计算指标可配置

2026-07-31 14:49:52 +08:00
parent f7e7aaa373
commit 633cd7d32d
8 changed files with 112 additions and 11 deletions
@@ -4,6 +4,7 @@ using System.Linq;
 using System.Text;
 using System.Threading.Tasks;
 using YLErp.Model;
+using YLErp.Modules.CalculationModule;

 namespace YLErp.Modules.EodModule
 {
@@ -19,10 +20,22 @@ namespace YLErp.Modules.EodModule
        }


-        public void Handle(EodPositionRisksDTO dto)
+        public void Handle(EodPositionRisksDTO dto,underlying_manager um)
        {
            //对Delta_r Delta_r_1bp Dv01  Gamma_r  Gamma_r_1bp  Vega_r  Vega_r_1bp

+            if ("GB10".Equals(um.UnderlyingCode))
+            {
+                dto.Delta_r = dto.Delta * -1;
+            }
+
+
+        }
+
+
+        public void Handle(trade td,TradeValueResult calRes)
+        {
+            calRes.Delta_r = calRes.Delta * -1;
        }
    }
 }