hjhan 8419d53421 refactor(eod): MtmCalc.BlendPrice提取加权均价混合(候选J) ...

4处内联 (prevPrice*prevQty + sum) / total → MtmCalc.BlendPrice(...)
SwapModule零回归(7基线/510通过)

候选K(单点TdRealizedPnL)/L(2处guard差InterestType)/M(2处guard)/N(单点)为低频,
提取收益不足以抵消新增方法的开销, 暂不提取

2026-08-12 15:03:00 +08:00

..

DirectionRatio.cs

refactor(eod): MarginModes.FixedAmountAndMargin + DirectionRatio.RateType提取

2026-08-12 14:38:04 +08:00

DividendCalc.cs

refactor(funding-leg): 修复2个类名+补DividendCalc注释

2026-08-11 11:24:05 +08:00

InterestIncomeCalc.cs

refactor(eod): 提取InterestIncomeCalc.DailyAccrual/RollRealized + MtmCalc.ReturnLegProfitSum

2026-08-12 14:50:24 +08:00

MtmCalc.cs

refactor(eod): MtmCalc.BlendPrice提取加权均价混合(候选J)

2026-08-12 15:03:00 +08:00

PositionValueCalc.cs

fix(return-leg): PositionValueCalc.ratio 改为 int, 统一方向因子类型

2026-08-11 16:59:22 +08:00

QtyRollforward.cs

refactor(return-leg): QuantityRollforward 改名 QtyRollforward

2026-08-11 10:40:17 +08:00

ReturnLegSummary.cs

refactor(return-leg): 新增 ReturnLegSummary 标的端值对象

2026-08-11 10:15:20 +08:00