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fix: 导出估值报告携带成交收益率

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gongpei
2025-10-15 11:13:55 +08:00
parent 1b6c332cf3
commit a78152090a
4 changed files with 9 additions and 3 deletions
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YLErpDAL/Modules/SwapModule/SwapFlowEventService.cs
+6 -1
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@@ -3,6 +3,7 @@ using ClosedXML.Report.Utils;
using Confluent.Kafka;
using Microsoft.Office.Interop.Excel;
using MoreLinq;
using NPOI.OpenXmlFormats.Spreadsheet;
using System.Collections.Generic;
using YLErp.BLL.Calculation;
using YLErp.DBModels;
@@ -11,6 +12,7 @@ using YLErp.Model;
using YLErp.Modules.AppModule;
using YLErp.Modules.EodModule.QueryModule;
using YLErp.QdpModule;
using static YLErp.ConsGlobal;
namespace YLErp.Modules.SwapModule
{
@@ -498,7 +500,9 @@ namespace YLErp.Modules.SwapModule
}
var retListResult = query.ToSearchList(req);
var tds= retListResult.rows.Select(x => x.FlowEvent.SwapTradeId).Distinct().ToList();
var posiList = DbContext.swap_position.Where(s => !s.Invalid && s.IsInitial && tds.Contains(s.SwapTradeId)&&!string.IsNullOrEmpty(s.FloatRateUnderlyingCode)).ToList();
var posiList = DbContext.swap_position.Where(s => !s.Invalid && s.IsInitial && tds.Contains(s.SwapTradeId) && !string.IsNullOrEmpty(s.FloatRateUnderlyingCode)).ToList();
// 查询成交收益率
Dictionary<int, decimal> ytmMap = DbContext.trade.AsNoTracking().Where(p => tds.Contains(p.id)).ToList().ToDictionary(t => t.id, t => t.InitYtm);
foreach (var item in retListResult.rows)
{
item.FlowEvent.DividendPending = -item.FlowEvent.DividendPending;
@@ -509,6 +513,7 @@ namespace YLErp.Modules.SwapModule
item.FlowEvent.TradingFee = -item.FlowEvent.TradingFee;
item.FlowEvent.TradingFeePending = -item.FlowEvent.TradingFeePending;
item.FlowEvent.InterestClosePnL = -item.FlowEvent.InterestClosePnL;
item.FlowEvent.InitYtm = ytmMap.GetValueOrDefault(item.FlowEvent.SwapTradeId);
var posi= posiList.FirstOrDefault(s => s.id == item.FlowEvent.PositionId);
item.FloatRateUnderlyingCode= posi?.FloatRateUnderlyingCode;
if (item.FlowEvent.EventType==(int)SwapFlowEventTypeEnum.开仓)
YLErpDAL/Modules/SwapModule/SwapTradeAutoService.cs
+2 -1
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@@ -355,6 +355,7 @@ namespace YLErp.Modules.SwapModule
/// <param name="valueDate"></param>
public List<swap_flow_merge> SummaryFlow(List<swap_flow> swapFlows, DateTime valueDate, bool save = true, Action<string> callback = null)
{
DateTime settleDate = QdpCalendarHelper.GetNonHoliday(valueDate.AddDays(1));
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>();
foreach (var gourpItem in swapFlowGroup)
@@ -389,7 +390,7 @@ namespace YLErp.Modules.SwapModule
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
CalBondResult result = BondCalcHepler.BondCalcByDate(gourpItem.Key.UnderlyingCode, swap_flow_summary.TradingAmountAvg * ConsGlobal.bondShowPriceMultiple, valueDate.ToString("yyyy-MM-dd"));
CalBondResult result = BondCalcHepler.BondCalcByDate(gourpItem.Key.UnderlyingCode, swap_flow_summary.TradingAmountAvg * ConsGlobal.bondShowPriceMultiple, settleDate.ToString("yyyy-MM-dd"));
if (result != null)
{
swap_flow_summary.InitYtm = result.ytm * ConsGlobal.bondPriceMultiple;
YLErpWeb/App_Docs/导出模板/结算报告模板.xlsx
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YLErpWeb/Views/SwapTrade2/SwapflowList.cshtml
+1 -1
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@@ -171,7 +171,7 @@
</div>
<div class="form-group" style="margin: 0;">
<label>清算日期</label>
<label>交易日期</label>
<vue-datepicker :holiday="1" v-model="tradeDate" id="tradeDate"
style="width: 140px;"></vue-datepicker>
</div>