feat: 新增成交收益率字段

Framework/YLErp.Core/DBModels/EodSwapPosition.cs

@@ -119,6 +119,9 @@ namespace YLErp.DBModels
         [DisplayName("期初标的价格-不含费")]
         [DataChange]
         public decimal PosiGrossPrice { get; set; }
+
+        /// 收益率
+
         /// <summary>
         /// 剩余持仓数量
         /// </summary>

Framework/YLErp.Core/DBModels/SwapFlowMerge.cs

@@ -155,6 +155,11 @@ namespace YLErp.DBModels
         /// </summary>
         public decimal? TradingAmountNetFeeAvg { get; set; }
 
+        /// <summary>
+        /// 计算后的成交收益率
+        /// </summary>
+        public decimal? InitYtm { get; set; }
+
         /// <summary>
         /// 交易费用后付
         /// </summary>

Framework/YLErp.Core/DBModels/SwapPosition.cs

@@ -230,6 +230,10 @@ namespace YLErp.DBModels
         /// </summary>
         public string UnderlyingInstrumentType { get; set; }
         /// <summary>
+        /// 期初收益率
+        /// </summary>
+        public decimal InitYtm { get; set; }
+        /// <summary>
         /// 是否无效
         /// </summary>
         public bool Invalid { get; set; }

YLErpDAL/Model/Trade.cs

@@ -335,6 +335,9 @@ namespace YLErp.DBModels
         [DisplayName("除权除息系数")]
         public double DividendRatio { get; internal set; }
 
+        [DisplayName("簿记后生成的成交收益率")]
+        public decimal InitYtm { get; set; }
+
         public string GetDataTraceKeyInfo()
         {
             return "场外交易:" + TradeNumber;

YLErpDAL/Modules/SwapModule/SwapTradeAutoService.cs

@@ -15,6 +15,8 @@ using Qdp.Pricing.Base.Implementations;
 using System.Linq;
 using System.Linq.Expressions;
 using System.Reflection;
+using System.Text.Json;
+using System.Text;
 using YLErp.BLL;
 using YLErp.BLL.Calculation;
 using YLErp.BLL.Eod;
@@ -303,6 +305,51 @@ namespace YLErp.Modules.SwapModule
             var swapFlows = DbContext.swap_flow.Where(x => ids.Contains(x.id) && x.DataState == (int)SwapFlowDateStateEnum.等待完成 && x.ClientId > 0).ToList();
             return swapFlows;
         }
+
+        /// <summary>
+        /// 使用不含费全价（加权平均全精度）+日期 来计算
+        /// </summary>
+        /// <param name="swapFlows"></param>
+        public async Task<decimal?> CalcInitYtm(string symbol, DateTime valueDate, decimal tradingAmountAvg)
+        {
+
+            using var client = new HttpClient();
+
+            var payload = new Dictionary<string, object>
+                {
+                    { "bondKey", symbol },
+                    { "settlementDate", valueDate },
+                    { "fullPrice", tradingAmountAvg }
+                };
+
+            string json = System.Text.Json.JsonSerializer.Serialize(payload);
+            var content = new StringContent(json, Encoding.UTF8, "application/json");
+
+            try
+            {
+                HttpResponseMessage response = await client.PostAsync("http://localhost:8080/v1/bond/", content);
+                response.EnsureSuccessStatusCode();
+
+                string responseBody = await response.Content.ReadAsStringAsync();
+                using var doc = JsonDocument.Parse(responseBody);
+                if (doc.RootElement.TryGetProperty("yield", out var yieldElement))
+                {
+                    if (yieldElement.ValueKind == JsonValueKind.Number)
+                    {
+                        double d = yieldElement.GetDouble();
+                        return (decimal)d;
+                    }
+                }
+                return null;
+            }
+            catch (Exception ex)
+            {
+                Console.WriteLine("请求失败: " + ex.Message);
+                return null;
+            }
+        }
+
+
         /// <summary>
         /// 簿记前自动校验
         /// </summary>
@@ -347,7 +394,7 @@ namespace YLErp.Modules.SwapModule
         /// 汇总流水
         /// </summary>
         /// <param name="valueDate"></param>
-        public List<swap_flow_merge> SummaryFlow(List<swap_flow> swapFlows, bool save = true)
+        public async Task<List<swap_flow_merge>> SummaryFlow(List<swap_flow> swapFlows, DateTime valueDate, bool save = true)
         {
             var swapFlowGroup = swapFlows.GroupBy(g => new { g.ClientId, g.OccurTime, g.UnderlyingCode, g.BsType }).ToList();
             List<swap_flow_merge> list = new List<swap_flow_merge>();
@@ -382,6 +429,8 @@ namespace YLErp.Modules.SwapModule
                 swap_flow_summary.TradingAmountNetAvg = Math.Round(swap_flow_summary.TradingAmountNetAvg ?? 0, 10);
                 swap_flow_summary.TradingAmountNetFeeAvg = swap_flow_summary.TradingQty == 0 ? swap_flow_summary.TradingAmountNetAvg : swap_flow_summary.TradingAmountNetAvg + swap_flow_summary.TradingFeePending * tradeSide / swap_flow_summary.TradingQty;
                 swap_flow_summary.TradingAmountNetFeeAvg = Math.Round(swap_flow_summary.TradingAmountNetFeeAvg ?? 0, 10);
+                // 计算收益率
+                swap_flow_summary.InitYtm = await CalcInitYtm(gourpItem.Key.UnderlyingCode, valueDate, swap_flow_summary.TradingAmountAvg);
                 swap_flow_summary.SetOpt(UserInfo);
                 if (save)
                 {

YLErpDAL/Modules/SwapModule/SwapTradeService.cs

@@ -350,6 +350,7 @@ namespace YLErp.Modules.SwapModule
             td.ValidState = "Valid";
             td.TradeSource = "系统交易";
             td.TradeStatus = ConsTrade.确认成交;
+            td.InitYtm = flowMerge.InitYtm ?? 0;
             return td;
         }
         /// <summary>
@@ -384,7 +385,8 @@ namespace YLErp.Modules.SwapModule
                 OptTime = DateTime.Now,
                 OptId = UserInfo.UserId,
                 OptName = UserInfo.UserName,
-                UnderlyingInstrumentType = underlying.UnderlyingInstrumentType
+                UnderlyingInstrumentType = underlying.UnderlyingInstrumentType,
+                InitYtm = flowMerge.InitYtm ?? 0
             };
             td.swap_positions.Add(floatPosition);
             swap_position interestPosition = new swap_position()

YLErpWeb/Hubs/SwapFlowCombookingHub.cs

@@ -57,7 +57,7 @@ namespace YLErp.Web.Hubs
                 }
                 currentStep = "正在合成流水";
                 await client.SendAsync("ReceiveMessage", currentStep);
-                var mergeList = service.SummaryFlow(swapFlows);
+                var mergeList = await service.SummaryFlow(swapFlows, req.tradeDate);
                 // 数据校验逻辑
                 currentStep = "校验上一日是否收盘";
                 await client.SendAsync("ReceiveMessage", currentStep);

YLErpWeb/Views/SwapTrade2/TradeView.cshtml

@@ -24,6 +24,7 @@
     bool isBond = trade.StructureType == "普通债券类收益互换";
     string spotPriceTitle = "期初标的交割全价%";
     string netSportPriceTitle = "期初标的交割净价%";
+    string initYtmTitle = "期初标的成交收益率%";
     var positions = trade.swap_positions.Where(x=>x.PosiDirection>0&&x.IsInitial).ToList();
     var realPositions = trade.swap_positions.Where(x => x.PosiDirection > 0 && !x.IsInitial).ToList();
     var sr = trade.trade_extend.ExtendObj.SettlementRules;
@@ -364,6 +365,7 @@
                                                     <td>标的代码</td>
                                                     <td>@spotPriceTitle</td>
                                                     <td>@netSportPriceTitle</td>
+                                                    <td>@initYtmTitle</td>
                                                     <td>数量</td>
                                                     <td>交易费用后付</td>
                                                 </tr>
@@ -381,6 +383,9 @@
                                                         <td>
                                                             @(((item.PosiNetNoFeePrice ?? 0) * multiplier).OtcFormat(OtcFormatFlag.umprice))
                                                         </td>
+                                                        <td>
+                                                            @(((item.PosiNetNoFeePrice ?? 0) * multiplier).OtcFormat(OtcFormatFlag.umprice))
+                                                        </td>
                                                         <td>
                                                             @item.PosiQuantity.OtcFormat(OtcFormatFlag.StockEqvNotional)
                                                         </td>

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

@@ -257,6 +257,15 @@ var colModelGrid = [
         sortable: false,
         formatter: PriceFormat
     }, {
+        name: 'position.InitYtm',
+        label: '期初标的成交收益率',
+        index: 'position.InitYtm',
+        width: 100,
+        align: 'center',
+        sortable: false,
+        formatter: otcformat.trading.premiumRateP
+    },
+    {
         name: 'position.UnderlyingPrice',
         label: '期末标的交割全价',
         index: 'position.UnderlyingPrice',

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

@@ -225,6 +225,14 @@ var colModelGrid = [
         align: 'center',
         formatter: PriceFormat
     }, {
+        name: 'FlowEvent.InitYtm',
+        label: '成交收益率',
+        index: 'FlowEvent.InitYtm',
+        width: 90,
+        align: 'center',
+        formatter: otcformat.trading.premiumRateP
+    }, 
+    {
         name: 'FlowEvent.Quantity',
         label: '成交数量',
         index: 'FlowEvent.Quantity',

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

@@ -190,6 +190,13 @@ var getColModelGrid = function () {
             align: 'center',
             formatter: otcformat.trading.umprice
         }, {
+            name: 'InitYtm',
+            label: '成交收益率',
+            width: 90,
+            align: 'center',
+            formatter: otcformat.trading.premiumRateP
+        },
+        {
             name: 'TradingAmountNetFeeAvg',
             label: '成交净价(含费)',
             width: 90,