hjhan
e7c6e432e1
golden_互换结清后待实现归零.json 的 RealizedPnl 0->8.219(f4ffe710 修复后未重录，8.219为正确值); SwapReEodDeleteManualCashRecordTest.Step1 恢复 [Ignore](与类头契约一致，避免污染入库 golden)。
35 lines
1015 B
JSON
35 lines
1015 B
JSON
{
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"Scenario": "互换结清后待实现归零",
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"Description": "攒10天后互换，InterestIncomeSum应≈当天新计",
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"Input": {
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"Trade": null,
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"Positions": null,
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"PreEodPositions": null,
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"FlowEvents": null,
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"PosiLongNotional": 10000.0,
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"PosiShortNotional": null,
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"CloseNational": null,
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"GrossPrice": null,
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"OrginPv": 10000.0,
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"SettleDate": "2026-05-07T00:00:00"
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},
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"Expected": {
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"PositionCount": 1,
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"EodPositions": [
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{
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"PositionId": 1001,
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"InterestIncomeSum": 0.821917808219178082191780822,
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"InterestProfitSum": 0.821917808219178082191780822,
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"TdInterestIncome": 0.8219178082191780821917808219,
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"TdCloseInterest": 8.21917808219,
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"TdInterestPrincipal": 10000.0,
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"RealizedInterest": 8.21917808219,
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"RealizedPnl": 8.21917808219,
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"SwapPositionValue": 0.821917808219178082191780822,
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"InterestFeeSum": 0.0
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}
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]
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},
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"Source": "synthetic",
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"RecordedAt": null
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} |