Merge remote-tracking branch 'origin/glms/feature/1.4.2' into glms/feature/1.4.2
This commit is contained in:
张名锐
@@ -260,8 +260,9 @@ namespace YLErp.DBModels
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public const string 系统操作_应付预付金 = "系统操作-应付预付金";
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public const string 系统操作_预付金返息 = "系统操作-预付金返息";
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/// <summary>
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/// 阶段四 §4.1 合约维度（MarginWatchRule==0）EOD 结算产生的追加保证金资金记录：
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/// 交易级单条累计值（TradeId+Action+Deal=0 幂等 upsert），负数=客户应付追加；写入见 SwapAdditionalMarginService。
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/// 阶段四 §4.1 合约维度（MarginWatchRule==0）EOD 结算产生的追加保证金资金记录，负数=客户应付追加；
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/// 腿化改造后由追保腿的现金部分簿记产生（Deal=现金腿 id，键 TradeId+Action+Deal 幂等 upsert；
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/// EOD 重跑先删旧腿连带流水后重建，见 SwapAdditionalMarginService）。
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/// </summary>
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public const string 系统操作_追加保证金 = "系统操作-追加保证金";
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public const string 人工操作_其他 = "人工操作-其他";
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@@ -1,4 +1,4 @@
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using Qdp.Foundation.Utilities;
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using Qdp.Foundation.Utilities;
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using System.ComponentModel.DataAnnotations.Schema;
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using YLErp.DBModels;
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@@ -253,6 +253,12 @@ namespace YLErp.Models
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/// </summary>
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public double TotalCredit { get; set; }
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/// <summary>
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/// 原始授信额度（展示用：credit 表 Σ(OriginalCredit ?? Credit)，未经 MaxCreditUseRatio 折算；
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/// TotalCredit 仍是折算后值，供可用资金/追保公式使用）
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/// </summary>
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public double OriginalTotalCredit { get; set; }
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/// <summary>
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/// 用户可用的名义本金规模
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/// </summary>
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@@ -11,7 +11,7 @@ namespace YLErp.Modules.SwapModule
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[TestClass]
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public class FundTagCalcTest
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{
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private static LegAmount Leg(long id, double amount, bool preferCredit)
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private static LegAmount Leg(long id, decimal amount, bool preferCredit)
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=> new() { Leg = new swap_position { id = id }, Amount = amount, PreferCredit = preferCredit };
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// ================================================================
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@@ -273,7 +273,7 @@ namespace YLErp.Modules.SwapModule
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InterestPrincipalFix = fix,
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FundTag = preferCredit ? ConsFundTag.Credit : ConsFundTag.Cash
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},
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Amount = (double)fix,
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Amount = fix,
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PreferCredit = preferCredit
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};
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@@ -0,0 +1,225 @@
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using YLErp.DBModels;
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using YLErp.Modules.SwapModule.Margin;
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namespace YLErp.Modules.SwapModule
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{
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/// <summary>
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/// EOD 追保腿化改造测试（纯函数层：腿构造、资金来源分配、幂等识别、跨日水位）。
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/// 服务层（SettleAdditionalMargin 的 DB 写入编排）依赖真实库，无内存测试基建——
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/// 此处按服务内实际调用顺序组合 SwapAdditionalMarginCalc / ConsFundTag / FundTagCalc 纯函数验证等价语义：
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/// 增量>0 → BuildEodMarginLeg 建腿 → PreferCredit(腿标签, 交易级资金来源) 回退 → AllocateByLegPreference 分配
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/// （= ApplyMarginFundTags 内部分配），拆单守恒走 ApplySaveTimeSplit（与 SplitLeg 同口径倒挤）。
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/// </summary>
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[TestClass]
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public class SwapAdditionalMarginLegTest
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{
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private static readonly DateTime SettleDate = new(2026, 8, 27);
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private static trade NewTrade(string fundSource = ConsFundTag.Credit)
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=> new()
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{
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id = 2543,
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TradeNumber = "TRS2026-2543",
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StartDate = new DateTime(2026, 8, 20),
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ExerciseDate = new DateTime(2027, 8, 20),
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SettlementCurrency = "CNY",
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MarginFundSource = fundSource
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};
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/// <summary>
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/// 目标>累计 → 生成 1 条 mode6 追保腿：与手工追加预付金同形态
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/// （资金腿、IsInitial、收取方向、fix=增量两位 AwayFromZero 舍入、HappenDate=结算日、FundTag=NULL 回退、OptName 打标）。
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/// </summary>
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[TestMethod]
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public void AM_LEG_001_目标大于累计_生成追保腿()
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{
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var td = NewTrade();
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var target = SwapAdditionalMarginCalc.CalcTarget(2_808_000, 2_000_000);
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Assert.AreEqual(808_000, target, 1e-6);
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var leg = SwapAdditionalMarginService.BuildEodMarginLeg(td, target, SettleDate, optId: 0);
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Assert.AreEqual(2543, leg.SwapTradeId);
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Assert.AreEqual(0, leg.PositionType);
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Assert.AreEqual(0, leg.PosiDirection);
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Assert.IsTrue(leg.IsInitial);
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Assert.AreEqual((int)InterestModeEnum.追加预付金, leg.InterestMode);
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Assert.AreEqual((int)SwapDirectionEnum.收取, leg.InterestDirection);
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Assert.AreEqual(808_000m, leg.InterestPrincipalFix);
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Assert.AreEqual(SettleDate, leg.HappenDate);
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Assert.IsNull(leg.FundTag);
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Assert.AreEqual(SwapAdditionalMarginService.EodOptName, leg.OptName);
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Assert.AreEqual("EOD追保", SwapAdditionalMarginService.EodOptName);
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//两位 AwayFromZero 舍入
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var rounded = SwapAdditionalMarginService.BuildEodMarginLeg(td, 1000.005, SettleDate, optId: 0);
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Assert.AreEqual(1000.01m, rounded.InterestPrincipalFix);
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//币种：取交易结算币种；交易未设置时回退系统默认 CNY（与存量手工腿口径一致，2026-08-27 修复空币种）
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Assert.AreEqual("CNY", leg.Currency);
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td.SettlementCurrency = null;
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Assert.AreEqual(ConsGlobal.Currency.CNY,
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SwapAdditionalMarginService.BuildEodMarginLeg(td, 100, SettleDate, optId: 0).Currency);
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}
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/// <summary>
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/// 授信充足（腿未选 → 回退交易级 Credit）：整腿定稿授信占用，现金部分 0（不产生现金流水）。
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/// 占用 remark 必须带"追加保证金"前缀（累计口径与清理链路的硬性识别点）。
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/// </summary>
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[TestMethod]
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public void AM_LEG_002_授信充足_全额授信零现金流水()
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{
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var td = NewTrade(ConsFundTag.Credit);
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var leg = SwapAdditionalMarginService.BuildEodMarginLeg(td, 1000, SettleDate, optId: 0);
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Assert.IsTrue(ConsFundTag.PreferCredit(leg.FundTag, td.MarginFundSource));
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var plans = FundTagCalc.AllocateByLegPreference(
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new List<LegAmount> { new() { Leg = leg, Amount = 1000, PreferCredit = true } },
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creditAvailable: 5_000, ignoreMoneyCheck: false);
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Assert.AreEqual(1000, plans[0].CreditAmount);
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Assert.AreEqual(0, plans[0].CashAmount);
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Assert.IsFalse(plans[0].NeedSplit);
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//CashAmount==0 → ApplyMarginFundTags 不写现金流水；占用 remark 前缀断言
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Assert.IsTrue((ClientCreditInoutService.AdditionalMarginRemark + "占用")
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.StartsWith(ClientCreditInoutService.AdditionalMarginRemark));
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Assert.IsTrue((ClientCreditInoutService.AdditionalMarginRemark + "拆单授信部分")
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.StartsWith(ClientCreditInoutService.AdditionalMarginRemark));
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}
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/// <summary>
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/// 额度不足 → 跨界拆单：原腿保留授信部分标 Credit，克隆现金差额腿标 Cash，
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/// 两腿 fix 倒挤守恒（现金流水绑现金腿 id，Deal=现金腿id 由 ApplyMarginFundTags 保证）。
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/// </summary>
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[TestMethod]
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public void AM_LEG_003_额度不足_拆腿加现金流水()
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{
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var td = NewTrade(ConsFundTag.Credit);
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var leg = SwapAdditionalMarginService.BuildEodMarginLeg(td, 1000, SettleDate, optId: 0);
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var legs = new List<LegAmount> { new() { Leg = leg, Amount = 1000, PreferCredit = true } };
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var plans = FundTagCalc.AllocateByLegPreference(legs, creditAvailable: 300, ignoreMoneyCheck: false);
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Assert.IsTrue(plans[0].NeedSplit);
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Assert.AreEqual(300, plans[0].CreditAmount);
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Assert.AreEqual(700, plans[0].CashAmount);
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//ApplySaveTimeSplit 与 SplitLeg 同口径（原腿=授信部分、克隆现金腿倒挤守恒）
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var newLegs = FundTagCalc.ApplySaveTimeSplit(legs, plans);
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Assert.AreEqual(1, newLegs.Count);
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Assert.AreEqual(300m, leg.InterestPrincipalFix);
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Assert.AreEqual(ConsFundTag.Credit, leg.FundTag);
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var cashLeg = newLegs[0];
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Assert.AreEqual(700m, cashLeg.InterestPrincipalFix);
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Assert.AreEqual(ConsFundTag.Cash, cashLeg.FundTag);
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Assert.AreEqual(1000m, leg.InterestPrincipalFix + cashLeg.InterestPrincipalFix);
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//拆单两腿合计=增量，且现金腿为独立期初腿（流水 Deal 绑它）
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Assert.AreEqual(0, cashLeg.id);
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Assert.AreEqual(0, cashLeg.PositionId);
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Assert.IsTrue(cashLeg.IsInitial);
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}
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/// <summary>
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/// margin_fund_source=Cash：腿未选回退交易级现金 → 整腿定稿现金、全额现金流水、零授信占用。
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/// </summary>
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[TestMethod]
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public void AM_LEG_004_交易级现金来源_全额现金零占用()
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{
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var td = NewTrade(ConsFundTag.Cash);
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var leg = SwapAdditionalMarginService.BuildEodMarginLeg(td, 1000, SettleDate, optId: 0);
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Assert.IsFalse(ConsFundTag.PreferCredit(leg.FundTag, td.MarginFundSource));
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var plans = FundTagCalc.AllocateByLegPreference(
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new List<LegAmount> { new() { Leg = leg, Amount = 1000, PreferCredit = false } },
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creditAvailable: 5_000, ignoreMoneyCheck: false);
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Assert.AreEqual(0, plans[0].CreditAmount);
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Assert.AreEqual(1000, plans[0].CashAmount);
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Assert.IsFalse(plans[0].NeedSplit);
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}
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/// <summary>
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/// 增量≤0（追保回落/已补足）→ 不产生新腿：目标<已补足 与 目标=0 两种情形均跳过。
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/// </summary>
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[TestMethod]
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public void AM_LEG_005_增量非正_不产生新腿()
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{
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//已补足：目标 50，已补足 80 → 增量 -30 → 跳过
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var target = SwapAdditionalMarginCalc.CalcTarget(150, 100);
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var increment = Math.Round(target - 80, 2, MidpointRounding.AwayFromZero);
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Assert.IsTrue(increment <= 0);
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//追保回落到应付之下：目标 0 → 增量 ≤0 → 跳过（超付不返还，负缺口走可用资金公式）
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var fallen = SwapAdditionalMarginCalc.CalcTarget(50, 100);
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Assert.AreEqual(0, fallen, 1e-6);
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Assert.IsTrue(Math.Round(fallen - 80, 2, MidpointRounding.AwayFromZero) <= 0);
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}
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/// <summary>
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/// 幂等：EOD 腿识别（OptName 打标 + mode6 + 重跑窗口）——手工腿（OptName=操作员）与
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/// 窗口外更早历史腿不受影响；重跑时旧腿金额已计入已补足 → 增量 0 不翻倍。
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/// </summary>
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[TestMethod]
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public void AM_LEG_006_幂等识别与重跑不翻倍()
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{
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var td = NewTrade();
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var eodLeg = SwapAdditionalMarginService.BuildEodMarginLeg(td, 80, SettleDate, optId: 0);
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var manualLeg = new swap_position
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{
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InterestMode = (int)InterestModeEnum.追加预付金,
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OptName = "张三",
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HappenDate = SettleDate
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};
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var initLeg = new swap_position
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{
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InterestMode = (int)InterestModeEnum.初始预付金,
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OptName = SwapAdditionalMarginService.EodOptName,
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HappenDate = SettleDate
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};
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var earlierEodLeg = SwapAdditionalMarginService.BuildEodMarginLeg(td, 50, SettleDate.AddDays(-2), optId: 0);
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Assert.IsTrue(SwapAdditionalMarginService.IsEodMarginLeg(eodLeg, SettleDate));
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Assert.IsFalse(SwapAdditionalMarginService.IsEodMarginLeg(manualLeg, SettleDate));
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Assert.IsFalse(SwapAdditionalMarginService.IsEodMarginLeg(initLeg, SettleDate));
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//重跑窗口起点防误删更早历史日已归属腿
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Assert.IsFalse(SwapAdditionalMarginService.IsEodMarginLeg(earlierEodLeg, SettleDate));
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Assert.IsTrue(SwapAdditionalMarginService.IsEodMarginLeg(earlierEodLeg, SettleDate.AddDays(-2)));
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//重跑：旧腿簿记已计入已补足（现金 30 + 授信 50 = 80）→ 目标不变、增量 0
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var target = SwapAdditionalMarginCalc.CalcTarget(180, 100);
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var rerunIncrement = Math.Round(target - 30 - 50, 2, MidpointRounding.AwayFromZero);
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Assert.AreEqual(0, rerunIncrement, 1e-6);
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}
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/// <summary>
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/// 跨日序列（映射交易2538实例）：首日补足水位后，维保回落不返还、回升只补差额，累计已补足不越目标水位。
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/// </summary>
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[TestMethod]
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public void AM_LEG_007_跨日序列_不越水位()
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{
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const double payableNet = 2_000_000; //初始预付金全走授信（占用净额）
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var fundedLegs = new List<double>();
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//D1 维持 2,808,000 → 目标 808,000 → 腿1
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var day1Target = SwapAdditionalMarginCalc.CalcTarget(2_808_000, payableNet);
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var day1Increment = Math.Round(day1Target - fundedLegs.Sum(), 2, MidpointRounding.AwayFromZero);
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Assert.AreEqual(808_000, day1Increment, 1e-6);
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fundedLegs.Add(day1Increment);
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//D2 维保回落至 2,500,000 → 目标 500,000 < 已补足 → 无新腿（不返还）
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var day2Target = SwapAdditionalMarginCalc.CalcTarget(2_500_000, payableNet);
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var day2Increment = Math.Round(day2Target - fundedLegs.Sum(), 2, MidpointRounding.AwayFromZero);
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Assert.IsTrue(day2Increment <= 0);
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|
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//D3 维保回升至 3,000,000 → 目标 1,000,000 − 已补足 808,000 = 增量 192,000 → 腿2
|
||||
var day3Target = SwapAdditionalMarginCalc.CalcTarget(3_000_000, payableNet);
|
||||
var day3Increment = Math.Round(day3Target - fundedLegs.Sum(), 2, MidpointRounding.AwayFromZero);
|
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Assert.AreEqual(192_000, day3Increment, 1e-6);
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fundedLegs.Add(day3Increment);
|
||||
|
||||
//D3 重跑：已补足=目标 → 增量 0，总量恒等不越水位
|
||||
var day3Rerun = Math.Round(day3Target - fundedLegs.Sum(), 2, MidpointRounding.AwayFromZero);
|
||||
Assert.AreEqual(0, day3Rerun, 1e-6);
|
||||
Assert.AreEqual(day3Target, fundedLegs.Sum(), 1e-6);
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -110,7 +110,7 @@ namespace YLErp.Modules.SwapModule
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// 合约维度追保金额（需求原文 现金+授信−已使用 的应追加方向取值）：账户透支为正=应补足，盈余为负。
|
||||
/// 合约维度追保金额（Max((现金+授信−已使用)×−1, 0)）：账户透支为正=应补足，盈余截断为 0。
|
||||
/// </summary>
|
||||
[TestMethod]
|
||||
public void SB_013_合约维度追保金额_透支为正()
|
||||
@@ -121,10 +121,10 @@ namespace YLErp.Modules.SwapModule
|
||||
}
|
||||
|
||||
[TestMethod]
|
||||
public void SB_014_合约维度追保金额_盈余为负()
|
||||
public void SB_014_合约维度追保金额_盈余截断为0()
|
||||
{
|
||||
//现金50 + 授信100 − 已使用20 = 130 → 追保 = −130（盈余可返还方向）
|
||||
Assert.AreEqual(-130, SwapSpanBalanceCalc.CalcContractDimensionCallMargin(
|
||||
//现金50 + 授信100 − 已使用20 = 130 → 盈余，Max(...,0) 截断 → 追保 = 0
|
||||
Assert.AreEqual(0, SwapSpanBalanceCalc.CalcContractDimensionCallMargin(
|
||||
cashBalance: 50, totalCredit: 100, usedCredit: 20), 1e-6);
|
||||
}
|
||||
}
|
||||
|
||||
@@ -1,5 +1,6 @@
|
||||
using YLErp.DBModels;
|
||||
using YLErp.Modules.DataProviderModule;
|
||||
using YLErp.QdpModule;
|
||||
|
||||
namespace YLErp.Modules.SwapModule
|
||||
{
|
||||
@@ -40,17 +41,22 @@ namespace YLErp.Modules.SwapModule
|
||||
public void SP_002_ETF收盘价源_可取()
|
||||
{
|
||||
using var db = DbContextFactory.GetYLDbContext();
|
||||
var latest = db.eod_stock_price
|
||||
.Where(x => x.ClosePrice > 0)
|
||||
.OrderByDescending(x => x.ValueDate)
|
||||
.Select(x => new { x.ValueDate, x.UnderlyingCode })
|
||||
.FirstOrDefault();
|
||||
//join underlying_manager：取数链路 InnerGetEodPrice 从标的表出发 join 价格表，
|
||||
//价格表里未登记为标的的代码（同步进来的非管理标的）取数必返回 null，冒烟样本须限定在已登记标的上
|
||||
var latest = (from ep in db.eod_stock_price
|
||||
where ep.ClosePrice > 0
|
||||
join um in db.underlying_manager on ep.UnderlyingCode equals um.UnderlyingCode
|
||||
orderby ep.ValueDate descending
|
||||
select new { ep.ValueDate, ep.UnderlyingCode }).FirstOrDefault();
|
||||
if (latest == null)
|
||||
{
|
||||
Assert.Inconclusive("dev 库无股票/ETF日终价格数据，跳过");
|
||||
}
|
||||
|
||||
Assert.IsTrue(EodPriceQueryService.TryGetEodPrice(latest.ValueDate, latest.UnderlyingCode, out var price));
|
||||
//价格表可能混有非交易日/未来日期的脏行（如 2026-08-30 周日），而取数链路会按交易日历调整日期
|
||||
//（非国君环境向后滚到下一交易日，脏行日期之后无数据 → 取不到）；查询日期回退到最近交易日再验
|
||||
var queryDate = QdpCalendarHelper.GetNonHolidayDefore(latest.ValueDate.Date);
|
||||
Assert.IsTrue(EodPriceQueryService.TryGetEodPrice(queryDate, latest.UnderlyingCode, out var price));
|
||||
Assert.IsTrue(price.GetPrice(SettlementTypeEnum.ClosePrice) > 0);
|
||||
}
|
||||
}
|
||||
|
||||
@@ -141,10 +141,10 @@ namespace YLErp.Modules.SwapModule
|
||||
return ReleaseMarginByFundTagResult
|
||||
?? new UnwindTagSplit
|
||||
{
|
||||
CashMargin = Convert.ToDouble(marginAmount),
|
||||
CashRebate = Convert.ToDouble(marginLegs.Any()
|
||||
CashMargin = marginAmount,
|
||||
CashRebate = marginLegs.Any()
|
||||
? marginLegs.Sum(x => x.InterestClosePnL)
|
||||
: marginRebate)
|
||||
: marginRebate
|
||||
};
|
||||
}
|
||||
|
||||
|
||||
@@ -1,4 +1,4 @@
|
||||
using BaseOUDAL;
|
||||
using BaseOUDAL;
|
||||
using DocumentFormat.OpenXml.Bibliography;
|
||||
using DocumentFormat.OpenXml.Spreadsheet;
|
||||
using MathNet.Numerics;
|
||||
@@ -303,6 +303,16 @@ namespace YLErp.BLL.EodSettlement
|
||||
var usedCreditDic = ClientCreditInoutService.GetUsedCreditByClients(clientIdS, db);
|
||||
var swapInitMarginDic = SwapSpanBalanceQueryService.GetSwapInitMarginByClients(clientIdS, lastDate, db);
|
||||
var swapAdditionalDic = SwapSpanBalanceQueryService.GetTradeAdditionalMarginByClients(clientIdS, lastDate, db);
|
||||
//原始授信额度（展示用）：与 EOD 写入 clientbalancedaily.Credit 同批过滤条件（EodClientBalanceCalc :68），
|
||||
//取 Σ(OriginalCredit ?? Credit) 不经比例折算；TotalCredit 仍为折算后值供公式使用
|
||||
var originalCreditDic = db.credit.AsNoTracking()
|
||||
.Where(t => t.ClientId != null && clientIdS.Contains(t.ClientId.Value)
|
||||
&& t.ProcessStatus == "已审批"
|
||||
&& (!t.CreditDeadLine.HasValue || t.CreditDeadLine >= lastDate)
|
||||
&& (!t.CreditStartDate.HasValue || t.CreditStartDate <= lastDate))
|
||||
.GroupBy(t => t.ClientId.Value)
|
||||
.Select(g => new { ClientId = g.Key, Sum = g.Sum(t => (t.OriginalCredit ?? t.Credit) ?? 0d) })
|
||||
.ToDictionary(x => x.ClientId, x => x.Sum);
|
||||
|
||||
foreach (var data in endDatas)
|
||||
{
|
||||
@@ -319,6 +329,7 @@ namespace YLErp.BLL.EodSettlement
|
||||
|
||||
|
||||
balance.TotalCredit = data.TotalCredit;
|
||||
balance.OriginalTotalCredit = originalCreditDic.TryGetValue(data.ClientId, out var originalCredit) ? originalCredit : 0;
|
||||
balance.PayableMargin = data.PayableMargin;
|
||||
balance.GuaranteesTotalAmount = data.GuaranteesTotalAmount;
|
||||
balance.FrozenMarginMoney = data.FrozenMarginMoney;
|
||||
@@ -392,7 +403,7 @@ namespace YLErp.BLL.EodSettlement
|
||||
}
|
||||
// 是否追保/追保金额（阶段四 §4.2 按维度分流，允许负值=双向，不以 0 截断）：
|
||||
// 客户维度（==1）= (维持−初始) − (现金+授信−已使用)，负=可返还；
|
||||
// 合约维度（==0）= −(现金+授信−已使用)（需求原文公式的应追加方向取值，开放问题2，两值均有产出）；
|
||||
// 合约维度（==0）= Max(−(现金+授信−已使用), 0)（需求原文公式，盈余截断为 0）；
|
||||
// 未配置（NULL 存量）维持旧口径：盯市低于维持时 = 初始保证金金额−盯市金额，否则 0
|
||||
if (client?.MarginWatchRule == 1)
|
||||
{
|
||||
@@ -671,6 +682,7 @@ namespace YLErp.BLL.EodSettlement
|
||||
DicTotal.AvailableAmount += dc.Value.AvailableAmount;
|
||||
DicTotal.TotalMarginTotal += dc.Value.TotalMargin;
|
||||
DicTotal.TotalCredit += dc.Value.TotalCredit;
|
||||
DicTotal.OriginalTotalCredit += dc.Value.OriginalTotalCredit;
|
||||
DicTotal.WinLoss += dc.Value.WinLoss;
|
||||
DicTotal.TdWinLoss += dc.Value.TdWinLoss;
|
||||
DicTotal.PositionPremiumNetCash += dc.Value.PositionPremiumNetCash;
|
||||
|
||||
@@ -1,4 +1,4 @@
|
||||
using BaseOUDAL;
|
||||
using BaseOUDAL;
|
||||
using Confluent.Kafka;
|
||||
using DocumentFormat.OpenXml.Drawing.Charts;
|
||||
using DocumentFormat.OpenXml.Office2010.Excel;
|
||||
@@ -300,9 +300,9 @@ namespace YLErp.BLL.Eod
|
||||
{
|
||||
item.AvailableAmount = item.MarginBalance - item.FrozenMarginMoney;
|
||||
}
|
||||
// 是否追保/追保金额（阶段四 §4.2 按维度分流，与 ClientBalanceUtility 报告口径一致）：
|
||||
// 是否追保/追保金额（按维度分流，与 ClientBalanceUtility 报告口径一致）：
|
||||
// 客户维度（==1）双向追保 = (维持−初始) − (现金+授信−已使用)，允许负值（负=可返还）；
|
||||
// 合约维度（==0）= −(现金+授信−已使用)；NULL 存量维持旧口径
|
||||
// 合约维度（==0）= Max(−(现金+授信−已使用), 0)，盈余截断为 0；NULL 存量维持旧口径
|
||||
if (ruleClient?.MarginWatchRule == 1)
|
||||
{
|
||||
item.MarginByPayableMarginTotal = SwapSpanBalanceCalc.CalcClientDimensionCallMargin(
|
||||
|
||||
@@ -1,5 +1,6 @@
|
||||
using YLErp.BLL;
|
||||
using YLErp.DBModels;
|
||||
using YLErp.Modules.SwapModule.Margin;
|
||||
|
||||
namespace YLErp.Modules.SwapModule
|
||||
{
|
||||
@@ -114,6 +115,8 @@ namespace YLErp.Modules.SwapModule
|
||||
/// 重新确认/重补时按最新标签重写，避免占用悬挂。
|
||||
/// keepAdditionalMargin=true 时保留追加保证金部分（阶段四落地）：重确认自愈/修改清除只重写 应付预付金 相关占用，
|
||||
/// 追加部分由 EOD 幂等维护（该两处不删除追加资金记录，授信占用须同步保留，否则已使用授信被低估）；
|
||||
/// 保护条件 = remark 前缀识别 或 绑定的 position_id 属于本交易现存 EOD 追保腿集合（腿化改造后 EOD 占用挂腿，
|
||||
/// 删除范围跟腿走：腿还在则占用保留，腿消失由 EOD 幂等清理连带删除）；
|
||||
/// 删除交易（资金记录全删）传 false 全清。
|
||||
/// </summary>
|
||||
public void RemoveByTrade(int tradeId, bool keepAdditionalMargin = false)
|
||||
@@ -121,7 +124,15 @@ namespace YLErp.Modules.SwapModule
|
||||
var records = DbContext.client_credit_inout.Where(x => x.trade_id == tradeId).ToList();
|
||||
if (keepAdditionalMargin)
|
||||
{
|
||||
records = records.Where(x => !IsAdditionalMarginRecord(x)).ToList();
|
||||
var eodLegIds = DbContext.swap_position
|
||||
.Where(x => x.SwapTradeId == tradeId && x.IsInitial
|
||||
&& x.InterestMode == (int)InterestModeEnum.追加预付金
|
||||
&& x.OptName == SwapAdditionalMarginService.EodOptName)
|
||||
.Select(x => x.id)
|
||||
.ToList();
|
||||
records = records.Where(x => !IsAdditionalMarginRecord(x)
|
||||
&& !(x.position_id != null && eodLegIds.Contains(x.position_id.Value)))
|
||||
.ToList();
|
||||
}
|
||||
DbContext.client_credit_inout.RemoveRange(records);
|
||||
}
|
||||
|
||||
@@ -16,14 +16,14 @@ public static class FundTagCalc
|
||||
/// 客户净收取（负金额）的腿不参与授信分配。
|
||||
/// legs 需按预期占用顺序传入（HappenDate、id）。
|
||||
/// </summary>
|
||||
public static List<LegFundPlan> AllocateByLegPreference(List<LegAmount> legs, double creditAvailable, bool ignoreMoneyCheck)
|
||||
public static List<LegFundPlan> AllocateByLegPreference(List<LegAmount> legs, decimal creditAvailable, bool ignoreMoneyCheck)
|
||||
{
|
||||
var plans = new List<LegFundPlan>();
|
||||
var remaining = Math.Round(Math.Max(creditAvailable, 0), 2, MidpointRounding.AwayFromZero);
|
||||
var remaining = Math.Round(Math.Max(creditAvailable, 0m), 2, MidpointRounding.AwayFromZero);
|
||||
foreach (var leg in legs)
|
||||
{
|
||||
var amount = Math.Round(leg.Amount, 2, MidpointRounding.AwayFromZero);
|
||||
var credit = 0.0;
|
||||
var credit = 0m;
|
||||
if (!ignoreMoneyCheck && leg.PreferCredit && amount > 0)
|
||||
{
|
||||
credit = Math.Min(amount, remaining);
|
||||
@@ -64,7 +64,7 @@ public static class FundTagCalc
|
||||
//应付额 = fix × (dir==1 ? 1 : -1)，反推 fix 用同一比例（±1 自反）
|
||||
var payableRatio = position.InterestDirection == 1 ? 1 : -1;
|
||||
var originalFix = position.InterestPrincipalFix;
|
||||
position.InterestPrincipalFix = Math.Round(Convert.ToDecimal(plan.CreditAmount) * payableRatio, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
|
||||
position.InterestPrincipalFix = Math.Round(plan.CreditAmount * payableRatio, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
|
||||
position.FundTag = ConsFundTag.Credit;
|
||||
var cashLeg = position.Clone();
|
||||
cashLeg.id = 0;
|
||||
@@ -93,8 +93,8 @@ public static class FundTagCalc
|
||||
var result = new UnwindTagSplit();
|
||||
foreach (var s in settlements)
|
||||
{
|
||||
var margin = Convert.ToDouble(s.MarginAmount);
|
||||
var rebate = Convert.ToDouble(s.RebateAmount);
|
||||
var margin = s.MarginAmount;
|
||||
var rebate = s.RebateAmount;
|
||||
if (s.Tag == ConsFundTag.Credit)
|
||||
{
|
||||
result.CreditMargin += margin;
|
||||
@@ -128,7 +128,7 @@ public static class FundTagCalc
|
||||
public class LegAmount
|
||||
{
|
||||
public swap_position Leg { get; set; }
|
||||
public double Amount { get; set; }
|
||||
public decimal Amount { get; set; }
|
||||
/// <summary>腿上是否选了授信（swap_position.fund_tag=='Credit'）</summary>
|
||||
public bool PreferCredit { get; set; }
|
||||
}
|
||||
@@ -140,11 +140,11 @@ public class LegFundPlan
|
||||
{
|
||||
public swap_position Leg { get; set; }
|
||||
/// <summary>腿原簿记金额</summary>
|
||||
public double Amount { get; set; }
|
||||
public decimal Amount { get; set; }
|
||||
/// <summary>授信部分金额</summary>
|
||||
public double CreditAmount { get; set; }
|
||||
public decimal CreditAmount { get; set; }
|
||||
/// <summary>现金部分金额</summary>
|
||||
public double CashAmount { get; set; }
|
||||
public decimal CashAmount { get; set; }
|
||||
/// <summary>拆单时新拆出的现金腿（授信不足的差额；占用记录绑原腿、现金流水绑它）</summary>
|
||||
public swap_position CashLeg { get; set; }
|
||||
public bool NeedSplit => CreditAmount > 0 && CashAmount > 0;
|
||||
@@ -198,7 +198,7 @@ public static class MarginSettlementBuilder
|
||||
public class TagRelease
|
||||
{
|
||||
public long PositionId { get; set; }
|
||||
public double Amount { get; set; }
|
||||
public decimal Amount { get; set; }
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
@@ -207,13 +207,13 @@ public class TagRelease
|
||||
public class UnwindTagSplit
|
||||
{
|
||||
/// <summary>现金部分返还本金（产生 应付预付金 资金流水）</summary>
|
||||
public double CashMargin { get; set; }
|
||||
public decimal CashMargin { get; set; }
|
||||
/// <summary>授信部分返还本金（写授信出入表"释放"，不产生资金流水）</summary>
|
||||
public double CreditMargin { get; set; }
|
||||
public decimal CreditMargin { get; set; }
|
||||
/// <summary>现金部分预付金返息（产生 预付金返息 资金流水）</summary>
|
||||
public double CashRebate { get; set; }
|
||||
public decimal CashRebate { get; set; }
|
||||
/// <summary>授信部分预付金返息（授信不进资金，不产生资金流水）</summary>
|
||||
public double CreditRebate { get; set; }
|
||||
public decimal CreditRebate { get; set; }
|
||||
/// <summary>按腿的授信释放明细（position_id 匹配原占用记录）</summary>
|
||||
public List<TagRelease> Releases { get; set; } = new List<TagRelease>();
|
||||
}
|
||||
|
||||
@@ -7,17 +7,29 @@ using YLErp.Modules.TradeModule;
|
||||
namespace YLErp.Modules.SwapModule.Margin
|
||||
{
|
||||
/// <summary>
|
||||
/// R3 阶段四 §4.1：合约维度（MarginWatchRule==0）规则15 交易日终结算产生"追加保证金"资金记录。
|
||||
/// R3 阶段四 §4.1：合约维度（MarginWatchRule==0）规则15 交易日终结算产生"追加保证金"。
|
||||
/// 交易维度追加保证金 = 维持保证金（阶段三引擎 trade_span 产出）− 已缴保证金净额
|
||||
/// （应付预付金现金净收额 + 初始授信占用净额 + 追加保证金现金累计 + 追加授信占用累计——
|
||||
/// （应付预付金现金净收额 + 初始授信占用净额——
|
||||
/// 2026-08-27 修正：授信垫付的初始预付金不产生应付预付金流水，此前未计入已缴导致每个结算日按维持全额重复开追加）；
|
||||
/// 现金部分为逐结算日增量记录（BUG-03 修正：每结算日一条、Money=−increment，键 TradeId+Action+Deal+HappenDate 幂等），
|
||||
/// 需求上升只增不减；授信优先（阶段二规则）：授信部分只写授信出入表（remark 前缀=追加保证金，position_id 空、冗余 trade_id）。
|
||||
/// 由 EOD 在客户资金计算之前调用：当日新记录计入当日出入金窗口并翻"已结算"，重跑时 目标/已补足 不变 → 新增为 0 不重复写。
|
||||
/// 需求上升只增不减、回落不返还。
|
||||
/// 腿化改造（2026-08-27）：增量>0 时生成一条与手工追加预付金同形态的交易腿（InterestMode=追加预付金、
|
||||
/// OptName="EOD追保" 打标），并复用手工确认链路的 SwapFundTagService.ApplyMarginFundTags 完成授信/现金簿记
|
||||
/// （资金来源走腿 fund_tag→交易级 margin_fund_source 回退链；授信部分写授信出入表占用绑腿、不产生流水；
|
||||
/// 现金部分出 Action=系统操作-追加保证金 流水、Deal=现金腿 id——Action 与手工腿簿记的"应付预付金"区隔，
|
||||
/// 保住 EQD-6952 资金通知书聚合口径）；平仓返还（ReleaseMarginByTag）与交易回退清理由既有链路自动获得。
|
||||
/// 幂等：重跑先清（本结算日起 EOD 旧追保腿及其簿记）后建；eod_swap_position 当日行显式补写（方案A——
|
||||
/// 腿生成晚于当日 SwapPositionCompose，快照须补齐，见 SwapEodPositionService.SaveEodAdditionalMarginPosition）。
|
||||
/// 由 EOD 在客户资金计算之前调用：当日新记录计入当日出入金窗口并翻"已结算"。
|
||||
/// 客户维度（MarginWatchRule=1/NULL）不产生资金记录（§0 占用口径），不在本服务范围。
|
||||
/// </summary>
|
||||
public class SwapAdditionalMarginService : YLBaseService
|
||||
{
|
||||
/// <summary>
|
||||
/// EOD 追保腿打标（OptName）：与手工追加预付金腿（OptName=操作员实名）区分，
|
||||
/// 幂等清理、RemoveByTrade 保护与时间轴回退清理均以此识别。拆单现金腿落库时被打服务身份，簿记后回打本标识。
|
||||
/// </summary>
|
||||
public const string EodOptName = "EOD追保";
|
||||
|
||||
public SwapAdditionalMarginService(OptUserInfo userInfo) : base(userInfo)
|
||||
{
|
||||
}
|
||||
@@ -26,6 +38,45 @@ namespace YLErp.Modules.SwapModule.Margin
|
||||
{
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// EOD 追保腿识别（InterestMode=追加预付金 + OptName 打标）；
|
||||
/// happenDateFrom 限定重跑/回退窗口起点，防误删更早历史日已归属腿。
|
||||
/// </summary>
|
||||
public static bool IsEodMarginLeg(swap_position leg, DateTime? happenDateFrom = null)
|
||||
{
|
||||
return leg != null
|
||||
&& leg.InterestMode == (int)InterestModeEnum.追加预付金
|
||||
&& leg.OptName == EodOptName
|
||||
&& (happenDateFrom == null || leg.HappenDate >= happenDateFrom);
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// 构造 EOD 追保腿（纯函数，便于单测；落库与 PosiNumber 回填由调用方完成）：
|
||||
/// 与手工追加预付金腿同形态（PositionType=0 资金腿、PosiDirection=0、IsInitial、InterestMode=追加预付金、
|
||||
/// 收取方向、fix=增量两位舍入），FundTag=null 回退交易级资金来源，OptName 打标 EOD 追保。
|
||||
/// </summary>
|
||||
public static swap_position BuildEodMarginLeg(trade td, double increment, DateTime settleDate, int optId)
|
||||
{
|
||||
return new swap_position
|
||||
{
|
||||
SwapTradeId = td.id,
|
||||
PositionType = 0,
|
||||
PosiDirection = 0,
|
||||
IsInitial = true,
|
||||
InterestMode = (int)InterestModeEnum.追加预付金,
|
||||
InterestDirection = (int)SwapDirectionEnum.收取,
|
||||
InterestPrincipalFix = Math.Round(Convert.ToDecimal(increment), 2, MidpointRounding.AwayFromZero),
|
||||
HappenDate = settleDate,
|
||||
PosiStartDate = td.StartDate ?? settleDate,
|
||||
PosiMatuirityDate = td.ExerciseDate,
|
||||
Currency = td.SettlementCurrency ?? ConsGlobal.Currency.CNY,
|
||||
FundTag = null,
|
||||
OptId = optId,
|
||||
OptName = EodOptName,
|
||||
OptTime = DateTime.Now
|
||||
};
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// 结算日逐客户逐交易产生追加保证金（clientFilter 为部分结算的客户过滤，与 EOD 请求一致）。
|
||||
/// </summary>
|
||||
@@ -89,13 +140,13 @@ namespace YLErp.Modules.SwapModule.Margin
|
||||
.Select(g => new { TradeId = g.Key ?? 0, Sum = -g.Sum(x => x.Money ?? 0d) })
|
||||
.ToDictionary(x => x.TradeId, x => x.Sum);
|
||||
|
||||
//追加保证金资金记录累计值（逐日增量记录求和即累计，BUG-03；Deal=0 交易级，口径与 EOD canonical 一致：非作废+已确认/已结算）
|
||||
//追加保证金资金记录累计值（逐日增量记录求和即累计，BUG-03；口径与 EOD canonical 一致：非作废+已确认/已结算。
|
||||
//腿化改造后现金流水 Deal=现金腿 id（原 Deal==0 条件去除）：该 Action 只有 EOD 会写，手工链路写应付预付金，语义天然隔离）
|
||||
var addRecordByTrade = DbContext.ClientCashInCashOut.AsNoTracking()
|
||||
.Where(x => x.TradeId != null && tradeIds.Contains(x.TradeId ?? 0)
|
||||
&& x.Action == ClientCashInCashOut.系统操作_追加保证金
|
||||
&& x.ValidState != ConsGlobal.InValid
|
||||
&& (x.State == ClientCashInCashOut.已确认 || x.State == ClientCashInCashOut.已结算)
|
||||
&& x.Deal == 0
|
||||
&& x.Money != null)
|
||||
.GroupBy(x => x.TradeId)
|
||||
.Select(g => new { TradeId = g.Key ?? 0, Funded = -g.Sum(x => x.Money ?? 0d) })
|
||||
@@ -121,9 +172,8 @@ namespace YLErp.Modules.SwapModule.Margin
|
||||
|
||||
var fundTagService = new SwapFundTagService(this);
|
||||
var cashService = new ClientCashInCashOutService(this);
|
||||
var creditService = new ClientCreditInoutService(this);
|
||||
//客户剩余可用授信逐笔扣减缓存（同一次结算内多笔追加按顺序消耗额度，与阶段二逐腿分配同语义）
|
||||
var creditRemaining = new Dictionary<int, double>();
|
||||
var eodPositionService = new SwapEodPositionService(this);
|
||||
var flowEventService = new SwapFlowEventService(this);
|
||||
|
||||
foreach (var clientGroup in trades.GroupBy(t => t.ClientId).OrderBy(g => g.Key))
|
||||
{
|
||||
@@ -151,28 +201,97 @@ namespace YLErp.Modules.SwapModule.Margin
|
||||
continue;
|
||||
}
|
||||
|
||||
if (!creditRemaining.TryGetValue(td.ClientId, out var remain))
|
||||
//幂等清理：先删本结算日起 EOD 旧追保腿及其簿记（腿/流水/占用/快照同生共死），再按最新增量重建；
|
||||
//手工追加预付金腿（OptName≠EOD追保）不受影响
|
||||
CleanupEodMarginLegs(td, settleDate);
|
||||
|
||||
//建腿：与手工追加预付金同形态，FundTag=null 回退交易级资金来源
|
||||
var legIdsBefore = DbContext.swap_position.Where(x => x.SwapTradeId == td.id).Select(x => x.id).ToList();
|
||||
var leg = BuildEodMarginLeg(td, increment, settleDate, UserId);
|
||||
DbContext.swap_position.Add(leg);
|
||||
DbContext.SaveChanges();
|
||||
leg.PosiNumber = $"{td.TradeNumber}-{leg.id}";
|
||||
|
||||
//簿记：复用手工确认链路的标签分配（额度内授信占账、跨界拆单、现金出流水），
|
||||
//Action 独立为 追加保证金（EQD-6952 口径）、占用 remark 带"追加保证金"前缀（累计/清理链路硬性识别点）；
|
||||
//resetExistingBookings=false——本交易初始预付金占用不在此重写（EOD 只簿记本次新腿，旧追保簿记上方已清）
|
||||
fundTagService.ApplyMarginFundTags(td, new List<swap_position> { leg }, cashService, ignoreMoneyCheck: false,
|
||||
cashAction: ClientCashInCashOut.系统操作_追加保证金,
|
||||
occupyRemark: ClientCreditInoutService.AdditionalMarginRemark + "占用",
|
||||
splitOccupyRemark: ClientCreditInoutService.AdditionalMarginRemark + "拆单授信部分",
|
||||
bookingDate: settleDate,
|
||||
resetExistingBookings: false);
|
||||
|
||||
//本次新腿 = 追保腿 + 可能的拆单现金腿（SplitLeg 落库时打了服务身份 OptName，回打 EOD 标识保证幂等清理覆盖完整）
|
||||
var newLegs = DbContext.swap_position.Where(x => x.SwapTradeId == td.id && x.IsInitial
|
||||
&& x.InterestMode == (int)InterestModeEnum.追加预付金 && !legIdsBefore.Contains(x.id))
|
||||
.ToList();
|
||||
newLegs.ForEach(x => x.OptName = EodOptName);
|
||||
DbContext.SaveChanges();
|
||||
|
||||
//实时持仓克隆 + 开仓事件（参照 TradeConfirmService 簿记后动作，但只针对本次新腿——
|
||||
//整交易 InitialPosition 会把浮动腿实时持仓重置回开仓态、AddPositionEvent 会为全部腿重复建开仓事件，EOD 场景不可用）；
|
||||
//克隆继承定稿标签，供平仓返还分流与后续快照链使用
|
||||
foreach (var newLeg in newLegs)
|
||||
{
|
||||
remain = fundTagService.GetAvailableCredit(td.ClientId, settleDate);
|
||||
creditRemaining[td.ClientId] = remain;
|
||||
var clone = newLeg.Clone();
|
||||
clone.id = 0;
|
||||
clone.PositionId = newLeg.id;
|
||||
clone.IsInitial = false;
|
||||
DbContext.swap_position.Add(clone);
|
||||
}
|
||||
var (creditPart, cashPart) = SwapAdditionalMarginCalc.Allocate(increment, remain);
|
||||
if (creditPart > 0)
|
||||
DbContext.SaveChanges();
|
||||
flowEventService.InitEvent(newLegs, td, EodOptName);
|
||||
DbContext.SaveChanges();
|
||||
|
||||
//方案A：腿生成晚于当日 SwapPositionCompose（当日 trade_span 结算后才可算增量），显式补写当日 eod_swap_position 行，
|
||||
//使当日报表明细（PostionMarginGain 等）不漏计；下一结算日快照由 Compose 先清后建正常接管
|
||||
foreach (var newLeg in newLegs)
|
||||
{
|
||||
//授信部分不产生资金流水，只写授信出入表占用（占用记正数，BUG-01 修正口径）
|
||||
creditService.Occupy(td.ClientId, null, td.id, creditPart, settleDate,
|
||||
ClientCreditInoutService.AdditionalMarginRemark + "占用");
|
||||
creditRemaining[td.ClientId] = Math.Round(remain - creditPart, 2, MidpointRounding.AwayFromZero);
|
||||
eodPositionService.SaveEodAdditionalMarginPosition(td, newLeg, settleDate);
|
||||
}
|
||||
if (cashPart > 0)
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// 幂等清理：删除本交易 本结算日起 EOD 生成的旧追保腿（含其实时克隆）及其簿记——
|
||||
/// 现金流水（Action=追加保证金，Deal=腿id，按现行 DeleteTradeCashInCashOut 习惯硬删）、
|
||||
/// 授信占用（position_id=腿id）、开仓事件、方案A 补写的当日及以后 eod_swap_position 行。
|
||||
/// </summary>
|
||||
private void CleanupEodMarginLegs(trade td, DateTime settleDate)
|
||||
{
|
||||
//现金部分按结算日逐笔增量记录（BUG-03 修正：每结算日一条、Money=−increment、键含日期幂等），
|
||||
//避免单条累计值覆盖 + HappenDate 前移使 EOD 差分窗口跨日全额重复计入；负数=客户应付追加
|
||||
cashService.SaveSwapTradeClientCash(td, -cashPart, settleDate, 0,
|
||||
ClientCashInCashOut.系统操作_追加保证金, matchDate: true);
|
||||
}
|
||||
}
|
||||
var oldLegs = DbContext.swap_position.Where(x => x.SwapTradeId == td.id
|
||||
&& x.InterestMode == (int)InterestModeEnum.追加预付金
|
||||
&& x.OptName == EodOptName
|
||||
&& x.HappenDate >= settleDate)
|
||||
.ToList();
|
||||
if (oldLegs.Count == 0)
|
||||
{
|
||||
return;
|
||||
}
|
||||
var oldLegIds = oldLegs.Select(x => x.id).ToList();
|
||||
//簿记（流水 Deal/占用 position_id/快照 PositionId/事件 PositionId）均绑期初腿（拆单现金腿也是 IsInitial 的独立腿）
|
||||
var oldInitialIds = oldLegs.Where(x => x.IsInitial).Select(x => x.id).ToList();
|
||||
var oldCashRecords = DbContext.ClientCashInCashOut.Where(x => x.TradeId == td.id
|
||||
&& x.Action == ClientCashInCashOut.系统操作_追加保证金
|
||||
&& oldInitialIds.Contains(x.Deal))
|
||||
.ToList();
|
||||
DbContext.ClientCashInCashOut.RemoveRange(oldCashRecords);
|
||||
var oldCreditRecords = DbContext.client_credit_inout.Where(x => x.trade_id == td.id
|
||||
&& x.position_id != null && oldInitialIds.Contains(x.position_id.Value))
|
||||
.ToList();
|
||||
DbContext.client_credit_inout.RemoveRange(oldCreditRecords);
|
||||
var oldEvents = DbContext.swap_flow_event.Where(x => x.SwapTradeId == td.id
|
||||
&& x.EventType == (int)SwapFlowEventTypeEnum.开仓 && oldInitialIds.Contains(x.PositionId))
|
||||
.ToList();
|
||||
DbContext.swap_flow_event.RemoveRange(oldEvents);
|
||||
var oldEodRows = DbContext.eod_swap_position.Where(x => x.SwapTradeId == td.id
|
||||
&& x.ValueDate >= settleDate && oldInitialIds.Contains(x.PositionId))
|
||||
.ToList();
|
||||
DbContext.eod_swap_position.RemoveRange(oldEodRows);
|
||||
DbContext.swap_position.RemoveRange(oldLegs);
|
||||
DbContext.SaveChanges();
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
@@ -46,13 +46,12 @@ namespace YLErp.Modules.SwapModule.Margin
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// 追保金额（合约维度，MarginWatchRule=0，阶段四 §4.2）：−(现金结存 + 授信额度 − 已使用授信)。
|
||||
/// 需求原文公式为 现金结存+授信额度−已使用授信（与"交易维度追加保证金"的关系为开放问题2，两值均有产出），
|
||||
/// 此处取负对齐字段"正数=应追加"口径：账户透支（现金+授信不足）为正=应补足，盈余为负。
|
||||
/// 追保金额（合约维度，MarginWatchRule=0）：Max(−(现金结存 + 授信额度 − 已使用授信), 0)。
|
||||
/// 即需求原文公式 Max((现金结存+授信额度−已使用授信)×−1, 0)：账户透支（现金+授信不足）为正=应补足，盈余截断为 0（不展示负数）。
|
||||
/// </summary>
|
||||
public static double CalcContractDimensionCallMargin(double cashBalance, double totalCredit, double usedCredit)
|
||||
{
|
||||
return Math.Round(-(cashBalance + totalCredit - usedCredit), 2, MidpointRounding.AwayFromZero);
|
||||
return Math.Max(Math.Round(-(cashBalance + totalCredit - usedCredit), 2, MidpointRounding.AwayFromZero), 0);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
@@ -8,16 +8,20 @@ namespace YLErp.Modules.SwapModule.Margin
|
||||
/// <summary>
|
||||
/// R2 阶段三 §3.2 估值报告/可用资金查询输入（静态查询，供 ClientBalanceUtility 与 RealTimeClientBanlanceService 共用，保证三处口径一致）。
|
||||
/// 口径：
|
||||
/// - 互换初始保证金（净收取为正）= 客户 应付预付金 流水收付净额取反（客户应付入金记负、平仓返还为正，取负号后净收取为正）；
|
||||
/// - 互换初始保证金（净收取为正）= 客户 应付预付金 流水收付净额取反 + 初始预付金授信占用净额
|
||||
/// （授信垫付的初始预付金无资金流水，2026-08-27 补入口径，否则授信垫付客户初始保证金展示为 0）；
|
||||
/// - 交易维度追加保证金（合约维度）= Σ(维持保证金 − 累计保证金)：
|
||||
/// 维持保证金取当日 trade_span.Spv（区间追保结构引擎产出，我方净收取为正）；
|
||||
/// 累计保证金 = 该交易 应付预付金+追加保证金 流水收付净额 + 追加保证金授信占用净额（§0 口径，阶段四 §4.1 起）；
|
||||
/// 累计保证金 = 该交易 应付预付金+追加保证金 流水收付净额 + 追加保证金授信占用净额（§0 口径，阶段四 §4.1 起）
|
||||
/// + 初始预付金授信占用净额（非"追加保证金"前缀，授信垫付的初始预付金无现金流水，2026-08-27 与 EOD 追保侧同步修正）；
|
||||
/// 仅统计规则15（区间追保结构，R1 三层级解析，与引擎同口径）且有当日 trade_span 的交易。
|
||||
/// </summary>
|
||||
public static class SwapSpanBalanceQueryService
|
||||
{
|
||||
/// <summary>
|
||||
/// 客户维度输入：互换初始保证金（净收取为正，按客户汇总）。
|
||||
/// 初始保证金 = 应付预付金流水收付净额 + 初始预付金授信占用净额（非"追加保证金"前缀、关联交易）——
|
||||
/// 授信垫付的初始预付金不产生资金流水，只算流水会把授信垫付部分漏掉（展示为 0）。
|
||||
/// </summary>
|
||||
public static Dictionary<int, double> GetSwapInitMarginByClients(List<int> clientIds, DateTime valueDate, YLContext db)
|
||||
{
|
||||
@@ -36,8 +40,26 @@ namespace YLErp.Modules.SwapModule.Margin
|
||||
.Select(x => new { ClientId = x.ClientId ?? 0, Money = x.Money ?? 0d })
|
||||
.ToList();
|
||||
|
||||
return flows.GroupBy(x => x.ClientId)
|
||||
var result = flows.GroupBy(x => x.ClientId)
|
||||
.ToDictionary(g => g.Key, g => -g.Sum(x => x.Money));
|
||||
|
||||
//初始预付金的授信占用净额（占用记正/释放记负，Σ(amount) 即净已缴；trade_id != null 排除人工调整类记录，
|
||||
//"追加保证金"前缀为 EOD 追保占用，不计入初始保证金）
|
||||
var initCredit = db.client_credit_inout.AsNoTracking()
|
||||
.Where(x => clientIds.Contains(x.client_id)
|
||||
&& x.trade_id != null
|
||||
&& x.happen_date <= valueDate
|
||||
&& (x.remark == null || !x.remark.StartsWith(ClientCreditInoutService.AdditionalMarginRemark)))
|
||||
.GroupBy(x => x.client_id)
|
||||
.Select(g => new { ClientId = g.Key, Sum = g.Sum(x => x.amount) })
|
||||
.ToList();
|
||||
|
||||
foreach (var item in initCredit)
|
||||
{
|
||||
result[item.ClientId] = (result.TryGetValue(item.ClientId, out var cash) ? cash : 0d) + item.Sum;
|
||||
}
|
||||
|
||||
return result;
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
@@ -101,11 +123,22 @@ namespace YLErp.Modules.SwapModule.Margin
|
||||
.Select(g => new { TradeId = g.Key ?? 0, Sum = g.Sum(x => x.amount) })
|
||||
.ToDictionary(x => x.TradeId, x => x.Sum);
|
||||
|
||||
//初始预付金的授信占用净额（非"追加保证金"前缀：簿记初始占用 + 平仓释放取负，Σ(amount) 即净已缴）——
|
||||
//授信垫付的初始预付金不产生应付预付金流水，不计入会把授信初始占用当作未缴缺口多扣可用资金
|
||||
//（与 SwapAdditionalMarginService EOD 追保侧同笔修正，2026-08-27 交易2538实证：初始授信200万未扣）
|
||||
var initCreditOccupied = db.client_credit_inout.AsNoTracking()
|
||||
.Where(x => x.trade_id != null && spanTradeIds.Contains(x.trade_id ?? 0)
|
||||
&& (x.remark == null || !x.remark.StartsWith(ClientCreditInoutService.AdditionalMarginRemark)))
|
||||
.GroupBy(x => x.trade_id)
|
||||
.Select(g => new { TradeId = g.Key ?? 0, Sum = g.Sum(x => x.amount) })
|
||||
.ToDictionary(x => x.TradeId, x => x.Sum);
|
||||
|
||||
foreach (var group in maintenance.GroupBy(x => x.ClientId ?? 0))
|
||||
{
|
||||
var total = group.Sum(x => x.Spv
|
||||
- (accumulated.TryGetValue(x.TradeId, out var acc) ? acc : 0d)
|
||||
- (addCreditOccupied.TryGetValue(x.TradeId, out var occupied) ? occupied : 0d));
|
||||
- (addCreditOccupied.TryGetValue(x.TradeId, out var occupied) ? occupied : 0d)
|
||||
- (initCreditOccupied.TryGetValue(x.TradeId, out var initOccupied) ? initOccupied : 0d));
|
||||
result[group.Key] = total;
|
||||
}
|
||||
|
||||
|
||||
@@ -1541,11 +1541,11 @@ namespace YLErp.Modules.SwapModule
|
||||
var split = interestEvents != null && interestEvents.Any(x => string.IsNullOrEmpty(x.UnderlyingCode))
|
||||
? ReleaseMarginByFundTag(td, valueDate, interestEvents, marginAmount, marginRebate)
|
||||
//无预付金腿结算事件（如金额手工归一化/无腿场景）——退化原逻辑，全额现金
|
||||
: new UnwindTagSplit { CashMargin = Convert.ToDouble(marginAmount), CashRebate = Convert.ToDouble(marginRebate) };
|
||||
: new UnwindTagSplit { CashMargin = marginAmount, CashRebate = marginRebate };
|
||||
if (split.CashMargin != 0)
|
||||
writeCash(td, split.CashMargin, ClientCashInCashOut.系统操作_应付预付金, valueDate);
|
||||
writeCash(td, (double)split.CashMargin, ClientCashInCashOut.系统操作_应付预付金, valueDate);
|
||||
if (split.CashRebate != 0)
|
||||
writeCash(td, -split.CashRebate, ClientCashInCashOut.系统操作_预付金返息, valueDate);
|
||||
writeCash(td, (double)(-split.CashRebate), ClientCashInCashOut.系统操作_预付金返息, valueDate);
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
@@ -1561,7 +1561,7 @@ namespace YLErp.Modules.SwapModule
|
||||
//结算事件缺失（异常数据）时保底按传入总额走现金，不丢资金记录
|
||||
if (settlements.Count == 0)
|
||||
{
|
||||
return new UnwindTagSplit { CashMargin = Convert.ToDouble(marginAmount), CashRebate = Convert.ToDouble(marginRebate) };
|
||||
return new UnwindTagSplit { CashMargin = marginAmount, CashRebate = marginRebate };
|
||||
}
|
||||
return split;
|
||||
}
|
||||
|
||||
@@ -1731,7 +1731,7 @@ namespace YLErp.Modules.SwapModule
|
||||
settlements[i].RebateAmount = legs[i].InterestClosePnL * -DirectionRatio.ReceivePay(legs[i].InterestDirection);
|
||||
}
|
||||
var split = FundTagCalc.SplitUnwindByTag(settlements);
|
||||
return Math.Round(totalRebate - Convert.ToDecimal(split.CreditRebate), 2, MidpointRounding.AwayFromZero);
|
||||
return Math.Round(totalRebate - split.CreditRebate, 2, MidpointRounding.AwayFromZero);
|
||||
}
|
||||
/// <summary>
|
||||
/// 互换更新实时持仓信息
|
||||
@@ -2046,6 +2046,44 @@ namespace YLErp.Modules.SwapModule
|
||||
FinalizeInterestEodRoll(eodPayPosition, newEodPayPosition, ratio, td, valueDate, position.InterestDirection);
|
||||
PersistEodSwapPosition(newEodPayPosition);
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// EOD 追保腿化·方案A：SettleAdditionalMargin 在当日 SwapPositionCompose/SwapEodCompose 之后生成 mode6 追保腿
|
||||
/// （增量依赖当日 trade_span，无法前移），当日快照已落表，显式补写当日 eod_swap_position 行，
|
||||
/// 使当日报表明细（风险页 PostionMarginGain 等按快照腿汇总的列）不漏计。
|
||||
/// 字段填充参照 SaveEodInterestPosition 新腿形态（无当日流水、无上日归档：利息/损益字段为 0，TdCurrency 取当日汇率）。
|
||||
/// 幂等：先清（PositionId+ValueDate）后建；下一结算日 SwapPositionCompose 先清（ClearSwapPositions ValueDate>=当日）
|
||||
/// 再从实时腿重建，补写行不会跨日残留。
|
||||
/// </summary>
|
||||
public void SaveEodAdditionalMarginPosition(trade td, swap_position leg, DateTime valueDate)
|
||||
{
|
||||
var existing = DbContext.eod_swap_position
|
||||
.Where(x => x.SwapTradeId == td.id && x.PositionId == leg.id && x.ValueDate == valueDate)
|
||||
.ToList();
|
||||
DbContext.eod_swap_position.RemoveRange(existing);
|
||||
var row = new eod_swap_position
|
||||
{
|
||||
ClientId = td.ClientId,
|
||||
SwapTradeId = td.id,
|
||||
PosiStartDate = leg.PosiStartDate,
|
||||
PosiMatuirityDate = td.ExerciseDate,
|
||||
ValueDate = valueDate,
|
||||
PositionId = leg.id,
|
||||
PosiStatus = 0,
|
||||
Invalid = false
|
||||
};
|
||||
UpdateDbOption(row);
|
||||
//持仓内容-利息腿（无当日流水，FloatRate 取 0）
|
||||
CopyInterestLegFields(row, leg, 0);
|
||||
row.InterestFeePending = 0;
|
||||
var ratio = DirectionRatio.InterestLegPnl(leg.InterestDirection, leg.InterestMode);
|
||||
row.SwapPositionValue = PositionValueCalc.Calc(row.InterestProfitSum, row.PosiProfitSum, ratio);
|
||||
row.RealizedPnl = row.RealizedInterest + row.RealizedInterestFee;
|
||||
row.TdCurrency = Convert.ToDecimal(GetCurrencyRate(td.QuoteCurrency, td.SettlementCurrency, valueDate, true,
|
||||
DirectionRatio.RateType(leg.InterestDirection)));
|
||||
PersistEodSwapPosition(row);
|
||||
SaveAllChanges();
|
||||
}
|
||||
/// <summary>
|
||||
/// 自动互换用,当日无互换，当日无平仓
|
||||
/// </summary>
|
||||
|
||||
@@ -78,7 +78,7 @@ namespace YLErp.Modules.SwapModule
|
||||
.Select(x => new LegAmount
|
||||
{
|
||||
Leg = x,
|
||||
Amount = Convert.ToDouble(x.InterestPrincipalFix * (x.InterestDirection == 1 ? 1 : -1)),
|
||||
Amount = x.InterestPrincipalFix * (x.InterestDirection == 1 ? 1 : -1),
|
||||
PreferCredit = true
|
||||
})
|
||||
.Where(x => x.Amount > 0)
|
||||
@@ -89,7 +89,7 @@ namespace YLErp.Modules.SwapModule
|
||||
{
|
||||
return;
|
||||
}
|
||||
var plans = FundTagCalc.AllocateByLegPreference(allocateLegs, creditAvailable, ignoreMoneyCheck: false);
|
||||
var plans = FundTagCalc.AllocateByLegPreference(allocateLegs, (decimal)creditAvailable, ignoreMoneyCheck: false);
|
||||
//授信不足的腿 = 偏好授信但授信没覆盖全额（含额度为0/被前腿耗尽的整体转现金）
|
||||
var shortPlans = plans.Where(p => p.CreditAmount < p.Amount).ToList();
|
||||
if (shortPlans.Count == 0)
|
||||
@@ -127,17 +127,29 @@ namespace YLErp.Modules.SwapModule
|
||||
/// 特批全现金；按授信分配（腿选授信，或腿未选回退交易级 margin_fund_source=授信）的腿按剩余额度占用，
|
||||
/// 跨界腿拆单为 授信+现金 两条（原腿保留授信部分、差额拆出新现金腿）；现金直接现金。
|
||||
/// 授信腿只写授信出入表占用（占用记正数，绑定腿 position_id，冗余 trade_id），不产生资金流水；
|
||||
/// 现金腿走 SaveSwapTradeClientCash 幂等 upsert 产生 应付预付金 记录。
|
||||
/// 现金腿走 SaveSwapTradeClientCash 幂等 upsert 产生资金记录（默认 Action=应付预付金；EOD 追保腿化传入 追加保证金）。
|
||||
/// marginLegs 需为已过滤（IsDeductPrincipal 等）的预付金腿（InterestMode=5/6）。
|
||||
/// cashAction/occupyRemark/splitOccupyRemark：EOD 追保场景参数化（现金流水 Action 独立、占用 remark 带"追加保证金"前缀——
|
||||
/// 前缀是累计口径与清理链路的硬性识别点）；bookingDate：授信可用额度与簿记的取值日（默认交易起始日，EOD 传结算日——
|
||||
/// 按结算日过滤授信有效期，防止已到期授信被占用）；resetExistingBookings=false 时跳过"重确认自愈"的全交易占用重写
|
||||
/// （EOD 追保只簿记本次新腿，旧追保簿记由调用方幂等清理，初始预付金占用不在此重写范围、不能清）。
|
||||
/// </summary>
|
||||
public void ApplyMarginFundTags(trade td, List<swap_position> marginLegs, ClientCashInCashOutService cashService, bool ignoreMoneyCheck)
|
||||
public void ApplyMarginFundTags(trade td, List<swap_position> marginLegs, ClientCashInCashOutService cashService, bool ignoreMoneyCheck,
|
||||
string cashAction = ClientCashInCashOut.系统操作_应付预付金,
|
||||
string occupyRemark = "簿记授信占用",
|
||||
string splitOccupyRemark = "簿记拆单授信部分",
|
||||
DateTime? bookingDate = null,
|
||||
bool resetExistingBookings = true)
|
||||
{
|
||||
var creditService = new ClientCreditInoutService(this);
|
||||
//重确认/重补场景自愈：清掉本交易旧占用记录后按腿上当前选择与最新额度重写；
|
||||
//追加保证金占用（阶段四 EOD 写入）不随重写清除——其资金记录不在本方法删除范围，由 EOD 幂等维护
|
||||
if (resetExistingBookings)
|
||||
{
|
||||
creditService.RemoveByTrade(td.id, keepAdditionalMargin: true);
|
||||
}
|
||||
|
||||
var valueDate = td.TradeDate ?? DateTime.Now;
|
||||
var valueDate = bookingDate ?? td.TradeDate ?? DateTime.Now;
|
||||
var creditAvailable = GetAvailableCredit(td.ClientId, valueDate);
|
||||
//客户应付为正：资金记录符号口径为 Money<0=客户付钱，即 收取方向(dir=1)腿 fix 为正应付额——
|
||||
//正是占用授信的场景；支付方向(dir=2)为客户收钱，不占用授信，直接现金。
|
||||
@@ -145,7 +157,7 @@ namespace YLErp.Modules.SwapModule
|
||||
.Select(x => new LegAmount
|
||||
{
|
||||
Leg = x,
|
||||
Amount = Convert.ToDouble(x.InterestPrincipalFix * (x.InterestDirection == 1 ? 1 : -1)),
|
||||
Amount = x.InterestPrincipalFix * (x.InterestDirection == 1 ? 1 : -1),
|
||||
//优先级：腿上显式选择 > 交易级 margin_fund_source 回退（§2.3 情形1）> 默认现金，
|
||||
//与 TradeCanBeConfirm 校验分流共用 ConsFundTag.PreferCredit 保证口径一致
|
||||
PreferCredit = ConsFundTag.PreferCredit(x.FundTag, td.MarginFundSource)
|
||||
@@ -154,7 +166,7 @@ namespace YLErp.Modules.SwapModule
|
||||
.OrderBy(x => x.Leg.HappenDate ?? DateTime.MaxValue)
|
||||
.ThenBy(x => x.Leg.id)
|
||||
.ToList();
|
||||
var plans = FundTagCalc.AllocateByLegPreference(allocateLegs, creditAvailable, ignoreMoneyCheck);
|
||||
var plans = FundTagCalc.AllocateByLegPreference(allocateLegs, (decimal)creditAvailable, ignoreMoneyCheck);
|
||||
|
||||
//先落库拆分的新现金腿（需要 id 才能绑定现金流水）
|
||||
foreach (var plan in plans.Where(p => p.NeedSplit))
|
||||
@@ -186,17 +198,17 @@ namespace YLErp.Modules.SwapModule
|
||||
{
|
||||
//授信部分（整腿授信 或 拆单后保留在原腿的可用额度部分）：不产生资金流水，只写占用（占用绑原腿）。
|
||||
//占用记正数（BUG-01 修正：已使用授信=Σ(amount) 占用上升；2026-08-20"与资金流水同号入金负"口径已废弃）
|
||||
creditService.Occupy(td.ClientId, leg.id, td.id, plan.CreditAmount, happenDate,
|
||||
plan.NeedSplit ? "簿记拆单授信部分" : "簿记授信占用");
|
||||
creditService.Occupy(td.ClientId, leg.id, td.id, (double)plan.CreditAmount, happenDate,
|
||||
plan.NeedSplit ? splitOccupyRemark : occupyRemark);
|
||||
}
|
||||
//资金记录沿用既有符号口径（客户付钱为负 = -应付额）：授信部分不产生流水，
|
||||
//现金部分按差额产生——拆单腿的流水绑新拆出的现金腿，整腿现金/负应付腿绑原腿
|
||||
var recordAmount = plan != null
|
||||
? -plan.CashAmount
|
||||
? (double)(-plan.CashAmount)
|
||||
: Convert.ToDouble(leg.InterestPrincipalFix * (leg.InterestDirection == 1 ? -1 : 1));
|
||||
if (recordAmount != 0)
|
||||
{
|
||||
cashService.SaveSwapTradeClientCash(td, recordAmount, happenDate, plan?.CashLeg?.id ?? leg.id, ClientCashInCashOut.系统操作_应付预付金);
|
||||
cashService.SaveSwapTradeClientCash(td, recordAmount, happenDate, plan?.CashLeg?.id ?? leg.id, cashAction);
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -244,7 +256,7 @@ namespace YLErp.Modules.SwapModule
|
||||
var creditService = new ClientCreditInoutService(this);
|
||||
foreach (var release in split.Releases)
|
||||
{
|
||||
creditService.Release(td.ClientId, release.PositionId, td.id, release.Amount, valueDate, "平仓/到期释放");
|
||||
creditService.Release(td.ClientId, release.PositionId, td.id, (double)release.Amount, valueDate, "平仓/到期释放");
|
||||
}
|
||||
}
|
||||
return split;
|
||||
|
||||
@@ -1,4 +1,4 @@
|
||||
using BaseOUDAL;
|
||||
using BaseOUDAL;
|
||||
using ClosedXML.Report.Options;
|
||||
using Confluent.Kafka;
|
||||
using CsvHelper;
|
||||
@@ -31,6 +31,7 @@ using YLErp.Modules.DataProviderModule;
|
||||
using YLErp.Modules.EodModule;
|
||||
using YLErp.Modules.RiskModule;
|
||||
using YLErp.Modules.SalesModule;
|
||||
using YLErp.Modules.SwapModule.Margin;
|
||||
using YLErp.Modules.TradeModule;
|
||||
using YLErp.Modules.TradeModule.DealModule;
|
||||
using YLErp.Modules.TradeModule.DocGenerateModule;
|
||||
@@ -1828,6 +1829,26 @@ namespace YLErp.Modules.SwapModule
|
||||
DbContext.swap_flow_event.RemoveRange(swapFlowEvents);
|
||||
var clientCashs = DbContext.ClientCashInCashOut.Where(x => x.TradeId == td.id && x.HappenDate >= valueDate).ToList();
|
||||
DbContext.ClientCashInCashOut.RemoveRange(clientCashs);
|
||||
//EOD 追保腿（腿化改造）同生共死：流水已在上方按 HappenDate>=valueDate 全删（不分 Action），
|
||||
//此处同步删除本交易 valueDate 起的 EOD 追保腿（含实时克隆）及其授信占用、开仓事件、eod 快照行，
|
||||
//回退后由下一次 EOD 幂等重建；手工追加预付金腿（OptName≠EOD追保）不受影响
|
||||
var eodMarginLegs = DbContext.swap_position.Where(x => x.SwapTradeId == td.id
|
||||
&& x.InterestMode == (int)InterestModeEnum.追加预付金
|
||||
&& x.OptName == SwapAdditionalMarginService.EodOptName
|
||||
&& x.HappenDate >= valueDate)
|
||||
.ToList();
|
||||
if (eodMarginLegs.Count > 0)
|
||||
{
|
||||
var eodMarginLegIds = eodMarginLegs.Where(x => x.IsInitial).Select(x => x.id).ToList();
|
||||
DbContext.client_credit_inout.RemoveRange(DbContext.client_credit_inout
|
||||
.Where(x => x.trade_id == td.id && x.position_id != null && eodMarginLegIds.Contains(x.position_id.Value)));
|
||||
DbContext.eod_swap_position.RemoveRange(DbContext.eod_swap_position
|
||||
.Where(x => x.SwapTradeId == td.id && eodMarginLegIds.Contains(x.PositionId)));
|
||||
DbContext.swap_flow_event.RemoveRange(DbContext.swap_flow_event
|
||||
.Where(x => x.SwapTradeId == td.id && x.EventType == (int)SwapFlowEventTypeEnum.开仓
|
||||
&& eodMarginLegIds.Contains(x.PositionId)));
|
||||
DbContext.swap_position.RemoveRange(eodMarginLegs);
|
||||
}
|
||||
DbContext.SaveChanges();
|
||||
}
|
||||
/// <summary>
|
||||
|
||||
@@ -239,9 +239,17 @@ namespace YLErp.Modules.TradeModule
|
||||
: null;
|
||||
var flowStatusType = (string)flow?["flowStatusType"];
|
||||
var flowNode = (string)flow?["flowNode"];
|
||||
// OA 状态口径（以查询结果中的 flowStatusType + flowNode 为准）：
|
||||
// 0 + 退回：审批人退回，本地按拒绝处理；
|
||||
// 3 + 结束：审批人批准，本地按通过处理；
|
||||
// 3 + 强制归档：OA 流程被强制关闭。正常情况下，本地发起
|
||||
// forceEndOaFlow 后记录会先变为“归档中”、成功后变为“已归档”，
|
||||
// 不会进入本轮待查询集合；若仍被查询到，则按客户确认的口径视为同意。
|
||||
// 0（非退回）及 1 + 审批人：草稿/待办，继续等待。
|
||||
// 其他组合也必须继续等待，不能仅凭 flowStatusType=1 或 3 推进本地流程。
|
||||
var isReturned = flowStatusType == "0" && flowNode == "退回";
|
||||
// 1=批准；3=OA 批准后的自然归档。TRS 主动归档的记录不会进入本次查询。
|
||||
var isApproved = flowStatusType == "1" || flowStatusType == "3";
|
||||
var isApproved = flowStatusType == "3"
|
||||
&& (flowNode == "结束" || flowNode == "强制归档");
|
||||
_logger.Info($"OA 移动审批查询结果，交易:{record.trade_id}，节点:{record.approval_process_id}，requestId:{record.oa_fileid}，flowStatusType:{flowStatusType}，flowNode:{flowNode}，判定:{(isReturned ? "退回" : isApproved ? "通过" : "等待")}");
|
||||
if (!isApproved && !isReturned)
|
||||
{
|
||||
|
||||
@@ -1,4 +1,4 @@
|
||||
var g_grid = {};
|
||||
var g_grid = {};
|
||||
$(function () {
|
||||
var PostData = {};
|
||||
var calcDate = page.ValueDate;
|
||||
@@ -291,7 +291,8 @@ function SearchClientBalance() {
|
||||
main.post("/trade_span/GetClientLatestBalance", { clientId: $("#ClientId").val(), ValueDateFrom: param.ValueDateStart, ValueDateTo: param.ValueDateEnd, IsClientBalanceGap: param.IsClientBalanceGap, IsGetOuterMarginGap: param.IsGetOuterMarginGap, ParentFlag: param.ParentFlag }).done(function (data) {
|
||||
$("#LastDayRemainFund").text(numFormart(data.LastDayRemainFund));
|
||||
//R2 阶段三 §3.2 口径（BUG-07 修正，与邮件/Excel 报告 SettlementReportService 同源）：
|
||||
//初始保证金=SwapInitMargin（应付预付金净额）、维持保证金=−MySideMargin（client_span 维持保证金反号聚合）
|
||||
//初始保证金=SwapInitMargin（应付预付金净额+初始预付金授信占用净额）、维持保证金=−MySideMargin（client_span 维持保证金反号聚合）、
|
||||
//授信额度=OriginalTotalCredit（原始授信值，未经最大可用比例折算；公式计算仍用折算后 TotalCredit）
|
||||
$("#SwapInitMargin").text(numFormart(data.SwapInitMargin));
|
||||
$("#WinLoss").text(numFormart(data.WinLoss));
|
||||
$("#CashInCashOutChange").text(numFormart(data.NetFundAll));
|
||||
@@ -305,7 +306,7 @@ function SearchClientBalance() {
|
||||
$("#MarginByPayableMargin").text(numFormart(data.MarginByPayableMarginTotal));
|
||||
$("#ToDayRemainFund").text(numFormart(data.AmountFund));
|
||||
$("#DesirableFund").text(numFormart(data.DesirableFundTotal));
|
||||
$("#TotalCredit").text(numFormart(data.TotalCredit));
|
||||
$("#TotalCredit").text(numFormart(data.OriginalTotalCredit));
|
||||
$("#UsedCredit").text(numFormart(data.UsedCredit));
|
||||
});
|
||||
|
||||
|
||||
Reference in New Issue
Block a user