hjhanandClaude Opus 4.7
73264a30e2
docs(swap): 新增融资腿计息测试矩阵 TEST-MATRIX.md
- 主力族(mode9×FR007×复利×算头不算尾)7 维矩阵 + 4 入口枚举 + 近 6 周 fix 热力图定位
(全部落在 CalcUnwindInterest 与 SaveAutoEodWithCloseInterestPosition 两个带)
- 确认书契约公式提取为 oracle：∏[1+(FR007i+利差)×di/365]−1、重置期含首不含尾、
利率确定日=重置日上一营业日、末段 di 按实际日历日收口(来源 GuoLian 插件 4 份模板)
- 生产参数定格：重置频率 7 天/年化 365，唯一组合
- 保证金 5/6 声明不在矩阵内(独立余额模型+专属黄金回放护栏)
- 4 条合入硬规则：失败测试先行/扫兄弟格/黄金回放门禁/断言投影优先
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-08-16 11:03:21 +08:00
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