hjhanandClaude Opus 4.7
db447aa584
refactor(swap): 保证金腿在 GetInterests 循环入口提前路由，融资腿分支树去除 MarginModes 依赖
- 保证金腿(5/6)在最外层路由并 continue：本金(InterestPrincipalFix×closePrecent)、
方向翻转、CalcMarginInterest 收口一处；newClosePercent 在保证金腿恒等于
closePrecent，直接传参
- 融资腿(1/2/9)分支树内 3 处 MarginModes.Contains 归零，后续融资腿改动与保证金解耦
- GetFixedRate 前移为两路共用(纯读函数，已验证无副作用)
- 有意跳过 GetFloatRate：CalcMarginInterest 纯固定利率(FundingLegRate.Fixed/
FloatRate 恒 0)，浮动取价对保证金无意义；脏数据 FloatRateUnderlyingCode
缺价时不再阻断保证金结算(唯一行为变化，方向更安全)
- 验证：SwapModule 537 用例 A/B(带改/不带改)摘要完全一致(71F/459P/7S)，
失败项均为本机无库环境失败；内网全量单测待跑
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-08-16 11:03:11 +08:00
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