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每日估值bug修复

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吴方海
2025-05-30 13:08:59 +08:00
parent 4f6c51c2c1
commit 829334a4fd
7 changed files with 41 additions and 27 deletions
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YLErpDAL/Modules/EodModule/SettlementModule/EodClientBalanceCalc.cs
+2 -2
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@@ -847,8 +847,8 @@ namespace YLErp.Modules.EodModule.SettlementModule
foreach (var item in clientEodSwapsLast)
{
var lastEodSwap = eodSwaps.FirstOrDefault(t => t.SwapTradeId == item.SwapTradeId && t.ValueDate == preBalanceDate);
var lastEodSwapPosition = eodSwapPosis.FirstOrDefault(t => t.SwapTradeId == item.SwapTradeId && t.ValueDate == preBalanceDate);
var eodSwapPosition = clientEodSwapPositionLast.FirstOrDefault(t => t.SwapTradeId == item.SwapTradeId && t.ValueDate == balanceDate);
var lastEodSwapPosition = eodSwapPosis.FirstOrDefault(t => t.SwapTradeId == item.SwapTradeId && t.ValueDate == preBalanceDate&&t.PosiStartDate<= preBalanceDate);
var eodSwapPosition = clientEodSwapPositionLast.FirstOrDefault(t => t.SwapTradeId == item.SwapTradeId && t.ValueDate == balanceDate && t.PosiStartDate <= balanceDate);
PotentialSurpluses += Convert.ToDouble(item.PostionValue) * (-1);
WinLoss += Convert.ToDouble(item.TdRealizedPnL) * (-1);
var lastPv = lastEodSwap != null ? Convert.ToDouble(lastEodSwap.PostionValue- lastEodSwapPosition?.VTradingFee+lastEodSwapPosition?.PosiFeePending) * (-1) : 0;