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refactor(interest): CalcNotionalByMode 融资腿委托策略工厂

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融资腿(mode 1固定值/2合约名义本金/9标的期初全价)改由
InterestLegStrategyFactory.Get(mode).CalcNotional(...) 计算,
不再走原 switch 的 case。

保证金(mode 5/6)和多空存续(mode 7/8)暂保留原 switch 逻辑,
待 Margin 上下文接入后再迁出。

行为等价: 全量480测试, 改动前后失败数一致(7个, 全为无库环境问题),
零回归。
This commit is contained in:
hjhan
2026-08-11 09:13:26 +08:00
parent 55284fb76b
commit 7d0397fc44
1 changed files with 21 additions and 15 deletions
Download Patch File Download Diff File Expand all files Collapse all files
YLErpDAL/Modules/SwapModule/SwapDealService.cs
+21 -15
View File
@@ -10,6 +10,7 @@ using YLErp.Modules.DataProviderModule;
using YLErp.Modules.EodModule;
using YLErp.Modules.TradeModule;
using YLErp.Modules.TradeModule.DealModule;
using YLErp.Modules.SwapModule.InterestLegs;
using YLErp.QdpModule;
namespace YLErp.Modules.SwapModule
@@ -898,20 +899,31 @@ namespace YLErp.Modules.SwapModule
}
/// <summary>
/// 根据计息模式计算名义本金
/// 根据计息模式计算名义本金。
/// 融资腿(mode 1/2/9)已委托 InterestLegStrategyFactory；保证金(mode 5/6)和
/// 半禁用的多空存续(mode 7/8)暂保留原逻辑，待 Margin 上下文接入后再迁出。
/// </summary>
private (decimal close, decimal posi, decimal closePct) CalcNotionalByMode(swap_position position, decimal closePercent, decimal posiNotional, decimal posiLong, decimal posiShort)
{
decimal closePrincipal = posiNotional; // 平仓部分的名义本金
decimal posiPrincipal = posiNotional; // 持仓部分的名义本金
decimal newClosePercent = closePercent; // 调整后的平仓比例
var mode = (InterestModeEnum)position.InterestMode;
switch ((InterestModeEnum)position.InterestMode)
// 融资腿(1/2/9)走策略工厂
if (mode == InterestModeEnum.固定值
|| mode == InterestModeEnum.合约名义本金规模
|| mode == InterestModeEnum.标的期初全价)
{
var r = InterestLegStrategyFactory.Get(mode)
.CalcNotional(position.InterestPrincipalFix, posiNotional, posiLong, posiShort, closePercent);
return (r.ClosePrincipal, r.PosiPrincipal, r.ClosePercent);
}
// 以下 mode 尚未迁入新架构，保留原逻辑
decimal closePrincipal = posiNotional;
decimal posiPrincipal = posiNotional;
decimal newClosePercent = closePercent;
switch (mode)
{
case InterestModeEnum.固定值:
closePrincipal = posiPrincipal = position.InterestPrincipalFix;
newClosePercent = 1m;
break;
case InterestModeEnum.多头存续名义本金:
closePrincipal = posiLong * closePercent;
posiPrincipal = posiLong;
@@ -920,12 +932,6 @@ namespace YLErp.Modules.SwapModule
closePrincipal = posiShort * closePercent;
posiPrincipal = posiShort;
break;
case InterestModeEnum.合约名义本金规模:
closePrincipal = posiNotional * closePercent;
break;
case InterestModeEnum.标的期初全价:
closePrincipal = posiNotional * closePercent;
break;
case InterestModeEnum.追加预付金:
case InterestModeEnum.初始预付金:
closePrincipal = position.InterestPrincipalFix * closePercent;