hjhan dbdc975da4 refactor(eod): 提取FillPositionLegSummary/SumInterestPnL消除eod_swap汇总重复(候选H) ...

SaveEodSwap与UpdateEodSwap各有~15行相同的持仓腿汇总代码:
- NotionalValueLong/Short(rounded) + MarketValueLong/Short + FloatingPnL + dv01 + TdCloseQty
→ FillPositionLegSummary(eod_Swap, positions)

- 利息腿ForEach按InterestLegPnl汇总InterestPnL
→ SumInterestPnL(interestPositions)

两处合计净减~18行
SwapModule零回归(7基线/510通过)

2026-08-12 14:53:41 +08:00

..

Accrual

refactor(accrual): 拆分FundingLegAccrual→SimpleInterestAccrual/CompoundInterestAccrual

2026-08-12 13:40:47 +08:00

Dto

簿记 刷新冻结资金

2025-08-29 14:43:24 +08:00

FundingLegs

refactor(funding-leg): 修复2个类名+补DividendCalc注释

2026-08-11 11:24:05 +08:00

Margin

refactor(eod): MarginModes.FixedAmountAndMargin + DirectionRatio.RateType提取

2026-08-12 14:38:04 +08:00

ReturnLegs

refactor(eod): 提取InterestIncomeCalc.DailyAccrual/RollRealized + MtmCalc.ReturnLegProfitSum

2026-08-12 14:50:24 +08:00

ARCHITECTURE.md

refactor: AddClientCashInCashOut 加 virtual + 修正架构文档

2026-08-11 17:09:13 +08:00

EtradeAcountService.cs

从山证v2.3.0拷贝

2024-05-09 14:06:26 +08:00

Fr007IndexFixer.cs

refactor(interest): 抽取 IIndexFixer 取价接缝 + 清理固定值腿错误测试

2026-08-10 18:01:37 +08:00

RiskCacheService.cs

修改 删除 导入 流水 更新风控缓存

2025-09-11 14:18:51 +08:00

SwapCalcTrace.cs

refactor(interest): 计息 trace 命名对齐业界最佳实践

2026-08-12 07:05:41 +08:00

SwapCapitalAccountService.cs

从山证v2.3.0拷贝

2024-05-09 14:06:26 +08:00

SwapConsumerService.cs

fix(swap): 修复互换交易中债券价格精度处理问题，扩充到11位计算

2026-07-23 11:06:50 +08:00

SwapDealIndexFixer.cs

fix(interest): SwapDealIndexFixer 改用委托, 修复 CS0122 编译错误

2026-08-11 09:23:01 +08:00

SwapDealService.cs

refactor(accrual): 提取BuildLegRate/BuildEodPolicy消除EOD wrapper构造重复

2026-08-12 14:01:24 +08:00

SwapEndConfirmService.cs

refactor(swap): 债券价格÷100转换收敛到BondPriceConverter统一入口

2026-07-03 08:22:27 +08:00

SwapEodPositionService.cs

refactor(eod): 提取FillPositionLegSummary/SumInterestPnL消除eod_swap汇总重复(候选H)

2026-08-12 14:53:41 +08:00

SwapEventEmailService.cs

refactor(margin): 4处散落marginTypes收敛到MarginModes

2026-08-11 09:40:48 +08:00

SwapEventService.cs

fix: 限制互换展期新到期日不得早于原到期日

2026-08-06 17:45:43 +08:00

SwapFloatRateService.cs

客户设置互换天数&利息计算重置频率

2025-04-14 16:31:35 +08:00

SwapFlowEventService.cs

fix(swap): 结算或全部平仓后，待实现置0

2026-07-29 14:42:03 +08:00

SwapFlowImportService.cs

fix(swap): 修复互换交易中债券价格精度处理问题，扩充到11位计算

2026-07-23 11:06:50 +08:00

SwapFlowService.cs

fix(swap): 修复FR007数据添加时的标的验证和关联逻辑

2026-08-07 19:44:01 +08:00

SwapFrontendPnlValidator.cs

refactor(swap-deal): 前端盈亏校验抽为 SwapFrontendPnlValidator

2026-07-21 15:28:14 +08:00

SwapMarginTemplateConfigService.cs

fix: 更改保证金模板名称配置的取值 由admin-> 数据字典

2026-07-22 16:51:40 +08:00

SwapMonitorService.cs

从山证v2.3.0拷贝

2024-05-09 14:06:26 +08:00

SwapRateLogService.cs

从山证v2.3.0拷贝

2024-05-09 14:06:26 +08:00

SwapRateService.cs

feat(SwapModule): 添加阶梯费率导入功能的详细日志记录

2026-01-26 17:35:56 +08:00

SwapTradeAutoService.cs

fix(swap): 修复互换交易中债券价格精度处理问题，扩充到11位计算

2026-07-23 11:06:50 +08:00

SwapTradeBaseService.cs

Merge remote-tracking branch 'origin/glms/feature/1.4.2' into glms/feature/1.4.2

2026-08-12 09:45:19 +08:00

SwapTradeService.cs

cleanup: 删除 SwapInterestAdapter 半成品, 回退 SwapInterest 未提交改动

2026-08-11 19:23:21 +08:00

SysJobService.cs

从山证v2.3.0拷贝

2024-05-09 14:06:26 +08:00

TrsAccountManageService.cs

从山证v2.3.0拷贝

2024-05-09 14:06:26 +08:00

TRSHedgingOrderService.cs

山证bug修复及功能 迁移

2024-06-04 18:19:49 +08:00