From a33d5a6ff23b3ffc4201c11d4af67f588e98d338 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?=E5=90=B4=E6=96=B9=E6=B5=B7?= Date: Fri, 18 Apr 2025 14:15:46 +0800 Subject: [PATCH] =?UTF-8?q?bug=E4=BF=AE=E5=A4=8D?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- .../SwapModule/SwapTradeAutoService.cs | 20 +++++-------------- 1 file changed, 5 insertions(+), 15 deletions(-) diff --git a/YLErpDAL/Modules/SwapModule/SwapTradeAutoService.cs b/YLErpDAL/Modules/SwapModule/SwapTradeAutoService.cs index 54f3a60a..1f159820 100644 --- a/YLErpDAL/Modules/SwapModule/SwapTradeAutoService.cs +++ b/YLErpDAL/Modules/SwapModule/SwapTradeAutoService.cs @@ -671,9 +671,7 @@ namespace YLErp.Modules.SwapModule flowMergeMin.TradingAmountNetFeeAvg ?? 0, flowMergeMin.TradingAmountNetAvg ?? 0, flowMergeMin.OccurTime, - flowMergeMax.TradingQtyAbs, - flowMergeMin.TradingQty, - flowMergeMin.TradingFeePending); + flowMergeMax.TradingQtyAbs); var amount = qty * flowMergeMax.ContractSize;//平仓剩余金额=(平仓流水的成交均价-平仓对象的期初价格不含费)*平仓流水的成交数量*合约乘数 if (qty != 0)//平仓有剩余,开仓 { @@ -763,9 +761,7 @@ namespace YLErp.Modules.SwapModule negaFlowClone.TradingAmountNetFeeAvg ?? 0, negaFlowClone.TradingAmountNetAvg ?? 0, negaFlowClone.OccurTime, - negaFlowClone.TradingQty, - negaFlowClone.TradingQty, - negaFlowClone.TradingFeePending); + negaFlowClone.TradingQty); return trade; } /// @@ -1140,9 +1136,7 @@ namespace YLErp.Modules.SwapModule flowSameClone.TradingAmountNetFeeAvg ?? 0, flowSameClone.TradingAmountNetAvg ?? 0, flowSameClone.OccurTime, - unwindQty, - unwindQty, - unwindFee); + unwindQty); if (flowQty>0) { var unwindPercent = 1 - (flowQty / flowSameClone.TradingQty); @@ -1206,9 +1200,7 @@ namespace YLErp.Modules.SwapModule swapFlow.TradingAmountNetFeeAvg ?? 0, swapFlow.TradingAmountNetAvg ?? 0, swapFlow.OccurTime, - unwindQty, - unwindQty, - unwindFee); + unwindQty); } } if (flowQty > 0) //平仓完有剩余流水, @@ -1329,9 +1321,7 @@ namespace YLErp.Modules.SwapModule flowMerge.TradingAmountNetFeeAvg ?? 0, flowMerge.TradingAmountNetAvg ?? 0, flowMerge.OccurTime, - floatPosition.PosiQuantity, - flowMerge.TradingQty, - flowMerge.TradingFeePending); + floatPosition.PosiQuantity); unwindTradeIds.Add(td.id); flowMerge.TradingAmount = newQtyAbs * flowMerge.ContractSize; if (newQty > 0)