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fix: 手动平仓分红收益计算

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gongpei
2025-10-23 15:25:47 +08:00
parent 936bed21f8
commit 866f13d85e
7 changed files with 34 additions and 9 deletions
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YLErpDAL/Modules/SwapModule/SwapDealService.cs
+7 -4
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@@ -71,6 +71,7 @@ namespace YLErp.Modules.SwapModule
}
else
{
unwindData.TradeStartDate = td.StartDate;
unwindData.CloseType = commodity ? 1 : 2;
unwindData.StartDate = td.TradeDate.Value;
if (preDealDate.HasValue)
@@ -880,13 +881,15 @@ namespace YLErp.Modules.SwapModule
floatEvent.TradingFeePending = position.PosiTradingFeePending * unwindData.ClosePercent;
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);
var payment = bondPaymentService.CalcPayment(payments, unwindQty, longRatio, floatRatio);
floatEvent.DividendIn = payment / (1 + tax) * (1 - tax);
// 只计算事件日期当天的分红收益
var payments = bondPaymentService.GetTargetDatePayments(floatEvent.UnderlyingCode, floatEvent.EventDate);
floatEvent.DividendIn = bondPaymentService.CalcPayment(payments, unwindQty, longRatio, floatRatio) / (1 + tax) * (1 - tax);
floatEvent.DividendIn = Math.Round(floatEvent.DividendIn, 2, MidpointRounding.AwayFromZero);
floatEvent.DividendPending = bondPaymentService.CalcPayment(payments, floatEvent.PositionQty ?? 0, longRatio, floatRatio);
floatEvent.DividendPending = bondPaymentService.CalcPayment(payments, floatEvent.PositionQty ?? 0, longRatio, floatRatio) / (1 + tax) * (1 - tax);
floatEvent.MarkClosePnl = (unwindPrice - position.PosiGrossPrice) * unwindQty * floatRatio * longRatio;
floatEvent.MarkClosePnl = Math.Round(floatEvent.MarkClosePnl + ((floatEvent.TradingFeePending+ closeFee) * floatRatio * -1) + floatEvent.DividendIn, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);