
hjhanandClaude Opus 4.7
cb5ba86d85
EQD-6968: 不算尾缺价改沿用已有利率(删期初回退) + 取价决策FIX常驻日志
① GetFloatRate 不算尾缺价不再回退取期初定盘,改沿用已有利率
(preEod.FloatRate/position.FloatRate)——其返回值仅作 preEod.id==0 的种子
且会被分段首段强制取价覆盖,期初取价是无消费者的多余DB读且语义误导;
② BuildSegmentRates 等价重排为 if/else-if 结构,注释改"跳过取价/沿用"准确措辞
(行为不变:排除日有价仍取新利率,缺价沿用上一重置日利率);
③ 防历史bug"取错重置日利率"复发:GetFloatRate/ResolveFloatRate/BuildSegmentRates
三处取价决策经 SwapCalcTrace.Critical 常驻 Info 落盘——重置日判定、取价日
(interest_rule回拨)、命中/缺失、不算尾缺价沿用来源、排除日跳过全程可审计;
④ 测试真内存化:Stub 补 GetConsumedInterest=>0 override(复利路径原偷连96库,
与类注释"内存,不连库"矛盾);一致性断言措辞对齐新语义;
⑤ 修复 SwapDealService.cs 文件头双 BOM 损坏。
验证:GLMS20260817Fr007UnwindMorningTest 12/12 内存全绿;
邻近套件 67过/15败与改动前基线完全一致(15败均为沙箱无96库 Connect Timeout)。
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-08-17 22:21:55 +08:00
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