bug修复

2025-04-18 17:00:25 +08:00
parent a33d5a6ff2
commit 4b9bcfb2dc
10 changed files with 42 additions and 34 deletions
@@ -667,6 +667,9 @@ namespace YLErp.BLL.Eod
                            bondDb.SaveChanges();
                        }
                    }
+                     sql = $"{nameof(ClientPosition.create_time)}<'{datenow.AddSeconds(-1):yyyy-MM-dd HH:mm:ss}' or  {nameof(ClientPosition.position_qty)}=0";
+                    bondDb.BulkDelete<ClientPosition>(sql);
+                    bondDb.SaveChanges();
                    #endregion
                    return realtimePositionList;
                }
@@ -4312,11 +4312,12 @@ namespace YLErp.Modules.RiskModule
            {
                var um = ums.FirstOrDefault(x => x.UnderlyingCode == item.security_id);
                var bondPrice = EodPriceQueryService.GetBondPrice(dealDate, item.security_id);
-                double lastPrice = bondPrice != null ? bondPrice.ClosePrice : (um.Price ?? 0) * Convert.ToDouble(ConsGlobal.bondPriceMultiple);
+                double lastPrice = bondPrice != null ? bondPrice.ClosePrice : (um?.Price ?? 0) * Convert.ToDouble(ConsGlobal.bondPriceMultiple);
                var bond = new UnderlyingBond();
-                if (um.IsBond()&&string.IsNullOrEmpty(um.ExJson)) {
+                if (um!=null&& um.IsBond()&&string.IsNullOrEmpty(um.ExJson)) {
                    bond = JsonHelper.Deserialize<UnderlyingBond>(um.ExJson);
                }
+                bond.IssueSize = bond.IssueSize ?? 0;
                return new CheckQuotaMoitorModel
                {
                    Qty = item.position_qty ?? 0,
@@ -4333,7 +4334,7 @@ namespace YLErp.Modules.RiskModule
                    Delta = (decimal)((item.side == 0 ? item.deal_full_price_avg : -item.deal_full_price_avg) * (item.position_qty ?? 0) * ConsGlobal.bondPriceMultiple),
                    UnderlyingId = um?.id ?? 0,
                    LastPrice = (decimal)lastPrice,
-                    Circulation = (bond.IssueSize * 100000000m) ?? 0,
+                    Circulation = (bond.IssueSize * 100000000) ?? 0,
                    Pnl = (decimal)((item.full_price_now - item.deal_full_price_avg) * (item.position_qty ?? 0) * ConsGlobal.bondPriceMultiple),
                    Current = item.Current,
                };
@@ -409,7 +409,6 @@ namespace YLErp.Modules.SwapModule
                    _posiNotionalValue = position.InterestPrincipalFix * closePrecent;
                    positionClone.InterestDirection = position.InterestDirection == (int)SwapDirectionEnum.收取 ? (int)SwapDirectionEnum.支付 : (int)SwapDirectionEnum.收取;
                }
-                var calendar = "chn";
                if (!string.IsNullOrEmpty(position.FloatRateUnderlyingCode))
                {
                    // 获取重置频率，如果为空则默认为1
@@ -418,7 +417,7 @@ namespace YLErp.Modules.SwapModule
                    // 计算从 td.StartDate 到 endDate 的天数
                    var days = (endDate - td.StartDate.Value).Days;
                    // 获取合适的 rateDate
-                    DateTime rateDate = GetRateDate(position.interest_rule, td.StartDate.Value, endDate, days, interestPeriod, calendar);
+                    DateTime rateDate = GetRateDate(position.interest_rule, td.StartDate.Value, endDate, days, interestPeriod);

                    // 如果不需要重置，并且上一日已有 FloatRate，则不再查找
                    if (preEodPosition.id != 0 && days % interestPeriod != 0)
@@ -434,7 +433,7 @@ namespace YLErp.Modules.SwapModule
                            position.FloatRate = Convert.ToDecimal(floatRate);
                            positionClone.FloatRate = position.FloatRate;
                        }
-                        else
+                        else if(!swap)
                        {
                            throw new Exception($"获取不到{position.FloatRateUnderlyingCode}在{rateDate:yyyy年MM月dd日}的价格");
                        }
@@ -467,16 +466,16 @@ namespace YLErp.Modules.SwapModule
        /// <summary>
        /// 根据给定条件获取 rateDate
        /// </summary>
-        private DateTime GetRateDate(int? interest_rule, DateTime startDate, DateTime endDate, int days, int interestPeriod, string calendar)
+        private DateTime GetRateDate(int? interest_rule, DateTime startDate, DateTime endDate, int days, int interestPeriod)
        {
            // 判断是否达到重置周期
            if (days % interestPeriod == 0)
            {
-                return QdpCalendarHelper.GetNonHolidayDefore(endDate.AddDays(interest_rule ?? 0), calendar);
+                return QdpCalendarHelper.GetNonHolidayDefore(endDate.AddDays(interest_rule ?? 0));
            }

            // 如果不在重置周期内，使用 td.StartDate 来获取 rateDate
-            return QdpCalendarHelper.GetNonHolidayDefore(startDate.AddDays(interest_rule ?? 0), calendar);
+            return QdpCalendarHelper.GetNonHolidayDefore(startDate.AddDays(interest_rule ?? 0));
        }
        /// <summary>
        /// 初始化利息腿信息
@@ -139,7 +139,15 @@ namespace YLErp.Modules.SwapModule
                    var longEventTypes = eventTyps;
                    longEventTypes.Add((int)SwapFlowEventTypeEnum.开仓);
                    var flowEvents = new List<swap_flow_event>();
-                    Expression<Func<swap_flow_event, bool>> eventExpression = x => x.SwapTradeId == td.id && x.DataState == (int)SwapFlowDateStateEnum.完成 && longEventTypes.Contains(x.EventType)&& x.EventDate == settleDate;
+                    Expression<Func<swap_flow_event, bool>> eventExpression = x => x.SwapTradeId == td.id && x.DataState == (int)SwapFlowDateStateEnum.完成 && longEventTypes.Contains(x.EventType);
+                    if (settleDate == td.TradeDate)
+                    {
+                        eventExpression = eventExpression.And(x => x.EventDate == settleDate);
+                    }
+                    else
+                    {
+                        eventExpression = eventExpression.And(x => x.UnwindDate == settleDate);
+                    }
                    flowEvents = DbContext.swap_flow_event.Where(eventExpression).ToList();
                    var preDealDate = GetPreDealDate(td.id, settleDate, eventTyps);//上一次平仓/互换/自动互换处理日期
                    List<swap_flow_event> autoInterests = new List<swap_flow_event>();//自动互换利息腿信息
@@ -1341,15 +1349,15 @@ namespace YLErp.Modules.SwapModule
            curretEod.PosiTradingFee = position.PosiTradingFee;
            curretEod.UnderlyingPrice = UnderlyingCodePrice(position.UnderlyingCode, dealDate, out decimal vobp);
            SetPriceInfoByFlowEvent(eod, curretEod, unwindEvents, position);
-            if (settleDate == td.TradeDate)
-            {
-                curretEod.UnderlyingPrice = curretEod.PosiGrossPrice;
-                //curretEod.TdCloseMtmPnl = 0;
-                //curretEod.TdCloseFee = 0;
-            }
            curretEod.TdCloseDividend = curretEod.TdPosiDividend;
            curretEod.UnderlyingMarketValue = curretEod.UnderlyingPrice * curretEod.PosiQuantity * curretEod.ContractSize * shortRatio;
            curretEod.PosiMtmPnL = (curretEod.UnderlyingPrice - curretEod.PosiGrossPrice) * curretEod.PosiQuantity * curretEod.ContractSize * shortRatio * directionRatio;
+            if (settleDate == td.TradeDate)
+            {
+                curretEod.PosiMtmPnL = 0;
+                //curretEod.TdCloseMtmPnl = 0;
+                //curretEod.TdCloseFee = 0;
+            }
            curretEod.PosiDividendSum = curretEod.TdPosiDividend;
            curretEod.PosiProfitSum = curretEod.PosiMtmPnL + curretEod.PosiDividendSum + curretEod.VTradingFee;
            curretEod.RealizedMtmPnL = curretEod.TdCloseMtmPnl;
@@ -1208,7 +1208,7 @@ namespace YLErp.Modules.SwapModule
                var unwindPercent =1- (flowQty / swapFlow.TradingQty);
                var fee = (1 - unwindPercent) * swapFlow.TradingFeePending;
                swapFlow.TradingQty = flowQty;
-                swapFlow.TradingAmount = swapFlow.TradingQty;
+                swapFlow.TradingAmount = swapFlow.TradingQty* swapFlow.TradingAmountAvg;
                swapFlow.TradingFeePending = fee;
                return NewSwapTrade(swapFlow, client, asset, underlying, floatRate, clientMarginTemplate,clearingAgency);
            }
@@ -146,7 +146,7 @@
                            <td>{{priceFormat(floatPosition.PosiGrossPrice)}}</td>
                            <td>{{priceFormat(floatPosition.TradingAmountNetAvg)}}</td>
                            <td>
-                                <vue-number-input v-model="floatPosition.TradingAmountAvg" v-bind:format="inputFormatMarginRateNoPercent" v-on:input="changeUnderlyingPrice" v-show="deal.StructureType != '普通收益互换'"></vue-number-input>
+                                <vue-number-input v-model="floatPosition.TradingAmountAvg" v-bind:format="inputFormatEqvNotional" v-on:input="changeUnderlyingPrice"></vue-number-input>
                                <input class="text-box" v-model="floatPosition.TradingAmountAvg" v-on:blur="changeUnderlyingPrice" type="number" min="0" v-else />
                                <a href="javascript:void(0)" v-on:click="refreshUnderlyingPrice()">
                                    <span title="使用系统标的价格" class="glyphicon glyphicon-refresh"></span>
@@ -197,8 +197,7 @@
                            </td>
                            <td>{{priceFormat(floatPosition.PosiGrossPrice)}}</td>
                            <td>
-                                <vue-number-input v-model="floatPosition.TradingAmountAvg" v-bind:format="inputFormatMarginRateNoPercent" v-on:input="changeUnderlyingPrice" v-show="deal.StructureType != '普通收益互换'"></vue-number-input>
-                                <input class="text-box" v-model="floatPosition.TradingAmountAvg" v-on:blur="changeUnderlyingPrice" type="number" min="0" v-else />
+                                <vue-number-input v-model="floatPosition.TradingAmountAvg" v-bind:format="inputFormatEqvNotional" v-on:input="changeUnderlyingPrice"></vue-number-input>
                                <a href="javascript:void(0)" v-on:click="refreshUnderlyingPrice()">
                                    <span title="使用系统标的价格" class="glyphicon glyphicon-refresh"></span>
                                </a>
@@ -185,9 +185,9 @@ function colModelGridEodPosition() {
        align: 'center',
        formatter: StockEqvNotionalFormat
    }, {
-        name: 'eodPosition.PosiTradingFee',
+        name: 'eodPosition.PosiFeePending',
        label: '交易费用佣金',
-        index: 'eodPosition.PosiTradingFee',
+        index: 'eodPosition.PosiFeePending',
        width: 90,
        align: 'center',
        formatter: StockEqvNotionalFormat
@@ -104,9 +104,7 @@ const vue = new Vue({
            main.post("/underlying_manager/GetUnderlyingPriceByCode",
                { code: thisObj.floatPosition.UnderlyingCode, ValueDate: thisObj.deal.ValueDate })
                .done(function (res) {
-                    if (thisObj.deal.StructureType != '普通收益互换') {
-                        res.obj = res.obj * 1;
-                    }
+                    res.obj = res.obj * 100;
                    thisObj.floatPosition.TradingAmountAvg = otcformat.trading.umprice(res.obj);
                    thisObj.calcFloatClosePnl();
                });
@@ -125,7 +123,7 @@ const vue = new Vue({
            let floatRatio = thisObj.floatPosition.PayDirection == 1 ? 1 : -1;
            let TradingFee = thisObj.floatPosition.TradingFee == "" ? 0 : parseFloat(thisObj.floatPosition.TradingFee);
            let TradingFeePending = thisObj.floatPosition.TradingFeePending == "" ? 0 : parseFloat(thisObj.floatPosition.TradingFeePending);
-            thisObj.floatPosition.MarkClosePnl = thisObj.deal.CloseNotionalValue * (thisObj.floatPosition.TradingAmountAvg - thisObj.initPosiNetPrice) * floatRatio;
+            thisObj.floatPosition.MarkClosePnl = thisObj.deal.CloseNotionalValue * (thisObj.floatPosition.TradingAmountAvg*0.01 - thisObj.initPosiNetPrice) * floatRatio;
            thisObj.floatPosition.MarkClosePnl = thisObj.floatPosition.MarkClosePnl + TradingFee + TradingFeePending + parseFloat(thisObj.floatPosition.DividendIn);
            thisObj.floatPosition.MarkClosePnl = otcformat.trading.StockEqvNotional(thisObj.floatPosition.MarkClosePnl);
            thisObj.calcCloseAmount();
@@ -144,12 +142,12 @@ const vue = new Vue({
            thisObj.deal.SwapRealizedPnL = pnl;
            thisObj.deal.SwapMarginRebatePnl = 0;
            thisObj.deal.SwapMarginAmount = 0;
-            thisObj.floatPosition.TradingAmount = parseFloat(thisObj.floatPosition.TradingAmountAvg) * parseFloat(thisObj.deal.CloseNotionalValue);
+            thisObj.floatPosition.TradingAmount = parseFloat(thisObj.floatPosition.TradingAmountAvg) * parseFloat(thisObj.deal.CloseNotionalValue) * 0.01;
            thisObj.floatPosition.CloseFee = TradingFee;
            if (thisObj.deal.PositionQty == 0) {
                thisObj.floatPosition.TradingAmountFeeAvg = 0;
            } else {
-                thisObj.floatPosition.TradingAmountFeeAvg = parseFloat(thisObj.floatPosition.TradingAmountAvg) + (TradingFee / thisObj.deal.CloseQty) * ratio;
+                thisObj.floatPosition.TradingAmountFeeAvg = parseFloat(thisObj.floatPosition.TradingAmountAvg) * 0.01 + (TradingFee / thisObj.deal.CloseQty) * ratio;
            }
            this.interestList.forEach(x => {
                //let interestRatio = x.InterestDirection == 1 ? 1 : -1;
@@ -196,6 +194,7 @@ const vue = new Vue({
            thisObj.floatPosition.EventDate = thisObj.deal.ValueDate;
            let floatPosition = _.cloneDeep(thisObj.floatPosition);
            floatPosition.Quantity = 0;
+            floatPosition.TradingAmountAvg = floatPosition.TradingAmountAvg * 0.01;
            reqObj.FlowEvents.push(floatPosition);
            var postData = { unwindData: reqObj };
            var msg = "确认提交收益结算？";
@@ -181,9 +181,7 @@ const vue = new Vue({
            main.post("/underlying_manager/GetUnderlyingPriceByCode",
                { code: thisObj.floatPosition.UnderlyingCode, valuedate: thisObj.deal.ValueDate })
                .done(function (res) {
-                    if (thisObj.deal.StructureType != '普通收益互换') {
-                        res.obj = res.obj * 1;
-                    }
+                    res.obj = res.obj * 100;
                    thisObj.floatPosition.TradingAmountAvg = otcformat.trading.tradeSinglePrice(res.obj);
                    thisObj.calcFloatClosePnl();
                });
@@ -194,7 +192,7 @@ const vue = new Vue({
            let longRatio = thisObj.floatPosition.PositionType == 1 ? 1 : -1;
            let TradingFee = thisObj.floatPosition.TradingFee == "" ? 0 : parseFloat(thisObj.floatPosition.TradingFee);
            let TradingFeePending = thisObj.floatPosition.TradingFeePending == "" ? 0 : parseFloat(thisObj.floatPosition.TradingFeePending);
-            thisObj.floatPosition.MarkClosePnl = Math.round(thisObj.deal.CloseQty * (thisObj.floatPosition.TradingAmountAvg - thisObj.initPosiNetPrice) * floatRatio * longRatio * 10000) / 10000;
+            thisObj.floatPosition.MarkClosePnl = Math.round(thisObj.deal.CloseQty * (thisObj.floatPosition.TradingAmountAvg*0.01 - thisObj.initPosiNetPrice) * floatRatio * longRatio * 10000) / 10000;
            thisObj.floatPosition.MarkClosePnl = Number(thisObj.floatPosition.MarkClosePnl.toFixed(2));
            thisObj.floatPosition.MarkClosePnl = thisObj.floatPosition.MarkClosePnl + (TradingFee + TradingFeePending) * floatRatio * -1 + parseFloat(thisObj.floatPosition.DividendIn);
            thisObj.floatPosition.MarkClosePnl = otcformat.trading.StockEqvNotional(thisObj.floatPosition.MarkClosePnl);
@@ -224,12 +222,12 @@ const vue = new Vue({
            thisObj.deal.SwapRealizedPnL = pnl;
            thisObj.deal.SwapMarginRebatePnl = 0;
            thisObj.deal.SwapMarginAmount = 0;
-            thisObj.floatPosition.TradingAmount = parseFloat(thisObj.floatPosition.TradingAmountAvg) * parseFloat(thisObj.deal.CloseNotionalValue);
+            thisObj.floatPosition.TradingAmount = parseFloat(thisObj.floatPosition.TradingAmountAvg) * parseFloat(thisObj.deal.CloseNotionalValue) * 0.01;
            thisObj.floatPosition.CloseFee = TradingFee;
            if (thisObj.deal.CloseQty == 0) {
                thisObj.floatPosition.TradingAmountFeeAvg = 0;
            } else {
-                thisObj.floatPosition.TradingAmountFeeAvg = parseFloat(thisObj.floatPosition.TradingAmountAvg) + (TradingFee / thisObj.deal.CloseQty) * ratio;
+                thisObj.floatPosition.TradingAmountFeeAvg = parseFloat(thisObj.floatPosition.TradingAmountAvg) * 0.01 + (TradingFee / thisObj.deal.CloseQty) * ratio;
            }
            this.interestList.forEach(x => {
                /*let interestRatio = x.InterestDirection == 1 ? 1 : -1;*/
@@ -304,6 +302,7 @@ const vue = new Vue({
            thisObj.floatPosition.EventDate = thisObj.deal.ValueDate;
            let floatPosition = _.cloneDeep(thisObj.floatPosition);
            floatPosition.Quantity = reqObj.CloseQty;
+            floatPosition.TradingAmountAvg = floatPosition.TradingAmountAvg * 0.01;
            reqObj.FlowEvents.push(floatPosition);
            var postData = { unwindData: reqObj };
            var msg = "确认提交平仓？";