diff --git a/UnitTestProject/Modules/DataProviderModule/EodPriceQueryServiceSettlementTest.cs b/UnitTestProject/Modules/DataProviderModule/EodPriceQueryServiceSettlementTest.cs
new file mode 100644
index 00000000..ec615f82
--- /dev/null
+++ b/UnitTestProject/Modules/DataProviderModule/EodPriceQueryServiceSettlementTest.cs
@@ -0,0 +1,72 @@
+namespace YLErp.Modules.DataProviderModule
+{
+ ///
+ /// TryGetSettlementEodPrice（债券感知统一取价）的白盒测试。
+ /// 覆盖期权/交易到期结算场景：债券标的应走中债估值表取到价（修复"结算价未找到"），
+ /// 非债券标的行为应与原 TryGetEodPrice 完全一致（不影响期货/股票）。
+ /// 注：DB 驱动，需连测试库；无数据时 Assert.Inconclusive 跳过。
+ ///
+ [TestClass]
+ public class EodPriceQueryServiceSettlementTest : YLUnitTestBase
+ {
+ [TestMethod]
+ public void BondUnderlying_RoutesToChinaBondValuation()
+ {
+ using var db = DbContextFactory.GetYLDbContext();
+ var bond = (from b in db.china_bond_valuation
+ join u in db.underlying_manager on b.bond_id equals u.UnderlyingCode
+ where b.dirty_price_close > 0
+ orderby b.valuation_date descending
+ select new { b.bond_id, vd = b.valuation_date }).FirstOrDefault();
+ if (bond == null) Assert.Inconclusive("测试库无债券估值数据，跳过");
+
+ var ok = EodPriceQueryService.TryGetSettlementEodPrice(bond.vd, bond.bond_id, out var ep);
+ Assert.IsTrue(ok, "债券标的应走中债估值表取到价（修复点）");
+ Assert.IsNotNull(ep);
+ // 债券 ClosePrice=全价(dirty_price_close)，应与 GetBondPrice().ClosePrice 一致
+ var bondPrice = EodPriceQueryService.GetBondPrice(bond.vd, bond.bond_id);
+ Assert.IsNotNull(bondPrice);
+ Assert.AreEqual(bondPrice.ClosePrice, ep.ClosePrice, 1e-6);
+ }
+
+ [TestMethod]
+ public void NonBondUnderlying_RoutesToStockOrFuturePath()
+ {
+ using var db = DbContextFactory.GetYLDbContext();
+ var stock = (from s in db.eod_stock_price
+ join u in db.underlying_manager on s.UnderlyingCode equals u.UnderlyingCode
+ where s.ClosePrice > 0 && u.UnderlyingInstrumentType == "Stock"
+ select new { s.UnderlyingCode, s.ValueDate }).FirstOrDefault();
+ if (stock == null) Assert.Inconclusive("测试库无(股票类型)价格数据，跳过");
+
+ var ok = EodPriceQueryService.TryGetSettlementEodPrice(stock.ValueDate, stock.UnderlyingCode, out var ep);
+ var okOld = EodPriceQueryService.TryGetEodPrice(stock.ValueDate, stock.UnderlyingCode, out var epOld);
+ Assert.AreEqual(okOld, ok, "非债券标的行为应与原 TryGetEodPrice 一致");
+ if (ok)
+ {
+ Assert.IsNotNull(ep);
+ Assert.AreEqual(epOld.ClosePrice, ep.ClosePrice, 1e-6, "非债券标的取到的收盘价应与原路径相同");
+ }
+ }
+
+ [TestMethod]
+ public void BondOptionExpiry_Regression_OldPathFailsNewPathSucceeds()
+ {
+ using var db = DbContextFactory.GetYLDbContext();
+ var bond = (from b in db.china_bond_valuation
+ join u in db.underlying_manager on b.bond_id equals u.UnderlyingCode
+ where b.dirty_price_close > 0
+ orderby b.valuation_date descending
+ select new { b.bond_id, vd = b.valuation_date }).FirstOrDefault();
+ if (bond == null) Assert.Inconclusive("测试库无债券估值数据，跳过");
+
+ // 旧路径：TryGetEodPrice 只 join 期货/股票两表，债券取不到价
+ var oldOk = EodPriceQueryService.TryGetEodPrice(bond.vd, bond.bond_id, out _);
+ // 新路径：债券感知统一取价，应能取到
+ var newOk = EodPriceQueryService.TryGetSettlementEodPrice(bond.vd, bond.bond_id, out var ep);
+ Assert.IsFalse(oldOk, "回归基线：旧路径对债券标的应取不到价（这正是期权到期报'结算价未找到'的根因）");
+ Assert.IsTrue(newOk && ep != null && ep.ClosePrice > 0,
+ "修复验证：统一取价应能为债券标的取到结算价，期权到期不再报'结算价未找到'");
+ }
+ }
+}
diff --git a/YLErpDAL/Modules/DataProviderModule/EodPriceProvider.cs b/YLErpDAL/Modules/DataProviderModule/EodPriceProvider.cs
index 18b31de5..c59eca99 100644
--- a/YLErpDAL/Modules/DataProviderModule/EodPriceProvider.cs
+++ b/YLErpDAL/Modules/DataProviderModule/EodPriceProvider.cs
@@ -140,6 +140,9 @@ namespace YLErp.Modules.DataProviderModule
{
if (item.UnderlyingInstrumentType == "Bonds")
{
+ // [Layer2-待统一] 债券映射口径：SettlePrice=全价(dirty_price_close)，ClosePrice=净价(net_price)。
+ // 注意：这与 EodPriceQueryService.GetBondPrice 的映射【完全相反】(GetBondPrice: ClosePrice=全价，SettlePrice=净价)。
+ // 两处对"债券收盘价/结算价"的净全价定义不一致属历史遗留，请勿随意改动单侧，需业务先定调后统一（见 TryGetSettlementEodPrice 注释）。
item.SettlePrice = Convert.ToDouble(BondPriceConverter.ToStorage(item.DeciSettlePrice));
item.ClosePrice = Convert.ToDouble(BondPriceConverter.ToStorage(item.DeciClosePrice));
item.ReferencePrice = Convert.ToDouble(BondPriceConverter.ToStorage(item.DeciReferencePrice));
diff --git a/YLErpDAL/Modules/DataProviderModule/EodPriceQueryService.cs b/YLErpDAL/Modules/DataProviderModule/EodPriceQueryService.cs
index c660b0c6..7792e5e1 100644
--- a/YLErpDAL/Modules/DataProviderModule/EodPriceQueryService.cs
+++ b/YLErpDAL/Modules/DataProviderModule/EodPriceQueryService.cs
@@ -114,6 +114,23 @@ namespace YLErp.Modules.DataProviderModule
return (eodPrice = GetBondPrice(valueDate, underlyingCode)) != null;
}
///
+ /// 统一日终结算取价（债券感知）。
+ /// 用于交易/期权到期结算：债券标的走中债估值表（TryGetBondEodPrice），期货/股票走原 InnerGetEodPrice。
+ /// 解决到期路径（tradeExpireInner / MultipleTradeExpireConfirm）漏查债券表导致"结算价未找到"的问题。
+ /// 注：债券 ClosePrice/SettlePrice 映射沿用 GetBondPrice 口径（ClosePrice=全价 dirty_price_close，SettlePrice=净价 net_price），
+ /// 与 EodPriceProvider 的映射（ClosePrice=净价，SettlePrice=全价）相反——属历史不一致（见 EodPriceProvider.Initialize 与 GetBondPrice 的注释），
+ /// 本方法保持与系统既有"债券现价"约定（UnderlyingCodePrice）一致，不引入新口径。
+ ///
+ public static bool TryGetSettlementEodPrice(DateTime valueDate, string underlyingCode, out EodPrice eodPrice)
+ {
+ var um = DataCacheProvider.GetUnderlyingDataSource().GetData(underlyingCode);
+ if (um != null && ConsGlobal.InstrumentType.IsBond(um.UnderlyingInstrumentType))
+ {
+ return TryGetBondEodPrice(valueDate, underlyingCode, out eodPrice);
+ }
+ return TryGetEodPrice(valueDate, underlyingCode, out eodPrice);
+ }
+ ///
/// 尝试获取标的某日的日终价
///
public static bool TryGetEodPrice(DateTime valueDate, int underlyingId, out EodPrice eodPrice)
@@ -231,6 +248,9 @@ namespace YLErp.Modules.DataProviderModule
Vobp = bondPrice.vobp,
ValueDate = valueDate,
UnderlyingCode = underlyingCode,
+ // [Layer2-待统一] 债券映射口径：ClosePrice=全价(dirty_price_close)，SettlePrice=净价(net_price)。
+ // 注意：这与 EodPriceProvider.Initialize 的映射【完全相反】(EodPriceProvider: ClosePrice=净价，SettlePrice=全价)。
+ // 两处对"债券收盘价/结算价"的净全价定义不一致属历史遗留，请勿随意改动单侧，需业务先定调后统一（见 TryGetSettlementEodPrice 注释）。
ClosePrice = Convert.ToDouble(BondPriceConverter.ToStorage(bondPrice.dirty_price_close)),
SettlePrice = Convert.ToDouble(BondPriceConverter.ToStorage(bondPrice.net_price)),
ReferencePrice = Convert.ToDouble(BondPriceConverter.ToStorage(bondPrice.yield))
diff --git a/YLErpDAL/Modules/TradeModule/DealModule/TradeExpireConfirmService.cs b/YLErpDAL/Modules/TradeModule/DealModule/TradeExpireConfirmService.cs
index a523d7ca..ab9624f9 100644
--- a/YLErpDAL/Modules/TradeModule/DealModule/TradeExpireConfirmService.cs
+++ b/YLErpDAL/Modules/TradeModule/DealModule/TradeExpireConfirmService.cs
@@ -140,7 +140,9 @@ namespace YLErp.Modules.TradeModule.DealModule
#region 设置期末价格和执行价格
- var finalPrice = EodPriceQueryService.TryGetEodPrice(exerciseDate, td.UnderlyingCode, out var eodPrice)
+ // 债券标的需走中债估值表取价，原 TryGetEodPrice 只查期货/股票两表会漏掉债券，导致"结算价未找到"。
+ // 统一改用债券感知的 TryGetSettlementEodPrice（见 EodPriceQueryService）。
+ var finalPrice = EodPriceQueryService.TryGetSettlementEodPrice(exerciseDate, td.UnderlyingCode, out var eodPrice)
? eodPrice.GetPrice(td.SettlementType) : 0;
if (finalPrice <= 0)
@@ -280,8 +282,6 @@ namespace YLErp.Modules.TradeModule.DealModule
trade_cash tradeCash = null;
//日终价格
- var underlyingIds = tradeUnwindTrades.Select(t => t.UnderlyingId).ToList();
- var EodPriceProvider = new EodPriceProvider(valueDate);
//批量结算的全是现金流交易就不用结算价
if (!EodPriceQueryService.CheckDbExists(valueDate) && tradeQuery.Any(t => t.TradeType != "现金流交易"))
{
@@ -308,8 +308,8 @@ namespace YLErp.Modules.TradeModule.DealModule
var CountRatio = 1;
if (t.TradeType != "现金流交易")
{
- //结算价
- if (EodPriceProvider.TryGetEodPrice(t.UnderlyingCode, out var eodPrice))
+ //结算价（债券感知统一取价：债券走中债估值，期货/股票走原路径，见 EodPriceQueryService.TryGetSettlementEodPrice）
+ if (EodPriceQueryService.TryGetSettlementEodPrice(valueDate, t.UnderlyingCode, out var eodPrice))
{
settlePrice = eodPrice.GetPrice(t.SettlementType);
}