refactor(accrual): 抽取BuildSegmentRates共享分段取率+清理needPrice死参数
- 抽取 BuildSegmentRates：统一单利/复利分段取率循环，参数化 fetchAfterDate (单利传 ValueDate 仅取新段，复利传 null 全程取) - 修复 BuildSegmentRates static→instance：访问实例属性 IndexFixer - 清理 CalcDaily 层 needPrice 死参数：4个 CalcDaily* 方法签名移除 needPrice；上层 CalcSwapInterests/GetInterests 保留 (virtual seam/位置参数兼容) - 修复 6 处调用点 needPrice 参数传递 - 新增影子测试：单利+FR007浮动+部分平仓+历史归档，验证 segmentRates 一致 - 新增 TdCarryInCharacterizationTest：钉死部分平仓 TdInterestAmount carry-in 行为 测试: 511通过 / 7预存在失败(数据依赖) / 9跳过
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hjhan
@@ -92,7 +92,7 @@ namespace UnitTestProject.Modules.SwapModule.Accrual
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decimal oldInterest = 0, oldTd = 0;
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var svc = new StubSvc();
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svc.CalcDailyCompoundInterestByEod(preEod, EodDate, TradeDate, position,
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Notional, Notional, flowEvent, AnnualDays, false, 0m, 1m,
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Notional, Notional, flowEvent, AnnualDays, 0m, 1m,
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ref oldInterest, ref oldTd);
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// 新方法
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@@ -125,7 +125,7 @@ namespace UnitTestProject.Modules.SwapModule.Accrual
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decimal oldInterest = 0, oldTd = 0;
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var svc = new StubSvc();
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svc.CalcDailyCompoundInterestByEod(preEod, nonResetDate, TradeDate, position,
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Notional, Notional, flowEvent, AnnualDays, false, 0m, 1m,
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Notional, Notional, flowEvent, AnnualDays, 0m, 1m,
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ref oldInterest, ref oldTd);
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// 新方法
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@@ -74,7 +74,7 @@ namespace UnitTestProject.Modules.SwapModule.Accrual
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decimal oldI = 0, oldTd = 0;
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var svc = new StubSvc();
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svc.CalcDailyCompoundInterest(EndDate, position, Notional, flowEvent,
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AnnualDays, false, 0m, 1m, true, false,
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AnnualDays, 0m, 1m, true, false,
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ref oldI, ref oldTd);
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// 新方法：固定利率全段相同，分段点 = PosiStartDate + k×7
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@@ -122,7 +122,7 @@ namespace UnitTestProject.Modules.SwapModule.Accrual
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decimal oldI = 0, oldTd = 0;
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var svc = new StubSvc();
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svc.CalcDailyCompoundInterest(EndDate, position, Notional * closePct, flowEvent,
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AnnualDays, false, 0m, closePct, true, false,
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AnnualDays, 0m, closePct, true, false,
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ref oldI, ref oldTd, consumedInterest: consumed, resetCarryInterest: carry);
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// 新方法
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@@ -166,7 +166,7 @@ namespace UnitTestProject.Modules.SwapModule.Accrual
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decimal oldI = 0, oldTd = 0;
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var svc = new StubSvc();
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svc.CalcDailyCompoundInterest(EndDate, position, Notional, flowEvent,
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AnnualDays, false, 0m, 1m, true, true,
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AnnualDays, 0m, 1m, true, true,
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ref oldI, ref oldTd);
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// 新方法
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@@ -100,7 +100,7 @@ namespace UnitTestProject.Modules.SwapModule.Accrual
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decimal oldI = 0, oldTd = 0;
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var svc = new StubSvc();
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svc.CalcDailySimpleInterest(preEod, EndDate, position, Notional, flowEvent,
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AnnualDays, false, 0m, 1m, Notional, true, false, ref oldI, ref oldTd);
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AnnualDays, 0m, 1m, Notional, true, false, ref oldI, ref oldTd);
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// 新方法：固定利率全段相同
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// 旧代码差分: dynomicPrincipal = preEod.TdInterestPrincipal(=0) + posiPrincipal - orginPv = 0
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@@ -146,7 +146,7 @@ namespace UnitTestProject.Modules.SwapModule.Accrual
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decimal oldI = 0, oldTd = 0;
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var svc = new StubSvc();
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svc.CalcDailySimpleInterest(preEod, EndDate, position, Notional, flowEvent,
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AnnualDays, false, 0m, 0.5m, Notional, true, false, ref oldI, ref oldTd);
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AnnualDays, 0m, 0.5m, Notional, true, false, ref oldI, ref oldTd);
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// 新方法
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// 差分本金 = preEod.TdInterestPrincipal + posiPrincipal - orginPv
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@@ -200,7 +200,7 @@ namespace UnitTestProject.Modules.SwapModule.Accrual
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decimal oldI = 0, oldTd = 0;
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var svc = new FloatStubSvc(new StubIndexFixer(fixingAtReset));
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svc.CalcDailySimpleInterest(preEod, EndDate, position, Notional, flowEvent,
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AnnualDays, false, floatRateIn, closePct, Notional, true, false, ref oldI, ref oldTd);
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AnnualDays, floatRateIn, closePct, Notional, true, false, ref oldI, ref oldTd);
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// 新方法：手算 segmentRates（对齐旧代码取价循环的逻辑）
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// 4/21 <= preEodDate(4/30) → 跳过取价，currentFloat 保持入参 floatRateIn
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@@ -0,0 +1,66 @@
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using System;
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using System.Collections.Generic;
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using Microsoft.VisualStudio.TestTools.UnitTesting;
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using YLErp.Derivatives.Interest; // InterestResult, AccrualBoundary, SwapInterest
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using YLErp.Modules.SwapModule.Accrual; // SimpleInterestAccrual
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namespace UnitTestProject.Modules.SwapModule.Accrual
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{
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/// <summary>
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/// 性格化测试：部分平仓时 TdInterestAmount 的 carry-in 是否被错误缩放。
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/// 调用真实纯函数 SimpleInterestAccrual.AccruePeriod，参数与线上 SwapDealService.cs:1290 完全一致
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/// （priorAccrued = InterestProfitSum * closePercent）。先钉死“当前行为”，修复后再改断言。
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/// </summary>
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[TestClass]
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public class TdCarryInCharacterizationTest
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{
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[TestMethod]
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public void 部分平仓_历史累计利息_carryIn被缩放_复现当前行为()
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{
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// ── 例子（教学用整数，非市场真实利率）──
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// 昨日（上一EOD）全腿累计利息 InterestProfitSum = 100（不缩放口径，下游 EOD :1300/:1370 当累计用）
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// 今日部分平仓 closePercent = 0.3（平 30%）
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// 计息基数 notional = 1000（全腿）
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// 单段、年化=false、利率 0.10、区间 1 天 → 今日未缩放增量 = 1000*0.10*1 = 100
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decimal interestProfitSum = 100m;
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decimal closePercent = 0.3m;
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decimal notional = 1000m;
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var segmentRates = new List<(DateTime, decimal)> { (new DateTime(2026, 6, 1), 0.10m) };
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var startDate = new DateTime(2026, 6, 1);
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var endDate = new DateTime(2026, 6, 2); // 区间 1 天（StartOnly 边界 → days=1）
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var priorValueDate = new DateTime(2026, 5, 31);
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var boundary = AccrualBoundary.StartOnly;
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// 线上真实调用（SwapDealService.cs:1290）：priorAccrued = InterestProfitSum * closePercent
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var result = SimpleInterestAccrual.AccruePeriod(
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priorAccrued: interestProfitSum * closePercent, // = 30 ← 已缩放
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notional: notional,
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unwindFraction: closePercent,
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segmentRates: segmentRates,
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startDate: startDate,
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endDate: endDate,
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priorValueDate: priorValueDate,
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boundary: boundary,
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annualDays: 365,
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isAnnualized: false);
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Console.WriteLine("==== 当前代码（buggy）实际输出 ====");
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Console.WriteLine($"InterestAmount (Accrued) = {result.Accrued}");
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Console.WriteLine($"TdInterestAmount (AccruedToday) = {result.AccruedToday}");
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// ── 推演（当前代码）──
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// InterestAmount = 30 + 300*0.10*1(=30) = 60 （缩放累计，正确）
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// TdInterestAmount= 30 + 1000*0.10*1(=100) = 130 ← 应为 200
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// 差距 = 100*(1-0.3) = 70，即历史累计被砍掉的那一截。
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Assert.AreEqual(60m, result.Accrued);
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Assert.AreEqual(130m, result.AccruedToday); // 当前 buggy 值，先钉死现状
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// ── 期望值（修复后）──
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// TdInterestAmount 应为：InterestProfitSum(100, 不缩放) + 今日未缩放增量(100) = 200
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// 修复 = SwapDealService.cs:1290 改传 InterestProfitSum（去 *closePercent）
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// + SimpleInterestAccrual.cs:68 accrued = priorAccrued * unwindFraction
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// 修复后 InterestAmount 仍 = 60（不变，正确），TdInterestAmount = 200。
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}
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}
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}
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@@ -509,7 +509,7 @@ namespace YLErp.Modules.SwapModule
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decimal tdInterestAmount = 0m;
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service.CalcDailyCompoundInterestByEod(preEod, resetDate, startDate, position,
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principal, principal, flowEvent, AnnualDays, false, 0.013502m, 1m,
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principal, principal, flowEvent, AnnualDays, 0.013502m, 1m,
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ref interestAmount, ref tdInterestAmount);
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AssertDecimal(principal + pendingInterest, flowEvent.InterestPrincipal,
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@@ -1724,14 +1724,14 @@ namespace YLErp.Modules.SwapModule
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decimal expectedAmountAtEnd = 0m;
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decimal expectedTdAmountAtEnd = 0m;
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dealService.CalcDailyCompoundInterest(
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finalCloseDate, position, remainingNotional, expectedEndFlow, AnnualDays, false,
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finalCloseDate, position, remainingNotional, expectedEndFlow, AnnualDays,
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intermediateEod.FloatRate, 1m, true, false,
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ref expectedAmountAtEnd, ref expectedTdAmountAtEnd);
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var expectedPreviousFlow = new swap_flow_event { InterestRate = spread };
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decimal expectedAmountAtPreviousEod = 0m;
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decimal expectedTdAmountAtPreviousEod = 0m;
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dealService.CalcDailyCompoundInterest(
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intermediateDate, position, remainingNotional, expectedPreviousFlow, AnnualDays, false,
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intermediateDate, position, remainingNotional, expectedPreviousFlow, AnnualDays,
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intermediateEod.FloatRate, 1m, true, true,
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ref expectedAmountAtPreviousEod, ref expectedTdAmountAtPreviousEod);
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var expectedFinalInterest = intermediateEod.InterestIncomeSum
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