fix: 统一互换部分平仓交易费用与待结算费用的分摊舍入

UnitTestProject/Modules/SwapModule/InitUnwindTradingFeeTest.cs

@@ -34,10 +34,12 @@ namespace YLErp.Modules.SwapModule
             var position = new swap_position
             {
                 PosiFeeType = 0,
-                PosiTradingFeeUnit = 0.1234m
+                PosiTradingFeeUnit = 0.1234m,
+                PosiTradingFeePending = 1234.00m
             };
             var unwindData = new UnwindData
             {
+                NotionalValue = 1_000_000m,
                 CloseNotionalValue = 1_000_000m,
                 CloseQty = 8888m
             };
@@ -53,10 +55,12 @@ namespace YLErp.Modules.SwapModule
             var position = new swap_position
             {
                 PosiFeeType = 1,
-                PosiTradingFeeUnit = 1.235m
+                PosiTradingFeeUnit = 1.235m,
+                PosiTradingFeePending = 12.35m
             };
             var unwindData = new UnwindData
             {
+                NotionalQty = 10m,
                 CloseNotionalValue = 1_000_000m,
                 CloseQty = 10m
             };
@@ -106,6 +110,30 @@ namespace YLErp.Modules.SwapModule
             Assert.AreEqual(450m, fee);
         }
 
+        [TestMethod]
+        public void PartialCloseTradingFeeAndPendingFeeUseTheSameRoundedOriginalFeeAllocation()
+        {
+            var oriPosition = new swap_position
+            {
+                PosiFeeType = 0,
+                PosiTradingFeeUnit = 1.1234m,
+                PosiTradingFeePending = 113.46m
+            };
+            var unwindData = new UnwindData
+            {
+                NotionalValue = 10098m,
+                CloseNotionalValue = 4039.2m,
+                NotionalQty = 10000m,
+                CloseQty = 4000m
+            };
+
+            var tradingFee = InvokeCalcInitTradingFee(oriPosition, unwindData);
+            var pendingFee = InvokeCalcInitTradingFeePending(oriPosition, new swap_position(), unwindData);
+
+            Assert.AreEqual(45.38m, tradingFee);
+            Assert.AreEqual(45.38m, pendingFee);
+        }
+
         [TestMethod]
         public void LegacyPendingFeeKeepsCurrentPositionValueWhenNoBaseRateIsConfigured()
         {

YLErpDAL/Modules/SwapModule/SwapDealService.cs

@@ -323,12 +323,19 @@ namespace YLErp.Modules.SwapModule
                 return 0;
             }
 
-            if (oriPosition.PosiFeeType == 1)
+            if (oriPosition.PosiTradingFeeUnit == 0)
             {
-                return Math.Round(oriPosition.PosiTradingFeeUnit * unwindData.CloseQty, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
+                return 0;
             }
 
-            return Math.Round(oriPosition.PosiTradingFeeUnit / 100m * unwindData.CloseNotionalValue, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
+            var closeBase = oriPosition.PosiFeeType == 1 ? unwindData.CloseQty : unwindData.CloseNotionalValue;
+            var originalBase = oriPosition.PosiFeeType == 1 ? unwindData.NotionalQty : unwindData.NotionalValue;
+            if (originalBase <= 0)
+            {
+                return 0;
+            }
+
+            return Math.Round(oriPosition.PosiTradingFeePending * closeBase / originalBase, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
         }
 
         private static decimal CalcInitTradingFeePending(swap_position oriPosition, swap_position position, UnwindData unwindData)
@@ -338,14 +345,7 @@ namespace YLErp.Modules.SwapModule
                 return position?.PosiTradingFeePending ?? 0;
             }
 
-            var closeBase = oriPosition.PosiFeeType == 1 ? unwindData.CloseQty : unwindData.CloseNotionalValue;
-            var originalBase = oriPosition.PosiFeeType == 1 ? unwindData.NotionalQty : unwindData.NotionalValue;
-            if (originalBase <= 0)
-            {
-                return position?.PosiTradingFeePending ?? 0;
-            }
-
-            return Math.Round(oriPosition.PosiTradingFeePending * closeBase / originalBase, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
+            return CalcInitTradingFee(oriPosition, unwindData);
         }
         /// <summary>
         /// 校验上日是否收盘

YLErpWeb/fe-tests/unwindSwapTrade.test.js

@@ -112,6 +112,16 @@ describe('base-rate pending trading fee', () => {
         expectClose(result, 450.00);
     });
 
+    test('partial close fee and pending fee both use the rounded opening fee allocation', () => {
+        const tradingFee = swapPosiFeeCalc.calcAllocatedTradingFee(
+            113.46, consPosiFeeType.Percent, 1.1234, 4039.2, 4000, 10098, 10000);
+        const pendingFee = swapPosiFeeCalc.calcTradingFeePending(
+            113.46, consPosiFeeType.Percent, 1.1234, 4039.2, 4000, 10098, 10000, 0.4);
+
+        expectClose(tradingFee, 45.38);
+        expectClose(pendingFee, 45.38);
+    });
+
     test('without a configured base rate, the legacy close-percent calculation remains', () => {
         const result = swapPosiFeeCalc.calcTradingFeePending(
             2000, consPosiFeeType.Percent, 0, 300000, 3000, 1000000, 10000, 0.42);

YLErpWeb/wwwroot/Scripts/app/swaptrade/unwindSwapTrade.js

@@ -23,15 +23,26 @@ const swapPosiFeeCalc = {
             : normalizedFeeUnit / 100 * normalizedCloseNotionalValue;
         return otcformat.trading.StockEqvNotional(_.round(tradingFee, 2));
     },
-    calcTradingFeePending(beforeCloseFee, feeType, feeUnit, closeNotionalValue, closeQty, notionalValue, notionalQty, closePercent) {
+    calcAllocatedTradingFee(totalFee, feeType, feeUnit, closeNotionalValue, closeQty, notionalValue, notionalQty) {
         const normalizedFeeUnit = Number(feeUnit) || 0;
-        if (normalizedFeeUnit !== 0) {
-            const normalizedFeeType = this.normalizeFeeType(feeType);
-            const closeBase = normalizedFeeType === consPosiFeeType.Unit ? Number(closeQty) || 0 : Number(closeNotionalValue) || 0;
-            const originalBase = normalizedFeeType === consPosiFeeType.Unit ? Number(notionalQty) || 0 : Number(notionalValue) || 0;
-            if (originalBase > 0) {
-                return otcformat.trading.StockEqvNotional(_.round((Number(beforeCloseFee) || 0) * closeBase / originalBase, 2));
-            }
+        if (normalizedFeeUnit === 0) {
+            return null;
+        }
+
+        const normalizedFeeType = this.normalizeFeeType(feeType);
+        const closeBase = normalizedFeeType === consPosiFeeType.Unit ? Number(closeQty) || 0 : Number(closeNotionalValue) || 0;
+        const originalBase = normalizedFeeType === consPosiFeeType.Unit ? Number(notionalQty) || 0 : Number(notionalValue) || 0;
+        if (originalBase <= 0) {
+            return null;
+        }
+
+        return otcformat.trading.StockEqvNotional(_.round((Number(totalFee) || 0) * closeBase / originalBase, 2));
+    },
+    calcTradingFeePending(beforeCloseFee, feeType, feeUnit, closeNotionalValue, closeQty, notionalValue, notionalQty, closePercent) {
+        const allocatedFee = this.calcAllocatedTradingFee(
+            beforeCloseFee, feeType, feeUnit, closeNotionalValue, closeQty, notionalValue, notionalQty);
+        if (allocatedFee !== null) {
+            return allocatedFee;
         }
 
         return (Number(beforeCloseFee) || 0) * (Number(closePercent) || 0);
@@ -192,7 +203,15 @@ const vue = new Vue({
                 this.deal.ClosePercent);
         },
         refreshTradingFeeByUnit() {
-            this.floatPosition.TradingFee = swapPosiFeeCalc.calcTradingFee(
+            const allocatedFee = swapPosiFeeCalc.calcAllocatedTradingFee(
+                this.floatPosition.BeforeCloseFee,
+                this.floatPosition.PosiFeeType,
+                this.floatPosition.PosiTradingFeeUnit,
+                this.deal.CloseNotionalValue,
+                this.deal.CloseQty,
+                this.deal.NotionalValue,
+                this.deal.NotionalQty);
+            this.floatPosition.TradingFee = allocatedFee !== null ? allocatedFee : swapPosiFeeCalc.calcTradingFee(
                 this.floatPosition.PosiFeeType,
                 this.floatPosition.PosiTradingFeeUnit,
                 this.deal.CloseNotionalValue,