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fix: 计算浮动端平仓盈亏分红

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This commit is contained in:
gongpei
2025-10-22 16:14:32 +08:00
parent 652334925d
commit 80a2b4057d
4 changed files with 32 additions and 4 deletions
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YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs
+11 -2
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@@ -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;