fix(swap): 修复平仓事件中事件日期=平仓日期的处理逻辑
- 将平仓条件判断从 UnwindDate 改为 EventDate - 移除不再使用的 priorClosePositionIds 变量 - 统一使用 NormalizeEventUnwindDate 替代 NormalizeIncomeUnwindDate - 在多个平仓方法中添加 NormalizeEventUnwindDate 调用 - 更新流程事件的 EventDate 和 UnwindDate 字段 - 修改单元测试以验证按 EventDate 分桶的逻辑 - 在前端控制器中将 unwindDate 设置为 valueDate - 添加 maxdate 属性到平仓日期选择器 - 实现事件日期与平仓日期的双向同步功能 - 更新利息列表获取接口使用统一日期参数
This commit is contained in:
张名锐
@@ -401,10 +401,7 @@ namespace YLErp.Modules.SwapModule
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PositionType = 0,
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EventType = (int)SwapEventTypeEnum.平仓,
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EventDate = new DateTime(2026, 7, 9),
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// UnwindDate 必须显式设置：ResolveInterestLegPositionsAsOf 自 a1cdb2cd 起按 UnwindDate
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// （经济生效日）分桶，而非 EventDate（簿记日）。生产平仓事件总会设 UnwindDate
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// （InitUnwind:327、AuotoSwapUnwind:1590）。此处同日场景：UnwindDate == EventDate。
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UnwindDate = new DateTime(2026, 7, 9),
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UnwindDate = new DateTime(2026, 7, 10),
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InterestMode = (int)InterestModeEnum.初始预付金,
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InterestPrincipal = 3000m
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};
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@@ -414,7 +411,7 @@ namespace YLErp.Modules.SwapModule
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PositionType = 1,
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EventType = (int)SwapEventTypeEnum.平仓,
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EventDate = new DateTime(2026, 7, 9),
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UnwindDate = new DateTime(2026, 7, 9),
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UnwindDate = new DateTime(2026, 7, 10),
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TradingAmount = 3000000m
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};
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var originalWithFloat = new List<swap_position>
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@@ -437,17 +434,15 @@ namespace YLErp.Modules.SwapModule
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}
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/// <summary>
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/// [SPC_008] EventDate ≠ UnwindDate 时，ResolveInterestLegPositionsAsOf 按 UnwindDate（经济生效日）分桶。
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/// [SPC_008] EventDate ≠ UnwindDate 时，ResolveInterestLegPositionsAsOf 按 EventDate（事件日期）分桶。
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/// ----------------------------------------------------------------------------
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/// 锁定 a1cdb2cd 的修复价值：平仓事件的簿记日(EventDate)可能滞后于经济生效日(UnwindDate)
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/// （如 T+N 结算、手动补录）。重放预付金腿 as-of 本金时，分桶必须按 UnwindDate：
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/// - settleDate < UnwindDate → 平仓"未发生"，as-of=原始本金
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/// - settleDate >= UnwindDate → 平仓"已生效"，as-of=实时剩余本金
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/// 修复前按 EventDate 分桶：settleDate 落在 [UnwindDate, EventDate) 区间时，会被误判为"未发生"。
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/// 本测试构造 EventDate=7/11、UnwindDate=7/9，验证 settleDate=7/10 时已按 UnwindDate 生效。
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/// 锁定事件日期作为历史重放的生效边界：
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/// - settleDate < EventDate → 平仓"未发生"，as-of=原始本金
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/// - settleDate >= EventDate → 平仓"已生效"，as-of=实时剩余本金
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/// 本测试构造 EventDate=7/9、UnwindDate=7/10，验证 settleDate=7/9 时已按 EventDate 生效。
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/// </summary>
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[TestMethod]
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public void SPC_008_EventDateDiffersFromUnwindDate_BucketsByUnwindDate()
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public void SPC_008_EventDateDiffersFromUnwindDate_BucketsByEventDate()
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{
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const long originalPositionId = 2;
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var original = new swap_position
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@@ -463,14 +458,14 @@ namespace YLErp.Modules.SwapModule
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InterestMode = (int)InterestModeEnum.初始预付金,
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InterestPrincipalFix = 7000m
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};
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// 关键：EventDate(簿记 7/11) 滞后于 UnwindDate(经济生效 7/9) —— T+N 结算/补录常见
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// 关键：EventDate 为 7/9，as-of 应按事件日期判断。
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var close = new swap_flow_event
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{
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PositionId = originalPositionId,
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PositionType = 0,
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EventType = (int)SwapEventTypeEnum.平仓,
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EventDate = new DateTime(2026, 7, 11),
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UnwindDate = new DateTime(2026, 7, 9),
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EventDate = new DateTime(2026, 7, 9),
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UnwindDate = new DateTime(2026, 7, 10),
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InterestMode = (int)InterestModeEnum.初始预付金,
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InterestPrincipal = 3000m
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};
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@@ -479,8 +474,8 @@ namespace YLErp.Modules.SwapModule
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PositionId = 1,
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PositionType = 1,
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EventType = (int)SwapEventTypeEnum.平仓,
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EventDate = new DateTime(2026, 7, 11),
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UnwindDate = new DateTime(2026, 7, 9),
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EventDate = new DateTime(2026, 7, 9),
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UnwindDate = new DateTime(2026, 7, 10),
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TradingAmount = 3000000m
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};
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var originalWithFloat = new List<swap_position>
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@@ -490,29 +485,26 @@ namespace YLErp.Modules.SwapModule
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};
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var flows = new[] { close, floatClose };
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// settleDate=7/8（经济生效日前）→ as-of=原始 10000
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// settleDate=7/8（事件日期前）→ as-of=原始 10000
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var beforeEffective = SwapDealService.ResolveInterestLegPositionsAsOf(
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originalWithFloat, new List<swap_position> { realtime }, flows, new DateTime(2026, 7, 8))
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.Single(x => x.id == originalPositionId);
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Assert.AreEqual(10000m, beforeEffective.InterestPrincipalFix,
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"7/8（经济生效日前）：平仓未发生，as-of 本金应=原始 10000");
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"7/8（事件日期前）：平仓未发生，as-of 本金应=原始 10000");
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// settleDate=7/9（经济生效日当天）→ as-of=实时剩余 7000
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// settleDate=7/9（事件日期当天）→ as-of=实时剩余 7000
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var onEffectiveDate = SwapDealService.ResolveInterestLegPositionsAsOf(
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originalWithFloat, new List<swap_position> { realtime }, flows, new DateTime(2026, 7, 9))
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.Single(x => x.id == originalPositionId);
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Assert.AreEqual(7000m, onEffectiveDate.InterestPrincipalFix,
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"7/9（经济生效日）：平仓已生效，as-of 本金应=实时剩余 7000");
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"7/9（事件日期）：平仓已生效，as-of 本金应=实时剩余 7000");
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// 【关键·锁定 a1cdb2cd】settleDate=7/10（生效后、簿记前）→ 应按 UnwindDate 判为已生效 =7000
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// 修复前按 EventDate(7/11) 分桶：7/10 < 7/11 → 误判"未发生" → 返回 10000（错误）
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// 修复后按 UnwindDate(7/9) 分桶：7/10 >= 7/9 → 已生效 → 返回 7000（正确）
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// settleDate=7/10（事件日期后）→ 仍为实时剩余 7000
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var afterEffectiveBeforeBook = SwapDealService.ResolveInterestLegPositionsAsOf(
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originalWithFloat, new List<swap_position> { realtime }, flows, new DateTime(2026, 7, 10))
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.Single(x => x.id == originalPositionId);
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Assert.AreEqual(7000m, afterEffectiveBeforeBook.InterestPrincipalFix,
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"7/10（生效后、簿记前）：必须按 UnwindDate 判已生效 → 7000。" +
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"若返回 10000，说明 a1cdb2cd 修复被回滚（退回按 EventDate 分桶）。");
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"7/10（事件日期后）：必须按 EventDate 判已生效 → 7000。");
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}
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}
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}
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@@ -217,6 +217,19 @@ namespace YLErp.Modules.SwapModule
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Console.WriteLine($"UW_006: CloseReCheck={service.CloseReCheckCallCount}次, SwapRealizedPnL={service.SaveSwapDealCalls[0].data.SwapRealizedPnL} ✅");
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}
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[TestMethod]
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public void UW_014_事件日期与平仓日期强绑定()
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{
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var td = SwapDealTestFactory.CreateTrade();
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var service = new TestableSwapDealService(td);
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var unwindData = SwapDealTestFactory.CreateUnwindData(swapRealizedPnL: 0m);
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service.ApplySwapTrade(unwindData, (int)SwapEventTypeEnum.平仓);
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Assert.AreEqual(unwindData.ValueDate, service.SaveSwapDealCalls[0].data.UnwindDate);
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Assert.AreEqual(unwindData.ValueDate, unwindData.UnwindDate);
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}
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// ================================================================
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// 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
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// 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）
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@@ -694,7 +694,7 @@ namespace YLErp.Modules.SwapModule
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{
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realPositions ??= new List<swap_position>();
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var futureFlows = (completedFlowEvents ?? Enumerable.Empty<swap_flow_event>())
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.Where(x => x.EventType == (int)SwapEventTypeEnum.平仓 && x.UnwindDate > settleDate)
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.Where(x => x.EventType == (int)SwapEventTypeEnum.平仓 && x.EventDate > settleDate)
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.ToList();
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var originalNotional = origPositions.Where(x => x.PosiDirection > 0)
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.Sum(x => x.PosiNotionalValue);
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@@ -706,10 +706,6 @@ namespace YLErp.Modules.SwapModule
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|| x.InterestMode == (int)InterestModeEnum.追加预付金)
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.GroupBy(x => x.PositionId)
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.ToDictionary(x => x.Key, x => x.Sum(v => v.InterestPrincipal));
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var priorClosePositionIds = new HashSet<long>((completedFlowEvents ?? Enumerable.Empty<swap_flow_event>())
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.Where(x => x.EventType == (int)SwapEventTypeEnum.平仓 && x.UnwindDate <= settleDate)
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.Select(x => x.PositionId));
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return origPositions.Where(x => x.PosiDirection == 0).Select(p =>
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{
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if (p.InterestMode == (int)InterestModeEnum.初始预付金
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@@ -718,10 +714,6 @@ namespace YLErp.Modules.SwapModule
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var realLeg = realPositions.FirstOrDefault(r => r.PositionId == p.id);
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if (realLeg != null)
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{
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if (!priorClosePositionIds.Contains(p.id))
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{
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return p;
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}
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var futurePrincipal = hasNotionalFlows
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? p.InterestPrincipalFix * futureCloseNotional / originalNotional
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: futureClosePrincipal.TryGetValue(p.id, out var flowPrincipal) ? flowPrincipal : 0m;
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@@ -1505,6 +1497,7 @@ namespace YLErp.Modules.SwapModule
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{
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throw new ServiceException("未找到交易信息");
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}
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NormalizeEventUnwindDate(unwindData);
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NormalizeNotionalValues(unwindData);
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NormalizeManualSettlementAmounts(unwindData, (int)SwapEventTypeEnum.平仓, "系统操作_平仓");
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//CheckLastEod(unwindData.ValueDate, td.StartDate.Value, unwindData.SwapTradeId); //去掉平仓收盘限制
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@@ -1919,6 +1912,7 @@ namespace YLErp.Modules.SwapModule
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{
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throw new ServiceException("未找到交易信息");
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}
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NormalizeEventUnwindDate(unwindData);
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unwindData.SwapRealizedPnL = unwindData.SwapCloseAmount;
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NormalizeManualSettlementAmounts(unwindData, (int)SwapEventTypeEnum.平仓, "系统操作_平仓");
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var trans = DbContext.Database.BeginTransaction();
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@@ -1963,6 +1957,7 @@ namespace YLErp.Modules.SwapModule
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{
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throw new ServiceException("未找到交易信息");
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}
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NormalizeEventUnwindDate(unwindData);
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unwindData.SwapRealizedPnL = unwindData.SwapCloseAmount;
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NormalizeManualSettlementAmounts(unwindData, (int)SwapEventTypeEnum.互换, "系统操作_互换");
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var trans = DbContext.Database.BeginTransaction();
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@@ -2002,7 +1997,7 @@ namespace YLErp.Modules.SwapModule
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{
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throw new ServiceException("未找到交易信息");
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}
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NormalizeIncomeUnwindDate(unwindData);
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NormalizeEventUnwindDate(unwindData);
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ValidateIncomeValueDate(unwindData, td);
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NormalizeManualSettlementAmounts(unwindData, (int)SwapEventTypeEnum.互换, "系统操作_互换");
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//CheckLastEod(unwindData.ValueDate, td.StartDate.Value, unwindData.SwapTradeId); //去掉平仓收盘限制
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@@ -2043,6 +2038,7 @@ namespace YLErp.Modules.SwapModule
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throw new Exception("该笔交易状态为平仓待复核，未找到相关记录，请检查该笔交易是否有效");
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}
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swapEvent.unwindData = JsonConvert.DeserializeObject<UnwindData>(swapEvent.EventData);
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NormalizeEventUnwindDate(swapEvent.unwindData);
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NormalizeNotionalValues(swapEvent.unwindData);
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// Stored events keep display ratio A; approval calculations consume remaining ratio B.
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swapEvent.unwindData.ClosePercent = ToRemainingClosePercent(
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@@ -2050,6 +2046,11 @@ namespace YLErp.Modules.SwapModule
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swapEvent.unwindData.NotionalValue,
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swapEvent.unwindData.PosiNotionalValue);
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var flowList = FindFlowEventsByEventId(swapEvent.id);
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foreach (var item in flowList)
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{
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item.EventDate = swapEvent.unwindData.ValueDate;
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item.UnwindDate = swapEvent.unwindData.UnwindDate;
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}
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swapEvent.unwindData.FlowEvents = flowList;
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if (eventType == (int)SwapEventTypeEnum.平仓)
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{
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@@ -2060,7 +2061,6 @@ namespace YLErp.Modules.SwapModule
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}
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if (eventType == (int)SwapEventTypeEnum.互换)
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{
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NormalizeIncomeUnwindDate(swapEvent.unwindData);
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ValidateIncomeValueDate(swapEvent.unwindData, td);
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}
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if (eventType == (int)SwapEventTypeEnum.平仓)
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@@ -2130,9 +2130,9 @@ namespace YLErp.Modules.SwapModule
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{
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throw new ServiceException("未找到交易信息");
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}
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NormalizeEventUnwindDate(unwindData);
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if (eventType == (int)SwapEventTypeEnum.互换)
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{
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NormalizeIncomeUnwindDate(unwindData);
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ValidateIncomeValueDate(unwindData, td);
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}
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unwindData.SwapRealizedPnL = unwindData.SwapCloseAmount;
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@@ -2179,7 +2179,7 @@ namespace YLErp.Modules.SwapModule
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}
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}
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private void NormalizeIncomeUnwindDate(UnwindData unwindData)
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private static void NormalizeEventUnwindDate(UnwindData unwindData)
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{
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unwindData.UnwindDate = unwindData.ValueDate;
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}
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@@ -396,6 +396,7 @@ namespace YLErp.Web.Controllers
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/// <returns></returns>
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public JsonResult GetUnwindInterestList(DateTime valueDate,DateTime unwindDate, int tradeId, decimal closePercent, int eventType, decimal notionalValue = 0, decimal posiNotionalValue = 0)
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{
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unwindDate = valueDate;
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// 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。
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// 多空互换前端不传 notionalValue/posiNotionalValue（默认 0），则跳过转换保持原行为。
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var convertedClosePercent = SwapDealService.ToRemainingClosePercent(closePercent, notionalValue, posiNotionalValue);
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@@ -84,7 +84,7 @@
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</div>
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<div class="form-group col-md-3">
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<label class="formlabel">平仓日期</label>
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<vue-datepicker :mindate="minStartDate" :holiday="1" v-model="deal.UnwindDate" v-on:input="setUnwindDate" />
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<vue-datepicker :maxdate="maxUnwindDate" :mindate="minStartDate" :holiday="1" v-model="deal.UnwindDate" v-on:input="setUnwindDate" />
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</div>
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<div class="form-group col-md-3">
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<label class="formlabel">支付日期</label>
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@@ -44,7 +44,14 @@ function loadUnwindHelpers() {
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vueNumberInput() { return {}; }
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},
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swapPricePrecision: {
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createVueInputComponent() { return {}; }
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createVueInputComponent() { return {}; },
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getCommonInputFormat() { return {}; },
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normalizeCommon(type, value) { return value; },
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formatCommon(type, value) { return value; },
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getInputFormat(type, field, fallback) { return fallback; },
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roundForSubmit(value) { return value; },
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shiftDecimal(value) { return value; },
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format(value) { return value; }
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},
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tradeHelper: { IsBond() { return false; } },
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main: {
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@@ -94,6 +101,30 @@ describe('unwindSwapTrade 基础费率计算', () => {
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});
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});
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describe('事件日期与平仓日期双向同步', () => {
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const source = fs.readFileSync(
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path.join(__dirname, '..', 'wwwroot', 'Scripts', 'app', 'swaptrade', 'unwindSwapTrade.js'),
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'utf8'
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);
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const viewSource = fs.readFileSync(
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path.join(__dirname, '..', 'Views', 'SwapTrade2', 'SwapUnwind.cshtml'),
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'utf8'
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);
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test('事件日期变更时同步平仓日期并触发利息重算', () => {
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expect(source).toMatch(/setValueDate\(e\)[\s\S]*deal\.UnwindDate\s*=\s*e[\s\S]*getInterestList\(\)/);
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});
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test('平仓日期可选，变更时同步事件日期', () => {
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expect(viewSource).toMatch(/vue-datepicker[^>]*v-model="deal\.UnwindDate"[^>]*v-on:input="setUnwindDate"/);
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expect(source).toMatch(/setUnwindDate\(e\)[\s\S]*this\.setValueDate\(e\)/);
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});
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test('预览利息请求使用事件日期作为计算日期', () => {
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expect(source).toMatch(/valueDate:\s*thisObj\.deal\.ValueDate[\s\S]*unwindDate:\s*thisObj\.deal\.ValueDate/);
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});
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});
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describe('base-rate pending trading fee', () => {
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const { swapPosiFeeCalc, consPosiFeeType } = loadUnwindHelpers();
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@@ -78,7 +78,7 @@ const vue = new Vue({
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created() {
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this.multiplier = this.deal.StructureType == '普通债券类收益互换' ? 100 : 1;
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this.initDeal();
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this.setUnwindDate();
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this.setValueDate(this.deal.ValueDate);
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},
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methods: {
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formatAmount(value) {
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@@ -168,19 +168,9 @@ const vue = new Vue({
|
||||
x.InterestClosePnL = formatSwapAmount(x.InterestClosePnL);
|
||||
});
|
||||
},
|
||||
setValueDate(e) {//修改平仓日期
|
||||
setValueDate(e) {//修改事件日期，并同步平仓日期
|
||||
if (e) {
|
||||
this.deal.ValueDate = e;
|
||||
}
|
||||
//if (!isUseApproval) {
|
||||
// this.getInterestList();
|
||||
// this.refreshUnderlyingPrice();
|
||||
//} else {
|
||||
// this.dataFormat();
|
||||
//}
|
||||
},
|
||||
setUnwindDate(e) {//修改平仓日期
|
||||
if (e) {
|
||||
this.deal.UnwindDate = e;
|
||||
this.floatPosition.UnwindDate = e;
|
||||
}
|
||||
@@ -191,6 +181,9 @@ const vue = new Vue({
|
||||
this.dataFormat();
|
||||
}
|
||||
},
|
||||
setUnwindDate(e) {//修改平仓日期，并同步事件日期
|
||||
this.setValueDate(e);
|
||||
},
|
||||
changeCloseMethod() {//修改平仓类型
|
||||
if (this.deal.CloseMethod == 1) {
|
||||
this.deal.ClosePercent = this.oriClosePercent;
|
||||
@@ -372,7 +365,7 @@ const vue = new Vue({
|
||||
getInterestList() {//根据平仓日期获取利息腿信息
|
||||
var thisObj = this;
|
||||
// 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 }
|
||||
var postData = { valueDate: thisObj.deal.ValueDate, unwindDate: thisObj.deal.ValueDate, 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;
|
||||
@@ -422,10 +415,7 @@ const vue = new Vue({
|
||||
return;
|
||||
}
|
||||
}
|
||||
if (thisObj.deal.ValueDate > thisObj.deal.UnwindDate) {
|
||||
main.message("事件日期不能大于平仓日期");
|
||||
return;
|
||||
}
|
||||
thisObj.deal.UnwindDate = thisObj.deal.ValueDate;
|
||||
let reqObj = _.cloneDeep(thisObj.deal);
|
||||
let marginCloneList = _.cloneDeep(thisObj.marginList);
|
||||
reqObj.FlowEvents = _.cloneDeep(thisObj.interestList);
|
||||
|
||||
Reference in New Issue
Block a user