fix(swap): 修复股票基金类互换合约平仓时公司行为处理逻辑
- 优化 FindFundCorporateActions 方法，明确查询范围为严格大于 eodDate 的开区间，并添加日志记录 - 重命名 TryRestoreEffectiveFundPosition 为 TryRestorePositionFromEod 和 TryRestoreAndValidateUnwindData - 完善 EOD 数据完整性验证，检查持仓数量和价格的有效性 - 添加详细的公司行为查询和应用过程日志记录 - 优化异常信息，包含更多上下文信息如生效日和记录ID - 更新方法调用引用以使用新的方法名称
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张名锐
@@ -497,6 +497,48 @@ namespace YLErp.Modules.SwapModule
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#endregion
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/// <summary>
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/// 根据指定日期刷新浮动腿基线（处理公司行为除权）
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/// 用于前端修改平仓日期后重新获取除权后的持仓数量和价格
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/// </summary>
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/// <param name="tradeId">交易ID</param>
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/// <param name="valueDate">平仓日期</param>
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/// <returns>返回浮动腿的最新基线数据</returns>
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public virtual (decimal PositionQty, decimal PosiNotionalValue, decimal PosiGrossPrice, decimal PosiNetPrice, bool IsRestored) RefreshFloatLegBaseline(int tradeId, DateTime valueDate)
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{
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var td = DbContext.trade.Find(tradeId);
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if (td == null)
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{
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throw new ServiceException("未找到交易信息");
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}
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var positions = DbContext.swap_position.ActiveByTrade(tradeId);
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var position = positions.Where(x => !string.IsNullOrEmpty(x.UnderlyingCode) && !x.IsInitial).FirstOrDefault();
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if (position == null)
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{
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// 无浮动腿，返回trade表的原始值
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return (
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Convert.ToDecimal(td.TradeAmount),
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Convert.ToDecimal(td.StockEqvNotional),
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0m,
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0m,
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false
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);
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}
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// 尝试恢复除权后的 EOD 基线
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var restoredCorporateActionBaseline = TryRestorePositionFromEod(position, valueDate);
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return (
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position.PosiQuantity,
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position.PosiNotionalValue,
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position.PosiGrossPrice,
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position.PosiNetPrice,
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restoredCorporateActionBaseline
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);
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}
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/// <summary>
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/// 平仓初始化
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/// </summary>
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@@ -393,6 +393,32 @@ namespace YLErp.Web.Controllers
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new SwapTradeService(CurUser).TradeBack(model.TradeId, model.TradeDate);
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return JsonSuccess("回退成功");
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}
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/// <summary>
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/// 根据平仓日期刷新持仓基线（处理公司行为除权）
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/// </summary>
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/// <param name="tradeId">交易ID</param>
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/// <param name="valueDate">事件日期/平仓日期</param>
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/// <returns>返回最新的持仓数量、价格等基线数据</returns>
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public JsonResult RefreshUnwindBaseline(int tradeId, DateTime valueDate)
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{
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var (positionQty, posiNotionalValue, posiGrossPrice, posiNetPrice, isRestored) =
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new SwapDealService(CurUser).RefreshFloatLegBaseline(tradeId, valueDate);
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var result = new
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{
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PositionQty = positionQty,
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PosiNotionalValue = posiNotionalValue,
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PosiGrossPrice = posiGrossPrice,
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PosiNetPrice = posiNetPrice,
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IsRestored = isRestored,
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// 全平时，平仓数量等于持仓数量
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CloseQty = positionQty,
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CloseNotionalValue = posiNotionalValue
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};
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return JsonSuccess("", result);
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}
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/// <summary>
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/// 平仓利息腿信息
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/// </summary>
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@@ -175,6 +175,8 @@ const vue = new Vue({
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this.floatPosition.UnwindDate = e;
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}
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if (!isUseApproval) {
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// 新增：刷新持仓基线（处理公司行为除权）
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this.refreshUnwindBaseline();
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this.getInterestList();
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//this.refreshUnderlyingPrice();
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} else {
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@@ -365,6 +367,57 @@ const vue = new Vue({
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thisObj.deal.SwapMarginRebatePnl = formatSwapAmount(thisObj.deal.SwapMarginRebatePnl);
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thisObj.deal.SwapMarginAmount = formatSwapAmount(thisObj.deal.SwapMarginAmount);
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},
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refreshUnwindBaseline() {//刷新持仓基线（处理公司行为除权）
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var thisObj = this;
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var postData = {
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tradeId: thisObj.deal.SwapTradeId,
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valueDate: thisObj.deal.ValueDate
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};
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main.post("/swaptrade2/RefreshUnwindBaseline", postData, { async: true }).done(function (resp) {
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if (resp.success) {
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var data = resp.obj;
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// 更新持仓数量和名义本金
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thisObj.deal.PositionQty = data.PositionQty;
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thisObj.deal.PositionQty2 = data.PositionQty; // 新增：同时更新 PositionQty2（界面显示用）
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thisObj.deal.PosiNotionalValue = data.PosiNotionalValue;
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// 如果是全平，更新平仓数量和名义本金
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if (thisObj.deal.CloseMethod == 1) { // 全部平仓
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thisObj.deal.CloseQty = data.CloseQty;
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thisObj.deal.CloseNotionalValue = data.CloseNotionalValue;
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}
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// 更新浮动腿的期初价格和数量
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if (thisObj.floatPosition) {
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thisObj.floatPosition.PosiGrossPrice = data.PosiGrossPrice;
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thisObj.floatPosition.PosiNetPrice = data.PosiNetPrice;
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thisObj.initPosiNetPrice = data.PosiGrossPrice;
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// 更新浮动腿的持仓数量（底部表格显示用）
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thisObj.floatPosition.PositionQty = data.PositionQty;
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}
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// 重新计算最多可平比例
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thisObj.oriClosePercent = (thisObj.deal.NotionalValue && thisObj.deal.PosiNotionalValue)
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? thisObj.deal.PosiNotionalValue / thisObj.deal.NotionalValue : 1;
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// 如果是全平，更新平仓比例
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if (thisObj.deal.CloseMethod == 1) {
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thisObj.deal.ClosePercent = thisObj.oriClosePercent;
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}
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// 强制 Vue 更新界面
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thisObj.$forceUpdate();
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// 可选：显示提示信息
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if (data.IsRestored && window.otcDebug) {
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console.log('[公司行为] 已根据除权后的EOD基线刷新持仓数据', {
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PositionQty: data.PositionQty,
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PosiGrossPrice: data.PosiGrossPrice
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});
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}
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}
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});
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},
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getInterestList() {//根据平仓日期获取利息腿信息
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var thisObj = this;
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// closePercent 按"占期初(original)"语义(A)传给后端，由 GetUnwindInterestList 转为"占剩余(B)"计算
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