitTestProject.Modules.SwapModule
             protected override List<swap_flow_event> CalcSwapInterests(
                 trade td, trade_extend tradeExtend, DateTime valueDate, DateTime unwindDate,
                 List<eod_swap_position> eodPositions, List<swap_position> positions,
-                decimal posiNotionalValue, decimal posiLongNotionalValue, decimal posiShortNotionalValue,
+                decimal posiNotionalValue,
                 decimal closePosiNotionalValue, decimal closePrecent, int eventType, bool tdClose,
                 decimal orginPv, bool add = false, bool settment = true, bool newCalcLast = false,
                 List<swap_flow_event> closeList = null)
@@ -64,7 +64,7 @@ namespace UnitTestProject.Modules.SwapModule
                 var svc = new StubSwapDealService(
                     new OptUserInfo(0, nameof(SwapInterestScenario1And2Test), OptUserFrom.UnitTest), _floatRates);
                 return svc.GetInterests(td, tradeExtend, valueDate, unwindDate,
-                    eodPositions, positions, posiNotionalValue, posiLongNotionalValue, posiShortNotionalValue,
+                    eodPositions, positions, posiNotionalValue,
                     closePosiNotionalValue, closePrecent, eventType, tdClose,
                     orginPv, add, settment, newCalcLast, closeList);
             }
@@ -74,7 +74,7 @@ namespace UnitTestProject.Modules.SwapModule
                 List<swap_flow_event> flowEvents, decimal closeNotional, eod_swap_position prevEod)
             {
                 SaveAutoEodWithCloseInterestPosition(prevEod, null, position, td, valueDate, null,
-                    posiLongNotional, posiShortNotional, flowEvents, closeNotional, false, 1m,
+                    posiLongNotional + posiShortNotional, flowEvents, closeNotional, false, 1m,
                     posiLongNotional + posiShortNotional);
                 return PersistedPositions.LastOrDefault();
             }
@@ -211,7 +211,7 @@ namespace UnitTestProject.Modules.SwapModule
             var interests = svc.GetInterests(
                 td, td.trade_extend, valueDate, valueDate,
                 prevEod, new List<swap_position> { position },
-                closeNotional, closeNotional, 0m, closeNotional, 1m,
+                closeNotional, closeNotional, 1m,
                 (int)SwapEventTypeEnum.平仓,
                 false, closeNotional, false, settment: false, newCalcLast: isMaturity);
             Assert.AreEqual(1, interests.Count);

UnitTestProject/Modules/SwapModule/SwapInterestScenario3And4FloatingTest.cs

@@ -178,7 +178,7 @@ namespace UnitTestProject.Modules.SwapModule
             protected override List<swap_flow_event> CalcSwapInterests(
                 trade td, trade_extend tradeExtend, DateTime valueDate, DateTime unwindDate,
                 List<eod_swap_position> eodPositions, List<swap_position> positions,
-                decimal posiNotionalValue, decimal posiLongNotionalValue, decimal posiShortNotionalValue,
+                decimal posiNotionalValue,
                 decimal closePosiNotionalValue, decimal closePrecent, int eventType, bool tdClose,
                 decimal orginPv, bool add = false, bool settment = true, bool newCalcLast = false,
                 List<swap_flow_event> closeList = null)
@@ -186,7 +186,7 @@ namespace UnitTestProject.Modules.SwapModule
                 var svc = new RealSwapDealService(
                     new OptUserInfo(0, nameof(SwapInterestScenario3And4FloatingTest), OptUserFrom.UnitTest), _floatRates, FlowEvents);
                 var interests = svc.GetInterests(td, tradeExtend, valueDate, unwindDate,
-                    eodPositions, positions, posiNotionalValue, posiLongNotionalValue, posiShortNotionalValue,
+                    eodPositions, positions, posiNotionalValue,
                     closePosiNotionalValue, closePrecent, eventType, tdClose,
                     orginPv, add, settment, newCalcLast, closeList);
                 // 捕获 base InterestPrincipal（= EOD:1406 行赋给 TdInterestPrincipal 的值，反推前），供 TdInterestPrincipal 断言镜像分叉。
@@ -226,7 +226,7 @@ namespace UnitTestProject.Modules.SwapModule
                 List<swap_flow_event> flowEvents, decimal closeNotional, eod_swap_position prevEod)
             {
                 SaveAutoEodWithCloseInterestPosition(prevEod, null, position, _td, valueDate, null,
-                    posiLongNotional, posiShortNotional, flowEvents, closeNotional, false, 1m,
+                    posiLongNotional + posiShortNotional, flowEvents, closeNotional, false, 1m,
                     posiLongNotional + posiShortNotional);
                 return PersistedPositions.LastOrDefault();
             }
@@ -394,7 +394,7 @@ namespace UnitTestProject.Modules.SwapModule
             var interests = svc.GetInterests(
                 td, td.trade_extend, valueDate, valueDate,
                 prevEod, new List<swap_position> { position },
-                closeNotional, closeNotional, 0m, closeNotional, 1m,
+                closeNotional, closeNotional, 1m,
                 (int)SwapEventTypeEnum.平仓,
                 false, closeNotional, false, settment: false, newCalcLast: isMaturity);
             Assert.AreEqual(1, interests.Count);

UnitTestProject/Modules/SwapModule/SwapPositionComposeScenarioTest.cs

@@ -79,14 +79,14 @@ namespace YLErp.Modules.SwapModule
             protected override List<swap_flow_event> CalcSwapInterests(
                 trade td, trade_extend tradeExtend, DateTime valueDate, DateTime unwindDate,
                 List<eod_swap_position> eodPositions, List<swap_position> positions,
-                decimal posiNotionalValue, decimal posiLongNotionalValue, decimal posiShortNotionalValue,
+                decimal posiNotionalValue,
                 decimal closePosiNotionalValue, decimal closePrecent, int eventType, bool tdClose,
                 decimal orginPv, bool add = false, bool settment = true, bool newCalcLast = false,
                 List<swap_flow_event> closeList = null)
             {
                 LastInterestCalculationPositions = positions;
                 return base.CalcSwapInterests(td, tradeExtend, valueDate, unwindDate,
-                    eodPositions, positions, posiNotionalValue, posiLongNotionalValue, posiShortNotionalValue,
+                    eodPositions, positions, posiNotionalValue,
                     closePosiNotionalValue, closePrecent, eventType, tdClose,
                     orginPv, add, settment, newCalcLast, closeList);
             }

UnitTestProject/Modules/SwapModule/SwapSingleTradeVerificationTest.cs

@@ -59,7 +59,7 @@ namespace UnitTestProject.Modules.SwapModule
             protected override List<swap_flow_event> CalcSwapInterests(
                 trade td, trade_extend tradeExtend, DateTime valueDate, DateTime unwindDate,
                 List<eod_swap_position> eodPositions, List<swap_position> positions,
-                decimal posiNotionalValue, decimal posiLongNotionalValue, decimal posiShortNotionalValue,
+                decimal posiNotionalValue,
                 decimal closePosiNotionalValue, decimal closePrecent, int eventType, bool tdClose,
                 decimal orginPv, bool add = false, bool settment = true, bool newCalcLast = false,
                 List<swap_flow_event> closeList = null)
@@ -67,7 +67,7 @@ namespace UnitTestProject.Modules.SwapModule
                 var svc = new StubSwapDealService(
                     new OptUserInfo(0, nameof(SwapSingleTradeVerificationTest), OptUserFrom.UnitTest), _floatRates);
                 return svc.GetInterests(td, tradeExtend, valueDate, unwindDate,
-                    eodPositions, positions, posiNotionalValue, posiLongNotionalValue, posiShortNotionalValue,
+                    eodPositions, positions, posiNotionalValue,
                     closePosiNotionalValue, closePrecent, eventType, tdClose,
                     orginPv, add, settment, newCalcLast, closeList);
             }
@@ -77,7 +77,7 @@ namespace UnitTestProject.Modules.SwapModule
                 List<swap_flow_event> flowEvents, decimal closeNotional, eod_swap_position prevEod)
             {
                 SaveAutoEodWithCloseInterestPosition(prevEod, null, position, td, valueDate, null,
-                    posiLongNotional, posiShortNotional, flowEvents, closeNotional, false, 1m,
+                    posiLongNotional + posiShortNotional, flowEvents, closeNotional, false, 1m,
                     posiLongNotional + posiShortNotional);
                 return PersistedPositions.LastOrDefault();
             }
@@ -213,7 +213,7 @@ namespace UnitTestProject.Modules.SwapModule
             var interests = svc.GetInterests(
                 td, td.trade_extend, valueDate, valueDate,
                 prevEod, new List<swap_position> { position },
-                closeNotional, closeNotional, 0m, closeNotional, 1m,
+                closeNotional, closeNotional, 1m,
                 (int)SwapEventTypeEnum.平仓,
                 false, closeNotional, false, settment: false, newCalcLast: isMaturity);
             Assert.AreEqual(1, interests.Count);

UnitTestProject/Modules/SwapModule/SwapUnwindPrepayPrincipalBugTdd.cs

@@ -93,7 +93,7 @@ namespace YLErp.Modules.SwapModule
             var position = MakePrepayPosition();
             var interests = _svc.GetInterests(td, td.trade_extend, UnwindDate, UnwindDate,
                 eodPositions, new List<swap_position> { position },
-                UnderlyingNotional, UnderlyingNotional, UnderlyingNotional, UnderlyingNotional, closePercent,
+                UnderlyingNotional, UnderlyingNotional, closePercent,
                 (int)SwapEventTypeEnum.平仓,
                 false, UnderlyingNotional, false, settment: false, newCalcLast: false, closeList: null);
             Assert.AreEqual(1, interests.Count, "预付金腿应生成 1 条 flow_event");
@@ -111,7 +111,7 @@ namespace YLErp.Modules.SwapModule
             var position = MakePrepayPosition(fix, rate);
             var interests = _svc.GetInterests(td, td.trade_extend, UnwindDate, UnwindDate,
                 eodPositions, new List<swap_position> { position },
-                notional, notional, notional, notional, closePercent,
+                notional, notional, closePercent,
                 (int)SwapEventTypeEnum.平仓,
                 false, notional, false, settment: false, newCalcLast: false, closeList: null);
             Assert.AreEqual(1, interests.Count, "预付金腿应生成 1 条 flow_event");
@@ -279,7 +279,7 @@ namespace YLErp.Modules.SwapModule
             };
             var interests = _svc.GetInterests(td, td.trade_extend, ProdUnwindDate, ProdUnwindDate,
                 eod, new List<swap_position> { position },
-                fix, fix, fix, fix, closePercent,
+                fix, fix, closePercent,
                 (int)SwapEventTypeEnum.平仓,
                 false, fix, false, settment: false, newCalcLast: false, closeList: null);
             Assert.AreEqual(1, interests.Count, "预付金腿应生成 1 条 flow_event");
@@ -373,7 +373,7 @@ namespace YLErp.Modules.SwapModule
             // orginPv 传 notional：非预付金腿不走 877-881 的 Fix 对齐，dynomicPrincipal = notional + notional - notional = notional
             var interests = _svc.GetInterests(td, td.trade_extend, ProdUnwindDate, ProdUnwindDate,
                 eod, new List<swap_position> { position },
-                notional, notional, notional, notional * closePercent, closePercent,
+                notional, notional * closePercent, closePercent,
                 (int)SwapEventTypeEnum.平仓,
                 false, notional, false, settment: false, newCalcLast: false, closeList: null);
             Assert.AreEqual(1, interests.Count, "非预付金腿应生成 1 条 flow_event");
@@ -488,7 +488,7 @@ namespace YLErp.Modules.SwapModule
             };
             var interests = _svc.GetInterests(td, td.trade_extend, ProdUnwindDate, ProdUnwindDate,
                 eodPos, new List<swap_position> { position },
-                baseP, baseP, baseP, baseP * closePercent, closePercent,
+                baseP, baseP * closePercent, closePercent,
                 (int)SwapEventTypeEnum.平仓,
                 false, baseP, false, settment: eodPath, newCalcLast: false, closeList: null);
             Assert.AreEqual(1, interests.Count, $"mode={mode} 应生成 1 条 flow_event");

UnitTestProject/Modules/SwapModule/SwapUnwindSameDayDoublePartialTest.cs

@@ -121,7 +121,7 @@ namespace YLErp.Modules.SwapModule
             var position = MakePosition(currentNotional);
             var interests = _svc.GetInterests(td, td.trade_extend, UnwindDate, UnwindDate,
                 MakeLastEod(), new List<swap_position> { position },
-                currentNotional, currentNotional, currentNotional, currentNotional * closePercent, closePercent,
+                currentNotional, currentNotional * closePercent, closePercent,
                 (int)SwapEventTypeEnum.平仓,
                 false, N, false, settment: false, newCalcLast: false, closeList: null);
             Assert.AreEqual(1, interests.Count, "标的期初全价腿应生成 1 条 flow_event");