feat(interest): 融资腿计息接入 trace 并常驻落盘

FundingLegAccrual.AccrueSimpleEod 接 InterestTrace；SwapCalcTrace 新增 Persist
把收集器条目经 Critical 无条件落盘(与开关无关)；已迁移的 EOD 单利适配器
CalcDailySimpleInterestByEod 创建并 Persist trace。纯增量、数值逻辑不变。

YLErpDAL/Modules/SwapModule/Accrual/FundingLegAccrual.cs

@@ -1,4 +1,5 @@
 using System;
+using YLErp.Core.Interest;
 using YLErp.Derivatives.Interest;
 
 namespace YLErp.Modules.SwapModule.Accrual;
@@ -35,6 +36,8 @@ public static class FundingLegAccrual
     /// <param name="originalPv">原始名义本金（orginPv），用于保证金腿差分基数。</param>
     /// <param name="rate">当日生效利率（已由适配器按腿型封装：固定腿=FixedRate，浮动腿=Spread+IndexFixing）。</param>
     /// <param name="policy">计息政策（daycount：是否年化 / 年化天数）。</param>
+    /// <param name="eodDate">本次日终计息对应的日期（用于 trace 标注"哪一天"）。</param>
+    /// <param name="trace">可选追踪收集器；传 null 时行为与旧版完全一致（纯计算、无副作用）。</param>
     /// <returns><see cref="InterestResult"/>：Accrued=累计未实现（对应 InterestAmount），AccruedToday=当日利息（对应 TdInterestAmount）。</returns>
     public static InterestResult AccrueSimpleEod(
         decimal priorUnrealized,
@@ -43,7 +46,9 @@ public static class FundingLegAccrual
         decimal closeRatio,
         decimal originalPv,
         FundingLegRate rate,
-        AccrualPolicy policy)
+        AccrualPolicy policy,
+        DateTime eodDate,
+        InterestTrace? trace = null)
     {
         var baseTdInterestPrincipal = priorAccrualPrincipal + positionPrincipal - originalPv;
         var baseInterestPrincipal = baseTdInterestPrincipal * closeRatio;
@@ -58,8 +63,13 @@ public static class FundingLegAccrual
         }
 
         var totalUnrealized = priorUnrealized + dayInterest;
-        return new InterestResult(
+        var result = new InterestResult(
             Math.Round(totalUnrealized, SwapInterest.FundingLegPrecision, MidpointRounding.AwayFromZero),
             Math.Round(tdInterest, SwapInterest.FundingLegPrecision, MidpointRounding.AwayFromZero));
+
+        // 单日追踪：当日利率 / 计息基数 / 当日利息 / 累计未实现。纯函数只产出收集器，落盘由适配器负责。
+        trace?.Day(0, eodDate, combinedRate, baseInterestPrincipal, dayInterest, totalUnrealized);
+        trace?.MarkEnd(result.Accrued, result.AccruedToday);
+        return result;
     }
 }

YLErpDAL/Modules/SwapModule/SwapCalcTrace.cs

@@ -1,6 +1,7 @@
 using System;
 using System.Collections.Generic;
 using System.Text;
+using YLErp.Core.Interest;
 using YLErp.Helpers;
 
 namespace YLErp.Modules.SwapModule
@@ -83,5 +84,17 @@ namespace YLErp.Modules.SwapModule
         public static string Dump() => string.Join(Environment.NewLine, GlobalLines);
 
         public static string DumpForRequest() => _reqBuf.Value?.ToString() ?? "";
+
+        /// <summary>
+        /// 把纯函数产出的 <see cref="InterestTrace"/> 常驻落盘（关键路径日志）。
+        /// 每条目经 <see cref="Critical"/> 写出——<b>无条件</b>落盘，与开关无关；
+        /// 开关打开时同时进内存 buffer 供实时查看 / 单测断言。这是事后 diff 新旧引擎的主通道。
+        /// </summary>
+        public static void Persist(InterestTrace? trace)
+        {
+            if (trace == null) return;
+            foreach (var entry in trace.Entries)
+                Critical(entry.Line);
+        }
     }
 }

YLErpDAL/Modules/SwapModule/SwapDealService.cs

@@ -3,6 +3,7 @@ using Newtonsoft.Json;
 using YLErp.BLL;
 using YLErp.BLL.Eod;
 using YLErp.DBModels.Enums;
+using YLErp.Core.Interest;
 using YLErp.Derivatives.Interest;
 using YLErp.Helpers;
 using YLErp.Modules.DataProviderModule;
@@ -1591,6 +1592,8 @@ namespace YLErp.Modules.SwapModule
                 resetPeriodDays: position.interest_rest_days ?? 1,
                 annualDays: annualDays,
                 isAnnualized: position.IsAnnualized);
+            // 完整计息 trace：收集器由适配器创建，随后经 SwapCalcTrace 常驻落盘（关键路径日志，无条件）。
+            var interestTrace = new InterestTrace();
             var result = FundingLegAccrual.AccrueSimpleEod(
                 priorUnrealized: preEodPosition.InterestProfitSum,
                 priorAccrualPrincipal: preEodPosition.TdInterestPrincipal,
@@ -1598,9 +1601,12 @@ namespace YLErp.Modules.SwapModule
                 closeRatio: closePercent,
                 originalPv: orginPv,
                 rate: legRate,
-                policy: accrualPolicy);
+                policy: accrualPolicy,
+                eodDate: endDate,
+                trace: interestTrace);
             InterestAmount = result.Accrued;
             TdInterestAmount = result.AccruedToday;
+            SwapCalcTrace.Persist(interestTrace);
         }
 
         /// <summary>