From 358993bedbc5240591b4d7a2d5c26a35d3047976 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?=E5=BC=A0=E5=90=8D=E9=94=90?= <1565842059@qq.com> Date: Thu, 9 Jul 2026 15:11:58 +0800 Subject: [PATCH] =?UTF-8?q?feat(swaptrade):=20=E6=B7=BB=E5=8A=A0=E6=9C=9F?= =?UTF-8?q?=E6=9C=AB=E5=A4=B4=E5=AF=B8=E9=A3=8E=E9=99=A9=E8=A1=A8=E6=96=B0?= =?UTF-8?q?=E5=AD=97=E6=AE=B5=E6=94=AF=E6=8C=81?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit - 在EodSwap实体模型中新增标的类型、期间付息/分红、保证金利息收支字段 - 在前端表格列模型中添加标的类型、期间付息/分红列定义 - 在前端表格分组配置中将新字段归入对应分组显示 - 实现后端服务中对新字段的数据查询和计算逻辑 - 添加保证金利息收入支出的分类汇总功能 - 完善标的类型字段的数据源获取和展示逻辑 --- Framework/YLErp.Core/DBModels/EodSwap.cs | 8 ++++ .../SwapModule/SwapEodPositionService.cs | 30 +++++++++++++++ .../Scripts/app/swaptrade/EodPositionRisks.js | 38 ++++++++++++++++--- 3 files changed, 70 insertions(+), 6 deletions(-) diff --git a/Framework/YLErp.Core/DBModels/EodSwap.cs b/Framework/YLErp.Core/DBModels/EodSwap.cs index 4d6294a0..783f0ccc 100644 --- a/Framework/YLErp.Core/DBModels/EodSwap.cs +++ b/Framework/YLErp.Core/DBModels/EodSwap.cs @@ -174,5 +174,13 @@ namespace YLErp.DBModels public int ClientId { get; set; } public string SwapTradeTypeStr { get; set; } + + public string UnderlyingType { get; set; } + + public decimal PeriodAmount { get; set; } + + public decimal MarginInterestGain { get; set; } + + public decimal MarginInterestLoss { get; set; } } } diff --git a/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs b/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs index b313e99c..319666ef 100644 --- a/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs +++ b/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs @@ -2162,10 +2162,40 @@ namespace YLErp.Modules.SwapModule } DbContext.SetDebugLog(); var retListResult = query.ToSearchList(req); + var tradeIds = retListResult.rows.Select(x => x.position.SwapTradeId).Distinct().ToList(); + var valueDates = retListResult.rows.Select(x => x.position.ValueDate).Distinct().ToList(); + var eodPositionDetails = DbContext.eod_swap_position + .Where(x => tradeIds.Contains(x.SwapTradeId) && valueDates.Contains(x.ValueDate) && !x.Invalid) + .ToList(); + var underlyingDataSource = DataCacheProvider.GetUnderlyingDataSource(); + var varietyDataSource = DataCacheProvider.GetVarietyDataSource(); foreach (var item in retListResult.rows) { var client = DataCacheProvider.GetClientDataSource().GetData(item.ClientId); item.SwapTradeTypeStr = client?.SwapTradeTypeStr; + var details = eodPositionDetails + .Where(x => x.SwapTradeId == item.position.SwapTradeId && x.ValueDate == item.position.ValueDate) + .ToList(); + var floatingLegs = details.Where(x => !string.IsNullOrEmpty(x.UnderlyingCode)).ToList(); + var marginLegs = details.Where(x => marginTypes.Contains(x.InterestMode)).ToList(); + + item.UnderlyingType = string.Join(",", floatingLegs + .Select(x => + { + var underlying = underlyingDataSource.GetData(x.UnderlyingCode); + return varietyDataSource.GetData(underlying?.UnderlyingTypeId ?? 0)?.AssetType + ?? underlying?.UnderlyingInstrumentTypeCn + ?? underlying?.UnderlyingType; + }) + .Where(x => !string.IsNullOrWhiteSpace(x)) + .Distinct()); + item.PeriodAmount = floatingLegs.Sum(x => x.PosiDividendSum); // 分红 - 为实现 + item.MarginInterestGain = marginLegs + .Where(x => x.InterestDirection == (int)SwapDirectionEnum.收取) + .Sum(x => Math.Abs(x.InterestIncomeSum)); + item.MarginInterestLoss = marginLegs + .Where(x => x.InterestDirection == (int)SwapDirectionEnum.支付) + .Sum(x => Math.Abs(x.InterestIncomeSum)); } var dv01 = query.Sum(O => O.position.dv01??0); diff --git a/YLErpWeb/wwwroot/Scripts/app/swaptrade/EodPositionRisks.js b/YLErpWeb/wwwroot/Scripts/app/swaptrade/EodPositionRisks.js index a011f68f..4c5b205a 100644 --- a/YLErpWeb/wwwroot/Scripts/app/swaptrade/EodPositionRisks.js +++ b/YLErpWeb/wwwroot/Scripts/app/swaptrade/EodPositionRisks.js @@ -457,9 +457,7 @@ function colModelGridEodPosition() { } //框架合约table //TODO(估值模块V1-缺失字段): 以下需求字段本轮未实现，待后端确认数据来源后补充： -// - 期间付息/分红（浮动端分组） // - 付息方式、合约估值（到期轧差口径/期间支付派息口径）（估值与实现收益分组） -// - 标的类型（基本信息分组） function colModelGridEodSwap() { //按需求《估值模块V1》2.2 分组定义排列列顺序，确保组内列连续（setGroupHeaders 要求） var colModelGrid = [{ @@ -526,6 +524,13 @@ function colModelGridEodSwap() { width: 100, align: 'center', sortable: false + }, { + name: 'UnderlyingType', + label: '标的类型', + index: 'UnderlyingType', + width: 100, + align: 'center', + sortable: false }, //=== 名义本金 === { @@ -574,6 +579,13 @@ function colModelGridEodSwap() { width: 150, align: 'center', formatter: StockEqvNotionalFormat, + }, { + name: 'PeriodAmount', + label: '期间付息/分红', + index: 'PeriodAmount', + width: 150, + align: 'center', + formatter: StockEqvNotionalFormat, }, //=== 利息端 === { @@ -613,6 +625,20 @@ function colModelGridEodSwap() { width: 150, align: 'center', formatter: StockEqvNotionalFormat, + }, { + name: 'MarginInterestGain', + label: '收取对手方保证金利息', + index: 'MarginInterestGain', + width: 170, + align: 'center', + formatter: StockEqvNotionalFormat, + }, { + name: 'MarginInterestLoss', + label: '支付对手方保证金利息', + index: 'MarginInterestLoss', + width: 170, + align: 'center', + formatter: StockEqvNotionalFormat, }, //=== 估值与实现收益 === { @@ -657,12 +683,12 @@ function colModelGridEodSwap() { //框架合约分组配置（对应需求《估值模块V1》2.2 字段定义） //columns 使用 colModel.name；组内列在 colModel 中必须连续 var eodSwapGroupConfig = [ - { title: '基本信息', columns: ['position.ValueDate', 'AssetBookName', 'ClientName', 'SwapTradeNo', 'StructureType', 'SwapTradeTypeStr'] }, + { title: '基本信息', columns: ['position.ValueDate', 'AssetBookName', 'ClientName', 'SwapTradeNo', 'StructureType', 'SwapTradeTypeStr', 'UnderlyingType'] }, { title: '名义本金', columns: ['position.NotionalValue', 'position.NotionalValueLong', 'position.NotionalValueShort'] }, { title: '标的市值', columns: ['position.MarketValueLong', 'position.MarketValueShort'] }, - { title: '浮动端', columns: ['position.FloatingPnL'] }, + { title: '浮动端', columns: ['position.FloatingPnL', 'PeriodAmount'] }, { title: '利息端', columns: ['position.InterestPnL'] }, - { title: '保证金', columns: ['position.InitMarginGain', 'position.PostionMarginGain', 'position.InitMarginLoss', 'position.PostionMarginLoss'] }, + { title: '保证金', columns: ['position.InitMarginGain', 'position.PostionMarginGain', 'position.InitMarginLoss', 'position.PostionMarginLoss', 'MarginInterestGain', 'MarginInterestLoss'] }, { title: '估值与实现收益', columns: ['position.PostionValue', 'position.TdRealizedPnL', 'position.RealizedPnL', 'position.dv01'] } ]; @@ -817,4 +843,4 @@ function SearchClick(isSearchclick) { function showcolumnChooser() { var jgrid = jQuery('#listGrid'); main.showcolumnChooser(jgrid, cloumnTargetName, page.configcolumn_data); -} \ No newline at end of file +}