feature: 结算报告单中字段取值

YLErpDAL/Modules/TradeModule/DocGenerateModule/SwapSettlementBillRowBuilder.cs

@@ -70,8 +70,7 @@ public static class SwapSettlementBillRowBuilder
             ?? throw new ServiceException("结算单缺少支付日");
 
         // 将同一事件的普通利息与预付金利息分开；预付金本金仅统计结算日前已生效的腿。
-        var floatingPosition = positions.FirstOrDefault(x => x.PositionType > 0)
-            ?? positions.FirstOrDefault(x => !ConsTrade.InterestMarginModels.Contains(x.InterestMode));
+        var settlementPosition = positions.FirstOrDefault(x => x.id == input.CloseFlow.PositionId);
         var interestEvents = eventFlows
             .Where(x => ConsTrade.InterestModels.Contains(x.InterestMode))
             .ToList();
@@ -91,10 +90,12 @@ public static class SwapSettlementBillRowBuilder
         var periodAmount = -input.CloseFlow.DividendIn;
         var initialMargin = SumMargin(effectiveMargins, InterestModeEnum.初始预付金);
         var additionalMargin = SumMargin(effectiveMargins, InterestModeEnum.追加预付金);
+        var marginBackAmount = marginEvents.Sum(x => x.InterestPrincipal);
 
-        // 净额结算按实际轧差项求和；到期结算在净额基础上返还或收取期初、追加预付金。
-        var netSettlementAmount = interestAmount + floatingAmount + fee + marginInterest
-            + (input.IncludePeriodPaymentInNetting ? periodAmount : 0m);
+        // 沿用原结算单口径：全部事件利息、浮动盈亏和预付金返还本金参与净额结算。
+        var netSettlementAmount = -eventFlows.Sum(x => x.InterestClosePnL)
+            - input.CloseFlow.FloatPnlSum
+            + marginBackAmount;
         var maturitySettlementAmount = netSettlementAmount + initialMargin + additionalMargin;
         var floatRateAbs = input.CloseNotionalValue == 0m
             ? 0m
@@ -119,17 +120,17 @@ public static class SwapSettlementBillRowBuilder
             InterestRate = interestEvents.Sum(x => x.InterestRate).ToString("0.00%"),
             PosiNotionalValue = input.CloseNotionalValue.ToString("0.00"),
             Quantity = input.CloseFlow.Quantity.ToString("0.00"),
-            DividendIn = isCashBond ? periodAmount.ToString("0.00") : string.Empty,
+            DividendIn = periodAmount.ToString("0.00"),
             PeriodDividend = isEtf ? periodAmount.ToString("0.00") : string.Empty,
-            PosiNetPrice = ((floatingPosition?.PosiGrossPrice ?? 0m) * 100m).ToString("0.00000000"),
+            PosiNetPrice = ((settlementPosition?.PosiGrossPrice ?? 0m) * 100m).ToString("0.00000000"),
             InitYtm = isCashBond && input.Trade.InitYtm.HasValue
                 ? input.Trade.InitYtm.Value.ToString("0.####%")
                 : string.Empty,
             ClosePrice = (input.CloseFlow.TradingAmountAvg * 100m).ToString("0.00000000"),
-            ExitYtm = isCashBond && input.ExitYtm.HasValue
+            ExitYtm = input.ExitYtm.HasValue
                 ? input.ExitYtm.Value.ToString("0.0000")
                 : string.Empty,
-            RateDays = Math.Max(0, (eventDate - startDate).Days + 1).ToString(),
+            RateDays = Math.Max(0, (eventDate - startDate).Days).ToString(),
             FloatRateAbs = floatRateAbs.ToString("0.0000%"),
             FloatRate = floatRateAbs.ToString("0.0000%"),
             InterestAmount = interestAmount.ToString("0.00"),