test(swap): EQD-6968 补算尾依赖守卫——重置日缺价仍拦+newCalcLast覆盖算尾仍拦

防'不算尾放宽'误扩到依赖场景（方案一场景4）：
- Guard_TailCalced×2：算尾(11)+当日重置日+当日缺价 → 必须仍抛（复利/单利）
- Baseline_TailCalced：算尾+当日有价 → 成功（对照）
- Guard_NewCalcLast：交易10不算尾但本次平仓指定算尾 → effectiveCalcLast=true 仍拦
- Baseline_NewCalcLast：指定算尾+有价 → 成功
Run 运行器扩参：calcMode/interestRule/newCalcLast/market（本提交仅用 calcMode/newCalcLast）

验证：GLMS20260817Fr007UnwindMorningTest 17/17 内存全绿

UnitTestProject/Modules/SwapModule/GLMS20260817Fr007UnwindMorningTest.cs

@@ -14,6 +14,11 @@ namespace YLErp.Modules.SwapModule
     ///
     /// 核心语义：算头不算尾(calcLast=false)时 endDate 当天不计息，其 FR007 利率不参与计息。
     /// 缺价时跳过取价（currentFloat 保持不变），不回退取其他日期利率，不告警。
+    ///
+    /// 守卫矩阵（防"放宽过头"，对应 EQD-6968 方案一四场景）：
+    /// Guard_*：算尾("11"或newCalcLast=true)+当日重置日+当日缺价 → 必须仍拦截（正确依赖）；
+    /// PrevBizDay_*：interest_rule=-1（前一营业日基准）→ 取价日回拨，当日未发布也放行（场景2）；
+    /// TailCalced_NonResetDay_*：算尾+当日非重置日 → 当日价未消费，缺价放行（场景3）。
     /// </summary>
     [TestClass]
     public class GLMS20260817Fr007UnwindMorningTest
@@ -38,20 +43,23 @@ namespace YLErp.Modules.SwapModule
         {
             private readonly HashSet<DateTime> _omit;
             private readonly double _closeRate;
+            private readonly Dictionary<DateTime, double> _market;
             public readonly List<DateTime> PricedDates = new();
 
-            public StubSwapDealService(OptUserInfo optUser, IEnumerable<DateTime> omit, double closeRate = 0.0143)
+            public StubSwapDealService(OptUserInfo optUser, IEnumerable<DateTime> omit, double closeRate = 0.0143,
+                Dictionary<DateTime, double> market = null)
                 : base(optUser)
             {
                 _omit = new HashSet<DateTime>(omit.Select(d => d.Date));
                 _closeRate = closeRate;
+                _market = market;
             }
 
             protected override bool TryGetFloatRate(DateTime valueDate, string underlyingCode, out double rate)
             {
                 rate = 0d;
                 if (underlyingCode != "FR007") return false;
-                var map = new Dictionary<DateTime, double>(Fr007Market) { [CloseDate] = _closeRate };
+                var map = new Dictionary<DateTime, double>(_market ?? Fr007Market) { [CloseDate] = _closeRate };
                 if (_omit.Contains(valueDate.Date)) return false;
                 if (map.TryGetValue(valueDate.Date, out rate))
                 {
@@ -75,7 +83,7 @@ namespace YLErp.Modules.SwapModule
         private static OptUserInfo MakeOptUser() =>
             new(0, nameof(GLMS20260817Fr007UnwindMorningTest), OptUserFrom.UnitTest);
 
-        private static trade BuildTrade(DateTime closeDate)
+        private static trade BuildTrade(DateTime closeDate, string calcMode = "10")
         {
             var extend = new trade_extend
             {
@@ -83,7 +91,7 @@ namespace YLErp.Modules.SwapModule
                 ExtendJson = JsonConvert.SerializeObject(new TradeExtendJson
                 {
                     AnnualDays = AnnualDays,
-                    InterestCalcMode = "10",
+                    InterestCalcMode = calcMode,
                     SettlementRules = 0
                 })
             };
@@ -102,7 +110,8 @@ namespace YLErp.Modules.SwapModule
             };
         }
 
-        private static swap_position BuildPosition(InterestTypeEnum interestType, DateTime closeDate, int restDays = 7)
+        private static swap_position BuildPosition(InterestTypeEnum interestType, DateTime closeDate, int restDays = 7,
+            int interestRule = 0)
         {
             var intervalModels = new List<IntervalModel>
             {
@@ -124,7 +133,7 @@ namespace YLErp.Modules.SwapModule
                 InterestType = (int)interestType,
                 IsAnnualized = true,
                 interest_rest_days = restDays,
-                interest_rule = 0,
+                interest_rule = interestRule,
                 FloatRateUnderlyingCode = "FR007",
                 FloatRate = 0m,
                 PosiNotionalValue = Notional,
@@ -155,16 +164,20 @@ namespace YLErp.Modules.SwapModule
             eod_swap_position preEod = null,
             decimal closePrecent = 1m,
             DateTime? omitDate = null,
-            double closeRate = 0.0143)
+            double closeRate = 0.0143,
+            string calcMode = "10",
+            int interestRule = 0,
+            bool newCalcLast = false,
+            Dictionary<DateTime, double> market = null)
         {
             var cd = closeDate ?? CloseDate;
             var omit = new HashSet<DateTime>();
             if (omitDate.HasValue) omit.Add(omitDate.Value.Date);
             else if (!includeCloseDate) omit.Add(cd.Date);
 
-            var svc = new StubSwapDealService(MakeOptUser(), omit, closeRate);
-            var td = BuildTrade(cd);
-            var position = BuildPosition(interestType, cd, restDays);
+            var svc = new StubSwapDealService(MakeOptUser(), omit, closeRate, market);
+            var td = BuildTrade(cd, calcMode);
+            var position = BuildPosition(interestType, cd, restDays, interestRule);
             var eodList = preEod == null
                 ? new List<eod_swap_position>()
                 : new List<eod_swap_position> { preEod };
@@ -175,7 +188,7 @@ namespace YLErp.Modules.SwapModule
                     new List<swap_position> { position },
                     Notional, Notional, closePrecent,
                     (int)SwapEventTypeEnum.平仓, false, Notional,
-                    false, settment: false, newCalcLast: false, closeList: null);
+                    false, settment: false, newCalcLast: newCalcLast, closeList: null);
                 Assert.AreEqual(1, interests.Count, "应返回恰好 1 条利息事件");
                 return new Outcome { Fe = interests[0] };
             }
@@ -283,5 +296,53 @@ namespace YLErp.Modules.SwapModule
             AssertNoThrow(Run(InterestTypeEnum.单利, includeCloseDate: true, closeDate: NonIntCloseDate, preEod: BuildPreEod(StartDate)),
                 "单利-非整倍数-有7/20价-应成功");
         }
+
+        // ── 算尾守卫（EQD-6968 方案一场景4：算尾+当前营业日+当日重置日+当日缺价 → 必须仍拦截）──
+        // 放宽只针对"该日利率不参与计息"的场景；算尾时当日利率被消费，缺价拦截是正确依赖，不得误放。
+
+        [TestMethod]
+        public void Guard_TailCalced_ResetDayFr007Missing_StillThrows()
+        {
+            var o = Run(InterestTypeEnum.复利, includeCloseDate: false, calcMode: "11",
+                preEod: BuildPreEod(new DateTime(2026, 7, 13)));
+            Assert.IsTrue(o.Threw, "算尾(11)+当日重置日+当日缺价 → 应拦截（该日利率被消费）");
+            StringAssert.Contains(o.Ex.Message, "FR007");
+        }
+
+        [TestMethod]
+        public void Guard_TailCalced_Simple_ResetDayFr007Missing_StillThrows()
+        {
+            var o = Run(InterestTypeEnum.单利, includeCloseDate: false, calcMode: "11",
+                preEod: BuildPreEod(StartDate));
+            Assert.IsTrue(o.Threw, "单利 算尾(11)+当日重置日+当日缺价 → 应拦截");
+            StringAssert.Contains(o.Ex.Message, "FR007");
+        }
+
+        [TestMethod]
+        public void Baseline_TailCalced_ResetDayFr007Present_Succeeds()
+        {
+            AssertNoThrow(Run(InterestTypeEnum.复利, includeCloseDate: true, calcMode: "11",
+                preEod: BuildPreEod(new DateTime(2026, 7, 13))),
+                "算尾(11)+当日重置日+当日有价 → 应成功");
+        }
+
+        // ── newCalcLast 守卫：交易本身"10"不算尾，但本次平仓显式指定算尾 → effectiveCalcLast=true → 缺价仍拦截 ──
+
+        [TestMethod]
+        public void Guard_NewCalcLast_OverridesToTail_MissingPrice_StillThrows()
+        {
+            var o = Run(InterestTypeEnum.复利, includeCloseDate: false, newCalcLast: true,
+                preEod: BuildPreEod(new DateTime(2026, 7, 13)));
+            Assert.IsTrue(o.Threw, "不算尾(10)+本次平仓指定算尾+当日缺价 → 应按算尾拦截");
+            StringAssert.Contains(o.Ex.Message, "FR007");
+        }
+
+        [TestMethod]
+        public void Baseline_NewCalcLast_OverridesToTail_WithPrice_Succeeds()
+        {
+            AssertNoThrow(Run(InterestTypeEnum.复利, includeCloseDate: true, newCalcLast: true,
+                preEod: BuildPreEod(new DateTime(2026, 7, 13))),
+                "不算尾(10)+本次平仓指定算尾+当日有价 → 应成功");
+        }
     }
 }