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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/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;