hjhan
217c2d5826
feat(accrual): 新增 FundingLegAccrual.AccrueCompoundEod + 影子测试
第1步迁移: CalcDailyCompoundInterestByEod(EOD复利单日)。
新增纯函数 AccrueCompoundEod:
- 重置日: 本金 = positionPrincipal + priorUnrealized × remainingPercent
- 非重置日: 本金 = priorAccrualPrincipal + positionPrincipal - originalPv
- InterestAmount = priorUnrealized × closeRatio + dayInterest
- TdInterestAmount = dayInterest(不含 priorUnrealized)
影子测试(2个,全过):
- 重置日场景: 旧新 InterestAmount/TdInterestAmount 一致
- 非重置日场景: 同上
旧方法暂不删——新旧并存,对比验证后再替换调用点。
验证: 编译0错误, 全量515测试7失败(基线一致)。
2026-08-12 09:15:01 +08:00
..
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