Merge branch 'glms/feature/1.4.2' of http://git.yiliantech.com/gitlab/otc-dev/zszq-trs into glms/feature/1.4.2

YLErpWeb/fe-tests/_shim_run.js

@@ -24,6 +24,10 @@ function makeExpect(actual) {
             if (actual <= n) { passed++; }
             else { failed++; failures.push('toBeLessThanOrEqual: ' + fmt(actual) + ' <= ' + n + ' failed'); }
         },
+        toBeGreaterThan(n) {
+            if (actual > n) { passed++; }
+            else { failed++; failures.push('toBeGreaterThan: ' + fmt(actual) + ' > ' + n + ' failed'); }
+        },
         toBeGreaterThanOrEqual(n) {
             if (actual >= n) { passed++; }
             else { failed++; failures.push('toBeGreaterThanOrEqual: ' + fmt(actual) + ' >= ' + n + ' failed'); }

YLErpWeb/fe-tests/swapCalc.test.js

@@ -43,6 +43,64 @@ describe('回归守卫：曾出 bug 的纯函数', () => {
     });
 });
 
+// ============================================================================
+// 多次部分平仓：平仓比例 ↔ 平仓名义本金 换算必须以"剩余持仓名义本金"为基准
+// 守卫 unwindSwapTrade.js changeCloseQty/changeClosePercent/changeCloseNotionalValue
+// 旧 bug：用原始 NotionalValue 换算，首次部分平仓后 PosiNotionalValue 被扣减，
+//        导致 ClosePercent 偏小 / CloseNotionalValue 偏大，后端预付金返还本金计算错误
+// ============================================================================
+describe('多次部分平仓：比例↔名义本金换算以 PosiNotionalValue 为基准', () => {
+    // 场景：原始名义本金 1,000,000，首次平 30% 后剩余 700,000
+    //   第 2 次按名义本金输入 350,000（意图平剩余 50%）
+    const NotionalValue = 1_000_000;      // 原始（不变）
+    const PosiNotionalValue = 700_000;    // 首次部分平仓后剩余
+
+    test('按名义本金反算比例：应=0.5（用剩余），旧 bug 会算成 0.35（用原始）', () => {
+        const closeNotionalValue = 350_000;
+        const correctPct = SwapCalc.calcClosePercentByRemaining(closeNotionalValue, PosiNotionalValue);
+        const buggyPct = SwapCalc.calcClosePercentByRemaining(closeNotionalValue, NotionalValue);
+        expectClose(correctPct, 0.5, '剩余本金为分母应得 50%');
+        expectClose(buggyPct, 0.35, '旧 bug 用原始本金会算成 0.35');
+        expect(Math.abs(correctPct - buggyPct)).toBeGreaterThan(TOL);
+    });
+
+    test('按比例正算名义本金：应=350,000（用剩余），旧 bug 会算成 500,000（用原始）', () => {
+        const closePercent = 0.5;
+        const correctNotional = SwapCalc.calcCloseNotionalByRemaining(closePercent, PosiNotionalValue);
+        const buggyNotional = SwapCalc.calcCloseNotionalByRemaining(closePercent, NotionalValue);
+        expectClose(correctNotional, 350_000, '剩余本金×50%应=350,000');
+        expectClose(buggyNotional, 500_000, '旧 bug 用原始本金会算成 500,000');
+        expect(Math.abs(correctNotional - buggyNotional)).toBeGreaterThan(TOL);
+    });
+
+    test('第 3 次全平剩余 350,000：比例应=1.0（用剩余），旧 bug 会算成 0.35', () => {
+        const remaining = 350_000;
+        const closeNotionalValue = 350_000;
+        const correctPct = SwapCalc.calcClosePercentByRemaining(closeNotionalValue, remaining);
+        const buggyPct = SwapCalc.calcClosePercentByRemaining(closeNotionalValue, NotionalValue);
+        expectClose(correctPct, 1.0, '剩余全平应=100%');
+        expectClose(buggyPct, 0.35, '旧 bug 用原始本金会算成 0.35');
+    });
+
+    test('多次部分平仓合计本金应=原始名义本金（3 次：30% / 50% / 全平）', () => {
+        // 模拟 3 次部分平仓的换算，每次以"当前剩余"为基准
+        let remaining = 1_000_000;
+        const steps = [0.3, 0.5, 1.0];
+        let totalClosed = 0;
+        steps.forEach((pct) => {
+            const closed = SwapCalc.calcCloseNotionalByRemaining(pct, remaining);
+            totalClosed += closed;
+            remaining -= closed;
+        });
+        expectClose(totalClosed, 1_000_000, '3 次部分平仓合计应=原始名义本金');
+        expectClose(remaining, 0, '剩余应为 0');
+    });
+
+    test('除零保护：剩余本金为 0 时比例返回 0', () => {
+        expect(SwapCalc.calcClosePercentByRemaining(100, 0)).toBe(0);
+    });
+});
+
 describe('交叉校验：对齐 C# FrontendCalcCharacterizationTest 金标准', () => {
     // FC_001 平仓-债券多头-默认
     test('FC_001 平仓 债券多头 默认', () => {

YLErpWeb/wwwroot/Scripts/app/swaptrade/swapCalc.js

@@ -65,6 +65,19 @@
         return roundHalfAwayFromZero(posiGrossPrice * factor, 2);
     }
 
+    // 平仓名义本金 = 平仓比例 × 剩余持仓名义本金（PosiNotionalValue）
+    // 多次部分平仓后必须用剩余本金 PosiNotionalValue，不能用原始 NotionalValue，否则偏大
+    function calcCloseNotionalByRemaining(closePercent, posiNotionalValue) {
+        return roundHalfAwayFromZero(Number(closePercent) * Number(posiNotionalValue), 2);
+    }
+
+    // 平仓比例 = 平仓名义本金 / 剩余持仓名义本金（PosiNotionalValue）
+    // 多次部分平仓后必须以剩余本金为分母，否则比例偏小，导致后端预付金返还本金计算错误
+    function calcClosePercentByRemaining(closeNotionalValue, posiNotionalValue) {
+        if (Number(posiNotionalValue) === 0) return 0;
+        return roundHalfAwayFromZero(Number(closeNotionalValue) / Number(posiNotionalValue), 6);
+    }
+
     // 盯市平仓盈亏（unwind）：CloseQty × (期末全价×scale − 期初全价) × floatRatio × longRatio
     // 对齐 FrontendCalcReference.CalcUnwind：先 ×10000 取整再 ÷10000，最后 toFixed(2)
     // 干净输入下等价于直接 round(.., 2)
@@ -164,6 +177,8 @@
         roundMoney: roundMoney,
         calcFloatPnlSum: calcFloatPnlSum,
         calcStockEqvNotional: calcStockEqvNotional,
+        calcCloseNotionalByRemaining: calcCloseNotionalByRemaining,
+        calcClosePercentByRemaining: calcClosePercentByRemaining,
         calcMarkClosePnl: calcMarkClosePnl,
         calcUnwind: calcUnwind,
         calcIncome: calcIncome

YLErpWeb/wwwroot/Scripts/app/swaptrade/unwindSwapTrade.js

@@ -17,7 +17,9 @@ const vue = new Vue({
         marginList: [],
         initPosiNetPrice: 0,
         multiplier: 1,
-        oriClosePercent: model.ClosePercent,
+        // 多次部分平仓后，ClosePercent 语义为“占剩余持仓的比例”(后端 GetUnwindInterests 用 remainingBase×closePercent 计算预付金返还)，
+        // 故最多可平 100% 剩余，oriClosePercent 恒为 1；不能用 model.ClosePercent(=剩余/原始，Definition A 旧口径)，否则全部平仓/按比例会少返预付金
+        oriClosePercent: 1,
         ratio: 1,
         shortRatio: 1,
     },
@@ -53,6 +55,12 @@ const vue = new Vue({
             this.ratio = this.floatPosition.PayDirection == 1 ? -1 : 1;
             this.shortRatio = this.floatPosition.PositionType == 1 ? 1 : -1;
             this.TradeStartDate = model.TradeStartDate;
+            // 多次部分平仓后 ClosePercent 语义为"占剩余持仓比例"。
+            // 仅当"全部平仓"(CloseMethod==1) 时修正旧口径(model.ClosePercent 可能=剩余/原始<1)为 1；
+            // "部分平仓"(CloseMethod==2) 时保留已提交比例(平仓待复核场景)，避免覆盖用户已提交的 closePercent
+            if (this.deal.CloseMethod === 1) {
+                this.deal.ClosePercent = 1;
+            }
             // 转换期末标的价格为百分比形式
             if (this.floatPosition.TradingAmountAvg) {
                 this.floatPosition.TradingAmountAvg = this.floatPosition.TradingAmountAvg * this.multiplier;
@@ -146,7 +154,8 @@ const vue = new Vue({
             } else {
                 this.deal.CloseMethod = 2;
             }
-            this.deal.CloseNotionalValue = otcformat.trading.StockEqvNotional(parseFloat(this.deal.ClosePercent) * parseFloat(this.deal.NotionalValue));
+            // 多次部分平仓后 PosiNotionalValue 才是剩余本金，不能用原始 NotionalValue，否则平仓名义本金偏大
+            this.deal.CloseNotionalValue = otcformat.trading.StockEqvNotional(parseFloat(this.deal.ClosePercent) * parseFloat(this.deal.PosiNotionalValue));
             this.calcTradingFeePending();
             this.getInterestList();
             this.calcFloatClosePnl();
@@ -158,7 +167,8 @@ const vue = new Vue({
                 return;
             }
             this.deal.CloseQty = otcformat.trading.notional(parseFloat(this.deal.PositionQty) * parseFloat(this.deal.ClosePercent));
-            this.deal.CloseNotionalValue = otcformat.trading.StockEqvNotional(parseFloat(this.deal.ClosePercent) * parseFloat(this.deal.NotionalValue));
+            // 多次部分平仓后 PosiNotionalValue 才是剩余本金，不能用原始 NotionalValue，否则平仓名义本金偏大
+            this.deal.CloseNotionalValue = otcformat.trading.StockEqvNotional(parseFloat(this.deal.ClosePercent) * parseFloat(this.deal.PosiNotionalValue));
             if (parseFloat(this.deal.CloseNotionalValue) == parseFloat(this.deal.PosiNotionalValue)) {
                 this.floatPosition.CloseMethod = 1;
             } else {
@@ -174,7 +184,8 @@ const vue = new Vue({
                 this.deal.CloseNotionalValue = this.deal.PosiNotionalValue;
                 return;
             }
-            this.deal.ClosePercent = otcformat.fixed6(parseFloat(this.deal.CloseNotionalValue) / parseFloat(this.deal.NotionalValue));
+            // 多次部分平仓后应以 PosiNotionalValue(剩余) 为分母，否则 ClosePercent 偏小，导致后端预付金返还本金计算错误
+            this.deal.ClosePercent = otcformat.fixed6(parseFloat(this.deal.CloseNotionalValue) / parseFloat(this.deal.PosiNotionalValue));
             this.deal.CloseQty = otcformat.trading.notional(parseFloat(this.deal.PositionQty) * parseFloat(this.deal.ClosePercent));
             this.calcTradingFeePending();
             this.getInterestList();

YLErpWeb/wwwroot/Scripts/fast/fastVue.base.js

@@ -432,7 +432,6 @@
         function __onInput() {
             if (_ctrlV) {
                 _ctrlV = false;
-                console.log('[numberInput paste] raw=', this.value, 'append=', _options.append, 'percent=', _options.percent);
                 // 粘贴进来的是显示值(可能带 %/‱ 后缀)，先按 __change 同款口径解析为模型值再回显，
                 // 避免 setValue 把显示值再乘以 100/10000（#EQD-5914 债券价格粘贴 ×100）
                 let f = '';
@@ -441,7 +440,6 @@
                     if (_options.append === '%' || _options.percent == true) f /= 100;
                     else if (_options.append === '‱') f /= 10000;
                 }
-                console.log('[numberInput paste] parsed=', f);
                 return setValue(f);
             }
             if (_chnInput >= 0) {
@@ -464,7 +462,6 @@
 
         //输入完成处理
         function __change() {
-            console.log('[numberInput change] raw=', this.value, 'append=', _options.append, 'percent=', _options.percent);
             let f = '';
             if (this.value && this.value !== _options.append) {
                 f = parseFloat(this.value.replaceAll(",", "")) || 0;
@@ -472,7 +469,6 @@
                 else if (_options.append === '‱') f /= 10000;
 
             }
-            console.log('[numberInput change] parsed=', f, 'value=', this.value);
             _options.onchange && _options.onchange(f, this.value);
         }