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BugFix 互换本次名义本金取错

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锦麟 王
2026-07-16 10:04:06 +08:00
parent 00ab542d39
commit 23108016a4
1 changed files with 32 additions and 7 deletions
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YLErpDAL/Modules/TradeModule/TradeServiceBase.cs
+32 -7
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@@ -199,16 +199,41 @@ namespace YLErp.Modules.TradeModule
ProcessCategory = ResolveProcessCategory(td),
InitGroupId = UserBLL.GetApprovalProcessGroup(userId)
};
// 了结场景：当次平仓名义本金 = 期初名义本金 × 平仓比例(UnwindPercentRate)，取绝对值
// 了结场景：取本次平仓名义本金
if (td != null && ctx.ProcessCategory == ProcessCategoryConst.Close)
{
var tc = DbContext.trade_cash
.Where(t => t.TradeId == td.id && t.ValidState == ConsGlobal.InValid && !t.IsDeleted)
.OrderByDescending(t => t.id)
.FirstOrDefault();
if (tc != null && tc.UnwindPercentRate.HasValue && td.OriginalStockEqvNotional.HasValue)
if (td.TradeType == "收益互换")
{
ctx.CurrentNotional = Math.Abs(td.OriginalStockEqvNotional.Value * tc.UnwindPercentRate.Value);
// 互换：从 swap_event.EventData(JSON) 反序列化取 CloseNotionalValue
var swapEvent = DbContext.swap_event
.Where(x => x.SwapTradeId == td.id && !x.Invalid
&& (x.EventType == (int)SwapEventTypeEnum.平仓 || x.EventType == (int)SwapEventTypeEnum.互换))
.OrderByDescending(x => x.id)
.FirstOrDefault();
if (swapEvent != null && !string.IsNullOrEmpty(swapEvent.EventData))
{
try
{
var unwindData = Newtonsoft.Json.JsonConvert.DeserializeObject<UnwindData>(swapEvent.EventData);
if (unwindData != null)
{
ctx.CurrentNotional = Math.Abs((double)unwindData.CloseNotionalValue);
}
}
catch { }
}
}
else
{
// 期权：当次平仓名义本金 = 期初名义本金 × 平仓比例(UnwindPercentRate)，取绝对值
var tc = DbContext.trade_cash
.Where(t => t.TradeId == td.id && t.ValidState == ConsGlobal.InValid && !t.IsDeleted)
.OrderByDescending(t => t.id)
.FirstOrDefault();
if (tc != null && tc.UnwindPercentRate.HasValue && td.OriginalStockEqvNotional.HasValue)
{
ctx.CurrentNotional = Math.Abs(td.OriginalStockEqvNotional.Value * tc.UnwindPercentRate.Value);
}
}
}
return ctx;