对冲交易持仓名义本金

2025-08-05 17:39:09 +08:00
parent 282554e2e9
commit 3fb50ad1e7
1 changed files with 6 additions and 1 deletions
@@ -264,7 +264,7 @@ namespace YLErp.Modules.CalculationModule
                    newPnl.RealizedPnL += closeProfit;

                    //减去持仓成本
-                    newPnl.Cost -= openAmount;
+                    newPnl.Cost += closeAmount;

                    //减去持仓份额
                    newPnl.Notional -= closeNotional * posSign;
@@ -483,6 +483,11 @@ namespace YLErp.Modules.CalculationModule
        /// </summary>
        public static string GetHedgeUniqueCode(int BookId, string TradeType, string LongShort, string UnderlyingCode, string ExchangeOptionCode = null)
        {
+            List<string> tradeTypes=new List<string>() { "利率债", "信用债", "其它债券" };
+            if (tradeTypes.Contains(TradeType))
+            {
+                return $"{BookId}_{TradeType}_{UnderlyingCode}".ToUpperInvariant();
+            }
            return $"{BookId}_{TradeType}_{LongShort}_{("场内期权".Equals(TradeType) ? ExchangeOptionCode : UnderlyingCode)}".ToUpperInvariant();
        }