feat(swap-trade): 新增收益互换交易功能

- 实现了收入互换交易的前端界面和交互逻辑
- 添加了平仓日期、标的价格、交易费用等字段的处理
- 集成了价格格式化和数值精度控制功能
- 实现了浮动端平仓盈亏计算逻辑
- 添加了利息端信息获取和平仓金额计算
- 集成了审批流程和复核机制
- 实现了后端服务层的平仓初始化和利息计算功能
- 添加了多空组合平仓和收益互换的业务逻辑
- 集成了底层数据库模型和服务类
- 实现了价格缓存和数据验证机制

YLErpDAL/Modules/SwapModule/SwapDealService.cs

@@ -181,8 +181,8 @@ namespace YLErp.Modules.SwapModule
                     unwindData.StartDate = preDealDate.Value;
                 }
                 unwindData.ValueDate = dealDate;
-                unwindData.UnwindDate = unwindData.UnwindDate;
-                unwindData.PayDate = QdpCalendarHelper.GetNonHoliday(unwindData.UnwindDate.Value.AddDays(td.trade_extend.ExtendObj.SettlementRules));
+                unwindData.UnwindDate = dealDate;
+                unwindData.PayDate = QdpCalendarHelper.GetNonHoliday(dealDate.AddDays(td.trade_extend.ExtendObj.SettlementRules));
                 unwindData.SwapTradeId = tradeId;
                 unwindData.NotionalValue = Convert.ToDecimal(td.OriginalStockEqvNotional ?? 0);
                 unwindData.NotionalQty = positions.Sum(s => s.PosiQuantity);
@@ -610,17 +610,17 @@ namespace YLErp.Modules.SwapModule
             DateTime lastSwapDate = preEodPosition.ValueDate;
             decimal interestProfitSum = preEodPosition.InterestProfitSum;
             var TdInterestPrincipal = preEodPosition.TdInterestPrincipal;
-            decimal interest = 0;
-            decimal tdinterest = 0;
+            decimal interest = interestProfitSum * closePercent;
+            decimal tdinterest = interestProfitSum * closePercent;
             int interestPeriod = position.interest_rest_days ?? 1;
             decimal dynomicPrincipal = principal;
             decimal tdDynomicPrincipal = posiPrincipal;
-            var calcDays = (endDate - tradeDate).Days;
+            var calcDays = (endDate - lastSwapDate).Days;
             double floatRate = Convert.ToDouble(floateRate);
             for (int i = 0; i <= calcDays; i++)
             {
-                var rateDate = tradeDate.AddDays(i);
-                if (rateDate > lastSwapDate || endDate == tradeDate)
+                var rateDate = lastSwapDate.AddDays(i);
+                if (rateDate > lastSwapDate || endDate == lastSwapDate)
                 {
                     if (i % interestPeriod == 0)
                     {
@@ -663,11 +663,6 @@ namespace YLErp.Modules.SwapModule
                     tdinterest += tdinterest1;
 
                 }
-                else if (lastSwapDate >= rateDate)
-                {
-                    interest = interestProfitSum * closePercent;
-                    tdinterest = interestProfitSum * closePercent;
-                }
 
             }
             InterestAmount = Math.Round(interest, ConsGlobal.PriceRound, MidpointRounding.AwayFromZero);
@@ -1150,8 +1145,8 @@ namespace YLErp.Modules.SwapModule
 
                 });
             }
-            unwindData.SwapCloseAmount = decimal.Parse(unwindData.SwapCloseAmount.ToString("0.00"));
-            unwindData.SwapRealizedPnL = unwindData.SwapCloseAmount;
+            unwindData.SwapCloseAmount = Math.Round(unwindData.SwapCloseAmount, 2, MidpointRounding.AwayFromZero);
+            unwindData.SwapRealizedPnL = Math.Round(unwindData.SwapRealizedPnL, 2, MidpointRounding.AwayFromZero);
         }
         /// <summary>
         /// 多空组合平仓
@@ -1188,7 +1183,7 @@ namespace YLErp.Modules.SwapModule
             catch (Exception ex)
             {
                 trans.Rollback();
-                throw ex;
+                throw;
             }
             finally
             {
@@ -1214,12 +1209,20 @@ namespace YLErp.Modules.SwapModule
             {
                 int clientCashId = AddClientCashInCashOut(td, Convert.ToDouble(unwindData.SwapCloseAmount), ClientCashInCashOut.系统操作_互换, unwindData.ValueDate);
                 SaveSwapDeal(unwindData, (int)SwapEventTypeEnum.互换, clientCashId, "系统操作_互换");
+                td.UnWindDate = unwindData.UnwindDate;
+                if (td.ExerciseDate <= unwindData.ValueDate)
+                {
+                    td.Notional = 0;
+                    td.StockEqvNotional = 0;
+                    td.TradeStatus = "已到期";
+                }
+                DbContext.SaveChanges();
                 trans.Commit();
             }
             catch (Exception ex)
             {
                 trans.Rollback();
-                throw ex;
+                throw;
             }
             finally
             {
@@ -1267,7 +1270,7 @@ namespace YLErp.Modules.SwapModule
             catch (Exception ex)
             {
                 trans.Rollback();
-                throw ex;
+                throw;
             }
             finally
             {
@@ -1345,7 +1348,7 @@ namespace YLErp.Modules.SwapModule
             catch (Exception ex)
             {
                 trans.Rollback();
-                throw ex;
+                throw;
             }
             finally
             {
@@ -1412,10 +1415,20 @@ namespace YLErp.Modules.SwapModule
             {
                 if (!string.IsNullOrEmpty(position.UnderlyingCode))
                 {
-                    position.PosiQuantity -= unwindData.CloseQty;
-                    position.PosiNotionalValue = unwindData.PosiNotionalValue - unwindData.CloseNotionalValue;
-                    position.PosiTradingFee -= position.PosiTradingFee * unwindData.ClosePercent;
-                    position.PosiTradingFeePending -= position.PosiTradingFeePending * unwindData.ClosePercent;
+                    // 收益结算（互换）不改变持仓数量和名义本金，只更新费用
+                    if (eventType == (int)SwapEventTypeEnum.互换)
+                    {
+                        position.PosiTradingFee -= position.PosiTradingFee * unwindData.ClosePercent;
+                        position.PosiTradingFeePending -= position.PosiTradingFeePending * unwindData.ClosePercent;
+                    }
+                    else
+                    {
+                        // 平仓时才扣减持仓
+                        position.PosiQuantity -= unwindData.CloseQty;
+                        position.PosiNotionalValue -= unwindData.CloseNotionalValue;
+                        position.PosiTradingFee -= position.PosiTradingFee * unwindData.ClosePercent;
+                        position.PosiTradingFeePending -= position.PosiTradingFeePending * unwindData.ClosePercent;
+                    }
                 }
                 else
                 {