TRS-ZS-566、TRS-ZS-568 客户保证金率需求完成

Framework/YLErp.Cache/IYLCache.cs

@@ -41,7 +41,7 @@ namespace YLErp.Cache
         /// <returns></returns>
         T StringGet<T>(string key) where T : class;
 
-        bool StringSetWithNoPrefix<T>(string key, object value) where T : class;
+        bool StringSetWithNoPrefix<T>(string key, object value, TimeSpan? timeSpan) where T : class;
         T StringGetWithNoPrefix<T>(string key) where T : class;
         #region Batch Operate
         /// <summary>

Framework/YLErp.Cache/YLRedisCache.cs

@@ -231,9 +231,9 @@ namespace YLErp.Cache
         /// <param name="key"></param>
         /// <param name="value"></param>
         /// <returns></returns>
-        public bool StringSetWithNoPrefix<T>(string key, object value) where T : class
+        public bool StringSetWithNoPrefix<T>(string key, object value,TimeSpan? timeSpan) where T : class
         {
-            return db.StringSet(key, JsonConvert.SerializeObject(value));
+            return db.StringSet(key, JsonConvert.SerializeObject(value), timeSpan);
         }
     }
 }

Framework/YLErp.Core/DBModels/Base/DBModelBaseV6.cs

@@ -0,0 +1,62 @@
+using System.ComponentModel.DataAnnotations.Schema;
+
+namespace YLErp.DBModels
+{
+    /// <summary>
+    /// 数据模型基类
+    /// </summary>
+    [Serializable]
+    public abstract class DBModelBaseV6 : DBModelBase
+    {
+        /// <summary>
+        /// 操作人ID
+        /// </summary>
+        [DisplayName("操作人")]
+        [Column("opt_id")]
+        public virtual int? OptId { set; get; }
+
+        /// <summary>
+        /// 操作人名称
+        /// </summary>
+        [DisplayName("操作人")]
+        [Column("opt_name")]
+        public virtual string OptName { set; get; }
+
+        /// <summary>
+        /// 操作时间
+        /// </summary>
+        [DisplayName("操作时间")]
+        [Column("opt_date")]
+        public virtual DateTime? OptDate { set; get; }
+
+        /// <summary>
+        /// 设置操作人操作时间
+        /// </summary>
+        public void SetOpt(DBModelWithOperator baseModel)
+        {
+            if (baseModel == null)
+            {
+                throw new ArgumentNullException(nameof(baseModel));
+            }
+
+            OptId = baseModel.OptId;
+            OptName = baseModel.OptName;
+            OptDate = baseModel.OptDate;
+        }
+
+        /// <summary>
+        /// 设置操作人操作时间
+        /// </summary>
+        public void SetOpt(OptUserInfo userInfo)
+        {
+            if (userInfo is null)
+            {
+                throw new ArgumentNullException(nameof(userInfo));
+            }
+
+            OptId = userInfo.UserId;
+            OptName = userInfo.UserName;
+            OptDate = DateTime.Now;
+        }
+    }
+}

Framework/YLErp.Core/DBModels/Consts/ConsMarginTerm.cs

@@ -0,0 +1,73 @@
+namespace YLErp.DBModels
+{
+    /// <summary>
+    /// 保证金配置期限常量定义
+    /// </summary>
+    public static class ConsMarginTerm
+    {
+        /// <summary>
+        /// 默认期限（空字符串）
+        /// </summary>
+        public const string Default = "";
+        
+        /// <summary>
+        /// 2年期
+        /// </summary>
+        public const string TwoYear = "2Y";
+        
+        /// <summary>
+        /// 5年期
+        /// </summary>
+        public const string FiveYear = "5Y";
+        
+        /// <summary>
+        /// 10年期
+        /// </summary>
+        public const string TenYear = "10Y";
+        
+        /// <summary>
+        /// 30年期
+        /// </summary>
+        public const string ThirtyYear = "30Y";
+        
+        /// <summary>
+        /// 所有允许的期限值
+        /// </summary>
+        public static readonly List<string> AllowedTerms = new List<string>
+        {
+            Default,
+            TwoYear,
+            FiveYear,
+            TenYear,
+            ThirtyYear
+        };
+        
+        /// <summary>
+        /// 验证期限是否有效
+        /// </summary>
+        /// <param name="term">期限值</param>
+        /// <returns>是否有效</returns>
+        public static bool IsValidTerm(string term)
+        {
+            return AllowedTerms.Contains(term ?? string.Empty);
+        }
+        
+        /// <summary>
+        /// 获取期限的显示名称
+        /// </summary>
+        /// <param name="term">期限值</param>
+        /// <returns>显示名称</returns>
+        public static string GetDisplayName(string term)
+        {
+            return term switch
+            {
+                Default => "默认",
+                TwoYear => "2年",
+                FiveYear => "5年",
+                TenYear => "10年",
+                ThirtyYear => "30年",
+                _ => term?.Replace("Y", "年") ?? "默认"
+            };
+        }
+    }
+}

Framework/YLErp.Core/DBModels/client_margin_config.cs

@@ -0,0 +1,35 @@
+using System;
+using System.Collections.Generic;
+using System.ComponentModel.DataAnnotations.Schema;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+
+namespace YLErp.DBModels
+{
+    /// <summary>
+    /// 客户保证金配置
+    /// </summary>
+    [Table("client_margin_config")]
+    public class client_margin_config : DBModelBaseV6
+    {
+        /// <summary>
+        /// 客户ID
+        /// </summary>
+        [DisplayName("客户ID")]
+        public int client_id { get; set; }
+        
+        /// <summary>
+        /// 客户名称
+        /// </summary>
+        [DisplayName("客户名称")]
+        [NotMapped]
+        public string client_name { get; set; }
+        
+        /// <summary>
+        /// 生效日期
+        /// </summary>
+        [DisplayName("生效日期")]
+        public DateTime value_date { get; set; }
+    }
+}

Framework/YLErp.Core/DBModels/client_margin_detail.cs

@@ -0,0 +1,54 @@
+using System;
+using System.Collections.Generic;
+using System.ComponentModel.DataAnnotations;
+using System.ComponentModel.DataAnnotations.Schema;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+
+namespace YLErp.DBModels
+{
+    /// <summary>
+    /// 客户保证金配置详情
+    /// </summary>
+    [Table("client_bond_trs_margin_detail")]
+    public class client_margin_detail
+    {
+        /// <summary>
+        /// 主键ID
+        /// </summary>
+        [DisplayName("主键ID")]
+        [Key]
+        public int id { get; set; }
+        
+        /// <summary>
+        /// 保证金关联主表id
+        /// </summary>
+        [DisplayName("配置ID")]
+        public int config_id { get; set; }
+        
+        /// <summary>
+        /// 利率债期限
+        /// </summary>
+        [DisplayName("利率债期限")]
+        public string bond_term { get; set; }
+        
+        /// <summary>
+        /// 初始保证金率(%)
+        /// </summary>
+        [DisplayName("初始保证金率")]
+        public decimal init_rate { get; set; }
+        
+        /// <summary>
+        /// 维持保证金率(%)
+        /// </summary>
+        [DisplayName("维持保证金率")]
+        public decimal maintain_rate { get; set; }
+        
+        /// <summary>
+        /// 互换默认天数
+        /// </summary>
+        [DisplayName("互换默认天数")]
+        public int swap_days { get; set; }
+    }
+}

UnitTestProject/Base/YLUnitTestBase.cs

@@ -2,7 +2,7 @@
 {
     public class YLUnitTestBase : YLBaseService
     {
-        readonly StringBuilder _clearSQL;
+        public readonly StringBuilder _clearSQL;
 
         public YLUnitTestBase() : base(OptUserInfo.UnitTestUser)
         {

UnitTestProject/Modules/UnderlyingModule/UnderlyingHelperTest.cs

@@ -0,0 +1,129 @@
+using YLErp.Modules.UnderlyingModule;
+
+namespace YLErp.UnitTestProject.Modules.UnderlyingModule
+{
+    [TestClass]
+    public class UnderlyingHelperTest : YLUnitTestBase
+    {
+
+        [TestMethod]
+        public void GetApplicableMarginTerm_RuleTable_AllCases()
+        {
+            // 发行期限不限（OpenDate=null），测试(0.00,2.00]，应返回2年
+            var code1 = "UNLIMITED_2Y";
+            var maturity1 = new DateTime(2030, 1, 1);
+            var underlying1 = CreateTestUnderlying ( code1, null,maturity1);
+            var valueDate1 = maturity1.AddYears(-1); // 剩余1年
+            var result1=UnderlyingHelper.GetApplicableMarginTerm(code1, valueDate1);
+            Assert.AreEqual(ConsMarginTerm.TwoYear, result1, "(0,2]年 不限 应为2年");
+
+            // (2.00,2.25] <5年，应返回2年
+            var code2 = "LT5_2_25";
+            var open2 = new DateTime(2020, 1, 1); var maturity2 = new DateTime(2024, 3, 1); // 4.17年
+            var underlying2 = CreateTestUnderlying(code2, open2, maturity2);
+            var valueDate2 = maturity2.AddYears(-2).AddMonths(-2); // 剩余约2.17年
+            var result2 = UnderlyingHelper.GetApplicableMarginTerm(code2, valueDate2);
+            Assert.AreEqual(ConsMarginTerm.TwoYear, result2, "(2,2.25]年 <5 应为2年");
+
+            // (2.00,2.25] >=5年，应返回5年
+            var code3 = "GE5_2_25";
+            var open3 = new DateTime(2020, 1, 1); var maturity3 = new DateTime(2026, 1, 1); // 6年
+            var underlying3 = CreateTestUnderlying(code3, open3, maturity3);
+            var valueDate3_2 = maturity3.AddYears(-2).AddMonths(-1); // 剩余约2.08年
+            var result3 = UnderlyingHelper.GetApplicableMarginTerm(code3, valueDate3_2);
+            Assert.AreEqual(ConsMarginTerm.FiveYear, result3, "(2,2.25]年 >=5 应为5年");
+
+            // (2.25,5.00] 不限，应返回5年
+            var code4 = "UNLIMITED_5Y";
+            var maturity4 = new DateTime(2030, 1, 1);
+            var underlying4 = CreateTestUnderlying(code4, null, maturity4);
+            var valueDate4 = maturity4.AddYears(-3); // 剩余3年
+            var result4 = UnderlyingHelper.GetApplicableMarginTerm(code4, valueDate4);
+            Assert.AreEqual(ConsMarginTerm.FiveYear, result4, "(2.25,5]年 不限 应为5年");
+
+            // (5.00,5.25] <7年，应返回5年
+            var code5 = "LT7_5_25";
+            var open5 = new DateTime(2020, 1, 1); var maturity5 = new DateTime(2026, 1, 1); // 6年
+            var underlying5 = CreateTestUnderlying(code5, open5, maturity5);
+            var valueDate5 = maturity5.AddYears(-5).AddMonths(-1); // 剩余约5.08年
+            var result5 = UnderlyingHelper.GetApplicableMarginTerm(underlying5.UnderlyingCode, valueDate5);
+            Assert.AreEqual(ConsMarginTerm.FiveYear, result5, "(5,5.25]年 <7 应为5年");
+
+            // (5.00,5.25] >=7年，应返回10年
+            var code6 = "GE7_5_25";
+            var open6 = new DateTime(2015, 1, 1); var maturity6 = new DateTime(2023, 2, 1); // 8.08年
+            var underlying6 = CreateTestUnderlying(code6, open6, maturity6);
+            var valueDate6 = maturity6.AddYears(-5).AddMonths(-1); // 剩余约5.08年
+            var result6 = UnderlyingHelper.GetApplicableMarginTerm(code6, valueDate6);
+            Assert.AreEqual(ConsMarginTerm.TenYear, result6, "(5,5.25]年 >=7 应为10年");
+
+            // (5.25,25.00] 不限，应返回10年
+            var code7 = "UNLIMITED_10Y";
+            var maturity7 = new DateTime(2040, 1, 1);
+            var underlying7 = CreateTestUnderlying(code7, null, maturity7);
+            var valueDate7 = maturity7.AddYears(-10); // 剩余10年
+            var result7 = UnderlyingHelper.GetApplicableMarginTerm(code7, valueDate7);
+            Assert.AreEqual(ConsMarginTerm.TenYear, result7, "(5.25,25]年 不限 应为10年");
+
+            // (25.00,30.00] 不限，应返回30年
+            var code8 = "UNLIMITED_30Y";
+            var maturity8 = new DateTime(2050, 1, 1);
+            var underlying8 = CreateTestUnderlying(code8, null, maturity8);
+            var valueDate8 = maturity8.AddYears(-28); // 剩余28年
+            var result8 = UnderlyingHelper.GetApplicableMarginTerm(code8, valueDate8);
+            Assert.AreEqual(ConsMarginTerm.ThirtyYear, result8, "(25,30]年 不限 应为30年");
+
+            var code9 = "INVALID_TERM";
+            DateTime? maturity9 = null;
+            var underlying9 = CreateTestUnderlying(code9, null, maturity9);
+            var valueDate9 = DateTime.Now.Date;
+            var result9 = UnderlyingHelper.GetApplicableMarginTerm(code9, valueDate9);
+            Assert.AreEqual(ConsMarginTerm.Default, result9, "无效的到期日 不限 应为默认");
+        }
+
+        #region 辅助方法
+
+        /// <summary>
+        /// 创建测试用的标的对象
+        /// </summary>
+        private underlying_manager CreateTestUnderlying(string code, DateTime? openDate, DateTime? maturityDate)
+        {
+            DbContext.Database.ExecuteSqlRaw($"DELETE FROM underlying_manager WHERE UnderlyingCode = '{code}'");
+            var underlying = new underlying_manager
+            {
+                UnderlyingCode = code,
+                OpenDate = openDate,
+                MaturityDate = maturityDate,
+                UnderlyingName = $"测试标的{code}",
+                MarketCode = "TEST",
+                MarketName = "测试市场",
+                OptDate = DateTime.Now,
+                OptId = UserId,
+                OptName = UserName
+            };
+
+            // 添加到数据库
+            DbContext.underlying_manager.Add(underlying);
+            DbContext.SaveChanges();
+
+            // 添加到清理列表
+            AddClearSQL($"DELETE FROM underlying_manager WHERE UnderlyingCode = '{code}';");
+
+            return underlying;
+        }
+        /// <summary>
+        /// 添加清理SQL
+        /// </summary>
+        private void AddClearSQL(string sql)
+        {
+            // _clearSQL 字段在 YLUnitTestBase 中定义
+            // 这里假设 _clearSQL 是 protected 或 internal
+            if (!string.IsNullOrWhiteSpace(sql))
+            {
+                _clearSQL.AppendLine(sql);
+            }
+        }
+
+        #endregion
+    }
+}

UnitTestProject/appsettings.json

@@ -1,11 +1,10 @@
 {
   "ConnectionStrings": {
-    "ylcms": "server=221.229.106.161;uid=roottest;pooling=true;port=20306;pwd=YieldChain!@#$2020;database=yltrs_ylcms;charset=utf8;Allow User Variables=True;SslMode=none;Connection Timeout=30;IgnoreCommandTransaction=true;",
-    "yladmin": "server=221.229.106.161;uid=roottest;pooling=true;port=20306;pwd=YieldChain!@#$2020;database=yltrs_admin;charset=utf8;Allow User Variables=True;SslMode=none;Connection Timeout=30;IgnoreCommandTransaction=true;",
-    "ylclient": "server=221.229.106.161;uid=roottest;pooling=true;port=20306;pwd=YieldChain!@#$2020;database=yltrs_client;charset=utf8;Allow User Variables=True;SslMode=none;Connection Timeout=30;IgnoreCommandTransaction=true;",
-    "bondoms": "server=221.229.106.161;uid=roottest;pooling=true;port=20306;pwd=YieldChain!@#$2020;database=bond_oms;charset=utf8;Allow User Variables=True;SslMode=none;Connection Timeout=30;IgnoreCommandTransaction=true;"
-  }
-  ,
+    "ylcms": "server=139.196.109.225;uid=root;pooling=true;port=3306;pwd=Midnight001!@#$;database=yltrs_ylcms;charset=utf8;Allow User Variables=True;SslMode=none;Connection Timeout=30;IgnoreCommandTransaction=true;",
+    "yladmin": "server=139.196.109.225;uid=root;pooling=true;port=3306;pwd=Midnight001!@#$;database=yltrs_admin;charset=utf8;Allow User Variables=True;SslMode=none;Connection Timeout=30;IgnoreCommandTransaction=true;",
+    "ylclient": "server=139.196.109.225;uid=root;pooling=true;port=3306;pwd=Midnight001!@#$;database=yltrs_client;charset=utf8;Allow User Variables=True;SslMode=none;Connection Timeout=30;IgnoreCommandTransaction=true;",
+    "bondoms": "server=139.196.109.225;uid=root;pooling=true;port=3306;pwd=Midnight001!@#$;database=bond_oms;charset=utf8;Allow User Variables=True;SslMode=none;Connection Timeout=30;IgnoreCommandTransaction=true;"
+  },
   "LibreOffice": {
     "ExePath": "",
     "UserInstallation": "D:\\_work\\111\\libreoffice\\user1"

YLErpDAL/BLL/EodSettlement/ClientBalanceUtility.cs

@@ -117,8 +117,6 @@ namespace YLErp.BLL.EodSettlement
                 var lastpushLog = db.push_log.Where(x => x.data_type == (int)SwapPushDataEnum.日终估值获取 && x.data_state == (int)SwapPushDataStateEnum.接收处理成功 && x.create_time > valuedate).OrderByDescending(o => o.create_time).FirstOrDefault();
                 //获取根据系统时间
                 var lastBalanceDate = EodOperationBase.GetLastSettlementDate(valuedate);
-                // 获取定义文件预付金率设置
-                var clientMarginTemplates = db.client_marginrate.Where(x => x.ValueDate <= endDate).OrderByDescending(o => o.ValueDate).AsNoTracking().ToList();
                 var lastDate = lastBalanceDate;
 
                 //查询历史记录
@@ -306,7 +304,6 @@ namespace YLErp.BLL.EodSettlement
 
                             var lasttoDay = EodOperationBase.GetLastSettlementDate(lastDate, true);
                             var lastClientBalanceDaily = db.ClientBalanceDaily.Where(a => a.BalanceDate == lasttoDay && a.ClientId == data.ClientId).FirstOrDefault();
-                            var marginRate = GetClientMarginRate(data.ClientId, clientMarginTemplates);
                             balance.FrozenBalance = data.FrozenBalance;
                             balance.FreezePremium = data.FreezePremium;
                             balance.ReceivablesPremium = data.ReceivablesPremium;

YLErpDAL/BLL/EodSettlement/RealTimeClientBanlanceService.cs

@@ -1,4 +1,5 @@
 using BaseOUDAL;
+using Confluent.Kafka;
 using DocumentFormat.OpenXml.Drawing.Charts;
 using DocumentFormat.OpenXml.Office2010.Excel;
 using Microsoft.EntityFrameworkCore;
@@ -18,6 +19,7 @@ using YLErp.Modules;
 using YLErp.Modules.DataProviderModule;
 using YLErp.Modules.EodModule;
 using YLErp.Modules.EodModule.QueryModule;
+using YLErp.Modules.UnderlyingModule;
 
 namespace YLErp.BLL.Eod
 {
@@ -232,7 +234,6 @@ namespace YLErp.BLL.Eod
                 .ToDictionary(p => p.Key, p => p.OptDate);
 
             Dictionary<int, DateTime?> dicCashInOut = DbContext.ClientCashInCashOut.Where(x => clientIds.Contains((int)x.ClientId)).AsEnumerable().GroupBy(p => (int)p.ClientId).Select(p => new { p.Key, OptDate = p.Max(d => d.OptDate) }).ToDictionary(p => p.Key, p => p.OptDate);
-            var clientMarginTemplates = DbContext.client_marginrate.Where(x => x.ValueDate <= calcDate).OrderByDescending(o => o.ValueDate).AsNoTracking().ToList();
             foreach (var item in _clientBalanceDic.Values)
             {
                 #region 判断实时持仓数据是否最新（包含了最新交易操作的数据）
@@ -266,9 +267,6 @@ namespace YLErp.BLL.Eod
                 item.PositionNotionalPrincipal += stockEqvNotionalDict.ContainsKey(item.ClientId) ? stockEqvNotionalDict[item.ClientId] : 0;
                 //可用名义本金规模
                 item.AvailableStockEqvNotional = item.TotalCreditStockEqvNotional - item.PositionNotionalPrincipal;
-
-
-                var marginRate = GetClientMarginRate(item.ClientId, clientMarginTemplates);
                 //预付金金额=期末结存-初始预付金金额
                 item.MarginBalance = item.AmountFund - item.MySideMargin;
                 // 可用资金 = 期末结存 - 追保账户余额 - 初始保证金
@@ -1378,24 +1376,13 @@ namespace YLErp.BLL.Eod
             foreach (var itemGroup in flowGroup)
             {
                 var balance = clientBalanceDic[itemGroup.Key ?? 0];
-                //string marginType = balance.ClientType == 1 ? "多空组合" : "品种";
-                // 获取客户预付金比例设置
-                var clientMarginTemplate = clientMarginTemplates.FirstOrDefault(x => x.ClientId == itemGroup.Key );
-                if (clientMarginTemplate == null)
-                {
-                    clientMarginTemplate = clientMarginTemplates.FirstOrDefault(x => x.ClientId == 0 );
-                }
-                // 没有设置预付金比例则跳过
-                if (clientMarginTemplate == null)
-                {
-                    continue;
-                }
                 var clientPositions = positions.Where(x => x.ClientId == itemGroup.Key).ToList();
                 foreach (var item in itemGroup.GroupBy(s => s.UnderlyingCode))
                 {
+                   var clientMarginDetail= UnderlyingHelper.GetApplicableMarginRate(itemGroup.Key ?? 0, item.Key, startDate);
                     // 获取当前客户当前标的持仓数据，合并后的名义本金数量
                     var positionLsit = clientPositions.Where(x => x.UnderlyingCode == item.Key).ToList();
-                    decimal money = CalcDmaMoney(positionLsit, item.ToList(), clientMarginTemplate);
+                    decimal money = CalcDmaMoney(positionLsit, item.ToList(), clientMarginDetail);
                     balance.FrozenMarginMoney += Convert.ToDouble(money);
                 }
             }
@@ -1407,10 +1394,10 @@ namespace YLErp.BLL.Eod
         /// <param name="flows">流水列表</param>
         /// <param name="clientMarginTemplate">客户保证金模板</param>
         /// <returns>资金变化金额</returns>
-        public decimal CalcDmaMoney(List<swap_flow> positions, List<swap_flow> flows, client_marginrate clientMarginTemplate)
+        public decimal CalcDmaMoney(List<swap_flow> positions, List<swap_flow> flows, client_margin_detail clientMarginTemplate)
         {
             decimal money = 0;
-            var marginRate = (decimal)clientMarginTemplate.InitMarginRate;
+            var marginRate = clientMarginTemplate?.init_rate??0;
 
             // 处理持仓与流水的平仓逻辑
             foreach (var position in positions.ToList()) // 使用 ToList() 避免修改集合时的问题

YLErpDAL/BLL/EodSettlement/RealtimePnlCalc.cs

@@ -744,7 +744,7 @@ namespace YLErp.BLL.Eod
             if (resp!=null)
             {
                 clientPosition.deal_yield_avg = resp.ytm* ConsGlobal.bondPriceMultiple;
-                _yLCache.StringSetWithNoPrefix<CalBondResult>("TRS-BondFullPrice:" + clientPosition.security_id, resp);
+                _yLCache.StringSetWithNoPrefix<CalBondResult>("TRS-BondFullPrice:" + clientPosition.security_id, resp,TimeSpan.FromHours(1));
             }
         }
         /// <summary>

YLErpDAL/DataBase/YLContext.cs

@@ -402,5 +402,8 @@ namespace YLErp.BLL
         public DbSet<TrsAccountManageDetail> trs_account_manage_detail { get; set; }
 
         public DbSet<ClientBalanceView> clientBalanceView { get; set; }
+
+        public DbSet<client_margin_config> clientMarginConfig { get; set; }
+        public DbSet<client_margin_detail> clientMarginDetail { get; set; }
     }
 }

YLErpDAL/Model/ClientMarginConfigReq.cs

@@ -0,0 +1,15 @@
+using BaseOUDAL;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+
+namespace YLErp.Model
+{
+    public class ClientMarginConfigReq 
+    {
+        public int ClientId { get; set; }
+        public DateTime? ValueDate { get; set; }
+    }
+}

YLErpDAL/Model/ClientMarginDetailDto.cs

@@ -0,0 +1,77 @@
+using System.ComponentModel.DataAnnotations;
+
+namespace YLErp.Model
+{
+    /// <summary>
+    /// 客户保证金配置详情DTO - 用于前端数据传输
+    /// </summary>
+    public class ClientMarginDetailDto
+    {
+        /// <summary>
+        /// 利率债期限
+        /// </summary>
+        public string bond_term { get; set; }
+        
+        /// <summary>
+        /// 初始保证金率(%) - 可空
+        /// </summary>
+        public decimal? init_rate { get; set; }
+        
+        /// <summary>
+        /// 维持保证金率(%) - 可空
+        /// </summary>
+        public decimal? maintain_rate { get; set; }
+        
+        /// <summary>
+        /// 互换默认天数 - 可空
+        /// </summary>
+        public int? swap_days { get; set; }
+    }
+
+    /// <summary>
+    /// 客户保证金配置DTO - 用于前端数据传输
+    /// </summary>
+    public class ClientMarginConfigDto
+    {
+        public string EncryptId { get; set; }
+        /// <summary>
+        /// 配置ID
+        /// </summary>
+        public int id { get; set; }
+        
+        /// <summary>
+        /// 客户ID
+        /// </summary>
+        public int client_id { get; set; }
+        
+        /// <summary>
+        /// 客户名称
+        /// </summary>
+        public string client_name { get; set; }
+        
+        /// <summary>
+        /// 生效日期
+        /// </summary>
+        public DateTime value_date { get; set; }
+        
+        /// <summary>
+        /// 操作人ID
+        /// </summary>
+        public int? OptId { get; set; }
+        
+        /// <summary>
+        /// 操作人姓名
+        /// </summary>
+        public string OptName { get; set; }
+        
+        /// <summary>
+        /// 操作时间
+        /// </summary>
+        public DateTime? OptDate { get; set; }
+        
+        /// <summary>
+        /// 配置详情列表
+        /// </summary>
+        public List<ClientMarginDetailDto> details { get; set; } = new List<ClientMarginDetailDto>();
+    }
+}

YLErpDAL/Model/GetClientMarginDetailReq.cs

@@ -0,0 +1,15 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+
+namespace YLErp.Model
+{
+    public class GetClientMarginDetailReq
+    {
+        public int clientId { get; set; }
+        public string underlyingCode { get; set; }
+        public DateTime valueDate { get; set;}
+    }
+}

YLErpDAL/Modules/MarginModule/ClientMarginConfigService.cs

@@ -0,0 +1,154 @@
+using System.Data;
+using YLErp.Model;
+
+namespace YLErp.Modules.MarginModule
+{
+    public class ClientMarginConfigService : YLBaseService
+    {
+        public ClientMarginConfigService(OptUserInfo userInfo) : base(userInfo)
+        {
+        }
+
+        public void SaveMarginConfig(client_margin_config marginConfig)
+        {
+            if (marginConfig == null)
+            {
+                throw new ServiceException("无数据");
+            }
+
+            var dbMarginConfig = new client_margin_config();
+            dbMarginConfig.SetOpt(UserInfo);
+            if (marginConfig.id != 0)
+            {
+                dbMarginConfig = DbContext.clientMarginConfig.Find(marginConfig.id);
+                if (dbMarginConfig == null)
+                {
+                    throw new ServiceException("未找到该记录");
+                }
+                dbMarginConfig.client_id = marginConfig.client_id;
+                dbMarginConfig.value_date = marginConfig.value_date;
+
+                if (DbContext.clientMarginConfig.Any(o => o.client_id == marginConfig.client_id
+                   && o.value_date == marginConfig.value_date
+                   && o.id != marginConfig.id))
+                {
+                    throw new ServiceException("同一客户不支持在同一生效日有多条记录！");
+                }
+            }
+            else
+            {
+                dbMarginConfig = DbContext.clientMarginConfig.Where(o => o.client_id == marginConfig.client_id
+                    && o.value_date == marginConfig.value_date).FirstOrDefault();
+                if (dbMarginConfig == null)
+                {
+                    marginConfig.SetOpt(UserInfo);
+                    DbContext.clientMarginConfig.Add(marginConfig);
+                }
+                else
+                {
+                    throw new ServiceException("同一客户不支持在同一生效日有多条记录");
+                }
+            }
+
+            DbContext.SaveChanges();
+        }
+
+        public List<ClientMarginConfigDto> SearchList(ClientMarginConfigReq req)
+        {
+            var query = from config in DbContext.clientMarginConfig
+                        select new ClientMarginConfigDto
+                        {
+                            EncryptId=config.EncryptId,
+                            id = config.id,
+                            client_id = config.client_id,
+                            client_name = config.client_name,
+                            value_date = config.value_date,
+                            OptId = config.OptId,
+                            OptName = config.OptName,
+                            OptDate = config.OptDate
+                        };
+
+            if (req.ClientId > 0)
+            {
+                query = query.Where(o => o.client_id == req.ClientId);
+            }
+
+            if (req.ValueDate.HasValue)
+            {
+                query = query.Where(o => o.value_date == req.ValueDate.Value);
+            }
+
+            var configs = query.OrderByDescending(o=>o.id).ToList();
+            
+            // 为每个配置加载5条固定期限的详情数据
+            var fixedTerms = ConsMarginTerm.AllowedTerms.ToArray();
+            foreach (var config in configs)
+            {
+                var existingDetails = DbContext.clientMarginDetail.Where(d => d.config_id == config.id).ToList();
+                var detailDtos = new List<ClientMarginDetailDto>();
+                
+                for (int i = 0; i < fixedTerms.Length; i++)
+                {
+                    var term = fixedTerms[i];
+                    var existingDetail = existingDetails.FirstOrDefault(d => d.bond_term == term);
+                    if (existingDetail != null)
+                    {
+                        detailDtos.Add(new ClientMarginDetailDto
+                        {
+                            bond_term = existingDetail.bond_term,
+                            init_rate = existingDetail.init_rate * 100, // 转换为百分比显示
+                            maintain_rate = existingDetail.maintain_rate * 100, // 转换为百分比显示
+                            swap_days = existingDetail.swap_days
+                        });
+                    }
+                    else
+                    {
+                        detailDtos.Add(new ClientMarginDetailDto
+                        {
+                            bond_term = term,
+                            init_rate = null,
+                            maintain_rate = null,
+                            swap_days = null
+                        });
+                    }
+                }
+                
+                // 直接使用DTO格式返回给前端
+                config.details = detailDtos;
+            }
+            
+            return configs;
+        }
+
+        public void SaveMarginConfigWithDetails(client_margin_config config, List<client_margin_detail> details)
+        {
+            using (var trans = BeginTransaction())
+            {
+                try
+                {
+                    // 保存主表
+                    SaveMarginConfig(config);
+
+                    // 删除原有详情记录
+                    var existingDetails = DbContext.clientMarginDetail.Where(d => d.config_id == config.id).ToList();
+                    DbContext.clientMarginDetail.RemoveRange(existingDetails);
+
+                    // 保存新的详情记录
+                    foreach (var detail in details)
+                    {
+                        detail.config_id = config.id;
+                        DbContext.clientMarginDetail.Add(detail);
+                    }
+
+                    DbContext.SaveChanges();
+                    trans.Commit();
+                }
+                catch
+                {
+                    trans.Rollback();
+                    throw;
+                }
+            }
+        }
+    }
+}

YLErpDAL/Modules/SwapModule/SwapTradeAutoService.cs

@@ -437,7 +437,6 @@ namespace YLErp.Modules.SwapModule
             && !ConsTrade.TradeCompleteStatus.Contains(t.TradeStatus)).ToList();
             var swapTradeIds = swaptrades.Select(s => s.id);
             var tradeExtends = DbContext.trade_extend.Where(x => swapTradeIds.Contains(x.TradeId));
-            var clientMarginTemplates = DbContext.client_marginrate.Where(x => x.ValueDate <= valueDate).OrderByDescending(o => o.ValueDate).ToList();
             var restSwapTrades = new List<trade>();
             foreach (var swaptrade in swaptrades)
             {
@@ -454,7 +453,7 @@ namespace YLErp.Modules.SwapModule
             int dealCount = 0;
             foreach (var groupItem in flowquery)
             {
-                MergeRestModelItem(groupItem, restSwapTrades, swapPositions, floatRateQuery, clientMarginTemplates, ref dealCount, action);
+                MergeRestModelItem(groupItem, restSwapTrades, swapPositions, floatRateQuery, ref dealCount, action);
             }
         }
         /// <summary>
@@ -476,14 +475,13 @@ namespace YLErp.Modules.SwapModule
             && !ConsTrade.TradeCompleteStatus.Contains(t.TradeStatus)).ToList();
             var swapTradeIds = swaptrades.Select(s => s.id);
             var swapPositions = DbContext.swap_position.Where(x => swapTradeIds.Contains(x.SwapTradeId) && x.PosiDirection > 0 && !x.IsInitial && x.PosiQuantity > 0 && !x.Invalid).ToList();
-            var clientMarginTemplates = DbContext.client_marginrate.Where(x => x.ValueDate <= valueDate).OrderByDescending(o => o.ValueDate).ToList();
             var matuirityDate = QdpCalendarHelper.GetNonHolidayDefore(valueDate.AddDays(14));
             var floatRatePredicate = PredicateBuilder.Create<SwapFloatRate>(x => x.StartDate <= valueDate && x.EndDate >= matuirityDate);
             var floatRateQuery = DbContext.swap_float_rate.Where(floatRatePredicate);
             int dealCount = 0;
             foreach (var groupItem in flowquery)
             {
-                MergeAvgModelItem(groupItem, swaptrades, swapPositions, floatRateQuery, clientMarginTemplates, ref dealCount, action);
+                MergeAvgModelItem(groupItem, swaptrades, swapPositions, floatRateQuery,  ref dealCount, action);
             }
         }
         public void UpdateSwapFlowState(List<swap_flow> swapFlows)
@@ -507,8 +505,7 @@ namespace YLErp.Modules.SwapModule
         private void MergeRestModelItem(IGrouping<int?, swap_flow_merge> groupItem,
             List<trade> swaptrades,
             List<swap_position> swapPositions,
-            IQueryable<SwapFloatRate> floatRateQuery,
-            List<client_marginrate> client_Marginrates, ref int dealCount, Action<int>? action)
+            IQueryable<SwapFloatRate> floatRateQuery, ref int dealCount, Action<int>? action)
         {
             var clientId = groupItem.Key;
             var client = DataCacheProvider.GetClientDataSource().GetData(clientId ?? 0);
@@ -535,11 +532,6 @@ namespace YLErp.Modules.SwapModule
             {
                 throw new ServiceException($"{etradeRule.AssetAccount_0}的簿记账户未设置交易员");
             }
-            var clientMarginTemplate = client_Marginrates.FirstOrDefault(x => x.ClientId == clientId);
-            if (clientMarginTemplate == null)
-            {
-                clientMarginTemplate = client_Marginrates.FirstOrDefault(x => x.ClientId == 0);
-            }
             var underlyingGroup = groupItem.GroupBy(g => g.UnderlyingCode);
             var clientSwapTrades = swaptrades.Where(x => x.ClientId == clientId).ToList();
             var clientSwapTradeIds = clientSwapTrades.Select(s => s.id);
@@ -583,11 +575,11 @@ namespace YLErp.Modules.SwapModule
                 }
                 if (!hasPayPosition)//没有持仓
                 {
-                    DealNoPosition(mergeList, client, asset, underlying, floatRate, clientMarginTemplate, clearingAgency, cashNeedAfter);
+                    DealNoPosition(mergeList, client, asset, underlying, floatRate, clearingAgency, cashNeedAfter);
                 }
                 else
                 {
-                    DealHasPosition(mergeList, client, asset, underlying, floatRate, clientSwapPositionList, clientSwapTrades, clientMarginTemplate, clearingAgency, cashNeedAfter);
+                    DealHasPosition(mergeList, client, asset, underlying, floatRate, clientSwapPositionList, clientSwapTrades,clearingAgency, cashNeedAfter);
                 }
 
             }
@@ -607,8 +599,7 @@ namespace YLErp.Modules.SwapModule
         private void MergeAvgModelItem(IGrouping<int?, swap_flow_merge> groupItem,
             List<trade> swaptrades,
             List<swap_position> swapPositions,
-            IQueryable<SwapFloatRate> floatRateQuery,
-            List<client_marginrate> client_Marginrates, ref int dealCount, Action<int>? action)
+            IQueryable<SwapFloatRate> floatRateQuery,ref int dealCount, Action<int>? action)
         {
             var clientId = groupItem.Key;
             var client = DataCacheProvider.GetClientDataSource().GetData(clientId ?? 0);
@@ -619,11 +610,6 @@ namespace YLErp.Modules.SwapModule
             var clientSwapTrades = swaptrades.Where(x => x.ClientId == clientId).ToList();
             var clientSwapTradeIds = clientSwapTrades.Select(s => s.id);
             var clientSwapPositions = swapPositions.Where(x => clientSwapTradeIds.Contains(x.SwapTradeId));//现有客户持仓
-            var clientMarginTemplate = client_Marginrates.FirstOrDefault(x => x.ClientId == clientId);
-            if (clientMarginTemplate == null)
-            {
-                clientMarginTemplate = client_Marginrates.FirstOrDefault(x => x.ClientId == 0);
-            }
             var underlyingCodes = underlyingGroup.Select(s => s.Key).ToList();
             var underlyings = DataCacheProvider.GetUnderlyingDataSource().AsQueryable(x => underlyingCodes.Contains(x.UnderlyingCode));
             foreach (var underlyingGroupItem in underlyingGroup)
@@ -643,11 +629,11 @@ namespace YLErp.Modules.SwapModule
                 if (!hasPayPosition)//没有持仓
                 {
                     var bsType = mergeList.OrderBy(o => o.OptTime).First().BsType;
-                    AvgDealNoPosition(mergeList, client, asset, underlying, floatRate, clientMarginTemplate, clearingAgency, bsType);
+                    AvgDealNoPosition(mergeList, client, asset, underlying, floatRate, clearingAgency, bsType);
                 }
                 else
                 {
-                    AvgDealHasPosition(mergeList, client, asset, underlying, floatRate, clientSwapPositionList, clientSwapTrades, clientMarginTemplate, clearingAgency);
+                    AvgDealHasPosition(mergeList, client, asset, underlying, floatRate, clientSwapPositionList, clientSwapTrades,  clearingAgency);
                 }
 
             }
@@ -667,7 +653,6 @@ namespace YLErp.Modules.SwapModule
             AssetUnit asset,
             underlying_manager underlying,
             SwapFloatRate floatRate,
-            client_marginrate clientMarginTemplate,
             string clearingAgency,
             bool cashNeedAfter)
         {
@@ -675,7 +660,7 @@ namespace YLErp.Modules.SwapModule
             swap_flow_merge flowMergeMax = mergeOrderList.First();//先开最早的一条
             swap_flow_merge flowMergeMin = mergeOrderList.Last();
             var swapTradeService = new SwapTradeService(UserInfo);
-            var trade = swapTradeService.NewSwapTrade(flowMergeMax, client, asset, underlying, floatRate, clientMarginTemplate, clearingAgency, cashNeedAfter: cashNeedAfter);
+            var trade = swapTradeService.NewSwapTrade(flowMergeMax, client, asset, underlying, floatRate, clearingAgency, cashNeedAfter: cashNeedAfter);
             flowMergeMax.SwapTradeNo = trade.TradeNumber;
             flowMergeMin.SwapTradeNo = trade.TradeNumber;
             if (mergeList.Count == 2)//有两条流水
@@ -707,7 +692,7 @@ namespace YLErp.Modules.SwapModule
                         var posi = DbContext.swap_position.FirstOrDefault(x => x.SwapTradeId == trade.id && x.PosiDirection > 0 && !x.IsInitial);
                         SetNewOpenData(flowMergeMin, flowMergeClone, posi);
                     }
-                    var trade2 = swapTradeService.NewSwapTrade(flowMergeClone, client, asset, underlying, floatRate, clientMarginTemplate, clearingAgency);
+                    var trade2 = swapTradeService.NewSwapTrade(flowMergeClone, client, asset, underlying, floatRate,  clearingAgency);
                     flowMergeMax.SwapTradeNo = trade2.TradeNumber;
                     flowMergeMin.SwapTradeNo = trade2.TradeNumber;
                 }
@@ -728,7 +713,6 @@ namespace YLErp.Modules.SwapModule
             AssetUnit asset,
             underlying_manager underlying,
             SwapFloatRate floatRate,
-            client_marginrate clientMarginTemplate,
             string clearingAgency,
             int byType)
         {
@@ -736,9 +720,9 @@ namespace YLErp.Modules.SwapModule
             var sameFlow = swapFlows.Where(x => x.BsType == byType).FirstOrDefault();
             if (negativeFlow==null)
             {
-                return NewSwapTrade(sameFlow, client, asset, underlying, floatRate, clientMarginTemplate,clearingAgency);
+                return NewSwapTrade(sameFlow, client, asset, underlying, floatRate,clearingAgency);
             }
-           return DealTwoDirectionFlows(sameFlow, negativeFlow, client, asset, underlying, floatRate, clientMarginTemplate, clearingAgency);
+           return DealTwoDirectionFlows(sameFlow, negativeFlow, client, asset, underlying, floatRate, clearingAgency);
         }
         /// <summary>
         /// 当前无持仓，且有2个方向流水合成簿记
@@ -758,7 +742,6 @@ namespace YLErp.Modules.SwapModule
             AssetUnit asset,
             underlying_manager underlying,
             SwapFloatRate floatRate,
-             client_marginrate clientMarginTemplate,
             string clearingAgency)
         {
             var sameQty = sameFlow.TradingQty;
@@ -771,7 +754,7 @@ namespace YLErp.Modules.SwapModule
                 sameFlowClone= DataHelper.DeepCopyObject(negativeFlow);
                 negaFlowClone = DataHelper.DeepCopyObject(sameFlow);
             }
-            var trade = NewSwapTrade(sameFlowClone, client, asset, underlying, floatRate, clientMarginTemplate, clearingAgency);
+            var trade = NewSwapTrade(sameFlowClone, client, asset, underlying, floatRate,  clearingAgency);
             // 平仓
             new SwapDealService(UserInfo).AuotoSwapUnwind(trade.id,
                 negaFlowClone.TradingAmountAvg,
@@ -799,11 +782,10 @@ namespace YLErp.Modules.SwapModule
             AssetUnit asset,
             underlying_manager underlying,
             SwapFloatRate floatRate,
-            client_marginrate clientMarginTemplate,
             string clearingAgency)
         {
             var swapTradeService = new SwapTradeService(UserInfo);
-            var trade = swapTradeService.NewSwapTrade(flowMergeFirst, client, asset, underlying, floatRate, clientMarginTemplate, clearingAgency, LongShortStructType);
+            var trade = swapTradeService.NewSwapTrade(flowMergeFirst, client, asset, underlying, floatRate, clearingAgency, LongShortStructType);
             flowMergeFirst.SwapTradeNo = trade.TradeNumber;
             flowMergeFirst.SwapTradeId = trade.id;
             DbContext.SaveChanges();
@@ -889,17 +871,16 @@ namespace YLErp.Modules.SwapModule
             SwapFloatRate floatRate,
             List<swap_position> clientSwapPositionList,
             List<trade> clientSwapTrades,
-            client_marginrate clientMarginTemplate,
             string clearingAgency,
             bool cashNeedAfter)
         {
             if (mergeList.Count == 1)//只有一条流水情况
             {
-                DealSingleFlow(mergeList, clientSwapPositionList, clientSwapTrades, client, asset, underlying, floatRate, clientMarginTemplate, clearingAgency);
+                DealSingleFlow(mergeList, clientSwapPositionList, clientSwapTrades, client, asset, underlying, floatRate,clearingAgency);
             }
             else
             {
-                DealDoubleFlow(mergeList, clientSwapPositionList, clientSwapTrades, client, asset, underlying, floatRate, clientMarginTemplate, clearingAgency, cashNeedAfter);
+                DealDoubleFlow(mergeList, clientSwapPositionList, clientSwapTrades, client, asset, underlying, floatRate,  clearingAgency, cashNeedAfter);
             }
         }
         /// <summary>
@@ -920,17 +901,16 @@ namespace YLErp.Modules.SwapModule
             SwapFloatRate floatRate,
             List<swap_position> clientSwapPositionList,
             List<trade> clientSwapTrades,
-            client_marginrate clientMarginTemplate,
             string clearingAgency)
         {
             var firstFlow = flowList.First();
             if (flowList.Count==1)//只有一条流水情况
             {
-                AvgDealSingleFlow(firstFlow, clientSwapPositionList, clientSwapTrades, client, asset, underlying, floatRate, clientMarginTemplate, clearingAgency);
+                AvgDealSingleFlow(firstFlow, clientSwapPositionList, clientSwapTrades, client, asset, underlying, floatRate, clearingAgency);
             }
             else
             {
-                AvgDealDoubleFlow(flowList, clientSwapPositionList, clientSwapTrades, client, asset, underlying, floatRate, clientMarginTemplate,clearingAgency);
+                AvgDealDoubleFlow(flowList, clientSwapPositionList, clientSwapTrades, client, asset, underlying, floatRate,clearingAgency);
             }
         }
         /// <summary>
@@ -951,7 +931,6 @@ namespace YLErp.Modules.SwapModule
             AssetUnit asset,
             underlying_manager underlying,
             SwapFloatRate floatRate,
-            client_marginrate clientMarginTemplate,
             string clearingAgency)
         {
             var swapTradeService = new SwapTradeService(UserInfo);
@@ -978,13 +957,13 @@ namespace YLErp.Modules.SwapModule
                     {
                         SetNewOpenData(flowMergeMax, flowMergeClone, dealResult.Item4);
                     }
-                    var trade = swapTradeService.NewSwapTrade(flowMergeClone, client, asset, underlying, floatRate, clientMarginTemplate, clearingAgency);
+                    var trade = swapTradeService.NewSwapTrade(flowMergeClone, client, asset, underlying, floatRate, clearingAgency);
                     flowMergeMax.SwapTradeNo = trade.TradeNumber;
                 }
             }
             else //只存在同向交易
             {
-                var trade = swapTradeService.NewSwapTrade(flowMergeMax, client, asset, underlying, floatRate, clientMarginTemplate, clearingAgency);
+                var trade = swapTradeService.NewSwapTrade(flowMergeMax, client, asset, underlying, floatRate, clearingAgency);
                 flowMergeMax.SwapTradeNo = trade.TradeNumber;
             }
         }
@@ -1027,7 +1006,6 @@ namespace YLErp.Modules.SwapModule
             AssetUnit asset,
             underlying_manager underlying,
             SwapFloatRate floatRate,
-            client_marginrate clientMarginTemplate,
             string clearingAgency,
             bool cashNeedAfter)
         {
@@ -1049,22 +1027,22 @@ namespace YLErp.Modules.SwapModule
             var negTrades = clientSwapTrades.Where(x => negTradeIds.Contains(x.id)).ToList();//取出与第一条流水方向相反的交易
 
             //先处理第一条流水的反向持仓
-            var firstTrade = DealDoubleFlowDetial(negTrades, negDirectionPositions, flowMergeFirstClone, client, asset, underlying, floatRate, clientMarginTemplate, clearingAgency, true, cashNeedAfter);
+            var firstTrade = DealDoubleFlowDetial(negTrades, negDirectionPositions, flowMergeFirstClone, client, asset, underlying, floatRate, clearingAgency, true, cashNeedAfter);
             flowMergeFirst.SwapTradeNo = flowMergeFirstClone.SwapTradeNo;
 
             //再处理第二条流水的反向持仓
-            var lastTrade = DealDoubleFlowDetial(sameTrades, sameDirectionPositions, flowMergeLastClone, client, asset, underlying, floatRate, clientMarginTemplate, clearingAgency, false,false);
+            var lastTrade = DealDoubleFlowDetial(sameTrades, sameDirectionPositions, flowMergeLastClone, client, asset, underlying, floatRate,  clearingAgency, false,false);
             flowMergeLast.SwapTradeNo = flowMergeLastClone.SwapTradeNo;
             if (flowMergeFirstClone.BsType != flowMergeLastClone.BsType && firstTrade != null)
             {
                 var trades = new List<trade> { firstTrade };
                 var positions = DbContext.swap_position.Where(x => x.SwapTradeId == firstTrade.id && x.PosiDirection > 0 && !x.IsInitial && !x.Invalid).ToList();
-                DealDoubleFlowDetial(trades, positions, flowMergeLastClone, client, asset, underlying, floatRate, clientMarginTemplate, clearingAgency, true,false);
+                DealDoubleFlowDetial(trades, positions, flowMergeLastClone, client, asset, underlying, floatRate, clearingAgency, true,false);
                 flowMergeLast.SwapTradeNo = flowMergeLastClone.SwapTradeNo;
             }
             else if (lastTrade==null)
             {
-                 swapTradeService.NewSwapTrade(flowMergeLastClone, client, asset, underlying, floatRate, clientMarginTemplate, clearingAgency);
+                 swapTradeService.NewSwapTrade(flowMergeLastClone, client, asset, underlying, floatRate,  clearingAgency);
             }
         }
         /// <summary>
@@ -1085,7 +1063,6 @@ namespace YLErp.Modules.SwapModule
             AssetUnit asset,
             underlying_manager underlying,
             SwapFloatRate floatRate,
-            client_marginrate clientMarginTemplate,
             string clearingAgency)
         {
             var swapTradeService = new SwapTradeService(UserInfo);
@@ -1097,11 +1074,11 @@ namespace YLErp.Modules.SwapModule
             // 同向新开
             if (flow.BsType== firstPosi.PositionType)
             {
-                NewSwapTrade(flowClone, client, asset, underlying, floatRate, clientMarginTemplate, clearingAgency);
+                NewSwapTrade(flowClone, client, asset, underlying, floatRate,  clearingAgency);
             }
             else //反向先平仓，有剩余开仓
             {
-                AvgDealUnwind(flowClone, clientSwapTrades, swapPositions, client, asset, underlying, floatRate, clientMarginTemplate, clearingAgency);
+                AvgDealUnwind(flowClone, clientSwapTrades, swapPositions, client, asset, underlying, floatRate,  clearingAgency);
             }
         }
         /// <summary>
@@ -1122,7 +1099,6 @@ namespace YLErp.Modules.SwapModule
             AssetUnit asset,
             underlying_manager underlying,
             SwapFloatRate floatRate,
-            client_marginrate clientMarginTemplate,
             string clearingAgency)
         {
             var swapTradeService = new SwapTradeService(UserInfo);
@@ -1137,7 +1113,7 @@ namespace YLErp.Modules.SwapModule
             var flowSameClone = DataHelper.DeepCopyObject(flowSame);
             var flowNegClone = DataHelper.DeepCopyObject(flowNeg);
             //先平反向
-           var trade= AvgDealUnwind(flowNegClone, clientSwapTrades, swapPositions, client, asset, underlying, floatRate, clientMarginTemplate, clearingAgency);
+           var trade= AvgDealUnwind(flowNegClone, clientSwapTrades, swapPositions, client, asset, underlying, floatRate,  clearingAgency);
             var newFlowList = new List<swap_flow>();
             if (trade!=null)
             {
@@ -1162,12 +1138,12 @@ namespace YLErp.Modules.SwapModule
                 {
                     flowSameClone.TradingQty = flowQty;
                     flowSameClone.TradingAmount = flowSameClone.TradingQty;
-                    NewSwapTrade(flowSameClone, client, asset, underlying, floatRate, clientMarginTemplate, clearingAgency);
+                    NewSwapTrade(flowSameClone, client, asset, underlying, floatRate, clearingAgency);
                 }
             }
             else
             {
-                NewSwapTrade(flowSameClone, client, asset, underlying, floatRate, clientMarginTemplate, clearingAgency);
+                NewSwapTrade(flowSameClone, client, asset, underlying, floatRate, clearingAgency);
             }
         }
         /// <summary>
@@ -1190,7 +1166,6 @@ namespace YLErp.Modules.SwapModule
             AssetUnit asset,
             underlying_manager underlying,
             SwapFloatRate floatRate,
-            client_marginrate clientMarginTemplate,
             string clearingAgency)
         {
             var swapTradeService = new SwapTradeService(UserInfo);
@@ -1227,7 +1202,7 @@ namespace YLErp.Modules.SwapModule
             {
                 swapFlow.TradingQty = flowQty;
                 swapFlow.TradingAmount = swapFlow.TradingQty* swapFlow.TradingAmountAvg;
-                return NewSwapTrade(swapFlow, client, asset, underlying, floatRate, clientMarginTemplate,clearingAgency);
+                return NewSwapTrade(swapFlow, client, asset, underlying, floatRate, clearingAgency);
             }
             return null;
         }
@@ -1251,7 +1226,6 @@ namespace YLErp.Modules.SwapModule
             AssetUnit asset,
             underlying_manager underlying,
             SwapFloatRate floatRate,
-            client_marginrate clientMarginTemplate,
             string clearingAgency,
             bool needOpen,
             bool cashNeedAfter
@@ -1269,7 +1243,7 @@ namespace YLErp.Modules.SwapModule
                 {
                     SetNewOpenData(flowMergeMax, flowMergeSameClone, dealResult.Item4);
                 }
-                return swapTradeService.NewSwapTrade(flowMergeSameClone, client, asset, underlying, floatRate, clientMarginTemplate, clearingAgency);
+                return swapTradeService.NewSwapTrade(flowMergeSameClone, client, asset, underlying, floatRate,  clearingAgency);
             }
             return null;
 

YLErpDAL/Modules/SwapModule/SwapTradeService.cs

@@ -247,12 +247,12 @@ namespace YLErp.Modules.SwapModule
             AssetUnit asset,
             underlying_manager underlying,
             SwapFloatRate swapFloatRate,
-            client_marginrate clientMarginTemplate,
             string clearingAgency,
             string structureType = "普通债券类收益互换",
             bool cashNeedAfter = false)
         {
-            var td = PrepareTrade(flowMerge, client, asset, underlying, clientMarginTemplate?.SwapEndDays??14, structureType);
+            int SwapEndDays = UnderlyingHelper.GetApplicableMarginRate(client.id,underlying.UnderlyingCode,flowMerge.OccurTime)?.swap_days??14;
+            var td = PrepareTrade(flowMerge, client, asset, underlying, SwapEndDays, structureType);
             PrepareTradeExtend(flowMerge, td, underlying, swapFloatRate);
             td.TradeNumber = BizLogicSingleton.Instance.GenerateTradeNumberBeforeConfirm(td, DbContext);
             flowMerge.SwapTradeNo = td.TradeNumber;

YLErpDAL/Modules/TradeModule/DealModule/TradeConfirmService.cs

@@ -6,12 +6,14 @@ using System.Text;
 using YieldChain.Helpers;
 using YLErp.BLL;
 using YLErp.BLL.Eod;
+using YLErp.DBModels;
 using YLErp.DBModels.Enums;
 using YLErp.Model.Enum;
 using YLErp.Modules.RiskModule;
 using YLErp.Modules.SalesModule;
 using YLErp.Modules.SwapModule;
 using YLErp.Modules.SystemModule;
+using YLErp.Modules.UnderlyingModule;
 
 namespace YLErp.Modules.TradeModule.DealModule
 {
@@ -391,18 +393,12 @@ namespace YLErp.Modules.TradeModule.DealModule
         /// <param name="td"></param>
         private void InitTradeReport(trade td,int marginDiretion)
         {
-            var clientMarginTemplates = DbContext.client_marginrate.Where(x => x.ValueDate <= td.TradeDate).OrderByDescending(o => o.ValueDate).AsNoTracking().ToList();
-            var marinRate = clientMarginTemplates.Where(x => x.ClientId == td.ClientId).FirstOrDefault();
+           var marinRate= UnderlyingHelper.GetApplicableMarginRate(td.ClientId, td.UnderlyingCode, td.TradeDate.Value);
             if (marinRate == null)
             {
-                marinRate = clientMarginTemplates.Where(x => x.ClientId == 0).FirstOrDefault();
-            }
-            if (marinRate == null)
-            {
-                marinRate = new client_marginrate
-                {
-                    InitMarginRate = 1,
-                    MaintenanceRate = 1,
+                marinRate = new client_margin_detail() { 
+                    init_rate = 1,
+                    maintain_rate = 1
                 };
             }
             var trade_Report = DbContext.trade_Report.Where(x => x.TradeId == td.id).FirstOrDefault();
@@ -420,8 +416,8 @@ namespace YLErp.Modules.TradeModule.DealModule
             trade_Report.IsPerformanceCollInterest = "否";
             trade_Report.PerformanceCollType = "0";
             trade_Report.PerformanceCollRange = "0";
-            trade_Report.InitialPerformanceColl = (decimal)marinRate.InitMarginRate*100;
-            trade_Report.RecoveryPerformanceColl = (decimal)marinRate.MaintenanceRate * 100;
+            trade_Report.InitialPerformanceColl = (decimal)marinRate.init_rate*100;
+            trade_Report.RecoveryPerformanceColl = (decimal)marinRate.maintain_rate * 100;
             trade_Report.UnwindPerformanceColl = trade_Report.RecoveryPerformanceColl;
             trade_Report.EodPerformanceColl = trade_Report.RecoveryPerformanceColl;
             trade_Report.PerformanceRemark = "详见交易确认书及定义性文件";

YLErpDAL/Modules/UnderlyingModule/UnderlyingHelper.cs

@@ -1,4 +1,11 @@
-using System.Text;
+using Microsoft.Extensions.DependencyInjection;
+using System;
+using System.Linq;
+using System.Text;
+using YieldChain.Commons;
+using YLErp.Cache;
+using YLErp.Commons;
+using YLErp.DBModels;
 
 namespace YLErp.Modules.UnderlyingModule
 {
@@ -7,6 +14,11 @@ namespace YLErp.Modules.UnderlyingModule
     /// </summary>
     public static class UnderlyingHelper
     {
+        readonly static IYLCache ylCache;
+        static UnderlyingHelper()
+        {
+            ylCache = YLServiceLocator.ServiceProvider.GetService<IYLCache>();
+        }
         /// <summary>
         /// 获取组合标的品种对象
         /// </summary>
@@ -59,6 +71,115 @@ namespace YLErp.Modules.UnderlyingModule
                 }
             }
         }
+        /// <summary>
+        /// 根据客户ID、标的代码和计算日期计算适用的保证金率
+        /// </summary>
+        /// <param name="clientId">客户ID</param>
+        /// <param name="underlyingCode">标的代码</param>
+        /// <param name="valueDate">计算日期</param>
+        /// <returns>适用的保证金率配置，包含初始保证金率和维持保证金率</returns>
+        public static client_margin_detail GetApplicableMarginRate(int clientId, string underlyingCode, DateTime valueDate)
+        {
+            if (string.IsNullOrEmpty(underlyingCode))
+                return null;
+
+            string cacheKey = $"Otc:ClientMarginRate:{clientId}:{underlyingCode}:{valueDate:yyyyMMdd}";
+            try
+            {
+                if (ylCache!=null)
+                {
+                    // 1. 先查Redis
+                    var cacheDetail = ylCache.StringGetWithNoPrefix<client_margin_detail>(cacheKey);
+                    if (cacheDetail != null)
+                        return cacheDetail;
+                }
+               
+
+                // 2. 查数据库
+                string applicableTerm = GetApplicableMarginTerm(underlyingCode, valueDate);
+                var marginConfig = GetClientMarginConfig(clientId, valueDate);
+                if (marginConfig == null)
+                    return null;
+                var marginDetail = GetMarginDetailByTerm(marginConfig.id, applicableTerm);
+
+                // 3. 放入Redis
+                if (marginDetail != null&& ylCache != null)
+                {
+                    ylCache.StringSetWithNoPrefix<client_margin_detail>(cacheKey, marginDetail,TimeSpan.FromHours(3));
+                }
+
+                return marginDetail;
+            }
+            catch (Exception ex)
+            {
+                LogFactory.GetLogger("UnderlyingHelper").Error($"计算保证金率时发生异常: {ex.Message}", ex);
+                return null;
+            }
+        }
+        
+        /// <summary>
+        /// 获取客户保证金配置
+        /// </summary>
+        /// <param name="clientId">客户ID</param>
+        /// <param name="valueDate">估值日期</param>
+        /// <returns>客户保证金配置</returns>
+        private static client_margin_config GetClientMarginConfig(int clientId, DateTime valueDate)
+        {
+            try
+            {
+                using (var context = DbContextFactory.GetYLDbContext())
+                {
+                    // 查找指定日期有效的客户保证金配置
+                    var config = context.clientMarginConfig
+                        .Where(c => c.client_id == clientId && c.value_date <= valueDate)
+                        .OrderByDescending(c => c.value_date)
+                        .FirstOrDefault();
+                    // 找不到，查找通用的那条
+                    if (config==null)
+                    {
+                        config = context.clientMarginConfig
+                       .Where(c => c.client_id == 0 && c.value_date <= valueDate)
+                       .OrderByDescending(c => c.value_date)
+                       .FirstOrDefault();
+                    }
+                    return config;
+                }
+            }
+            catch (Exception ex)
+            {
+                Console.WriteLine($"获取客户保证金配置时发生异常: {ex.Message}");
+                return null;
+            }
+        }
+        
+        /// <summary>
+        /// 根据配置ID和期限获取保证金率详情
+        /// </summary>
+        /// <param name="configId">配置ID</param>
+        /// <param name="bondTerm">债券期限</param>
+        /// <returns>保证金率详情</returns>
+        private static client_margin_detail GetMarginDetailByTerm(int configId, string bondTerm)
+        {
+            try
+            {
+                using (var context = DbContextFactory.GetYLDbContext())
+                {
+                    var details = context.clientMarginDetail
+                        .Where(d => d.config_id == configId).ToList();
+                    var detail = details.FirstOrDefault(d => d.bond_term == bondTerm);
+                    if (detail==null&& !string.IsNullOrEmpty(bondTerm))
+                    {
+                        detail=details.FirstOrDefault(d => string.IsNullOrEmpty(d.bond_term));
+                    }
+                    return detail;
+                }
+            }
+            catch (Exception ex)
+            {
+                Console.WriteLine($"获取保证金率详情时发生异常: {ex.Message}");
+                return null;
+            }
+        }
 
         /// <summary>
         /// 获取篮子标的品种对象
@@ -124,5 +245,149 @@ namespace YLErp.Modules.UnderlyingModule
             }
             return ret;
         }
+        /// <summary>
+        /// 获取债券的期限，计算日期一定要小于原日期
+        /// </summary>
+        /// <param name="calcDate">计算日期</param>
+        /// <param name="sourceDate">原日期</param>
+        /// <returns>返回3.12格式</returns>
+        public static double? getYearTerm(DateTime? calcDate, DateTime? sourceDate)
+        {
+            if (!calcDate.HasValue)
+            {
+                return null;//不限
+            }
+            if (sourceDate.HasValue)
+            {
+                if (calcDate > sourceDate)
+                {
+                    throw new ArgumentException("计算日期必须小于原日期", nameof(calcDate));
+                }
+                //计算sourceDate与calcDate年限差
+                int yearDiff = sourceDate.Value.Year - calcDate.Value.Year;
+                int monthDiff = sourceDate.Value.Month - calcDate.Value.Month;
+                int dayDiff = sourceDate.Value.Day - calcDate.Value.Day;
+
+                // 如果月差为负，说明还没到整年，需要向前借一年
+                if (monthDiff < 0)
+                {
+                    yearDiff -= 1;
+                    monthDiff += 12;
+                }
+
+                // 如果天数为负，说明还没到整月，需要向前借一个月
+                if (dayDiff < 0)
+                {
+                    monthDiff -= 1;
+                    if (monthDiff < 0)
+                    {
+                        yearDiff -= 1;
+                        monthDiff += 12;
+                    }
+                }
+
+                double yearTerm = yearDiff + monthDiff / 12.0;
+                return yearTerm;
+            }
+            return null;//不限
+        }
+        /// <summary>
+        /// 根据标的发行年限和剩余期限计算适用保证金率
+        /// 规则表格：
+        /// | 剩余期限（年）    | 发行期限（年） | 则适用于 |
+        /// |------------------|---------------|----------|
+        /// | (0.00,2.00]      | 不限          | 2年      |
+        /// | (2.00,2.25]      | <5            | 2年      |
+        /// | (2.00,2.25]      | >=5           | 5年      |
+        /// | (2.25,5.00]      | 不限          | 5年      |
+        /// | (5.00,5.25]      | <7            | 5年      |
+        /// | (5.00,5.25]      | >=7           | 10年     |
+        /// | (5.25,25.00]     | 不限          | 10年     |
+        /// | (25.00,30.00]    | 不限          | 30年     |
+        /// </summary>
+        /// <param name="underlyingCode">标的代码</param>
+        /// <param name="valueDate">估值日期</param>
+        /// <returns>适用的保证金率期限，如果不适用则返回空字符串</returns>
+        public static string GetApplicableMarginTerm(string underlyingCode, DateTime valueDate)
+        {
+            if (string.IsNullOrEmpty(underlyingCode))
+                return ConsMarginTerm.Default;
+
+            try
+            {
+                // 获取标的信息
+                var underlying = DataCacheProvider.GetUnderlyingDataSource().GetData(underlyingCode);
+                if (underlying == null ||  !underlying.MaturityDate.HasValue)
+                    return ConsMarginTerm.Default;
+
+                // 计算发行年限（从上市日期到到期日期）
+                var issueTermYears = getYearTerm(underlying.OpenDate, underlying.MaturityDate);
+                
+                // 计算剩余期限（从估值日期到到期日期）
+                var remainingTermYears = getYearTerm(valueDate, underlying.MaturityDate);
+
+                // 根据业务规则确定适用的保证金率期限
+                return DetermineMarginTerm(issueTermYears, remainingTermYears);
+            }
+            catch (Exception ex)
+            {
+                // 记录异常日志
+                Console.WriteLine($"计算保证金率期限时发生异常: {ex.Message}");
+                return ConsMarginTerm.Default;
+            }
+        }
+
+        /// <summary>
+        /// 根据发行年限和剩余年限确定适用的保证金率期限
+        /// 规则表格：
+        /// | 剩余期限（年）    | 发行期限（年） | 则适用于 |
+        /// |------------------|---------------|----------|
+        /// | (0.00,2.00]      | 不限          | 2年      |
+        /// | (2.00,2.25]      | <5            | 2年      |
+        /// | (2.00,2.25]      | >=5           | 5年      |
+        /// | (2.25,5.00]      | 不限          | 5年      |
+        /// | (5.00,5.25]      | <7            | 5年      |
+        /// | (5.00,5.25]      | >=7           | 10年     |
+        /// | (5.25,25.00]     | 不限          | 10年     |
+        /// | (25.00,30.00]    | 不限          | 30年     |
+        /// 说明：发行年限为null或0时视为“不限”
+        /// </summary>
+        private static string DetermineMarginTerm(double? issueYears, double? remainingYears)
+        {
+            // (0.00,2.00]年 不限 2年
+            if (remainingYears > 0.00 && remainingYears <= 2.00)
+                return ConsMarginTerm.TwoYear;
+
+            // (2.00,2.25] <5 2年
+            if (remainingYears > 2.00 && remainingYears <= 2.25 && issueYears.HasValue && issueYears < 5)
+                return ConsMarginTerm.TwoYear;
+
+            // (2.00,2.25] >=5 5年
+            if (remainingYears > 2.00 && remainingYears <= 2.25 && issueYears.HasValue && issueYears >= 5)
+                return ConsMarginTerm.FiveYear;
+
+            // (2.25,5.00] 不限 5年
+            if (remainingYears > 2.25 && remainingYears <= 5.00)
+                return ConsMarginTerm.FiveYear;
+
+            // (5.00,5.25] <7 5年
+            if (remainingYears > 5.00 && remainingYears <= 5.25 && issueYears.HasValue && issueYears < 7)
+                return ConsMarginTerm.FiveYear;
+
+            // (5.00,5.25] >=7 10年
+            if (remainingYears > 5.00 && remainingYears <= 5.25 && issueYears.HasValue && issueYears >= 7)
+                return ConsMarginTerm.TenYear;
+
+            // (5.25,25.00] 不限 10年
+            if (remainingYears > 5.25 && remainingYears <= 25.00)
+                return ConsMarginTerm.TenYear;
+
+            // (25.00,30.00] 不限 30年
+            if (remainingYears > 25.00 && remainingYears <= 30.00)
+                return ConsMarginTerm.ThirtyYear;
+
+            // 其他情况返回默认
+            return ConsMarginTerm.Default;
+        }
     }
 }

YLErpWeb/App_Data/Menus.txt

@@ -44,7 +44,7 @@
 {Name:"互换簿记预设",Rights:["互换簿记预设"],Icon:"menu-icon iconfour"
 ,SubItems:[
 	{Name:"TRS用簿记账户设置",Rights:["互换簿记预设-TRS用簿记账户设置"],Url:"EtradingRule/Index"},
-	{Name:"互换预付金率维护",Rights:["互换簿记预设-互换预付金率维护"],Url:"MarginRateSwap/MarginRateSwapList"},
+	{Name:"互换预付金率维护",Rights:["互换簿记预设-互换预付金率维护"],Url:"ClientMarginConfig/ClientMarginConfigList"},
 	{Name:"阶梯费率",Rights:["互换簿记预设-阶梯费率"],Url:"SwapRate"},
 	{Name:"浮动利率",Rights:["互换簿记预设-浮动利率"],Url:"SwapFloatRate"},
 	{Name:"簿记账户与衡泰关系",Rights:["互换簿记预设-簿记账户与衡泰关系"],Url:"EtradeAccount/Index"},

YLErpWeb/Controllers/ClientMarginConfigController.cs

@@ -0,0 +1,227 @@
+
+using Microsoft.AspNetCore.Authorization;
+using YLErp.Cache;
+using YLErp.Modules.MarginModule;
+
+namespace YLErp.Web.Controllers
+{
+    public class ClientMarginConfigController : BaseController
+    {
+        private IYLCache _cache;
+        public ClientMarginConfigController(IYLCache cache)
+        {
+            _cache = cache;
+        }
+        [MyAuthorize("互换簿记预设-互换预付金率维护")]
+        public ActionResult ClientMarginConfigList()
+        {
+            return View();
+        }
+
+        [MyAuthorize("互换簿记预设-互换预付金率修改")]
+        public ActionResult ClientMarginConfigEdit(string enid)
+        {
+            var id = DecryptInt(enid);
+            var fixedTerms = ConsMarginTerm.AllowedTerms.ToArray();
+            if (id == 0)
+            {
+                // 新增时，创建空的DTO记录
+                var emptyDetails = new List<ClientMarginDetailDto>();
+               
+                for (int i = 0; i < fixedTerms.Length; i++)
+                {
+                    emptyDetails.Add(new ClientMarginDetailDto
+                    {
+                        bond_term = fixedTerms[i],
+                        init_rate = null,
+                        maintain_rate = null,
+                        swap_days = null
+                    });
+                }
+                ViewBag.Details = emptyDetails;
+                return View(new client_margin_config() { value_date = DateTime.Now });
+            }
+            var marginConfig = yldb.clientMarginConfig.Find(id);
+            
+            // 获取详情数据并转换为DTO
+            var details = yldb.clientMarginDetail.Where(d => d.config_id == id).ToList();
+            var detailDtos = new List<ClientMarginDetailDto>();
+            
+            // 确保返回5条数据，按固定顺序
+            for (int i = 0; i < fixedTerms.Count(); i++)
+            {
+                var term = fixedTerms[i];
+                var existingDetail = details.FirstOrDefault(d => d.bond_term == term);
+                if (existingDetail != null)
+                {
+                    detailDtos.Add(new ClientMarginDetailDto
+                    {
+                        bond_term = existingDetail.bond_term,
+                        init_rate = existingDetail.init_rate * 100, // 转换为百分比显示
+                        maintain_rate = existingDetail.maintain_rate * 100, // 转换为百分比显示
+                        swap_days = existingDetail.swap_days
+                    });
+                }
+                else
+                {
+                    detailDtos.Add(new ClientMarginDetailDto
+                    {
+                        bond_term = term,
+                        init_rate = null,
+                        maintain_rate = null,
+                        swap_days = null
+                    });
+                }
+            }
+            
+            ViewBag.Details = detailDtos;
+            
+            return View(marginConfig);
+        }
+
+
+
+        [MyAuthorize("互换簿记预设-互换预付金率修改")]
+        public JsonResult ClientMarginConfigDelete(string enid)
+        {
+            var id = DecryptInt(enid);
+            var marginConfig = yldb.clientMarginConfig.Find(id);
+            if (marginConfig == null)
+            {
+                throw new ServiceException("数据库中未找到");
+            }
+            
+            // 删除详情记录
+            var details = yldb.clientMarginDetail.Where(d => d.config_id == id).ToList();
+            yldb.clientMarginDetail.RemoveRange(details);
+            
+            // 删除主记录
+            yldb.clientMarginConfig.Remove(marginConfig);
+            yldb.SaveChanges();
+            if (_cache!=null)
+            {
+                // 删除缓存ClientMarginRate开头的key
+                _cache.BatchDelete("ClientMarginRate:*");
+            }
+            return JsonSuccess("已删除");
+        }
+
+        [MyAuthorize("互换簿记预设-互换预付金率修改")]
+        public JsonResult ClientMarginConfigEditJson(client_margin_config marginConfig, List<ClientMarginDetailDto> details)
+        {
+            // 将DTO转换为数据库实体，处理必填和可选逻辑
+            var detailEntities = new List<client_margin_detail>();
+            var hasDefaultTerm = false;
+            
+            if (details != null)
+            {
+                foreach (var dto in details)
+                {
+                    // 默认期限（空字符串）必填
+                    if (string.IsNullOrEmpty(dto.bond_term))
+                    {
+                        if (!dto.init_rate.HasValue || !dto.maintain_rate.HasValue)
+                        {
+                            return JsonError("默认期限的初始保证金率和维持保证金率必须填写");
+                        }
+                        hasDefaultTerm = true;
+                        
+                        detailEntities.Add(new client_margin_detail
+                        {
+                            bond_term = "",
+                            init_rate = dto.init_rate.Value / 100, // 转换百分比
+                            maintain_rate = dto.maintain_rate.Value / 100, // 转换百分比
+                            swap_days = dto.swap_days ?? 0
+                        });
+                    }
+                    else
+                    {
+                        // 其他期限非必填，但如果填写了任何字段就需要验证
+                        if (dto.init_rate.HasValue || dto.maintain_rate.HasValue || dto.swap_days.HasValue)
+                        {
+                            // 如果swap_days有值，则init_rate和maintain_rate必须有值
+                            if (dto.swap_days.HasValue && (!dto.init_rate.HasValue || !dto.maintain_rate.HasValue))
+                            {
+                                return JsonError($"期限\"{dto.bond_term}\"：当互换默认天数有值时，初始保证金率和维持保证金率必须填写");
+                            }
+                            
+                            detailEntities.Add(new client_margin_detail
+                            {
+                                bond_term = dto.bond_term,
+                                init_rate = (dto.init_rate ?? 0) / 100, // 转换百分比
+                                maintain_rate = (dto.maintain_rate ?? 0) / 100, // 转换百分比
+                                swap_days = dto.swap_days ?? 0
+                            });
+                        }
+                    }
+                }
+            }
+            
+            // 验证默认期限必须填写
+            if (!hasDefaultTerm)
+            {
+                return JsonError("默认期限的保证金配置信息必须填写");
+            }
+
+            new ClientMarginConfigService(CurUser).SaveMarginConfigWithDetails(marginConfig, detailEntities);
+            if (_cache != null)
+            {
+                // 删除缓存ClientMarginRate开头的key
+                _cache.BatchDelete("ClientMarginRate:*");
+            }
+            return JsonSuccess("已修改");
+        }
+
+        [HttpPost]
+        public JsonResult ClientMarginConfigQuery(ClientMarginConfigReq req)
+        {
+            var sList = new ClientMarginConfigService(CurUser).SearchList(req);
+            GetExtendInfo(sList);
+            return JsonSuccess("",sList);
+        }
+
+        [HttpPost]
+        public JsonResult GetMarginConfigDetails(int configId)
+        {
+            var details = yldb.clientMarginDetail.Where(d => d.config_id == configId).ToList();
+            // 转换为百分比显示
+            foreach (var detail in details)
+            {
+                detail.init_rate *= 100;
+                detail.maintain_rate *= 100;
+            }
+            return Json(details);
+        }
+        /// <summary>
+        /// 获取适用金率
+        /// </summary>
+        /// <param name="req"></param>
+        /// <returns></returns>
+        [HttpPost]
+        [AllowAnonymous]
+        public JsonResult GetApplicableMarginRate([FromBody]GetClientMarginDetailReq req)
+        { 
+            var detail= YLErp.Modules.UnderlyingModule.UnderlyingHelper.GetApplicableMarginRate(req.clientId, req.underlyingCode, req.valueDate);
+            return JsonSuccess("",detail);
+        }
+
+        private void GetExtendInfo(IEnumerable<ClientMarginConfigDto> marginConfigs)
+        {
+            foreach (var item in marginConfigs)
+            {
+                if (item.client_id != 0)
+                {
+                    var client = DataCacheProvider.GetClientDataSource().GetData(item.client_id);
+                    if (client != null)
+                    {
+                        item.client_name = client.Name;
+                    }
+                }
+                
+                // 百分比转换已在服务层处理，此处不需要重复转换
+            }
+        }
+
+
+    }
+}

YLErpWeb/Controllers/TrsOpenController.cs

@@ -43,7 +43,7 @@ namespace YLErp.Web.Controllers
                 db.trs_open_config.Add(model);
             }
             db.SaveChanges();
-            _yLCache.StringSetWithNoPrefix<TrsOpenConfigDto>("TRS_Open_Hour", trsOpenConfig);
+            _yLCache.StringSetWithNoPrefix<TrsOpenConfigDto>("TRS_Open_Hour", trsOpenConfig,TimeSpan.FromHours(8));
             return JsonSuccess("");
         }
     }

YLErpWeb/Controllers/tradeController.cs

@@ -8846,18 +8846,13 @@ namespace YLErp.Web.Controllers
             var trade_Report = yldb.trade_Report.Where(x => x.TradeId == id).FirstOrDefault();
             if (trade_Report == null)
             {
-                var clientMarginTemplates = yldb.client_marginrate.Where(x => x.ValueDate <= trade.TradeDate).OrderByDescending(o => o.ValueDate).AsNoTracking().ToList();
-                var marinRate = clientMarginTemplates.Where(x => x.ClientId == trade.ClientId).FirstOrDefault();
+                var marinRate = YLErp.Modules.UnderlyingModule.UnderlyingHelper.GetApplicableMarginRate(trade.ClientId, trade.UnderlyingCode, trade.TradeDate.Value);
                 if (marinRate == null)
                 {
-                    marinRate = clientMarginTemplates.Where(x => x.ClientId == 0).FirstOrDefault();
-                }
-                if (marinRate == null)
+                    marinRate = new client_margin_detail()
                     {
-                    marinRate = new client_marginrate
-                    {
-                        InitMarginRate = 1,
-                        MaintenanceRate = 1,
+                        init_rate = 1,
+                        maintain_rate = 1
                     };
                 }
                 trade_Report = new trade_report();
@@ -8867,8 +8862,8 @@ namespace YLErp.Web.Controllers
                 trade_Report.IsUsePerformanceColl = "否";
                 trade_Report.PerformanceExplain = "详见交易确认书。";
                 trade_Report.IsPerformanceCollInterest = "否";
-                trade_Report.InitialPerformanceColl = (decimal)marinRate.InitMarginRate * 100;
-                trade_Report.RecoveryPerformanceColl = (decimal)marinRate.MaintenanceRate * 100;
+                trade_Report.InitialPerformanceColl = (decimal)marinRate.init_rate * 100;
+                trade_Report.RecoveryPerformanceColl = (decimal)marinRate.maintain_rate * 100;
                 trade_Report.UnwindPerformanceColl = trade_Report.RecoveryPerformanceColl;
                 trade_Report.EodPerformanceColl = trade_Report.RecoveryPerformanceColl;
                 trade_Report.PerformanceCollType = "0";

YLErpWeb/Views/ClientMarginConfig/ClientMarginConfigEdit.cshtml

@@ -0,0 +1,184 @@
+@using YLErp.Model
+@model client_margin_config
+@{
+    ViewBag.Title = Model.id == 0 ? "新增客户保证金配置" : "编辑客户保证金配置";
+    Layout = "~/Views/Shared/_InfoLayout.cshtml";
+    var details = ViewBag.Details as List<ClientMarginDetailDto> ?? new List<ClientMarginDetailDto>();
+}
+@section CSS{
+    <link href="~/Statics/libs/datetime/flatpickr/flatpickr.min.css" rel="stylesheet" />
+    <style>
+    .formlabel{
+        width:128px !important;
+        }
+    </style>
+}
+@section JS{
+    <script src="~/Statics/libs/datetime/flatpickr/flatpickr.min.js?v=@(HtmlUtil.JsVersion)"></script>
+    <script type="text/javascript">
+
+        function saveConfig() {
+            if (!$("#valueDate").val()) {
+                main.message("生效日期不能为空");
+                return false;
+            }
+            // 验证必填字段
+            var clientId = $("#client_id").val();
+
+            // 收集表单数据
+            var configData = {
+                id: parseInt($("#id").val()) || 0,
+                client_id: parseInt(clientId),
+                value_date: $("#valueDate").val()
+            };
+
+            // 收集详情数据并进行验证
+             var details = [];
+             var rows = document.querySelectorAll('#detailTableBody tr');
+             var hasError = false;
+             var errorMessage = "";
+             
+             rows.forEach(function(row, index) {
+                 var bondTerm = row.querySelector('input[type="hidden"][name*="bond_term"]').value;
+                 var initRateInput = row.querySelector('input[name*="init_rate"]');
+                 var maintainRateInput = row.querySelector('input[name*="maintain_rate"]');
+                 var swapDaysInput = row.querySelector('input[name*="swap_days"]');
+                 
+                 var initRateValue = initRateInput.value.trim();
+                 var maintainRateValue = maintainRateInput.value.trim();
+                 var swapDaysValue = swapDaysInput.value.trim();
+                 
+                 var initRate = initRateValue === '' ? null : parseFloat(initRateValue);
+                 var maintainRate = maintainRateValue === '' ? null : parseFloat(maintainRateValue);
+                 var swapDays = swapDaysValue === '' ? null : parseInt(swapDaysValue);
+                 
+                 // 验证数值不能为负数
+                 if (initRate !== null && initRate < 0) {
+                     hasError = true;
+                     errorMessage = "初始保证金率不能为负数";
+                     return;
+                 }
+                 if (maintainRate !== null && maintainRate < 0) {
+                     hasError = true;
+                     errorMessage = "维持保证金率不能为负数";
+                     return;
+                 }
+                 if (swapDays !== null && swapDays < 0) {
+                     hasError = true;
+                     errorMessage = "互换天数不能为负数";
+                     return;
+                 }
+                 
+                 // 默认数据（第一条，bond_term为空）的所有字段都必填
+                 if (bondTerm === "") {
+                     if (initRate === null || maintainRate === null || swapDays === null) {
+                         hasError = true;
+                         errorMessage = "默认配置的所有字段都必须填写";
+                         return;
+                     }
+                     details.push({
+                         bond_term: bondTerm,
+                         init_rate: initRate,
+                         maintain_rate: maintainRate,
+                         swap_days: swapDays
+                     });
+                 } else {
+                     // 其他数据：当保证金率有值时，互换天数必填
+                     if ((initRate !== null || maintainRate !== null) && swapDays === null) {
+                         hasError = true;
+                         errorMessage = "当保证金率有值时，互换天数必须填写";
+                         return;
+                     }
+                     
+                     // 当保证金率与互换天数都为空时，不加到details里
+                     if (initRate !== null || maintainRate !== null || swapDays !== null) {
+                         details.push({
+                             bond_term: bondTerm,
+                             init_rate: initRate,
+                             maintain_rate: maintainRate,
+                             swap_days: swapDays
+                         });
+                     }
+                 }
+             });
+             
+             if (hasError) {
+                 main.message(errorMessage);
+                 return false;
+             }
+
+            var data = {
+                marginConfig: configData,
+                details: details
+            };
+            
+            main.post("/ClientMarginConfig/ClientMarginConfigEditJson", data).done(function (res) {
+                window.parent.loadData();
+                layer.closeMe();
+            });
+        }
+
+
+
+
+        
+        // 页面初始化
+        $(function () {
+           $(".datepicker").datepicker({ changeMonth: true, changeYear: true, showButtonPanel: true, showOtherMonths: true, selectOtherMonths: true });
+        });
+    </script>
+}
+
+<form id="configForm" method="post" autocomplete="off">
+    <div class="form-layout">
+        @Html.HiddenFor(model => model.id)
+        @Html.MyDropdownFor(model => model.client_id, ClientDataModel.GetAllClient())
+      
+        <div id="ValueDateDiv" class="form-group col-md-6">
+            <label class="formlabel">生效日期:</label>
+            <input class="search-input datepicker" id="valueDate" name="valueDate" value="@(Model.id == 0 ? "" : Model.value_date.ToString("yyyy-MM-dd"))" type="text" autocomplete="off" required="required">
+            <span style="color:red">*</span>
+        </div>
+    </div>
+            
+            <hr />
+            
+            <div class="row">
+                <div class="col-md-12">
+                    <h4>保证金配置详情</h4>
+                    <br />
+                    
+                    <table class="table table-bordered" id="detailTable">
+                        <thead>
+                            <tr>
+                                <th>利率债期限</th>
+                                <th>初始保证金率(%)</th>
+                                <th>维持保证金率(%)</th>
+                                <th>互换默认天数</th>
+                            </tr>
+                        </thead>
+                        <tbody id="detailTableBody">
+                            @for (int i = 0; i < details.Count; i++)
+                            {
+                                var detail = details[i];
+                                var displayName = detail.bond_term == "" ? "默认" : detail.bond_term.Replace("Y", "年");
+                                <tr data-index="@i">
+                                    <td>
+                                        <input type="hidden" name="details[@i].bond_term" value="@detail.bond_term" />
+                                        <input type="text" class="form-control" value="@displayName" readonly />
+                                    </td>
+                                    <td><input type="number" class="form-control" name="details[@i].init_rate" value="@(detail.init_rate?.ToString("0.##") ?? "")" step="0.01" min="0" max="100" /></td>
+                                    <td><input type="number" class="form-control" name="details[@i].maintain_rate" value="@(detail.maintain_rate?.ToString("0.##") ?? "")" step="0.01" min="0" max="100" /></td>
+                                    <td><input type="number" class="form-control" name="details[@i].swap_days" value="@(detail.swap_days?.ToString() ?? "")" min="0" /></td>
+                                </tr>
+                            }
+                        </tbody>
+                    </table>
+                </div>
+            </div>
+            
+    <div class="form-buttons">
+        @MyControls.Btn("保存", "saveConfig()")
+        @MyControls.Btn("关闭", "layer.closeMe()")
+    </div>
+</form>

YLErpWeb/Views/ClientMarginConfig/ClientMarginConfigList.cshtml

@@ -0,0 +1,337 @@
+@model IEnumerable<client_margin_config>
+@{
+    ViewBag.Title = "互换预付金率维护";
+    Layout = "~/Views/Shared/_MainLayout.cshtml";
+    var pageObj = new
+    {
+        canEdit = CurUser.基础参数管理.互换预付金率修改,
+    };
+}
+<div class="searchdiv">
+    @Html.MyAceDropdownInput("ClientId", "客户名称", ClientDataModel.GetAllClient(), true, true, null, false)
+    @MyControls.SearchBtn()
+    @if (pageObj.canEdit)
+    {
+        @MyControls.Btn("新增", "addConfig()")
+    }
+    <div class="row" style="margin-top:15px">
+        <div class="col-md-12">
+            <div class="table-responsive">
+                <table class="table table-bordered table-striped" id="configTable">
+                    <thead>
+                        <tr>
+                            <th width="250">操作</th>
+                            <th>客户名称</th>
+                            <th>生效日期</th>
+                            <th>利率债期限</th>
+                            <th>初始保证金率</th>
+                            <th>维持保证金率</th>
+                            <th>互换默认天数</th>
+                            <th>操作人</th>
+                            <th>操作时间</th>
+                        </tr>
+                    </thead>
+                    <tbody id="configTableBody">
+                        <!-- 数据将通过Ajax加载 -->
+                    </tbody>
+                </table>
+            </div>
+        </div>
+    </div>
+</div>
+
+<script>
+    // 页面权限配置
+    var pageObj = @Html.Raw(Json.Serialize(pageObj));
+    
+    $(document).ready(function () {
+        loadData();
+        initEventHandlers();
+    });
+
+    // 初始化事件处理器
+    function initEventHandlers() {
+        // 回车键查询
+        $('#ClientId, #ValueDate').on('keypress', function(e) {
+            if (e.which === 13) {
+                SearchClick();
+            }
+        });
+
+        // 表格行点击高亮
+        $(document).on('click', '#configTable tbody tr', function() {
+            $(this).siblings().removeClass('row-selected');
+            $(this).addClass('row-selected');
+        });
+
+        // 快捷键支持
+        $(document).on('keydown', function(e) {
+            // Ctrl+R 查询
+            if (e.ctrlKey && e.which === 82) {
+                e.preventDefault();
+                loadData();
+            }
+            // F5 查询
+            if (e.which === 116) {
+                e.preventDefault();
+                loadData();
+            }
+        });
+    }
+
+    function loadData() {
+        var searchData = {
+            ClientId: $('#ClientId').val(),
+            ValueDate: $('#ValueDate').val()
+        };
+
+        main.post('/ClientMarginConfig/ClientMarginConfigQuery', searchData).done(function (result) {
+            if (result.success) {
+                renderTable(result.obj);
+            } else {
+                main.alert('加载数据失败：' + result.message);
+            }
+        });
+    }
+
+
+    function renderTable(data) {
+        var tbody = $('#configTableBody');
+        tbody.empty();
+
+        if (!data || data.length === 0) {
+            tbody.append('<tr><td colspan="9" class="text-center text-muted"><i class="fa fa-info-circle"></i> 暂无数据</td></tr>');
+            return;
+        }
+
+        $.each(data, function (index, item) {
+            try {
+                var detailsCount = (item.details && item.details.length > 0) ? item.details.length : 1;
+                
+                // 主行数据
+                var mainRowClass = detailsCount > 1 ? 'main-row' : '';
+                var row = '<tr class="' + mainRowClass + '">';
+                
+                // 操作列 - 合并单元格
+                row += '<td class="text-center" rowspan="' + detailsCount + '">';
+                if (pageObj.canEdit) {
+                    row += '<input type="button" class="wentiEdit" title="修改" onclick="editConfig(\'' + item.EncryptId + '\')" value="修改" />';
+                    row += '<input type="button" class="wentiEdit" title="删除" onclick="deleteConfig(\'' + item.EncryptId + '\')" value="删除" />';
+                } else {
+                    row += '<span class="text-muted"></span>';
+                }
+                row += '</td>';
+                
+                // 客户名称 - 合并单元格
+                row += '<td rowspan="' + detailsCount + '"><strong>' + escapeHtml(item.client_name || '--') + '</strong></td>';
+                
+                // 生效日期 - 合并单元格
+                var valueDate = formatDate(item.value_date);
+                row += '<td rowspan="' + detailsCount + '">' + valueDate + '</td>';
+                
+                // 显示第一条详情信息
+                if (item.details && item.details.length > 0) {
+                    var detail = item.details[0];
+                    row += generateDetailCells(detail);
+                } else {
+                    row += '<td class="text-muted">--</td>';
+                    row += '<td class="text-muted">--</td>';
+                    row += '<td class="text-muted">--</td>';
+                    row += '<td class="text-muted">--</td>';
+                }
+                
+                // 操作人和操作时间 - 合并单元格
+                var operator = item.OptName || item.OptName || '--';
+                var operateTime = formatDateTime(item.OptDate);
+                row += '<td rowspan="' + detailsCount + '">' + escapeHtml(operator) + '</td>';
+                row += '<td rowspan="' + detailsCount + '">' + operateTime + '</td>';
+                row += '</tr>';
+                
+                tbody.append(row);
+                
+                // 如果有多个详情，显示其他详情行
+                if (item.details && item.details.length > 1) {
+                    for (var i = 1; i < item.details.length; i++) {
+                        var detailRow = '<tr class="detail-row">';
+                        // 不需要操作、客户名称、生效日期、操作人、操作时间列，因为已经合并
+                        detailRow += generateDetailCells(item.details[i]);
+                        detailRow += '</tr>';
+                        tbody.append(detailRow);
+                    }
+                }
+            } catch (error) {
+                console.error('渲染表格行时出错:', error, item);
+                var errorRow = '<tr><td colspan="9" class="text-danger"><i class="fa fa-exclamation-triangle"></i> 数据渲染异常</td></tr>';
+                tbody.append(errorRow);
+            }
+        });
+    }
+
+    function SearchClick() {
+        loadData();
+    }
+
+    function addConfig() {
+         main.infopage("新增互换预付金率", '/ClientMarginConfig/ClientMarginConfigEdit', { area: ['750px', '700px'] });
+    }
+
+    function editConfig(id) {
+         main.infopage("修改互换预付金率", '/ClientMarginConfig/ClientMarginConfigEdit?enid=' + id, { area: ['750px', '700px'] });
+    }
+
+    function deleteConfig(id) {
+        if (confirm('确定要删除这条记录吗？')) {
+            $.post('/ClientMarginConfig/ClientMarginConfigDelete', { enid: id }, function (result) {
+                if (result.success) {
+                    main.alert('删除成功');
+                    SearchClick();
+                } else {
+                    main.alert('删除失败：' + result.message);
+                }
+            });
+        }
+    }
+
+    // 辅助函数：HTML转义
+    function escapeHtml(text) {
+        if (!text) return '--';
+        var map = {
+            '&': '&amp;',
+            '<': '&lt;',
+            '>': '&gt;',
+            '"': '&quot;',
+            "'": '&#039;'
+        };
+        return text.toString().replace(/[&<>"']/g, function(m) { return map[m]; });
+    }
+
+    // 辅助函数：格式化日期
+    function formatDate(dateStr) {
+        if (!dateStr) return '--';
+        try {
+            var date = new Date(dateStr);
+            if (isNaN(date.getTime())) return '--';
+            return date.getFullYear() + '-' + 
+                   String(date.getMonth() + 1).padStart(2, '0') + '-' + 
+                   String(date.getDate()).padStart(2, '0');
+        } catch (e) {
+            return '--';
+        }
+    }
+
+    // 辅助函数：格式化日期时间
+    function formatDateTime(dateStr) {
+        if (!dateStr) return '--';
+        try {
+            var date = new Date(dateStr);
+            if (isNaN(date.getTime())) return '--';
+            return date.getFullYear() + '-' + 
+                   String(date.getMonth() + 1).padStart(2, '0') + '-' + 
+                   String(date.getDate()).padStart(2, '0') + ' ' +
+                   String(date.getHours()).padStart(2, '0') + ':' +
+                   String(date.getMinutes()).padStart(2, '0');
+        } catch (e) {
+            return '--';
+        }
+    }
+
+    // 辅助函数：格式化百分比
+    function formatPercentage(value) {
+        if (value === null || value === undefined || value === '') return '--';
+        try {
+            var num = parseFloat(value);
+            if (isNaN(num)) return '--';
+            return num.toFixed(2) + '%';
+        } catch (e) {
+            return '--';
+        }
+    }
+
+    // 辅助函数：格式化期限显示
+    function formatBondTerm(bondTerm) {
+        if (!bondTerm || bondTerm === '') return '默认';
+        if (bondTerm === null || bondTerm === undefined) return '--';
+        
+        // 将Y替换为年
+        var formatted = bondTerm.toString().replace(/Y/g, '年');
+        return escapeHtml(formatted);
+    }
+
+    // 辅助函数：生成详情单元格HTML
+    function generateDetailCells(detail) {
+        return '<td>' + formatBondTerm(detail.bond_term) + '</td>' +
+               '<td class="text-right">' + formatPercentage(detail.init_rate) + '</td>' +
+               '<td class="text-right">' + formatPercentage(detail.maintain_rate) + '</td>' +
+               '<td class="text-center">' + (detail.swap_days || '--') + '天</td>';
+    }
+</script>
+
+<style>
+    /* 表格样式优化 */
+    #configTable {
+        font-size: 13px;
+    }
+    
+    #configTable th {
+        background-color: #f8f9fa;
+        font-weight: bold;
+        text-align: center;
+        vertical-align: middle;
+        border: 1px solid #dee2e6;
+    }
+    
+    #configTable td {
+        vertical-align: middle;
+        border: 1px solid #dee2e6;
+        padding: 8px;
+    }
+    
+    /* 文本对齐 */
+    .text-right {
+        text-align: right;
+    }
+    
+    .text-center {
+        text-align: center;
+    }
+    
+    /* 空数据样式 */
+    .text-muted {
+        color: #6c757d;
+        font-style: italic;
+    }
+    
+    /* 错误信息样式 */
+    .text-danger {
+        color: #dc3545;
+        font-weight: bold;
+    }
+    
+    /* 响应式表格 */
+    .table-responsive {
+        overflow-x: auto;
+        -webkit-overflow-scrolling: touch;
+    }
+    
+    /* 表格行悬停效果 */
+    #configTable tbody tr:hover {
+        background-color: #f8f9fa;
+        cursor: pointer;
+    }
+    
+    @@media (max-width: 768px) {
+        .responsive-table table {
+            min-width: 800px;
+        }
+        
+        #configTable {
+            font-size: 12px;
+        }
+        
+        #configTable th,
+        #configTable td {
+            padding: 4px;
+        }
+        
+    }
+</style>