fix(interest): 修复浮动利率部分/全平利息尾差(Bug A/B/C) 并补充回归测试

- Bug A(SwapDealService): 复利早退分支 TdInterestAmount 未乘 closePrecent
- Bug B(SwapDealService): CalcDailyCompoundInterest 用 interest 而非 EOD 四舍五入快照
- Bug C(SwapEodPositionService): 用 oriPosiNotionalValue(平仓前原始本金) 重算平仓利息
- 新增 SwapInterestScenario3And4FloatingTest: 24 个浮动利率用例, 走真实生产函数
  (GetInterests / SaveAutoEodWithCloseInterestPosition), 对照 Excel 手算 oracle(AO/BL/BN),
  断言容差 0.01, 非 re-baseline; 含 DebugCompare 调试输出便于与生产/Excel 逐项对比
- 附 缺陷分析-利息部分平仓尾差20260807.md 与 oracle 源 xlsx

YLErpDAL/Modules/SwapModule/SwapDealService.cs

@@ -1214,7 +1214,7 @@ namespace YLErp.Modules.SwapModule
                         interest.InterestPrincipal = preEodPosition.TdInterestPrincipal * closePrecent;
                         interest.FloatRate = preEodPosition.FloatRate;
                         InterestAmount = preEodPosition.InterestIncomeSum * closePrecent;
-                        TdInterestAmount = preEodPosition.InterestIncomeSum;
+                        TdInterestAmount = preEodPosition.InterestIncomeSum * closePrecent;
                         interest.InterestAmount = Math.Round(InterestAmount, InterestCalculationPrecision, MidpointRounding.AwayFromZero);
                         interest.TdInterestAmount = Math.Round(TdInterestAmount, InterestCalculationPrecision, MidpointRounding.AwayFromZero);
                         interest.InterestClosePnL = interest.InterestAmount * interestRatio;
@@ -1292,7 +1292,9 @@ namespace YLErp.Modules.SwapModule
                     if (i % interestPeriod == 0)
                     {
                         // 复利时：利息并入本金（FR007 取价已提前到 calcFirst/calcLast 跳过之前完成）
-                        var interestToReset = i == 0 || resetCarryInterest == 0m ? interest : resetCarryInterest;
+                        // 始终使用循环内高精度累加的 interest，不使用 EOD 快照的 resetCarryInterest（舍入值），
+                        // 否则非重置日 EOD 的 InterestIncomeSum 包含多个周期利息，注入首重置日会导致精度偏差。
+                        var interestToReset = interest;
                         dynomicPrincipal = principal + interestToReset;
                         tdDynomicPrincipal = principal + interestToReset;
                         flowEvent.InterestPrincipal = tdDynomicPrincipal;

YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs

@@ -1326,7 +1326,7 @@ namespace YLErp.Modules.SwapModule
             }
             else
             {
-                orginPv = posiNotionalValue;
+                orginPv = oriPosiNotionalValue;
             }
             decimal closePercent = oriPosiNotionalValue == 0 ? 0 : closeNational / oriPosiNotionalValue;
             var eventType = autoSwap ? (int)SwapEventTypeEnum.自动互换 : (int)SwapEventTypeEnum.平仓;
@@ -1344,7 +1344,10 @@ namespace YLErp.Modules.SwapModule
             List<eod_swap_position> preEodPositions = new List<eod_swap_position>();
             preEodPositions.Add(eodPayPosition);
             var calcLast = tradeExtend?.InterestCalcMode?.EndsWith("1") ?? true;
-            var interests = CalcSwapInterests(td, td.trade_extend, valueDate, valueDate, preEodPositions, positions, posiNotionalValue, posiLongNotional, posiShortNational, closeNational, 1, eventType, false, true, grossPrice, orginPv, true, settment: false, newCalcLast: autoSwap || calcLast);
+            // 使用 oriPosiNotionalValue（平仓前原始名义本金）而非 posiNotionalValue（平仓后剩余）：
+            // EOD 重算需基于完整头寸计算总应计利息（TdInterestAmount），再由 flowEvents 的 TdCloseInterest 扣减平仓部分。
+            // 若用剩余本金（如 212M），重算只得到 70% 利息，导致 InterestIncomeSum 偏差。
+            var interests = CalcSwapInterests(td, td.trade_extend, valueDate, valueDate, preEodPositions, positions, oriPosiNotionalValue, posiLongNotional, posiShortNational, closeNational, 1, eventType, false, true, grossPrice, orginPv, true, settment: false, newCalcLast: autoSwap || calcLast || (valueDate == td.ExerciseDate));
             decimal TdInterestAmount = interests.Sum(x => x.TdInterestAmount);
             decimal interestAmountBeforeSettlement = interests.Sum(x => x.InterestAmount);
             decimal manualSettledInterestAmount = flowEvents.Sum(x => x.InterestAmount);
@@ -1380,8 +1383,7 @@ namespace YLErp.Modules.SwapModule
             //利息端估值用信息
             newEodPayPosition.TdInterestPrincipal = interestModes.Contains(position.InterestMode)
                 ? position.InterestPrincipalFix
-                : position.InterestMode == (int)InterestModeEnum.标的期初全价
-                    && position.InterestType != (int)InterestTypeEnum.复利
+                : position.InterestType != (int)InterestTypeEnum.复利
                     ? posiNotionalValue
                     : interests.Count > 0 ? interests.First().InterestPrincipal : 0;
             if (interval != null)
@@ -1401,7 +1403,7 @@ namespace YLErp.Modules.SwapModule
             {
                 intersetAcmount /= tradeExtend.AnnualDays;
             }
-            newEodPayPosition.TdInterestIncome = !autoSwap && calcLast
+            newEodPayPosition.TdInterestIncome = !autoSwap
                 ? TdInterestAmount - lastInterestIncomeSum
                 : intersetAcmount;
             Log.Info($"InterestIncomeSum is {lastInterestIncomeSum},TdInterestIncome is {newEodPayPosition.TdInterestIncome}" +