From 7f6bdde5211c4eab6ce2f2b4ff161e8f52f4e7af Mon Sep 17 00:00:00 2001
From: tengyufan <1532636164@qq.com>
Date: Thu, 25 Jun 2026 20:00:18 +0800
Subject: [PATCH] =?UTF-8?q?fix:=20DV01=E6=B1=87=E6=80=BB=E5=8F=8A=E5=90=88?=
 =?UTF-8?q?=E8=AE=A1=E5=8A=9F=E8=83=BD=EF=BC=8C=E4=BC=98=E5=8C=96=E6=A0=BC?=
 =?UTF-8?q?=E5=BC=8F=E5=8C=96=E9=85=8D=E7=BD=AE?=
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1. YLErpDAL/Modules/RiskModule/QuotaMonitorService.cs
   - 日终版本(QueryEodGlobalFromCalc)恢复互换行DV限额取值

2. YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs
   - SaveEodSwap / UpdateEodSwap 补充 eod_Swap.dv01 汇总
   - SearchEodSwapList 新增DV合计，返回至前端footer

3. YLErpWeb/wwwroot/Scripts/app/swaptrade/EodPositionRisks.js
   - 框架合约tab启用footerrow，展示DV合计
   - 框架合约DV列formatter改为4位小数
---
 YLErpDAL/Modules/RiskModule/QuotaMonitorService.cs   |  8 ++++----
 .../Modules/SwapModule/SwapEodPositionService.cs     |  5 +++++
 .../Scripts/app/swaptrade/EodPositionRisks.js        | 12 ++++++++++--
 3 files changed, 19 insertions(+), 6 deletions(-)

diff --git a/YLErpDAL/Modules/RiskModule/QuotaMonitorService.cs b/YLErpDAL/Modules/RiskModule/QuotaMonitorService.cs
index be5b8e2e..906f710c 100644
--- a/YLErpDAL/Modules/RiskModule/QuotaMonitorService.cs
+++ b/YLErpDAL/Modules/RiskModule/QuotaMonitorService.cs
@@ -1047,10 +1047,10 @@ namespace YLErp.Modules.RiskModule
             };
             setValue(swap, swapSetting);
             swap.DV = eodSwapDV;
-            //swap.Quota_DV_Upper = tradeDvSetting?.QuotaUpperLimit ?? double.NaN;
-            //swap.Quota_DV_Lower = tradeDvSetting?.QuotaLowerLimit ?? double.NaN;
-            //swap.Quota_DV_wUpper = tradeDvSetting?.WarningUpperLimit ?? double.NaN;
-            //swap.Quota_DV_wLower = tradeDvSetting?.WarningLowerLimit ?? double.NaN;
+            swap.Quota_DV_Upper = tradeDvSetting?.QuotaUpperLimit ?? double.NaN;
+            swap.Quota_DV_Lower = tradeDvSetting?.QuotaLowerLimit ?? double.NaN;
+            swap.Quota_DV_wUpper = tradeDvSetting?.WarningUpperLimit ?? double.NaN;
+            swap.Quota_DV_wLower = tradeDvSetting?.WarningLowerLimit ?? double.NaN;
             var underly = GetEodTradePositionPnl(req.ValueDate);
             var unTrade = new QuotaMonitor_Global()
             {
diff --git a/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs b/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs
index 98691d38..c16fe670 100644
--- a/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs
+++ b/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs
@@ -1747,6 +1747,7 @@ namespace YLErp.Modules.SwapModule
             eod_Swap.MarketValueLong = positions.Where(x => x.PositionType == (int)PositionTypeFlag.Long).Sum(s => s.UnderlyingMarketValue);
             eod_Swap.MarketValueShort = positions.Where(x => x.PositionType == (int)PositionTypeFlag.Short).Sum(s => s.UnderlyingMarketValue);
             eod_Swap.FloatingPnL = positions.Sum(s => s.PosiProfitSum);
+            eod_Swap.dv01 = positions.Sum(s => s.dv01 ?? 0);
             decimal interestPnL = 0;
             interestPositions.ForEach(x =>
             {
@@ -1811,6 +1812,7 @@ namespace YLErp.Modules.SwapModule
             eod_Swap.MarketValueLong = positions.Where(x => x.PositionType == (int)PositionTypeFlag.Long).Sum(s => s.UnderlyingMarketValue);
             eod_Swap.MarketValueShort = positions.Where(x => x.PositionType == (int)PositionTypeFlag.Short).Sum(s => s.UnderlyingMarketValue);
             eod_Swap.FloatingPnL = positions.Sum(s => s.PosiProfitSum);
+            eod_Swap.dv01 = positions.Sum(s => s.dv01 ?? 0);
             interestPositions.ForEach(x =>
             {
                 decimal ratio = x.InterestDirection == (int)SwapDirectionEnum.收取 ? 1 : -1;//收取为正，支付为负
@@ -1999,6 +2001,9 @@ namespace YLErp.Modules.SwapModule
                 var client = DataCacheProvider.GetClientDataSource().GetData(item.ClientId);
                 item.SwapTradeTypeStr = client?.SwapTradeTypeStr;
             }
+
+           var dv01 = query.Sum(O => O.position.dv01??0);
+            retListResult.Sum = new {DV = dv01 };
             return retListResult;
 
         }
diff --git a/YLErpWeb/wwwroot/Scripts/app/swaptrade/EodPositionRisks.js b/YLErpWeb/wwwroot/Scripts/app/swaptrade/EodPositionRisks.js
index 9770c225..5abf3e14 100644
--- a/YLErpWeb/wwwroot/Scripts/app/swaptrade/EodPositionRisks.js
+++ b/YLErpWeb/wwwroot/Scripts/app/swaptrade/EodPositionRisks.js
@@ -38,7 +38,7 @@ $(function () {
         pagerpos: 'left',
         rowNum: 25,
         rowList: [25, 50, 100, 200, 10000],
-        footerrow: false,
+        footerrow: page.tabIndex == 2,
         loadComplete: gridComplete,
         onPaging: onJqgridPaging,
         grouping: true
@@ -616,7 +616,12 @@ function colModelGridEodSwap() {
         index: 'position.dv01',
         width: 120,
         align: 'center',
-        formatter: StockEqvNotionalFormat,
+        formatter: function (cellvalue, options, rowObject) {
+            if (Number.isNaN(cellvalue)) return "0";
+            var abs = Math.abs(Number(cellvalue));
+            if (abs < 0.0001) return "0";
+            return cellvalue.toLocaleString(undefined, { minimumFractionDigits: 2, maximumFractionDigits: 4 });
+        },
     }, {
         name: 'SwapTradeTypeStr',
         label: '互换类型',
@@ -633,6 +638,9 @@ function colModelGridEodSwap() {
 
 function gridComplete() {
     var jgrid = $(this);
+    if (arguments[0].Sum) {
+        jgrid.footerData("set", { 'position.dv01': arguments[0].Sum["DV"] });
+    }
     main.setcolumnChooser(jgrid, page.configcolumn_data);
     $(window).resize();
 }