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Date: Thu, 20 Aug 2026 18:22:17 +0800
Subject: [PATCH] =?UTF-8?q?fix(swap):=20=E4=BF=AE=E5=A4=8D=E8=82=A1?=
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- 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
---
.../Modules/SwapModule/SwapDealService.cs | 42 +++++++++++++++
YLErpWeb/Controllers/SwapTrade2Controller.cs | 26 +++++++++
.../Scripts/app/swaptrade/unwindSwapTrade.js | 53 +++++++++++++++++++
3 files changed, 121 insertions(+)
diff --git a/YLErpDAL/Modules/SwapModule/SwapDealService.cs b/YLErpDAL/Modules/SwapModule/SwapDealService.cs
index 7bd8621d..b9145466 100644
--- a/YLErpDAL/Modules/SwapModule/SwapDealService.cs
+++ b/YLErpDAL/Modules/SwapModule/SwapDealService.cs
@@ -497,6 +497,48 @@ namespace YLErp.Modules.SwapModule
#endregion
+ ///
+ /// 根据指定日期刷新浮动腿基线（处理公司行为除权）
+ /// 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
+ ///
+ /// 交易ID
+ /// 平仓日期
+ /// 返回浮动腿的最新基线数据
+ public virtual (decimal PositionQty, decimal PosiNotionalValue, decimal PosiGrossPrice, decimal PosiNetPrice, bool IsRestored) RefreshFloatLegBaseline(int tradeId, DateTime valueDate)
+ {
+ var td = DbContext.trade.Find(tradeId);
+ if (td == null)
+ {
+ throw new ServiceException("未找到交易信息");
+ }
+
+ var positions = DbContext.swap_position.ActiveByTrade(tradeId);
+ var position = positions.Where(x => !string.IsNullOrEmpty(x.UnderlyingCode) && !x.IsInitial).FirstOrDefault();
+
+ if (position == null)
+ {
+ // 无浮动腿，返回trade表的原始值
+ return (
+ Convert.ToDecimal(td.TradeAmount),
+ Convert.ToDecimal(td.StockEqvNotional),
+ 0m,
+ 0m,
+ false
+ );
+ }
+
+ // 尝试恢复除权后的 EOD 基线
+ var restoredCorporateActionBaseline = TryRestorePositionFromEod(position, valueDate);
+
+ return (
+ position.PosiQuantity,
+ position.PosiNotionalValue,
+ position.PosiGrossPrice,
+ position.PosiNetPrice,
+ restoredCorporateActionBaseline
+ );
+ }
+
///
/// 平仓初始化
///
diff --git a/YLErpWeb/Controllers/SwapTrade2Controller.cs b/YLErpWeb/Controllers/SwapTrade2Controller.cs
index 33c82881..421b5cc3 100644
--- a/YLErpWeb/Controllers/SwapTrade2Controller.cs
+++ b/YLErpWeb/Controllers/SwapTrade2Controller.cs
@@ -393,6 +393,32 @@ namespace YLErp.Web.Controllers
new SwapTradeService(CurUser).TradeBack(model.TradeId, model.TradeDate);
return JsonSuccess("回退成功");
}
+ ///
+ /// 根据平仓日期刷新持仓基线（处理公司行为除权）
+ ///
+ /// 交易ID
+ /// 事件日期/平仓日期
+ /// 返回最新的持仓数量、价格等基线数据
+ public JsonResult RefreshUnwindBaseline(int tradeId, DateTime valueDate)
+ {
+ var (positionQty, posiNotionalValue, posiGrossPrice, posiNetPrice, isRestored) =
+ new SwapDealService(CurUser).RefreshFloatLegBaseline(tradeId, valueDate);
+
+ var result = new
+ {
+ PositionQty = positionQty,
+ PosiNotionalValue = posiNotionalValue,
+ PosiGrossPrice = posiGrossPrice,
+ PosiNetPrice = posiNetPrice,
+ IsRestored = isRestored,
+ // 全平时，平仓数量等于持仓数量
+ CloseQty = positionQty,
+ CloseNotionalValue = posiNotionalValue
+ };
+
+ return JsonSuccess("", result);
+ }
+
///
/// 平仓利息腿信息
///
diff --git a/YLErpWeb/wwwroot/Scripts/app/swaptrade/unwindSwapTrade.js b/YLErpWeb/wwwroot/Scripts/app/swaptrade/unwindSwapTrade.js
index 1f70d833..ab2e3c05 100644
--- a/YLErpWeb/wwwroot/Scripts/app/swaptrade/unwindSwapTrade.js
+++ b/YLErpWeb/wwwroot/Scripts/app/swaptrade/unwindSwapTrade.js
@@ -175,6 +175,8 @@ const vue = new Vue({
this.floatPosition.UnwindDate = e;
}
if (!isUseApproval) {
+ // 新增：刷新持仓基线（处理公司行为除权）
+ this.refreshUnwindBaseline();
this.getInterestList();
//this.refreshUnderlyingPrice();
} else {
@@ -365,6 +367,57 @@ const vue = new Vue({
thisObj.deal.SwapMarginRebatePnl = formatSwapAmount(thisObj.deal.SwapMarginRebatePnl);
thisObj.deal.SwapMarginAmount = formatSwapAmount(thisObj.deal.SwapMarginAmount);
},
+ refreshUnwindBaseline() {//刷新持仓基线（处理公司行为除权）
+ var thisObj = this;
+ var postData = {
+ tradeId: thisObj.deal.SwapTradeId,
+ valueDate: thisObj.deal.ValueDate
+ };
+ main.post("/swaptrade2/RefreshUnwindBaseline", postData, { async: true }).done(function (resp) {
+ if (resp.success) {
+ var data = resp.obj;
+ // 更新持仓数量和名义本金
+ thisObj.deal.PositionQty = data.PositionQty;
+ thisObj.deal.PositionQty2 = data.PositionQty; // 新增：同时更新 PositionQty2（界面显示用）
+ thisObj.deal.PosiNotionalValue = data.PosiNotionalValue;
+
+ // 如果是全平，更新平仓数量和名义本金
+ if (thisObj.deal.CloseMethod == 1) { // 全部平仓
+ thisObj.deal.CloseQty = data.CloseQty;
+ thisObj.deal.CloseNotionalValue = data.CloseNotionalValue;
+ }
+
+ // 更新浮动腿的期初价格和数量
+ if (thisObj.floatPosition) {
+ thisObj.floatPosition.PosiGrossPrice = data.PosiGrossPrice;
+ thisObj.floatPosition.PosiNetPrice = data.PosiNetPrice;
+ thisObj.initPosiNetPrice = data.PosiGrossPrice;
+ // 更新浮动腿的持仓数量（底部表格显示用）
+ thisObj.floatPosition.PositionQty = data.PositionQty;
+ }
+
+ // 重新计算最多可平比例
+ thisObj.oriClosePercent = (thisObj.deal.NotionalValue && thisObj.deal.PosiNotionalValue)
+ ? thisObj.deal.PosiNotionalValue / thisObj.deal.NotionalValue : 1;
+
+ // 如果是全平，更新平仓比例
+ if (thisObj.deal.CloseMethod == 1) {
+ thisObj.deal.ClosePercent = thisObj.oriClosePercent;
+ }
+
+ // 强制 Vue 更新界面
+ thisObj.$forceUpdate();
+
+ // 可选：显示提示信息
+ if (data.IsRestored && window.otcDebug) {
+ console.log('[公司行为] 已根据除权后的EOD基线刷新持仓数据', {
+ PositionQty: data.PositionQty,
+ PosiGrossPrice: data.PosiGrossPrice
+ });
+ }
+ }
+ });
+ },
getInterestList() {//根据平仓日期获取利息腿信息
var thisObj = this;
// closePercent 按"占期初(original)"语义(A)传给后端，由 GetUnwindInterestList 转为"占剩余(B)"计算