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）

YLErpDAL/Modules/SwapModule/InterestCalcRequest.cs

@@ -8,7 +8,8 @@ namespace YLErp.Modules.SwapModule;
 /// GetInterestsEntrySemanticsTest 的口径留档），位置参数无法表达该约束。
 ///
 /// 用法：只能经两个场景工厂构造——工厂形参名即该场景语义（平仓前剩余 / 平仓后剩余 / 实际平掉额），
-/// 物理上防止两套语义混传。needPrice/grossPrice 为原方法死参数（体内零消费），本对象不承载。
+/// 物理上防止两套语义混传。needPrice/grossPrice（原方法死参数）与 posiLong/posiShortNotionalValue
+/// （多空组合子系统删除后计息链零消费的管道死参数）均不承载。
 /// </summary>
 public sealed class InterestCalcRequest
 {
@@ -21,8 +22,6 @@ public sealed class InterestCalcRequest
 
     /// <summary>当日适用名义本金。语义随场景：盘中=平仓【前】剩余；EOD平仓后收盘=平仓【后】剩余；EOD增量=当前剩余。</summary>
     public decimal PosiNotionalValue { get; }
-    public decimal PosiLongNotionalValue { get; }
-    public decimal PosiShortNotionalValue { get; }
 
     /// <summary>本次实际平掉本金（两场景恒同义）。mode2 无条件覆盖 / mode9 全平兜底的输入。</summary>
     public decimal ClosePosiNotionalValue { get; }
@@ -40,15 +39,14 @@ public sealed class InterestCalcRequest
     private InterestCalcRequest(
         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 closePercent,
         int eventType, bool tdClose, decimal orginPv,
         bool add, bool newCalcLast, List<swap_flow_event> closeList)
     {
         Td = td; TradeExtend = tradeExtend; ValueDate = valueDate; UnwindDate = unwindDate;
         EodPositions = eodPositions; Positions = positions;
-        PosiNotionalValue = posiNotionalValue; PosiLongNotionalValue = posiLongNotionalValue;
-        PosiShortNotionalValue = posiShortNotionalValue; ClosePosiNotionalValue = closePosiNotionalValue;
+        PosiNotionalValue = posiNotionalValue; ClosePosiNotionalValue = closePosiNotionalValue;
         ClosePercent = closePercent; EventType = eventType; TdClose = tdClose; OrginPv = orginPv;
         Add = add; NewCalcLast = newCalcLast; CloseList = closeList;
     }
@@ -62,13 +60,11 @@ public sealed class InterestCalcRequest
     public static InterestCalcRequest IntradayUnwind(
         trade td, trade_extend tradeExtend, DateTime valueDate, DateTime unwindDate,
         List<eod_swap_position> eodPositions, List<swap_position> positions,
-        decimal preCloseNotional, decimal preCloseLongNotional, decimal preCloseShortNotional,
-        decimal closedNotional, decimal closePercentRemaining,
+        decimal preCloseNotional, decimal closedNotional, decimal closePercentRemaining,
         int eventType, bool tdClose, decimal orginPv,
         bool add, bool newCalcLast, List<swap_flow_event> closeList)
         => new(td, tradeExtend, valueDate, unwindDate, eodPositions, positions,
-            preCloseNotional, preCloseLongNotional, preCloseShortNotional,
-            closedNotional, closePercentRemaining,
+            preCloseNotional, closedNotional, closePercentRemaining,
             eventType, tdClose, orginPv, add, newCalcLast, closeList);
 
     /// <summary>
@@ -80,12 +76,10 @@ public sealed class InterestCalcRequest
     public static InterestCalcRequest EodPostCloseSettle(
         trade td, trade_extend tradeExtend, DateTime valueDate, DateTime unwindDate,
         List<eod_swap_position> eodPositions, List<swap_position> positions,
-        decimal remainingNotionalAfterClose, decimal remainingLongNotional, decimal remainingShortNotional,
-        decimal closedNotional,
+        decimal remainingNotionalAfterClose, decimal closedNotional,
         int eventType, bool tdClose, decimal orginPv,
         bool add, bool newCalcLast)
         => new(td, tradeExtend, valueDate, unwindDate, eodPositions, positions,
-            remainingNotionalAfterClose, remainingLongNotional, remainingShortNotional,
-            closedNotional, 1m,   // 恒1：本次事件全额结息（非 closeNational / 期初比例）
+            remainingNotionalAfterClose, closedNotional, 1m,   // 恒1：本次事件全额结息（非 closeNational / 期初比例）
             eventType, tdClose, orginPv, add, newCalcLast, closeList: null);
 }

YLErpDAL/Modules/SwapModule/SwapDealService.cs

@@ -467,16 +467,11 @@ namespace YLErp.Modules.SwapModule
             // 迭代源仍用 origPositions(保留 orig.id → eod_swap_position.PositionId 的日终匹配)，
             // 仅对预付金腿以实时腿的剩余本金克隆覆盖，故此处不改任何日终匹配行为。
             var positions = ResolveInterestLegPositions(origPositions, realPostitions);
-            var fpositions = origPositions.Where(x => x.PosiDirection > 0).ToList();
-            var longPositions = fpositions.Where(x => x.PositionType == (int)PositionTypeFlag.Long).ToList();
-            var shortPositions = fpositions.Where(x => x.PositionType == (int)PositionTypeFlag.Short).ToList();
             var tradeExtend = DbContext.trade_extend.FirstOrDefault(x => x.TradeId == tradeId);
             List<int> eventTypes = new List<int>() { (int)SwapEventTypeEnum.平仓, (int)SwapEventTypeEnum.互换, (int)SwapEventTypeEnum.自动互换 };
             var lastEod = DbContext.eod_swap.Where(x => x.ValueDate < unwindDate && x.SwapTradeId == tradeId).OrderByDescending(o => o.ValueDate).FirstOrDefault();
             var _preSetteDate = lastEod == null ? unwindDate.AddDays(-1) : lastEod.ValueDate;
             List<eod_swap_position> lastEodPositions = new SwapEodPositionService(this).GetPreEodPositions(tradeId, _preSetteDate);//上一交易数据
-            var posiLongNotionalValue = longPositions.Sum(s => s.PosiNotionalValue);// 剩余名义本金
-            var posiShortNotionalValue = shortPositions.Sum(s => s.PosiNotionalValue);// 剩余名义本金
             var stockEqvNotional = realPostitions.Where(x => x.PosiDirection > 0).Sum(s => s.PosiNotionalValue); // 当前平仓前的实时剩余本金
             var posiNotionalValue = stockEqvNotional * closePercent;// 本次平仓名义本金
             var orginPv = ResolveUnwindPreviousNotional(lastEod, lastEodPositions, stockEqvNotional); // 上一日终的浮动端本金
@@ -489,7 +484,7 @@ namespace YLErp.Modules.SwapModule
             // 显式入口：平仓前剩余本金 + 实际平掉额 + B语义比例，盘中重放（语义见 InterestCalcRequest.IntradayUnwind）
             interests = GetIntradayUnwindInterests(InterestCalcRequest.IntradayUnwind(
                 td, tradeExtend, valueDate, unwindDate, lastEodPositions, positions,
-                stockEqvNotional, posiLongNotionalValue, posiShortNotionalValue, posiNotionalValue,
+                stockEqvNotional, posiNotionalValue,
                 closePercent, eventType, tdClose, orginPv, add: true, newCalcLast: false, closeList));
             return interests;
         }
@@ -626,7 +621,7 @@ namespace YLErp.Modules.SwapModule
         /// </summary>
         public List<swap_flow_event> GetIntradayUnwindInterests(InterestCalcRequest req)
             => GetInterests(req.Td, req.TradeExtend, req.ValueDate, req.UnwindDate, req.EodPositions, req.Positions,
-                req.PosiNotionalValue, req.PosiLongNotionalValue, req.PosiShortNotionalValue, req.ClosePosiNotionalValue,
+                req.PosiNotionalValue, req.ClosePosiNotionalValue,
                 req.ClosePercent, req.EventType, req.TdClose,
                 req.OrginPv, req.Add, settment: false, req.NewCalcLast, req.CloseList);
 
@@ -638,8 +633,6 @@ namespace YLErp.Modules.SwapModule
             List<eod_swap_position> eodPositions,
             List<swap_position> positions,
             decimal posiNotionalValue,
-            decimal posiLongNotionalValue,
-            decimal posiShortNotionalValue,
             decimal closePosiNotionalValue,
             decimal closePrecent,
             int eventType,

YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs

@@ -90,7 +90,7 @@ 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,
@@ -98,7 +98,7 @@ namespace YLErp.Modules.SwapModule
             List<swap_flow_event> closeList = null)
         {
             return 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);
         }
@@ -112,7 +112,7 @@ namespace YLErp.Modules.SwapModule
         /// </summary>
         protected virtual List<swap_flow_event> CalcEodPostCloseSettleInterests(InterestCalcRequest req)
             => CalcSwapInterests(req.Td, req.TradeExtend, req.ValueDate, req.UnwindDate, req.EodPositions, req.Positions,
-                req.PosiNotionalValue, req.PosiLongNotionalValue, req.PosiShortNotionalValue,
+                req.PosiNotionalValue,
                 req.ClosePosiNotionalValue, req.ClosePercent, req.EventType, req.TdClose,
                 req.OrginPv, req.Add, settment: false, req.NewCalcLast, req.CloseList);
 
@@ -369,7 +369,7 @@ namespace YLErp.Modules.SwapModule
                     var closePosiNotional = curEodPosis.Where(s => s.TdCloseQty > 0).Sum(s => s.TdCloseQty * s.ContractSize * s.PosiGrossPrice);
                     var grossPrice = curEodPosis.Where(x => x.PosiDirection > 0).FirstOrDefault()?.PosiGrossPrice ?? 0;
                     //处理利息腿
-                    DealInterests(interestList, eodPositions, todyEodPositions, settleDate, td, flowEvents, autoInterests, lastEodSwap, posiLongNotional, posiShortNotional, closePosiNotional, grossPrice, orginPv);
+                    DealInterests(interestList, eodPositions, todyEodPositions, settleDate, td, flowEvents, autoInterests, lastEodSwap, posiLongNotional + posiShortNotional, closePosiNotional, grossPrice, orginPv);
                     //获取自动互换的 interval 信息，用于确定结算日期
                     IntervalModel autoInterval = null;
                     foreach (var interest in interestList)
@@ -441,8 +441,7 @@ namespace YLErp.Modules.SwapModule
             List<swap_flow_event> flowEvents,
             List<swap_flow_event> autoInterests,
             eod_swap lastEodSwap,
-            decimal posiLongNational,
-            decimal posiShortNational,
+            decimal posiTotalNotional,
             decimal closeNational,
             decimal grossPrice,
             decimal orginPv)
@@ -453,7 +452,7 @@ namespace YLErp.Modules.SwapModule
             Log.Info($"[DealInterests] 参数验证 - settleDate: {settleDate:yyyy-MM-dd}, td.id: {td?.id}, td.TradeNumber: {td?.TradeNumber}");
             Log.Info($"[DealInterests] 参数验证 - interestList.Count: {interestList?.Count ?? 0}, eodPositions.Count: {eodPositions?.Count ?? 0}, todyEodPositions.Count: {todyEodPositions?.Count ?? 0}");
             Log.Info($"[DealInterests] 参数验证 - flowEvents.Count: {flowEvents?.Count ?? 0}, autoInterests.Count: {autoInterests?.Count ?? 0}");
-            Log.Info($"[DealInterests] 参数验证 - posiLongNational: {posiLongNational}, posiShortNational: {posiShortNational}, closeNational: {closeNational}, grossPrice: {grossPrice}, orginPv: {orginPv}");
+            Log.Info($"[DealInterests] 参数验证 - posiTotalNotional: {posiTotalNotional}, closeNational: {closeNational}, grossPrice: {grossPrice}, orginPv: {orginPv}");
 
             // 验证关键参数
             if (td == null)
@@ -501,7 +500,7 @@ namespace YLErp.Modules.SwapModule
                 {
                     if (!hasClose)//当日无平仓
                     {
-                        var _autoInterests = SaveAutoEodInterestPosition(eodPosition, tdEodPosition, interest, td, settleDate, insterval, lastEodSwap, posiLongNational, posiShortNational, grossPrice, orginPv);
+                        var _autoInterests = SaveAutoEodInterestPosition(eodPosition, tdEodPosition, interest, td, settleDate, insterval, lastEodSwap, posiTotalNotional, grossPrice, orginPv);
                         if (_autoInterests.Count > 0)
                         {
                             autoInterests.AddRange(_autoInterests);
@@ -509,7 +508,7 @@ namespace YLErp.Modules.SwapModule
                     }
                     else
                     {
-                        var _autoInterests = SaveAutoEodWithCloseInterestPosition(eodPosition, tdEodPosition, interest, td, settleDate, insterval, posiLongNational, posiShortNational, swapEvents, closeNational, true, grossPrice, orginPv);
+                        var _autoInterests = SaveAutoEodWithCloseInterestPosition(eodPosition, tdEodPosition, interest, td, settleDate, insterval, posiTotalNotional, swapEvents, closeNational, true, grossPrice, orginPv);
                         if (_autoInterests.Count > 0)
                         {
                             autoInterests.AddRange(_autoInterests);
@@ -522,11 +521,11 @@ namespace YLErp.Modules.SwapModule
                 }
                 else if (hasClose)
                 {
-                    SaveAutoEodWithCloseInterestPosition(eodPosition, tdEodPosition, interest, td, settleDate, insterval, posiLongNational, posiShortNational, swapEvents, closeNational, false, grossPrice, orginPv);
+                    SaveAutoEodWithCloseInterestPosition(eodPosition, tdEodPosition, interest, td, settleDate, insterval, posiTotalNotional, swapEvents, closeNational, false, grossPrice, orginPv);
                 }
                 else//无自动互换、互换/平仓，复制上一日终信息，并计算当日新增利息 
                 {
-                    SaveEodInterestPositionCopy(eodPosition, tdEodPosition, settleDate, td, interest, lastEodSwap, true, posiLongNational, posiShortNational, grossPrice, orginPv);
+                    SaveEodInterestPositionCopy(eodPosition, tdEodPosition, settleDate, td, interest, lastEodSwap, true, posiTotalNotional, grossPrice, orginPv);
                 }
             }
         }
@@ -1093,7 +1092,7 @@ namespace YLErp.Modules.SwapModule
         /// <param name="preDealDate">上一平仓/互换日期</param>
         /// <param name="closeAmount">当日平仓金额</param>
         /// <param name="lastEodSwap">上一日终框架合约估值</param>
-        protected List<swap_flow_event> SaveAutoEodInterestPosition(eod_swap_position eodPayPosition, eod_swap_position newEodPayPosition, swap_position position, trade td, DateTime valueDate, IntervalModel interval, eod_swap lastEodSwap, decimal posiLongNotional, decimal posiShortNational, decimal grossPrice, decimal orginPv)
+        protected List<swap_flow_event> SaveAutoEodInterestPosition(eod_swap_position eodPayPosition, eod_swap_position newEodPayPosition, swap_position position, trade td, DateTime valueDate, IntervalModel interval, eod_swap lastEodSwap, decimal posiTotalNotional, decimal grossPrice, decimal orginPv)
         {
             Log.Info($"[SaveAutoEodInterestPosition] 开始执行 - valueDate: {valueDate:yyyy-MM-dd}, td.id: {td?.id}, position.id: {position?.id}");
 
@@ -1132,7 +1131,7 @@ namespace YLErp.Modules.SwapModule
             }
 
             var tradeExtend = td.trade_extend.ExtendObj;
-            decimal posiNotionalValue = posiLongNotional + posiShortNational;
+            decimal posiNotionalValue = posiTotalNotional;
             decimal closePercent = 1;
             var ratio = DirectionRatio.InterestLegPnl(position.InterestDirection, position.InterestMode);
             if (eodPayPosition == null)
@@ -1159,7 +1158,7 @@ namespace YLErp.Modules.SwapModule
             {
                 orginPv = eodPayPosition.InterestPrincipalFix;
             }
-            var interests = CalcSwapInterests(td, td.trade_extend, valueDate, valueDate, preEodPositions, positions, posiNotionalValue, posiLongNotional, posiShortNational, posiNotionalValue, closePercent, (int)SwapEventTypeEnum.自动互换, false, orginPv, true);
+            var interests = CalcSwapInterests(td, td.trade_extend, valueDate, valueDate, preEodPositions, positions, posiNotionalValue, posiNotionalValue, closePercent, (int)SwapEventTypeEnum.自动互换, false, orginPv, true);
             decimal interestAmountBeforeSettlement = interests.Sum(x => x.InterestAmount);
             decimal tdInterestAmount = interests.Sum(x => x.TdInterestAmount);
 
@@ -1244,7 +1243,7 @@ namespace YLErp.Modules.SwapModule
         /// <param name="closeAmount">当日平仓金额</param>
         /// <param name="lastEodSwap">上一日终框架合约估值</param>
         /// <param name="unwintotal">平仓主信息</param>
-        protected List<swap_flow_event> SaveAutoEodWithCloseInterestPosition(eod_swap_position eodPayPosition, eod_swap_position newEodPayPosition, swap_position position, trade td, DateTime valueDate, IntervalModel interval, decimal posiLongNotional, decimal posiShortNational, List<swap_flow_event> flowEvents, decimal closeNational, bool autoSwap, decimal grossPrice, decimal orginPv)
+        protected List<swap_flow_event> SaveAutoEodWithCloseInterestPosition(eod_swap_position eodPayPosition, eod_swap_position newEodPayPosition, swap_position position, trade td, DateTime valueDate, IntervalModel interval, decimal posiTotalNotional, List<swap_flow_event> flowEvents, decimal closeNational, bool autoSwap, decimal grossPrice, decimal orginPv)
         {
             Log.Info($"eodPayPosition is {JsonHelper.Serialize(eodPayPosition, false)},newEodPayPosition is {JsonHelper.Serialize(newEodPayPosition, false)}");
             var tradeExtend = td.trade_extend.ExtendObj;
@@ -1255,8 +1254,8 @@ namespace YLErp.Modules.SwapModule
             // 调用共享计息器。因此策略的 "posiNotional × closePercent" 在本例会得到 212197382.46，
             // 而本次实际应结的平仓本金是 closeNational=90941735.34。该语义错位由
             // SwapDealService.GetInterests 的模式2无条件修正、模式9全平零值兜底分流处理，不能删除。
-            decimal oriPosiNotionalValue = posiLongNotional + posiShortNational + closeNational;
-            decimal posiNotionalValue = posiLongNotional + posiShortNational;
+            decimal oriPosiNotionalValue = posiTotalNotional + closeNational;
+            decimal posiNotionalValue = posiTotalNotional;
             // ratio 只负责把腿内原始金额转换为本方盈亏方向，不参与计息金额本身的计算。
             var ratio = DirectionRatio.InterestLegPnl(position.InterestDirection, position.InterestMode);
             // 首次日终结算可能包含当日收盘，因此尚无先前的日终利息持仓。
@@ -1324,7 +1323,7 @@ namespace YLErp.Modules.SwapModule
             // 该组合触发 GetInterests 内共享计息器的模式2/9本金修正（见其"根因位置"注释，勿删）。
             var interests = CalcEodPostCloseSettleInterests(InterestCalcRequest.EodPostCloseSettle(
                 td, td.trade_extend, valueDate, valueDate, preEodPositions, positions,
-                posiNotionalValue, posiLongNotional, posiShortNational, closeNational,
+                posiNotionalValue, closeNational,
                 eventType, tdClose: false, orginPv, add: true, newCalcLast: autoSwap || calcLast));
             // TdInterestAmount：计息器返回的全腿当日/累计参考值，用于拆出 EOD 的当日新增。
             // interestAmountBeforeSettlement：本次事件发生前理论应结的高精度利息。
@@ -1505,7 +1504,7 @@ namespace YLErp.Modules.SwapModule
         /// <param name="preSettleDate">上一交易日</param>
         /// <param name="valueDate">当前结算日</param>
         /// <param name="td">互换交易主干</param>
-        protected void SaveEodInterestPositionCopy(eod_swap_position eodPayPosition, eod_swap_position newEodPayPosition, DateTime valueDate, trade td, swap_position position, eod_swap lastEodSwap, bool needPrice, decimal posiLongNational, decimal posiShortNational, decimal grossPrice, decimal orginPv)
+        protected void SaveEodInterestPositionCopy(eod_swap_position eodPayPosition, eod_swap_position newEodPayPosition, DateTime valueDate, trade td, swap_position position, eod_swap lastEodSwap, bool needPrice, decimal posiTotalNotional, decimal grossPrice, decimal orginPv)
         {
             Log.Info($"eodPayPosition is {JsonHelper.Serialize(eodPayPosition, false)},newEodPayPosition is {JsonHelper.Serialize(newEodPayPosition, false)}");
             List<IntervalModel> intervals = position.SwapIntervalList;
@@ -1529,7 +1528,7 @@ namespace YLErp.Modules.SwapModule
                 eodPayPosition.InterestPrincipalFix = position.InterestPrincipalFix;
                 eodPayPosition.InterestRateDefault = position.InterestRateDefault;
                 eodPayPosition.InterestSwapInterval = position.InterestSwapInterval;
-                eodPayPosition.TdInterestPrincipal = interestModes.Contains(position.InterestMode) ? eodPayPosition.InterestPrincipalFix : posiLongNational + posiShortNational;
+                eodPayPosition.TdInterestPrincipal = interestModes.Contains(position.InterestMode) ? eodPayPosition.InterestPrincipalFix : posiTotalNotional;
                 eodPayPosition.PosiStartDate = td.StartDate.Value;
                 eodPayPosition.PosiMatuirityDate = td.ExerciseDate.Value;
                 eodPayPosition.IsAnnualized = position.IsAnnualized;
@@ -1552,7 +1551,7 @@ namespace YLErp.Modules.SwapModule
                 orginPv = eodPayPosition.InterestPrincipalFix;
             }
             bool longShort = td.StructureType == ClientMarginTypeEnum.多空组合.ToString();
-            decimal oriPosiNotionalValue = posiLongNational + posiShortNational;
+            decimal oriPosiNotionalValue = posiTotalNotional;
             decimal posiNotionalValue = oriPosiNotionalValue;
             if (lastEodSwap == null)
             {
@@ -1577,7 +1576,7 @@ namespace YLErp.Modules.SwapModule
             {
                 preEodPositions.Add(eodPayPosition);
             }
-            var interests = CalcSwapInterests(td, td.trade_extend, valueDate, valueDate, preEodPositions, positions, posiNotionalValue, posiLongNational, posiShortNational, posiNotionalValue, closePercent, 0, false, orginPv);
+            var interests = CalcSwapInterests(td, td.trade_extend, valueDate, valueDate, preEodPositions, positions, posiNotionalValue, posiNotionalValue, closePercent, 0, false, orginPv);
             UpdateDbOption(newEodPayPosition);
 
             newEodPayPosition.PosiStatus = 0;