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

feat(swap): 添加公司行为现金分红按登记日权益数量计算功能

See merge request otc-dev/zszq-trs!16

UnitTestProject/Modules/EodModule/BondPaymentServiceCalculationTest.cs

@@ -66,5 +66,23 @@ namespace YLErp.Modules.EodModule
 
             Assert.AreEqual(204000m, actual);
         }
+
+        [TestMethod]
+        public void CalcPayment_CorporateActionUsesPreCorporateActionQuantity()
+        {
+            var payments = new List<BondPayment>
+            {
+                new BondPayment { payment_interest = 2m },
+                new BondPayment { payment_interest = 10m, IsCorporateActionCashDividend = true }
+            };
+            var method = typeof(BondPaymentService).GetMethod(
+                nameof(BondPaymentService.CalcPayment),
+                new[] { typeof(List<BondPayment>), typeof(decimal), typeof(decimal), typeof(decimal), typeof(decimal?) });
+
+            Assert.IsNotNull(method, "公司行为现金分红需要支持单独传入除权前数量。");
+            var actual = (decimal)method.Invoke(CreateService(), new object[] { payments, 2000m, 1m, 1m, (decimal?)1000m });
+
+            Assert.AreEqual(1040m, actual, "原生付息按当前 2000 份计算为 40，公司行为分红按除权前 1000 份计算为 1000。");
+        }
     }
 }

YLErpDAL/Modules/EodModule/BondPaymentService.cs

@@ -189,10 +189,26 @@ namespace YLErp.Modules.EodModule
             decimal qty,
             decimal longRatio,
             decimal payDirection)
+        {
+            return CalcPayment(payments, qty, longRatio, payDirection, null);
+        }
+
+        /// <summary>
+        /// 公司行为现金分红按登记日权益数量计算；同一窗口中的原生债券付息仍按当前持仓数量计算。
+        /// </summary>
+        public decimal CalcPayment(
+            List<BondPayment> payments,
+            decimal qty,
+            decimal longRatio,
+            decimal payDirection,
+            decimal? corporateActionQty)
         {
             var actualAmount = (payments ?? new List<BondPayment>()).Sum(payment =>
             {
-                var paymentAmount = (payment.payment_interest ?? 0m) * qty;
+                var paymentQty = payment.IsCorporateActionCashDividend
+                    ? corporateActionQty ?? qty
+                    : qty;
+                var paymentAmount = (payment.payment_interest ?? 0m) * paymentQty;
                 // bond_payment_info 原生期间付息按每 100 份存储；由 ex_dividend_info 补充的
                 // 公司行为现金分红按每 10 份存储。Fund 标的可能同时命中两类记录，故必须逐条分流。
                 return payment.IsCorporateActionCashDividend

YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs

@@ -357,6 +357,19 @@ namespace YLErp.Modules.SwapModule
                 directionRatio);
         }
 
+        protected virtual decimal CalcBondPayment(string underlyingCode, DateTime fromDate, DateTime toDate,
+            decimal qty, int shortRatio, int directionRatio, decimal? corporateActionQty)
+        {
+            if (!corporateActionQty.HasValue)
+            {
+                return CalcBondPayment(underlyingCode, fromDate, toDate, qty, shortRatio, directionRatio);
+            }
+
+            var service = new BondPaymentService(UserInfo);
+            var payments = service.GetBondPayments(underlyingCode, fromDate, toDate);
+            return service.CalcPayment(payments, qty, shortRatio, directionRatio, corporateActionQty);
+        }
+
         // ---- SwapPositionCompose 路径专用 seam（借鉴 testable 分支）----
 
         /// <summary>查找收盘所需的活跃互换交易（生产: DbContext.trade.Where；测试: 内存列表）</summary>
@@ -611,6 +624,11 @@ namespace YLErp.Modules.SwapModule
                     var corporateActionBeforePositions = BuildCorporateActionBeforePositions(
                         eodPositions, // 上一日终持仓
                         posiList);
+                    var corporateActionCashDividendBeforePositions = corporateActionBeforePositions
+                        .Where(position => !string.IsNullOrWhiteSpace(position.UnderlyingCode)
+                            && exDividendByCode.TryGetValue(position.UnderlyingCode, out var dividend)
+                            && dividend.GiveCashAmount != 0m)
+                        .ToList();
                     
                     // 交易首日恰逢 EffectiveDate 时，在内存克隆上生成除权后的开盘基线,应用生效日公司行为。
                     // 有上一份 EOD 时沿用 PrepareFundOpeningEodPositions，避免重复套系数。
@@ -627,7 +645,8 @@ namespace YLErp.Modules.SwapModule
                         settleDate,                      // 收盘日期
                         td,                              // 交易
                         preSettleDate,                   // 上一交易日
-                        flowEvents);                     // 流水事件
+                        flowEvents,                     // 流水事件
+                        corporateActionCashDividendBeforePositions);
                     
                     // 现金分红不在登记日直接累加；Copy/Update EOD 通过 CalcBondPayment
                     // 读取 EffectiveDate 命中的 ex_dividend_info，并生成 TdPosiDividend。
@@ -1435,7 +1454,8 @@ namespace YLErp.Modules.SwapModule
              DateTime settleDate,
              trade td,
              DateTime preSettleDate,
-             List<swap_flow_event> flowEvents)
+              List<swap_flow_event> flowEvents,
+              IReadOnlyCollection<eod_swap_position> corporateActionBeforePositions = null)
         {
             string settleDateStr = settleDate.ToString("yyyy-MM-dd");
             string preSettleDateStr = preSettleDate.ToString("yyyy-MM-dd");
@@ -1457,18 +1477,20 @@ namespace YLErp.Modules.SwapModule
                 var tdEodPosition = todyEodPositions.FirstOrDefault(x => x.PositionId == posi.id);//当前结算日日终持仓信息
                 var unwindEvents = flowEvents.Where(x => x.PositionId == posi.id).ToList();//当前日平仓信息
                 var realPosition = realPosiList.FirstOrDefault(s => s.PositionId == posi.id);
+                var corporateActionBeforeQuantity = corporateActionBeforePositions?
+                    .FirstOrDefault(x => x.PositionId == posi.id)?.PosiQuantity;
                 eod_swap_position eodPosi = new eod_swap_position();
                 if (eodPosition == null)
                 {
-                    eodPosi = SaveCurrentEodInitalPosi(posi, td, settleDate, preSettleDate, unwindEvents);
+                    eodPosi = SaveCurrentEodInitalPosi(posi, td, settleDate, preSettleDate, unwindEvents, corporateActionBeforeQuantity);
                 }
                 else if (unwindEvents.Count() == 0)
                 {
-                    eodPosi = CopyEodPosition(eodPosition, tdEodPosition, td, settleDate, preSettleDate);
+                    eodPosi = CopyEodPosition(eodPosition, tdEodPosition, td, settleDate, preSettleDate, corporateActionBeforeQuantity);
                 }
                 else
                 {
-                    eodPosi = UpdateEodPosition(posi, eodPosition, tdEodPosition, td, settleDate, preSettleDate, unwindEvents);
+                    eodPosi = UpdateEodPosition(posi, eodPosition, tdEodPosition, td, settleDate, preSettleDate, unwindEvents, corporateActionBeforeQuantity);
                 }
                 Log.Info($"eodPosi为：{JsonHelper.Serialize(eodPosi, false)}");
                 list.Add(eodPosi);
@@ -2655,7 +2677,7 @@ namespace YLErp.Modules.SwapModule
         /// <param name="todayPositions">当日日终归档信息</param>
         /// <param name="swap_Deals">当日平仓/互换事件信息</param>
         /// <param name="td">交易信息</param>
-        protected eod_swap_position CopyEodPosition(eod_swap_position eod, eod_swap_position curretEod, trade td, DateTime valueDate, DateTime preSettleDate)
+        protected eod_swap_position CopyEodPosition(eod_swap_position eod, eod_swap_position curretEod, trade td, DateTime valueDate, DateTime preSettleDate, decimal? corporateActionBeforeQuantity = null)
         {
             if (curretEod == null)
             {
@@ -2677,7 +2699,7 @@ namespace YLErp.Modules.SwapModule
             decimal tax = um.ValueAddedTax ?? 0;
             if (valueDate > td.StartDate.Value && curretEod.PosiQuantity > 0)
             {
-                decimal payment = CalcBondPayment(curretEod.UnderlyingCode, eod.ValueDate, valueDate, curretEod.PosiQuantity, shortRatio, directionRatio);
+                decimal payment = CalcBondPayment(curretEod.UnderlyingCode, eod.ValueDate, valueDate, curretEod.PosiQuantity, shortRatio, directionRatio, corporateActionBeforeQuantity);
                 curretEod.TdPosiDividend = DividendCalc.AfterTax(payment, tax);
             }
             curretEod.PosiDividendSum = eod.PosiQuantity > 0 ? Math.Round(eod.PosiDividendSum + curretEod.TdPosiDividend, 2) : 0;
@@ -2739,7 +2761,7 @@ namespace YLErp.Modules.SwapModule
         /// <param name="curretEod"></param>
         /// <param name="td"></param>
         /// <param name="valueDate"></param>
-        protected eod_swap_position UpdateEodPosition(swap_position swapPosition, eod_swap_position eod, eod_swap_position curretEod, trade td, DateTime valueDate, DateTime preSettleDate, List<swap_flow_event> unwindEvents)
+        protected eod_swap_position UpdateEodPosition(swap_position swapPosition, eod_swap_position eod, eod_swap_position curretEod, trade td, DateTime valueDate, DateTime preSettleDate, List<swap_flow_event> unwindEvents, decimal? corporateActionBeforeQuantity = null)
         {
             if (curretEod == null)
             {
@@ -2773,7 +2795,7 @@ namespace YLErp.Modules.SwapModule
             // 修改，互换事件会影响待实现的分红的，现在要算上
             if (valueDate > td.StartDate.Value && (curretEod.PosiQuantity > 0))
             {
-                decimal payment = CalcBondPayment(curretEod.UnderlyingCode, eod.ValueDate, valueDate, curretEod.PosiQuantity, shortRatio, directionRatio);
+                decimal payment = CalcBondPayment(curretEod.UnderlyingCode, eod.ValueDate, valueDate, curretEod.PosiQuantity, shortRatio, directionRatio, corporateActionBeforeQuantity);
                 curretEod.TdPosiDividend = DividendCalc.AfterTax(payment, tax);
             }
             curretEod.RealizedMtmPnL = eod.RealizedMtmPnL + curretEod.TdCloseMtmPnl;
@@ -2900,7 +2922,8 @@ namespace YLErp.Modules.SwapModule
         /// <param name="position"></param>
         /// <param name="td"></param>
         /// <param name="settleDate"></param>
-        protected eod_swap_position SaveCurrentEodInitalPosi(swap_position position, trade td, DateTime settleDate, DateTime preSettleDate, List<swap_flow_event> unwindEvents)
+        protected eod_swap_position SaveCurrentEodInitalPosi(swap_position position, trade td, DateTime settleDate,
+            DateTime preSettleDate, List<swap_flow_event> unwindEvents, decimal? corporateActionBeforeQuantity = null)
         {
             eod_swap_position curretEod = new eod_swap_position();
             var um = GetUnderlyingData(position.UnderlyingCode);
@@ -2953,7 +2976,7 @@ namespace YLErp.Modules.SwapModule
             if (!hasSwapEvent && settleDate > td.StartDate.Value && curretEod.PosiQuantity > 0)
             {
                 decimal tax = um.ValueAddedTax ?? 0;
-                decimal payment = CalcBondPayment(curretEod.UnderlyingCode, td.StartDate.Value, settleDate, curretEod.PosiQuantity, shortRatio, directionRatio);
+                decimal payment = CalcBondPayment(curretEod.UnderlyingCode, td.StartDate.Value, settleDate, curretEod.PosiQuantity, shortRatio, directionRatio, corporateActionBeforeQuantity);
                 payment = DividendCalc.AfterTax(payment, tax);
                 //var consumedDividend = CalcConsumedDividend(curretEod, unwindEvents); 首日应该没有分红
                 curretEod.TdPosiDividend = payment;