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Merge branch 'glms/feature/0812_zmr_divPower' into glms/feature/1.4.2

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张名锐
2026-08-14 14:51:56 +08:00
parent 58bd27c596 04f4468be5
commit 11a7aabce5
8 changed files with 330 additions and 84 deletions
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YLErpDAL/Modules/EodModule/SettlementModule/EodSettlementService.cs
+27 -15
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@@ -39,14 +39,15 @@ namespace YLErp.Modules.EodModule
predicate = PredicateBuilder.Create<T>(n => n.ValueDate == settleDate).And(predicate);
}
// 除权数据不在这里做 SQL 左连接：同一标的一天只允许一条有效除权记录，
// 但历史脏数据可能存在重复行。左连接会把一条 EOD 持仓扩成多行，进而重复
// 参与后续风险/结算计算。先取得 EOD+BOD 的唯一持仓结果，再按标的代码匹配
// 除权记录，可以把重复业务键暴露为 ToDictionary 异常，而不是静默扩行。
var query = from eod in DbContext.Set<T>().Where(predicate)
join bod in DbContext.BodTradePosition.Where(n => n.ValueDate == bodDate)
on new { eod.BookId, eod.TradeType, eod.PositionType, eod.UnderlyingCode, ExchangeOptionCode = eod.ExchangeOptionCode ?? string.Empty }
equals new { bod.BookId, bod.TradeType, bod.PositionType, bod.UnderlyingCode, ExchangeOptionCode = bod.ExchangeOptionCode ?? string.Empty } into t_bod
from bod in t_bod.DefaultIfEmpty()
join dividend in DbContext.ex_dividend_info.Where(O => O.ExDividendDate == settleDate && O.ValidStatus)
on eod.UnderlyingCode equals dividend.UnderlyingCode into t_dividend
from dividend in t_dividend.DefaultIfEmpty()
select new
{
eod,
@@ -55,24 +56,31 @@ namespace YLErp.Modules.EodModule
bod.Amount,
bod.Cost,
//bod.AveragePrice
},
dividend
}
};
var datas = query.ToArray();
var diviService = new TradeModule.DealModule.DividendService(OptUser);
// 除权查询集中复用 DividendService 的有效记录条件。字典使用不区分大小写的
// UnderlyingCode 匹配，兼容 EOD 与除权表代码大小写差异；如果同日同代码仍有
// 多条有效记录，ToDictionary 会失败，提示迁移/结算前先清理重复数据。
var dividendDict = diviService.GetExDividendQuery(settleDate)
.ToDictionary(O => O.UnderlyingCode, O => O, StringComparer.OrdinalIgnoreCase);
var eodPriceProvider = new EodPriceProvider(settleDate);
return datas.Select(data =>
{
var eod = data.eod;
var bod = data.bod;
if (data.dividend != null)
// 命中除权数据后仍沿用原有股票结算分支：只重算除权后的收盘价和数量，
// 并保留原 Pv 的正负方向。其他 TradeType 当前不进入该分支，避免扩大
// 本次查询重构的业务范围。
if (dividendDict.TryGetValue(eod.UnderlyingCode, out var dividend))
{
if (data.eod.TradeType == "股票")
{
var SettlePrice = eodPriceProvider.GetPrice(data.eod.UnderlyingCode, SettlementTypeEnum.ClosePrice);
SettlePrice = diviService.GetPrice(SettlePrice, data.dividend);
var amount = diviService.GetPositionAmount(data.eod.Amount, data.dividend);
SettlePrice = diviService.GetPrice(SettlePrice, dividend);
var amount = diviService.GetPositionAmount(data.eod.Amount, dividend);
eod.Pv = eod.Pv > 0 ? Math.Abs(amount * SettlePrice) : -Math.Abs(amount * SettlePrice);
}
}
@@ -104,14 +112,14 @@ namespace YLErp.Modules.EodModule
predicate = PredicateBuilder.Create<TPos>(n => n.ValueDate == settleDate).And(predicate);
}
// 带风险数据的重载与上面的持仓重载采用相同策略：除权记录不参与 SQL 左连接，
// 先完成 EOD、BOD、Risk 的行级关联，再在内存中按标的代码查找唯一除权记录，
// 防止除权表重复行复制风险记录。
var query = from eod in DbContext.Set<TPos>().AsNoTracking().Where(predicate)
join bod in DbContext.BodTradePosition.Where(n => n.ValueDate == bodDate)
on new { eod.BookId, eod.TradeType, eod.PositionType, eod.UnderlyingCode, ExchangeOptionCode = eod.ExchangeOptionCode ?? string.Empty }
equals new { bod.BookId, bod.TradeType, bod.PositionType, bod.UnderlyingCode, ExchangeOptionCode = bod.ExchangeOptionCode ?? string.Empty } into t_bod
from bod in t_bod.DefaultIfEmpty()
join dividend in DbContext.ex_dividend_info.AsNoTracking().Where(O => O.ExDividendDate == settleDate && O.ValidStatus)
on eod.UnderlyingCode equals dividend.UnderlyingCode into t_dividend
from dividend in t_dividend.DefaultIfEmpty()
join risk in DbContext.Set<TRisk>().AsNoTracking().Where(n => n.ValueDate == settleDate && n.TradeId > 0) on new { eod.ValueDate, eod.TradeId } equals new { risk.ValueDate, risk.TradeId } into risk_t
from risk in risk_t.DefaultIfEmpty()
select new
@@ -123,24 +131,28 @@ namespace YLErp.Modules.EodModule
bod.Cost,
//bod.AveragePrice
},
dividend,
risk
};
var datas = query.ToArray();
var diviService = new TradeModule.DealModule.DividendService(OptUser);
// 与无风险重载保持同一数据来源、日期条件和大小写无关的代码匹配规则；重复
// 有效记录会在这里显式失败，而不是让一条持仓对应多条风险结果。
var dividendDict = diviService.GetExDividendQuery(settleDate)
.ToDictionary(O => O.UnderlyingCode, O => O, StringComparer.OrdinalIgnoreCase);
var eodPriceProvider = new EodPriceProvider(settleDate);
return datas.Select(data =>
{
var pos = data.eod;
var bod = data.bod;
if (data.dividend != null)
// 风险对象的除权 Pv 重算规则与上一个重载保持一致，仅在股票交易类型下执行。
if (dividendDict.TryGetValue(pos.UnderlyingCode, out var dividend))
{
if (data.eod.TradeType == "股票")
{
var settlePrice = eodPriceProvider.GetPrice(data.eod.UnderlyingCode, SettlementTypeEnum.ClosePrice);
settlePrice = diviService.GetPrice(settlePrice, data.dividend);
var amount = diviService.GetPositionAmount(data.eod.Amount, data.dividend);
settlePrice = diviService.GetPrice(settlePrice, dividend);
var amount = diviService.GetPositionAmount(data.eod.Amount, dividend);
pos.Pv = pos.Pv > 0 ? Math.Abs(amount * settlePrice) : -Math.Abs(amount * settlePrice);
}
}