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fix(swap): 修复SwapEodPositionService互换持仓价值计算逻辑 利息考虑方向

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- 移除了未使用的命名空间引用
- 修正利息模式判断条件，将小于号改为大于号
- 更新持仓价值计算公式，对利息利润乘以比例系数
- 统一多处持仓价值计算逻辑的修改
This commit is contained in:
hjhan
2026-02-12 17:19:46 +08:00
parent 83f7e04e41
commit 776cc5d9c3
1 changed files with 5 additions and 28 deletions
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YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs
+5 -28
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@@ -1,24 +1,6 @@
using BaseOUDAL;
using ClosedXML.Report.Utils;
using CsvHelper;
using DocumentFormat.OpenXml.Spreadsheet;
using MathNet.Numerics.LinearAlgebra.Factorization;
using MoreLinq;
using Newtonsoft.Json;
using NPOI.POIFS.NIO;
using NPOI.SS.Formula.Functions;
using NPOI.SS.UserModel;
using Org.BouncyCastle.Asn1.Cmp;
using Org.BouncyCastle.Math.EC.Multiplier;
using Org.BouncyCastle.Ocsp;
using Qdp.Pricing.Library.Common.Products.Abs;
using System;
using System.Collections.Generic;
using System.Linq;
using System.Linq.Expressions;
using System.Security.Cryptography.Xml;
using YLErp.BLL;
using YLErp.DBModels;
using YLErp.DBModels.Consts;
using YLErp.DBModels.Enums;
using YLErp.Model;
@@ -26,12 +8,7 @@ using YLErp.Model.Enum;
using YLErp.Models;
using YLErp.Modules.DataProviderModule;
using YLErp.Modules.EodModule;
using YLErp.Modules.ReportModule;
using YLErp.Modules.TradeModule;
using YLErp.QdpModule;
using static alglib;
using static YLErp.ConsGlobal;
using static YLErp.DBModels.ConsTrade;
namespace YLErp.Modules.SwapModule
{
@@ -234,7 +211,7 @@ namespace YLErp.Modules.SwapModule
var hasSwap = flowEvents.Any(x => x.EventType == (int)SwapEventTypeEnum.互换);
foreach (var interest in interestList)
{
if (interest.InterestMode == (int)InterestModeEnum.追加预付金 && interest.HappenDate < settleDate)
if (interest.InterestMode == (int)InterestModeEnum.追加预付金 && interest.HappenDate > settleDate)
{
continue;
}
@@ -651,7 +628,7 @@ namespace YLErp.Modules.SwapModule
newEodPayPosition.InterestFeeSum = eodPayPosition.InterestFeeSum + newEodPayPosition.TdInterestFee - newEodPayPosition.TdCloseInterestFee;
newEodPayPosition.InterestProfitSum = newEodPayPosition.InterestIncomeSum + newEodPayPosition.InterestFeeSum;
//持仓价值
newEodPayPosition.SwapPositionValue = newEodPayPosition.InterestProfitSum + newEodPayPosition.PosiProfitSum;
newEodPayPosition.SwapPositionValue = newEodPayPosition.InterestProfitSum * ratio + newEodPayPosition.PosiProfitSum;
//累计已实现
newEodPayPosition.RealizedInterest = eodPayPosition.RealizedInterest + newEodPayPosition.TdCloseInterest * ratio;
@@ -750,7 +727,7 @@ namespace YLErp.Modules.SwapModule
newEodPayPosition.InterestFeeSum = eodPayPosition.InterestFeeSum + newEodPayPosition.TdInterestFee - newEodPayPosition.TdCloseInterestFee;
newEodPayPosition.InterestProfitSum = newEodPayPosition.InterestIncomeSum + newEodPayPosition.InterestFeeSum;
//持仓价值
newEodPayPosition.SwapPositionValue = newEodPayPosition.InterestProfitSum + newEodPayPosition.PosiProfitSum;
newEodPayPosition.SwapPositionValue = newEodPayPosition.InterestProfitSum * ratio + newEodPayPosition.PosiProfitSum;
//累计已实现
newEodPayPosition.RealizedInterest = eodPayPosition.RealizedInterest + newEodPayPosition.TdCloseInterest * ratio;
@@ -873,7 +850,7 @@ namespace YLErp.Modules.SwapModule
newEodPayPosition.InterestFeeSum = eodPayPosition.InterestFeeSum + newEodPayPosition.TdInterestFee - newEodPayPosition.TdCloseInterestFee;
newEodPayPosition.InterestProfitSum = newEodPayPosition.InterestIncomeSum + newEodPayPosition.InterestFeeSum;
//持仓价值
newEodPayPosition.SwapPositionValue = newEodPayPosition.InterestProfitSum + newEodPayPosition.PosiProfitSum;
newEodPayPosition.SwapPositionValue = newEodPayPosition.InterestProfitSum * ratio + newEodPayPosition.PosiProfitSum;
//累计已实现
newEodPayPosition.RealizedInterest = eodPayPosition.RealizedInterest + newEodPayPosition.TdCloseInterest;
@@ -990,7 +967,7 @@ namespace YLErp.Modules.SwapModule
newEodPayPosition.InterestFeeSum = eodPayPosition.InterestFeeSum + newEodPayPosition.TdInterestFee - newEodPayPosition.TdCloseInterestFee;
newEodPayPosition.InterestProfitSum = newEodPayPosition.InterestIncomeSum + newEodPayPosition.InterestFeeSum;
//持仓价值
newEodPayPosition.SwapPositionValue = newEodPayPosition.InterestProfitSum + newEodPayPosition.PosiProfitSum;
newEodPayPosition.SwapPositionValue = newEodPayPosition.InterestProfitSum * ratio + newEodPayPosition.PosiProfitSum;
//累计已实现
newEodPayPosition.RealizedInterest = eodPayPosition.RealizedInterest + newEodPayPosition.TdCloseInterest * ratio;