fix(swap): 统一处理【名义本金】数值精度舍入问题

- 在多个位置添加 Math.Round 函数确保金额计算精度
- 新增 NormalizeNotionalValues 方法统一处理 UnwindData 中的名义本金舍入
- 修复交易平仓时 StockEqvNotional 扣减计算的精度问题
- 解决持仓数据 PosiNotionalValue 的精度舍入处理
- 修复前端页面显示格式化问题
- 添加单元测试验证名义本金舍入逻辑正确性

YLErpDAL/Modules/SwapModule/SwapDealService.cs

@@ -36,9 +36,17 @@ namespace YLErp.Modules.SwapModule
         /// 原 private 改 protected virtual，使测试 stub 可整体 override，规避内部 new SwapEventService 连库。</summary>
         protected virtual long SaveSwapDeal(UnwindData unwindData, int eventType, int clientCashId, string eventResason = "", bool approve = false)
         {
+            NormalizeNotionalValues(unwindData);
             return SaveSwapDealInternal(unwindData, eventType, clientCashId, eventResason, approve);
         }
 
+        private static void NormalizeNotionalValues(UnwindData unwindData)
+        {
+            unwindData.NotionalValue = Math.Round(unwindData.NotionalValue, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
+            unwindData.PosiNotionalValue = Math.Round(unwindData.PosiNotionalValue, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
+            unwindData.CloseNotionalValue = Math.Round(unwindData.CloseNotionalValue, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
+        }
+
         /// <summary>保存所有变更（生产: DbContext.SaveChanges；测试: 空操作）</summary>
         protected virtual void SaveAllChanges()
         {
@@ -1222,6 +1230,7 @@ namespace YLErp.Modules.SwapModule
             {
                 throw new ServiceException("未找到交易信息");
             }
+            NormalizeNotionalValues(unwindData);
             //CheckLastEod(unwindData.ValueDate, td.StartDate.Value, unwindData.SwapTradeId); //去掉平仓收盘限制
             ValidateFrontendPnL(unwindData, isIncome: false); // 只读校验告警，不阻断交易
             // 前端按"占期初(original)"语义传 ClosePercent(A)；后端全链路按"占剩余(remaining)"语义(B)消费。
@@ -1252,7 +1261,7 @@ namespace YLErp.Modules.SwapModule
                     td.HasPartialUnWind = 1;
                 }
                 td.UnWindDate = unwindData.UnwindDate;
-                td.StockEqvNotional -= Convert.ToDouble(unwindData.CloseNotionalValue);
+                td.StockEqvNotional = Math.Round(td.StockEqvNotional - Convert.ToDouble(unwindData.CloseNotionalValue), ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
                 td.TradeAmount -= Convert.ToDouble(unwindData.CloseQty);
                 SaveAllChanges();
                 cofirm = true;
@@ -1568,7 +1577,7 @@ namespace YLErp.Modules.SwapModule
                 td.HasPartialUnWind = 1;
             }
             td.UnWindDate = unwindData.UnwindDate;
-            td.StockEqvNotional -= Convert.ToDouble(unwindData.CloseNotionalValue);
+            td.StockEqvNotional = Math.Round(td.StockEqvNotional - Convert.ToDouble(unwindData.CloseNotionalValue), ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
             td.TradeAmount -= Convert.ToDouble(unwindData.CloseQty);
             td.Notional = td.TradeAmount;
             td.OptDate = DateTime.Now;
@@ -1767,7 +1776,7 @@ namespace YLErp.Modules.SwapModule
             td.UnWindDate = swapEvent.unwindData.UnwindDate;
             if (eventType != (int)SwapEventTypeEnum.互换)
             {
-                td.StockEqvNotional -= Convert.ToDouble(swapEvent.unwindData.CloseNotionalValue);
+                td.StockEqvNotional = Math.Round(td.StockEqvNotional - Convert.ToDouble(swapEvent.unwindData.CloseNotionalValue), ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
                 td.TradeAmount -= Convert.ToDouble(swapEvent.unwindData.CloseQty);
             }
 
@@ -1933,7 +1942,7 @@ namespace YLErp.Modules.SwapModule
                     {
                         // 平仓时才扣减持仓
                         position.PosiQuantity -= unwindData.CloseQty;
-                        position.PosiNotionalValue -= unwindData.CloseNotionalValue;
+                        position.PosiNotionalValue = Math.Round(position.PosiNotionalValue - unwindData.CloseNotionalValue, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
                         position.PosiTradingFee -= position.PosiTradingFee * unwindData.ClosePercent;
                         position.PosiTradingFeePending -= position.PosiTradingFeePending * unwindData.ClosePercent;
                     }