diff --git a/UnitTestProject/Modules/DataProviderModule/EodPriceQueryServiceSettlementTest.cs b/UnitTestProject/Modules/DataProviderModule/EodPriceQueryServiceSettlementTest.cs
new file mode 100644
index 00000000..ec615f82
--- /dev/null
+++ b/UnitTestProject/Modules/DataProviderModule/EodPriceQueryServiceSettlementTest.cs
@@ -0,0 +1,72 @@
+namespace YLErp.Modules.DataProviderModule
+{
+ ///
+ /// TryGetSettlementEodPrice（债券感知统一取价）的白盒测试。
+ /// 覆盖期权/交易到期结算场景：债券标的应走中债估值表取到价（修复"结算价未找到"），
+ /// 非债券标的行为应与原 TryGetEodPrice 完全一致（不影响期货/股票）。
+ /// 注：DB 驱动，需连测试库；无数据时 Assert.Inconclusive 跳过。
+ ///
+ [TestClass]
+ public class EodPriceQueryServiceSettlementTest : YLUnitTestBase
+ {
+ [TestMethod]
+ public void BondUnderlying_RoutesToChinaBondValuation()
+ {
+ using var db = DbContextFactory.GetYLDbContext();
+ var bond = (from b in db.china_bond_valuation
+ join u in db.underlying_manager on b.bond_id equals u.UnderlyingCode
+ where b.dirty_price_close > 0
+ orderby b.valuation_date descending
+ select new { b.bond_id, vd = b.valuation_date }).FirstOrDefault();
+ if (bond == null) Assert.Inconclusive("测试库无债券估值数据，跳过");
+
+ var ok = EodPriceQueryService.TryGetSettlementEodPrice(bond.vd, bond.bond_id, out var ep);
+ Assert.IsTrue(ok, "债券标的应走中债估值表取到价（修复点）");
+ Assert.IsNotNull(ep);
+ // 债券 ClosePrice=全价(dirty_price_close)，应与 GetBondPrice().ClosePrice 一致
+ var bondPrice = EodPriceQueryService.GetBondPrice(bond.vd, bond.bond_id);
+ Assert.IsNotNull(bondPrice);
+ Assert.AreEqual(bondPrice.ClosePrice, ep.ClosePrice, 1e-6);
+ }
+
+ [TestMethod]
+ public void NonBondUnderlying_RoutesToStockOrFuturePath()
+ {
+ using var db = DbContextFactory.GetYLDbContext();
+ var stock = (from s in db.eod_stock_price
+ join u in db.underlying_manager on s.UnderlyingCode equals u.UnderlyingCode
+ where s.ClosePrice > 0 && u.UnderlyingInstrumentType == "Stock"
+ select new { s.UnderlyingCode, s.ValueDate }).FirstOrDefault();
+ if (stock == null) Assert.Inconclusive("测试库无(股票类型)价格数据，跳过");
+
+ var ok = EodPriceQueryService.TryGetSettlementEodPrice(stock.ValueDate, stock.UnderlyingCode, out var ep);
+ var okOld = EodPriceQueryService.TryGetEodPrice(stock.ValueDate, stock.UnderlyingCode, out var epOld);
+ Assert.AreEqual(okOld, ok, "非债券标的行为应与原 TryGetEodPrice 一致");
+ if (ok)
+ {
+ Assert.IsNotNull(ep);
+ Assert.AreEqual(epOld.ClosePrice, ep.ClosePrice, 1e-6, "非债券标的取到的收盘价应与原路径相同");
+ }
+ }
+
+ [TestMethod]
+ public void BondOptionExpiry_Regression_OldPathFailsNewPathSucceeds()
+ {
+ using var db = DbContextFactory.GetYLDbContext();
+ var bond = (from b in db.china_bond_valuation
+ join u in db.underlying_manager on b.bond_id equals u.UnderlyingCode
+ where b.dirty_price_close > 0
+ orderby b.valuation_date descending
+ select new { b.bond_id, vd = b.valuation_date }).FirstOrDefault();
+ if (bond == null) Assert.Inconclusive("测试库无债券估值数据，跳过");
+
+ // 旧路径：TryGetEodPrice 只 join 期货/股票两表，债券取不到价
+ var oldOk = EodPriceQueryService.TryGetEodPrice(bond.vd, bond.bond_id, out _);
+ // 新路径：债券感知统一取价，应能取到
+ var newOk = EodPriceQueryService.TryGetSettlementEodPrice(bond.vd, bond.bond_id, out var ep);
+ Assert.IsFalse(oldOk, "回归基线：旧路径对债券标的应取不到价（这正是期权到期报'结算价未找到'的根因）");
+ Assert.IsTrue(newOk && ep != null && ep.ClosePrice > 0,
+ "修复验证：统一取价应能为债券标的取到结算价，期权到期不再报'结算价未找到'");
+ }
+ }
+}
diff --git a/UnitTestProject/Modules/SwapModule/SwapUnwindScenarioTest.cs b/UnitTestProject/Modules/SwapModule/SwapUnwindScenarioTest.cs
index 103b65f5..7d1dfc27 100644
--- a/UnitTestProject/Modules/SwapModule/SwapUnwindScenarioTest.cs
+++ b/UnitTestProject/Modules/SwapModule/SwapUnwindScenarioTest.cs
@@ -187,5 +187,55 @@ namespace YLErp.Modules.SwapModule
"SwapRealizedPnL 应=SwapCloseAmount(6000)");
Console.WriteLine($"UW_006: CloseReCheck={service.CloseReCheckCallCount}次, SwapRealizedPnL={service.SaveSwapDealCalls[0].data.SwapRealizedPnL} ✅");
}
+
+ // ================================================================
+ // 场景7：前端传"占期初(A)"语义，后端入口转"占剩余(B)" —— 全平判定
+ // 原始名义本金 100M / 剩余 60M，前端传 A=0.6（平掉原始 60M = 剩余全部）
+ // B = A × Notional/Posi = 0.6 × 100/60 = 1.0 → 触发全平
+ // ================================================================
+ [TestMethod]
+ public void UW_007_SwapUnwind_占期初A转占剩余B_全平判定正确()
+ {
+ var td = SwapDealTestFactory.CreateTrade();
+ var service = new TestableSwapDealService(td);
+ var unwindData = SwapDealTestFactory.CreateUnwindData(
+ swapRealizedPnL: 0m, closeMethod: (int)CloseMethodEnum.全部平仓, closePercent: 0.6m,
+ closeQty: 600000m, closeNotionalValue: 600000m, positionQty: 600000m);
+ unwindData.NotionalValue = 1000000m; // 期初名义本金
+ unwindData.PosiNotionalValue = 600000m; // 剩余名义本金
+
+ service.SwapUnwind(unwindData);
+
+ // 桩 SaveSwapDeal 收集的是转换后的 B（落库 A 还原在生产 SaveSwapDealInternal 中，桩跳过）
+ Assert.AreEqual(1.0m, service.SaveSwapDealCalls[0].data.ClosePercent, 0.0001m,
+ "入口 A=0.6 应转为 B=1.0（占剩余全平）");
+ Assert.AreEqual("已平仓", td.TradeStatus, "B==1 触发全平 TradeStatus=已平仓");
+ Console.WriteLine($"UW_007: A=0.6→B={service.SaveSwapDealCalls[0].data.ClosePercent}, TradeStatus={td.TradeStatus} ✅");
+ }
+
+ // ================================================================
+ // 场景8：占期初(A)转占剩余(B) —— 部分平仓
+ // 原始 100M / 剩余 60M，前端传 A=0.3（平掉原始 30M = 剩余的 50%）
+ // B = A × Notional/Posi = 0.3 × 100/60 = 0.5 → 部分平仓
+ // ================================================================
+ [TestMethod]
+ public void UW_008_SwapUnwind_占期初A转占剩余B_部分平仓正确()
+ {
+ var td = SwapDealTestFactory.CreateTrade();
+ var service = new TestableSwapDealService(td);
+ var unwindData = SwapDealTestFactory.CreateUnwindData(
+ swapRealizedPnL: 0m, closeMethod: (int)CloseMethodEnum.部分平仓, closePercent: 0.3m,
+ closeQty: 300000m, closeNotionalValue: 300000m, positionQty: 600000m);
+ unwindData.NotionalValue = 1000000m; // 期初名义本金
+ unwindData.PosiNotionalValue = 600000m; // 剩余名义本金
+
+ service.SwapUnwind(unwindData);
+
+ Assert.AreEqual(0.5m, service.SaveSwapDealCalls[0].data.ClosePercent, 0.0001m,
+ "入口 A=0.3 应转为 B=0.5（占剩余 50%）");
+ Assert.AreEqual(1, td.HasPartialUnWind, "B≠1 应为部分平仓，设 HasPartialUnWind=1");
+ Assert.AreEqual("确认成交", td.TradeStatus, "部分平仓 TradeStatus 保持不变");
+ Console.WriteLine($"UW_008: A=0.3→B={service.SaveSwapDealCalls[0].data.ClosePercent}, HasPartialUnWind={td.HasPartialUnWind} ✅");
+ }
}
}
diff --git a/YLErpDAL/Modules/DataProviderModule/EodPriceProvider.cs b/YLErpDAL/Modules/DataProviderModule/EodPriceProvider.cs
index 18b31de5..c59eca99 100644
--- a/YLErpDAL/Modules/DataProviderModule/EodPriceProvider.cs
+++ b/YLErpDAL/Modules/DataProviderModule/EodPriceProvider.cs
@@ -140,6 +140,9 @@ namespace YLErp.Modules.DataProviderModule
{
if (item.UnderlyingInstrumentType == "Bonds")
{
+ // [Layer2-待统一] 债券映射口径：SettlePrice=全价(dirty_price_close)，ClosePrice=净价(net_price)。
+ // 注意：这与 EodPriceQueryService.GetBondPrice 的映射【完全相反】(GetBondPrice: ClosePrice=全价，SettlePrice=净价)。
+ // 两处对"债券收盘价/结算价"的净全价定义不一致属历史遗留，请勿随意改动单侧，需业务先定调后统一（见 TryGetSettlementEodPrice 注释）。
item.SettlePrice = Convert.ToDouble(BondPriceConverter.ToStorage(item.DeciSettlePrice));
item.ClosePrice = Convert.ToDouble(BondPriceConverter.ToStorage(item.DeciClosePrice));
item.ReferencePrice = Convert.ToDouble(BondPriceConverter.ToStorage(item.DeciReferencePrice));
diff --git a/YLErpDAL/Modules/DataProviderModule/EodPriceQueryService.cs b/YLErpDAL/Modules/DataProviderModule/EodPriceQueryService.cs
index c660b0c6..7792e5e1 100644
--- a/YLErpDAL/Modules/DataProviderModule/EodPriceQueryService.cs
+++ b/YLErpDAL/Modules/DataProviderModule/EodPriceQueryService.cs
@@ -114,6 +114,23 @@ namespace YLErp.Modules.DataProviderModule
return (eodPrice = GetBondPrice(valueDate, underlyingCode)) != null;
}
///
+ /// 统一日终结算取价（债券感知）。
+ /// 用于交易/期权到期结算：债券标的走中债估值表（TryGetBondEodPrice），期货/股票走原 InnerGetEodPrice。
+ /// 解决到期路径（tradeExpireInner / MultipleTradeExpireConfirm）漏查债券表导致"结算价未找到"的问题。
+ /// 注：债券 ClosePrice/SettlePrice 映射沿用 GetBondPrice 口径（ClosePrice=全价 dirty_price_close，SettlePrice=净价 net_price），
+ /// 与 EodPriceProvider 的映射（ClosePrice=净价，SettlePrice=全价）相反——属历史不一致（见 EodPriceProvider.Initialize 与 GetBondPrice 的注释），
+ /// 本方法保持与系统既有"债券现价"约定（UnderlyingCodePrice）一致，不引入新口径。
+ ///
+ public static bool TryGetSettlementEodPrice(DateTime valueDate, string underlyingCode, out EodPrice eodPrice)
+ {
+ var um = DataCacheProvider.GetUnderlyingDataSource().GetData(underlyingCode);
+ if (um != null && ConsGlobal.InstrumentType.IsBond(um.UnderlyingInstrumentType))
+ {
+ return TryGetBondEodPrice(valueDate, underlyingCode, out eodPrice);
+ }
+ return TryGetEodPrice(valueDate, underlyingCode, out eodPrice);
+ }
+ ///
/// 尝试获取标的某日的日终价
///
public static bool TryGetEodPrice(DateTime valueDate, int underlyingId, out EodPrice eodPrice)
@@ -231,6 +248,9 @@ namespace YLErp.Modules.DataProviderModule
Vobp = bondPrice.vobp,
ValueDate = valueDate,
UnderlyingCode = underlyingCode,
+ // [Layer2-待统一] 债券映射口径：ClosePrice=全价(dirty_price_close)，SettlePrice=净价(net_price)。
+ // 注意：这与 EodPriceProvider.Initialize 的映射【完全相反】(EodPriceProvider: ClosePrice=净价，SettlePrice=全价)。
+ // 两处对"债券收盘价/结算价"的净全价定义不一致属历史遗留，请勿随意改动单侧，需业务先定调后统一（见 TryGetSettlementEodPrice 注释）。
ClosePrice = Convert.ToDouble(BondPriceConverter.ToStorage(bondPrice.dirty_price_close)),
SettlePrice = Convert.ToDouble(BondPriceConverter.ToStorage(bondPrice.net_price)),
ReferencePrice = Convert.ToDouble(BondPriceConverter.ToStorage(bondPrice.yield))
diff --git a/YLErpDAL/Modules/SwapModule/SwapDealService.cs b/YLErpDAL/Modules/SwapModule/SwapDealService.cs
index 26285156..246142bd 100644
--- a/YLErpDAL/Modules/SwapModule/SwapDealService.cs
+++ b/YLErpDAL/Modules/SwapModule/SwapDealService.cs
@@ -726,6 +726,30 @@ namespace YLErp.Modules.SwapModule
return (closePrincipal, posiPrincipal, newClosePercent);
}
+ ///
+ /// 平仓比例口径转换（解决"显示占期初 / 计算占剩余"双语义问题）。
+ /// 前端与事件列表展示用"占期初(original)"语义(A)；后端 CalcNotionalByMode / 费用递减 /
+ /// 全平判定均按"占剩余(remaining)"语义(B)消费。
+ /// A → B：B = A × 期初名义本金(NotionalValue) / 剩余名义本金(PosiNotionalValue)，并 cap 到 1。
+ /// B → A：A = B × 剩余名义本金 / 期初名义本金。
+ /// 分母为 0（无持仓等异常场景）时原样返回，避免除零。
+ ///
+ public static decimal ToRemainingClosePercent(decimal originalClosePercent, decimal notionalValue, decimal posiNotionalValue)
+ {
+ if (posiNotionalValue <= 0) return originalClosePercent;
+ var remaining = originalClosePercent * notionalValue / posiNotionalValue;
+ return remaining > 1 ? 1 : remaining;
+ }
+
+ ///
+ /// B(占剩余) → A(占期初)，用于落库 / 事件列表展示还原。见 ToRemainingClosePercent。
+ ///
+ public static decimal ToOriginalClosePercent(decimal remainingClosePercent, decimal notionalValue, decimal posiNotionalValue)
+ {
+ if (notionalValue <= 0) return remainingClosePercent;
+ return remainingClosePercent * posiNotionalValue / notionalValue;
+ }
+
///
/// 获取固定利率
///
@@ -1226,6 +1250,9 @@ namespace YLErp.Modules.SwapModule
}
//CheckLastEod(unwindData.ValueDate, td.StartDate.Value, unwindData.SwapTradeId); //去掉平仓收盘限制
ValidateFrontendPnL(unwindData, isIncome: false); // 只读校验告警，不阻断交易
+ // 前端按"占期初(original)"语义传 ClosePercent(A)；后端全链路按"占剩余(remaining)"语义(B)消费。
+ // 入口统一转换为 B，落库展示用的 A 由 SaveSwapDealInternal 还原。
+ unwindData.ClosePercent = ToRemainingClosePercent(unwindData.ClosePercent, unwindData.NotionalValue, unwindData.PosiNotionalValue);
bool cofirm = false;
ExecuteInTransaction(() =>
{
@@ -1843,7 +1870,13 @@ namespace YLErp.Modules.SwapModule
}
var flowList = new List(unwindData.FlowEvents);
unwindData.FlowEvents.Clear();
+ // 落库展示用"占期初(original)"语义(A)；计算链（费用递减/全平判定）用"占剩余(remaining)"语义(B)。
+ // 序列化前把 ClosePercent 还原为 A，序列化后立即还原回 B 供后续使用。
+ var storedClosePercent = ToOriginalClosePercent(unwindData.ClosePercent, unwindData.NotionalValue, unwindData.PosiNotionalValue);
+ var incomingClosePercent = unwindData.ClosePercent;
+ unwindData.ClosePercent = storedClosePercent;
string data = JsonConvert.SerializeObject(unwindData);
+ unwindData.ClosePercent = incomingClosePercent;
var swapEvent = new SwapEventService(this).AddSwapEventDate(unwindData.ValueDate, unwindData.SwapTradeId, eventType, data, clientCashId, true, eventResason);//将平仓、互换总额存入事件
foreach (var item in flowList)
{
diff --git a/YLErpDAL/Modules/TradeModule/DealModule/TradeExpireConfirmService.cs b/YLErpDAL/Modules/TradeModule/DealModule/TradeExpireConfirmService.cs
index a523d7ca..ab9624f9 100644
--- a/YLErpDAL/Modules/TradeModule/DealModule/TradeExpireConfirmService.cs
+++ b/YLErpDAL/Modules/TradeModule/DealModule/TradeExpireConfirmService.cs
@@ -140,7 +140,9 @@ namespace YLErp.Modules.TradeModule.DealModule
#region 设置期末价格和执行价格
- var finalPrice = EodPriceQueryService.TryGetEodPrice(exerciseDate, td.UnderlyingCode, out var eodPrice)
+ // 债券标的需走中债估值表取价，原 TryGetEodPrice 只查期货/股票两表会漏掉债券，导致"结算价未找到"。
+ // 统一改用债券感知的 TryGetSettlementEodPrice（见 EodPriceQueryService）。
+ var finalPrice = EodPriceQueryService.TryGetSettlementEodPrice(exerciseDate, td.UnderlyingCode, out var eodPrice)
? eodPrice.GetPrice(td.SettlementType) : 0;
if (finalPrice <= 0)
@@ -280,8 +282,6 @@ namespace YLErp.Modules.TradeModule.DealModule
trade_cash tradeCash = null;
//日终价格
- var underlyingIds = tradeUnwindTrades.Select(t => t.UnderlyingId).ToList();
- var EodPriceProvider = new EodPriceProvider(valueDate);
//批量结算的全是现金流交易就不用结算价
if (!EodPriceQueryService.CheckDbExists(valueDate) && tradeQuery.Any(t => t.TradeType != "现金流交易"))
{
@@ -308,8 +308,8 @@ namespace YLErp.Modules.TradeModule.DealModule
var CountRatio = 1;
if (t.TradeType != "现金流交易")
{
- //结算价
- if (EodPriceProvider.TryGetEodPrice(t.UnderlyingCode, out var eodPrice))
+ //结算价（债券感知统一取价：债券走中债估值，期货/股票走原路径，见 EodPriceQueryService.TryGetSettlementEodPrice）
+ if (EodPriceQueryService.TryGetSettlementEodPrice(valueDate, t.UnderlyingCode, out var eodPrice))
{
settlePrice = eodPrice.GetPrice(t.SettlementType);
}
diff --git a/YLErpWeb/Controllers/SwapTrade2Controller.cs b/YLErpWeb/Controllers/SwapTrade2Controller.cs
index 52d4ae46..717ad13f 100644
--- a/YLErpWeb/Controllers/SwapTrade2Controller.cs
+++ b/YLErpWeb/Controllers/SwapTrade2Controller.cs
@@ -283,9 +283,12 @@ namespace YLErp.Web.Controllers
///
///
///
- public JsonResult GetUnwindInterestList(DateTime valueDate,DateTime unwindDate, int tradeId, decimal closePercent, int eventType)
+ public JsonResult GetUnwindInterestList(DateTime valueDate,DateTime unwindDate, int tradeId, decimal closePercent, int eventType, decimal notionalValue = 0, decimal posiNotionalValue = 0)
{
- var interests = new SwapDealService(CurUser).GetUnwindInterests(valueDate, unwindDate, tradeId, closePercent, eventType);
+ // 前端按"占期初(original)"语义传 closePercent(A)；后端 GetUnwindInterests 按"占剩余(remaining)"语义(B)计算。
+ // 多空互换前端不传 notionalValue/posiNotionalValue（默认 0），则跳过转换保持原行为。
+ var convertedClosePercent = SwapDealService.ToRemainingClosePercent(closePercent, notionalValue, posiNotionalValue);
+ var interests = new SwapDealService(CurUser).GetUnwindInterests(valueDate, unwindDate, tradeId, convertedClosePercent, eventType);
foreach (var interest in interests)
{
interest.TdInterestAmount=Math.Round(interest.TdInterestAmount, ConsGlobal.MoneyRound,MidpointRounding.AwayFromZero);
diff --git a/YLErpWeb/Controllers/trade_cashController.cs b/YLErpWeb/Controllers/trade_cashController.cs
index b2730b8c..44106885 100644
--- a/YLErpWeb/Controllers/trade_cashController.cs
+++ b/YLErpWeb/Controllers/trade_cashController.cs
@@ -148,7 +148,7 @@ namespace YLErp.Web.Controllers
{
valueDate = QdpCalendarHelper.GetNonHolidayDefore(valueDate);
}
- if (!EodPriceQueryService.TryGetEodPrice(valueDate, td.UnderlyingCode, out _))
+ if (!EodPriceQueryService.TryGetSettlementEodPrice(valueDate, td.UnderlyingCode, out _))
{
return JsonError($"交易日{valueDate:yyyy-MM-dd}的结算价或收盘价未找到!");
}
diff --git a/YLErpWeb/wwwroot/Scripts/app/swaptrade/unwindSwapTrade.js b/YLErpWeb/wwwroot/Scripts/app/swaptrade/unwindSwapTrade.js
index e1fce1dc..03f90bc7 100644
--- a/YLErpWeb/wwwroot/Scripts/app/swaptrade/unwindSwapTrade.js
+++ b/YLErpWeb/wwwroot/Scripts/app/swaptrade/unwindSwapTrade.js
@@ -17,8 +17,8 @@ const vue = new Vue({
marginList: [],
initPosiNetPrice: 0,
multiplier: 1,
- // 多次部分平仓后，ClosePercent 语义为“占剩余持仓的比例”(后端 GetUnwindInterests 用 remainingBase×closePercent 计算预付金返还)，
- // 故最多可平 100% 剩余，oriClosePercent 恒为 1；不能用 model.ClosePercent(=剩余/原始，Definition A 旧口径)，否则全部平仓/按比例会少返预付金
+ // 平仓比例展示/输入均为"占期初(original)"语义(A)：默认与每次重开都基于原始名义本金。
+ // oriClosePercent = 剩余名义本金/期初名义本金 = 最多可平比例（不能平超过剩余持仓）。
oriClosePercent: 1,
ratio: 1,
shortRatio: 1,
@@ -55,12 +55,9 @@ const vue = new Vue({
this.ratio = this.floatPosition.PayDirection == 1 ? -1 : 1;
this.shortRatio = this.floatPosition.PositionType == 1 ? 1 : -1;
this.TradeStartDate = model.TradeStartDate;
- // 多次部分平仓后 ClosePercent 语义为"占剩余持仓比例"。
- // 仅当"全部平仓"(CloseMethod==1) 时修正旧口径(model.ClosePercent 可能=剩余/原始<1)为 1；
- // "部分平仓"(CloseMethod==2) 时保留已提交比例(平仓待复核场景)，避免覆盖用户已提交的 closePercent
- if (this.deal.CloseMethod === 1) {
- this.deal.ClosePercent = 1;
- }
+ // 最多可平比例(占期初口径) = 剩余名义本金 / 期初名义本金；分母为 0 时兜底为 1
+ this.oriClosePercent = (this.deal.NotionalValue && this.deal.PosiNotionalValue)
+ ? this.deal.PosiNotionalValue / this.deal.NotionalValue : 1;
// 转换期末标的价格为百分比形式
if (this.floatPosition.TradingAmountAvg) {
this.floatPosition.TradingAmountAvg = this.floatPosition.TradingAmountAvg * this.multiplier;
@@ -154,8 +151,8 @@ const vue = new Vue({
} else {
this.deal.CloseMethod = 2;
}
- // 多次部分平仓后 PosiNotionalValue 才是剩余本金，不能用原始 NotionalValue，否则平仓名义本金偏大
- this.deal.CloseNotionalValue = otcformat.trading.StockEqvNotional(parseFloat(this.deal.ClosePercent) * parseFloat(this.deal.PosiNotionalValue));
+ // 占期初口径：平仓名义本金 = 平仓比例 × 期初名义本金(NotionalValue)
+ this.deal.CloseNotionalValue = otcformat.trading.StockEqvNotional(parseFloat(this.deal.ClosePercent) * parseFloat(this.deal.NotionalValue));
this.calcTradingFeePending();
this.getInterestList();
this.calcFloatClosePnl();
@@ -167,8 +164,8 @@ const vue = new Vue({
return;
}
this.deal.CloseQty = otcformat.trading.notional(parseFloat(this.deal.PositionQty) * parseFloat(this.deal.ClosePercent));
- // 多次部分平仓后 PosiNotionalValue 才是剩余本金，不能用原始 NotionalValue，否则平仓名义本金偏大
- this.deal.CloseNotionalValue = otcformat.trading.StockEqvNotional(parseFloat(this.deal.ClosePercent) * parseFloat(this.deal.PosiNotionalValue));
+ // 占期初口径：平仓名义本金 = 平仓比例 × 期初名义本金(NotionalValue)
+ this.deal.CloseNotionalValue = otcformat.trading.StockEqvNotional(parseFloat(this.deal.ClosePercent) * parseFloat(this.deal.NotionalValue));
if (parseFloat(this.deal.CloseNotionalValue) == parseFloat(this.deal.PosiNotionalValue)) {
this.floatPosition.CloseMethod = 1;
} else {
@@ -184,8 +181,8 @@ const vue = new Vue({
this.deal.CloseNotionalValue = this.deal.PosiNotionalValue;
return;
}
- // 多次部分平仓后应以 PosiNotionalValue(剩余) 为分母，否则 ClosePercent 偏小，导致后端预付金返还本金计算错误
- this.deal.ClosePercent = otcformat.fixed6(parseFloat(this.deal.CloseNotionalValue) / parseFloat(this.deal.PosiNotionalValue));
+ // 占期初口径：平仓比例 = 平仓名义本金 / 期初名义本金(NotionalValue)
+ this.deal.ClosePercent = otcformat.fixed6(parseFloat(this.deal.CloseNotionalValue) / parseFloat(this.deal.NotionalValue));
this.deal.CloseQty = otcformat.trading.notional(parseFloat(this.deal.PositionQty) * parseFloat(this.deal.ClosePercent));
this.calcTradingFeePending();
this.getInterestList();
@@ -272,7 +269,8 @@ const vue = new Vue({
},
getInterestList() {//根据平仓日期获取利息腿信息
var thisObj = this;
- var postData = { valueDate: thisObj.deal.ValueDate, unwindDate: thisObj.deal.UnwindDate, tradeId: thisObj.deal.SwapTradeId, closePercent: thisObj.deal.ClosePercent, eventType: 2 }
+ // closePercent 按"占期初(original)"语义(A)传给后端，由 GetUnwindInterestList 转为"占剩余(B)"计算
+ var postData = { valueDate: thisObj.deal.ValueDate, unwindDate: thisObj.deal.UnwindDate, tradeId: thisObj.deal.SwapTradeId, closePercent: thisObj.deal.ClosePercent, eventType: 2, notionalValue: thisObj.deal.NotionalValue, posiNotionalValue: thisObj.deal.PosiNotionalValue }
main.post("/swaptrade2/GetUnwindInterestList", postData, { async: true }).done(function (resp) {
thisObj.interestList = resp.obj.filter((item) => {
return item.InterestMode == 1 || item.InterestMode == 2 || item.InterestMode == 7 || item.InterestMode == 8 || item.InterestMode == 9;
diff --git a/YLErpWeb/wwwroot/Scripts/app/system/Approvalprocess.js b/YLErpWeb/wwwroot/Scripts/app/system/Approvalprocess.js
index 50dde0e8..cff6d111 100644
--- a/YLErpWeb/wwwroot/Scripts/app/system/Approvalprocess.js
+++ b/YLErpWeb/wwwroot/Scripts/app/system/Approvalprocess.js
@@ -669,7 +669,7 @@ var app = new Vue({
return;
}
if (thisObj.tradeItems != null && thisObj.tradeItems.length > 0) {
- main.confirm("确认修改交易审批流程?", function () {
+ main.confirm("审批页面存在未审批完的交易，修改审批流程后这些交易需要重新审批，确认修改?", function () {
main.post("/AccountOpeningProcess/AddProcess",
{ type: thisObj.tradeItems[0].Type, data: thisObj.tradeItems },
{ async: false }).done(
@@ -1391,7 +1391,7 @@ var app = new Vue({
}
thisObj.stringifyAllTrigger(thisObj.closeItems); // 需求①：序列化触发条件
if (thisObj.closeItems != null && thisObj.closeItems.length > 0) {
- main.confirm("确认修改交易了结审批流程?", function () {
+ main.confirm("审批页面存在未审批完的交易，修改审批流程后这些交易需要重新审批，确认修改?", function () {
main.post("/AccountOpeningProcess/AddProcess",
{ type: "CloseProcess", data: thisObj.closeItems },
{ async: false }).done(