Merge remote-tracking branch 'dest/glms/feature/1.4.2' into feature/p132_74-risk-engine

Framework/YLErp.Core/DBModels/SwapFlowEvent.cs

@@ -228,6 +228,16 @@ namespace YLErp.DBModels
         [NotMapped]
         public decimal BeforeCloseFee { get; set; }
         /// <summary>
+        /// 基础费率（仅前端展示，不存库）
+        /// </summary>
+        [NotMapped]
+        public decimal PosiTradingFeeUnit { get; set; }
+        /// <summary>
+        /// 基础费率模式 0=百分比 1=单位数量（仅前端展示，不存库）
+        /// </summary>
+        [NotMapped]
+        public int PosiFeeType { get; set; }
+        /// <summary>
         /// 持仓腿id 
         /// </summary>
         [DisplayName("持仓腿id")]

Framework/YLErp.Core/DBModels/SwapPosition.cs

@@ -113,6 +113,11 @@ namespace YLErp.DBModels
         [DataChange]
         public decimal PosiTradingFeeUnit { get; set; }
         /// <summary>
+        /// 单位交易费用模式 0=百分比 1=单位数量
+        /// </summary>
+        [DataChange]
+        public int PosiFeeType { get; set; }
+        /// <summary>
         /// 起始日
         /// </summary>
         [DisplayName("起始日")]
@@ -246,6 +251,10 @@ namespace YLErp.DBModels
         /// </summary>
         public int? interest_rule { get; set; }
         /// <summary>
+        /// 利息端类别
+        /// </summary>
+        public string category_tag { get; set; }
+        /// <summary>
         /// 互换观察日集合
         /// </summary>
         [NotMapped]

Framework/YLErp.Resources/Dictionary/db_dictionaries.xml

@@ -30,6 +30,7 @@
 	<dictionary name="业务部门编号" catalog="客户"></dictionary>
 	<dictionary name="自定义交易要素" catalog="交易"></dictionary>
 	<dictionary name="自定义结构类型" catalog="交易"></dictionary>
+	<dictionary name="保证金模板名称" catalog="交易"></dictionary>
 	<dictionary name="实际控制主体" catalog="客户"></dictionary>
 	<dictionary name="银行信用评级" catalog="客户"></dictionary>
 	<dictionary name="指数类型" catalog="客户"></dictionary>

Plugins/YLErp.Plugins.GuoLian/DocumentGenerator/TradeConfirmationGenerator.cs

@@ -241,11 +241,21 @@ namespace YLErp.Plugins.GuoLian.DocumentGenerator
                 dic["参考标的期初全价%"] = ((double)swapPosition.PosiGrossPrice * 100).ToString("N4");
                 dic["参考标的期初净价%"] = ((double)(swapPosition.PosiNetNoFeePrice ?? 0m) * 100).ToString("N4");
 
-                // 固定收益率（年化）- 债券期初到期收益率
-                //dic["固定收益率（年化）"] = swapPosition.InitYtm.HasValue
-                //    ? ((double)swapPosition.InitYtm.Value * 100).ToString("N4")
-                //    : "0.0000";
-                dic["固定收益率（年化）"] = "0.0000"; //需求说直接都是0
+                // 固定收益率（年化）- ETF默认取"增强收益"腿的计息利率
+                bool isEtf = IsBondEtf(underlying?.UnderlyingCode ?? string.Empty);
+                if (isEtf)
+                {
+                    var enhancePosition = swapPositions
+                        .Where(x => ConsTrade.InterestModels.Contains(x.InterestMode) && x.category_tag == "增强收益")
+                        .FirstOrDefault();
+                    dic["固定收益率"] = enhancePosition != null
+                        ? ((double)enhancePosition.InterestRateDefault * 100).ToString("N4")
+                        : "0.0000";
+                }
+                else
+                {
+                    dic["固定收益率"] = "0.0000";
+                }
 
                 // 获取客户适用的保证金率
                 var clientMarginRate = UnderlyingHelper.GetApplicableMarginRate(
@@ -405,9 +415,18 @@ namespace YLErp.Plugins.GuoLian.DocumentGenerator
                     : "0.0000";
 
                 // 利率类型判断（固定/浮动）
-                var interestMargin = swapPositions
-                    .Where(x => ConsTrade.InterestModels.Contains(x.InterestMode) && x.interest_rest_days != null)
-                    .FirstOrDefault();
+                swap_position interestMargin = null;
+                // ETF: 优先取"互换利率"腿
+                if (isEtf)
+                {
+                    interestMargin = swapPositions
+                        .Where(x => ConsTrade.InterestModels.Contains(x.InterestMode) && x.category_tag == "互换利率")
+                        .FirstOrDefault();
+                }
+                if (interestMargin == null)
+                    interestMargin = swapPositions
+                        .Where(x => ConsTrade.InterestModels.Contains(x.InterestMode) && x.interest_rest_days != null)
+                        .FirstOrDefault();
                 if (interestMargin == null)
                     interestMargin = swapPositions
                         .Where(x => ConsTrade.InterestModels.Contains(x.InterestMode) && string.IsNullOrWhiteSpace(x.FloatRateUnderlyingCode))

UnitTestProject/Modules/SwapModule/ClosePercentProductContractTest.cs

@@ -0,0 +1,357 @@
+namespace YLErp.Modules.SwapModule
+{
+    /// <summary>
+    /// 平仓比例口径A（占期初名义本金）产品契约测试
+    /// ================================================================================
+    /// 产品需求（不可违背）：
+    ///   ClosePercent 永远是"占期初名义本金(NotionalValue)的比例"，即口径A。
+    ///   例：期初本金 5000 万，首次平 35%（ClosePercent=0.35），剩余 3250 万。
+    ///       第二次想平掉剩余的 50%，ClosePercent 应 = 1625万/5000万 = 0.325（占期初），
+    ///       而非 0.50（占剩余）。
+    ///
+    /// 前后端协作约定：
+    ///   - 前端（unwindSwapTrade.js）：ClosePercent 始终以 NotionalValue 为分母计算/显示
+    ///   - 前端传给后端：ClosePercent 为口径A
+    ///   - 后端入口（SwapUnwind/ApplySwapTrade）：ToRemainingClosePercent 将 A→B 供内部计算
+    ///   - 后端落库（SaveSwapDealInternal）：ToOriginalClosePercent 将 B→A 还原存储
+    ///   - 后端 InitUnwind 默认值：CalcDefaultInitClosePercent = PosiNotionalValue/NotionalValue（口径A）
+    ///
+    /// 本测试守护的回归场景（c9071a4e 曾犯的错误）：
+    ///   1. 前端把 oriClosePercent 硬编码为 1（应为 PosiNotionalValue/NotionalValue）
+    ///   2. 前端把 CloseNotionalValue 分母从 NotionalValue 改为 PosiNotionalValue
+    ///   3. 前端把 ClosePercent 分母从 NotionalValue 改为 PosiNotionalValue
+    ///   4. 前端把 getInterestList 的 notionalValue/posiNotionalValue 参数去掉
+    ///   5. 前端把 calcCloseQtyByPercent 从 SwapCalc.calcCloseQtyByOriginalPercent 改为直接乘
+    ///   6. 后端 InitUnwind 默认 ClosePercent 改为 1 而非剩余比例
+    ///
+    /// 与既有测试的关系：
+    ///   - ApplySwapTradeClosePercentBugTest：测 A→B 转换函数正确性（函数级）
+    ///   - InitUnwindDefaultClosePercentTest：测默认值函数正确性（函数级）
+    ///   - 本测试：测完整多步场景的口径A契约（场景级），补齐"装配测试"盲区
+    /// ================================================================================
+    [TestClass]
+    public class ClosePercentProductContractTest
+    {
+        // GLMS-20260701-0006 真实数据
+        private const decimal OriginalNotional = 50_000_000m;   // 期初名义本金(NotionalValue)
+        private const decimal FirstClosePercentA = 0.35m;        // 第一次平仓35%（口径A）
+        private const decimal RemainingAfter1st = 32_500_000m;   // 首次平35%后剩余(PosiNotionalValue)
+        // 第二次想平掉剩余的 50% → 平仓额=16,250,000 → ClosePercent(A)=1625万/5000万=0.325
+        private const decimal SecondCloseNotional = 16_250_000m;
+        private const decimal SecondClosePercentA = 0.325m;      // 口径A：占期初
+        private const decimal SecondClosePercentB = 0.50m;       // 口径B：占剩余
+
+        // ================================================================
+        // 契约1：ClosePercent = CloseNotionalValue / NotionalValue（口径A）
+        // 如果有人把分母改成 PosiNotionalValue，此测试会红
+        // ================================================================
+        [TestMethod]
+        public void CPC_001_平仓比例必须用期初名义本金为分母_而非剩余名义本金()
+        {
+            // 正确：口径A = 平仓名义本金 / 期初名义本金
+            decimal correctA = SecondCloseNotional / OriginalNotional;
+            SwapDealTestFactory.AssertDecimalEqual(SecondClosePercentA, correctA, 1e-10m,
+                "口径A：16,250,000 / 50,000,000 = 0.325");
+
+            // 错误：口径B = 平仓名义本金 / 剩余名义本金
+            decimal buggyB = SecondCloseNotional / RemainingAfter1st;
+            SwapDealTestFactory.AssertDecimalEqual(SecondClosePercentB, buggyB, 1e-10m,
+                "口径B（错误）：16,250,000 / 32,500,000 = 0.50");
+
+            // 两者必须不同——如果相同说明测试场景退化（首次平仓 remaining==original）
+            Assert.AreNotEqual(correctA, buggyB,
+                "口径A(0.325) 和 口径B(0.50) 在多次部分平仓后必须不同，否则测试场景退化");
+            Console.WriteLine($"口径A={correctA}（正确），口径B={buggyB}（错误）");
+        }
+
+        // ================================================================
+        // 契约2：CloseNotionalValue = ClosePercent × NotionalValue（口径A）
+        // 如果有人把乘数改成 PosiNotionalValue，此测试会红
+        // ================================================================
+        [TestMethod]
+        public void CPC_002_平仓名义本金必须用期初名义本金为乘数_而非剩余名义本金()
+        {
+            // 正确：口径A → CloseNotionalValue = ClosePercent(A) × NotionalValue
+            decimal correctNotional = SecondClosePercentA * OriginalNotional;
+            SwapDealTestFactory.AssertDecimalEqual(SecondCloseNotional, correctNotional, 1e-6m,
+                "口径A：0.325 × 50,000,000 = 16,250,000");
+
+            // 错误：口径B → CloseNotionalValue = ClosePercent(A) × PosiNotionalValue
+            // 如果前端传口径A的0.325但误用 PosiNotionalValue 做乘数
+            decimal buggyNotional = SecondClosePercentA * RemainingAfter1st;
+            // 0.325 × 32,500,000 = 10,562,500 ≠ 16,250,000
+            Assert.AreNotEqual(SecondCloseNotional, buggyNotional,
+                "口径A的0.325 × 剩余本金32,500,000 = 10,562,500 ≠ 16,250,000，乘数错了");
+            Console.WriteLine($"正确={correctNotional}，错误(用剩余)={buggyNotional}");
+        }
+
+        // ================================================================
+        // 契约3：oriClosePercent = PosiNotionalValue / NotionalValue（不能硬编码为1）
+        // 如果有人把 oriClosePercent 改成 1，此测试会红
+        // ================================================================
+        [TestMethod]
+        public void CPC_003_最多可平比例必须为剩余除以期初_不能硬编码为1()
+        {
+            // 正确：oriClosePercent = PosiNotionalValue / NotionalValue
+            decimal correctOri = RemainingAfter1st / OriginalNotional;
+            SwapDealTestFactory.AssertDecimalEqual(0.65m, correctOri, 1e-10m,
+                "oriClosePercent = 32,500,000 / 50,000,000 = 0.65");
+
+            // 错误：硬编码为 1（c9071a4e 的错误）
+            decimal buggyOri = 1m;
+            Assert.AreNotEqual(correctOri, buggyOri,
+                "多次部分平仓后 oriClosePercent 必须小于 1，硬编码 1 会允许平超过剩余持仓");
+
+            // 首次平仓时 oriClosePercent 才等于 1（remaining == original）
+            decimal firstTimeOri = OriginalNotional / OriginalNotional;
+            SwapDealTestFactory.AssertDecimalEqual(1m, firstTimeOri, 1e-10m,
+                "首次平仓时 oriClosePercent = 1（remaining == original）");
+            Console.WriteLine($"多次部分平仓后：oriClosePercent={correctOri}（≠1），首次：{firstTimeOri}（=1）");
+        }
+
+        // ================================================================
+        // 契约4：CloseQty 必须经过 A→B 转换，不能直接 PositionQty × ClosePercent(A)
+        // 如果有人删除 calcCloseQtyByOriginalPercent 调用改为直接乘，此测试会红
+        // ================================================================
+        [TestMethod]
+        public void CPC_004_平仓数量必须经过口径A到B转换_不能直接乘()
+        {
+            // 场景：期初数量 32,500,000（=剩余数量），oriClosePercent=0.65
+            // 用户输入 ClosePercent(A) = 0.325（想平剩余的 50%）
+            decimal positionQty = RemainingAfter1st; // 32,500,000
+            decimal oriClosePercent = RemainingAfter1st / OriginalNotional; // 0.65
+
+            // 正确：CloseQty = PositionQty × (ClosePercent(A) / oriClosePercent)
+            //   = 32,500,000 × (0.325 / 0.65) = 32,500,000 × 0.5 = 16,250,000
+            decimal correctQty = positionQty * (SecondClosePercentA / oriClosePercent);
+            SwapDealTestFactory.AssertDecimalEqual(16_250_000m, correctQty, 1e-6m,
+                "正确：32,500,000 × (0.325/0.65) = 16,250,000");
+
+            // 错误：CloseQty = PositionQty × ClosePercent(A)（直接乘，不做转换）
+            //   = 32,500,000 × 0.325 = 10,562,500 ❌
+            decimal buggyQty = positionQty * SecondClosePercentA;
+            Assert.AreNotEqual(correctQty, buggyQty,
+                "直接乘会得到 10,562,500 而非 16,250,000，数量算少 35%");
+
+            // JS 浮点精度守卫：32500000×(0.5/0.65) 可能 = 24999999.999999996
+            // SwapCalc.calcCloseQtyByOriginalPercent 用 roundHalfAwayFromZero 修复
+            decimal jsFloatTrap = (decimal)((double)positionQty * ((double)SecondClosePercentA / (double)oriClosePercent));
+            Console.WriteLine($"正确={correctQty}，错误(直接乘)={buggyQty}，JS浮点陷阱={jsFloatTrap}");
+        }
+
+        // ================================================================
+        // 契约5：后端 A→B→A 往返转换必须还原（多次部分平仓场景）
+        // 守护 SwapUnwind/ApplySwapTrade 入口的 ToRemainingClosePercent + SaveSwapDealInternal 的 ToOriginalClosePercent
+        // ================================================================
+        [TestMethod]
+        public void CPC_005_多次部分平仓_A到B到A往返转换必须还原原值()
+        {
+            // 第二次部分平仓：前端传 ClosePercent(A) = 0.325
+            decimal closePercentA = SecondClosePercentA;
+
+            // 后端入口：A → B
+            decimal closePercentB = SwapDealService.ToRemainingClosePercent(
+                closePercentA, OriginalNotional, RemainingAfter1st);
+            SwapDealTestFactory.AssertDecimalEqual(SecondClosePercentB, closePercentB, 1e-10m,
+                "A→B：0.325 × 50,000,000 / 32,500,000 = 0.50");
+
+            // 后端落库：B → A 还原
+            decimal restoredA = SwapDealService.ToOriginalClosePercent(
+                closePercentB, OriginalNotional, RemainingAfter1st);
+            SwapDealTestFactory.AssertDecimalEqual(closePercentA, restoredA, 1e-10m,
+                "B→A 还原：0.50 × 32,500,000 / 50,000,000 = 0.325（必须等于原始A）");
+
+            Console.WriteLine($"A={closePercentA} → B={closePercentB} → A'={restoredA} ✅ 往返还原");
+        }
+
+        // ================================================================
+        // 契约6：后端 InitUnwind 默认 ClosePercent = PosiNotionalValue / NotionalValue（口径A）
+        // 不能硬编码为 1（c9071a4e 前端硬编码1的错误在后端等价于此）
+        // ================================================================
+        [TestMethod]
+        public void CPC_006_InitUnwind默认值必须为剩余除以期初_不能硬编码为1()
+        {
+            // 多次部分平仓后：期初 50M，剩余 32.5M
+            decimal defaultValue = SwapDealService.CalcDefaultInitClosePercent(
+                OriginalNotional, RemainingAfter1st);
+
+            // 正确：0.65（占期初的"平剩余全部"比例）
+            SwapDealTestFactory.AssertDecimalEqual(0.65m, defaultValue, 1e-10m,
+                "CalcDefaultInitClosePercent(50M, 32.5M) = 0.65（口径A）");
+
+            // 不能是 1（硬编码错误）
+            Assert.AreNotEqual(1m, defaultValue,
+                "多次部分平仓后默认值不能为1，否则意味着'平掉原始全部'而非'平剩余全部'");
+
+            Console.WriteLine($"InitUnwind 默认 ClosePercent(A) = {defaultValue}（≠1）✅");
+        }
+
+        // ================================================================
+        // 契约7：SwapUnwind 第二次部分平仓必须正确做 A→B 转换
+        // 这是"装配测试"——验证后端入口确实执行了转换，而不只是函数本身正确
+        // ================================================================
+        [TestMethod]
+        public void CPC_007_SwapUnwind第二次部分平仓_入口必须将ClosePercent从A转为B()
+        {
+            // 模拟 GLMS-20260701-0006 第二次部分平仓
+            var td = new trade
+            {
+                id = 2001,
+                TradeNumber = "CPC-TEST-007",
+                TradeType = "收益互换",
+                TradeStatus = "确认成交",
+                ValidState = "Valid",
+                StockEqvNotional = (double)RemainingAfter1st,     // 32,500,000
+                OriginalStockEqvNotional = (double)OriginalNotional, // 50,000,000
+                Notional = (double)RemainingAfter1st,
+                TradeAmount = (double)RemainingAfter1st
+            };
+
+            var service = new TestableSwapDealService(td);
+
+            // 前端传 ClosePercent = 0.325（口径A，占期初）
+            var unwindData = new UnwindData
+            {
+                SwapTradeId = td.id,
+                SwapRealizedPnL = 1000m,
+                SwapCloseAmount = 1000m,
+                CloseMethod = (int)CloseMethodEnum.部分平仓,
+                ClosePercent = SecondClosePercentA,     // 0.325（口径A）
+                CloseQty = 16_250_000m,
+                CloseNotionalValue = SecondCloseNotional, // 16,250,000
+                PositionQty = RemainingAfter1st,          // 32,500,000
+                NotionalValue = OriginalNotional,         // 50,000,000（期初）
+                PosiNotionalValue = RemainingAfter1st,    // 32,500,000（剩余）
+                ValueDate = new DateTime(2026, 7, 14),
+                UnwindDate = new DateTime(2026, 7, 15),
+                StartDate = new DateTime(2026, 7, 1)
+            };
+
+            service.SwapUnwind(unwindData);
+
+            // 验证 SwapUnwind 被调用
+            Assert.AreEqual(1, service.SaveSwapDealCalls.Count, "SwapUnwind 应调用 SaveSwapDeal");
+
+            // 验证传给 SaveSwapDeal 的 ClosePercent 已转为口径B
+            var savedData = service.SaveSwapDealCalls[0].data;
+            decimal expectedB = SwapDealService.ToRemainingClosePercent(
+                SecondClosePercentA, OriginalNotional, RemainingAfter1st);
+
+            SwapDealTestFactory.AssertDecimalEqual(expectedB, savedData.ClosePercent, 1e-10m,
+                "SwapUnwind 应将 ClosePercent 从口径A(0.325)转为口径B(0.50)");
+
+            // 口径B 不等于口径A（验证转换确实发生了）
+            Assert.AreNotEqual(SecondClosePercentA, savedData.ClosePercent,
+                "口径B(0.50) 不应等于口径A(0.325)，否则说明转换缺失");
+
+            Console.WriteLine($"SwapUnwind: 输入A={SecondClosePercentA} → 输出B={savedData.ClosePercent} ✅");
+        }
+
+        // ================================================================
+        // 契约8：完整多步场景——3次平仓合计应等于期初本金
+        // 首次35%(A) → 第二次平剩余50%(A=0.325) → 第三次全平剩余(A=0.325)
+        // 合计 CloseNotionalValue = 17.5M + 16.25M + 16.25M = 50M = 原始本金
+        // ================================================================
+        [TestMethod]
+        public void CPC_008_三次部分平仓合计本金必须等于期初名义本金()
+        {
+            decimal remaining = OriginalNotional; // 50,000,000
+            decimal totalClosed = 0m;
+
+            // Step1: 平 35%（首次，remaining == original, A = B = 0.35）
+            decimal step1A = 0.35m;
+            decimal step1Notional = step1A * OriginalNotional; // 17,500,000
+            totalClosed += step1Notional;
+            remaining -= step1Notional; // 32,500,000
+
+            // Step2: 平剩余的 50% → A = 16,250,000 / 50,000,000 = 0.325
+            decimal step2Notional = 16_250_000m;
+            decimal step2A = step2Notional / OriginalNotional; // 0.325
+            // 后端 A→B 转换
+            decimal step2B = SwapDealService.ToRemainingClosePercent(
+                step2A, OriginalNotional, remaining);
+            SwapDealTestFactory.AssertDecimalEqual(0.50m, step2B, 1e-10m,
+                "Step2: A=0.325 → B=0.50（平剩余50%）");
+            totalClosed += step2Notional;
+            remaining -= step2Notional; // 16,250,000
+
+            // Step3: 全平剩余 → A = 16,250,000 / 50,000,000 = 0.325
+            decimal step3Notional = remaining;
+            decimal step3A = step3Notional / OriginalNotional; // 0.325
+            decimal step3B = SwapDealService.ToRemainingClosePercent(
+                step3A, OriginalNotional, remaining);
+            SwapDealTestFactory.AssertDecimalEqual(1.0m, step3B, 1e-10m,
+                "Step3: A=0.325 → B=1.0（全平剩余）");
+            totalClosed += step3Notional;
+            remaining -= step3Notional; // 0
+
+            // 守恒：合计 = 期初
+            SwapDealTestFactory.AssertDecimalEqual(OriginalNotional, totalClosed, 1e-6m,
+                "三次平仓合计必须 = 期初名义本金 50,000,000");
+            SwapDealTestFactory.AssertDecimalEqual(0m, remaining, 1e-6m,
+                "三次平仓后剩余必须 = 0");
+
+            Console.WriteLine($"Step1: A=0.35, Notional=17,500,000");
+            Console.WriteLine($"Step2: A=0.325→B=0.50, Notional=16,250,000");
+            Console.WriteLine($"Step3: A=0.325→B=1.00, Notional=16,250,000");
+            Console.WriteLine($"合计={totalClosed} = 期初{OriginalNotional} ✅");
+        }
+
+        // ================================================================
+        // 契约9：GetUnwindInterestList 必须接收 notionalValue 和 posiNotionalValue
+        // 前端 getInterestList 传这两个参数给后端做 A→B 转换
+        // 如果前端删掉这两个参数，后端 ToRemainingClosePercent 在 posiNotionalValue=0 时会跳过转换
+        // ================================================================
+        [TestMethod]
+        public void CPC_009_ToRemainingClosePercent_PosiNotionalValue为零时跳过转换_前端必须传值()
+        {
+            // 模拟前端不传 notionalValue/posiNotionalValue（默认0）
+            decimal result = SwapDealService.ToRemainingClosePercent(
+                SecondClosePercentA, notionalValue: 0, posiNotionalValue: 0);
+
+            // posiNotionalValue <= 0 时直接返回原值（不转换）
+            SwapDealTestFactory.AssertDecimalEqual(SecondClosePercentA, result, 1e-10m,
+                "posiNotionalValue=0 时不做转换——所以前端必须传 notionalValue/posiNotionalValue");
+
+            // 正确：前端传值后转换正常
+            decimal resultWithValues = SwapDealService.ToRemainingClosePercent(
+                SecondClosePercentA, OriginalNotional, RemainingAfter1st);
+            SwapDealTestFactory.AssertDecimalEqual(SecondClosePercentB, resultWithValues, 1e-10m,
+                "前端传值后：A=0.325 → B=0.50 ✅");
+
+            // 两者必须不同
+            Assert.AreNotEqual(result, resultWithValues,
+                "传 vs 不传 notionalValue 结果不同——前端必须传，否则利息计算用错口径");
+
+            Console.WriteLine($"不传值(默认0)：{result}（未转换，错误地用A算利息）");
+            Console.WriteLine($"传值：{resultWithValues}（正确转换为B）");
+        }
+
+        // ================================================================
+        // 契约10：首次平仓 A==B（退化场景，不应误报）
+        // 首次平仓时 NotionalValue == PosiNotionalValue，A=B，转换系数=1
+        // 这是既有测试全绿的原因——必须用非退化场景才能捕获回归
+        // ================================================================
+        [TestMethod]
+        public void CPC_010_首次平仓A等于B_退化场景_不能作为唯一测试()
+        {
+            decimal closePercentA = 0.35m;
+            decimal firstRemaining = OriginalNotional; // 首次 remaining == original
+
+            decimal convertedB = SwapDealService.ToRemainingClosePercent(
+                closePercentA, OriginalNotional, firstRemaining);
+
+            // 首次平仓：A == B（转换系数 = 1）
+            SwapDealTestFactory.AssertDecimalEqual(closePercentA, convertedB, 1e-10m,
+                "首次平仓 remaining==original → A==B==0.35（退化场景）");
+
+            // 退化场景下即使不做转换结果也一样——这就是既有测试全绿的原因
+            decimal noConversion = closePercentA;
+            Assert.AreEqual(noConversion, convertedB,
+                "退化场景：做不做转换结果一样 → 无法发现'转换缺失'的bug");
+
+            Console.WriteLine($"⚠ 退化场景：A={closePercentA} == B={convertedB}（首次平仓，无法暴露双重转换bug）");
+            Console.WriteLine($"✅ 非退化场景见 CPC_005/007：A=0.325 ≠ B=0.50（多次部分平仓后才能暴露）");
+        }
+    }
+}

UnitTestProject/Modules/SwapModule/InitUnwindTradingFeeTest.cs

@@ -0,0 +1,65 @@
+using System.Reflection;
+using YLErp.DBModels;
+
+namespace YLErp.Modules.SwapModule
+{
+    [TestClass]
+    public class InitUnwindTradingFeeTest
+    {
+        private static decimal InvokeCalcInitTradingFee(swap_position position, UnwindData unwindData)
+        {
+            var method = typeof(SwapDealService).GetMethod(
+                "CalcInitTradingFee",
+                BindingFlags.NonPublic | BindingFlags.Static);
+
+            Assert.IsNotNull(method, "未找到 CalcInitTradingFee 私有静态方法");
+
+            return (decimal)method.Invoke(null, new object[] { position, unwindData });
+        }
+
+        [TestMethod]
+        public void 百分比模式_按平仓名义本金计算并四舍五入到两位()
+        {
+            var position = new swap_position
+            {
+                PosiFeeType = 0,
+                PosiTradingFeeUnit = 0.1234m
+            };
+            var unwindData = new UnwindData
+            {
+                CloseNotionalValue = 1_000_000m,
+                CloseQty = 8888m
+            };
+
+            var fee = InvokeCalcInitTradingFee(position, unwindData);
+
+            Assert.AreEqual(1234.00m, fee);
+        }
+
+        [TestMethod]
+        public void 单位数量模式_按平仓数量计算并四舍五入到两位()
+        {
+            var position = new swap_position
+            {
+                PosiFeeType = 1,
+                PosiTradingFeeUnit = 1.235m
+            };
+            var unwindData = new UnwindData
+            {
+                CloseNotionalValue = 1_000_000m,
+                CloseQty = 10m
+            };
+
+            var fee = InvokeCalcInitTradingFee(position, unwindData);
+
+            Assert.AreEqual(12.35m, fee);
+        }
+
+        [TestMethod]
+        public void 空入参_返回零()
+        {
+            Assert.AreEqual(0m, InvokeCalcInitTradingFee(null, new UnwindData()));
+            Assert.AreEqual(0m, InvokeCalcInitTradingFee(new swap_position(), null));
+        }
+    }
+}

YLErpDAL/DataBase/YLContext.cs

@@ -1,4 +1,7 @@
 using BaseOUDAL;
+using Microsoft.EntityFrameworkCore.Storage.ValueConversion;
+using System.ComponentModel.DataAnnotations.Schema;
+using System.Reflection;
 using YLErp.Core.DBModels;
 using YLErp.Model;
 
@@ -14,6 +17,19 @@ namespace YLErp.BLL
 
         protected override void OnModelCreating(ModelBuilder modelBuilder)
         {
+            var clientBalanceMoneyConverter = new ValueConverter<double?, decimal?>(
+                value => value.HasValue ? Convert.ToDecimal(value.Value) : null,
+                value => value.HasValue ? (double)value.Value : null);
+            var clientBalanceDaily = modelBuilder.Entity<ClientBalanceDaily>();
+            foreach (var property in typeof(ClientBalanceDaily).GetProperties()
+                .Where(property => property.PropertyType == typeof(double?)
+                    && property.GetCustomAttribute<NotMappedAttribute>() == null))
+            {
+                clientBalanceDaily.Property<double?>(property.Name)
+                    .HasConversion(clientBalanceMoneyConverter)
+                    .HasColumnType("decimal(20,6)");
+            }
+
             modelBuilder.Entity<AppConfig>().HasKey(c => new { c.PGroup, c.PName });
             modelBuilder.Entity<ExchangeOptionVol>().HasKey(c => new { c.ValueDate, c.OptionCode });
             modelBuilder.Entity<dicForTranslation>().HasKey(c => new { c.From, c.Key });
@@ -414,4 +430,4 @@ namespace YLErp.BLL
         public DbSet<glms_risk_variable> glms_risk_variable { get; set; }
 
     }
-}
+}

YLErpDAL/Model/SwapFlowEventExportModel.cs

@@ -99,6 +99,6 @@ namespace YLErp.Model
 
         public string OptLog { get; set; }
 
-        public decimal? InitYtm { get; set; }
+        public string InitYtm { get; set; }
     }
 }

YLErpDAL/Modules/AppModule/AppUpgrader.cs

@@ -306,14 +306,13 @@ namespace YLErp.Modules.AppModule
             //-----------------------------------------------
             configService.AddDataIfNotExists("ProjectConfig", "Erp.IsAutoSealAfterGeneratedBook", "false", "bool", "确认书生成时是否自动用印(IsAutoSealAndUploadFiles勾选时生效)");
             configService.AddDataIfNotExists("ProjectConfig", "Erp.ReportFileBeginNumber", "0", "int", "报送文件开始编号");
-            //-----------------------------------------------
-            // 删除不再使用的
-            //-----------------------------------------------
             RemoveUnUsed(configService);
         }
 
         private static void RemoveUnUsed(InnerAppConfigService configService)
         {
+            configService.RemoveData("ProjectConfig", "Trade.SwapMarginTemplateConfig");
+
             if (AppManager.Version.Major < 3)
             {
                 configService.RemoveData("ProjectConfig", "Erp.TradeConfirmBookEmailTPL");
@@ -453,6 +452,38 @@ namespace YLErp.Modules.AppModule
                 }
 
                 adminDb.SaveChanges();
+
+                var marginTemplateDictionary = adminDb.Dictionaries.FirstOrDefault(item => item.Name == YLErp.Modules.SwapModule.SwapMarginTemplateConfigService.DictionaryName);
+                if (marginTemplateDictionary == null)
+                {
+                    return;
+                }
+
+                var existingNames = adminDb.DictionaryItems
+                    .Where(item => item.DictId == marginTemplateDictionary.Id)
+                    .Select(item => item.Name)
+                    .ToHashSet();
+                var nextIndex = adminDb.DictionaryItems
+                    .Where(item => item.DictId == marginTemplateDictionary.Id)
+                    .Select(item => item.IndexNum)
+                    .DefaultIfEmpty(-1)
+                    .Max();
+                foreach (var templateName in YLErp.Modules.SwapModule.SwapMarginTemplateConfigService.InitialTemplateNames)
+                {
+                    if (existingNames.Contains(templateName))
+                    {
+                        continue;
+                    }
+
+                    adminDb.DictionaryItems.Add(new BaseOUDAL.DictionaryItem
+                    {
+                        DictId = marginTemplateDictionary.Id,
+                        Name = templateName,
+                        ShortName = templateName,
+                        IndexNum = ++nextIndex
+                    });
+                }
+                adminDb.SaveChanges();
             }
             catch (Exception ex)
             {

YLErpDAL/Modules/EodModule/SettlementModule/EodHandleSwapFlowService.cs

@@ -455,7 +455,7 @@ namespace YLErp.Modules.EodModule
                 Lots = swapFlow.Lots,
                 IsNight = swapFlow.IsNight,
                 OpponentRole = "甲方",
-                MarginTemplateName = "系统默认",
+                MarginTemplateName = null,
                 MarginType = MarginTypeEnum.DEFAULT,
                 IsGroup = isSingleTrade ? 0 : 2
             };
@@ -743,7 +743,7 @@ namespace YLErp.Modules.EodModule
             td.OriginalNotional = td.Notional;
             td.OriginalStockEqvNotional = td.StockEqvNotional;
             td.StockEqvNotionalReal = td.StockEqvNotionalReal;
-            td.MarginTemplateName = "系统默认";
+            td.MarginTemplateName = null;
             td.MarginType = MarginTypeEnum.DEFAULT;
             td.IsTradePricePayType = true;
             td.TradeSource = TradeSourceEnum.导入交易.ToString();

YLErpDAL/Modules/SwapModule/SwapDealService.cs

@@ -291,6 +291,9 @@ namespace YLErp.Modules.SwapModule
                     floatEvent.UnderlyingInstrumentType = position.UnderlyingInstrumentType;
                     floatEvent.CloseFee = 0;
                     floatEvent.BeforeCloseFee = oriPosition.PosiTradingFeePending;
+                    floatEvent.TradingFee = CalcInitTradingFee(oriPosition, unwindData);
+                    floatEvent.PosiTradingFeeUnit = oriPosition?.PosiTradingFeeUnit ?? 0;
+                    floatEvent.PosiFeeType = oriPosition?.PosiFeeType ?? 0;
                     floatEvent.MarkClosePnl = 0;
                     floatEvent.PayDirection = position.PosiDirection;
                     floatEvent.PosiGrossPrice = position.PosiGrossPrice;
@@ -313,6 +316,20 @@ namespace YLErp.Modules.SwapModule
             }
             return unwindData;
         }
+        private static decimal CalcInitTradingFee(swap_position oriPosition, UnwindData unwindData)
+        {
+            if (oriPosition == null || unwindData == null)
+            {
+                return 0;
+            }
+
+            if (oriPosition.PosiFeeType == 1)
+            {
+                return Math.Round(oriPosition.PosiTradingFeeUnit * unwindData.CloseQty, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
+            }
+
+            return Math.Round(oriPosition.PosiTradingFeeUnit / 100m * unwindData.CloseNotionalValue, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
+        }
         /// <summary>
         /// 校验上日是否收盘
         /// </summary>

YLErpDAL/Modules/SwapModule/SwapFlowService.cs

@@ -372,18 +372,18 @@ namespace YLErp.Modules.SwapModule
                 exportModel.PositionType = item.PositionType==1?"多头":"空头";
                 exportModel.UnderlyingCode = item.UnderlyingCode;
                 exportModel.MatuirityDate = item.MatuirityDate.OtcFormatDate();
-                exportModel.TradingAmountAvg = item.TradingAmountAvg.OtcFormat(OtcFormatFlag.umprice);
-                exportModel.TradingAmountFeeAvg = item.TradingAmountFeeAvg.OtcFormat(OtcFormatFlag.umprice);
-                exportModel.Quantity = item.Quantity.OtcFormatMoney(false, 4);
-                exportModel.TradingAmount = item.TradingAmount.OtcFormatMoney(false, 4);
+                exportModel.TradingAmountAvg = item.TradingAmountAvg.OtcFormatMoney(false, 2);
+                exportModel.TradingAmountFeeAvg = item.TradingAmountFeeAvg.OtcFormatMoney(false, 2);
+                exportModel.Quantity = item.Quantity.OtcFormatMoney(false, 2);
+                exportModel.TradingAmount = item.TradingAmount.OtcFormatMoney(false, 2);
                 exportModel.ContractSize = item.ContractSize.ToString();
-                exportModel.TradingFee = item.TradingFee.OtcFormatMoney(false, 4);
-                exportModel.TradingFeePending = item.TradingFeePending.OtcFormatMoney(false, 4);
-                exportModel.DividendPending = item.DividendPending.OtcFormatMoney(false, 4);
-                exportModel.MarkClosePnl = item.MarkClosePnl.OtcFormatMoney(false, 4);
-                exportModel.DividendIn = item.DividendIn.OtcFormatMoney(false, 4);
+                exportModel.TradingFee = item.TradingFee.OtcFormatMoney(false, 2);
+                exportModel.TradingFeePending = item.TradingFeePending.OtcFormatMoney(false, 2);
+                exportModel.DividendPending = item.DividendPending.OtcFormatMoney(false, 2);
+                exportModel.MarkClosePnl = item.MarkClosePnl.OtcFormatMoney(false, 2);
+                exportModel.DividendIn = item.DividendIn.OtcFormatMoney(false, 2);
                 exportModel.OptLog = item.OptLog;
-                exportModel.InitYtm = item.InitYtm;
+                exportModel.InitYtm = item.InitYtm?.OtcFormatMoney(false, 9);
                 list.Add(exportModel);
             }
             var tplFilePath = OtcAppContext.MapPath("/App_Docs");

YLErpDAL/Modules/SwapModule/SwapMarginTemplateConfigService.cs

@@ -0,0 +1,39 @@
+using BaseOUDAL;
+using YLErp.Models;
+
+namespace YLErp.Modules.SwapModule
+{
+    public static class SwapMarginTemplateConfigService
+    {
+        public const string DictionaryName = "保证金模板名称";
+
+        public static readonly string[] InitialTemplateNames = { "现金保证金", "授信保证金" };
+
+        public static SwapMarginTemplateConfig GetConfig()
+        {
+            using var db = new ErpBaseContext();
+            var dictionaryId = db.Dictionaries
+                .Where(item => item.Name == DictionaryName)
+                .Select(item => item.Id)
+                .FirstOrDefault();
+            var items = db.DictionaryItems
+                .Where(item => item.DictId == dictionaryId && !string.IsNullOrWhiteSpace(item.Name))
+                .OrderBy(item => item.IndexNum)
+                .Select(item => new SelectItem { Text = item.Name, Value = item.Name })
+                .ToArray();
+
+            return new SwapMarginTemplateConfig
+            {
+                options = items,
+                defaultValue = items.FirstOrDefault()?.Value
+            };
+        }
+    }
+
+    public class SwapMarginTemplateConfig
+    {
+        public IEnumerable<SelectItem> options { get; set; }
+
+        public string defaultValue { get; set; }
+    }
+}

YLErpDAL/Modules/SwapModule/SwapTradeService.cs

@@ -1,4 +1,4 @@
-using BaseOUDAL;
+using BaseOUDAL;
 using ClosedXML.Report.Options;
 using Confluent.Kafka;
 using CsvHelper;
@@ -341,7 +341,7 @@ namespace YLErp.Modules.SwapModule
                 TradeDate = flowMerge.OccurTime,
                 TraderId = asset.TraderIdsInt.FirstOrDefault(),
                 TraderName = asset.TraderNamesList.FirstOrDefault(),
-                MarginTemplateName = "系统默认",
+                MarginTemplateName = null,
                 OpponentRole = "乙方",
                 StructureType = structureType,
                 InitialMargin = 0,
@@ -1375,6 +1375,7 @@ namespace YLErp.Modules.SwapModule
                 position.PosiTradingFee = swap.PosiTradingFee;
                 position.PosiTradingFee=Math.Round(position.PosiTradingFee, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
                 position.PosiTradingFeeUnit = swap.PosiTradingFeeUnit;
+                position.PosiFeeType = swap.PosiFeeType;
                 position.PosiTradingFeePending = swap.PosiTradingFeePending;
                 position.PosiTradingFeePending = Math.Round(position.PosiTradingFeePending, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
                 position.UnderlyingCode = swap.UnderlyingCode;
@@ -1414,6 +1415,7 @@ namespace YLErp.Modules.SwapModule
                 position.FloatRateUnderlyingCode = swap.FloatRateUnderlyingCode;
                 position.interest_rest_days = swap.interest_rest_days;
                 position.interest_rule = swap.interest_rule;
+                position.category_tag = string.IsNullOrEmpty(swap.category_tag) ? "互换利率" : swap.category_tag;
                 position.InitYtm = RoundSwapBondNetPriceAndYtm(swap.InitYtm);
                 if (position.InitYtm != null && position.InitYtm > 0)
                 {

YLErpDAL/Modules/TradeModule/SwapModule/SwapTradeFlowImportService.cs

@@ -378,7 +378,7 @@ namespace YLErp.Modules.TradeModule.SwapModule
             importTrade.StockEqvNotionalReal = importTrade.StockEqvNotionalReal;
             importTrade.trade_swap.RateCalcMode = "01";
             importTrade.IsUsePremiumRate = true;
-            importTrade.MarginTemplateName = "系统默认";
+            importTrade.MarginTemplateName = null;
             importTrade.MarginType = MarginTypeEnum.DEFAULT;
             importTrade.IsTradePricePayType = true;
             importTrade.TradeSource = TradeSourceEnum.导入交易.ToString();

YLErpDAL/Modules/TradeModule/SwapModule/SwapTradeFlowMoreImportService.cs

@@ -519,7 +519,7 @@ namespace YLErp.Modules.TradeModule.SwapModule
             importTrade.ParticipationRate = 1;
 
             //预付金
-            importTrade.MarginTemplateName = "系统默认";
+            importTrade.MarginTemplateName = null;
             importTrade.MarginType = MarginTypeEnum.DEFAULT;
 
             SetDBModelCreator(importTrade);

YLErpDAL/Modules/TradeModule/SwapModule/SwapTradeImportService.cs

@@ -726,7 +726,7 @@ namespace YLErp.Modules.TradeModule.SwapModule
             td.OriginalStockEqvNotional = td.StockEqvNotional;
             td.StockEqvNotionalReal = td.StockEqvNotionalReal;
             td.IsUsePremiumRate = true;
-            td.MarginTemplateName = "系统默认";
+            td.MarginTemplateName = null;
             td.MarginType = MarginTypeEnum.DEFAULT;
             td.IsTradePricePayType = true;
             td.TradeSource = TradeSourceEnum.导入交易.ToString();
@@ -2815,7 +2815,7 @@ namespace YLErp.Modules.TradeModule.SwapModule
             td.SettlementDate = td.ExerciseDate;
 
             td.StockEqvNotional = reader.GetDouble("名义本金（人民币）", true) ?? 0;
-            td.MarginTemplateName = "系统默认";
+            td.MarginTemplateName = null;
             td.UnWindDate = reader.GetDate("提前终止日/终止日", true);
             td.Comments = reader.GetString("备注", false);
             //td.UnderlyingName = reader.GetString("标的名称", true);

YLErpWeb/Areas/Admin/Controllers/OtcConfigController.cs

@@ -282,4 +282,4 @@ namespace YLErp.Web.Areas.Admin.Controllers
 
         #endregion
     }
-}
+}

YLErpWeb/Controllers/SwapTrade2Controller.cs

@@ -45,48 +45,26 @@ namespace YLErp.Web.Controllers
             ViewBag.observationDate = observationDate;
             return View();
         }
-        public ActionResult TradeEdit(string enid, bool isUseApproval = false)
+        public ActionResult TradeEdit(string enid, string renewEnid = null, bool isUseApproval = false)
         {
             ViewBag.isUseApproval = isUseApproval;
-            var intid = DecryptInt(enid);
+            // The new/renew flow uses the literal "0" to indicate that no trade exists yet.
+            var intid = enid == "0" ? 0 : DecryptInt(enid);
             trade r = null;
             if (intid == 0)
             {
-                TradeExtendJson tradeExtendJson = new TradeExtendJson()
+                r = CreateNewTrade();
+                var renewTradeId = DecryptInt(renewEnid);
+                if (renewTradeId > 0)
                 {
-                    FlowBookMode = (int)FlowBookModeEnum.否,
-                    FloatingPnlAnnualized = false,
-                    NeedOpenFee = false,
-                    OpenFeeType = 0,
-                    InterestCalcMode = "10",
-                    SettlementRules=0,
-                    DividendPayDate=0
-                };
-                var tradeDateCountry = GetBestCountry(valuedateBLL.ValueDate.Year);
-                r = new trade()
-                {
-                    TradeType = "收益互换",
-                    UnderlyingInstrumentType = "Stock",
-                    StartDate = valuedateBLL.ValueDate,
-                    TradeDate = QdpCalendarHelper.GetNonHolidayDefore(valuedateBLL.ValueDate.AddDays(-1), tradeDateCountry),
-                    TraderId = CurUser.UserId,
-                    TraderName = CurUser.UserName,
-                    MarginTemplateName = "系统默认",
-                    OpponentRole = "乙方",
-                    OriginalStockEqvNotional = 0,
-                    StructureType = "普通收益互换",
-                    InitialMargin = 0
-                };
-                r.StructureType = "普通债券类收益互换";
-                tradeExtendJson.FlowBookMode = (int)FlowBookModeEnum.先进先出;
-                r.trade_extend = new trade_extend()
-                {
-                    ExtendJson = JsonHelper.Serialize(tradeExtendJson)
-                };
-                r.MetaDic = new Dictionary<string, string>
-                {
-                    { "清算机构", "甲方" }
-                };
+                    var sourceTrade = new SwapTradeService(CurUser).GetSwapTrade(renewTradeId);
+                    if (sourceTrade == null)
+                    {
+                        return ShowError("没有找到交易数据");
+                    }
+
+                    r = CreateRenewTrade(sourceTrade, r);
+                }
                 return View(r);
             }
             SwapTradeService swapTradeService = new SwapTradeService(CurUser);
@@ -98,6 +76,130 @@ namespace YLErp.Web.Controllers
 
             return View(r);
         }
+
+        private trade CreateNewTrade()
+        {
+            var defaultMarginTemplateName = SwapMarginTemplateConfigService.GetConfig().defaultValue;
+            var tradeExtendJson = new TradeExtendJson()
+            {
+                FlowBookMode = (int)FlowBookModeEnum.先进先出,
+                FloatingPnlAnnualized = false,
+                NeedOpenFee = false,
+                OpenFeeType = 0,
+                InterestCalcMode = "10",
+                SettlementRules = 0,
+                DividendPayDate = 0
+            };
+            var tradeDateCountry = GetBestCountry(valuedateBLL.ValueDate.Year);
+            return new trade()
+            {
+                TradeType = "收益互换",
+                UnderlyingInstrumentType = "Stock",
+                StartDate = valuedateBLL.ValueDate,
+                TradeDate = QdpCalendarHelper.GetNonHolidayDefore(valuedateBLL.ValueDate.AddDays(-1), tradeDateCountry),
+                TraderId = CurUser.UserId,
+                TraderName = CurUser.UserName,
+                MarginTemplateName = defaultMarginTemplateName,
+                OpponentRole = "乙方",
+                OriginalStockEqvNotional = 0,
+                StructureType = "普通债券类收益互换",
+                InitialMargin = 0,
+                trade_extend = new trade_extend()
+                {
+                    ExtendJson = JsonHelper.Serialize(tradeExtendJson)
+                },
+                MetaDic = new Dictionary<string, string>
+                {
+                    { "清算机构", "甲方" }
+                }
+            };
+        }
+
+        private trade CreateRenewTrade(trade sourceTrade, trade defaultTrade)
+        {
+            var renewTrade = sourceTrade.Clone();
+            renewTrade.id = 0;
+            renewTrade.TradeNumber = string.Empty;
+            renewTrade.ParentTradeId = 0;
+            renewTrade.TradeDate = defaultTrade.TradeDate;
+            renewTrade.StartDate = defaultTrade.StartDate;
+            renewTrade.ExerciseDate = null;
+            renewTrade.MaturityDate = null;
+            renewTrade.SettlementDate = null;
+            renewTrade.UnWindDate = null;
+            renewTrade.PremiumPayDate = null;
+            renewTrade.SettlementFlagDate = null;
+            renewTrade.HasPartialUnWind = null;
+            renewTrade.TradeStatus = null;
+            renewTrade.CheckStatus = null;
+            renewTrade.ProcessStatus = null;
+            renewTrade.ProcessOrderId = 0;
+            renewTrade.ProcessOrderBranch = 0;
+            renewTrade.ProcessOptDate = null;
+            renewTrade.ValidState = null;
+            renewTrade.CreateDate = null;
+            renewTrade.TradeSource = null;
+            // 恢复初始名义本金（源交易若有过部分平仓，StockEqvNotional/TradeAmount/Notional 已递减，
+            // 但 OriginalStockEqvNotional 和 OriginalNotional 始终保留原始值不被递减）
+            if (renewTrade.OriginalStockEqvNotional != null)
+            {
+                renewTrade.StockEqvNotional = (double)renewTrade.OriginalStockEqvNotional;
+            }
+            renewTrade.Notional = renewTrade.OriginalNotional ?? renewTrade.TradeAmount;
+            renewTrade.TradeAmount = renewTrade.OriginalNotional ?? renewTrade.TradeAmount;
+            // 结算标识 — 源交易可能为"延期结算"，续做时重置为正常结算
+            renewTrade.SettlementFlag = 0;
+            renewTrade.SettlementFlagOptId = null;
+            // trade_swap — 重置源交易遗留的 PK/FK 和运行时字段
+            if (renewTrade.trade_swap != null)
+            {
+                renewTrade.trade_swap.id = 0;
+                renewTrade.trade_swap.TradeId = 0;
+                renewTrade.trade_swap.FlowId = null;
+            }
+            renewTrade.trade_extend = sourceTrade.trade_extend?.Clone() ?? defaultTrade.trade_extend;
+            renewTrade.trade_extend.TradeId = 0;
+            renewTrade.trade_Initial_Margin = sourceTrade.trade_Initial_Margin?.Clone() ?? new trade_initial_margin();
+            renewTrade.trade_Initial_Margin.TradeId = 0;
+            renewTrade.MetaDic = sourceTrade.MetaDic == null
+                ? new Dictionary<string, string>()
+                : new Dictionary<string, string>(sourceTrade.MetaDic);
+            // 只克隆初始持仓（IsInitial=true），避免将部分平仓后的实时持仓（名义本金已递减）带入续做交易
+            renewTrade.swap_positions = sourceTrade.swap_positions
+                ?.Where(p => p.IsInitial)
+                .Select(position =>
+            {
+                var renewPosition = position.Clone();
+                renewPosition.id = 0;
+                renewPosition.PositionId = 0;
+                renewPosition.SwapTradeId = 0;
+                renewPosition.PosiNumber = null;
+                renewPosition.PosiStartDate = defaultTrade.StartDate.Value;
+                renewPosition.PosiMatuirityDate = null;
+                // 预付金腿的 HappenDate 用于后续生成资金流水（ResetMarginAmount 按 HappenDate 过滤），
+                // 续做时设为新交易的起始日；非预付金腿的 HappenDate 无实际用途，置 null
+                renewPosition.HappenDate =
+                    position.InterestMode == (int)YLErp.DBModels.InterestModeEnum.初始预付金
+                        ? defaultTrade.StartDate
+                        : null;
+                // 清空运行时累计字段（这些字段在源交易存续期间可能被累计）
+                renewPosition.InterestAmount = 0;
+                renewPosition.InterestFeePending = 0;
+                renewPosition.PosiDividendIncome = 0;
+                renewPosition.PosiTradingFeePending = 0;
+                renewPosition.InterestSwapInterval = null;
+                renewPosition.Obervation = null;
+                return renewPosition;
+            }).ToList() ?? new List<swap_position>();
+            // 清空源交易的事件/持仓快照等集合，避免与源交易共享引用
+            renewTrade.swap_Events = new List<swap_event>();
+            renewTrade.swap_Flow_Events = new List<swap_flow_event>();
+            renewTrade.eod_swaps = new List<eod_swap>();
+            renewTrade.inital_eod_swap_positions = new List<eod_swap_position>();
+            renewTrade.eod_swap_positions = new List<eod_swap_position>();
+            renewTrade.ClientCashInCashOutList = new List<ClientCashInCashOut>();
+            return renewTrade;
+        }
         /// <summary>
         /// 详情
         /// </summary>
@@ -115,6 +217,12 @@ namespace YLErp.Web.Controllers
             {
                 return ShowError("没有找到交易数据");
             }
+            var marginTemplateConfig = SwapMarginTemplateConfigService.GetConfig();
+            if (string.IsNullOrWhiteSpace(tradeObj.MarginTemplateName)
+                || !marginTemplateConfig.options.Any(item => item.Value == tradeObj.MarginTemplateName))
+            {
+                tradeObj.MarginTemplateName = marginTemplateConfig.defaultValue;
+            }
             TradeViewModel model;
 
             model = new TradeViewModel(tradeObj)
@@ -1111,4 +1219,4 @@ namespace YLErp.Web.Controllers
 
 
     }
-}
+}

YLErpWeb/Controllers/SwapTradeController.cs

@@ -303,7 +303,7 @@ namespace YLErp.Web.Controllers
                     TradeDate = valuedateBLL.ValueDate,
                     TraderId = CurUser.UserId,
                     TraderName = CurUser.UserName,
-                    MarginTemplateName = "系统默认",
+                    MarginTemplateName = null,
                     OpponentRole = "乙方",
                     trade_swap = new trade_swap()
                     {
@@ -1196,4 +1196,4 @@ namespace YLErp.Web.Controllers
             return JsonSuccess("", 0);
         }
     }
-}
+}

YLErpWeb/Views/SwapTrade2/EventList.cshtml

@@ -12,7 +12,7 @@
     </script>
     <script src="~/front/calendar?v=@(HtmlUtil.JsVersion)"></script>
     <script src="~/Scripts/app/tradeHelper.js?v=@HtmlUtil.JsVersion"></script>
-    <script src="~/Scripts/app/swaptrade/eventlist.js?v=@HtmlUtil.JsVersion"></script>
+    <script src="~/Scripts/app/swaptrade/eventlist.js?v=@HtmlUtil.JsVersion&eventPriceFormatV=2"></script>
 }
 <div id="eventVue">
     <div class="searchdiv">
@@ -28,4 +28,4 @@
 </div>
 <form target="_blank" method="post" id="exportForm" action="">
     <input type="hidden" name="" value="" />
-</form>
+</form>

YLErpWeb/Views/SwapTrade2/TradeEdit.cshtml

@@ -1,5 +1,6 @@
 @using YLErp.Web.Models.JsModels;
 @using YLErp.Commons;
+@using YLErp.Modules.SwapModule;
 @model trade
 @{
     ViewBag.Title = "交易信息 | 编辑";
@@ -13,12 +14,14 @@
     var jsClient = canChangeClient && Model.ClientId > 0 ? jsClients.FirstOrDefault(n => n.id == Model.ClientId) : null;
     var jsAssetUnits = JsDataModel.GetAssetUnits(CurUser);
     var tradeMarginTemplates = new tradeController().GetMarginTemplates();
+    var swapMarginTemplateItems = SwapMarginTemplateConfigService.GetConfig().options;
     var tradeMarginTemplateItems = new tradeController().GetMarginTemplateItems();
     var jsAssetUnit = Model.AssetId > 0 ? jsAssetUnits.FirstOrDefault(n => n.id == Model.AssetId) : null;
     var assetunits = JsDataModel.GetAssetUnits(CurUser);
     var jsTraders = canAddNewTrader ? JsDataModel.GetTraders(assetunits) : Enumerable.Empty<TraderJsModel>();
     var jsTrader = canAddNewTrader && Model.TraderId > 0 ? jsTraders.FirstOrDefault(n => n.id == Model.TraderId) : null;
     var currencys = CurrencyController.getList();
+    var categoryTagOptions = DictionaryBLL.GetList("利息端类别", false, "互换利率");
     List<string> places = new List<string>();
     List<string> agencys = new List<string>();
     var tradingPlaceMap = YLErp.DBModels.Consts.ConsReport.TradingPlaceMapDisplay;
@@ -66,6 +69,7 @@
         jsTrader,
         jsTraders,
         tradeMarginTemplates = tradeMarginTemplates,
+        swapMarginTemplateItems = swapMarginTemplateItems,
         tradeMarginTemplateItems = tradeMarginTemplateItems,
         needRemark = !isAdd && valuedateBLL.SystemDate.EditTradeNeedRemark,
         parentTradeId = ViewBag.ParentTradeId,
@@ -266,6 +270,14 @@
                             <option value=3>派息日+2</option>
                         </select>
                     </div>
+                    <div class="form-group">
+                        <label class="formlabel half">保证金模板</label>
+                        <select v-model="trade.MarginTemplateName">
+                            <option v-for="item in page.swapMarginTemplateItems" :key="item.Value" :value="item.Value">
+                                {{ item.Text }}
+                            </option>
+                        </select>
+                    </div>
                 </div>
             </div>
             <div class="col">
@@ -351,6 +363,7 @@
                                     <th>计息方式</th>
                                     <th>重置频率(天)</th>
                                     <th>利率准则</th>
+                                    <th>类别</th>
                                     <th>结算规则</th>
                                     <th> <button class="btn btn-primary swapadd" type="button" v-on:click="addGetSwapRate">+</button></th>
                                 </tr>
@@ -401,6 +414,14 @@
                                             <option value=-1>前一营业日</option>
                                         </select>
                                     </td>
+                                    <td>
+                                        <select v-model="item.category_tag">
+                                            @foreach (var option in categoryTagOptions)
+                                            {
+                                                <option value="@option.Value">@option.Text</option>
+                                            }
+                                        </select>
+                                    </td>
                                     <td>
                                         <button class="btn btn-sm btn-outline-danger" type="button" v-on:click="initObservationDates(item,1)">设置观察日</button>
                                     </td>
@@ -429,6 +450,7 @@
                                     <th v-if="trade.StructureType!='普通收益互换'">期初标的成交收益率%</th>
                                     <th v-if="trade.StructureType=='普通收益互换'">期初标的价格</th>
                                     <th>数量</th>
+                                    <th>基础费率</th>
                                     <th>交易费用后付</th>
                                 </tr>
                                 <tr class="swapflowtr" v-for="item in paySwapList">
@@ -452,13 +474,13 @@
                                         </a>
                                     </td>
                                     <td v-if="trade.StructureType!='普通收益互换'">
-                                        <vue-number-input :key="getPosiPriceFormatKey(item,'PosiGrossPrice')" v-model="item.PosiGrossPrice" v-bind:format="inputFormatSwapBondDeliveryPrice" v-on:input="onDpPriceInput(item)"></vue-number-input>
+                                        <vue-number-input :key="getPosiPriceFormatKey(item,'PosiGrossPrice')" v-model="item.PosiGrossPrice" v-bind:format="inputFormatSwapBondDeliveryPrice" v-on:input="onDpPriceInput(item)"></vue-number-input><span style="color:#2e7d32;font-size:11px;margin-left:4px;" v-if="item.isBond && item.bondDriverType==='DP'">源</span><span class="glyphicon glyphicon-pencil" style="color:#ef6c00;font-size:11px;margin-left:4px;cursor:default;" v-if="item.isBond && item.bondManual && item.bondManual.DP" title="手动编辑：该字段由您填写，不会被计算器反算覆盖"></span>
                                     </td>
                                     <td v-if="trade.StructureType!='普通收益互换'">
-                                        <vue-number-input :key="getPosiPriceFormatKey(item,'PosiNetNoFeePrice')" v-model="item.PosiNetNoFeePrice" v-bind:format="inputFormatSwapBondNetPriceAndYtm" v-on:input="onBondPriceInput(item,'CP')"></vue-number-input>
+                                        <vue-number-input :key="getPosiPriceFormatKey(item,'PosiNetNoFeePrice')" v-model="item.PosiNetNoFeePrice" v-bind:format="inputFormatSwapBondNetPriceAndYtm" v-on:input="onBondPriceInput(item,'CP')"></vue-number-input><span style="color:#2e7d32;font-size:11px;margin-left:4px;" v-if="item.isBond && item.bondDriverType==='CP'">源</span><span class="glyphicon glyphicon-pencil" style="color:#ef6c00;font-size:11px;margin-left:4px;cursor:default;" v-if="item.isBond && item.bondManual && item.bondManual.CP" title="手动编辑：该字段由您填写，不会被计算器反算覆盖"></span>
                                     </td>
                                     <td v-if="trade.StructureType!='普通收益互换'">
-                                        <vue-number-input :key="getPosiPriceFormatKey(item,'InitYtm')" v-model="item.InitYtm" v-bind:format="inputFormatSwapBondNetPriceAndYtm" v-on:input="onBondPriceInput(item,'YD')"></vue-number-input>
+                                        <vue-number-input :key="getPosiPriceFormatKey(item,'InitYtm')" v-model="item.InitYtm" v-bind:format="inputFormatSwapBondNetPriceAndYtm" v-on:input="onBondPriceInput(item,'YD')"></vue-number-input><span style="color:#2e7d32;font-size:11px;margin-left:4px;" v-if="item.isBond && item.bondDriverType==='YD'">源</span><span class="glyphicon glyphicon-pencil" style="color:#ef6c00;font-size:11px;margin-left:4px;cursor:default;" v-if="item.isBond && item.bondManual && item.bondManual.YD" title="手动编辑：该字段由您填写，不会被计算器反算覆盖"></span><a href="javascript:void(0);" v-on:click="resetBondCalc(item)" v-if="item.isBond" style="margin-left:6px;font-size:11px;color:#1565c0;">重算</a>
                                     </td>
                                     <td v-if="trade.StructureType=='普通收益互换'">
                                         <vue-number-input :key="getPosiPriceFormatKey(item,'normalPosiGrossPrice')" v-model="item.PosiGrossPrice" v-bind:format="inputFormatSwapDeliveryPrice" v-on:input="changeSpotPrice(item)"></vue-number-input>
@@ -466,6 +488,16 @@
                                     <td>
                                         <vue-number-input v-model="item.PosiQuantity" v-on:input="changeQuantity(item)" v-bind:format="inputFormatTradeAmount"></vue-number-input>{{item.underlying!=null?item.underlying.QuoteUnitString:''}}
                                     </td>
+                                    <td>
+                                        <template v-if="posiFeeModePercent">
+                                            <vue-number-input v-model="item.PosiTradingFeeUnit" v-on:input="changeTradingFeeUnit(item)" v-bind:format="inputFormatPosiFeePercent"></vue-number-input>
+                                            <a href="javascript:;" title="点击后切换成单位数量模式" v-on:click="showPayAbsPrice" class="yt-input-group-append" tabindex="-1">%</a>
+                                        </template>
+                                        <template v-else>
+                                            <vue-number-input v-model="item.PosiTradingFeeUnit" v-on:input="changeTradingFeeUnit(item)" v-bind:format="inputFormatPosiFeeUnit"></vue-number-input>
+                                            <a href="javascript:;" title="点击后切换成百分比模式" v-on:click="showPayPercentPrice" class="yt-input-group-append" tabindex="-1">￥</a>
+                                        </template>
+                                    </td>
                                     <td>
                                         <vue-number-input v-model="item.PosiTradingFeePending" v-on:input="changeTradingFee(item)" v-bind:format="inputFormatTradeSinglePrice"></vue-number-input>
                                         <div class="bubble-box">我方{{item.PosiDirection==1?"支付":"收取"}}交易费用</div>

YLErpWeb/Views/SwapTrade2/TradeView.cshtml

@@ -236,6 +236,10 @@
                                         <td>派息金额支付日</td>
                                         <td class="color-bule">@(trade.trade_extend.ExtendObj.DividendPayDate == 0 ? "到期结算日" : "派息日+" + (trade.trade_extend.ExtendObj.DividendPayDate - 1))</td>
                                     </tr>
+                                    <tr>
+                                        <td>保证金模板</td>
+                                        <td class="color-bule">@trade.MarginTemplateName</td>
+                                    </tr>
                                 </tbody>
                             </table>
                         </div>
@@ -300,6 +304,7 @@
                                             <th>计息方式</th>
                                             <th>重置频率(天)</th>
                                             <th>利率准则</th>
+                                            <th>类别</th>
                                             <th>结算规则</th>
                                         </tr>
                                         @if (trade.swap_positions != null)
@@ -344,6 +349,7 @@
                                                     </td>
                                                     <td>@item.interest_rest_days</td>
                                                     <td>@((item.interest_rule != null) ? (SwapInterestRule)item.interest_rule : "")</td>
+                                                    <td>@(string.IsNullOrEmpty(item.category_tag) ? "互换利率" : item.category_tag)</td>
                                                     <td>
                                                         <button class="btn btn-sm btn-outline-danger" type="button" onclick="showSwapRate('@(item.InterestSwapInterval)', false)" style="height:22px;">查看</button>
                                                     </td>
@@ -378,6 +384,7 @@
                                                         <td>@initYtmTitle</td>
                                                     }
                                                     <td>数量</td>
+                                                    <td>基础费率</td>
                                                     <td>交易费用后付</td>
                                                 </tr>
                                                 @foreach (var item in paySwapPositions)
@@ -403,6 +410,16 @@
                                                         <td>
                                                             @item.PosiQuantity.OtcFormat(OtcFormatFlag.StockEqvNotional)
                                                         </td>
+                                                        <td>
+                                                            @if (item.PosiFeeType == 0)
+                                                            {
+                                                                @(item.PosiTradingFeeUnit.ToString("0.0000") + "%")
+                                                            }
+                                                            else
+                                                            {
+                                                                @item.PosiTradingFeeUnit.ToString("0.00")
+                                                            }
+                                                        </td>
                                                         <td>
                                                             @item.PosiTradingFeePending.OtcFormat(OtcFormatFlag.StockEqvNotional)
                                                         </td>
@@ -504,6 +521,7 @@
                                     <th>计息方式</th>
                                     <th>重置频率(天)</th>
                                     <th>利率准则</th>
+                                    <th>类别</th>
                                     <th>结算规则</th>
                                 </tr>
                                 @{
@@ -545,6 +563,7 @@
                                             <td>@(item.InterestType == 0 ? "单利" : "复利")</td>
                                             <td>@item.interest_rest_days</td>
                                             <td>@((item.interest_rule != null) ? (SwapInterestRule)item.interest_rule : "")</td>
+                                            <td>@(string.IsNullOrEmpty(item.category_tag) ? "互换利率" : item.category_tag)</td>
                                             <td><button class="btn btn-sm btn-outline-danger" type="button" onclick="showSwapRate('@(item.InterestSwapInterval)')" style="height:22px;">查看</button></td>
                                         </tr>
                                     }

YLErpWeb/Views/SwapTrade2/header.cshtml

@@ -157,6 +157,7 @@
             {
                 @MyControls.Btn("收益结算", string.Format("unWindLongShortSwap('{0}')", tradeModel.EncryptId))
             }
+            @MyControls.Btn("续做", string.Format("renewTrade('{0}')", tradeModel.EncryptId))
         }
     </div>
 

YLErpWeb/Views/entryexit/entryexitList.cshtml

@@ -355,7 +355,7 @@
                 return numeral(-1 * cellValue).format("0,0.00") === 'NaN' ? "0" : numeral(-1 * cellValue).format("0,0.00");
             }
             else {
-                return numeral(cellValue).format("0,0.000") === 'NaN' ? "0" : numeral(cellValue).format("0,0.000");
+                return numeral(cellValue).format("0,0.00") === 'NaN' ? "0" : numeral(cellValue).format("0,0.00");
             }
         }
 

YLErpWeb/fe-tests/closePercentContract.test.js

@@ -0,0 +1,168 @@
+/**
+ * closePercentContract.test.js — 平仓比例口径A（占期初名义本金）前端接线守卫
+ * ============================================================================
+ * 产品需求（不可违背）：ClosePercent 永远是"占期初名义本金(NotionalValue)的比例"，即口径A。
+ *
+ * 本文件是"接线测试"（wiring test）：读 unwindSwapTrade.js 源码文本，断言关键逻辑
+ * 仍然使用口径A的公式。如果有人把公式改成口径B（如 c9071a4e 曾犯的错误），
+ * 对应断言会立即变红。
+ *
+ * 与 swapCalc.test.js 的区别：
+ *   swapCalc.test.js 测 SwapCalc 纯函数本身正确性（零件级）
+ *   本文件测 unwindSwapTrade.js 确实在调用这些函数/使用正确公式（装配级）
+ * ============================================================================
+ */
+const fs = require('fs');
+const path = require('path');
+
+const unwindSrc = fs.readFileSync(
+    path.join(__dirname, '..', 'wwwroot', 'Scripts', 'app', 'swaptrade', 'unwindSwapTrade.js'),
+    'utf8'
+);
+
+describe('口径A产品契约：unwindSwapTrade.js 接线守卫', () => {
+
+    // ====================================================================
+    // 契约1：oriClosePercent 必须用 PosiNotionalValue / NotionalValue 计算
+    // 不能硬编码为 1（c9071a4e 的错误）
+    // ====================================================================
+    describe('oriClosePercent 必须为剩余/期初', () => {
+        test('源码中 oriClosePercent 必须包含 PosiNotionalValue / NotionalValue 公式', () => {
+            // 正确代码：this.oriClosePercent = ... PosiNotionalValue / ... NotionalValue
+            expect(unwindSrc).toMatch(/oriClosePercent.*PosiNotionalValue.*\/.*NotionalValue/s);
+        });
+
+        test('源码中 oriClosePercent 不能被硬编码为 1', () => {
+            // c9071a4e 的错误：this.deal.ClosePercent = 1 （直接覆盖）
+            // 检查 initDeal 中不存在 oriClosePercent = 1 的硬编码
+            const initDealSection = unwindSrc.match(/initDeal\(\)[\s\S]*?\},/);
+            expect(initDealSection).toBeTruthy();
+            // 不应出现 oriClosePercent = 1 或 ClosePercent = 1 的硬编码
+            //（CloseMethod===1 时设置 ClosePercent=1 是允许的，但 oriClosePercent 不应被设为1）
+            expect(initDealSection[0]).not.toMatch(/oriClosePercent\s*=\s*1\b/);
+        });
+    });
+
+    // ====================================================================
+    // 契约2：calcCloseQtyByPercent 必须调用 SwapCalc.calcCloseQtyByOriginalPercent
+    // 不能直接 PositionQty × ClosePercent（c9071a4e 的错误）
+    // ====================================================================
+    describe('calcCloseQtyByPercent 必须调用 SwapCalc', () => {
+        test('源码中 calcCloseQtyByPercent 必须调用 SwapCalc.calcCloseQtyByOriginalPercent', () => {
+            expect(unwindSrc).toContain('SwapCalc.calcCloseQtyByOriginalPercent');
+        });
+
+        test('changeCloseMethod 的部分平仓分支必须调用 calcCloseQtyByPercent', () => {
+            // 正确代码：this.deal.CloseQty = this.calcCloseQtyByPercent(this.deal.ClosePercent);
+            expect(unwindSrc).toMatch(/calcCloseQtyByPercent\s*\(this\.deal\.ClosePercent\)/);
+        });
+
+        test('changeClosePercent 必须调用 calcCloseQtyByPercent', () => {
+            expect(unwindSrc).toMatch(/this\.deal\.CloseQty\s*=\s*this\.calcCloseQtyByPercent/);
+        });
+
+        test('changeCloseNotionalValue 必须调用 calcCloseQtyByPercent', () => {
+            expect(unwindSrc).toMatch(/this\.deal\.CloseQty\s*=\s*this\.calcCloseQtyByPercent/);
+        });
+    });
+
+    // ====================================================================
+    // 契约3：CloseNotionalValue 必须用 NotionalValue 做乘数/分母（口径A）
+    // 不能用 PosiNotionalValue（c9071a4e 的错误）
+    // ====================================================================
+    describe('CloseNotionalValue 必须基于 NotionalValue（口径A）', () => {
+        test('changeCloseQty: CloseNotionalValue = ClosePercent × NotionalValue', () => {
+            // 正确：ClosePercent × parseFloat(this.deal.NotionalValue)
+            // 错误：ClosePercent × parseFloat(this.deal.PosiNotionalValue)
+            const changeCloseQtySection = unwindSrc.match(/changeCloseQty\(\)[\s\S]*?\n\s*\},/);
+            expect(changeCloseQtySection).toBeTruthy();
+            expect(changeCloseQtySection[0]).toMatch(/CloseNotionalValue.*NotionalValue/);
+            expect(changeCloseQtySection[0]).not.toMatch(/CloseNotionalValue.*PosiNotionalValue/);
+        });
+
+        test('changeClosePercent: CloseNotionalValue = ClosePercent × NotionalValue', () => {
+            const changeClosePercentSection = unwindSrc.match(/changeClosePercent\(\)[\s\S]*?\n\s*\},/);
+            expect(changeClosePercentSection).toBeTruthy();
+            expect(changeClosePercentSection[0]).toMatch(/CloseNotionalValue.*NotionalValue/);
+            expect(changeClosePercentSection[0]).not.toMatch(/CloseNotionalValue.*PosiNotionalValue/);
+        });
+    });
+
+    // ====================================================================
+    // 契约4：changeCloseQty 的 ClosePercent 必须乘以 oriClosePercent（口径A→B→A 转换）
+    // 不能直接 CloseQty / PositionQty（c9071a4e 的错误）
+    // ====================================================================
+    describe('changeCloseQty 的 ClosePercent 必须乘以 oriClosePercent', () => {
+        test('ClosePercent = (CloseQty/PositionQty) × oriClosePercent', () => {
+            // 正确：× ori（把占剩余比例转回占期初口径）
+            // 错误：不乘 ori（直接用占剩余比例作为 ClosePercent）
+            const changeCloseQtySection = unwindSrc.match(/changeCloseQty\(\)[\s\S]*?\n\s*\},/);
+            expect(changeCloseQtySection).toBeTruthy();
+            expect(changeCloseQtySection[0]).toMatch(/oriClosePercent/);
+            expect(changeCloseQtySection[0]).toMatch(/\*\s*ori/);
+        });
+
+        test('changeCloseNotionalValue 的 ClosePercent 必须除以 NotionalValue', () => {
+            // 正确：ClosePercent = CloseNotionalValue / NotionalValue
+            // 错误：ClosePercent = CloseNotionalValue / PosiNotionalValue
+            const changeCloseNotionalSection = unwindSrc.match(/changeCloseNotionalValue\(\)[\s\S]*?\n\s*\},/);
+            expect(changeCloseNotionalSection).toBeTruthy();
+            expect(changeCloseNotionalSection[0]).toMatch(/ClosePercent.*NotionalValue/);
+            expect(changeCloseNotionalSection[0]).not.toMatch(/ClosePercent.*PosiNotionalValue/);
+        });
+    });
+
+    // ====================================================================
+    // 契约5：getInterestList 必须传 notionalValue 和 posiNotionalValue 给后端
+    // 后端 GetUnwindInterestList 需要这两个值做 A→B 转换
+    // 如果删掉（c9071a4e 的错误），后端不转换，利息用错口径计算
+    // ====================================================================
+    describe('getInterestList 必须传 notionalValue/posiNotionalValue', () => {
+        test('postData 必须包含 notionalValue', () => {
+            expect(unwindSrc).toMatch(/notionalValue:\s*thisObj\.deal\.NotionalValue/);
+        });
+
+        test('postData 必须包含 posiNotionalValue', () => {
+            expect(unwindSrc).toMatch(/posiNotionalValue:\s*thisObj\.deal\.PosiNotionalValue/);
+        });
+
+        test('getInterestList 的 postData 不能只有 closePercent 而缺少 notionalValue', () => {
+            // 精确匹配 getInterestList 方法定义（以 getInterestList() { 开头，到 main.post 结束）
+            // 匹配模式：方法名+参数列表+花括号开始，一直到包含 main.post 的 postData 定义
+            const methodMatch = unwindSrc.match(
+                /getInterestList\(\)\s*\{[\s\S]*?var\s+postData\s*=\s*\{[^}]*\}/
+            );
+            expect(methodMatch).toBeTruthy();
+            const postData = methodMatch[0];
+            expect(postData).toContain('notionalValue');
+            expect(postData).toContain('posiNotionalValue');
+        });
+    });
+
+    // ====================================================================
+    // 契约6：CloseMethod 赋值对象必须是 deal（不是 floatPosition）
+    // c9071a4e 在 changeClosePercent 中误赋值到 floatPosition.CloseMethod
+    // ====================================================================
+    describe('CloseMethod 必须赋值给 deal', () => {
+        test('changeClosePercent 的 CloseMethod 必须赋值给 this.deal', () => {
+            const changeClosePercentSection = unwindSrc.match(/changeClosePercent\(\)[\s\S]*?\n\s*\},/);
+            expect(changeClosePercentSection).toBeTruthy();
+            expect(changeClosePercentSection[0]).toMatch(/this\.deal\.CloseMethod\s*=/);
+            expect(changeClosePercentSection[0]).not.toMatch(/this\.floatPosition\.CloseMethod\s*=/);
+        });
+
+        test('changeCloseNotionalValue 的 CloseMethod 必须赋值给 this.deal', () => {
+            const changeCloseNotionalSection = unwindSrc.match(/changeCloseNotionalValue\(\)[\s\S]*?\n\s*\},/);
+            expect(changeCloseNotionalSection).toBeTruthy();
+            expect(changeCloseNotionalSection[0]).toMatch(/this\.deal\.CloseMethod\s*=/);
+            expect(changeCloseNotionalSection[0]).not.toMatch(/this\.floatPosition\.CloseMethod\s*=/);
+        });
+
+        test('changeCloseNotionalValue 必须设置 CloseMethod（不能删除）', () => {
+            // c9071a4e 完全删除了 changeCloseNotionalValue 中的 CloseMethod 判断
+            const changeCloseNotionalSection = unwindSrc.match(/changeCloseNotionalValue\(\)[\s\S]*?\n\s*\},/);
+            expect(changeCloseNotionalSection).toBeTruthy();
+            expect(changeCloseNotionalSection[0]).toMatch(/CloseMethod/);
+        });
+    });
+});

YLErpWeb/fe-tests/unwindSwapTrade.test.js

@@ -0,0 +1,92 @@
+const fs = require('fs');
+const path = require('path');
+const vm = require('vm');
+
+function createNumberFormat(precision) {
+    const formatter = (value) => Number(Number(value || 0).toFixed(precision));
+    formatter.precision = precision;
+    return formatter;
+}
+
+function loadUnwindHelpers() {
+    const filePath = path.join(__dirname, '../wwwroot/Scripts/app/swaptrade/unwindSwapTrade.js');
+    const code = fs.readFileSync(filePath, 'utf8') + '\nmodule.exports = { swapPosiFeeCalc, consPosiFeeType };';
+
+    const stockEqvNotional = createNumberFormat(2);
+    const sandbox = {
+        module: { exports: {} },
+        exports: {},
+        console,
+        require,
+        window: { otcformat: { options: {} } },
+        otcformat: {
+            options: {},
+            trading: {
+                premiumRateP: { precision: 4 },
+                tradePrice: { precision: 4 },
+                notional: { precision: 6 },
+                StockEqvNotional: stockEqvNotional,
+                marginRateP: { precision: 4 },
+                umpriceP: { precision: 4 }
+            },
+            fixed6: createNumberFormat(6)
+        },
+        model: {
+            ValueDate: '2026-07-27',
+            FlowEvents: [],
+            StructureType: '',
+            TradeStartDate: ''
+        },
+        isUseApproval: false,
+        Vue: function (options) { return options; },
+        FastVue: {
+            vueDatePicker() { return {}; },
+            vueNumberInput() { return {}; }
+        },
+        tradeHelper: { IsBond() { return false; } },
+        main: {
+            post() {
+                return {
+                    done() { return this; }
+                };
+            },
+            message() { }
+        },
+        SwapCalc: {
+            roundHalfAwayFromZero(value) { return value; },
+            calcCloseQtyByOriginalPercent() { return 0; }
+        },
+        _: {
+            round(value, precision) {
+                return Number(Number(value || 0).toFixed(precision || 0));
+            }
+        }
+    };
+
+    sandbox.window.otcformat = sandbox.otcformat;
+    vm.runInNewContext(code, sandbox, { filename: filePath });
+    return sandbox.module.exports;
+}
+
+function expectClose(actual, expected, tolerance) {
+    expect(Math.abs(actual - expected)).toBeLessThanOrEqual(tolerance || 1e-6);
+}
+
+describe('unwindSwapTrade 基础费率计算', () => {
+    const { swapPosiFeeCalc, consPosiFeeType } = loadUnwindHelpers();
+
+    test('百分比模式按平仓名义本金计算并保留两位', () => {
+        const result = swapPosiFeeCalc.calcTradingFee(consPosiFeeType.Percent, 0.1234, 1000000, 5000);
+        expectClose(result, 1234.00);
+    });
+
+    test('单位数量模式按平仓数量计算并保留两位', () => {
+        const result = swapPosiFeeCalc.calcTradingFee(consPosiFeeType.Unit, 1.235, 1000000, 10);
+        expectClose(result, 12.35);
+    });
+
+    test('未知模式默认按百分比模式处理', () => {
+        const result = swapPosiFeeCalc.calcTradingFee(99, 0.1, 200000, 10);
+        expectClose(result, 200.00);
+    });
+});

YLErpWeb/wwwroot/Scripts/app/risk/SubstandardTrade.js

@@ -246,7 +246,7 @@ function getColModelDefault() {
             width: 85,
             align: 'center',
             sortable: false,
-            formatter: otcformat.trading.umprice
+            formatter: EventTwoDecimalFormat
         },
         {
             name: 'TradeType2',
@@ -374,7 +374,7 @@ function getColModelDefault() {
         width: 65,
         align: 'center',
         sortable: false,
-        formatter: otcformat.trading.umprice
+        formatter: EventTwoDecimalFormat
     });
 
     return tradeHelper.getAmountToNotional(colModelGrid);
@@ -388,6 +388,14 @@ function ShowStructFormater(cellValue, options, rowObject) {
     return cellValue || '';
 }
 
+function EventTwoDecimalFormat(cellValue) {
+    if (cellValue === null || cellValue === undefined || cellValue === '') {
+        return '';
+    }
+    var price = Number(cellValue);
+    return isFinite(price) ? price.toFixed(2) : cellValue;
+}
+
 function StrikeFormatter(cellValue, options, rowObject) {
     if (rowObject.TradeType === "自定义交易") {
         return "";
@@ -396,20 +404,12 @@ function StrikeFormatter(cellValue, options, rowObject) {
         return "--";
     }
 
-    if (rowObject.Strike) {
-        if (rowObject.IsMoneynessOption === "是") {
-            return otcformat.trading.premiumRateP(rowObject.Strike);
-        } else {
-            return otcformat.trading.umprice(rowObject.Strike);
-        }
-    } else {
-        if (rowObject.Strike === 0) {
-            return otcformat.trading.umprice(0);
-        }
-        else {
-            return "";
-        }
-    }
+    if (cellValue === null || cellValue === undefined || cellValue === '' || cellValue === 'NaN') return '';
+    var strike = Number(cellValue);
+    if (!isFinite(strike)) return '';
+    return rowObject.IsMoneynessOption === "是"
+        ? (strike * 100).toFixed(2) + '%'
+        : EventTwoDecimalFormat(strike);
 }
 
 function CommissionFormatter(cellValue, options, rowObject) {
@@ -651,4 +651,4 @@ function showcolumnChooser() {
 
 function getColModel() {
     return getColModelDefault();
-}
+}

YLErpWeb/wwwroot/Scripts/app/risk/quotaMonitor.js

@@ -361,6 +361,16 @@ function formatQuotaAbs(obj, fieldName) {
     return html;
 }
 
+function formatFixedTwoDecimals(cellvalue) {
+    if (cellvalue === null || cellvalue === undefined || cellvalue === '' || cellvalue === 'NaN') {
+        return '';
+    }
+    var numberValue = Number(cellvalue);
+    return isFinite(numberValue)
+        ? numberValue.toLocaleString(undefined, { minimumFractionDigits: 2, maximumFractionDigits: 2 })
+        : '';
+}
+
 function formatQuotaRef(obj, fieldName) {
     var html = "";
     var upperValue = obj["Quota_" + fieldName + "_Upper"];
@@ -544,8 +554,21 @@ function quotaMonitorUploadForm(url) {
 }
 
 function Output() {
-    var fileName = new moment().format("YYYYMMDD") + $('#myTab .active a').text();
-    main.toExcel("listGrid", fileName, "xls", null, [" ", "操作"]);
+    var summaryType = $('#myTab .active a').text();
+    var fileName = new moment().format("YYYYMMDD") + summaryType;
+    var formatters = null;
+    if (summaryType === '整体业务汇总' || summaryType === '标的汇总' || summaryType === '客户汇总') {
+        formatters = [{
+            colName: '名义本金',
+            formatter: function (cellvalue, options, rowObject) {
+                if (summaryType === '整体业务汇总' && rowObject.BusinessType === '场内业务') {
+                    return '';
+                }
+                return formatFixedTwoDecimals(cellvalue);
+            }
+        }];
+    }
+    main.toExcel("listGrid", fileName, "xls", null, [" ", "操作"], formatters);
 }
 
 function confirmAllSelect() {
@@ -1090,7 +1113,7 @@ var colModel_undelrying = [
         align: 'right',
         sortable: false,
         formatter: function (cellvalue, options, rowObject) {
-            return !cellvalue || cellvalue == "NaN" ? "" : cellvalue.toLocaleString();
+            return formatFixedTwoDecimals(cellvalue);
         },
         cellattr: function (cellvalue, options, rowObject) {
             var style = checkQuota(rowObject, 'StockEqvNotional');
@@ -1507,7 +1530,7 @@ var colModel_client = [
         align: 'right',
         sortable: false,
         formatter: function (cellvalue, options, rowObject) {
-            return !cellvalue || cellvalue == "NaN" ? "" : cellvalue.toLocaleString();
+            return formatFixedTwoDecimals(cellvalue);
         },
         cellattr: function (cellvalue, options, rowObject) {
             var style = "style='" + checkQuota(rowObject, 'StockEqvNotional') + "'";
@@ -1658,10 +1681,7 @@ var colModel_global = [
             if (rowObject.BusinessType == "场内业务") {
                 return '<div class="lineCss"></div>';
             }
-            if (page.IsGuoXin && cellvalue != null) {
-                return cellvalue == "NaN" ? "" : cellvalue.toLocaleString();
-            }
-            return !cellvalue || cellvalue == "NaN" ? "" : cellvalue.toLocaleString();
+            return formatFixedTwoDecimals(cellvalue);
         },
         cellattr: function (cellvalue, options, rowObject) {
             var style = checkQuota(rowObject, 'StockEqvNotional');
@@ -2132,4 +2152,4 @@ var colModel_Log = [
         align: 'center',
         sortable: false
     }
-];
+];

YLErpWeb/wwwroot/Scripts/app/scenario/tradeScenario.js

@@ -13,20 +13,12 @@ const colModelGrid = (function () {
     }
 
     function StrikeFormatter(cellValue, options, rowObject) {
-        if (rowObject.Strike) {
-            if (rowObject.IsMoneynessOption === "是") {
-                return otcformat.trading.premiumRateP(rowObject.Strike);
-            } else {
-                return otcformat.trading.umprice(rowObject.Strike);
-            }
-        } else {
-            if (rowObject.Strike === 0) {
-                return 0;
-            }
-            else {
-                return "";
-            }
-        }
+        if (cellValue === null || cellValue === undefined || cellValue === '' || cellValue === 'NaN') return '';
+        var strike = Number(cellValue);
+        if (!isFinite(strike)) return '';
+        return rowObject.IsMoneynessOption === "是"
+            ? (strike * 100).toFixed(2) + '%'
+            : strike.toFixed(2);
     }
 
     var col = [
@@ -273,4 +265,4 @@ function setTestValue(list) {
         testStstus = false;
         main.alert("计算完成");
     }
-}
+}

YLErpWeb/wwwroot/Scripts/app/swaptrade/EodPositionRisks.js

@@ -168,7 +168,9 @@ function colModelGridEodPosition() {
         index: 'eodPosition.PosiNetPrice',
         width: 90,
         align: 'center',
-        formatter: PriceFormat
+        formatter: PriceFormat,
+        exportFormatter: ExportPriceNineDecimalFormat,
+        exportNumberFormat: '0.000000000'
     }, {
         name: 'eodPosition.PosiGrossPrice',
         label: '期初价格-不含费',
@@ -176,6 +178,8 @@ function colModelGridEodPosition() {
         width: 90,
         align: 'center',
         formatter: PriceFormat,
+        exportFormatter: ExportPriceNineDecimalFormat,
+        exportNumberFormat: '0.000000000'
     }, {
         name: 'eodPosition.PosiQuantity',
         label: '名义数量',
@@ -743,7 +747,7 @@ function exportVisibleColumns() {
     var tabName = page.tabIndex == 2 ? '框架合约' : '日终持仓';
     var fileName = '日终持仓风险_互换_' + tabName + (dateStr ? '_' + dateStr : '');
     if (page.tabIndex != 2) {
-        main.exportVisibleColumnsToExcel(jgrid, fileName, null);
+        exportEodPositionRows(jgrid, fileName);
         return;
     }
 
@@ -770,6 +774,26 @@ function exportVisibleColumns() {
     });
 }
 
+function exportEodPositionRows(jgrid, fileName) {
+    var exportPostData = $.extend({}, GetPostData(), {
+        page: jgrid.jqGrid('getGridParam', 'page'),
+        rows: jgrid.jqGrid('getGridParam', 'rowNum'),
+        sidx: jgrid.jqGrid('getGridParam', 'sortname'),
+        sord: jgrid.jqGrid('getGridParam', 'sortorder')
+    });
+    $.ajax({
+        url: queryurl,
+        type: 'POST',
+        dataType: 'json',
+        traditional: true,
+        data: exportPostData
+    }).done(function (result) {
+        main.exportVisibleColumnsToExcel(jgrid, fileName, null, result && result.rows ? result.rows : []);
+    }).fail(function () {
+        main.message && main.message('导出失败，无法获取日终持仓数据');
+    });
+}
+
 function getVisibleEodSwapBusinessColumnNames(jgrid) {
     var colModel = jgrid.jqGrid('getGridParam', 'colModel') || [];
     return colModel.filter(function (col) {
@@ -803,6 +827,14 @@ function PriceFormat(cellValue, options, rowObject) {
     return otcformat.trading.umprice(cellValue);
 }
 
+function ExportPriceNineDecimalFormat(cellValue) {
+    if (cellValue === null || cellValue === undefined || cellValue === '') {
+        return '';
+    }
+    var price = Number(cellValue);
+    return isFinite(price) ? price.toFixed(9) : cellValue;
+}
+
 function RealizedPnlFormat(cellValue, options, rowObject) {
     return otcformat.trading.tradePrice(cellValue);
 }

YLErpWeb/wwwroot/Scripts/app/swaptrade/eventlist.js

@@ -176,36 +176,31 @@ var getColModelGrid = function () {
             label: '成交全价',
             width: 90,
             align: 'center',
-            formatter: otcformat.trading.umprice
+            formatter: EventTwoDecimalFormat
         }, {
             name: 'TradingAmountFeeAvg',
             label: '成交全价(含费)',
             width: 90,
             align: 'center',
-            formatter: otcformat.trading.umprice
+            formatter: EventTwoDecimalFormat
         }, {
             name: 'TradingAmountNetAvg',
             label: '成交净价',
             width: 90,
             align: 'center',
-            formatter: otcformat.trading.umprice
+            formatter: EventTwoDecimalFormat
         }, {
             name: 'InitYtm',
             label: '成交收益率',
             width: 90,
             align: 'center',
-            formatter: function (cellValue, options, rowObject) {
-                if (cellValue == null) {
-                    return "";
-                }
-                return otcformat.trading.premiumRateP(cellValue);
-            }
+            formatter: EventNineDecimalFormat
         }, {
             name: 'TradingAmountNetFeeAvg',
             label: '成交净价(含费)',
             width: 90,
             align: 'center',
-            formatter: otcformat.trading.umprice
+            formatter: EventTwoDecimalFormat
         }, {
             name: 'Quantity',
             label: '成交数量/张数',
@@ -217,7 +212,7 @@ var getColModelGrid = function () {
             label: '成交金额(元)',
             width: 90,
             align: 'center',
-            formatter: otcformat.trading.umprice
+            formatter: EventTwoDecimalFormat
         }, {
             name: 'ContractSize',
             label: '乘数',
@@ -230,31 +225,31 @@ var getColModelGrid = function () {
             label: '交易费用佣金',
             width: 90,
             align: 'center',
-            formatter: otcformat.trading.umprice
+            formatter: EventTwoDecimalFormat
         }, {
             name: 'TradingFeePending',
             label: '待结算交易费用佣金',
             width: 90,
             align: 'center',
-            formatter: otcformat.trading.umprice
+            formatter: EventTwoDecimalFormat
         }, {
             name: 'DividendPending',
             label: '待结算分红收益',
             width: 90,
             align: 'center',
-            formatter: otcformat.trading.umprice
+            formatter: EventTwoDecimalFormat
         }, {
             name: 'MarkClosePnl',
             label: '浮动端平仓盈亏·浮动',
             width: 160,
             align: 'center',
-            formatter: otcformat.trading.umprice
+            formatter: EventTwoDecimalFormat
         }, {
             name: 'DividendIn',
             label: '浮动端平仓盈亏·分红',
             width: 160,
             align: 'center',
-            formatter: otcformat.trading.umprice
+            formatter: EventTwoDecimalFormat
         }
     ];
     return col;
@@ -262,6 +257,23 @@ var getColModelGrid = function () {
 
 var colModelGrid = getColModelGrid();
 
+function EventTwoDecimalFormat(cellValue) {
+    if (cellValue === null || cellValue === undefined || cellValue === '') {
+        return '';
+    }
+    var price = Number(cellValue);
+    return isFinite(price) ? price.toFixed(2) : cellValue;
+}
+
+function EventNineDecimalFormat(cellValue) {
+    if (cellValue === null || cellValue === undefined || cellValue === '') {
+        return '';
+    }
+    var price = Number(cellValue);  
+    return isFinite(price) ? price.toFixed(9) : cellValue;
+}
+
+
 function gridComplete() {
     $('.ui-jqgrid-bdiv', '#gbox_listGrid').floatingScroll();
 }

YLErpWeb/wwwroot/Scripts/app/swaptrade/swapTradeEdit.js

@@ -12,11 +12,39 @@ const inputFormatTradeAmount = Object.freeze({ precision: otcformat.trading.noti
 const inputFormatSwapRate = Object.freeze({ precision: otcformat.trading.premiumRateP.precision, negative: true, append: '%' });
 const inputFormatTradePrice = Object.freeze({ precision: otcformat.trading.tradePrice.precision, negative: true, append: '' });
 const inputFormatTradeSinglePrice = Object.freeze({ precision: otcformat.trading.tradeSinglePrice.precision, negative: true, append: '', percent: false });
+const inputFormatPosiFeePercent = Object.freeze({ precision: 4, negative: true, append: '％' });
+const inputFormatPosiFeeUnit = Object.freeze({ precision: 2, negative: true, append: '' });
 const inputFormatMarginRate = Object.freeze({ precision: otcformat.trading.marginRateP.precision, append: '%' });
 const inputFormatSwapDeliveryPrice = Object.freeze({ precision: 9, negative: true, append: '', percent: false });
 const inputFormatSwapBondDeliveryPrice = Object.freeze({ precision: 9, negative: true, append: '', percent: true });
 const inputFormatSwapBondNetPriceAndYtm = Object.freeze({ precision: 9, negative: true, append: '', percent: true });
 const swapBondStoragePricePrecision = inputFormatSwapBondDeliveryPrice.precision + 2;
+const consPosiFeeType = Object.freeze({ Percent: 0, Unit: 1 });
+const swapPosiFeeCalc = Object.freeze({
+    normalizeFeeType(feeType) {
+        return Number(feeType) === consPosiFeeType.Unit ? consPosiFeeType.Unit : consPosiFeeType.Percent;
+    },
+    calcPending(feeType, feeUnit, stockEqvNotional, quantity) {
+        const normalizedFeeType = this.normalizeFeeType(feeType);
+        const normalizedFeeUnit = Number(feeUnit) || 0;
+        const normalizedNotional = Number(stockEqvNotional) || 0;
+        const normalizedQuantity = Number(quantity) || 0;
+        const tradingFeePending = normalizedFeeType === consPosiFeeType.Percent
+            ? normalizedFeeUnit / 100 * normalizedNotional
+            : normalizedFeeUnit * normalizedQuantity;
+        return otcformat.trading.tradeSinglePrice(tradingFeePending);
+    },
+    calcFeeUnit(feeType, tradingFeePending, stockEqvNotional, quantity) {
+        const normalizedFeeType = this.normalizeFeeType(feeType);
+        const normalizedTradingFeePending = Number(tradingFeePending) || 0;
+        const normalizedNotional = Number(stockEqvNotional) || 0;
+        const normalizedQuantity = Number(quantity) || 0;
+        if (normalizedFeeType === consPosiFeeType.Percent) {
+            return normalizedNotional === 0 ? 0 : _.round(normalizedTradingFeePending / normalizedNotional * 100, inputFormatPosiFeePercent.precision);
+        }
+        return normalizedQuantity === 0 ? 0 : _.round(normalizedTradingFeePending / normalizedQuantity, inputFormatPosiFeeUnit.precision);
+    }
+});
 
 const consUnderlyingFlagBase = (function () {
     let unSelFlag = tradeHelper.UnderlyingSelectFlag;
@@ -153,6 +181,7 @@ const vue = new Vue({
         currencys: page.currencys,
         getNotionalSingleFee: 0,
         isSingleFee: page.Trade.trade_extend.ExtendObj.OpenFeeType == 0,
+        posiFeeModePercent: true,
         observation: {//互换观察日
             ObservationInterval: "",
             IntervalList: [],
@@ -236,6 +265,41 @@ const vue = new Vue({
             const isBond = tradeHelper.IsBond(item && item.UnderlyingInstrumentType);
             return `${index}-${field}-${isBond ? 'bond' : 'other'}`;
         },
+        getCurrentPosiFeeType() {
+            return this.posiFeeModePercent ? consPosiFeeType.Percent : consPosiFeeType.Unit;
+        },
+        normalizePosiFeeType(feeType) {
+            return swapPosiFeeCalc.normalizeFeeType(feeType);
+        },
+        syncPosiFeeModeByItem(item) {
+            this.posiFeeModePercent = this.normalizePosiFeeType(item && item.PosiFeeType) !== consPosiFeeType.Unit;
+        },
+        syncPayItemFeeType(item) {
+            item.PosiFeeType = this.getCurrentPosiFeeType();
+        },
+        refreshTradingFeePendingByUnit(item) {
+            this.syncPayItemFeeType(item);
+            item.PosiTradingFeePending = swapPosiFeeCalc.calcPending(
+                item.PosiFeeType,
+                item.PosiTradingFeeUnit,
+                this.trade.StockEqvNotional,
+                item.PosiQuantity
+            );
+        },
+        refreshTradingFeeUnitByPending(item) {
+            this.syncPayItemFeeType(item);
+            item.PosiTradingFeeUnit = swapPosiFeeCalc.calcFeeUnit(
+                item.PosiFeeType,
+                item.PosiTradingFeePending,
+                this.trade.StockEqvNotional,
+                item.PosiQuantity
+            );
+        },
+        refreshPayTradingFeesByUnit() {
+            this.paySwapList.forEach(item => {
+                this.refreshTradingFeePendingByUnit(item);
+            });
+        },
         changeStructureType() {
             this.trade.StockEqvNotional = 0;
             let direction = this.trade.trade_extend.ExtendObj.Direction;
@@ -382,17 +446,18 @@ const vue = new Vue({
         changeContractSize(item) {
             this.calcNotional();
         },
-        //变更名义本金
+        //变更名义本金（仅格式化，不反算数量）
         changeStockEqvNotional() {
             this.trade.StockEqvNotional = otcformat.trading.StockEqvNotional(this.trade.StockEqvNotional);
+            this.refreshPayTradingFeesByUnit();
             //计算数量
-            if (this.paySwapList.length > 0) {
-                var item = this.paySwapList[0];
-                var deliveryPrice = this.roundStorageDeliveryPrice(item, item.PosiGrossPrice);
-                var notional = deliveryPrice * item.ContractSize;
-                item.PosiQuantity = notional == 0 ? 0 : _.round(this.trade.StockEqvNotional / notional, page.otcFormatConfig.StockEqvNotional.precision);
-                this.calcNotional();
-            }
+            // if (this.paySwapList.length > 0) {
+            //     var item = this.paySwapList[0];
+            //     var deliveryPrice = this.roundStorageDeliveryPrice(item, item.PosiGrossPrice);
+            //     var notional = deliveryPrice * item.ContractSize;
+            //     item.PosiQuantity = notional == 0 ? 0 : _.round(this.trade.StockEqvNotional / notional, page.otcFormatConfig.StockEqvNotional.precision);
+            //     this.calcNotional();
+            // }
 
         },
         //变更初始预付金 为￥
@@ -474,6 +539,7 @@ const vue = new Vue({
                 var stockEqvNotional = SwapCalc.calcStockEqvNotional(deliveryPrice, national);//名义本金=期初价格*数量*乘数
                 this.trade.StockEqvNotional = otcformat.trading.stockEqvNotional(stockEqvNotional);
                 payItem.PosiNotionalValue = this.trade.StockEqvNotional;
+                this.refreshPayTradingFeesByUnit();
             }
         },
         //变更到期日
@@ -509,26 +575,27 @@ const vue = new Vue({
         },
         //变更单位交易费用
         changeTradingFeeUnit(item) {
-            //计算交易费用
-            //if (this.trade.trade_extend.ExtendObj.OpenFeeType == 0) {//按手数收费
-            //    item.PosiTradingFee = item.ContractSize == 0 ? 0 : otcformat.trading.tradeSinglePrice(item.PosiQuantity * item.PosiTradingFeeUnit / item.ContractSize);
-            //} else {
-            //    item.PosiTradingFee = otcformat.trading.tradeSinglePrice(item.PosiQuantity * item.PosiTradingFeeUnit);
-            //}
-
+            this.refreshTradingFeePendingByUnit(item);
         },
         //变更交易费用
         changeTradingFee(item) {
-            //计算单位交易费用
-            //if (item.PosiQuantity == 0) {
-            //    item.PosiTradingFeeUnit = 0;
-            //    return
-            //}
-            //if (this.trade.trade_extend.ExtendObj.OpenFeeType == 0) {//按手数收费
-            //    item.PosiTradingFeeUnit = item.ContractSize == 0 ? 0 : otcformat.trading.tradeSinglePrice(item.PosiTradingFee * item.ContractSize / item.PosiQuantity);
-            //} else {
-            //    item.PosiTradingFeeUnit = otcformat.trading.tradeSinglePrice(item.PosiTradingFee / item.PosiQuantity);
-            //}
+            this.refreshTradingFeeUnitByPending(item);
+        },
+        showPayAbsPrice() {
+            this.posiFeeModePercent = false;
+            this.paySwapList.forEach(item => {
+                item.PosiFeeType = consPosiFeeType.Unit;
+                item.PosiTradingFeeUnit = 0;
+                item.PosiTradingFeePending = 0;
+            });
+        },
+        showPayPercentPrice() {
+            this.posiFeeModePercent = true;
+            this.paySwapList.forEach(item => {
+                item.PosiFeeType = consPosiFeeType.Percent;
+                item.PosiTradingFeeUnit = 0;
+                item.PosiTradingFeePending = 0;
+            });
         },
         savetrade() {
             if (!this.checkSubmitData()) {
@@ -618,6 +685,7 @@ const vue = new Vue({
                     x.PosiGrossPrice = thisObj.roundStorageDeliveryPrice(x, x.PosiGrossPrice);
                     x.PosiNetNoFeePrice = thisObj.roundStorageBondNetPriceAndYtm(x.PosiNetNoFeePrice);
                     x.InitYtm = x.InitYtm == null ? null : thisObj.roundStorageBondNetPriceAndYtm(x.InitYtm);
+                    x.PosiFeeType = thisObj.normalizePosiFeeType(x.PosiFeeType);
                     thisObj.trade.swap_positions.push(x);
                 });
             } else {
@@ -1414,6 +1482,7 @@ const vue = new Vue({
             thisObj.getSwapList = thisObj.trade.swap_positions.filter(x => { if ((x.UnderlyingCode == null || x.UnderlyingCode.length == 0) && x.IsInitial && (x.InterestMode == 1 || x.InterestMode == 2 || x.InterestMode == 7 || x.InterestMode == 8 || x.InterestMode == 9)) return x; });
             thisObj.getSwapList.forEach((val, num, arr) => {
                 arr[num].index = num;
+                arr[num].category_tag = arr[num].category_tag || '互换利率';
                 // 解析 InterestSwapInterval 为 SwapIntervalList
                 if (arr[num].InterestSwapInterval && !arr[num].SwapIntervalList) {
                     try {
@@ -1438,6 +1507,7 @@ const vue = new Vue({
                 thisObj.paySwapList = thisObj.trade.swap_positions.filter(x => { if (x.UnderlyingCode != null && x.UnderlyingCode.length != 0 && x.IsInitial) return x; });
                 thisObj.paySwapList.forEach((val, num, arr) => {
                     arr[num].index = num;
+                    arr[num].PosiFeeType = thisObj.normalizePosiFeeType(arr[num].PosiFeeType);
                     this.StockEqvNotional = val.ContractSize * val.PosiQuantity * val.PosiGrossPrice;
                     // D2 修复：重开(审批重开/刷新)已保存的债券成交单时，三字段互算的手动标志随页面重置而丢失；
                     // 若不锁，用户一旦编辑任一价格字段就会以它为源重新反算、覆盖当初保存的其他两格。
@@ -1449,6 +1519,9 @@ const vue = new Vue({
                         thisObj.$set(arr[num], 'bondManual', { CP: true, DP: true, YD: true });
                     }
                 });
+                if (thisObj.paySwapList.length > 0) {
+                    thisObj.syncPosiFeeModeByItem(thisObj.paySwapList[0]);
+                }
             }
            
             if (thisObj.paySwapList.length == 0) {
@@ -1502,7 +1575,8 @@ const vue = new Vue({
                 HappenDate: null,//发生日期,
                 Currency: 'CNY',//币种
                 interest_rest_days: 7,//重置频率
-                interest_rule: null//利率准则
+                interest_rule: null,//利率准则
+                category_tag: '互换利率'//类别
             }
             thisObj.getSwapList.push(getSwap);
         },
@@ -1574,6 +1648,7 @@ const vue = new Vue({
                 PosiTradingFee: 0,//交易费用
                 PosiTradingFeePending: 0,//交易费用后付
                 PosiTradingFeeUnit: 0,//单位交易费用
+                PosiFeeType: thisObj.getCurrentPosiFeeType(),//单位交易费用模式
                 InterestDirection: 0,//利息收支方式
                 InterestRateDefault: 0,//计息利率
                 InterestMode: 0,//计息基本类型

YLErpWeb/wwwroot/Scripts/app/swaptrade/swapTradeView.js

@@ -26,6 +26,10 @@ function editTrade(enid) {
     window.location.href = `/swapTrade2/tradeEdit/?enid=${enid}`;
 }
 
+function renewTrade(enid) {
+    window.location.href = `/swapTrade2/tradeEdit/?enid=0&renewEnid=${encodeURIComponent(enid)}`;
+}
+
 function editTradeRemarkInfo(enid) {
     main.open("修改备注", "/trade/EditRemarkInfo?enid=" + enid, { area: ["700px", "500px"] });
 }
@@ -586,4 +590,4 @@ function SubmissionFields(enid) {
 
 function SubmissionFieldsHistory(enid) {
     main.open("报送相关字段填写", "/trade/submissionFieldsHistory?encryptId=" + enid);
-}
+}

YLErpWeb/wwwroot/Scripts/app/swaptrade/tradeEndConfirmList.js

@@ -423,9 +423,9 @@ const colModelGrid = (new function () {
         }, {
             name: 'trade.ClientName', label: '客户名称', index: 'trade.ClientName', width: 180, align: 'left'
         }, {
-            name: 'swap_flow_event.Quantity', label: '份额', index: 'swap_flow_event.Quantity', width: 150, align: 'left', formatter: ShowNotionalFormater
+            name: 'swap_flow_event.Quantity', label: '份额', index: 'swap_flow_event.Quantity', width: 150, align: 'left', formatter: otcformat.fixed2
         }, {
-            name: 'swap_flow_event.TradingAmountAvg', label: '结算价', index: 'swap_flow_event.TradingAmountAvg', width: 150, align: 'left', formatter: otcformat.trading.umprice
+            name: 'swap_flow_event.TradingAmountAvg', label: '结算价', index: 'swap_flow_event.TradingAmountAvg', width: 150, align: 'left', formatter: otcformat.fixed2
         }, {
             name: 'swap_event.unwindData.SwapCloseAmount', label: '了结总额', index: 'swap_event.unwindData.SwapCloseAmount', width: 150, align: 'left', formatter: otcformat.trading.StockEqvNotional, sortable: false,
         }, {

YLErpWeb/wwwroot/Scripts/app/swaptrade/unwindSwapTrade.js

@@ -8,6 +8,22 @@ const inputFormatEqvNotional = Object.freeze({ precision: otcformat.trading.Stoc
 const inputFormatMarginRate = Object.freeze({ precision: otcformat.trading.marginRateP.precision, append: '%' });
 const inputFormatMarginRateNoPercent = Object.freeze({ precision: otcformat.trading.umpriceP.precision, append: '', percent: true });
 const inputFormatSwapDeliveryPrice = Object.freeze({ precision: 9, append: '', negative: true });
+const consPosiFeeType = Object.freeze({ Percent: 0, Unit: 1 });
+const swapPosiFeeCalc = {
+    normalizeFeeType(feeType) {
+        return Number(feeType) === consPosiFeeType.Unit ? consPosiFeeType.Unit : consPosiFeeType.Percent;
+    },
+    calcTradingFee(feeType, feeUnit, closeNotionalValue, closeQty) {
+        const normalizedFeeType = this.normalizeFeeType(feeType);
+        const normalizedFeeUnit = Number(feeUnit) || 0;
+        const normalizedCloseNotionalValue = Number(closeNotionalValue) || 0;
+        const normalizedCloseQty = Number(closeQty) || 0;
+        const tradingFee = normalizedFeeType === consPosiFeeType.Unit
+            ? normalizedFeeUnit * normalizedCloseQty
+            : normalizedFeeUnit / 100 * normalizedCloseNotionalValue;
+        return otcformat.trading.StockEqvNotional(_.round(tradingFee, 2));
+    }
+};
 let ValueDate = model.ValueDate;
 const vue = new Vue({
     el: '#vueDiv',
@@ -140,6 +156,7 @@ const vue = new Vue({
                 this.deal.CloseQty = this.calcCloseQtyByPercent(this.deal.ClosePercent);
             }
             this.calcTradingFeePending();
+            this.refreshTradingFeeByUnit();
             this.getInterestList();
             this.calcFloatClosePnl();
         },
@@ -153,6 +170,13 @@ const vue = new Vue({
         calcTradingFeePending() {
             this.floatPosition.TradingFeePending = this.floatPosition.BeforeCloseFee * parseFloat(this.deal.ClosePercent);
         },
+        refreshTradingFeeByUnit() {
+            this.floatPosition.TradingFee = swapPosiFeeCalc.calcTradingFee(
+                this.floatPosition.PosiFeeType,
+                this.floatPosition.PosiTradingFeeUnit,
+                this.deal.CloseNotionalValue,
+                this.deal.CloseQty);
+        },
         changeCloseQty() {//修改平仓数量
             if (parseFloat(this.deal.CloseQty) > parseFloat(this.deal.PositionQty)) {
                 main.message("平仓数量不能超过持仓数量");
@@ -169,6 +193,7 @@ const vue = new Vue({
             // 占期初口径：平仓名义本金 = 平仓比例 × 期初名义本金(NotionalValue)
             this.deal.CloseNotionalValue = otcformat.trading.StockEqvNotional(parseFloat(this.deal.ClosePercent) * parseFloat(this.deal.NotionalValue));
             this.calcTradingFeePending();
+            this.refreshTradingFeeByUnit();
             this.getInterestList();
             this.calcFloatClosePnl();
         },
@@ -187,6 +212,7 @@ const vue = new Vue({
                 this.deal.CloseMethod = 2;
             }
             this.calcTradingFeePending();
+            this.refreshTradingFeeByUnit();
             this.getInterestList();
             this.calcFloatClosePnl();
         },
@@ -205,6 +231,7 @@ const vue = new Vue({
                 this.deal.CloseMethod = 2;
             }
             this.calcTradingFeePending();
+            this.refreshTradingFeeByUnit();
             this.getInterestList();
             this.calcFloatClosePnl();
         },

YLErpWeb/wwwroot/Scripts/app/trade/swapTradeEdit.js

@@ -263,18 +263,18 @@ const vue = new Vue({
             this.CnStockEqvNotional();
             this.changeStockEqvNotional();
         },
-        //变更名义本金
+        //变更名义本金（仅格式化，不反算数量）
         changeStockEqvNotional() {
             this.trade.StockEqvNotional = otcformat.trading.StockEqvNotional(this.trade.StockEqvNotional);
 
             if (this.trade.trade_swap.IsPayFloatingProfit) {
-                var spotPrice = isPaySyntheticUnderlying ? payMaxPrice : $("#trade_swap\\.PaySpotPrice").val();
-                var notional = spotPrice != 0 ? this.trade.StockEqvNotional / spotPrice : 0;
-                this.trade.trade_swap.PayNotional = otcformat.trading.notional(Math.abs(notional));
-                var tradeAmount = notional / payCountRatio;
-                this.trade.trade_swap.PayTradeAmount = otcformat.trading.notional(Math.abs(tradeAmount));
-                var lots = notional / payContractSize;
-                this.trade.trade_swap.PayLot = otcformat.trading.notional(Math.abs(lots));
+                // var spotPrice = isPaySyntheticUnderlying ? payMaxPrice : $("#trade_swap\\.PaySpotPrice").val();
+                // var notional = spotPrice != 0 ? this.trade.StockEqvNotional / spotPrice : 0;
+                // this.trade.trade_swap.PayNotional = otcformat.trading.notional(Math.abs(notional));
+                // var tradeAmount = notional / payCountRatio;
+                // this.trade.trade_swap.PayTradeAmount = otcformat.trading.notional(Math.abs(tradeAmount));
+                // var lots = notional / payContractSize;
+                // this.trade.trade_swap.PayLot = otcformat.trading.notional(Math.abs(lots));
                 if (this.isSingleFee) {
                     this.changeGetSingleFee();
                 }
@@ -284,13 +284,6 @@ const vue = new Vue({
             }
 
             if (this.trade.trade_swap.IsGetFloatingProfit) {
-                var spotPrice = isGetSyntheticUnderlying ? getMaxPrice : $("#trade_swap\\.GetSpotPrice").val();
-                var notional = spotPrice != 0 ? this.trade.StockEqvNotional / spotPrice : 0;
-                this.trade.trade_swap.GetNotional = otcformat.trading.notional(Math.abs(notional));
-                var tradeAmount = notional / getCountRatio;
-                this.trade.trade_swap.GetTradeAmount = otcformat.trading.notional(Math.abs(tradeAmount));
-                var lots = notional / getContractSize;
-                this.trade.trade_swap.GetLot = otcformat.trading.notional(Math.abs(lots));
                 if (this.isSingleFee) {
                     this.changePaySingleFee();
                 }

YLErpWeb/wwwroot/Scripts/utils.js

@@ -1236,7 +1236,9 @@ main.exportVisibleColumnsToExcel = function (jgrid, fileName, groupConfig, expor
             exportCols.forEach(function (col) {
                 var colIndex = colModel.indexOf(col);
                 var rawValue = $.jgrid.getAccessor(row, col.name);
-                var formattedValue = gridElement && gridElement.formatter
+                var formattedValue = typeof col.exportFormatter === 'function'
+                    ? col.exportFormatter(rawValue, row)
+                    : gridElement && gridElement.formatter
                     ? gridElement.formatter(rowIndex + 1, rawValue, colIndex, row, 'add')
                     : rawValue;
                 formattedRow[col.name] = $('<div>').html(formattedValue == null ? '' : String(formattedValue)).text().replace(/\u00a0/g, '');
@@ -1263,7 +1265,9 @@ main.exportVisibleColumnsToExcel = function (jgrid, fileName, groupConfig, expor
         for (var c = 0; c < exportCols.length; c++) {
             var val = rows[i][exportCols[c].name];
             if (val === undefined || val === null) val = '';
-            html += '<td>' + escapeXml(String(val)) + '</td>';
+            var numberFormat = exportCols[c].exportNumberFormat;
+            var style = numberFormat ? ' style="mso-number-format:\'' + escapeXml(String(numberFormat)) + '\';"' : '';
+            html += '<td' + style + '>' + escapeXml(String(val)) + '</td>';
         }
         html += '</tr>';
     }