diff --git a/UnitTestProject/Modules/SwapModule/SwapUnwindScenarioTest.cs b/UnitTestProject/Modules/SwapModule/SwapUnwindScenarioTest.cs
index 103b65f5..7d1dfc27 100644
--- a/UnitTestProject/Modules/SwapModule/SwapUnwindScenarioTest.cs
+++ b/UnitTestProject/Modules/SwapModule/SwapUnwindScenarioTest.cs
@@ -187,5 +187,55 @@ namespace YLErp.Modules.SwapModule
"SwapRealizedPnL 应=SwapCloseAmount(6000)");
Console.WriteLine($"UW_006: CloseReCheck={service.CloseReCheckCallCount}次, SwapRealizedPnL={service.SaveSwapDealCalls[0].data.SwapRealizedPnL} ✅");
}
+
+ // ================================================================
+ // 场景7：前端传"占期初(A)"语义，后端入口转"占剩余(B)" —— 全平判定
+ // 原始名义本金 100M / 剩余 60M，前端传 A=0.6（平掉原始 60M = 剩余全部）
+ // B = A × Notional/Posi = 0.6 × 100/60 = 1.0 → 触发全平
+ // ================================================================
+ [TestMethod]
+ public void UW_007_SwapUnwind_占期初A转占剩余B_全平判定正确()
+ {
+ var td = SwapDealTestFactory.CreateTrade();
+ var service = new TestableSwapDealService(td);
+ var unwindData = SwapDealTestFactory.CreateUnwindData(
+ swapRealizedPnL: 0m, closeMethod: (int)CloseMethodEnum.全部平仓, closePercent: 0.6m,
+ closeQty: 600000m, closeNotionalValue: 600000m, positionQty: 600000m);
+ unwindData.NotionalValue = 1000000m; // 期初名义本金
+ unwindData.PosiNotionalValue = 600000m; // 剩余名义本金
+
+ service.SwapUnwind(unwindData);
+
+ // 桩 SaveSwapDeal 收集的是转换后的 B（落库 A 还原在生产 SaveSwapDealInternal 中，桩跳过）
+ Assert.AreEqual(1.0m, service.SaveSwapDealCalls[0].data.ClosePercent, 0.0001m,
+ "入口 A=0.6 应转为 B=1.0（占剩余全平）");
+ Assert.AreEqual("已平仓", td.TradeStatus, "B==1 触发全平 TradeStatus=已平仓");
+ Console.WriteLine($"UW_007: A=0.6→B={service.SaveSwapDealCalls[0].data.ClosePercent}, TradeStatus={td.TradeStatus} ✅");
+ }
+
+ // ================================================================
+ // 场景8：占期初(A)转占剩余(B) —— 部分平仓
+ // 原始 100M / 剩余 60M，前端传 A=0.3（平掉原始 30M = 剩余的 50%）
+ // B = A × Notional/Posi = 0.3 × 100/60 = 0.5 → 部分平仓
+ // ================================================================
+ [TestMethod]
+ public void UW_008_SwapUnwind_占期初A转占剩余B_部分平仓正确()
+ {
+ var td = SwapDealTestFactory.CreateTrade();
+ var service = new TestableSwapDealService(td);
+ var unwindData = SwapDealTestFactory.CreateUnwindData(
+ swapRealizedPnL: 0m, closeMethod: (int)CloseMethodEnum.部分平仓, closePercent: 0.3m,
+ closeQty: 300000m, closeNotionalValue: 300000m, positionQty: 600000m);
+ unwindData.NotionalValue = 1000000m; // 期初名义本金
+ unwindData.PosiNotionalValue = 600000m; // 剩余名义本金
+
+ service.SwapUnwind(unwindData);
+
+ Assert.AreEqual(0.5m, service.SaveSwapDealCalls[0].data.ClosePercent, 0.0001m,
+ "入口 A=0.3 应转为 B=0.5（占剩余 50%）");
+ Assert.AreEqual(1, td.HasPartialUnWind, "B≠1 应为部分平仓，设 HasPartialUnWind=1");
+ Assert.AreEqual("确认成交", td.TradeStatus, "部分平仓 TradeStatus 保持不变");
+ Console.WriteLine($"UW_008: A=0.3→B={service.SaveSwapDealCalls[0].data.ClosePercent}, HasPartialUnWind={td.HasPartialUnWind} ✅");
+ }
}
}
diff --git a/YLErpDAL/Modules/SwapModule/SwapDealService.cs b/YLErpDAL/Modules/SwapModule/SwapDealService.cs
index 26285156..246142bd 100644
--- a/YLErpDAL/Modules/SwapModule/SwapDealService.cs
+++ b/YLErpDAL/Modules/SwapModule/SwapDealService.cs
@@ -726,6 +726,30 @@ namespace YLErp.Modules.SwapModule
return (closePrincipal, posiPrincipal, newClosePercent);
}
+ ///
+ /// 平仓比例口径转换（解决"显示占期初 / 计算占剩余"双语义问题）。
+ /// 前端与事件列表展示用"占期初(original)"语义(A)；后端 CalcNotionalByMode / 费用递减 /
+ /// 全平判定均按"占剩余(remaining)"语义(B)消费。
+ /// A → B：B = A × 期初名义本金(NotionalValue) / 剩余名义本金(PosiNotionalValue)，并 cap 到 1。
+ /// B → A：A = B × 剩余名义本金 / 期初名义本金。
+ /// 分母为 0（无持仓等异常场景）时原样返回，避免除零。
+ ///
+ public static decimal ToRemainingClosePercent(decimal originalClosePercent, decimal notionalValue, decimal posiNotionalValue)
+ {
+ if (posiNotionalValue <= 0) return originalClosePercent;
+ var remaining = originalClosePercent * notionalValue / posiNotionalValue;
+ return remaining > 1 ? 1 : remaining;
+ }
+
+ ///
+ /// B(占剩余) → A(占期初)，用于落库 / 事件列表展示还原。见 ToRemainingClosePercent。
+ ///
+ public static decimal ToOriginalClosePercent(decimal remainingClosePercent, decimal notionalValue, decimal posiNotionalValue)
+ {
+ if (notionalValue <= 0) return remainingClosePercent;
+ return remainingClosePercent * posiNotionalValue / notionalValue;
+ }
+
///
/// 获取固定利率
///
@@ -1226,6 +1250,9 @@ namespace YLErp.Modules.SwapModule
}
//CheckLastEod(unwindData.ValueDate, td.StartDate.Value, unwindData.SwapTradeId); //去掉平仓收盘限制
ValidateFrontendPnL(unwindData, isIncome: false); // 只读校验告警，不阻断交易
+ // 前端按"占期初(original)"语义传 ClosePercent(A)；后端全链路按"占剩余(remaining)"语义(B)消费。
+ // 入口统一转换为 B，落库展示用的 A 由 SaveSwapDealInternal 还原。
+ unwindData.ClosePercent = ToRemainingClosePercent(unwindData.ClosePercent, unwindData.NotionalValue, unwindData.PosiNotionalValue);
bool cofirm = false;
ExecuteInTransaction(() =>
{
@@ -1843,7 +1870,13 @@ namespace YLErp.Modules.SwapModule
}
var flowList = new List(unwindData.FlowEvents);
unwindData.FlowEvents.Clear();
+ // 落库展示用"占期初(original)"语义(A)；计算链（费用递减/全平判定）用"占剩余(remaining)"语义(B)。
+ // 序列化前把 ClosePercent 还原为 A，序列化后立即还原回 B 供后续使用。
+ var storedClosePercent = ToOriginalClosePercent(unwindData.ClosePercent, unwindData.NotionalValue, unwindData.PosiNotionalValue);
+ var incomingClosePercent = unwindData.ClosePercent;
+ unwindData.ClosePercent = storedClosePercent;
string data = JsonConvert.SerializeObject(unwindData);
+ unwindData.ClosePercent = incomingClosePercent;
var swapEvent = new SwapEventService(this).AddSwapEventDate(unwindData.ValueDate, unwindData.SwapTradeId, eventType, data, clientCashId, true, eventResason);//将平仓、互换总额存入事件
foreach (var item in flowList)
{
diff --git a/YLErpWeb/Controllers/SwapTrade2Controller.cs b/YLErpWeb/Controllers/SwapTrade2Controller.cs
index 52d4ae46..717ad13f 100644
--- a/YLErpWeb/Controllers/SwapTrade2Controller.cs
+++ b/YLErpWeb/Controllers/SwapTrade2Controller.cs
@@ -283,9 +283,12 @@ namespace YLErp.Web.Controllers
///
///
///
- public JsonResult GetUnwindInterestList(DateTime valueDate,DateTime unwindDate, int tradeId, decimal closePercent, int eventType)
+ public JsonResult GetUnwindInterestList(DateTime valueDate,DateTime unwindDate, int tradeId, decimal closePercent, int eventType, decimal notionalValue = 0, decimal posiNotionalValue = 0)
{
- var interests = new SwapDealService(CurUser).GetUnwindInterests(valueDate, unwindDate, tradeId, closePercent, eventType);
+ // 前端按"占期初(original)"语义传 closePercent(A)；后端 GetUnwindInterests 按"占剩余(remaining)"语义(B)计算。
+ // 多空互换前端不传 notionalValue/posiNotionalValue（默认 0），则跳过转换保持原行为。
+ var convertedClosePercent = SwapDealService.ToRemainingClosePercent(closePercent, notionalValue, posiNotionalValue);
+ var interests = new SwapDealService(CurUser).GetUnwindInterests(valueDate, unwindDate, tradeId, convertedClosePercent, eventType);
foreach (var interest in interests)
{
interest.TdInterestAmount=Math.Round(interest.TdInterestAmount, ConsGlobal.MoneyRound,MidpointRounding.AwayFromZero);
diff --git a/YLErpWeb/wwwroot/Scripts/app/swaptrade/unwindSwapTrade.js b/YLErpWeb/wwwroot/Scripts/app/swaptrade/unwindSwapTrade.js
index e1fce1dc..03f90bc7 100644
--- a/YLErpWeb/wwwroot/Scripts/app/swaptrade/unwindSwapTrade.js
+++ b/YLErpWeb/wwwroot/Scripts/app/swaptrade/unwindSwapTrade.js
@@ -17,8 +17,8 @@ const vue = new Vue({
marginList: [],
initPosiNetPrice: 0,
multiplier: 1,
- // 多次部分平仓后，ClosePercent 语义为“占剩余持仓的比例”(后端 GetUnwindInterests 用 remainingBase×closePercent 计算预付金返还)，
- // 故最多可平 100% 剩余，oriClosePercent 恒为 1；不能用 model.ClosePercent(=剩余/原始，Definition A 旧口径)，否则全部平仓/按比例会少返预付金
+ // 平仓比例展示/输入均为"占期初(original)"语义(A)：默认与每次重开都基于原始名义本金。
+ // oriClosePercent = 剩余名义本金/期初名义本金 = 最多可平比例（不能平超过剩余持仓）。
oriClosePercent: 1,
ratio: 1,
shortRatio: 1,
@@ -55,12 +55,9 @@ const vue = new Vue({
this.ratio = this.floatPosition.PayDirection == 1 ? -1 : 1;
this.shortRatio = this.floatPosition.PositionType == 1 ? 1 : -1;
this.TradeStartDate = model.TradeStartDate;
- // 多次部分平仓后 ClosePercent 语义为"占剩余持仓比例"。
- // 仅当"全部平仓"(CloseMethod==1) 时修正旧口径(model.ClosePercent 可能=剩余/原始<1)为 1；
- // "部分平仓"(CloseMethod==2) 时保留已提交比例(平仓待复核场景)，避免覆盖用户已提交的 closePercent
- if (this.deal.CloseMethod === 1) {
- this.deal.ClosePercent = 1;
- }
+ // 最多可平比例(占期初口径) = 剩余名义本金 / 期初名义本金；分母为 0 时兜底为 1
+ this.oriClosePercent = (this.deal.NotionalValue && this.deal.PosiNotionalValue)
+ ? this.deal.PosiNotionalValue / this.deal.NotionalValue : 1;
// 转换期末标的价格为百分比形式
if (this.floatPosition.TradingAmountAvg) {
this.floatPosition.TradingAmountAvg = this.floatPosition.TradingAmountAvg * this.multiplier;
@@ -154,8 +151,8 @@ const vue = new Vue({
} else {
this.deal.CloseMethod = 2;
}
- // 多次部分平仓后 PosiNotionalValue 才是剩余本金，不能用原始 NotionalValue，否则平仓名义本金偏大
- this.deal.CloseNotionalValue = otcformat.trading.StockEqvNotional(parseFloat(this.deal.ClosePercent) * parseFloat(this.deal.PosiNotionalValue));
+ // 占期初口径：平仓名义本金 = 平仓比例 × 期初名义本金(NotionalValue)
+ this.deal.CloseNotionalValue = otcformat.trading.StockEqvNotional(parseFloat(this.deal.ClosePercent) * parseFloat(this.deal.NotionalValue));
this.calcTradingFeePending();
this.getInterestList();
this.calcFloatClosePnl();
@@ -167,8 +164,8 @@ const vue = new Vue({
return;
}
this.deal.CloseQty = otcformat.trading.notional(parseFloat(this.deal.PositionQty) * parseFloat(this.deal.ClosePercent));
- // 多次部分平仓后 PosiNotionalValue 才是剩余本金，不能用原始 NotionalValue，否则平仓名义本金偏大
- this.deal.CloseNotionalValue = otcformat.trading.StockEqvNotional(parseFloat(this.deal.ClosePercent) * parseFloat(this.deal.PosiNotionalValue));
+ // 占期初口径：平仓名义本金 = 平仓比例 × 期初名义本金(NotionalValue)
+ this.deal.CloseNotionalValue = otcformat.trading.StockEqvNotional(parseFloat(this.deal.ClosePercent) * parseFloat(this.deal.NotionalValue));
if (parseFloat(this.deal.CloseNotionalValue) == parseFloat(this.deal.PosiNotionalValue)) {
this.floatPosition.CloseMethod = 1;
} else {
@@ -184,8 +181,8 @@ const vue = new Vue({
this.deal.CloseNotionalValue = this.deal.PosiNotionalValue;
return;
}
- // 多次部分平仓后应以 PosiNotionalValue(剩余) 为分母，否则 ClosePercent 偏小，导致后端预付金返还本金计算错误
- this.deal.ClosePercent = otcformat.fixed6(parseFloat(this.deal.CloseNotionalValue) / parseFloat(this.deal.PosiNotionalValue));
+ // 占期初口径：平仓比例 = 平仓名义本金 / 期初名义本金(NotionalValue)
+ this.deal.ClosePercent = otcformat.fixed6(parseFloat(this.deal.CloseNotionalValue) / parseFloat(this.deal.NotionalValue));
this.deal.CloseQty = otcformat.trading.notional(parseFloat(this.deal.PositionQty) * parseFloat(this.deal.ClosePercent));
this.calcTradingFeePending();
this.getInterestList();
@@ -272,7 +269,8 @@ const vue = new Vue({
},
getInterestList() {//根据平仓日期获取利息腿信息
var thisObj = this;
- var postData = { valueDate: thisObj.deal.ValueDate, unwindDate: thisObj.deal.UnwindDate, tradeId: thisObj.deal.SwapTradeId, closePercent: thisObj.deal.ClosePercent, eventType: 2 }
+ // closePercent 按"占期初(original)"语义(A)传给后端，由 GetUnwindInterestList 转为"占剩余(B)"计算
+ var postData = { valueDate: thisObj.deal.ValueDate, unwindDate: thisObj.deal.UnwindDate, tradeId: thisObj.deal.SwapTradeId, closePercent: thisObj.deal.ClosePercent, eventType: 2, notionalValue: thisObj.deal.NotionalValue, posiNotionalValue: thisObj.deal.PosiNotionalValue }
main.post("/swaptrade2/GetUnwindInterestList", postData, { async: true }).done(function (resp) {
thisObj.interestList = resp.obj.filter((item) => {
return item.InterestMode == 1 || item.InterestMode == 2 || item.InterestMode == 7 || item.InterestMode == 8 || item.InterestMode == 9;