fix: 计算平仓分红

YLErpDAL/Modules/SwapModule/SwapDealService.cs

@@ -910,10 +910,21 @@ namespace YLErp.Modules.SwapModule
 
         private void EnrichDividendIn(swap_flow_event flowEvent, decimal unwindQty)
         {
-            // 平仓数量/平仓前的数量*平仓对象的待实现分红收益，保留2位小数
-            var yest =  QdpCalendarHelper.GetNonHolidayDefore(flowEvent.EventDate.AddDays(-1));
-            var eod = DbContext.eod_swap_position.Where(e => e.SwapTradeId == flowEvent.SwapTradeId && !e.Invalid && e.PosiQuantity > 0 && e.ValueDate == yest).FirstOrDefault();
+            if (flowEvent.UnwindDate == null) {
+                throw new ArgumentNullException("平仓日期缺失");
+            }
+            var date = flowEvent.UnwindDate.GetValueOrDefault();
+            var preDate = date.AddDays(-1);
+            // 平仓数量/平仓前的数量 * 上一自然日待实现分红收益，保留2位小数
+            var eod = DbContext.eod_swap_position.Where(e => e.SwapTradeId == flowEvent.SwapTradeId && !e.Invalid && e.PosiQuantity > 0 && e.ValueDate == preDate).FirstOrDefault();
             var dividendIn = eod.PosiDividendSum * unwindQty / eod.PosiQuantity;
+            // + 付息日>上日日终且小于等于平仓日期的分红数据
+            BondPaymentService servie = new BondPaymentService(UserInfo);
+            var payments = servie.GetBondPayments(flowEvent.UnderlyingCode, preDate, date);
+
+            int shortRatio = flowEvent.PositionType == (int)PositionTypeFlag.Long ? 1 : -1;
+            int directionRatio = flowEvent.PayDirection == (int)SwapDirectionEnum.收取 ? 1 : -1;
+            dividendIn = dividendIn + servie.CalcPayment(payments, unwindQty, shortRatio, directionRatio);
             flowEvent.DividendIn = Math.Round(dividendIn, 2, MidpointRounding.AwayFromZero);
         }