Merge branch 'glms/feature/0828_EQD-7084' into 'glms/feature/1.4.2'

feat(eodswapposition): 新增框架合约新口径展示功能

See merge request otc-dev/zszq-trs!14

Framework/YLErp.Core/DBModels/EodSwap.cs

@@ -220,4 +220,86 @@ namespace YLErp.DBModels
         /// </summary>
         public decimal MarginInterestLoss { get; set; }
     }
+
+    /// <summary>
+    /// EQD-7084 新“框架合约”Tab 的新增字段及拆分后的估值口径。
+    /// 该模型不映射数据库，仅由新查询接口计算返回。
+    /// </summary>
+    public class EodSwapRiskNewFields
+    {
+        /// <summary>
+        /// 浮动收益端标的类型，仅供前端按债券/非债券选择期初价格精度使用，
+        /// 不参与任何收益或估值计算。
+        /// </summary>
+        public string UnderlyingInstrumentType { get; set; }
+
+        /// <summary>浮动收益端多空方向。</summary>
+        public string UnderlyingDirection { get; set; }
+
+        /// <summary>浮动收益端标的代码。</summary>
+        public string UnderlyingCode { get; set; }
+
+        /// <summary>期初标的价格；债券按百分价格展示。</summary>
+        public decimal? InitialPrice { get; set; }
+
+        /// <summary>名义数量，取合约名义本金。</summary>
+        public decimal NotionalQuantity { get; set; }
+
+        /// <summary>合约起始日。</summary>
+        public DateTime? ContractStartDate { get; set; }
+
+        /// <summary>合约到期日。</summary>
+        public DateTime? ContractMaturityDate { get; set; }
+
+        /// <summary>利息端基准：FR007 或固定利率。</summary>
+        public string InterestBenchmark { get; set; }
+
+        /// <summary>普通利息腿当前交易日适用利率合计。</summary>
+        public decimal InterestRatePrice { get; set; }
+
+        /// <summary>
+        /// 开平仓费用。日终腿已按我方收益方向归一：我方支付为负、我方收取为正；
+        /// 新 Tab 单独展示该金额，但估值中仍须计入一次。
+        /// </summary>
+        public decimal OpeningClosingFee { get; set; }
+
+        /// <summary>
+        /// 不含开平仓费用的浮动端待实现收益，来源为日终浮动腿的 PosiMtmPnL；
+        /// 不可再由旧口径的 PosiProfitSum 反推，避免把费用重新混入本列。
+        /// </summary>
+        public decimal FloatingUnrealizedPnl { get; set; }
+
+        /// <summary>
+        /// 排除初始/维持保证金腿后的普通利息端待实现收益。保证金利息保留在其独立两列，
+        /// 且只通过 MarginInterestAmount 参与估值，以满足“利息端仅展示利息端盈亏”的新口径。
+        /// </summary>
+        public decimal OrdinaryInterestPnl { get; set; }
+
+        /// <summary>
+        /// 保证金利息净额，仅供两种合约估值维持旧总额；前端不直接绑定该字段，
+        /// 以防它再次落入“合约利息端待实现收益”。
+        /// </summary>
+        public decimal MarginInterestAmount { get; set; }
+
+        /// <summary>收取对手方保证金利息。</summary>
+        public decimal MarginInterestGain { get; set; }
+
+        /// <summary>支付对手方保证金利息。</summary>
+        public decimal MarginInterestLoss { get; set; }
+
+        /// <summary>到期轧差口径估值；仅 DividendPayDate=0 时有值，且包含期间付息/分红。</summary>
+        public decimal? MaturityNettingValuation { get; set; }
+
+        /// <summary>期间支付派息口径估值；仅 DividendPayDate 非 0 时有值，不重复计入期间付息/分红。</summary>
+        public decimal? PeriodPaymentValuation { get; set; }
+    }
+
+    /// <summary>
+    /// EQD-7084 新“框架合约”Tab 响应。继承旧响应以保持原有列字段完全一致，
+    /// 新接口只额外序列化新增字段。
+    /// </summary>
+    public class EodSwapRiskNewResponse : EodSwapResponse
+    {
+        public EodSwapRiskNewFields NewFields { get; set; }
+    }
 }

UnitTestProject/Modules/SwapModule/SwapEodPositionRiskNewTabTest.cs

@@ -0,0 +1,178 @@
+using YLErp.DBModels;
+using YLErp.DBModels.Enums;
+
+namespace YLErp.Modules.SwapModule;
+
+/// <summary>
+/// EQD-7084 新“框架合约”Tab 的口径测试。
+/// 纯计算测试不依赖数据库，直接锁定 EodPnlCalculator 的新口径。
+/// </summary>
+[TestClass]
+public class SwapEodPositionRiskNewTabTest
+{
+    [TestMethod]
+    public void 新口径_普通利息排除保证金_浮动收益剔除费用并保留估值总额()
+    {
+        var floating = new[]
+        {
+            // EOD 归一后，费用已经按我方收益视角落库；支付费用为负数。
+            FloatingLeg("600000", 1, 100m, 0m, -12m, "普通收益互换")
+        };
+        var interests = new[]
+        {
+            InterestLeg(1, (int)InterestModeEnum.固定值, 80m, 0.02m, 0.02m),
+            InterestLeg(1, (int)InterestModeEnum.初始预付金, 20m, 0.01m, 0.01m)
+        };
+
+        var fields = InvokeCalculation(
+            floating,
+            interests,
+            structureType: "普通收益互换",
+            notionalValue: 1_000m,
+            startDate: new DateTime(2026, 1, 1),
+            maturityDate: new DateTime(2026, 12, 31),
+            periodAmount: 5m,
+            dividendPayDate: 0);
+
+        Assert.AreEqual(100m, GetDecimal(fields, "FloatingUnrealizedPnl"), 0.0001m,
+            "新浮动端待实现收益应排除 PosiFeePending：PosiProfitSum(88) - PosiFeePending(-12) = 100");
+        Assert.AreEqual(-12m, GetDecimal(fields, "OpeningClosingFee"), 0.0001m,
+            "开平仓费用直接使用 EOD 已归一的 PosiFeePending");
+        Assert.AreEqual(80m, GetDecimal(fields, "OrdinaryInterestPnl"), 0.0001m,
+            "利息端待实现收益应排除初始/维持保证金腿");
+        Assert.AreEqual(-20m, GetDecimal(fields, "MarginInterestAmount"), 0.0001m,
+            "保证金利息仍应按保证金腿方向计入估值");
+        Assert.AreEqual(153m, GetDecimal(fields, "MaturityNettingValuation"), 0.0001m,
+            "估值应保持旧口径：100 - 12 + 80 - 20 + 5 = 153；费用只计一次");
+    }
+
+    [TestMethod]
+    public void 新口径_当前利率合计使用普通利息腿TdInterestRate_并识别FR007()
+    {
+        var fr007Leg = InterestLeg(2, (int)InterestModeEnum.合约名义本金规模, 20m, 0.03m, 0.018m);
+        fr007Leg.FloatRateUnderlyingCode = "FR007";
+        fr007Leg.FloatRate = 0.015m;
+        var fields = InvokeCalculation(
+            new[] { FloatingLeg("600001", 2, 100m, 0m, 0m, "普通收益互换") },
+            new[]
+            {
+                InterestLeg(1, (int)InterestModeEnum.固定值, 10m, 0.02m, 0.0125m),
+                fr007Leg
+            },
+            structureType: "普通收益互换",
+            notionalValue: 100m,
+            startDate: new DateTime(2026, 2, 1),
+            maturityDate: new DateTime(2026, 8, 1),
+            periodAmount: 0m,
+            dividendPayDate: 1);
+
+        Assert.AreEqual(0.0305m, GetDecimal(fields, "InterestRatePrice"), 0.0000001m,
+            "利率端价格应为普通利息腿当前 TdInterestRate 合计，而非默认利差合计");
+        Assert.AreEqual("FR007", GetString(fields, "InterestBenchmark"));
+    }
+
+    [TestMethod]
+    public void 新口径_普通利息腿无FR007时基准为固定利率()
+    {
+        var fields = InvokeCalculation(
+            new[] { FloatingLeg("600002", 1, 100m, 0m, 0m, "普通收益互换") },
+            new[] { InterestLeg(1, (int)InterestModeEnum.固定值, 10m, 0.02m, 0.0125m) },
+            structureType: "普通收益互换",
+            notionalValue: 100m,
+            startDate: new DateTime(2026, 2, 1),
+            maturityDate: new DateTime(2026, 8, 1),
+            periodAmount: 0m,
+            dividendPayDate: 1);
+
+        Assert.AreEqual("固定利率", GetString(fields, "InterestBenchmark"));
+    }
+
+    [TestMethod]
+    public void 新口径_债券期初价格按风险页约定放大百分价格_并保留合同字段()
+    {
+        var fields = InvokeCalculation(
+            new[] { FloatingLeg("110000", 1, 99.12m, 0m, 0m, "普通债券类收益互换", "Bond") },
+            new[] { InterestLeg(1, (int)InterestModeEnum.固定值, 1m, 0.01m, 0.01m) },
+            structureType: "普通债券类收益互换",
+            notionalValue: 9_900m,
+            startDate: new DateTime(2026, 3, 1),
+            maturityDate: new DateTime(2027, 3, 1),
+            periodAmount: 0m,
+            dividendPayDate: 1);
+
+        Assert.AreEqual(99.12m, GetDecimal(fields, "InitialPrice"), 0.0001m,
+            "债券日终 PosiGrossPrice 已由 SetPosiPrice 按风险页口径缩放，新接口不能再次乘 100");
+        Assert.AreEqual(9_900m, GetDecimal(fields, "NotionalQuantity"), 0.0001m);
+        Assert.AreEqual("多头", GetString(fields, "UnderlyingDirection"));
+        Assert.AreEqual("110000", GetString(fields, "UnderlyingCode"));
+        Assert.AreEqual("Bond", GetString(fields, "UnderlyingInstrumentType"));
+        Assert.AreEqual(new DateTime(2026, 3, 1), GetDate(fields, "ContractStartDate"));
+        Assert.AreEqual(new DateTime(2027, 3, 1), GetDate(fields, "ContractMaturityDate"));
+    }
+
+    private static object InvokeCalculation(
+        IEnumerable<eod_swap_position> floating,
+        IEnumerable<eod_swap_position> interests,
+        string structureType,
+        decimal notionalValue,
+        DateTime startDate,
+        DateTime maturityDate,
+        decimal periodAmount,
+        int dividendPayDate)
+    {
+        return EodPnlCalculator.CalculateEodSwapRiskNewFields(
+            floating,
+            interests,
+            structureType,
+            notionalValue,
+            startDate,
+            maturityDate,
+            periodAmount,
+            dividendPayDate);
+    }
+
+    private static decimal GetDecimal(object fields, string name)
+        => Convert.ToDecimal(fields.GetType().GetProperty(name)!.GetValue(fields));
+
+    private static string GetString(object fields, string name)
+        => (string)fields.GetType().GetProperty(name)!.GetValue(fields)!;
+
+    private static DateTime GetDate(object fields, string name)
+        => (DateTime)fields.GetType().GetProperty(name)!.GetValue(fields)!;
+
+    private static eod_swap_position FloatingLeg(
+        string code,
+        int positionType,
+        decimal mtm,
+        decimal dividend,
+        decimal fee,
+        string structureType,
+        string instrumentType = null)
+        => new()
+        {
+            UnderlyingCode = code,
+            UnderlyingInstrumentType = instrumentType ?? structureType,
+            PositionType = positionType,
+            PosiGrossPrice = mtm,
+            PosiMtmPnL = mtm,
+            PosiDividendSum = dividend,
+            PosiFeePending = fee,
+            PosiProfitSum = mtm + dividend + fee,
+            PosiNotionalValue = 100m
+        };
+
+    private static eod_swap_position InterestLeg(
+        int direction,
+        int mode,
+        decimal profit,
+        decimal defaultRate,
+        decimal currentRate)
+        => new()
+        {
+            InterestDirection = direction,
+            InterestMode = mode,
+            InterestProfitSum = profit,
+            InterestRateDefault = defaultRate,
+            TdInterestRate = currentRate
+        };
+}

YLErpDAL/Modules/SwapModule/EodPnlCalculator.cs

@@ -1,8 +1,10 @@
 using System;
 using System.Collections.Generic;
+using System.Linq;
 using YLErp;
 using YLErp.DBModels;
 using YLErp.DBModels.Enums;
+using YLErp.Modules.SwapModule.Margin;
 using YLErp.Modules.SwapModule.ReturnLegs;
 
 namespace YLErp.Modules.SwapModule
@@ -180,5 +182,101 @@ namespace YLErp.Modules.SwapModule
         {
             position.RealizedPnl = position.RealizedInterest + position.RealizedInterestFee;
         }
+
+        /// <summary>
+        /// 计算 EQD-7084 新“框架合约”Tab 的纯展示口径。
+        /// 浮动腿盯市收益、开平仓费用和普通利息分别计算；保证金腿的利息
+        /// 仅作为估值组成项保留一次，不混入新 Tab 的普通利息列。
+        /// </summary>
+        public static EodSwapRiskNewFields CalculateEodSwapRiskNewFields(
+            IEnumerable<eod_swap_position> floatingLegs,
+            IEnumerable<eod_swap_position> interestLegs,
+            string structureType,
+            decimal notionalValue,
+            DateTime? startDate,
+            DateTime? maturityDate,
+            decimal periodAmount,
+            int dividendPayDate)
+        {
+            // 日终明细以 UnderlyingCode 是否存在区分浮动腿和利息腿；调用方即使传入混合集合，
+            // 这里也会重新过滤，避免保证金/利息数据被带入浮动端新口径。
+            var floating = (floatingLegs ?? Enumerable.Empty<eod_swap_position>())
+                .Where(x => x != null && !string.IsNullOrEmpty(x.UnderlyingCode))
+                .ToList();
+            var interests = (interestLegs ?? Enumerable.Empty<eod_swap_position>())
+                .Where(x => x != null && string.IsNullOrEmpty(x.UnderlyingCode))
+                .ToList();
+            // MarginModes 覆盖初始/维持保证金相关腿。它们的利息不属于需求中的“利息端待实现收益”，
+            // 但必须单独保留，以使两个合约估值与旧口径总额保持一致。
+            var ordinaryInterests = interests.Where(x => !MarginModes.Contains(x.InterestMode)).ToList();
+            var marginInterests = interests.Where(x => MarginModes.Contains(x.InterestMode)).ToList();
+            var firstFloating = floating.FirstOrDefault();
+
+            // PosiGrossPrice 已是 EOD 归档口径的期初全价；债券价格不可在报表接口再次乘 100。
+            var initialPrice = firstFloating?.PosiGrossPrice;
+            // PosiFeePending 是日终归一后的我方损益方向：支付费用为负、收取费用为正。
+            // 本列独立展示它，下面的 valuation 再加回一次，不能因展示拆列而改变合约估值。
+            var openingClosingFee = floating.Sum(x => x.PosiFeePending);
+            // PosiMtmPnL 已排除分红和费用，避免从 PosiProfitSum 重复拆分历史费用。
+            var floatingUnrealizedPnl = floating.Sum(x => x.PosiMtmPnL);
+            var ordinaryInterestPnl = ordinaryInterests.Sum(x =>
+                x.InterestProfitSum * DirectionRatio.InterestLegPnl(x.InterestDirection, x.InterestMode));
+            var marginInterestAmount = marginInterests.Sum(x =>
+                x.InterestProfitSum * DirectionRatio.InterestLegPnl(x.InterestDirection, x.InterestMode));
+
+            // 新口径估值 = 去费用浮动收益 + 开平仓费用 + 普通利息 + 保证金利息。
+            // “浮动端待实现收益”列不包含费用，而合约估值仍沿用旧总额，故费用只能在此加一次。
+            var valuation = floatingUnrealizedPnl
+                            + openingClosingFee
+                            + ordinaryInterestPnl
+                            + marginInterestAmount;
+            var result = new EodSwapRiskNewFields
+            {
+                UnderlyingInstrumentType = firstFloating?.UnderlyingInstrumentType,
+                UnderlyingDirection = string.Join(",", floating
+                    .Select(x => x.PositionType == (int)PositionTypeFlag.Long ? "多头"
+                        : x.PositionType == (int)PositionTypeFlag.Short ? "空头" : "")
+                    .Where(x => !string.IsNullOrEmpty(x))
+                    .Distinct()),
+                UnderlyingCode = string.Join(",", floating
+                    .Select(x => x.UnderlyingCode)
+                    .Where(x => !string.IsNullOrEmpty(x))
+                    .Distinct()),
+                InitialPrice = initialPrice,
+                NotionalQuantity = notionalValue,
+                ContractStartDate = startDate,
+                ContractMaturityDate = maturityDate,
+                // 只要普通利息腿存在 FR007，即按需求显示 FR007；保证金腿不影响该展示基准。
+                InterestBenchmark = ordinaryInterests.Any(x =>
+                    !string.IsNullOrWhiteSpace(x.FloatRateUnderlyingCode)
+                    && x.FloatRateUnderlyingCode.IndexOf("FR007", StringComparison.OrdinalIgnoreCase) >= 0)
+                    ? "FR007" : "固定利率",
+                // 使用日终当日实际适用的 TdInterestRate 合计，而非合同初始利率或利差字段。
+                InterestRatePrice = ordinaryInterests.Sum(x => x.TdInterestRate),
+                OpeningClosingFee = openingClosingFee,
+                FloatingUnrealizedPnl = floatingUnrealizedPnl,
+                OrdinaryInterestPnl = ordinaryInterestPnl,
+                MarginInterestAmount = marginInterestAmount,
+                MarginInterestGain = marginInterests
+                    .Where(x => x.InterestDirection == (int)SwapDirectionEnum.支付)
+                    .Sum(x => Math.Abs(x.InterestIncomeSum)),
+                MarginInterestLoss = marginInterests
+                    .Where(x => x.InterestDirection == (int)SwapDirectionEnum.收取)
+                    .Sum(x => -Math.Abs(x.InterestIncomeSum))
+            };
+
+            // DividendPayDate=0 表示到期才与本金轧差，期间付息/分红需要加进该口径；
+            // 其余支付方式则由现金支付承担期间金额，估值字段不再包含 periodAmount。
+            if (dividendPayDate == 0)
+            {
+                result.MaturityNettingValuation = valuation + periodAmount;
+            }
+            else
+            {
+                result.PeriodPaymentValuation = valuation;
+            }
+
+            return result;
+        }
     }
 }

YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs

@@ -3391,6 +3391,91 @@ namespace YLErp.Modules.SwapModule
             return retListResult;
 
         }
+
+        /// <summary>
+        /// 查询 EQD-7084 新“框架合约”字段。
+        /// 旧查询负责筛选、排序、分页及旧字段计算；新字段只基于当前页对应的日终腿补充计算，
+        /// 避免改变旧接口的返回口径。
+        /// </summary>
+        public SearchListResult<EodSwapRiskNewResponse> SearchEodSwapNewList(EodSwapQueryRequest req)
+        {
+            // 新 Tab 与旧 Tab 共享同一套权限、筛选、排序和分页边界；先复用旧查询，
+            // 再只替换需求明确调整的展示字段，避免新接口悄然改变旧口径或查询范围。
+            var oldResult = SearchEodSwapList(req);
+            var oldRows = oldResult.rows?.ToList() ?? new List<EodSwapResponse>();
+            var tradeIds = oldRows.Select(x => x.position.SwapTradeId).Distinct().ToList();
+            var valueDates = oldRows.Select(x => x.position.ValueDate).Distinct().ToList();
+
+            if (tradeIds.Count == 0)
+            {
+                return new SearchListResult<EodSwapRiskNewResponse>(oldResult,
+                    Enumerable.Empty<EodSwapRiskNewResponse>());
+            }
+
+            // 当前页的交易、日终明细和扩展信息各批量读取一次，随后在内存按“交易 + 日终日”配对。
+            // 不在 rows.Select 内查询数据库，避免分页结果产生 N+1 查询。
+            var trades = DbContext.trade
+                .Where(x => tradeIds.Contains(x.id))
+                .Select(x => new { x.id, x.StartDate, x.ExerciseDate })
+                .ToDictionary(x => x.id);
+            var eodPositionDetails = DbContext.eod_swap_position
+                .Where(x => tradeIds.Contains(x.SwapTradeId)
+                            && valueDates.Contains(x.ValueDate)
+                            && !x.Invalid)
+                .ToList();
+            var tradeExtends = DbContext.trade_extend
+                .Where(x => tradeIds.Contains(x.TradeId))
+                .ToList();
+
+            var rows = oldRows.Select(item =>
+            {
+                // 同一交易可出现在多个日终日；必须同时匹配 ValueDate，不能把其他日期的腿混入本行。
+                var details = eodPositionDetails
+                    .Where(x => x.SwapTradeId == item.position.SwapTradeId
+                                && x.ValueDate == item.position.ValueDate)
+                    .ToList();
+                var floatingLegs = details.Where(x => !string.IsNullOrEmpty(x.UnderlyingCode)).ToList();
+                var interestLegs = details.Where(x => string.IsNullOrEmpty(x.UnderlyingCode)).ToList();
+                var tradeExtend = tradeExtends.FirstOrDefault(x => x.TradeId == item.position.SwapTradeId);
+                // 缺少扩展信息时按“期间支付”处理，和旧接口的默认值保持一致。
+                var dividendPayDate = tradeExtend?.ExtendObj?.DividendPayDate ?? 1;
+                trades.TryGetValue(item.position.SwapTradeId, out var tradeInfo);
+
+                return new EodSwapRiskNewResponse
+                {
+                    position = item.position,
+                    TradeDate = item.TradeDate,
+                    SwapTradeNo = item.SwapTradeNo,
+                    ClientName = item.ClientName,
+                    StructureType = item.StructureType,
+                    AssetBookName = item.AssetBookName,
+                    ClientId = item.ClientId,
+                    SwapTradeTypeStr = item.SwapTradeTypeStr,
+                    UnderlyingType = item.UnderlyingType,
+                    PeriodAmount = item.PeriodAmount,
+                    FloatingUnrealizedPnl = item.FloatingUnrealizedPnl,
+                    InterestPaymentMethod = item.InterestPaymentMethod,
+                    MaturityNettingValuation = item.MaturityNettingValuation,
+                    PeriodPaymentValuation = item.PeriodPaymentValuation,
+                    MarginInterestGain = item.MarginInterestGain,
+                    MarginInterestLoss = item.MarginInterestLoss,
+                    // 所有 EQD-7084 差异集中在 NewFields；上方复制的旧字段用于保留原报表的
+                    // 基本信息、DV、期间金额及已实现收益，前端再将六个差异列绑定到 NewFields。
+                    NewFields = CalculateEodSwapRiskNewFields(
+                        floatingLegs,
+                        interestLegs,
+                        item.StructureType,
+                        item.position.NotionalValue,
+                        tradeInfo?.StartDate,
+                        tradeInfo?.ExerciseDate,
+                        item.PeriodAmount,
+                        dividendPayDate)
+                };
+            }).ToList();
+
+            return new SearchListResult<EodSwapRiskNewResponse>(oldResult, rows);
+        }
+
         /// <summary>
         /// 获取互换交易日终持仓数据
         /// </summary>
@@ -3469,6 +3554,29 @@ namespace YLErp.Modules.SwapModule
             return retListResult;
         }
 
+        /// <summary>
+        /// 计算 EQD-7084 新“框架合约”Tab 的字段口径。
+        /// 纯函数只依赖日终浮动腿、利息腿和交易级展示参数，供查询接口及无库单测共用。
+        /// </summary>
+        public static EodSwapRiskNewFields CalculateEodSwapRiskNewFields(
+            IEnumerable<eod_swap_position> floatingLegs,
+            IEnumerable<eod_swap_position> interestLegs,
+            string structureType,
+            decimal notionalValue,
+            DateTime? startDate,
+            DateTime? ExerciseDate,
+            decimal periodAmount,
+            int dividendPayDate)
+            => EodPnlCalculator.CalculateEodSwapRiskNewFields(
+                floatingLegs,
+                interestLegs,
+                structureType,
+                notionalValue,
+                startDate,
+                ExerciseDate,
+                periodAmount,
+                dividendPayDate);
+
         /// <summary>
         /// 互换持仓明细查询
         /// </summary>

YLErpWeb/Controllers/SwapTrade2Controller.cs

@@ -965,6 +965,23 @@ namespace YLErp.Web.Controllers
             var retListResult = service.SearchEodSwapList(req);
             return Json(retListResult);
         }
+
+        /// <summary>
+        /// 日终持仓-互换新框架合约查询。
+        /// 先与旧框架合约接口执行相同的账簿、资产单元和客户权限收敛，
+        /// 再返回 EQD-7084 拆分后的展示字段；不能直接绕过这些条件调用服务层。
+        /// </summary>
+        /// <param name="req"></param>
+        /// <returns></returns>
+        public JsonResult EodSwapRiskNewQuery(EodSwapQueryRequest req)
+        {
+            req.BookIds = AssetUnitModel.IntersectAssetUnits(req.AssetIdGroupList, req.BookIds).ToList();
+            req.UserAssets = CurUser.GetAssetUnitIds();
+            req.UserClients = CurUser.GetClientIdsByCurUser();
+            var service = new SwapEodPositionService(CurUser);
+            var retListResult = service.SearchEodSwapNewList(req);
+            return Json(retListResult);
+        }
         #endregion
         #region 结算报告
         /// <summary>

YLErpWeb/Views/SwapTrade2/EodPositionRisks.cshtml

@@ -46,7 +46,12 @@
                 <a href="/swaptrade2/EodPositionRisks?index=1">日终持仓</a>
             </li>
             <li>
-                <a href="/swaptrade2/EodPositionRisks?index=2">框架合约</a>
+                @* index=2 固定保留历史报表与导出配置，供新旧口径并行核对。 *@
+                <a href="/swaptrade2/EodPositionRisks?index=2">框架合约（旧口径）</a>
+            </li>
+            <li>
+                @* index=3 才使用 EQD-7084 新查询与拆分字段，不能复用旧 Tab 的列配置。 *@
+                <a href="/swaptrade2/EodPositionRisks?index=3">框架合约</a>
             </li>
         </ul>
     </div>

YLErpWeb/fe-tests/eodPositionRisks.test.js

@@ -4,7 +4,8 @@ const vm = require('vm');
 
 function loadEodPositionRiskHelpers() {
     const filePath = path.join(__dirname, '../wwwroot/Scripts/app/swaptrade/EodPositionRisks.js');
-    const code = fs.readFileSync(filePath, 'utf8') + '\nmodule.exports = { TradeDirectionFormat };';
+    const source = fs.readFileSync(filePath, 'utf8');
+    const code = source + '\nmodule.exports = { TradeDirectionFormat, colModelGridEodSwap, colModelGridEodSwapNew, eodSwapGroupConfig, eodSwapRiskNewGroupConfig };';
     const sandbox = {
         module: { exports: {} },
         exports: {},
@@ -13,14 +14,25 @@ function loadEodPositionRiskHelpers() {
             numberFormat() {
                 return function () { };
             }
+        },
+        otcformat: {
+            trading: {
+                notional() { return ''; },
+                StockEqvNotional() { return ''; },
+                tradePrice() { return ''; }
+            }
+        },
+        swapPricePrecision: {
+            format() { return ''; }
         }
     };
 
     vm.runInNewContext(code, sandbox, { filename: filePath });
-    return sandbox.module.exports;
+    return { helpers: sandbox.module.exports, source };
 }
 
-const { TradeDirectionFormat } = loadEodPositionRiskHelpers();
+const loaded = loadEodPositionRiskHelpers();
+const { TradeDirectionFormat, colModelGridEodSwap, colModelGridEodSwapNew, eodSwapGroupConfig, eodSwapRiskNewGroupConfig } = loaded.helpers;
 
 describe('互换日终持仓交易方向', () => {
     test.each([
@@ -37,3 +49,54 @@ describe('互换日终持仓交易方向', () => {
         expect(TradeDirectionFormat(1, {}, { eodPosition: { PosiDirection: 0, PositionType: 1 } })).toBe('');
     });
 });
+
+describe('EQD-7084 新框架合约前端接线', () => {
+    test('新列模型保留旧列并追加九个字段，六个展示列绑定 NewFields', () => {
+        const oldColumns = colModelGridEodSwap();
+        const newColumns = colModelGridEodSwapNew();
+        const oldNames = oldColumns.map(column => column.name);
+        const newNames = newColumns.map(column => column.name);
+        const replacements = {
+            FloatingUnrealizedPnl: 'NewFields.FloatingUnrealizedPnl',
+            'position.InterestPnL': 'NewFields.OrdinaryInterestPnl',
+            MarginInterestGain: 'NewFields.MarginInterestGain',
+            MarginInterestLoss: 'NewFields.MarginInterestLoss',
+            MaturityNettingValuation: 'NewFields.MaturityNettingValuation',
+            PeriodPaymentValuation: 'NewFields.PeriodPaymentValuation'
+        };
+        const newFields = [
+            'NewFields.UnderlyingDirection',
+            'NewFields.UnderlyingCode',
+            'NewFields.InitialPrice',
+            'NewFields.NotionalQuantity',
+            'NewFields.ContractStartDate',
+            'NewFields.ContractMaturityDate',
+            'NewFields.InterestBenchmark',
+            'NewFields.InterestRatePrice',
+            'NewFields.OpeningClosingFee'
+        ];
+
+        expect(newColumns).toHaveLength(oldColumns.length + 9);
+        Object.entries(replacements).forEach(([oldName, newName]) => {
+            expect(newNames).toContain(newName);
+            expect(newNames).not.toContain(oldName);
+            expect(newColumns.find(column => column.name === newName).label)
+                .toBe(oldColumns.find(column => column.name === oldName).label);
+        });
+        oldNames
+            .filter(oldName => !Object.prototype.hasOwnProperty.call(replacements, oldName))
+            .forEach(oldName => expect(newNames).toContain(oldName));
+        newFields.forEach(field => expect(newNames).toContain(field));
+    });
+
+    test('index=2 保留旧 endpoint/config，index=3 使用独立 endpoint/config 且界面不启用分组', () => {
+        expect(loaded.source).toContain("queryurl = '/swaptrade2/EodSwapRiskQuery';");
+        expect(loaded.source).toContain("cloumnTargetName = \"eodSwapList\";");
+        expect(loaded.source).toContain("queryurl = '/swaptrade2/EodSwapRiskNewQuery';");
+        expect(loaded.source).toContain("cloumnTargetName = \"eodSwapRiskNewList\";");
+        expect(loaded.source).toContain('eodSwapRiskNewExportColumnNames');
+        expect(loaded.source).not.toMatch(/main\.initCollapsibleGroupHeaders\s*\(/);
+        expect(eodSwapGroupConfig).not.toBe(eodSwapRiskNewGroupConfig);
+        expect(eodSwapRiskNewGroupConfig.some(group => group.columns.includes('NewFields.InitialPrice'))).toBe(true);
+    });
+});

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

@@ -1,6 +1,7 @@
 var queryurl = '/swaptrade2/EodPositionRiskQuery';
 var cloumnTargetName = "eodSwapPositionList";
 var eodSwapExportColumnNames = [];
+var eodSwapRiskNewExportColumnNames = [];
 $(function () {
     var PostData = {};
     $("#DateValueDate").datepicker({
@@ -24,6 +25,18 @@ $(function () {
         }).map(function (col) {
             return col.name;
         });
+    } else if (page.tabIndex == 3) {
+        // 新旧口径并行：独立 endpoint、列设置 key 与标准导出列，避免用户在新 Tab 调列后影响旧报表。
+        queryurl = '/swaptrade2/EodSwapRiskNewQuery';
+        $("#myTab li:first").removeClass("active");
+        $("#myTab li:eq(2)").addClass("active");
+        cloumnTargetName = "eodSwapRiskNewList";
+        colModelGrid = colModelGridEodSwapNew();
+        eodSwapRiskNewExportColumnNames = colModelGrid.filter(function (col) {
+            return !col.optionHide;
+        }).map(function (col) {
+            return col.name;
+        });
     }
     PostData.ValueDate = $("#DateValueDate").val();
     var grid = jQuery('#listGrid').jqGrid({
@@ -44,7 +57,8 @@ $(function () {
         pagerpos: 'left',
         rowNum: 25,
         rowList: [25, 50, 100, 200, 10000],
-        footerrow: page.tabIndex == 2,
+        // 两个框架合约 Tab 都需要承载后端返回的 DV 汇总；普通日终持仓维持原行为。
+        footerrow: page.tabIndex == 2 || page.tabIndex == 3,
         loadComplete: gridComplete,
         onPaging: onJqgridPaging,
         grouping: true
@@ -687,6 +701,58 @@ function colModelGridEodSwap() {
     return colModelGrid;
 }
 
+// EQD-7084 新框架合约：复用旧列定义，只替换新口径字段并追加新增列。
+function colModelGridEodSwapNew() {
+    var colModelGrid = colModelGridEodSwap().map(function (col) {
+        return Object.assign({}, col);
+    });
+
+    // 替换后仍保留旧字段 index：后端沿用旧查询处理排序，NewFields 只是显示用的计算字段。
+    function replaceColumn(oldName, newName) {
+        var column = colModelGrid.find(function (col) { return col.name === oldName; });
+        if (column) {
+            column.name = newName;
+            // 新字段在服务端计算，沿用旧列的数据库排序字段，保持分页/排序请求有效。
+            column.index = oldName;
+        }
+    }
+
+    function newColumn(name, label, formatter, index) {
+        return {
+            name: name,
+            label: label,
+            index: index || name,
+            width: 150,
+            align: 'center',
+            formatter: formatter,
+            sortable: false
+        };
+    }
+
+    // 插入点必须在原“名义本金”前，使新需求字段与旧字段的业务阅读顺序、标准导出顺序一致。
+    var contractInfoIndex = colModelGrid.findIndex(function (col) {
+        return col.name === 'position.NotionalValue';
+    });
+    colModelGrid.splice(contractInfoIndex, 0,
+        newColumn('NewFields.UnderlyingDirection', '标的多空（浮动端）'),
+        newColumn('NewFields.UnderlyingCode', '标的代码'),
+        newColumn('NewFields.InitialPrice', '期初价格', InitialPriceFormat),
+        newColumn('NewFields.NotionalQuantity', '名义数量', otcformat.trading.notional),
+        newColumn('NewFields.ContractStartDate', '合约起始日', 'date'),
+        newColumn('NewFields.ContractMaturityDate', '合约到期日', 'date'),
+        newColumn('NewFields.InterestBenchmark', '利息端基准'),
+        newColumn('NewFields.InterestRatePrice', '利率端价格', PercentFormat),
+        newColumn('NewFields.OpeningClosingFee', '开平仓费用', StockEqvNotionalFormat));
+
+    replaceColumn('FloatingUnrealizedPnl', 'NewFields.FloatingUnrealizedPnl');
+    replaceColumn('position.InterestPnL', 'NewFields.OrdinaryInterestPnl');
+    replaceColumn('MarginInterestGain', 'NewFields.MarginInterestGain');
+    replaceColumn('MarginInterestLoss', 'NewFields.MarginInterestLoss');
+    replaceColumn('MaturityNettingValuation', 'NewFields.MaturityNettingValuation');
+    replaceColumn('PeriodPaymentValuation', 'NewFields.PeriodPaymentValuation');
+    return colModelGrid;
+}
+
 //框架合约分组配置（对应需求《估值模块V1》2.2 字段定义）
 //columns 使用 colModel.name；组内列在 colModel 中必须连续
 var eodSwapGroupConfig = [
@@ -699,14 +765,27 @@ var eodSwapGroupConfig = [
     { title: '估值与实现收益', columns: ['position.dv01', 'InterestPaymentMethod', 'MaturityNettingValuation', 'PeriodPaymentValuation', 'position.RealizedPnL'] }
 ];
 
+// 新 Tab 页面不渲染可折叠分组表头（产品已要求取消界面分组）；
+// 此配置只服务“导出标准格式”，因此必须与旧 Tab 分开维护而不能删除。
+var eodSwapRiskNewGroupConfig = [
+    { title: '基本信息', columns: ['position.ValueDate', 'AssetBookName', 'ClientName', 'SwapTradeNo', 'StructureType', 'SwapTradeTypeStr', 'UnderlyingType'] },
+    { title: '新增字段', columns: ['NewFields.UnderlyingDirection', 'NewFields.UnderlyingCode', 'NewFields.InitialPrice', 'NewFields.NotionalQuantity', 'NewFields.ContractStartDate', 'NewFields.ContractMaturityDate', 'NewFields.InterestBenchmark', 'NewFields.InterestRatePrice', 'NewFields.OpeningClosingFee'] },
+    { title: '名义本金', columns: ['position.NotionalValue', 'position.NotionalValueLong', 'position.NotionalValueShort'] },
+    { title: '标的市值', columns: ['position.MarketValueLong', 'position.MarketValueShort'] },
+    { title: '浮动端', columns: ['NewFields.FloatingUnrealizedPnl', 'PeriodAmount'] },
+    { title: '利息端', columns: ['NewFields.OrdinaryInterestPnl'] },
+    { title: '保证金', columns: ['position.InitMarginGain', 'position.PostionMarginGain', 'position.InitMarginLoss', 'position.PostionMarginLoss', 'NewFields.MarginInterestGain', 'NewFields.MarginInterestLoss'] },
+    { title: '估值与实现收益', columns: ['position.dv01', 'InterestPaymentMethod', 'NewFields.MaturityNettingValuation', 'NewFields.PeriodPaymentValuation', 'position.RealizedPnL'] }
+];
+
 
 function gridComplete() {
     var jgrid = $(this);
     if (arguments[0].Sum) {
         jgrid.footerData("set", { 'position.dv01': arguments[0].Sum["DV"] });
     }
-    //框架合约Tab：列设置应用完成后补充期间付息提示。
-    if (page.tabIndex == 2) {
+    // 两个框架合约 Tab 均保留 DV footer 与列设置；界面使用普通单层表头。
+    if (page.tabIndex == 2 || page.tabIndex == 3) {
         var defer = main.setcolumnChooser(jgrid, cloumnTargetName);
         $.when(defer).done(function () {
             jgrid.jqGrid('setLabel', 'PeriodAmount', null, null, {
@@ -734,13 +813,21 @@ function starttradeView(id) {
 function exportVisibleColumns() {
     var jgrid = jQuery('#listGrid');
     var dateStr = $("#DateValueDate").val() || '';
-    var tabName = page.tabIndex == 2 ? '框架合约' : '日终持仓';
+    var tabName = page.tabIndex == 2
+        ? '框架合约（旧口径）'
+        : page.tabIndex == 3 ? '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) {
+    if (page.tabIndex != 2 && page.tabIndex != 3) {
         main.exportVisibleColumnsToExcel(jgrid, fileName, null);
         return;
     }
 
+    // 虽然新 Tab 不展示分组表头，标准格式导出仍按需求输出分组标题和固定列顺序。
+    var groupConfig = page.tabIndex == 3 ? eodSwapRiskNewGroupConfig : eodSwapGroupConfig;
+    var standardColumnNames = page.tabIndex == 3
+        ? eodSwapRiskNewExportColumnNames
+        : eodSwapExportColumnNames;
+
     layer.open({
         type: 1,
         title: '选择导出方式',
@@ -753,7 +840,7 @@ function exportVisibleColumns() {
             '</div>',
         success: function (layero, index) {
             layero.find('.js-export-eod-swap-standard').on('click', function () {
-                exportEodSwapRows(jgrid, fileName, eodSwapGroupConfig, eodSwapExportColumnNames);
+                exportEodSwapRows(jgrid, fileName, groupConfig, standardColumnNames);
                 layer.close(index);
             });
             layero.find('.js-export-eod-swap-visible').on('click', function () {
@@ -810,6 +897,13 @@ function RealizedPnlFormat(cellValue, options, rowObject) {
 function StockEqvNotionalFormat(cellValue, options, rowObject) {
     return otcformat.trading.StockEqvNotional(cellValue);
 }
+function InitialPriceFormat(cellValue, options, rowObject) {
+    // 类型来自 NewFields（不再是旧 eodPosition 嵌套对象），以便债券按全价精度、非债券按普通价格精度展示。
+    var instrumentType = rowObject
+        && rowObject.NewFields
+        && rowObject.NewFields.UnderlyingInstrumentType;
+    return swapPricePrecision.format(cellValue, instrumentType, 'grossPrice');
+}
 function NullableStockEqvNotionalFormat(cellValue, options, rowObject) {
     if (cellValue === null || cellValue === undefined || cellValue === '') {
         return '';