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名义本金bug修复

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吴方海
2025-04-15 09:29:47 +08:00
parent 6ce02c282c
commit 61f1c25c3e
2 changed files with 3 additions and 12 deletions
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YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs
+1 -10
View File
@@ -140,15 +140,7 @@ namespace YLErp.Modules.SwapModule
var longEventTypes = eventTyps;
longEventTypes.Add((int)SwapFlowEventTypeEnum.开仓);
var flowEvents = new List<swap_flow_event>();
Expression<Func<swap_flow_event, bool>> eventExpression = x => x.SwapTradeId == td.id && x.DataState == (int)SwapFlowDateStateEnum.完成 && longEventTypes.Contains(x.EventType);
if (settleDate == td.TradeDate)
{
eventExpression = eventExpression.And(x => x.EventDate == settleDate);
}
else
{
eventExpression = eventExpression.And(x => x.UnwindDate == settleDate);
}
Expression<Func<swap_flow_event, bool>> eventExpression = x => x.SwapTradeId == td.id && x.DataState == (int)SwapFlowDateStateEnum.完成 && longEventTypes.Contains(x.EventType)&& x.EventDate == settleDate;
flowEvents = DbContext.swap_flow_event.Where(eventExpression).ToList();
var preDealDate = GetPreDealDate(td.id, settleDate, eventTyps);//上一次平仓/互换/自动互换处理日期
List<swap_flow_event> autoInterests = new List<swap_flow_event>();//自动互换利息腿信息
@@ -1360,7 +1352,6 @@ namespace YLErp.Modules.SwapModule
}
curretEod.TdCloseDividend = curretEod.TdPosiDividend;
curretEod.UnderlyingMarketValue = curretEod.UnderlyingPrice * curretEod.PosiQuantity * curretEod.ContractSize * shortRatio;
curretEod.PosiNotionalValue = curretEod.PosiQuantity * curretEod.ContractSize;
curretEod.PosiMtmPnL = (curretEod.UnderlyingPrice - curretEod.PosiGrossPrice) * curretEod.PosiQuantity * curretEod.ContractSize * shortRatio * directionRatio;
curretEod.PosiDividendSum = curretEod.TdPosiDividend;
curretEod.PosiProfitSum = curretEod.PosiMtmPnL + curretEod.PosiDividendSum + curretEod.VTradingFee;
YLErpDAL/Modules/SwapModule/SwapFlowEventService.cs
+2 -2
View File
@@ -371,8 +371,8 @@ namespace YLErp.Modules.SwapModule
flow_Event.Quantity = position.PosiQuantity;
flow_Event.PositionQty = flow_Event.Quantity;
flow_Event.TradingAmount = position.PosiQuantity * position.ContractSize;
flow_Event.TradingFee = position.PosiTradingFee * -1;//费用先按负数处理
flow_Event.TradingAmount = position.PosiNotionalValue;
flow_Event.TradingFee = position.PosiTradingFee;
flow_Event.MarkClosePnl = 0;
flow_Event.CloseFee = 0;