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

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锦麟 王
2026-08-28 13:07:36 +08:00
parent 91ae77c4af 1857f9a356
commit 59f152fc68
11 changed files with 109 additions and 23 deletions
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Plugins/YLErp.Plugins.GuoLian/DocumentGenerator/TradeSettleBillGenerator.cs
-6
View File
@@ -74,11 +74,6 @@ namespace YLErp.Plugins.GuoLian.DocumentGenerator
var underlying = Context.GetTradeUnderlying(flowEventGroup.UnderlyingCode);
var closeNotionalValue = unwindData?.CloseNotionalValue
?? flowEventGroup.Quantity * flowEventGroup.ContractSize * posi.PosiGrossPrice;
var settlementDate = flowEventGroup.UnwindDate
?? throw new ServiceException($"平仓事件{flowEventGroup.id}缺少结算日");
var currentDayFloatingDividend = Context.GetEodPositions(tradeId, settlementDate)
.FirstOrDefault(x => x.PositionId == flowEventGroup.PositionId)
?.TdPosiDividend ?? 0m;
// 行构造器统一处理客户视角、结算公式、品种差异和模板展示精度。
var row = SwapSettlementBillRowBuilder.Build(new SwapSettlementBillRowInput
@@ -91,7 +86,6 @@ namespace YLErp.Plugins.GuoLian.DocumentGenerator
Positions = positions,
UnderlyingInstrumentType = underlying?.UnderlyingInstrumentType,
CloseNotionalValue = closeNotionalValue,
CurrentDayFloatingDividend = currentDayFloatingDividend,
// 与提前终止详情页保持同一来源：读取 swap_flow_event 中的平仓浮动腿记录。
ExitYtm = flowEventGroup.ExitYtm,
IncludePeriodPaymentInNetting = (tradeExtend?.ExtendObj?.DividendPayDate ?? 1) == 0
YLErpDAL/BLL/EodSettlement/ClientBalanceUtility.cs
+3
View File
@@ -21,6 +21,8 @@ namespace YLErp.BLL.EodSettlement
/// </summary>
public class ClientBalanceUtility
{
private static readonly IYcLogger logger = LogFactory.GetLogger("客户资金结算");
/// <summary>
/// 获取startDate至endDate 所有客户结算信息统计
/// </summary>
@@ -441,6 +443,7 @@ namespace YLErp.BLL.EodSettlement
{
balance.DesirableFund = Math.Max(balance.MarginBalance + Math.Min(balance.RoundedPositionPnl, 0), 0);
}
logger.Info($"客户资金结算：客户{client?.id}（{client?.Name}）{balance.ValueDate:yyyy-MM-dd} MarginWatchRule={client?.MarginWatchRule?.ToString() ?? "NULL"} 可用资金={balance.AvailableAmount:0.00} 追保金额={balance.MarginByPayableMarginTotal:0.00} 是否追保={balance.NeedAddMargin} 可取资金={balance.DesirableFund:0.00}（期末结存{balance.AmountFund:0.00} 授信{balance.TotalCredit:0.00} 已用授信{balance.UsedCredit:0.00} 互换初始{balance.SwapInitMargin:0.00} 维持{-balance.MySideMargin:0.00} 追加合计{balance.SwapAdditionalMarginTotal:0.00}）");
}
}
YLErpDAL/BLL/EodSettlement/RealTimeClientBanlanceService.cs
+3
View File
@@ -30,6 +30,8 @@ namespace YLErp.BLL.Eod
/// </summary>
public class RealTimeClientBanlanceService : YLBaseService
{
private static readonly IYcLogger logger = LogFactory.GetLogger("实时客户资金");
readonly valuedate _systemDate; //系统参数
readonly DateTime _valueDate; //系统交易日
readonly Dictionary<int, ClientBalanceEx> _clientBalanceDic;
@@ -341,6 +343,7 @@ namespace YLErp.BLL.Eod
{
item.DesirableFund = Math.Max(item.MarginBalance - item.FrozenMarginMoney + Math.Min(item.RoundedPositionPnl, 0), 0);
}
logger.Info($"实时客户资金：客户{clientId} MarginWatchRule={ruleClient?.MarginWatchRule?.ToString() ?? "NULL"} 可用资金={item.AvailableAmount:0.00} 追保金额={item.MarginByPayableMarginTotal:0.00} 是否追保={item.NeedAddMargin} 可取资金={item.DesirableFund:0.00}（期末结存{item.AmountFund:0.00} 授信{item.TotalCredit:0.00} 已用授信{item.UsedCredit:0.00} 互换初始{item.SwapInitMargin:0.00} 维持{-item.MySideMargin:0.00} 追加合计{item.SwapAdditionalMarginTotal:0.00}）");
}
return _clientBalanceDic.Values;
YLErpDAL/BLL/MarginCalculation/MarginCalculationBase.cs
+6 -1
View File
@@ -531,7 +531,12 @@ namespace YLErp.BLL.MarginCalculation
}
}
return SwapSpanMarginCalc.CalcTradeMaintenanceMargin(trade.InitialMargin, spanCfg, legs, isInitialCalc, closePrice);
var margin = SwapSpanMarginCalc.CalcTradeMaintenanceMargin(trade.InitialMargin, spanCfg, legs, isInitialCalc, closePrice);
if (margin.HasValue)
{
logger.Info($"规则15新引擎：交易{trade.id} 标的{trade.UnderlyingCode} 收盘价={closePrice:0.####}（试算初始={isInitialCalc}）→ 维持保证金={margin.Value:0.00}");
}
return margin;
}
}
}
YLErpDAL/Modules/MarginModule/MarginTemplateV2RateHelper.cs
+24 -3
View File
@@ -110,12 +110,14 @@ namespace YLErp.Modules.MarginModule
//2.无预付金规则：率直接为 0
if (template.RuleType == (int)MarginRuleTypeEnum.无预付金)
{
logger.Info($"预付金模板取数：模板{template.id}（规则=无预付金）标的{underlyingCode}，x=y=0");
return new MarginRateResult { Template = template, InitRate = 0m, MaintainRate = 0m };
}
if (template.RuleType != (int)MarginRuleTypeEnum.区间追保结构)
{
//其他规则不在本帮助类支持范围，显式返回 null
logger.Info($"【警告】预付金模板取数：模板{template.id} 规则{template.RuleType}不在取数支持范围（仅 无预付金/区间追保结构），返回null由调用方兜底");
return null;
}
@@ -124,6 +126,7 @@ namespace YLErp.Modules.MarginModule
.Where(x => x.MarginTemplateId == template.id && x.ValueDate <= valueDate);
if (!detailQuery.Any())
{
logger.Info($"【警告】预付金模板取数：模板{template.id} 无生效明细行（ValueDate≤{valueDate:yyyy-MM-dd}），返回null由调用方兜底");
return null;
}
var latestValueDate = detailQuery.Max(x => x.ValueDate);
@@ -158,6 +161,7 @@ namespace YLErp.Modules.MarginModule
}
if (!matched.Any())
{
logger.Info($"【警告】预付金模板取数：模板{template.id}（生效日{latestValueDate:yyyy-MM-dd}）标的{underlyingCode}（品种{underlyingInstrumentType}，期限档{term}）无匹配明细行，返回null由调用方兜底");
return null;
}
@@ -170,12 +174,15 @@ namespace YLErp.Modules.MarginModule
}
var detail = matched.First();
var initRate = ToDecimalRate(detail.MarginRatio1);
var maintainRate = ToDecimalRate(detail.MarginRatio2);
logger.Info($"预付金模板取数：模板{template.id}（生效日{latestValueDate:yyyy-MM-dd}）标的{underlyingCode}（品种{underlyingInstrumentType}，期限档{term}）命中明细行{detail.id}：初始x={(initRate?.ToString("0.####") ?? "未配")}，维持y={(maintainRate?.ToString("0.####") ?? "未配")}");
return new MarginRateResult
{
Template = template,
Detail = detail,
InitRate = ToDecimalRate(detail.MarginRatio1),
MaintainRate = ToDecimalRate(detail.MarginRatio2)
InitRate = initRate,
MaintainRate = maintainRate
};
}
@@ -226,6 +233,7 @@ namespace YLErp.Modules.MarginModule
var bound = db.margin_template_v2.AsNoTracking().FirstOrDefault(x => x.id == bindingTemplateId.Value && x.IsValid);
if (bound != null && bound.IsApplicableToBook(tradeAssetId))
{
logger.Info($"预付金模板取数：交易{tradeId}（客户{clientId}）命中层级=交易绑定 → 模板{bound.id}");
return bound;
}
if (bound != null)
@@ -264,17 +272,23 @@ namespace YLErp.Modules.MarginModule
var ret = clientTemplate.FirstOrDefault(x => x.IsApplicableToBook(tradeAssetId));
if (ret != null)
{
logger.Info($"预付金模板取数：交易{tradeId}（客户{clientId}，等级{levelName ?? "无"}）命中层级=客户默认 → 模板{ret.id}");
return ret;
}
}
//3.全局默认
return db.margin_template_v2.AsNoTracking()
var globalDefault = db.margin_template_v2.AsNoTracking()
.Where(x => x.IsDefault && !x.IsForClient && x.IsValid && x.TradeTypes.Contains("收益互换") && x.ValueDate <= valueDate)
.OrderByDescending(x => x.ValueDate)
.ThenByDescending(x => x.id)
.ToList()
.FirstOrDefault(x => x.IsApplicableToBook(tradeAssetId));
if (globalDefault != null)
{
logger.Info($"预付金模板取数：交易{tradeId}（客户{clientId}）命中层级=全局默认 → 模板{globalDefault.id}");
}
return globalDefault;
}
/// <summary>
@@ -373,6 +387,7 @@ namespace YLErp.Modules.MarginModule
if (boundTemplates.TryGetValue(templateId, out var bound) && bound.IsApplicableToBook(trade.AssetId))
{
result[trade.id] = bound;
logger.Info($"预付金模板取数：交易{trade.id}（客户{trade.ClientId}）命中层级=交易绑定 → 模板{bound.id}");
}
else if (boundTemplates.ContainsKey(templateId))
{
@@ -391,12 +406,18 @@ namespace YLErp.Modules.MarginModule
if (clientTemplate != null)
{
result[trade.id] = clientTemplate.Template;
logger.Info($"预付金模板取数：交易{trade.id}（客户{trade.ClientId}，等级{levelName ?? "无"}）命中层级=客户默认 → 模板{clientTemplate.Template.id}");
continue;
}
var globalDefault = globalDefaults.FirstOrDefault(x => x.IsApplicableToBook(trade.AssetId));
if (globalDefault != null)
{
result[trade.id] = globalDefault;
logger.Info($"预付金模板取数：交易{trade.id}（客户{trade.ClientId}）命中层级=全局默认 → 模板{globalDefault.id}");
}
else
{
logger.Info($"【警告】预付金模板取数：交易{trade.id}（客户{trade.ClientId}）三层级（交易绑定/客户默认/全局默认）均未命中有效模板");
}
}
YLErpDAL/Modules/SwapModule/Margin/SwapAdditionalMarginService.cs
+45 -2
View File
@@ -3,6 +3,7 @@ using YLErp.DBModels;
using YLErp.Enums;
using YLErp.Modules.MarginModule;
using YLErp.Modules.TradeModule;
using YLErp.Helpers;
namespace YLErp.Modules.SwapModule.Margin
{
@@ -24,6 +25,8 @@ namespace YLErp.Modules.SwapModule.Margin
/// </summary>
public class SwapAdditionalMarginService : YLBaseService
{
private static readonly IYcLogger logger = LogFactory.GetLogger("EOD追保");
/// <summary>
/// EOD 追保腿打标（OptName）：与手工追加预付金腿（OptName=操作员实名）区分，
/// 幂等清理、RemoveByTrade 保护与时间轴回退清理均以此识别。拆单现金腿落库时被打服务身份，簿记后回打本标识。
@@ -79,8 +82,23 @@ namespace YLErp.Modules.SwapModule.Margin
/// <summary>
/// 结算日逐客户逐交易产生追加保证金（clientFilter 为部分结算的客户过滤，与 EOD 请求一致）。
/// 顶层兜异常日志（Error 级）后原样抛出，避免异常栈被 EOD 框架层吞掉无从定位。
/// </summary>
public void SettleAdditionalMargin(DateTime settleDate, List<int> clientFilter = null)
{
try
{
SettleAdditionalMarginCore(settleDate, clientFilter);
}
catch (Exception ex)
{
var filterDesc = clientFilter != null && clientFilter.Any() ? string.Join(",", clientFilter) : "全部";
logger.Error($"EOD追保：结算日{settleDate:yyyy-MM-dd}（客户范围：{filterDesc}）追保腿生成异常", ex);
throw;
}
}
private void SettleAdditionalMarginCore(DateTime settleDate, List<int> clientFilter)
{
//合约维度盯市客户
var watchClientIds = DbContextFactory.GetClientDbContext(OptUser).client.AsNoTracking()
@@ -93,8 +111,10 @@ namespace YLErp.Modules.SwapModule.Margin
}
if (watchClientIds.Count == 0)
{
logger.Info($"EOD追保：结算日{settleDate:yyyy-MM-dd} 无合约维度盯市（MarginWatchRule=0）客户，结束");
return;
}
logger.Info($"EOD追保：结算日{settleDate:yyyy-MM-dd} 合约维度盯市客户{watchClientIds.Count}个（{string.Join(",", watchClientIds)}）");
//存续中的互换交易（状态口径与 eodSwapQuery 一致，含当日已了结）
var tradeStatuses = ConsTrade.TradeStatusAfterConfirmed;
@@ -107,17 +127,24 @@ namespace YLErp.Modules.SwapModule.Margin
.ToList();
if (trades.Count == 0)
{
logger.Info($"EOD追保：结算日{settleDate:yyyy-MM-dd} 盯市客户名下无存续收益互换交易，结束");
return;
}
//规则15（区间追保结构）交易：R1 三层级解析（BUG-02 修正，与引擎/确认书同口径）——
//交易绑定→客户默认→全局默认 找到即停，只配客户/全局默认模板的交易同样纳入追保结算
var candidateCount = trades.Count;
var templatesByTrade = MarginTemplateV2RateHelper.ResolveTieredTemplates(trades, settleDate, DbContext);
trades = trades.Where(t => templatesByTrade.TryGetValue(t.id, out var tpl)
&& tpl.RuleType == (int)MarginRuleTypeEnum.区间追保结构).ToList();
if (candidateCount > trades.Count)
{
logger.Info($"EOD追保：{candidateCount - trades.Count}笔交易模板非区间追保结构（或三级未命中），不参与追保结算");
}
var tradeIds = trades.Select(t => t.id).ToList();
if (tradeIds.Count == 0)
{
logger.Info($"EOD追保：结算日{settleDate:yyyy-MM-dd} 规则15交易为0，结束");
return;
}
@@ -175,21 +202,28 @@ namespace YLErp.Modules.SwapModule.Margin
var eodPositionService = new SwapEodPositionService(this);
var flowEventService = new SwapFlowEventService(this);
var settledTrades = 0;
var settledLegs = 0;
var totalIncrement = 0d;
foreach (var clientGroup in trades.GroupBy(t => t.ClientId).OrderBy(g => g.Key))
{
foreach (var td in clientGroup.OrderBy(t => t.id))
{
if (!maintenanceByTrade.TryGetValue(td.id, out var maintenance) || maintenance <= 0)
{
logger.Info($"EOD追保：交易{td.id}（客户{td.ClientId}）跳过——当日无trade_span维持保证金或维持≤0（maintenance={maintenance:0.00}）");
continue;
}
//目标追加 = 维持保证金 − 已缴初始保证金净额（现金应付预付金净收额 + 授信初始占用净额，
//授信垫付与现金垫付同等对待，杜绝授信初始预付金被重复追加）
var payableNet = (payableNetByTrade.TryGetValue(td.id, out var payable) ? payable : 0)
+ (initCreditByTrade.TryGetValue(td.id, out var initCredit) ? initCredit : 0);
var payable = payableNetByTrade.TryGetValue(td.id, out var p) ? p : 0;
var initCredit = initCreditByTrade.TryGetValue(td.id, out var ic) ? ic : 0;
var payableNet = payable + initCredit;
var target = SwapAdditionalMarginCalc.CalcTarget(maintenance, payableNet);
if (target <= 0)
{
logger.Info($"EOD追保：交易{td.id}（客户{td.ClientId}）跳过——目标追加≤0：维持={maintenance:0.00}，已缴={payableNet:0.00}（应付净额{payable:0.00}+初始授信占用{initCredit:0.00}）已覆盖");
continue;
}
var fundedCash = addRecordByTrade.TryGetValue(td.id, out var cash) ? cash : 0;
@@ -198,8 +232,10 @@ namespace YLErp.Modules.SwapModule.Margin
if (increment <= 0)
{
//已补足；追保回落（目标下降）不返还——负缺口在可用资金公式（Σ维持−累计）体现
logger.Info($"EOD追保：交易{td.id}（客户{td.ClientId}）跳过——增量≤0：目标={target:0.00}，已补足（现金{fundedCash:0.00}+授信{fundedCredit:0.00}），追保回落不返还");
continue;
}
logger.Info($"EOD追保：交易{td.id}（客户{td.ClientId}）需追加：维持={maintenance:0.00}，已缴={payableNet:0.00}（应付净额{payable:0.00}+初始授信占用{initCredit:0.00}），目标={target:0.00}，已补足（现金{fundedCash:0.00}+授信{fundedCredit:0.00}），本次增量={increment:0.00}");
//幂等清理：先删本结算日起 EOD 旧追保腿及其簿记（腿/流水/占用/快照同生共死），再按最新增量重建；
//手工追加预付金腿（OptName≠EOD追保）不受影响
@@ -228,6 +264,10 @@ namespace YLErp.Modules.SwapModule.Margin
.ToList();
newLegs.ForEach(x => x.OptName = EodOptName);
DbContext.SaveChanges();
logger.Info($"EOD追保：交易{td.id} 追保腿落库完成——新腿{newLegs.Count}条（id=[{string.Join(",", newLegs.Select(x => x.id))}]，含拆单现金腿）");
settledTrades++;
settledLegs += newLegs.Count;
totalIncrement += increment;
//实时持仓克隆 + 开仓事件（参照 TradeConfirmService 簿记后动作，但只针对本次新腿——
//整交易 InitialPosition 会把浮动腿实时持仓重置回开仓态、AddPositionEvent 会为全部腿重复建开仓事件，EOD 场景不可用）；
@@ -252,6 +292,8 @@ namespace YLErp.Modules.SwapModule.Margin
}
}
}
logger.Info($"EOD追保：结算日{settleDate:yyyy-MM-dd} 完成——规则15交易{tradeIds.Count}笔，{settledTrades}笔产生追保（腿{settledLegs}条，合计增量{totalIncrement:0.00}）");
}
/// <summary>
@@ -289,6 +331,7 @@ namespace YLErp.Modules.SwapModule.Margin
var oldEodRows = DbContext.eod_swap_position.Where(x => x.SwapTradeId == td.id
&& x.ValueDate >= settleDate && oldInitialIds.Contains(x.PositionId))
.ToList();
logger.Info($"EOD追保：交易{td.id} 幂等清理（重跑）——删EOD追保腿{oldLegs.Count}条（id=[{string.Join(",", oldLegs.Select(x => x.id))}]）及其簿记：现金流水{oldCashRecords.Count}条、授信占用{oldCreditRecords.Count}条、开仓事件{oldEvents.Count}条、eod快照{oldEodRows.Count}行");
DbContext.eod_swap_position.RemoveRange(oldEodRows);
DbContext.swap_position.RemoveRange(oldLegs);
DbContext.SaveChanges();
YLErpDAL/Modules/SwapModule/Margin/SwapSpanBalanceQueryService.cs
+10
View File
@@ -1,6 +1,7 @@
using YLErp.BLL;
using YLErp.DBModels;
using YLErp.Enums;
using YLErp.Helpers;
using YLErp.Modules.MarginModule;
namespace YLErp.Modules.SwapModule.Margin
@@ -18,6 +19,8 @@ namespace YLErp.Modules.SwapModule.Margin
/// </summary>
public static class SwapSpanBalanceQueryService
{
private static readonly IYcLogger logger = LogFactory.GetLogger("预付金缺口查询");
/// <summary>
/// 客户维度输入：互换初始保证金（净收取为正，按客户汇总）。
/// 初始保证金 = 应付预付金流水收付净额 + 初始预付金授信占用净额（非"追加保证金"前缀、关联交易）——
@@ -95,6 +98,11 @@ namespace YLErp.Modules.SwapModule.Margin
.Select(t => t.id)
.ToHashSet();
maintenance = maintenance.Where(x => rule15TradeIds.Contains(x.TradeId)).ToList();
var droppedCount = spanTradeIds.Count - rule15TradeIds.Count;
if (droppedCount > 0)
{
logger.Info($"预付金缺口查询：{valueDate:yyyy-MM-dd} {droppedCount}笔有span交易模板非规则15（或三级未命中），不计入交易维度追加合计");
}
if (maintenance.Count == 0)
{
return result;
@@ -142,6 +150,8 @@ namespace YLErp.Modules.SwapModule.Margin
result[group.Key] = total;
}
logger.Info($"预付金缺口查询：{valueDate:yyyy-MM-dd} 规则15交易{rule15TradeIds.Count}笔，客户{result.Count}个，交易维度追加合计：{string.Join("；", result.Select(kv => $"客户{kv.Key}={kv.Value:0.00}"))}");
return result;
}
}
YLErpDAL/Modules/SwapModule/SwapFundTagService.cs
+4
View File
@@ -2,6 +2,7 @@ using YLErp.BLL;
using YLErp.DBModels;
using YLErp.Modules.SwapModule.Margin;
using YLErp.Modules.TradeModule;
using YLErp.Helpers;
namespace YLErp.Modules.SwapModule
{
@@ -15,6 +16,8 @@ namespace YLErp.Modules.SwapModule
/// </summary>
public class SwapFundTagService : YLBaseService
{
private static readonly IYcLogger logger = LogFactory.GetLogger("预付金簿记");
public SwapFundTagService(OptUserInfo userInfo) : base(userInfo)
{
}
@@ -167,6 +170,7 @@ namespace YLErp.Modules.SwapModule
.ThenBy(x => x.Leg.id)
.ToList();
var plans = FundTagCalc.AllocateByLegPreference(allocateLegs, (decimal)creditAvailable, ignoreMoneyCheck);
logger.Info($"预付金簿记：交易{td.id}（客户{td.ClientId}）簿记日{valueDate:yyyy-MM-dd}（Action={cashAction}）可用授信={creditAvailable:0.00}，{marginLegs.Count}条预付金腿分配：{(plans.Any() ? string.Join("；", plans.Select(p => $"腿{p.Leg.id}应付{p.Amount:0.00}→授信{p.CreditAmount:0.00}/现金{p.CashAmount:0.00}{(p.NeedSplit ? "（拆单）" : "")}")) : "无正应付腿，全部直通现金标签")}");
//先落库拆分的新现金腿（需要 id 才能绑定现金流水）
foreach (var plan in plans.Where(p => p.NeedSplit))
YLErpDAL/Modules/TradeModule/DocGenerateModule/SwapSettlementBillRowBuilder.cs
+9 -8
View File
@@ -9,7 +9,7 @@ namespace YLErp.Modules.TradeModule.DocGenerateModule;
/// <summary>
/// 构造普通收益互换结算单单行数据所需的业务输入。
/// 数据来自平仓事件、关联交易及结算日日终持仓。
/// 数据来自平仓事件及其关联交易。
/// </summary>
public sealed class SwapSettlementBillRowInput
{
@@ -40,9 +40,6 @@ public sealed class SwapSettlementBillRowInput
/// <summary>平仓事件浮动腿记录的期末结算收益率（展示态数值）。</summary>
public decimal? ExitYtm { get; set; }
/// <summary>结算日日终持仓中的当日浮动端分红，保留原始收付方向。</summary>
public decimal CurrentDayFloatingDividend { get; set; }
/// <summary>期间付息或分红是否计入本次净额结算。</summary>
public bool IncludePeriodPaymentInNetting { get; set; }
}
@@ -89,6 +86,7 @@ public static class SwapSettlementBillRowBuilder
var floatingAmount = -input.CloseFlow.MarkClosePnl;
var fee = -(input.CloseFlow.TradingFee + input.CloseFlow.TradingFeePending);
var marginInterest = -marginEvents.Sum(x => x.InterestClosePnL);
var periodAmount = -input.CloseFlow.DividendPending;
var initialMargin = SumMargin(effectiveMargins, InterestModeEnum.初始预付金);
var additionalMarginPositions = positions
@@ -106,6 +104,9 @@ public static class SwapSettlementBillRowBuilder
var isCashBond = ConsGlobal.InstrumentType.IsBond(input.UnderlyingInstrumentType);
var isEtf = ConsGlobal.InstrumentType.Fund.Equals(
input.UnderlyingInstrumentType,
StringComparison.OrdinalIgnoreCase);
return new ExcelReportModel
@@ -121,11 +122,11 @@ public static class SwapSettlementBillRowBuilder
PosiNotionalValue = input.CloseNotionalValue.ToString("0.00"),
Quantity = input.CloseFlow.Quantity.ToString("0.00"),
DividendIn = isCashBond
? input.CurrentDayFloatingDividend.ToString("0.00")
? periodAmount.ToString("0.00")
: string.Empty,
PeriodDividend = isEtf
? periodAmount.ToString("0.00")
: string.Empty,
PeriodDividend = isCashBond
? string.Empty
: input.CurrentDayFloatingDividend.ToString("0.00"),
PosiNetPrice = ((settlementPosition?.PosiGrossPrice ?? 0m) * 100m).ToString("0.00000000"),
InitYtm = isCashBond && input.Trade.InitYtm.HasValue
? input.Trade.InitYtm.Value.ToString("0.####%")
YLErpDAL/Modules/TradeModule/TradeBLL.cs
+3 -1
View File
@@ -334,7 +334,9 @@ namespace YLErp.BLL
.FirstOrDefault();
if (oa != null)
{
tradeLinq.OaRemark = string.IsNullOrWhiteSpace(oa.oa_msg)
tradeLinq.OaRemark = oa.status == "提交失败"
? oa.status
: string.IsNullOrWhiteSpace(oa.oa_msg)
? oa.status
: oa.status + "：" + oa.oa_msg;
}
YLErpDAL/Modules/UnderlyingModule/FundManagerLookupService.cs
+2 -2
View File
@@ -34,8 +34,8 @@ namespace YLErp.Modules.UnderlyingModule
SELECT
ia.investadvisorcode AS InvestAdvisorCode,
ia.investadvisorname AS InvestAdvisorName
FROM glms_bigdata.mf_fundarchives AS fa
INNER JOIN glms_bigdata.mf_investadvisoroutline AS ia
FROM bigdata.mf_fundarchives AS fa
INNER JOIN bigdata.mf_investadvisoroutline AS ia
ON CONVERT(fa.investadvisorcode USING utf8mb4) COLLATE utf8mb4_unicode_ci =
CONVERT(ia.investadvisorcode USING utf8mb4) COLLATE utf8mb4_unicode_ci
WHERE CONVERT(fa.secucode USING utf8mb4) COLLATE utf8mb4_unicode_ci =