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);
 }