fix: 计算浮动端平仓盈亏分红

2025-10-22 16:14:32 +08:00
parent 652334925d
commit 80a2b4057d
4 changed files with 32 additions and 4 deletions
@@ -322,6 +322,12 @@ namespace YLErp.DBModels
        /// </summary>
        public long? InnerCode { get; set; }

+        /// <summary>
+        ///  债券增值税
+        /// </summary>
+        [Column("value_added_tax")]
+        public decimal? ValueAddedTax  { get; set; }
+
        public override string ToString()
        {
            return $"{UnderlyingCode}--{UnderlyingName}--{id}--{UnderlyingInstrumentType}";
@@ -881,8 +881,10 @@ namespace YLErp.Modules.SwapModule
                floatEvent.TradingFeePending = Math.Round(floatEvent.TradingFeePending, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
                floatEvent.TradingFee = closeFee;
                BondPaymentService bondPaymentService = new BondPaymentService(UserInfo);
+                var tax = GetUnderlyingTax(floatEvent.UnderlyingCode);
                var payments = bondPaymentService.GetBondPayments(floatEvent.UnderlyingCode, td.StartDate.Value, floatEvent.UnwindDate.Value);
-                floatEvent.DividendIn = bondPaymentService.CalcPayment(payments, unwindQty, longRatio, floatRatio);
+                var payment = bondPaymentService.CalcPayment(payments, unwindQty, longRatio, floatRatio);
+                floatEvent.DividendIn = payment / (1 + tax) * (1 - tax);
                floatEvent.DividendIn = Math.Round(floatEvent.DividendIn, 2, MidpointRounding.AwayFromZero);
                floatEvent.DividendPending = bondPaymentService.CalcPayment(payments, floatEvent.PositionQty ?? 0, longRatio, floatRatio);

@@ -910,6 +912,17 @@ namespace YLErp.Modules.SwapModule
            CalcCloseAmount(unwindData);
            DealUnwind(unwindData, td);
        }
+
+        public decimal GetUnderlyingTax(string code)
+        {
+            var data = DataCacheProvider.GetUnderlyingDataSource().GetData(code);
+            if (data == null)
+            {
+                return 0;
+            }
+            return data.ValueAddedTax ?? 0;
+        }
+
        /// <summary>
        /// 衡泰新增平仓事件
        /// </summary>
@@ -1142,10 +1142,13 @@ namespace YLErp.Modules.SwapModule
            int directionRatio = eod.PosiDirection == (int)SwapDirectionEnum.收取 ? 1 : -1;
            curretEod.PosiStatus = curretEod.PosiQuantity == 0 ? 1 : 0;
            var price = UnderlyingCodePrice(eod.UnderlyingCode, dealDate, out decimal vobp);
+            decimal tax = um.ValueAddedTax ?? 0;
            BondPaymentService bondPaymentService = new BondPaymentService(UserInfo);
            if (valueDate > td.StartDate.Value && (curretEod.PosiQuantity > 0 || valueDate == td.UnWindDate))
            {
-                curretEod.TdPosiDividend = bondPaymentService.CalcPayment(curretEod.UnderlyingCode, eod.ValueDate, valueDate, curretEod.PosiQuantity, shortRatio, directionRatio);
+                decimal payment = bondPaymentService.CalcPayment(curretEod.UnderlyingCode, eod.ValueDate, valueDate, curretEod.PosiQuantity, shortRatio, directionRatio);
+                // 考虑增值税
+                curretEod.TdPosiDividend = payment / (1 - tax) * (1 + tax);
            }
            curretEod.PosiDividendSum = eod.PosiDividendSum + curretEod.TdPosiDividend;
            curretEod.PosiQuantity = eod.PosiQuantity;
@@ -1162,6 +1165,7 @@ namespace YLErp.Modules.SwapModule
            curretEod.TdCloseFee = 0;
            curretEod.TdCloseQty = 0;
            curretEod.TdCloseMtmPnl = 0;
+            // 需要计算平仓盈亏分红
            curretEod.TdCloseDividend = 0;
            curretEod.RealizedMtmPnL = eod.RealizedMtmPnL + curretEod.TdCloseMtmPnl;
            curretEod.RealizedDividend = eod.RealizedDividend + curretEod.TdCloseDividend;
@@ -1204,6 +1208,7 @@ namespace YLErp.Modules.SwapModule
            if (curretEod == null)
            {
                curretEod = eod.Clone();
+                curretEod.TdPosiDividend = 0;
                curretEod.id = 0;
                curretEod.ValueDate = valueDate;
            }
@@ -1224,10 +1229,14 @@ namespace YLErp.Modules.SwapModule
            curretEod.PosiDividendSum = eod.PosiDividendSum + curretEod.TdPosiDividend;
            curretEod.PosiProfitSum = curretEod.PosiMtmPnL + curretEod.PosiDividendSum + curretEod.PosiFeePending;
            curretEod.RealizedMtmPnL = eod.RealizedMtmPnL + curretEod.TdCloseMtmPnl;
-            curretEod.RealizedDividend = eod.RealizedDividend + curretEod.TdCloseDividend;
+            //curretEod.RealizedDividend = eod.RealizedDividend + curretEod.TdCloseDividend;
            curretEod.RealizedFee = eod.RealizedFee + curretEod.TdCloseFee;
            curretEod.RealizedPnl = eod.RealizedPnl + curretEod.TdCloseMtmPnl;
            curretEod.PosiStatus = curretEod.PosiQuantity == 0 ? 1 : 0;
+            var closeQty = unwindEvents.Where(x => x.EventType == (int)SwapFlowEventTypeEnum.平仓).ToList().Sum(s => s.Quantity);         
+            // 等于 平仓数量/昨天剩余平仓数量 * 昨日浮动端分红
+            curretEod.TdCloseDividend = closeQty / eod.PosiQuantity * eod.TdPosiDividend;
+            curretEod.RealizedDividend = curretEod.RealizedDividend + curretEod.TdCloseDividend;
            if (curretEod.PosiStatus == 1)
            {
                curretEod.PosiNotionalValue = 0;
@@ -34,7 +34,7 @@
 var colModelGrid = [{
    name: '', label: '操作', index: '', width: 120, formatter: showToolName
 }, {
-    name: 'payment_date', label: '支付日期', index: 'ValueDate', width: 120, formatter: 'date'
+    name: 'payment_date', label: '支付日期', index: 'payment_date', width: 120, formatter: 'date'
 }, {
    name: 'MarketName', label: '市场', index: 'MarketName', width: 200
 }, {