Merge branch 'glms/feature/1.4.2' of http://git.yiliantech.com/gitlab/otc-dev/zszq-trs into glms/feature/1.4.2

YLErpDAL/Modules/SwapModule/SwapDealService.cs

@@ -181,8 +181,8 @@ namespace YLErp.Modules.SwapModule
                     unwindData.StartDate = preDealDate.Value;
                 }
                 unwindData.ValueDate = dealDate;
-                unwindData.UnwindDate = unwindData.UnwindDate;
-                unwindData.PayDate = QdpCalendarHelper.GetNonHoliday(unwindData.UnwindDate.Value.AddDays(td.trade_extend.ExtendObj.SettlementRules));
+                unwindData.UnwindDate = dealDate;
+                unwindData.PayDate = QdpCalendarHelper.GetNonHoliday(dealDate.AddDays(td.trade_extend.ExtendObj.SettlementRules));
                 unwindData.SwapTradeId = tradeId;
                 unwindData.NotionalValue = Convert.ToDecimal(td.OriginalStockEqvNotional ?? 0);
                 unwindData.NotionalQty = positions.Sum(s => s.PosiQuantity);
@@ -610,17 +610,17 @@ namespace YLErp.Modules.SwapModule
             DateTime lastSwapDate = preEodPosition.ValueDate;
             decimal interestProfitSum = preEodPosition.InterestProfitSum;
             var TdInterestPrincipal = preEodPosition.TdInterestPrincipal;
-            decimal interest = 0;
-            decimal tdinterest = 0;
+            decimal interest = interestProfitSum * closePercent;
+            decimal tdinterest = interestProfitSum * closePercent;
             int interestPeriod = position.interest_rest_days ?? 1;
             decimal dynomicPrincipal = principal;
             decimal tdDynomicPrincipal = posiPrincipal;
-            var calcDays = (endDate - tradeDate).Days;
+            var calcDays = (endDate - lastSwapDate).Days;
             double floatRate = Convert.ToDouble(floateRate);
             for (int i = 0; i <= calcDays; i++)
             {
-                var rateDate = tradeDate.AddDays(i);
-                if (rateDate > lastSwapDate || endDate == tradeDate)
+                var rateDate = lastSwapDate.AddDays(i);
+                if (rateDate > lastSwapDate || endDate == lastSwapDate)
                 {
                     if (i % interestPeriod == 0)
                     {
@@ -663,11 +663,6 @@ namespace YLErp.Modules.SwapModule
                     tdinterest += tdinterest1;
 
                 }
-                else if (lastSwapDate >= rateDate)
-                {
-                    interest = interestProfitSum * closePercent;
-                    tdinterest = interestProfitSum * closePercent;
-                }
 
             }
             InterestAmount = Math.Round(interest, ConsGlobal.PriceRound, MidpointRounding.AwayFromZero);
@@ -1150,8 +1145,8 @@ namespace YLErp.Modules.SwapModule
 
                 });
             }
-            unwindData.SwapCloseAmount = decimal.Parse(unwindData.SwapCloseAmount.ToString("0.00"));
-            unwindData.SwapRealizedPnL = unwindData.SwapCloseAmount;
+            unwindData.SwapCloseAmount = Math.Round(unwindData.SwapCloseAmount, 2, MidpointRounding.AwayFromZero);
+            unwindData.SwapRealizedPnL = Math.Round(unwindData.SwapRealizedPnL, 2, MidpointRounding.AwayFromZero);
         }
         /// <summary>
         /// 多空组合平仓
@@ -1188,7 +1183,7 @@ namespace YLErp.Modules.SwapModule
             catch (Exception ex)
             {
                 trans.Rollback();
-                throw ex;
+                throw;
             }
             finally
             {
@@ -1214,12 +1209,20 @@ namespace YLErp.Modules.SwapModule
             {
                 int clientCashId = AddClientCashInCashOut(td, Convert.ToDouble(unwindData.SwapCloseAmount), ClientCashInCashOut.系统操作_互换, unwindData.ValueDate);
                 SaveSwapDeal(unwindData, (int)SwapEventTypeEnum.互换, clientCashId, "系统操作_互换");
+                td.UnWindDate = unwindData.UnwindDate;
+                if (td.ExerciseDate <= unwindData.ValueDate)
+                {
+                    td.Notional = 0;
+                    td.StockEqvNotional = 0;
+                    td.TradeStatus = "已到期";
+                }
+                DbContext.SaveChanges();
                 trans.Commit();
             }
             catch (Exception ex)
             {
                 trans.Rollback();
-                throw ex;
+                throw;
             }
             finally
             {
@@ -1267,7 +1270,7 @@ namespace YLErp.Modules.SwapModule
             catch (Exception ex)
             {
                 trans.Rollback();
-                throw ex;
+                throw;
             }
             finally
             {
@@ -1345,7 +1348,7 @@ namespace YLErp.Modules.SwapModule
             catch (Exception ex)
             {
                 trans.Rollback();
-                throw ex;
+                throw;
             }
             finally
             {
@@ -1412,10 +1415,20 @@ namespace YLErp.Modules.SwapModule
             {
                 if (!string.IsNullOrEmpty(position.UnderlyingCode))
                 {
-                    position.PosiQuantity -= unwindData.CloseQty;
-                    position.PosiNotionalValue = unwindData.PosiNotionalValue - unwindData.CloseNotionalValue;
-                    position.PosiTradingFee -= position.PosiTradingFee * unwindData.ClosePercent;
-                    position.PosiTradingFeePending -= position.PosiTradingFeePending * unwindData.ClosePercent;
+                    // 收益结算（互换）不改变持仓数量和名义本金，只更新费用
+                    if (eventType == (int)SwapEventTypeEnum.互换)
+                    {
+                        position.PosiTradingFee -= position.PosiTradingFee * unwindData.ClosePercent;
+                        position.PosiTradingFeePending -= position.PosiTradingFeePending * unwindData.ClosePercent;
+                    }
+                    else
+                    {
+                        // 平仓时才扣减持仓
+                        position.PosiQuantity -= unwindData.CloseQty;
+                        position.PosiNotionalValue -= unwindData.CloseNotionalValue;
+                        position.PosiTradingFee -= position.PosiTradingFee * unwindData.ClosePercent;
+                        position.PosiTradingFeePending -= position.PosiTradingFeePending * unwindData.ClosePercent;
+                    }
                 }
                 else
                 {

YLErpWeb/Views/SwapTrade2/TradeView.cshtml

@@ -940,8 +940,8 @@
                                                             <td class="@fbgclass" style="width:116px !important;">@((SwapDirectionEnum)closeFloat.PayDirection)</td>
                                                             <td>@(closeFloat.PositionType == (int)PositionTypeFlag.Long ? "多头" : "空头")</td>
                                                             <td>@closeFloat.UnderlyingCode</td>
-                                                            <td>@(closeFloat.PosiGrossPrice * multiplier).OtcFormat(OtcFormatFlag.umpriceP)</td>
-                                                            <td>@((closeFloat.TradingAmountNetAvg ?? 0) * multiplier).OtcFormat(OtcFormatFlag.umpriceP)</td>
+                                                            <td>@((closeFloat.PosiGrossPrice * multiplier).OtcFormat(OtcFormatFlag.umpriceP))</td>
+                                                            <td>@(((closeFloat.TradingAmountNetAvg ?? 0) * multiplier).OtcFormat(OtcFormatFlag.umpriceP))</td>
                                                             <td>@((closeFloat.TradingAmountAvg * multiplier).OtcFormat(OtcFormatFlag.umpriceP))</td>
                                                             <td>@((closeFloat.PositionQty??0).OtcFormat(OtcFormatFlag.StockEqvNotional))</td>
                                                             <td>@(closeFloat.TradingFee.OtcFormat(OtcFormatFlag.StockEqvNotional))</td>

YLErpWeb/wwwroot/Scripts/app/swaptrade/incomeSwapTrade.js

@@ -144,10 +144,10 @@ const vue = new Vue({
             thisObj.deal.SwapMarginAmount = 0;
             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 {
+            if (thisObj.deal.CloseQty > 0) {
                 thisObj.floatPosition.TradingAmountFeeAvg = parseFloat(thisObj.floatPosition.TradingAmountAvg) * 0.01 + (TradingFee / thisObj.deal.CloseQty) * floatRatio;
+            } else {
+                thisObj.floatPosition.TradingAmountFeeAvg = parseFloat(thisObj.floatPosition.TradingAmountAvg) * 0.01;
             }
             this.interestList.forEach(x => {
                 //let interestRatio = x.InterestDirection == 1 ? 1 : -1;

YLErpWeb/wwwroot/Scripts/app/swaptrade/swapLongShort.js

@@ -113,7 +113,8 @@ const vue = new Vue({
             }
             let reqObj = _.cloneDeep(thisObj.deal);
             let marginCloneList = _.cloneDeep(thisObj.marginList);
-            reqObj.FlowEvents = thisObj.interestList;
+
+            reqObj.FlowEvents = _.cloneDeep(thisObj.interestList);
             marginCloneList.forEach((item) => {
                 reqObj.FlowEvents.push(item);
             })