Jaymr/zszq-trs
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

fix: 移除整体业务汇总-互换维度的DV限额取值，避免用单笔维度限额导致超限误报

Browse Source
This commit is contained in:
tengyufan
2026-06-25 13:55:01 +08:00
parent 76913010b2
commit 5c2ca835f1
1 changed files with 8 additions and 8 deletions
Download Patch File Download Diff File Expand all files Collapse all files
YLErpDAL/Modules/RiskModule/QuotaMonitorService.cs
+8 -8
View File
@@ -932,10 +932,10 @@ namespace YLErp.Modules.RiskModule
};
setValue(swap, swapSetting);
swap.DV = swapDV;
swap.Quota_DV_Upper = tradeDvSetting?.QuotaUpperLimit ?? double.NaN;
swap.Quota_DV_Lower = tradeDvSetting?.QuotaLowerLimit ?? double.NaN;
swap.Quota_DV_wUpper = tradeDvSetting?.WarningUpperLimit ?? double.NaN;
swap.Quota_DV_wLower = tradeDvSetting?.WarningLowerLimit ?? double.NaN;
//swap.Quota_DV_Upper = tradeDvSetting?.QuotaUpperLimit ?? double.NaN;
//swap.Quota_DV_Lower = tradeDvSetting?.QuotaLowerLimit ?? double.NaN;
//swap.Quota_DV_wUpper = tradeDvSetting?.WarningUpperLimit ?? double.NaN;
//swap.Quota_DV_wLower = tradeDvSetting?.WarningLowerLimit ?? double.NaN;
var positionList = new List<KeyValuePair<trade, realtime_trade_risk>>();
var underly = GetTradePositionPnl();
@@ -1047,10 +1047,10 @@ namespace YLErp.Modules.RiskModule
};
setValue(swap, swapSetting);
swap.DV = eodSwapDV;
swap.Quota_DV_Upper = tradeDvSetting?.QuotaUpperLimit ?? double.NaN;
swap.Quota_DV_Lower = tradeDvSetting?.QuotaLowerLimit ?? double.NaN;
swap.Quota_DV_wUpper = tradeDvSetting?.WarningUpperLimit ?? double.NaN;
swap.Quota_DV_wLower = tradeDvSetting?.WarningLowerLimit ?? double.NaN;
//swap.Quota_DV_Upper = tradeDvSetting?.QuotaUpperLimit ?? double.NaN;
//swap.Quota_DV_Lower = tradeDvSetting?.QuotaLowerLimit ?? double.NaN;
//swap.Quota_DV_wUpper = tradeDvSetting?.WarningUpperLimit ?? double.NaN;
//swap.Quota_DV_wLower = tradeDvSetting?.WarningLowerLimit ?? double.NaN;
var underly = GetEodTradePositionPnl(req.ValueDate);
var unTrade = new QuotaMonitor_Global()
{