From 691054c57e731e2e77952ef3a9ebb4f7037db236 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?=E5=BC=A0=E5=90=8D=E9=94=90?= <1565842059@qq.com> Date: Sat, 8 Aug 2026 18:09:31 +0800 Subject: [PATCH] =?UTF-8?q?fix(swap):=20=E4=BF=AE=E5=A4=8D=E9=83=A8?= =?UTF-8?q?=E5=88=86=E5=B9=B3=E4=BB=93=E5=90=8E=E8=B7=A8=E6=97=A5=E5=A4=8D?= =?UTF-8?q?=E5=88=A9=E6=9C=AC=E9=87=91=E8=AE=A1=E7=AE=97=E9=80=BB=E8=BE=91?= =?UTF-8?q?(=E7=AE=97=E5=A4=B4=E7=AE=97=E5=B0=BET+1=E5=A4=8D=E5=88=A9?= =?UTF-8?q?=E5=90=88=E7=BA=A6)?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit - 修复了5/11 EOD跨日复利本金应保留剩余70%动态本金的计算 - 调整了calcLast=true时已平部分动态本金的处理逻辑 - 修正了部分平仓后剩余仓位跨日携带的本金缩放算法 - 添加了针对不同计算路径的本金比例调整机制 --- .../SwapModule/DealInterestsScenarioTest.cs | 3 +++ .../Modules/SwapModule/SwapEodPositionService.cs | 14 +++++++++----- 2 files changed, 12 insertions(+), 5 deletions(-) diff --git a/UnitTestProject/Modules/SwapModule/DealInterestsScenarioTest.cs b/UnitTestProject/Modules/SwapModule/DealInterestsScenarioTest.cs index b9dbe757..f75375be 100644 --- a/UnitTestProject/Modules/SwapModule/DealInterestsScenarioTest.cs +++ b/UnitTestProject/Modules/SwapModule/DealInterestsScenarioTest.cs @@ -1435,6 +1435,9 @@ namespace YLErp.Modules.SwapModule "5/11 EOD 当日新增复利必须按平仓前全额本金计提"); AssertDecimal(196212.205105085126m, partialEod.InterestIncomeSum, "5/11 EOD 应保留部分平仓后的待实现复利"); + AssertDecimal(previousEod.TdInterestPrincipal * (1m - partialNotional / originalNotional), + partialEod.TdInterestPrincipal, + "5/11 EOD 跨日复利本金应保留剩余70%动态本金"); var intermediateInterest = dealService.GetInterests( td, td.trade_extend, intermediateDate, intermediateDate, diff --git a/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs b/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs index f29709fa..9eea085c 100644 --- a/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs +++ b/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs @@ -1427,15 +1427,19 @@ namespace YLErp.Modules.SwapModule var fullPrincipal = lastTdInterestPrincipal > 0m ? lastTdInterestPrincipal : oriPosiNotionalValue; - // CalcSwapInterests 的算头不算尾非重置日快速路径会返回上一 EOD 的全额本金； - // 只有该路径需要按剩余比例缩放，避免已平部分进入下一日复利。 - // 重置日动态本金已包含累计复利，calcLast=true 也已返回当前剩余本金， - // 两者都不能再次缩放，否则会把剩余本金二次打折。 + // 当日计提按平仓前全额动态本金；跨日携带必须只留剩余仓位。 + // calcLast=true 返回的是本次已平部分动态本金，按平仓比例反推全额后取剩余； + // calcLast=false 快速路径返回上一 EOD 全额本金，保留原剩余比例缩放。 var usesFullPreviousEodPrincipal = !calcLast && hasPreviousEod && (valueDate - eodPayPosition.ValueDate).Days == 1 && (valueDate - position.PosiStartDate).Days % (position.interest_rest_days ?? 1) != 0; - if (usesFullPreviousEodPrincipal) + if (calcLast) + { + // calcLast=true 的 InterestPrincipal 是已平部分，不是跨日剩余本金。 + newEodPayPosition.TdInterestPrincipal *= (1m - closePercent) / closePercent; + } + else if (usesFullPreviousEodPrincipal) { newEodPayPosition.TdInterestPrincipal *= 1m - closePercent; }