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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
Download Patch File Download Diff File Expand all files Collapse all files
YLErpWeb/wwwroot/Scripts/app/swaptrade/SwapflowList.js
+4 -2
View File
@@ -1,5 +1,6 @@
//window.otcformat.options.disableGrouping = true;
const inputFormatTradePrice = Object.freeze({ precision: otcformat.trading.tradeSinglePrice.precision, negative: true, append: '' });
const inputFormatSwapDeliveryPrice = Object.freeze({ precision: 9, negative: true, append: '' });
const inputFormatTradeAmount = Object.freeze({ precision: otcformat.trading.notional.precision, append: '' });
const inputFormatMarginRate = Object.freeze({ precision: otcformat.trading.marginRateP.precision, append: '%' });
var clients = ylotc.clients;
@@ -669,7 +670,7 @@ function getColModelGridStep4() {
label: '名义本金',
width: 160,
align: 'center',
formatter: otcformat.trading.umprice
formatter: otcformat.trading.StockEqvNotional
}
, {
name: 'position.PosiTradingFee',
@@ -1198,6 +1199,7 @@ var vue = new Vue({
},
postSwapflow() {
var thisObj = this;
thisObj.swapflow.TradingAmountAvg = _.round(Number(thisObj.swapflow.TradingAmountAvg), 9);
main.post("/swaptrade2/SaveSwapflow", { req: thisObj.swapflow, step: thisObj.step }).done(function (resp) {
if (resp.success) {
getList();
@@ -1221,4 +1223,4 @@ var vue = new Vue({
'vue-underlying': vueUnderlying()
}
});
window.reloadData = getList();
window.reloadData = getList();
YLErpWeb/wwwroot/Scripts/app/swaptrade/incomeSwapTrade.js
+13 -8
View File
@@ -8,6 +8,7 @@ const inputFormatEqvNotional = Object.freeze({ precision: otcformat.trading.Stoc
const inputFormatDividend = Object.freeze({ precision: 2, append: '', negative: true });
const inputFormatMarginRate = Object.freeze({ precision: otcformat.trading.marginRateP.precision, append: '%' });
const inputFormatMarginRateNoPercent = Object.freeze({ precision: otcformat.trading.umpriceP.precision, append: '', percent: true });
const inputFormatSwapDeliveryPrice = Object.freeze({ precision: 9, append: '', negative: true });
let ValueDate = model.ValueDate;
let MaxIncomeValueDate = model.MaxIncomeValueDate ? model.MaxIncomeValueDate.substr(0, 10) : ValueDate;
@@ -77,6 +78,10 @@ const vue = new Vue({
getPriceScale() {
return SwapCalc.getPriceScale(this.multiplier);
},
getStorageDeliveryPrice() {
const precision = inputFormatSwapDeliveryPrice.precision + (this.multiplier === 100 ? 2 : 0);
return SwapCalc.roundHalfAwayFromZero(Number(this.floatPosition.TradingAmountAvg) * this.getPriceScale(), precision);
},
initDeal() {
var positions = model.FlowEvents.filter((item) => {
return item.UnderlyingCode;
@@ -161,7 +166,7 @@ const vue = new Vue({
{ code: thisObj.floatPosition.UnderlyingCode, valuedate: thisObj.deal.ValueDate })
.done(function (res) {
res.obj = res.obj * thisObj.multiplier;
thisObj.floatPosition.TradingAmountAvg = otcformat.trading.tradeSinglePrice(res.obj);
thisObj.floatPosition.TradingAmountAvg = _.round(Number(res.obj), 9);
thisObj.calcFloatClosePnl();
});
},
@@ -180,11 +185,11 @@ const vue = new Vue({
let TradingFee = thisObj.floatPosition.TradingFee == "" ? 0 : parseFloat(thisObj.floatPosition.TradingFee);
let TradingFeePending = thisObj.floatPosition.TradingFeePending == "" ? 0 : parseFloat(thisObj.floatPosition.TradingFeePending);
let DividendIn = thisObj.floatPosition.DividendIn == "" ? 0 : parseFloat(thisObj.floatPosition.DividendIn ?? 0);
let scale = thisObj.getPriceScale();
let deliveryPrice = thisObj.getStorageDeliveryPrice();
// 债券全价是单位价格，价差盈亏应按持仓数量×合约乘数计算；
// CloseNotionalValue 是期初全价折算后的名义本金，直接乘价差会重复包含期初价格。
let positionAmount = parseFloat(thisObj.floatPosition.Quantity) * parseFloat(thisObj.floatPosition.ContractSize || 1);
thisObj.floatPosition.MarkClosePnl = positionAmount * (thisObj.floatPosition.TradingAmountAvg * scale - thisObj.initPosiGrossPrice) * floatRatio;
thisObj.floatPosition.MarkClosePnl = positionAmount * (deliveryPrice - thisObj.initPosiGrossPrice) * floatRatio;
thisObj.floatPosition.MarkClosePnl = otcformat.trading.StockEqvNotional(thisObj.floatPosition.MarkClosePnl);//MarkClosePnl 纯盯市不要计算交易费用和分红
// 守卫: 浮动盈亏合计必须保留 2 位小数 → 对应历史 bug 3c5f25a5(原代码缺精度保留)
// 数值由 swapCalc.calcFloatPnlSum 计算, 此处 .toFixed(2) 仅保留字符串类型以兼容下游
@@ -205,13 +210,13 @@ const vue = new Vue({
thisObj.deal.SwapRealizedPnL = pnl;
thisObj.deal.SwapMarginRebatePnl = 0;
thisObj.deal.SwapMarginAmount = 0;
let scale = thisObj.getPriceScale();
thisObj.floatPosition.TradingAmount = parseFloat(thisObj.floatPosition.TradingAmountAvg) * parseFloat(thisObj.deal.CloseNotionalValue) * scale;
let deliveryPrice = thisObj.getStorageDeliveryPrice();
thisObj.floatPosition.TradingAmount = deliveryPrice * parseFloat(thisObj.deal.CloseNotionalValue);
thisObj.floatPosition.CloseFee = TradingFee;
if (thisObj.deal.CloseQty > 0) {
thisObj.floatPosition.TradingAmountFeeAvg = parseFloat(thisObj.floatPosition.TradingAmountAvg) * scale + (TradingFee / thisObj.deal.CloseQty) * floatRatio;
thisObj.floatPosition.TradingAmountFeeAvg = deliveryPrice + (TradingFee / thisObj.deal.CloseQty) * floatRatio;
} else {
thisObj.floatPosition.TradingAmountFeeAvg = parseFloat(thisObj.floatPosition.TradingAmountAvg) * scale;
thisObj.floatPosition.TradingAmountFeeAvg = deliveryPrice;
}
this.interestList.forEach(x => {
//let interestRatio = x.InterestDirection == 1 ? 1 : -1;
@@ -277,7 +282,7 @@ const vue = new Vue({
thisObj.floatPosition.EventDate = thisObj.deal.ValueDate;
let floatPosition = _.cloneDeep(thisObj.floatPosition);
floatPosition.Quantity = 0;
floatPosition.TradingAmountAvg = floatPosition.TradingAmountAvg * thisObj.getPriceScale();
floatPosition.TradingAmountAvg = thisObj.getStorageDeliveryPrice();
reqObj.FlowEvents.push(floatPosition);
var postData = { unwindData: reqObj };
var msg = "确认提交收益结算？";
YLErpWeb/wwwroot/Scripts/app/swaptrade/swapTradeEdit.js
+22 -5
View File
@@ -13,7 +13,10 @@ const inputFormatSwapRate = Object.freeze({ precision: otcformat.trading.premium
const inputFormatTradePrice = Object.freeze({ precision: otcformat.trading.tradePrice.precision, negative: true, append: '' });
const inputFormatTradeSinglePrice = Object.freeze({ precision: otcformat.trading.tradeSinglePrice.precision, negative: true, append: '', percent: false });
const inputFormatMarginRate = Object.freeze({ precision: otcformat.trading.marginRateP.precision, append: '%' });
const inputFormatMarginRateNoPercent = Object.freeze({ precision: otcformat.trading.umpriceP.precision, append: '', percent:true });
const inputFormatSwapDeliveryPrice = Object.freeze({ precision: 9, negative: true, append: '', percent: false });
const inputFormatSwapBondDeliveryPrice = Object.freeze({ precision: 9, negative: true, append: '', percent: true });
const inputFormatSwapBondNetPriceAndYtm = Object.freeze({ precision: 9, negative: true, append: '', percent: true });
const swapBondStoragePricePrecision = inputFormatSwapBondDeliveryPrice.precision + 2;
const consUnderlyingFlagBase = (function () {
let unSelFlag = tradeHelper.UnderlyingSelectFlag;
@@ -219,6 +222,15 @@ const vue = new Vue({
});
},
methods: {
roundStorageDeliveryPrice(item, price) {
const precision = tradeHelper.IsBond(item && item.UnderlyingInstrumentType)
? swapBondStoragePricePrecision
: inputFormatSwapDeliveryPrice.precision;
return _.round(Number(price), precision);
},
roundStorageBondNetPriceAndYtm(value) {
return value == null ? value : _.round(Number(value), swapBondStoragePricePrecision);
},
getPosiPriceFormatKey(item, field) {
const index = item && item.index != null ? item.index : '';
const isBond = tradeHelper.IsBond(item && item.UnderlyingInstrumentType);
@@ -376,7 +388,8 @@ const vue = new Vue({
//计算数量
if (this.paySwapList.length > 0) {
var item = this.paySwapList[0];
var notional = item.PosiGrossPrice * item.ContractSize;
var deliveryPrice = this.roundStorageDeliveryPrice(item, item.PosiGrossPrice);
var notional = deliveryPrice * item.ContractSize;
item.PosiQuantity = notional == 0 ? 0 : _.round(this.trade.StockEqvNotional / notional, page.otcFormatConfig.StockEqvNotional.precision);
this.calcNotional();
}
@@ -457,7 +470,8 @@ const vue = new Vue({
}
var national = payItem.PosiQuantity * payItem.ContractSize;
// 守卫: 名义本金必须 round 到 2 位 → 对应历史 bug f873239a(缺 _.round); 外置到 swapCalc.calcStockEqvNotional
var stockEqvNotional = SwapCalc.calcStockEqvNotional(payItem.PosiGrossPrice, national);//名义本金=期初价格*数量*乘数
var deliveryPrice = this.roundStorageDeliveryPrice(payItem, payItem.PosiGrossPrice);
var stockEqvNotional = SwapCalc.calcStockEqvNotional(deliveryPrice, national);//名义本金=期初价格*数量*乘数
this.trade.StockEqvNotional = otcformat.trading.stockEqvNotional(stockEqvNotional);
payItem.PosiNotionalValue = this.trade.StockEqvNotional;
}
@@ -601,6 +615,9 @@ const vue = new Vue({
errorcount++;
return false;
}
x.PosiGrossPrice = thisObj.roundStorageDeliveryPrice(x, x.PosiGrossPrice);
x.PosiNetNoFeePrice = thisObj.roundStorageBondNetPriceAndYtm(x.PosiNetNoFeePrice);
x.InitYtm = x.InitYtm == null ? null : thisObj.roundStorageBondNetPriceAndYtm(x.InitYtm);
thisObj.trade.swap_positions.push(x);
});
} else {
@@ -735,8 +752,8 @@ const vue = new Vue({
// 非 EodPrice 分支 ×bondPriceMultiple=0.01）。故此处仅做精度格式化，**不可**再 bondCalcPriceToStorage(÷100)，
// 否则默认价 1.0 被除成 0.01，界面 percent:true 再 ×100 显示为 1（"被自动除以100"bug）。
// 计算器(/Bond/CalcBond)返回的才是展示态，其 ÷100 落库逻辑在 calcBondForItem 内处理。
item.PosiNetNoFeePrice = otcformat.trading.umprice(resp.obj.netPrice);
item.PosiGrossPrice = otcformat.trading.umprice(resp.obj.price);
item.PosiNetNoFeePrice = thisObj.roundStorageBondNetPriceAndYtm(resp.obj.netPrice);
item.PosiGrossPrice = thisObj.roundStorageDeliveryPrice(item, resp.obj.price);
thisObj.calcNotional();
});
},
YLErpWeb/wwwroot/Scripts/app/swaptrade/unwindSwapTrade.js
+13 -8
View File
@@ -7,6 +7,7 @@ const inputFormatTradeAmount = Object.freeze({ precision: otcformat.trading.noti
const inputFormatEqvNotional = Object.freeze({ precision: otcformat.trading.StockEqvNotional.precision, append: '', negative: true });
const inputFormatMarginRate = Object.freeze({ precision: otcformat.trading.marginRateP.precision, append: '%' });
const inputFormatMarginRateNoPercent = Object.freeze({ precision: otcformat.trading.umpriceP.precision, append: '', percent: true });
const inputFormatSwapDeliveryPrice = Object.freeze({ precision: 9, append: '', negative: true });
let ValueDate = model.ValueDate;
const vue = new Vue({
el: '#vueDiv',
@@ -40,6 +41,10 @@ const vue = new Vue({
getPriceScale() {
return this.multiplier == 100 ? 0.01 : 1;
},
getStorageDeliveryPrice() {
const precision = inputFormatSwapDeliveryPrice.precision + (this.multiplier === 100 ? 2 : 0);
return SwapCalc.roundHalfAwayFromZero(Number(this.floatPosition.TradingAmountAvg) * this.getPriceScale(), precision);
},
initDeal() {
var positions = model.FlowEvents.filter((item) => {
return item.UnderlyingCode;
@@ -84,7 +89,7 @@ const vue = new Vue({
this.deal.SwapCloseAmount = otcformat.trading.StockEqvNotional(this.deal.SwapCloseAmount);
//this.floatPosition.PosiNetPrice = otcformat.trading.tradeSinglePrice(this.floatPosition.PosiNetPrice);
//this.floatPosition.PosiGrossPrice = otcformat.trading.tradeSinglePrice(this.floatPosition.PosiGrossPrice);
this.floatPosition.TradingAmountAvg = otcformat.trading.tradeSinglePrice(this.floatPosition.TradingAmountAvg);
this.floatPosition.TradingAmountAvg = _.round(Number(this.floatPosition.TradingAmountAvg), 9);
this.floatPosition.TradingFee = otcformat.trading.StockEqvNotional(this.floatPosition.TradingFee);
this.floatPosition.TradingFeePending = otcformat.trading.StockEqvNotional(this.floatPosition.TradingFeePending);
this.floatPosition.DividendIn = parseFloat(this.floatPosition.DividendIn).toFixed(2);
@@ -212,7 +217,7 @@ const vue = new Vue({
{ code: thisObj.floatPosition.UnderlyingCode, valuedate: thisObj.deal.ValueDate })
.done(function (res) {
res.obj = res.obj * thisObj.multiplier;
thisObj.floatPosition.TradingAmountAvg = otcformat.trading.tradeSinglePrice(res.obj);
thisObj.floatPosition.TradingAmountAvg = _.round(Number(res.obj), 9);
thisObj.calcFloatClosePnl();
});
},
@@ -222,8 +227,8 @@ const vue = new Vue({
let longRatio = thisObj.floatPosition.PositionType == 1 ? 1 : -1;
let TradingFee = thisObj.floatPosition.TradingFee == "" ? 0 : parseFloat(thisObj.floatPosition.TradingFee);
let TradingFeePending = thisObj.floatPosition.TradingFeePending == "" ? 0 : parseFloat(thisObj.floatPosition.TradingFeePending);
let scale = thisObj.getPriceScale();
thisObj.floatPosition.MarkClosePnl = Math.round(thisObj.deal.CloseQty * (thisObj.floatPosition.TradingAmountAvg * scale - thisObj.initPosiNetPrice) * floatRatio * longRatio * 10000) / 10000;
let deliveryPrice = thisObj.getStorageDeliveryPrice();
thisObj.floatPosition.MarkClosePnl = Math.round(thisObj.deal.CloseQty * (deliveryPrice - thisObj.initPosiNetPrice) * floatRatio * longRatio * 10000) / 10000;
thisObj.floatPosition.MarkClosePnl = Number(thisObj.floatPosition.MarkClosePnl.toFixed(2));//MarkClosePnl 纯盯市不要计算交易费用和分红
thisObj.floatPosition.MarkClosePnl = otcformat.trading.StockEqvNotional(thisObj.floatPosition.MarkClosePnl);
thisObj.floatPosition.FloatPnlSum = (parseFloat(thisObj.floatPosition.MarkClosePnl) + TradingFee + TradingFeePending + parseFloat(thisObj.floatPosition.DividendIn)).toFixed(2);
@@ -253,13 +258,13 @@ const vue = new Vue({
thisObj.deal.SwapRealizedPnL = pnl;
thisObj.deal.SwapMarginRebatePnl = 0;
thisObj.deal.SwapMarginAmount = 0;
let scale = thisObj.getPriceScale();
thisObj.floatPosition.TradingAmount = parseFloat(thisObj.floatPosition.TradingAmountAvg) * parseFloat(thisObj.deal.CloseQty) * scale;
let deliveryPrice = thisObj.getStorageDeliveryPrice();
thisObj.floatPosition.TradingAmount = deliveryPrice * parseFloat(thisObj.deal.CloseQty);
thisObj.floatPosition.CloseFee = TradingFee;
if (thisObj.deal.CloseQty == 0) {
thisObj.floatPosition.TradingAmountFeeAvg = 0;
} else {
thisObj.floatPosition.TradingAmountFeeAvg = parseFloat(thisObj.floatPosition.TradingAmountAvg) * scale + (TradingFee / thisObj.deal.CloseQty) * ratio;
thisObj.floatPosition.TradingAmountFeeAvg = deliveryPrice + (TradingFee / thisObj.deal.CloseQty) * ratio;
}
this.interestList.forEach(x => {
/*let interestRatio = x.InterestDirection == 1 ? 1 : -1;*/
@@ -360,7 +365,7 @@ const vue = new Vue({
thisObj.floatPosition.EventDate = thisObj.deal.ValueDate;
let floatPosition = _.cloneDeep(thisObj.floatPosition);
floatPosition.Quantity = reqObj.CloseQty;
floatPosition.TradingAmountAvg = floatPosition.TradingAmountAvg * thisObj.getPriceScale();
floatPosition.TradingAmountAvg = thisObj.getStorageDeliveryPrice();
reqObj.FlowEvents.push(floatPosition);
var postData = { unwindData: reqObj };
var msg = "确认提交平仓？";
YLErpWeb/wwwroot/Scripts/app/tradeHelper.js
+1
View File
@@ -276,6 +276,7 @@
tradeHelper.IsBond = function (instType) {
switch (instType) {
case "Bonds":
case "Bond":
case "TBonds":
case "CreditBonds":
case "OtherBonds":