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/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,