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每日估值bug修复

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This commit is contained in:
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/SwapModule/SwapEodPositionService.cs
+15 -11
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@@ -755,7 +755,7 @@ namespace YLErp.Modules.SwapModule
//累计已实现
newEodPayPosition.RealizedInterest = eodPayPosition.RealizedInterest + newEodPayPosition.TdCloseInterest * ratio;
newEodPayPosition.RealizedInterestFee = eodPayPosition.RealizedInterestFee + newEodPayPosition.TdCloseInterestFee;
newEodPayPosition.RealizedPnl = newEodPayPosition.RealizedInterest + newEodPayPosition.RealizedInterestFee;
newEodPayPosition.RealizedPnl = newEodPayPosition.RealizedInterest;
var currencyRate = new EodCurrencyRateService(UserInfo).GetCurrencyRate(td.QuoteCurrency, td.SettlementCurrency, valueDate
, seekPreday: true, currencyRateType: position.InterestDirection == (int)SwapDirectionEnum.收取 ? CurrencyRateType.Buy : CurrencyRateType.Sell);
newEodPayPosition.TdCurrency = Convert.ToDecimal(currencyRate);
@@ -878,7 +878,7 @@ namespace YLErp.Modules.SwapModule
//累计已实现
newEodPayPosition.RealizedInterest = eodPayPosition.RealizedInterest + newEodPayPosition.TdCloseInterest;
newEodPayPosition.RealizedInterestFee = eodPayPosition.RealizedInterestFee + newEodPayPosition.TdCloseInterestFee;
newEodPayPosition.RealizedPnl = newEodPayPosition.RealizedInterest + newEodPayPosition.RealizedInterestFee;
newEodPayPosition.RealizedPnl = newEodPayPosition.RealizedInterest;
var currencyRate = new EodCurrencyRateService(UserInfo).GetCurrencyRate(td.QuoteCurrency, td.SettlementCurrency, valueDate
, seekPreday: true, currencyRateType: position.InterestDirection == (int)SwapDirectionEnum.收取 ? CurrencyRateType.Buy : CurrencyRateType.Sell);
newEodPayPosition.TdCurrency = Convert.ToDecimal(currencyRate);
@@ -995,7 +995,7 @@ namespace YLErp.Modules.SwapModule
//累计已实现
newEodPayPosition.RealizedInterest = eodPayPosition.RealizedInterest + newEodPayPosition.TdCloseInterest * ratio;
newEodPayPosition.RealizedInterestFee = eodPayPosition.RealizedInterestFee + newEodPayPosition.TdCloseInterestFee;
newEodPayPosition.RealizedPnl = newEodPayPosition.RealizedInterest + newEodPayPosition.RealizedInterestFee;
newEodPayPosition.RealizedPnl = newEodPayPosition.RealizedInterest;
var currencyRate = new EodCurrencyRateService(UserInfo).GetCurrencyRate(td.QuoteCurrency, td.SettlementCurrency, valueDate
, seekPreday: true, currencyRateType: eodPayPosition.InterestDirection == (int)SwapDirectionEnum.收取 ? CurrencyRateType.Buy : CurrencyRateType.Sell);
newEodPayPosition.TdCurrency = Convert.ToDecimal(currencyRate);
@@ -1092,7 +1092,7 @@ namespace YLErp.Modules.SwapModule
newEodPayPosition.RealizedFee = closeFee;
newEodPayPosition.RealizedMtmPnL = newEodPayPosition.TdCloseMtmPnl;
newEodPayPosition.RealizedDividend = newEodPayPosition.TdCloseDividend;
newEodPayPosition.RealizedPnl = newEodPayPosition.TdCloseMtmPnl + newEodPayPosition.TdCloseDividend + newEodPayPosition.TdCloseFee;
newEodPayPosition.RealizedPnl = newEodPayPosition.TdCloseMtmPnl;
newEodPayPosition.PosiStatus = payQty == 0 ? 1 : 0;
UpdateDbOption(newEodPayPosition);
@@ -1159,7 +1159,7 @@ namespace YLErp.Modules.SwapModule
curretEod.RealizedMtmPnL = eod.RealizedMtmPnL + curretEod.TdCloseMtmPnl;
curretEod.RealizedDividend = eod.RealizedDividend + curretEod.TdCloseDividend;
curretEod.RealizedFee = eod.RealizedFee + curretEod.TdCloseFee;
curretEod.RealizedPnl = eod.RealizedPnl + curretEod.TdCloseMtmPnl + curretEod.TdCloseDividend + curretEod.TdCloseFee;
curretEod.RealizedPnl = eod.RealizedPnl + curretEod.TdCloseMtmPnl;
var currencyRate = new EodCurrencyRateService(UserInfo).GetCurrencyRate(td.QuoteCurrency, td.SettlementCurrency, td.StartDate.Value
, seekPreday: true, currencyRateType: curretEod.PosiDirection == (int)SwapDirectionEnum.收取 ? CurrencyRateType.Buy : CurrencyRateType.Sell);
curretEod.TdCurrency = Convert.ToDecimal(currencyRate);
@@ -1219,7 +1219,7 @@ namespace YLErp.Modules.SwapModule
curretEod.RealizedMtmPnL = eod.RealizedMtmPnL + curretEod.TdCloseMtmPnl;
curretEod.RealizedDividend = eod.RealizedDividend + curretEod.TdCloseDividend;
curretEod.RealizedFee = eod.RealizedFee + curretEod.TdCloseFee;
curretEod.RealizedPnl = eod.RealizedPnl + curretEod.TdCloseMtmPnl + curretEod.TdCloseDividend + curretEod.TdCloseFee;
curretEod.RealizedPnl = eod.RealizedPnl + curretEod.TdCloseMtmPnl;
curretEod.PosiStatus = curretEod.PosiQuantity == 0 ? 1 : 0;
if (curretEod.PosiStatus == 1)
{
@@ -1296,10 +1296,14 @@ namespace YLErp.Modules.SwapModule
}
curretEod.PosiNotionalValue = curretEod.PosiGrossPrice * curretEod.PosiQuantity * curretEod.ContractSize;
curretEod.TdPosiDividend = unwindEvents.Sum(x => x.DividendIn) * directionRatio;
//curretEod.TdCloseFee = unwindEvents.Sum(x => x.TradingFee);
curretEod.TdCloseFee = unwindEvents.Sum(x => x.TradingFee);
curretEod.TdCloseQty = unwindQty;
curretEod.TdCloseMtmPnl = unwindEvents.Sum(x => x.MarkClosePnl);
}
if (curretEod.PosiQuantity==0)
{
curretEod.PosiFeePending = 0;
}
UpdateVTradingFee(curretEod);
}
@@ -1350,8 +1354,8 @@ namespace YLErp.Modules.SwapModule
if (settleDate == td.TradeDate)
{
curretEod.UnderlyingPrice = curretEod.PosiGrossPrice;
curretEod.TdCloseMtmPnl = 0;
curretEod.TdCloseFee = 0;
//curretEod.TdCloseMtmPnl = 0;
//curretEod.TdCloseFee = 0;
}
curretEod.TdCloseDividend = curretEod.TdPosiDividend;
curretEod.UnderlyingMarketValue = curretEod.UnderlyingPrice * curretEod.PosiQuantity * curretEod.ContractSize * shortRatio;
@@ -1360,7 +1364,7 @@ namespace YLErp.Modules.SwapModule
curretEod.RealizedMtmPnL = curretEod.TdCloseMtmPnl;
curretEod.RealizedDividend = curretEod.TdCloseDividend;
curretEod.RealizedFee = curretEod.TdCloseFee;
curretEod.RealizedPnl = curretEod.TdCloseMtmPnl + curretEod.TdCloseDividend + curretEod.TdCloseFee;
curretEod.RealizedPnl = curretEod.TdCloseMtmPnl;
curretEod.PosiStatus = curretEod.PosiQuantity == 0 ? 1 : 0;
if (curretEod.PosiStatus == 1)
{
@@ -1981,7 +1985,7 @@ namespace YLErp.Modules.SwapModule
foreach (var item in eodSwaps)
{
var tradeOrigin = trades.First(x => x.id == item.SwapTradeId);
var realizedPnL = item.RealizedMtmPnL + item.RealizedDividend + item.RealizedFee + item.RealizedInterest + item.RealizedInterestFee;
var realizedPnL = item.RealizedMtmPnL + item.RealizedInterest;
var tdExtend = tradeExtends.First(x => x.TradeId == item.SwapTradeId);
eod_position model = new eod_position()
{