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

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- 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）
This commit is contained in:
hjhan
2026-08-14 17:30:46 +08:00
parent fdf6357c4f
commit ef37c8e71d
23 changed files with 116 additions and 120 deletions
Download Patch File Download Diff File Expand all files Collapse all files
UnitTestProject/Modules/SwapModule/SwapUnwindPrepayPrincipalBugTdd.cs
+5 -5
View File
@@ -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");