hjhan
018d7e777f
新增 InterestCalcRequest（SwapModule 根）： - 承载 GetInterests 全部有效入参（needPrice/grossPrice 死参数不承载），私有构造； - 仅两个场景工厂可构造：IntradayUnwind（平仓前剩余/实际平掉额/B语义比例）、 EodPostCloseSettle（平仓后剩余/实际平掉额/恒1全额结息）——工厂形参名即场景语义， 物理上防止两套名义本金语义混传（6fdc7d80 错账的温床）； - GetIntradayUnwindInterests / CalcEodPostCloseSettleInterests 签名收敛为单参数 req， 生产调用点(GetUnwindInterests / SaveAutoEodWithCloseInterestPosition)改工厂构造； - 原 20 参 GetInterests / 19 参 CalcSwapInterests 保留为底层实现与测试兼容层（十余处测试直调，不动）。 验证：定向 140 测试通过；全量 902（+3 字符化测试）= 145失败/745通过/12跳过， 与基线逐位一致，零回归。
92 lines
5.5 KiB
C#
92 lines
5.5 KiB
C#
namespace YLErp.Modules.SwapModule;
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/// <summary>
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/// GetInterests 参数对象（2026-08 参数显式化）。
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///
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/// 动机：原 GetInterests 20 个位置参数中，名义本金簇（posiNotionalValue/closePosiNotionalValue/closePercent）
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/// 在【盘中平仓】与【EOD 平仓后收盘】两类场景下语义相反（详见 GetInterests "根因位置"注释与
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/// GetInterestsEntrySemanticsTest 的口径留档），位置参数无法表达该约束。
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///
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/// 用法：只能经两个场景工厂构造——工厂形参名即该场景语义（平仓前剩余 / 平仓后剩余 / 实际平掉额），
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/// 物理上防止两套语义混传。needPrice/grossPrice 为原方法死参数（体内零消费），本对象不承载。
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/// </summary>
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public sealed class InterestCalcRequest
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{
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public trade Td { get; }
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public trade_extend TradeExtend { get; }
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public DateTime ValueDate { get; }
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public DateTime UnwindDate { get; }
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public List<eod_swap_position> EodPositions { get; }
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public List<swap_position> Positions { get; }
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/// <summary>当日适用名义本金。语义随场景：盘中=平仓【前】剩余；EOD平仓后收盘=平仓【后】剩余；EOD增量=当前剩余。</summary>
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public decimal PosiNotionalValue { get; }
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public decimal PosiLongNotionalValue { get; }
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public decimal PosiShortNotionalValue { get; }
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/// <summary>本次实际平掉本金（两场景恒同义）。mode2 无条件覆盖 / mode9 全平兜底的输入。</summary>
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public decimal ClosePosiNotionalValue { get; }
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/// <summary>平仓比例。语义随场景：盘中=实际比例（B 占剩余）；EOD平仓后收盘=恒1（全额结息）。</summary>
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public decimal ClosePercent { get; }
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public int EventType { get; }
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public bool TdClose { get; }
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public decimal OrginPv { get; }
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public bool Add { get; }
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public bool NewCalcLast { get; }
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public List<swap_flow_event> CloseList { get; }
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private InterestCalcRequest(
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trade td, trade_extend tradeExtend, DateTime valueDate, DateTime unwindDate,
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List<eod_swap_position> eodPositions, List<swap_position> positions,
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decimal posiNotionalValue, decimal posiLongNotionalValue, decimal posiShortNotionalValue,
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decimal closePosiNotionalValue, decimal closePercent,
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int eventType, bool tdClose, decimal orginPv,
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bool add, bool newCalcLast, List<swap_flow_event> closeList)
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{
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Td = td; TradeExtend = tradeExtend; ValueDate = valueDate; UnwindDate = unwindDate;
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EodPositions = eodPositions; Positions = positions;
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PosiNotionalValue = posiNotionalValue; PosiLongNotionalValue = posiLongNotionalValue;
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PosiShortNotionalValue = posiShortNotionalValue; ClosePosiNotionalValue = closePosiNotionalValue;
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ClosePercent = closePercent; EventType = eventType; TdClose = tdClose; OrginPv = orginPv;
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Add = add; NewCalcLast = newCalcLast; CloseList = closeList;
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}
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/// <summary>
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/// 【盘中平仓/互换结息】场景（→ GetIntradayUnwindInterests，settment:false 盘中重放）。
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/// </summary>
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/// <param name="preCloseNotional">平仓【前】实时剩余本金（原 GetUnwindInterests.stockEqvNotional）。</param>
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/// <param name="closedNotional">本次实际平掉本金（= preCloseNotional × closePercentRemaining）。</param>
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/// <param name="closePercentRemaining">平仓比例，B 语义【占剩余】（前端传 A 占期初须先经 ToRemainingClosePercent 转换）。</param>
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public static InterestCalcRequest IntradayUnwind(
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trade td, trade_extend tradeExtend, DateTime valueDate, DateTime unwindDate,
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List<eod_swap_position> eodPositions, List<swap_position> positions,
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decimal preCloseNotional, decimal preCloseLongNotional, decimal preCloseShortNotional,
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decimal closedNotional, decimal closePercentRemaining,
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int eventType, bool tdClose, decimal orginPv,
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bool add, bool newCalcLast, List<swap_flow_event> closeList)
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=> new(td, tradeExtend, valueDate, unwindDate, eodPositions, positions,
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preCloseNotional, preCloseLongNotional, preCloseShortNotional,
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closedNotional, closePercentRemaining,
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eventType, tdClose, orginPv, add, newCalcLast, closeList);
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/// <summary>
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/// 【EOD 当日有平仓后的收盘结息】场景（→ CalcEodPostCloseSettleInterests，settment:false 全额结息）。
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/// 该场景触发 GetInterests 内 mode2 无条件覆盖 / mode9 全平兜底（见其"根因位置"注释，勿删）。
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/// </summary>
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/// <param name="remainingNotionalAfterClose">平仓【后】剩余本金（GetInterests.posiNotionalValue 形参位）。</param>
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/// <param name="closedNotional">本次实际平掉本金。</param>
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public static InterestCalcRequest EodPostCloseSettle(
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trade td, trade_extend tradeExtend, DateTime valueDate, DateTime unwindDate,
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List<eod_swap_position> eodPositions, List<swap_position> positions,
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decimal remainingNotionalAfterClose, decimal remainingLongNotional, decimal remainingShortNotional,
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decimal closedNotional,
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int eventType, bool tdClose, decimal orginPv,
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bool add, bool newCalcLast)
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=> new(td, tradeExtend, valueDate, unwindDate, eodPositions, positions,
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remainingNotionalAfterClose, remainingLongNotional, remainingShortNotional,
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closedNotional, 1m, // 恒1：本次事件全额结息（非 closeNational / 期初比例）
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eventType, tdClose, orginPv, add, newCalcLast, closeList: null);
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}
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