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refactor(return-leg): 抽取 PositionValueCalc 持仓价值汇总

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SwapEodPositionService 8处 SwapPositionValue inline 公式替换:
- 4处 InterestProfitSum * ratio + PosiProfitSum → PositionValueCalc.Calc(带ratio)
- 4处 InterestProfitSum + PosiProfitSum → PositionValueCalc.Calc(默认ratio=1)

持仓价值 = 利息端收益 + 浮动端收益, 8处副本→1个纯函数。
这是最后一个高性价比的纯函数提取。

验证: 编译0错误, 全量513测试7失败(基线一致)。
This commit is contained in:
hjhan
2026-08-11 16:50:21 +08:00
parent 744f1ae448
commit 16c44d3b50
3 changed files with 48 additions and 8 deletions
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YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs
+8 -8
View File
@@ -1112,7 +1112,7 @@ namespace YLErp.Modules.SwapModule
}
newEodPayPosition.InterestProfitSum = newEodPayPosition.InterestIncomeSum + newEodPayPosition.InterestFeeSum;
//持仓价值
newEodPayPosition.SwapPositionValue = newEodPayPosition.InterestProfitSum * ratio + newEodPayPosition.PosiProfitSum;
newEodPayPosition.SwapPositionValue = PositionValueCalc.Calc(newEodPayPosition.InterestProfitSum, newEodPayPosition.PosiProfitSum, ratio);
//累计已实现
newEodPayPosition.RealizedInterest = eodPayPosition.RealizedInterest + newEodPayPosition.TdCloseInterest * ratio;
@@ -1255,7 +1255,7 @@ namespace YLErp.Modules.SwapModule
: RoundEodInterest(eodPayPosition.InterestFeeSum + newEodPayPosition.TdInterestFee - newEodPayPosition.TdCloseInterestFee);
newEodPayPosition.InterestProfitSum = newEodPayPosition.InterestIncomeSum + newEodPayPosition.InterestFeeSum;
//持仓价值
newEodPayPosition.SwapPositionValue = newEodPayPosition.InterestProfitSum * ratio + newEodPayPosition.PosiProfitSum;
newEodPayPosition.SwapPositionValue = PositionValueCalc.Calc(newEodPayPosition.InterestProfitSum, newEodPayPosition.PosiProfitSum, ratio);
//累计已实现
newEodPayPosition.RealizedInterest = eodPayPosition.RealizedInterest + newEodPayPosition.TdCloseInterest * ratio;
@@ -1516,7 +1516,7 @@ namespace YLErp.Modules.SwapModule
// InterestProfitSum 是利息腿待实现总额，包含利息和费用；无费用时等于 InterestIncomeSum。
newEodPayPosition.InterestProfitSum = newEodPayPosition.InterestIncomeSum + newEodPayPosition.InterestFeeSum;
//持仓价值
newEodPayPosition.SwapPositionValue = newEodPayPosition.InterestProfitSum * ratio + newEodPayPosition.PosiProfitSum;
newEodPayPosition.SwapPositionValue = PositionValueCalc.Calc(newEodPayPosition.InterestProfitSum, newEodPayPosition.PosiProfitSum, ratio);
Log.Info($"InterestIncomeSum is {eodPayPosition.InterestIncomeSum},TdInterestIncome is {newEodPayPosition.TdInterestIncome}" +
$",TdCloseInterest is {newEodPayPosition.TdCloseInterest}");
@@ -1644,7 +1644,7 @@ namespace YLErp.Modules.SwapModule
newEodPayPosition.InterestFeeSum = eodPayPosition.InterestFeeSum + newEodPayPosition.TdInterestFee - newEodPayPosition.TdCloseInterestFee;
newEodPayPosition.InterestProfitSum = newEodPayPosition.InterestIncomeSum + newEodPayPosition.InterestFeeSum;
//持仓价值
newEodPayPosition.SwapPositionValue = newEodPayPosition.InterestProfitSum * ratio + newEodPayPosition.PosiProfitSum;
newEodPayPosition.SwapPositionValue = PositionValueCalc.Calc(newEodPayPosition.InterestProfitSum, newEodPayPosition.PosiProfitSum, ratio);
//累计已实现
newEodPayPosition.RealizedInterest = eodPayPosition.RealizedInterest + newEodPayPosition.TdCloseInterest * ratio;
@@ -1743,7 +1743,7 @@ namespace YLErp.Modules.SwapModule
newEodPayPosition.PosiProfitSum = newEodPayPosition.PosiMtmPnL + newEodPayPosition.PosiDividendSum + newEodPayPosition.PosiFeePending;
//持仓价值
newEodPayPosition.SwapPositionValue = newEodPayPosition.InterestProfitSum + newEodPayPosition.PosiProfitSum;
newEodPayPosition.SwapPositionValue = PositionValueCalc.Calc(newEodPayPosition.InterestProfitSum, newEodPayPosition.PosiProfitSum);
//累计已实现
newEodPayPosition.RealizedFee = closeFee;
newEodPayPosition.RealizedMtmPnL = newEodPayPosition.TdCloseMtmPnl;
@@ -1827,7 +1827,7 @@ namespace YLErp.Modules.SwapModule
, seekPreday: true, currencyRateType: curretEod.PosiDirection == (int)SwapDirectionEnum.收取 ? CurrencyRateType.Buy : CurrencyRateType.Sell);
curretEod.TdCurrency = Convert.ToDecimal(currencyRate);
//持仓价值
curretEod.SwapPositionValue = curretEod.InterestProfitSum + curretEod.PosiProfitSum;
curretEod.SwapPositionValue = PositionValueCalc.Calc(curretEod.InterestProfitSum, curretEod.PosiProfitSum);
UpdateDbOption(curretEod);
curretEod.Invalid = false;
if (curretEod.id == 0)
@@ -1935,7 +1935,7 @@ namespace YLErp.Modules.SwapModule
, seekPreday: true, currencyRateType: curretEod.PosiDirection == (int)SwapDirectionEnum.收取 ? CurrencyRateType.Buy : CurrencyRateType.Sell);
curretEod.TdCurrency = Convert.ToDecimal(currencyRate);
//持仓价值
curretEod.SwapPositionValue = curretEod.InterestProfitSum + curretEod.PosiProfitSum;
curretEod.SwapPositionValue = PositionValueCalc.Calc(curretEod.InterestProfitSum, curretEod.PosiProfitSum);
UpdateDbOption(curretEod);
curretEod.Invalid = false;
if (curretEod.id == 0)
@@ -2110,7 +2110,7 @@ namespace YLErp.Modules.SwapModule
curretEod.PosiNotionalValue = 0;
}
//持仓价值
curretEod.SwapPositionValue = curretEod.InterestProfitSum + curretEod.PosiProfitSum;
curretEod.SwapPositionValue = PositionValueCalc.Calc(curretEod.InterestProfitSum, curretEod.PosiProfitSum);
var currencyRate = new EodCurrencyRateService(UserInfo).GetCurrencyRate(td.QuoteCurrency, td.SettlementCurrency, td.StartDate.Value
, seekPreday: true, currencyRateType: curretEod.PosiDirection == (int)SwapDirectionEnum.收取 ? CurrencyRateType.Buy : CurrencyRateType.Sell);
curretEod.TdCurrency = Convert.ToDecimal(currencyRate);