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feat: 债券付息收盘处理

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This commit is contained in:
gongpei
2025-10-21 13:43:32 +08:00
parent a4dcaf584e
commit 89df4443bd
16 changed files with 651 additions and 6 deletions
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YLErpDAL/Modules/SwapModule/SwapDealService.cs
+9 -3
View File
@@ -319,7 +319,7 @@ namespace YLErp.Modules.SwapModule
var posiNotionalValue = stockEqvNotional * closePercent;//剩余名义本金
var grossPrice = realPostitions.Where(x => x.PosiDirection > 0).FirstOrDefault()?.PosiGrossPrice;
bool tdClose = DbContext.swap_flow_event.Any(x => x.SwapTradeId == tradeId && x.UnwindDate == unwindDate && eventTypes.Contains(x.EventType) && x.DataState == (int)SwapFlowDateStateEnum.完成);
interests = GetInterests(td, tradeExtend, valueDate, unwindDate, lastEodPositions, positions, stockEqvNotional, posiLongNotionalValue, posiShortNotionalValue, posiNotionalValue, closePercent, eventType, tdClose, false, grossPrice ?? 0, orginPv, true, false, false);
interests = GetInterests(td, tradeExtend, valueDate, unwindDate, lastEodPositions, positions, stockEqvNotional, posiLongNotionalValue, posiShortNotionalValue, posiNotionalValue, closePercent, eventType, tdClose, false, grossPrice ?? 0, orginPv, true, false, false);
return interests;
}
/// <summary>
@@ -880,11 +880,17 @@ 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 payments = bondPaymentService.GetBondPayments(floatEvent.UnderlyingCode, td.StartDate.Value, floatEvent.UnwindDate.Value);
floatEvent.DividendIn = bondPaymentService.CalcPayment(payments, unwindQty, longRatio, floatRatio);
floatEvent.DividendIn = Math.Round(floatEvent.DividendIn, 2, MidpointRounding.AwayFromZero);
floatEvent.DividendPending = bondPaymentService.CalcPayment(payments, floatEvent.PositionQty ?? 0, longRatio, floatRatio);
floatEvent.MarkClosePnl = (unwindPrice - position.PosiGrossPrice) * unwindQty * floatRatio * longRatio;
floatEvent.MarkClosePnl = Math.Round(floatEvent.MarkClosePnl + ((floatEvent.TradingFeePending+ closeFee) * floatRatio * -1), ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
floatEvent.MarkClosePnl = Math.Round(floatEvent.MarkClosePnl + ((floatEvent.TradingFeePending+ closeFee) * floatRatio * -1) + floatEvent.DividendIn, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
floatEvent.TradingAmount = unwindPrice * floatEvent.Quantity * floatEvent.ContractSize;
floatEvent.TradingAmount = Math.Round(floatEvent.TradingAmount, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
floatEvent.OptLog = "流水自动";
floatEvent.OptLog = "流水自动";
floatEvent.ClientId = td.ClientId;
floatEvent.SetOpt(UserInfo);
}
YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs
+9 -2
View File
@@ -1142,6 +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);
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);
}
curretEod.PosiDividendSum = eod.PosiDividendSum + curretEod.TdPosiDividend;
curretEod.PosiQuantity = eod.PosiQuantity;
if (curretEod.PosiStatus == 1)
{
curretEod.PosiNotionalValue = 0;
@@ -1149,8 +1156,8 @@ namespace YLErp.Modules.SwapModule
curretEod.UnderlyingPrice = price;
curretEod.UnderlyingMarketValue = curretEod.UnderlyingPrice * curretEod.PosiQuantity * curretEod.ContractSize * shortRatio;
curretEod.PosiMtmPnL = (curretEod.UnderlyingPrice - curretEod.PosiGrossPrice) * curretEod.PosiQuantity * curretEod.ContractSize * shortRatio * directionRatio;
curretEod.TdPosiDividend = 0;
curretEod.PosiDividendSum = eod.PosiDividendSum + curretEod.TdPosiDividend;
//curretEod.TdPosiDividend = 0;
//curretEod.PosiDividendSum = eod.PosiDividendSum + curretEod.TdPosiDividend;
curretEod.PosiProfitSum = curretEod.PosiMtmPnL + curretEod.PosiDividendSum+ curretEod.PosiFeePending;
curretEod.TdCloseFee = 0;
curretEod.TdCloseQty = 0;