diff --git a/YLErpDAL/BLL/EodSettlement/RealTimeClientBanlanceService.cs b/YLErpDAL/BLL/EodSettlement/RealTimeClientBanlanceService.cs
index dcead87e..2d16d4dd 100644
--- a/YLErpDAL/BLL/EodSettlement/RealTimeClientBanlanceService.cs
+++ b/YLErpDAL/BLL/EodSettlement/RealTimeClientBanlanceService.cs
@@ -12,6 +12,7 @@ using YLErp.Commons;
using YLErp.DataBase;
using YLErp.DBModels;
using YLErp.DBModels.Enums;
+using YLErp.Helpers;
using YLErp.Model;
using YLErp.Model.Enum;
using YLErp.Models;
@@ -1385,8 +1386,8 @@ namespace YLErp.BLL.Eod
ClientId = item.client_id ?? 0,
ClientName = item.client_name,
TradingQty = (item.order_qty ?? 0) - (item.last_shares ?? 0),
- TradingAmountAvg = (item.full_price ?? 0)*0.01m,
- TradingAmountFeeAvg = (item.full_price ?? 0) * 0.01m,
+ TradingAmountAvg = BondPriceConverter.ToStorage(item.full_price ?? 0),
+ TradingAmountFeeAvg = BondPriceConverter.ToStorage(item.full_price ?? 0),
TradingFee = 0
};
// clientOrder中数量单位为万
diff --git a/YLErpDAL/BLL/EodSettlement/RealtimePnlCalc.cs b/YLErpDAL/BLL/EodSettlement/RealtimePnlCalc.cs
index 862b0e49..54e9a178 100644
--- a/YLErpDAL/BLL/EodSettlement/RealtimePnlCalc.cs
+++ b/YLErpDAL/BLL/EodSettlement/RealtimePnlCalc.cs
@@ -598,8 +598,10 @@ namespace YLErp.BLL.Eod
}
clientPosition.update_user = 0;
SetClientPositionPrice(clientPosition);
- clientPosition.swap_market_value = clientPosition.full_price_now * clientPosition.position_qty * (clientPosition.side == 0 ? 1 : -1) * 100;
- clientPosition.position_profit_loss = (clientPosition.full_price_now - clientPosition.deal_full_price_avg) * 0.01m * (clientPosition.position_qty * 10000) * (clientPosition.side == 0 ? 1 : -1) - clientPosition.commission;
+ // full_price_now 为债券报价（面值百分比，×100形式）；×100 还原市值数量级
+ clientPosition.swap_market_value = clientPosition.full_price_now * clientPosition.position_qty * (clientPosition.side == 0 ? 1 : -1) * ConsGlobal.bondShowPriceMultiple;
+ // 盈亏 = (现价−成本) × 价差系数(÷100,bondPriceMultiple) × 数量(万手×10000) × 方向。此处 0.01m 与 10000 分属价格/数量两个维度，不宜合并为 BondPriceConverter
+ clientPosition.position_profit_loss = (clientPosition.full_price_now - clientPosition.deal_full_price_avg) * ConsGlobal.bondPriceMultiple * (clientPosition.position_qty * 10000) * (clientPosition.side == 0 ? 1 : -1) - clientPosition.commission;
clientPosition.position_profit_loss = Math.Round(clientPosition.position_profit_loss ?? 0, 2, MidpointRounding.AwayFromZero);
clientPosition.today_profit_loss = clientPosition.swap_market_value - lastPv;
if (clientPosition.deal_full_price_avg > 0 && enableCalcBongd)//发kafka 获取成交收益率
diff --git a/YLErpDAL/Helpers/BondPriceConverter.cs b/YLErpDAL/Helpers/BondPriceConverter.cs
new file mode 100644
index 00000000..2e113748
--- /dev/null
+++ b/YLErpDAL/Helpers/BondPriceConverter.cs
@@ -0,0 +1,60 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+
+namespace YLErp.Helpers
+{
+ ///
+ /// 债券价格展示态 ↔ 入库态 统一转换入口。
+ /// ============================================================================
+ /// 背景：债券价格习惯用"面值的百分比"报价（如全价 99.50 = 面值 100 的 99.5%）。
+ /// 入库时统一存为小数形式（0.995），展示时再 ×100 还原为 99.5。
+ ///
+ /// 过去这组转换散落在 11+ 个文件、87 处，多数用 ConsGlobal.bondPriceMultiple/
+ /// bondShowPriceMultiple，但有 4 处用字面量 *0.01m / *100 绕过常量（改常量值时不会跟随，
+ /// 极易引入 Bug）。本类收敛所有调用入口，杜绝散落。
+ ///
+ /// 命名口径（见《互换价格字段命名规范决策文档》）：
+ /// ToStorage = 展示态(99.5) → 入库态(0.995) 即 × bondPriceMultiple(0.01)
+ /// ToDisplay = 入库态(0.995) → 展示态(99.5) 即 × bondShowPriceMultiple(100)
+ /// ============================================================================
+ ///
+ public static class BondPriceConverter
+ {
+ ///
+ /// 展示态 → 入库态。债券报价（如 99.5）转为库内小数（0.995）。
+ /// 用于：成交流水导入、EOD 价格缓存、债券付息计算等入库/计算场景。
+ ///
+ /// 展示态价格（面值百分比形式，如 99.5）
+ /// 入库态价格（小数形式，如 0.995）
+ public static decimal ToStorage(decimal displayPrice)
+ {
+ return displayPrice * ConsGlobal.bondPriceMultiple;
+ }
+
+ ///
+ /// 入库态 → 展示态。库内小数（0.995）转为债券报价（99.5）。
+ /// 用于：列表查询、详情展示、报表导出等展示场景。
+ ///
+ /// 入库态价格（小数形式，如 0.995）
+ /// 展示态价格（面值百分比形式，如 99.5）
+ public static decimal ToDisplay(decimal storagePrice)
+ {
+ return storagePrice * ConsGlobal.bondShowPriceMultiple;
+ }
+
+ /// 可空重载：null 保持 null 语义（与原 *= ConsGlobal.bondPriceMultiple 行为一致）
+ public static decimal? ToStorage(decimal? displayPrice)
+ {
+ return displayPrice.HasValue ? displayPrice.Value * ConsGlobal.bondPriceMultiple : displayPrice;
+ }
+
+ /// 可空重载：null 保持 null 语义（与原 *= ConsGlobal.bondShowPriceMultiple 行为一致）
+ public static decimal? ToDisplay(decimal? storagePrice)
+ {
+ return storagePrice.HasValue ? storagePrice.Value * ConsGlobal.bondShowPriceMultiple : storagePrice;
+ }
+ }
+}
diff --git a/YLErpDAL/Modules/DataProviderModule/EodPriceProvider.cs b/YLErpDAL/Modules/DataProviderModule/EodPriceProvider.cs
index 9ed78cef..18b31de5 100644
--- a/YLErpDAL/Modules/DataProviderModule/EodPriceProvider.cs
+++ b/YLErpDAL/Modules/DataProviderModule/EodPriceProvider.cs
@@ -1,4 +1,5 @@
using YLErp.Abstract.DataProviders;
+using YLErp.Helpers;
using YLErp.Models;
using YLErp.Modules.TradeModule.DealModule;
using YLErp.QdpModule;
@@ -139,9 +140,9 @@ namespace YLErp.Modules.DataProviderModule
{
if (item.UnderlyingInstrumentType == "Bonds")
{
- item.SettlePrice = Convert.ToDouble(item.DeciSettlePrice * ConsGlobal.bondPriceMultiple);
- item.ClosePrice = Convert.ToDouble(item.DeciClosePrice * ConsGlobal.bondPriceMultiple);
- item.ReferencePrice = Convert.ToDouble(item.DeciReferencePrice * ConsGlobal.bondPriceMultiple);
+ item.SettlePrice = Convert.ToDouble(BondPriceConverter.ToStorage(item.DeciSettlePrice));
+ item.ClosePrice = Convert.ToDouble(BondPriceConverter.ToStorage(item.DeciClosePrice));
+ item.ReferencePrice = Convert.ToDouble(BondPriceConverter.ToStorage(item.DeciReferencePrice));
}
_priceDic[item.UnderlyingCode] = item;
}
diff --git a/YLErpDAL/Modules/DataProviderModule/EodPriceQueryService.cs b/YLErpDAL/Modules/DataProviderModule/EodPriceQueryService.cs
index 5c9f6b6f..02e7787b 100644
--- a/YLErpDAL/Modules/DataProviderModule/EodPriceQueryService.cs
+++ b/YLErpDAL/Modules/DataProviderModule/EodPriceQueryService.cs
@@ -1,5 +1,6 @@
using DocumentFormat.OpenXml.Drawing.Charts;
using System.Linq.Expressions;
+using YLErp.Helpers;
using YLErp.Models;
using YLErp.QdpModule;
@@ -228,9 +229,9 @@ namespace YLErp.Modules.DataProviderModule
Vobp = bondPrice.vobp,
ValueDate = valueDate,
UnderlyingCode = underlyingCode,
- ClosePrice = Convert.ToDouble(bondPrice.dirty_price_close * ConsGlobal.bondPriceMultiple),
- SettlePrice = Convert.ToDouble(bondPrice.net_price * ConsGlobal.bondPriceMultiple),
- ReferencePrice = Convert.ToDouble(bondPrice.yield * ConsGlobal.bondPriceMultiple)
+ ClosePrice = Convert.ToDouble(BondPriceConverter.ToStorage(bondPrice.dirty_price_close)),
+ SettlePrice = Convert.ToDouble(BondPriceConverter.ToStorage(bondPrice.net_price)),
+ ReferencePrice = Convert.ToDouble(BondPriceConverter.ToStorage(bondPrice.yield))
};
}
///
diff --git a/YLErpDAL/Modules/EodModule/BondPaymentService.cs b/YLErpDAL/Modules/EodModule/BondPaymentService.cs
index eda780f8..a10caab3 100644
--- a/YLErpDAL/Modules/EodModule/BondPaymentService.cs
+++ b/YLErpDAL/Modules/EodModule/BondPaymentService.cs
@@ -135,7 +135,8 @@ namespace YLErp.Modules.EodModule
public decimal CalcPayment(List payments, decimal qty, decimal longRatio, decimal payDirection)
{
var interest = payments.Sum(s => s.payment_interest ?? 0);
- return interest * qty * 0.01m * longRatio * payDirection;
+ // interest 为每 100 元面值的票息，×qty 后需 ÷100 转为实际金额（与入库价格 bondPriceMultiple 同口径）
+ return BondPriceConverter.ToStorage(interest * qty) * longRatio * payDirection;
}
}
diff --git a/YLErpDAL/Modules/SwapModule/SwapEndConfirmService.cs b/YLErpDAL/Modules/SwapModule/SwapEndConfirmService.cs
index 39595512..c8786ab1 100644
--- a/YLErpDAL/Modules/SwapModule/SwapEndConfirmService.cs
+++ b/YLErpDAL/Modules/SwapModule/SwapEndConfirmService.cs
@@ -78,10 +78,10 @@ namespace YLErp.Modules.SwapModule
var um = underlyings.FirstOrDefault(x => x.UnderlyingCode == swapEventFlow.UnderlyingCode);
if (um != null && um.IsBond())
{
- x.swap_flow_event.TradingAmountAvg *= ConsGlobal.bondShowPriceMultiple;
- x.swap_flow_event.TradingAmountFeeAvg *= ConsGlobal.bondShowPriceMultiple;
- x.swap_flow_event.TradingAmountNetAvg *= ConsGlobal.bondShowPriceMultiple;
- x.swap_flow_event.TradingAmountNetFeeAvg *= ConsGlobal.bondShowPriceMultiple;
+ x.swap_flow_event.TradingAmountAvg = BondPriceConverter.ToDisplay(x.swap_flow_event.TradingAmountAvg);
+ x.swap_flow_event.TradingAmountFeeAvg = BondPriceConverter.ToDisplay(x.swap_flow_event.TradingAmountFeeAvg);
+ x.swap_flow_event.TradingAmountNetAvg = x.swap_flow_event.TradingAmountNetAvg.HasValue ? BondPriceConverter.ToDisplay(x.swap_flow_event.TradingAmountNetAvg.Value) : x.swap_flow_event.TradingAmountNetAvg;
+ x.swap_flow_event.TradingAmountNetFeeAvg = x.swap_flow_event.TradingAmountNetFeeAvg.HasValue ? BondPriceConverter.ToDisplay(x.swap_flow_event.TradingAmountNetFeeAvg.Value) : x.swap_flow_event.TradingAmountNetFeeAvg;
}
if (x.trade_contract_r != null)
{
diff --git a/YLErpDAL/Modules/SwapModule/SwapFlowImportService.cs b/YLErpDAL/Modules/SwapModule/SwapFlowImportService.cs
index 3246277b..fb65eff8 100644
--- a/YLErpDAL/Modules/SwapModule/SwapFlowImportService.cs
+++ b/YLErpDAL/Modules/SwapModule/SwapFlowImportService.cs
@@ -120,10 +120,14 @@ namespace YLErp.Modules.SwapModule
swap_flow.TradingAmountNetFee = TradeFeeHelper.CalcPriceWithFee(swap_flow.TradingFee, swap_flow.TradingAmountNet??0, swap_flow.TradingQty, swap_flow.BsType);
if (underlying != null && underlying.IsBond())
{
- swap_flow.TradingAmountAvg *= ConsGlobal.bondPriceMultiple;
- swap_flow.TradingAmountFeeAvg *= ConsGlobal.bondPriceMultiple;
- swap_flow.TradingAmountNet *= ConsGlobal.bondPriceMultiple;
- swap_flow.TradingAmountNetFee *= ConsGlobal.bondPriceMultiple;
+ // 成交流水债券报价(×100形式)转入库小数(×0.01)，统一走 BondPriceConverter
+ swap_flow.TradingAmountAvg = BondPriceConverter.ToStorage(swap_flow.TradingAmountAvg);
+ swap_flow.TradingAmountFeeAvg = BondPriceConverter.ToStorage(swap_flow.TradingAmountFeeAvg);
+ // TradingAmountNet/NetFee 可空，null 时保持 null 语义（与原 *= 一致）
+ if (swap_flow.TradingAmountNet.HasValue)
+ swap_flow.TradingAmountNet = BondPriceConverter.ToStorage(swap_flow.TradingAmountNet.Value);
+ if (swap_flow.TradingAmountNetFee.HasValue)
+ swap_flow.TradingAmountNetFee = BondPriceConverter.ToStorage(swap_flow.TradingAmountNetFee.Value);
}
if (!string.IsNullOrEmpty(clientName))
{
diff --git a/YLErpDAL/Modules/SwapModule/SwapFlowService.cs b/YLErpDAL/Modules/SwapModule/SwapFlowService.cs
index 089a79fc..2641648a 100644
--- a/YLErpDAL/Modules/SwapModule/SwapFlowService.cs
+++ b/YLErpDAL/Modules/SwapModule/SwapFlowService.cs
@@ -167,10 +167,12 @@ namespace YLErp.Modules.SwapModule
var um = underlyings.FirstOrDefault(x=>x.UnderlyingCode==item.UnderlyingCode);
if (um!=null&&um.IsBond())
{
- item.TradingAmountAvg *= ConsGlobal.bondShowPriceMultiple;
- item.TradingAmountFeeAvg *= ConsGlobal.bondShowPriceMultiple;
- item.TradingAmountNet *= ConsGlobal.bondShowPriceMultiple;
- item.TradingAmountNetFee *= ConsGlobal.bondShowPriceMultiple;
+ // 入库小数(0.995)→展示报价(99.5)，价格字段统一走 BondPriceConverter
+ item.TradingAmountAvg = BondPriceConverter.ToDisplay(item.TradingAmountAvg);
+ item.TradingAmountFeeAvg = BondPriceConverter.ToDisplay(item.TradingAmountFeeAvg);
+ item.TradingAmountNet = item.TradingAmountNet.HasValue ? BondPriceConverter.ToDisplay(item.TradingAmountNet.Value) : item.TradingAmountNet;
+ item.TradingAmountNetFee = item.TradingAmountNetFee.HasValue ? BondPriceConverter.ToDisplay(item.TradingAmountNetFee.Value) : item.TradingAmountNetFee;
+ // 数量÷100（手→万手展示），与价格维度无关，保留常量
item.TradingQty /= ConsGlobal.bondShowPriceMultiple;
}
}
@@ -228,9 +230,9 @@ namespace YLErp.Modules.SwapModule
var um = underlyings.FirstOrDefault(x => x.UnderlyingCode == item.UnderlyingCode);
if (um != null && um.IsBond())
{
- item.TradingAmountAvg *= ConsGlobal.bondShowPriceMultiple;
- item.TradingAmountFeeAvg *= ConsGlobal.bondShowPriceMultiple;
- item.TradingAmountNet *= ConsGlobal.bondShowPriceMultiple;
+ item.TradingAmountAvg = BondPriceConverter.ToDisplay(item.TradingAmountAvg);
+ item.TradingAmountFeeAvg = BondPriceConverter.ToDisplay(item.TradingAmountFeeAvg);
+ item.TradingAmountNet = BondPriceConverter.ToDisplay(item.TradingAmountNet);
item.TradingQty /= ConsGlobal.bondShowPriceMultiple;
}
}
@@ -304,10 +306,10 @@ namespace YLErp.Modules.SwapModule
item.InitYtm = ytmMap.GetValueOrDefault(item.SwapTradeId);
if (ConsGlobal.InstrumentType.IsBond(item.UnderlyingInstrumentType))
{
- item.TradingAmountAvg *= ConsGlobal.bondShowPriceMultiple;
- item.TradingAmountFeeAvg *= ConsGlobal.bondShowPriceMultiple;
- item.TradingAmountNetFeeAvg *= ConsGlobal.bondShowPriceMultiple;
- item.TradingAmountNetAvg *= ConsGlobal.bondShowPriceMultiple;
+ item.TradingAmountAvg = BondPriceConverter.ToDisplay(item.TradingAmountAvg);
+ item.TradingAmountFeeAvg = BondPriceConverter.ToDisplay(item.TradingAmountFeeAvg);
+ item.TradingAmountNetFeeAvg = item.TradingAmountNetFeeAvg.HasValue ? BondPriceConverter.ToDisplay(item.TradingAmountNetFeeAvg.Value) : item.TradingAmountNetFeeAvg;
+ item.TradingAmountNetAvg = item.TradingAmountNetAvg.HasValue ? BondPriceConverter.ToDisplay(item.TradingAmountNetAvg.Value) : item.TradingAmountNetAvg;
item.Quantity /= ConsGlobal.bondShowPriceMultiple;
}
if (item.PayDate == null || item.EventType != (int)SwapEventTypeEnum.平仓)
@@ -440,10 +442,10 @@ namespace YLErp.Modules.SwapModule
{
if (ConsGlobal.InstrumentType.IsBond(item.position.UnderlyingInstrumentType))
{
- item.position.PosiNetPrice *= ConsGlobal.bondShowPriceMultiple;
- item.position.PosiGrossPrice *= ConsGlobal.bondShowPriceMultiple;
- item.position.PosiNetNoFeePrice *= ConsGlobal.bondShowPriceMultiple;
- item.position.PosiNetFeePrice *= ConsGlobal.bondShowPriceMultiple;
+ item.position.PosiNetPrice = BondPriceConverter.ToDisplay(item.position.PosiNetPrice);
+ item.position.PosiGrossPrice = BondPriceConverter.ToDisplay(item.position.PosiGrossPrice);
+ item.position.PosiNetNoFeePrice = item.position.PosiNetNoFeePrice.HasValue ? BondPriceConverter.ToDisplay(item.position.PosiNetNoFeePrice.Value) : item.position.PosiNetNoFeePrice;
+ item.position.PosiNetFeePrice = item.position.PosiNetFeePrice.HasValue ? BondPriceConverter.ToDisplay(item.position.PosiNetFeePrice.Value) : item.position.PosiNetFeePrice;
item.position.PosiQuantity /= ConsGlobal.bondShowPriceMultiple;
}
}
@@ -599,10 +601,10 @@ namespace YLErp.Modules.SwapModule
var um = DataCacheProvider.GetUnderlyingDataSource().GetData(swapFlow.UnderlyingCode);
if (um != null && um.IsBond())
{
- swapFlow.TradingAmountAvg *= ConsGlobal.bondShowPriceMultiple;
- swapFlow.TradingAmountFeeAvg *= ConsGlobal.bondShowPriceMultiple;
- swapFlow.TradingAmountNet *= ConsGlobal.bondShowPriceMultiple;
- swapFlow.TradingAmountNetFee *= ConsGlobal.bondShowPriceMultiple;
+ swapFlow.TradingAmountAvg = BondPriceConverter.ToDisplay(swapFlow.TradingAmountAvg);
+ swapFlow.TradingAmountFeeAvg = BondPriceConverter.ToDisplay(swapFlow.TradingAmountFeeAvg);
+ swapFlow.TradingAmountNet = swapFlow.TradingAmountNet.HasValue ? BondPriceConverter.ToDisplay(swapFlow.TradingAmountNet.Value) : swapFlow.TradingAmountNet;
+ swapFlow.TradingAmountNetFee = swapFlow.TradingAmountNetFee.HasValue ? BondPriceConverter.ToDisplay(swapFlow.TradingAmountNetFee.Value) : swapFlow.TradingAmountNetFee;
swapFlow.TradingQty /= ConsGlobal.bondShowPriceMultiple;
}
return swapFlow;
@@ -617,10 +619,10 @@ namespace YLErp.Modules.SwapModule
var um = DataCacheProvider.GetUnderlyingDataSource().GetData(swapFlow.UnderlyingCode);
if (um != null && um.IsBond())
{
- swapFlow.TradingAmountAvg *= ConsGlobal.bondShowPriceMultiple;
- swapFlow.TradingAmountFeeAvg *= ConsGlobal.bondShowPriceMultiple;
- swapFlow.TradingAmountNetAvg *= ConsGlobal.bondShowPriceMultiple;
- swapFlow.TradingAmountNetFeeAvg *= ConsGlobal.bondShowPriceMultiple;
+ swapFlow.TradingAmountAvg = BondPriceConverter.ToDisplay(swapFlow.TradingAmountAvg);
+ swapFlow.TradingAmountFeeAvg = BondPriceConverter.ToDisplay(swapFlow.TradingAmountFeeAvg);
+ swapFlow.TradingAmountNetAvg = swapFlow.TradingAmountNetAvg.HasValue ? BondPriceConverter.ToDisplay(swapFlow.TradingAmountNetAvg.Value) : swapFlow.TradingAmountNetAvg;
+ swapFlow.TradingAmountNetFeeAvg = swapFlow.TradingAmountNetFeeAvg.HasValue ? BondPriceConverter.ToDisplay(swapFlow.TradingAmountNetFeeAvg.Value) : swapFlow.TradingAmountNetFeeAvg;
swapFlow.TradingQty /= ConsGlobal.bondShowPriceMultiple;
}
return swapFlow;
@@ -752,10 +754,14 @@ namespace YLErp.Modules.SwapModule
}
if (underlying != null && underlying.IsBond())
{
- req.TradingAmountAvg *= ConsGlobal.bondPriceMultiple;
- req.TradingAmountFeeAvg *= ConsGlobal.bondPriceMultiple;
- req.TradingAmountNet *= ConsGlobal.bondPriceMultiple;
- req.TradingAmountNetFee *= ConsGlobal.bondPriceMultiple;
+ // 债券报价(×100)转入库小数(×0.01)，价格字段统一走 BondPriceConverter
+ req.TradingAmountAvg = BondPriceConverter.ToStorage(req.TradingAmountAvg);
+ req.TradingAmountFeeAvg = BondPriceConverter.ToStorage(req.TradingAmountFeeAvg);
+ if (req.TradingAmountNet.HasValue)
+ req.TradingAmountNet = BondPriceConverter.ToStorage(req.TradingAmountNet.Value);
+ if (req.TradingAmountNetFee.HasValue)
+ req.TradingAmountNetFee = BondPriceConverter.ToStorage(req.TradingAmountNetFee.Value);
+ // 数量×100（万手→手），与价格维度无关，保留常量
req.TradingQty *= ConsGlobal.bondShowPriceMultiple;
}
}
diff --git a/YLErpDAL/Modules/SwapModule/SwapTradeAutoService.cs b/YLErpDAL/Modules/SwapModule/SwapTradeAutoService.cs
index f3c1a530..abaf1859 100644
--- a/YLErpDAL/Modules/SwapModule/SwapTradeAutoService.cs
+++ b/YLErpDAL/Modules/SwapModule/SwapTradeAutoService.cs
@@ -85,13 +85,14 @@ namespace YLErp.Modules.SwapModule
swapFlow.SwapTradeNo = null;
swapFlow.DataState = (int)SwapFlowDateStateEnum.等待完成;
}
- swapFlow.TradingAmountAvg = (item.deal_full_price ?? 0) * 0.01m;
- swapFlow.TradingAmountFeeAvg = (item.deal_full_price_include_fee ?? 0) * 0.01m;
+ // 债券报价(×100)转入库小数(×0.01)，统一走 BondPriceConverter
+ swapFlow.TradingAmountAvg = BondPriceConverter.ToStorage(item.deal_full_price ?? 0);
+ swapFlow.TradingAmountFeeAvg = BondPriceConverter.ToStorage(item.deal_full_price_include_fee ?? 0);
swapFlow.TradingAmount = swapFlow.TradingQty * swapFlow.ContractSize * swapFlow.TradingAmountAvg;
swapFlow.ClientId = Convert.ToInt32(item.client_id ?? 0);
- swapFlow.ytm = (item.ytm ?? 0) * 0.01m;
- swapFlow.TradingAmountNet = (item.deal_price ?? 0) * 0.01m;
- swapFlow.TradingAmountNetFee = (item.deal_price_include_fee ?? 0) * 0.01m;
+ swapFlow.ytm = BondPriceConverter.ToStorage(item.ytm ?? 0);
+ swapFlow.TradingAmountNet = BondPriceConverter.ToStorage(item.deal_price ?? 0);
+ swapFlow.TradingAmountNetFee = BondPriceConverter.ToStorage(item.deal_price_include_fee ?? 0);
swapFlow.ClientName = item.client_name;
swapFlow.SetOpt(UserInfo);
swapFlow.OptTime = item.create_time.HasValue ? item.create_time.Value : DateTime.Now;