diff --git a/Plugins/YLErp.Plugins.ZheShang/App_Docs/结算单/非DMA结算单.xlsx b/Plugins/YLErp.Plugins.ZheShang/App_Docs/结算单/非DMA结算单.xlsx
index f5e2a2fc..2cf6a553 100644
Binary files a/Plugins/YLErp.Plugins.ZheShang/App_Docs/结算单/非DMA结算单.xlsx and b/Plugins/YLErp.Plugins.ZheShang/App_Docs/结算单/非DMA结算单.xlsx differ
diff --git a/Plugins/YLErp.Plugins.ZheShang/DocumentGenerator/TradeSettleBillGenerator.cs b/Plugins/YLErp.Plugins.ZheShang/DocumentGenerator/TradeSettleBillGenerator.cs
index 06d52fa3..0536d73d 100644
--- a/Plugins/YLErp.Plugins.ZheShang/DocumentGenerator/TradeSettleBillGenerator.cs
+++ b/Plugins/YLErp.Plugins.ZheShang/DocumentGenerator/TradeSettleBillGenerator.cs
@@ -65,13 +65,13 @@ namespace YLErp.Plugins.ShanXi.DocumentGenerator
                     payDate = QdpCalendarHelper.GetNonHoliday(flowEventGroup.EventDate.AddDays(sr)); 
                 }
                 row.PayDate = payDate.Value.ToString("yyyy-MM-dd");
-                row.ClosePrice = ((flowEventGroup.TradingAmountAvg) * 100).OtcFormat(OtcFormatFlag.umprice);
+                row.ClosePrice = ((flowEventGroup.TradingAmountAvg) * 100).ToString("0.00000000");
                 decimal interestRate = unwindFlowEvents.Where(x => ConsTrade.InterestModels.Contains(x.InterestMode)).Sum(s => s.InterestRate);
                 row.InterestRate = interestRate.ToString("0.00%");
                 var PosiNotionalValue = flowEventGroup.Quantity * flowEventGroup.ContractSize* posi.PosiGrossPrice;
                 row.Quantity=  flowEventGroup.Quantity.ToString("0.00");
                 row.PosiNotionalValue = PosiNotionalValue.ToString("0.00");
-                row.PosiNetPrice = (posi.PosiGrossPrice * 100).OtcFormat(OtcFormatFlag.umprice);
+                row.PosiNetPrice = (posi.PosiGrossPrice * 100).ToString("0.00000000");
                 //var tradingFee = (flowEventGroup.TradingAmountFeeAvg- posi.PosiNetPrice- flowEventGroup.TradingAmountAvg+ posi.PosiGrossPrice)* PosiNotionalValue* ratio;
                 var tradingFee = flowEventGroup.TradingFee + flowEventGroup.TradingFeePending;
                 row.Fee = (-tradingFee).ToString("0.00");
diff --git a/YLErpDAL/Modules/SwapModule/SwapDealService.cs b/YLErpDAL/Modules/SwapModule/SwapDealService.cs
index 7e731add..d14a007d 100644
--- a/YLErpDAL/Modules/SwapModule/SwapDealService.cs
+++ b/YLErpDAL/Modules/SwapModule/SwapDealService.cs
@@ -877,7 +877,7 @@ namespace YLErp.Modules.SwapModule
                 floatEvent.TradingAmountNetFeeAvg = unwindNetFee;
                 floatEvent.TradingAmountNetAvg = unwindNet;
                 floatEvent.TradingFeePending = position.PosiTradingFeePending * unwindData.ClosePercent;
-                floatEvent.TradingFeePending = Math.Round(floatEvent.TradingFeePending, 2, MidpointRounding.AwayFromZero);
+                floatEvent.TradingFeePending = Math.Round(floatEvent.TradingFeePending, 4, MidpointRounding.AwayFromZero);
                 floatEvent.TradingFee = closeFee;
                 floatEvent.MarkClosePnl = (unwindPrice - position.PosiGrossPrice) * unwindQty * floatRatio * longRatio;
                 floatEvent.MarkClosePnl = Math.Round(floatEvent.MarkClosePnl + ((floatEvent.TradingFeePending+ closeFee) * floatRatio * -1), ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
diff --git a/YLErpDAL/Modules/SwapModule/SwapTradeAutoService.cs b/YLErpDAL/Modules/SwapModule/SwapTradeAutoService.cs
index 90eddc20..733ce93b 100644
--- a/YLErpDAL/Modules/SwapModule/SwapTradeAutoService.cs
+++ b/YLErpDAL/Modules/SwapModule/SwapTradeAutoService.cs
@@ -698,6 +698,7 @@ namespace YLErp.Modules.SwapModule
                     }
                     flowMergeClone.TradingAmount = Math.Abs(amount);
                     flowMergeClone.TradingFeePending = flowMergeClone.TradingFeePending * qtyAbs / flowMergeClone.TradingQty;//剩余后付费用
+                    flowMergeClone.TradingFeePending = Math.Round(flowMergeClone.TradingFeePending, 4, MidpointRounding.AwayFromZero);
                     flowMergeClone.TradingQty = qtyAbs;
                     if (qty > 0)//交易有剩余新开仓
                     {
@@ -1333,6 +1334,7 @@ namespace YLErp.Modules.SwapModule
                 var newQtyAbs = Math.Abs(newQty);
                 flowMerge.SwapTradeNo = td.TradeNumber;
                 var unwindFee= newQty>0? flowMerge.TradingFeePending: flowMerge.TradingFeePending* floatPosition.PosiQuantity / flowMerge.TradingQty;
+                unwindFee = Math.Round(unwindFee, 4, MidpointRounding.AwayFromZero);
                 // 全平
                 new SwapDealService(UserInfo).AuotoSwapUnwind(td.id,
                     flowMerge.TradingAmountAvg,