 hjhan
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9d8cfb5ad0
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refactor(accrual): 拆分FundingLegAccrual→SimpleInterestAccrual/CompoundInterestAccrual
单利与复利语义完全不同(单利本金恒定/复利重置日并本金),
拆成两个独立静态类,各自只含自己的方法:
SimpleInterestAccrual:
- AccrueEod (原AccrueSimpleEod)
- AccruePeriod (原AccrueSimplePeriod)
CompoundInterestAccrual:
- EodBasis (原CompoundEodBasis)
- AccrueEod (原AccrueCompoundEod)
- AccruePeriod (原AccrueCompoundPeriod)
方法名去掉Simple/Compound前缀(类名已携带类型),消除冗余
SwapModule零回归(7基线/510通过)
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2026-08-12 13:40:47 +08:00 |
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hjhan
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85746d7ee9
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test(accrual): 新增同日双次部分平仓字符化测试 + EOD基数快照replay诊断
- SwapUnwindSameDayDoublePartialTest: 内存Stub驱动同日两次部分平仓(30%/50%),
验证基数线性累加(0.3N+0.35N=0.65N),推翻"基数不滚动"假设;缺口仅在
调用方是否传陈旧notional,已文档化
- GLMS20260805ClosePercentDiffDiagnoseTest: 从Resources快照反序列化离线重跑
EOD基数诊断,去DB化;无快照Inconclusive,保留Assert.Fail作8/5 bug护栏
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2026-08-12 11:28:40 +08:00 |
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