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refactor(accrual): 抽取BuildSegmentRates共享分段取率+清理needPrice死参数

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- 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
This commit is contained in:
hjhan
2026-08-12 18:02:36 +08:00
parent c412f918d9
commit f1f7cae832
7 changed files with 87 additions and 21 deletions
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UnitTestProject/Modules/SwapModule/DealInterestsScenarioTest.cs
+2 -2
View File
@@ -1724,14 +1724,14 @@ namespace YLErp.Modules.SwapModule
decimal expectedAmountAtEnd = 0m;
decimal expectedTdAmountAtEnd = 0m;
dealService.CalcDailyCompoundInterest(
finalCloseDate, position, remainingNotional, expectedEndFlow, AnnualDays, false,
finalCloseDate, position, remainingNotional, expectedEndFlow, AnnualDays,
intermediateEod.FloatRate, 1m, true, false,
ref expectedAmountAtEnd, ref expectedTdAmountAtEnd);
var expectedPreviousFlow = new swap_flow_event { InterestRate = spread };
decimal expectedAmountAtPreviousEod = 0m;
decimal expectedTdAmountAtPreviousEod = 0m;
dealService.CalcDailyCompoundInterest(
intermediateDate, position, remainingNotional, expectedPreviousFlow, AnnualDays, false,
intermediateDate, position, remainingNotional, expectedPreviousFlow, AnnualDays,
intermediateEod.FloatRate, 1m, true, true,
ref expectedAmountAtPreviousEod, ref expectedTdAmountAtPreviousEod);
var expectedFinalInterest = intermediateEod.InterestIncomeSum