bug修复

YLErpDAL/Modules/SwapModule/SwapDealService.cs

@@ -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

YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs

@@ -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;

YLErpDAL/Modules/SwapModule/SwapTradeAutoService.cs

@@ -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);
             }