refactor(swap): InitInterestDate 删除死子句 td.StartDate>interestStart + 触发场景注释归因修正

分析定谳：interestStart 经三条赋值路径(=开始日/不算头+1天/preSettleDate 且仅当 ≥interestStart 才覆盖)恒 ≥ td.StartDate，第二 OR 子句恒 false——死代码删除。注释归因同时修正两侧旧错误： - 原注释把"不算头首日"笼统挂在返回 true 上——实际由第一子句 interestStart>interestEnd 兜住(StartDate+1>StartDate)； - 候选修正案"观察日当日已结息(preSettleDate 覆盖窗口末)"亦不精确——日期相等时函数返回 false，当日已结息的利息归零在 GetInterests closeList 净额层；只有相等叠加到期日不算尾回拨(endDate-1)才严格大于而触发。新增三条 InitInterestDate 直测钉边界：不算头首日空窗/同日已结息日期相等非空/ 同日已结息+到期日回拨空窗。验证：GLMS20260817Fr007UnwindMorningTest 36/36；全量 981 例 145 败与基线 diff=0
2026-08-19 11:36:53 +08:00
parent 7b70030216
commit f8049f81f8
3 changed files with 45 additions and 4 deletions
@@ -508,6 +508,41 @@ namespace YLErp.Modules.SwapModule
                "开始日EOD快照利率=当日(首重置日)定盘——窗口为空不触发不取价分支");
        }

+        // ── 窗口判定语义（InitInterestDate 直测；死子句 td.StartDate>interestStart 删除后的边界钉死）──
+
+        [TestMethod]
+        public void WindowSemantics_NoHeadStartDay_EmptyViaFirstClause()
+        {
+            var svc = new StubSwapDealService(MakeOptUser(), new HashSet<DateTime>());
+            var td = BuildTrade(StartDate, "00"); // ExerciseDate=7/7
+            bool empty = svc.InitInterestDate(StartDate, null, td, tdClose: false,
+                out var start, out var end);
+            Assert.IsTrue(empty, "不算头首日：interestStart=7/7 > interestEnd=7/6 → 窗口为空（第一子句兜住）");
+            Assert.AreEqual(StartDate, end);
+        }
+
+        [TestMethod]
+        public void WindowSemantics_SameDaySettle_EqualDates_NotEmpty()
+        {
+            var svc = new StubSwapDealService(MakeOptUser(), new HashSet<DateTime>());
+            var td = BuildTrade(new DateTime(2026, 7, 10), "10"); // ExerciseDate=7/11
+            bool empty = svc.InitInterestDate(new DateTime(2026, 7, 10), new DateTime(2026, 7, 10), td, tdClose: false,
+                out var start, out var end);
+            Assert.IsFalse(empty, "当日已结息(日期相等)窗口非空——利息归零由 GetInterests closeList 净额层处理，不在此判定");
+            Assert.AreEqual(new DateTime(2026, 7, 10), start);
+            Assert.AreEqual(new DateTime(2026, 7, 10), end);
+        }
+
+        [TestMethod]
+        public void WindowSemantics_SameDaySettle_OnMaturityRollback_Empty()
+        {
+            var svc = new StubSwapDealService(MakeOptUser(), new HashSet<DateTime>());
+            var td = BuildTrade(CloseDate, "00", exerciseDate: CloseDate); // 到期日=7/20 且不算尾
+            bool empty = svc.InitInterestDate(CloseDate, CloseDate, td, tdClose: false,
+                out var start, out var end);
+            Assert.IsTrue(empty, "当日已结息+到期日不算尾回拨：interestStart=7/20 > interestEnd=7/19 → 窗口为空");
+        }
+
        // ── EOD 收盘归档路径（settment=true，此前全套件仅覆盖盘中 settment:false）──
        // EOD 不取尾日价的依赖链：InitInterestDate 到期日回拨(endDate=D-1) + CalcEodInterest 的
        // calcToday=false(valueDate==到期日且不算尾) 整体跳过 ByEod 重算——ByEod 的取价