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修复成交日算了利息

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吴方海
2026-05-11 18:59:56 +08:00
parent bb95eb1396
commit 45cb3a1239
3 changed files with 9 additions and 10 deletions
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YLErpDAL/Modules/SwapModule/SwapDealService.cs
+7 -5
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@@ -331,8 +331,7 @@ namespace YLErp.Modules.SwapModule
var orginPv = lastEod != null ? lastEod.NotionalValue : stockEqvNotional;
var grossPrice = realPostitions.Where(x => x.PosiDirection > 0).FirstOrDefault()?.PosiGrossPrice;
bool tdClose = DbContext.swap_flow_event.Any(x => x.SwapTradeId == tradeId && x.UnwindDate == unwindDate && eventTypes.Contains(x.EventType) && x.DataState == (int)SwapFlowDateStateEnum.完成);
var calcLastNew = tradeExtend?.ExtendObj?.InterestCalcMode?.EndsWith("1") ?? true;
interests = GetInterests(td, tradeExtend, valueDate, unwindDate, lastEodPositions, positions, stockEqvNotional, posiLongNotionalValue, posiShortNotionalValue, posiNotionalValue, closePercent, eventType, tdClose, false, grossPrice ?? 0, orginPv, true, calcLastNew, false);
interests = GetInterests(td, tradeExtend, valueDate, unwindDate, lastEodPositions, positions, stockEqvNotional, posiLongNotionalValue, posiShortNotionalValue, posiNotionalValue, closePercent, eventType, tdClose, false, grossPrice ?? 0, orginPv, true, false);
return interests;
}
/// <summary>
@@ -370,13 +369,12 @@ namespace YLErp.Modules.SwapModule
decimal grossPrice,
decimal orginPv,
bool add = false,
bool calcLast = true,
bool settment = true)
{
List<swap_flow_event> interests = new List<swap_flow_event>();
var annualDays = tradeExtend == null ? 365 : tradeExtend.ExtendObj.AnnualDays;
bool calcFirst = tradeExtend?.ExtendObj.InterestCalcMode?.StartsWith("1") ?? true;
bool calcLast = tradeExtend?.ExtendObj.InterestCalcMode.EndsWith("1") ?? true;
foreach (var position in positions)
{
// 初始化持仓信息
@@ -386,7 +384,7 @@ namespace YLErp.Modules.SwapModule
// 计算计息区间
int interestPeriod = position.interest_rest_days ?? 1;
bool swap = InitInterestDate(unwindDate, preDealDate, td, tdClose, calcLast, out DateTime startDate, out DateTime endDate);
bool swap = InitInterestDate(unwindDate, preDealDate, td, tdClose, out DateTime startDate, out DateTime endDate);
// 计算名义本金
var (closePrincipal, posiPrincipal, newClosePercent) = CalcNotionalByMode(position, closePrecent, posiNotionalValue, posiLongNotionalValue, posiShortNotionalValue);
@@ -496,6 +494,10 @@ namespace YLErp.Modules.SwapModule
bool calcToday = true;
if (calcFirst == false && valueDate == td.StartDate.Value) calcToday = false; // 首日不算头
if (calcLast == false && valueDate == td.ExerciseDate.Value) calcToday = false; // 到期日不算尾
if (valueDate < position.PosiStartDate)
{
calcToday = false;
}
// 初始化EOD持仓信息
if (preEod.id == 0)
{