feat(swap): 更新互换估值功能并优化数据模型
- 添加互换估值V1配置常量以支持新版本 - 将PeriodAmount和DividendAmount字段改为可空decimal类型 - 更新字段注释说明预付金利率和利息的计算方式 - 修改净额结算金额定义，排除期初和追加预付金本金 - 在报表服务中添加安全求和操作防止空值异常 - 增加多个汇总字段包括股息、保证金利息等统计 - 重构预付金处理逻辑，改用加权平均计算方式 - 新增加权保证金利率和利息计算辅助方法 - 调整前端表格列顺序，优化交易编号显示位置 - 更新数值格式化器以支持空值处理和精度控制 - 添加文档列顺序恢复功能确保表格一致性
This commit is contained in:
张名锐
@@ -28,6 +28,13 @@
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/// </summary>
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public string MarginDetail { get; set; }
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public int ClientId { get; set; }
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/// <summary>
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/// 每日估值报告页面选择的簿记账户。为空时按客户维度生成全量报告；
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/// 有值时仅筛选互换估值页的交易所属账户。
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/// </summary>
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public int? BookId { get; set; }
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public DateTime From { get; set; }
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public DateTime To { get; set; }
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public double PayableMargin { get; set; }
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+74
-5
@@ -4,6 +4,7 @@ using OfficeOpenXml.Style;
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using Org.BouncyCastle.Ocsp;
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using System;
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using System.Collections.Generic;
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using System.Globalization;
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using System.Linq;
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using System.Text;
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using System.Text.RegularExpressions;
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@@ -14,6 +15,7 @@ using YLErp.BLL;
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using YLErp.BLL.EodSettlement;
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using YLErp.Configuration;
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using YLErp.Core.Helpers;
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using YLErp.DBModels;
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using YLErp.Enums;
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using YLErp.Helpers;
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using YLErp.Model;
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@@ -60,7 +62,16 @@ namespace YLErp.Modules.ReportModule.SettlementReportModule
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#endregion
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if (emailData.SendContent.Contains("互换估值"))
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{
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var eodReq = new ClientSwapPositionRequest { ClientId = emailData.ClientId, ValueDate = emailData.To, ValueDateFrom = emailData.From,page=1, rows=10000,StructureType= "普通债券类收益互换" };
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var eodReq = new ClientSwapPositionRequest
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{
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ClientId = emailData.ClientId,
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BookId = emailData.BookId,
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ValueDate = emailData.To,
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ValueDateFrom = emailData.From,
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page = 1,
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rows = 10000,
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StructureType = "普通债券类收益互换"
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};
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report.EodSwapPositions = swapEodPositionService.SearchEodPositionList(eodReq).rows.ToList();
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}
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if (emailData.SendContent.Contains("互换持仓明细"))
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@@ -208,7 +219,7 @@ namespace YLErp.Modules.ReportModule.SettlementReportModule
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Directory.CreateDirectory(targetPath);
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}
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var clientName = report.client.Name;
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var fileName = report.ReportFrom == DateTime.MinValue ? $"证券_估值表_{report.ReportEnd:yyyyMMdd}_{clientName}" : $"证券_估值表_{report.ReportFrom:yyyyMMdd}_{report.ReportEnd:yyyyMMdd}_{clientName}";
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var fileName = $"{clientName}_每日估值报告_{report.ReportEnd:yyyyMMdd}";
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var targetFileName = Path.Combine(targetPath, $"{fileName}.xlsx");
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var excelDeclareModel = new ExcelDeclareModel()
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@@ -238,14 +249,22 @@ namespace YLErp.Modules.ReportModule.SettlementReportModule
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{
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modelDict.Add("互换估值", new
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{
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// 明细列表供模板渲染；以下 *Sum 字段用于“互换估值”页签合计行。
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EodSwapPositions = report.EodSwapPositions,
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// 持仓规模、期间收益和利息/分红类金额合计。
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PosiNotionalValueSum= report.EodSwapPositions.Sum(x => x.position.PosiNotionalValue),
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PosiQuantitySum= report.EodSwapPositions.Sum(x => x.position.PosiQuantity),
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PeriodAmountSum= report.EodSwapPositions.Sum(x => x.PeriodAmount),
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PeriodAmountSum= report.EodSwapPositions.Sum(x => x.PeriodAmount) ?? 0m,
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DividendAmountSum = report.EodSwapPositions.Sum(x => x.DividendAmount) ?? 0m,
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InterestAmountSum= report.EodSwapPositions.Sum(x => x.InterestAmount),
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PosiFeePendingSum = report.EodSwapPositions.Sum(x => x.position.PosiFeePending),
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PosiProfitSum= report.EodSwapPositions.Sum(x => x.position.PosiProfitSum),
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// 保证金相关收益和保证金占用金额合计。
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MarginInterestAmountSum = report.EodSwapPositions.Sum(x => x.MarginInterestAmount),
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OpenMarginAmountSum = report.EodSwapPositions.Sum(x => x.OpenMarginAmount),
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AdditionalMarginAmountSum = report.EodSwapPositions.Sum(x => x.AdditionalMarginAmount),
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// 净结算金额为日终估值口径；TRS价值在净结算金额基础上叠加期初/追加保证金。
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NetSettmentAmountSum= report.EodSwapPositions.Sum(x => x.NetSettmentAmount),
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TrsValueSum = report.EodSwapPositions.Sum(x => x.TrsValue),
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});
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}
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if (report.SwapPositions != null)
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@@ -287,7 +306,10 @@ namespace YLErp.Modules.ReportModule.SettlementReportModule
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string sourceFileName = Path.Combine(sourcePath, $"结算报告模板.xlsx");
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ExcelPackage.LicenseContext = LicenseContext.NonCommercial;
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var pdffile = ExcelTemplate.GeneratePDFFromExeclTemplate(sourcePath, sourceFileName, modelDict, targetPath, targetFileName
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, shouldDeleteSheet: true, needToPdf: false);
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, shouldDeleteSheet: true, needToPdf: false, callback: sheets =>
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{
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FormatSwapValuationDisplayCells(sheets, report.EodSwapPositions);
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});
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if (needToPdf)
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{
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var targetPdfFileName = FileHelper.ReplaceExtension(targetFileName, ".pdf");
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@@ -297,6 +319,53 @@ namespace YLErp.Modules.ReportModule.SettlementReportModule
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return Path.Combine(targetPath, targetFileName);
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}
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/// <summary>
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/// 部分 Office 版本会将可选小数格式（例如 <c>#,##0.##</c>）错误显示为 <c>20,000.</c>。
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/// 互换估值中的这些列是展示字段，不参与 Excel 公式计算，因此在模板替换完成后写为已格式化文本，
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/// 既保留去尾零口径，也避免留下孤立的小数点。
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/// </summary>
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private static void FormatSwapValuationDisplayCells(IEnumerable<ExcelWorksheet> sheets, IEnumerable<EodSwapPositionResponse> positions)
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{
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var worksheet = sheets.FirstOrDefault(x => x.Name == "互换估值");
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var positionList = positions?.ToList() ?? new List<EodSwapPositionResponse>();
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if (worksheet == null || !positionList.Any())
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{
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return;
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}
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const int dataStartRow = 2;
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for (var index = 0; index < positionList.Count; index++)
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{
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var row = dataStartRow + index;
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var item = positionList[index];
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SetTrimmedExcelText(worksheet.Cells[row, 8], item.position.PosiNotionalValue, 2);
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SetTrimmedExcelText(worksheet.Cells[row, 9], item.position.PosiQuantity, 9);
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SetTrimmedExcelText(worksheet.Cells[row, 10], item.PeriodAmount, 2);
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SetTrimmedExcelText(worksheet.Cells[row, 11], item.DividendAmount, 2);
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SetTrimmedExcelText(worksheet.Cells[row, 13], item.InitYtm, 4, percent: true);
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}
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var totalRow = dataStartRow + positionList.Count;
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SetTrimmedExcelText(worksheet.Cells[totalRow, 8], positionList.Sum(x => x.position.PosiNotionalValue), 2);
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SetTrimmedExcelText(worksheet.Cells[totalRow, 10], positionList.Sum(x => x.PeriodAmount) ?? 0m, 2);
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SetTrimmedExcelText(worksheet.Cells[totalRow, 11], positionList.Sum(x => x.DividendAmount) ?? 0m, 2);
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}
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private static void SetTrimmedExcelText(ExcelRange cell, decimal? value, int decimalPlaces, bool percent = false)
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{
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if (!value.HasValue)
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{
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cell.Value = null;
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return;
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}
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var displayValue = percent ? value.Value * 100m : value.Value;
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var format = "#,##0." + new string('#', decimalPlaces);
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var text = displayValue.ToString(format, CultureInfo.InvariantCulture).TrimEnd('.');
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cell.Value = percent ? text + "%" : text;
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cell.Style.Numberformat.Format = "@";
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}
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/// <summary>
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/// 财务状况
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/// </summary>
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