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Merge branch 'glms/feature/dotnumber' into glms/feature/1.4.2

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# Conflicts:
#	YLErpWeb/Views/SwapTrade2/TradeEdit.cshtml
#	YLErpWeb/wwwroot/Scripts/app/swaptrade/swapTradeEdit.js
This commit is contained in:
张名锐
2026-07-23 17:53:37 +08:00
parent e1e65929f1 c4379d4b90
commit 32af85d35c
22 changed files with 319 additions and 109 deletions
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YLErpDAL/Modules/SwapModule/SwapTradeService.cs
+56 -21
View File
@@ -51,6 +51,24 @@ namespace YLErp.Modules.SwapModule
{
}
private static decimal ValidateDeliveryPrice(decimal price, string fieldName)
{
var roundedPrice = Math.Round(price, ConsGlobal.SwapDeliveryPriceRound, MidpointRounding.AwayFromZero);
if (price != roundedPrice)
{
throw new ServiceException($"{fieldName}最多保留{ConsGlobal.SwapDeliveryPriceRound}位小数");
}
return roundedPrice;
}
private static decimal? RoundSwapBondNetPriceAndYtm(decimal? value)
{
return value.HasValue
? Math.Round(value.Value, ConsGlobal.PriceRound, MidpointRounding.AwayFromZero)
: null;
}
#region 互换交易保存
/// <summary>
/// 新版收益互换预付金校验
@@ -334,7 +352,7 @@ namespace YLErp.Modules.SwapModule
AssetBookName = asset.Name,
Notional = Convert.ToDouble(flowMerge.TradingQtyAbs),
TradeAmount = Convert.ToDouble(flowMerge.TradingQtyAbs),
StockEqvNotional = Convert.ToDouble(flowMerge.TradingAmount),
StockEqvNotional = Math.Round(Convert.ToDouble(flowMerge.TradingAmount), ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero),
IsAutoGenerate = true,
};
if (flowMerge.SettleDate.HasValue)
@@ -352,7 +370,7 @@ namespace YLErp.Modules.SwapModule
td.ValidState = "Valid";
td.TradeSource = "系统交易";
td.TradeStatus = ConsTrade.确认成交;
td.InitYtm = flowMerge.InitYtm ?? 0;
td.InitYtm = RoundSwapBondNetPriceAndYtm(flowMerge.InitYtm) ?? 0;
return td;
}
/// <summary>
@@ -372,11 +390,14 @@ namespace YLErp.Modules.SwapModule
CountRatio = underlying.CountRatio,
ContractSize = Convert.ToDecimal(underlying.ContractSize),
PosiNetPrice = flowMerge.TradingAmountFeeAvgAbs,
PosiGrossPrice = flowMerge.TradingAmountAvg,
PosiGrossPrice = Math.Round(
flowMerge.TradingAmountAvg,
underlying.IsBond() ? ConsGlobal.PriceRound : ConsGlobal.SwapDeliveryPriceRound,
MidpointRounding.AwayFromZero),
PosiNetFeePrice = flowMerge.TradingAmountNetFeeAvg ?? 0,
PosiNetNoFeePrice = flowMerge.TradingAmountNetAvg ?? 0,
PosiQuantity = flowMerge.TradingQtyAbs,
PosiNotionalValue = flowMerge.TradingAmount,
PosiNotionalValue = Math.Round(flowMerge.TradingAmount, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero),
PosiTradingFeePending = flowMerge.TradingFeePending,
PosiTradingFee = 0,
PosiTradingFeeUnit = 0,
@@ -388,7 +409,7 @@ namespace YLErp.Modules.SwapModule
OptId = UserInfo.UserId,
OptName = UserInfo.UserName,
UnderlyingInstrumentType = underlying.UnderlyingInstrumentType,
InitYtm = flowMerge.InitYtm
InitYtm = RoundSwapBondNetPriceAndYtm(flowMerge.InitYtm)
};
td.swap_positions.Add(floatPosition);
swap_position interestPosition = new swap_position()
@@ -581,7 +602,7 @@ namespace YLErp.Modules.SwapModule
dbTrade.trade_extend = req.trade_extend;
dbTrade.swap_positions = req.swap_positions;
dbTrade.MetaDic = req.MetaDic;
dbTrade.InitYtm = req.swap_positions.FirstOrDefault(p => p.InitYtm != null)?.InitYtm;
dbTrade.InitYtm = RoundSwapBondNetPriceAndYtm(req.swap_positions.FirstOrDefault(p => p.InitYtm != null)?.InitYtm);
InnerSaveTrade(false, dbTrade, changsStr, changeConfirmStatus);
return dbTrade;
@@ -675,11 +696,7 @@ namespace YLErp.Modules.SwapModule
private bool PrepareTrade(trade req, TradeSourceEnum dataSource, underlying_manager um)
{
bool tradeNumberGenerated = false;
req.InitialMargin = Convert.ToDouble(req.trade_Initial_Margin.MarginValue);
if (req.trade_Initial_Margin.MarginType == 0)
{
req.InitialMargin = req.StockEqvNotional == 0 ? 0 : Convert.ToDouble(req.trade_Initial_Margin.MarginValue) * req.StockEqvNotional;
};
PrepareInitialMargin(req);
var isAddNew = req.id == 0;
if (isAddNew)
{
@@ -722,6 +739,17 @@ namespace YLErp.Modules.SwapModule
return tradeNumberGenerated;
}
private static void PrepareInitialMargin(trade req)
{
// 初始预付金依赖最终入库的名义本金，须先统一金额精度，避免两者无法勾稽。
req.StockEqvNotional = Math.Round(req.StockEqvNotional, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
req.InitialMargin = Convert.ToDouble(req.trade_Initial_Margin.MarginValue);
if (req.trade_Initial_Margin.MarginType == 0)
{
req.InitialMargin = req.StockEqvNotional == 0 ? 0 : Convert.ToDouble(req.trade_Initial_Margin.MarginValue) * req.StockEqvNotional;
}
}
//准备单个交易
private trade PrepareSingleTrade(trade req, TradeSourceEnum dataSource, bool isAddNew, underlying_manager um)
{
@@ -764,6 +792,7 @@ namespace YLErp.Modules.SwapModule
req.SpotPrice = Convert.ToDouble(swapPosition.PosiNetPrice);
}
req.Strike = null;
req.StockEqvNotional = Math.Round(req.StockEqvNotional, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
req.OriginalStockEqvNotional = req.StockEqvNotional;
req.StockEqvNotionalReal = req.StockEqvNotional;
@@ -1351,13 +1380,19 @@ namespace YLErp.Modules.SwapModule
position.UnderlyingCode = swap.UnderlyingCode;
position.UnderlyingInstrumentType = swap.UnderlyingInstrumentType;
position.PosiDirection = swap.PosiDirection;
position.PosiGrossPrice = swap.PosiGrossPrice;
position.PosiNetPrice = swap.PosiQuantity == 0 ? 0 : (swap.PosiGrossPrice + (position.PosiTradingFeePending / swap.PosiQuantity) * ratio);
// position.PosiGrossPrice = string.IsNullOrEmpty(swap.UnderlyingCode)
// ? Math.Round(swap.PosiGrossPrice, ConsGlobal.SwapDeliveryPriceRound, MidpointRounding.AwayFromZero)
// : ValidateDeliveryPrice(swap.PosiGrossPrice, "期初交割价");
var storagePriceRound = ConsGlobal.InstrumentType.IsBond(swap.UnderlyingInstrumentType)
? ConsGlobal.PriceRound
: ConsGlobal.SwapDeliveryPriceRound;
position.PosiGrossPrice = Math.Round(swap.PosiGrossPrice, storagePriceRound, MidpointRounding.AwayFromZero);
position.PosiNetPrice = swap.PosiQuantity == 0 ? 0 : (position.PosiGrossPrice + (position.PosiTradingFeePending / swap.PosiQuantity) * ratio);
position.PosiNetPrice = Math.Round(position.PosiNetPrice, ConsGlobal.PriceRound, MidpointRounding.AwayFromZero);
position.PosiNetNoFeePrice = swap.PosiNetNoFeePrice;
position.PosiNetNoFeePrice = RoundSwapBondNetPriceAndYtm(swap.PosiNetNoFeePrice);
position.PosiNetFeePrice = swap.PosiQuantity == 0 ? 0 : (swap.PosiNetNoFeePrice + (position.PosiTradingFeePending / swap.PosiQuantity) * ratio);
position.PosiNetFeePrice = Math.Round(position.PosiNetFeePrice??0, ConsGlobal.PriceRound, MidpointRounding.AwayFromZero);
position.PosiNotionalValue = swap.PosiNotionalValue;
position.PosiNotionalValue = Math.Round(swap.PosiNotionalValue, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
position.PosiQuantity = swap.PosiQuantity;
position.InterestDirection = swap.InterestDirection;
position.InterestMode = swap.InterestMode;
@@ -1379,10 +1414,10 @@ namespace YLErp.Modules.SwapModule
position.FloatRateUnderlyingCode = swap.FloatRateUnderlyingCode;
position.interest_rest_days = swap.interest_rest_days;
position.interest_rule = swap.interest_rule;
position.InitYtm = swap.InitYtm;
if (swap.InitYtm != null && swap.InitYtm > 0)
position.InitYtm = RoundSwapBondNetPriceAndYtm(swap.InitYtm);
if (position.InitYtm != null && position.InitYtm > 0)
{
td.InitYtm = swap.InitYtm;
td.InitYtm = position.InitYtm;
}
if (position.id == 0)
@@ -1481,7 +1516,7 @@ namespace YLErp.Modules.SwapModule
td.ProcessStatus = null;
if (backToBegin)
{
td.StockEqvNotional = td.OriginalStockEqvNotional ?? 0;
td.StockEqvNotional = Math.Round(td.OriginalStockEqvNotional ?? 0, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
td.UnWindDate = null;
td.HasPartialUnWind = null;
SingleTradeBackToBegin(td, swapPositions);
@@ -1643,10 +1678,10 @@ namespace YLErp.Modules.SwapModule
posi.PosiGrossPrice = eodPosi.PosiGrossPrice;
posi.PosiNetFeePrice = eodPosi.PosiNetFeePrice;
posi.PosiNetNoFeePrice = eodPosi.PosiNetNoFeePrice;
posi.PosiNotionalValue = eodPosi.PosiNotionalValue;
posi.PosiNotionalValue = Math.Round(eodPosi.PosiNotionalValue, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
if (posi.PosiDirection > 0)
{
td.StockEqvNotional = Convert.ToDouble(posi.PosiNotionalValue);
td.StockEqvNotional = Math.Round(Convert.ToDouble(posi.PosiNotionalValue), ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
td.TradeAmount = Convert.ToDouble(posi.PosiQuantity);
}
}