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Merge branch 'glms/feature/1.4.2' of http://git.yiliantech.com/gitlab/otc-dev/zszq-trs into glms/feature/1.4.2

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锦麟 王
2026-06-25 20:35:01 +08:00
parent 1c9b28ff0d ff69c9b6e2
commit 09f256d3c3
3 changed files with 19 additions and 6 deletions
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YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs
+5
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@@ -1781,6 +1781,7 @@ 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 =>
{
@@ -1845,6 +1846,7 @@ 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
@@ -2033,6 +2035,9 @@ 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;
}