山证bug修复及功能 迁移

Framework/YLErp.Core/DBModels/trade_contract_r.cs

@@ -40,5 +40,9 @@ namespace YLErp.DBModels
         /// 是否发送邮件
         /// </summary>
         public bool? send_email { get; set; }
+        /// <summary>
+        /// 邮件发送结果
+        /// </summary>
+        public string send_email_result { get; set; }
     }
 }

YLErpDAL/BLL/EodSettlement/RealtimePnlCalc.cs

@@ -1378,9 +1378,17 @@ namespace YLErp.BLL.Eod
             var pvShift = tradeObj.TradeType == "雪球期权" && tradeObj.trade_snowball.PrepaymentUsed
                 ? -tradeObj.Notional * (tradeObj.SpotPrice ?? 0) * (tradeObj.trade_snowball.PrepaymentRatio ?? 0) * (tradeObj.BuySell == "卖出" ? -1 : 1)
                 : 0;
-            result.PositionPnl = EodOperationBase.GetPositionPnl((result.Pv ?? 0.0) + pvShift, tradeObj.TradePrice ?? 0.0, tradeObj.Notional, tradeObj.OriginalNotional ?? 0, tradeObj.BuySell);
-            result.RoundedPositionPnl = EodOperationBase.GetPositionPnl((result.RoundedPv ?? 0.0) + pvShift, tradeObj.TradePrice ?? 0.0, tradeObj.Notional, tradeObj.OriginalNotional ?? 0, tradeObj.BuySell);
-            result.RealizedPnl = 0;
+            if (tradeObj.TradeType == "收益互换")
+            {
+                result.PositionPnl = optionValueResult.Pv;
+                result.RoundedPositionPnl = optionValueResult.RoundedPv;
+            }
+            else
+            {
+                result.PositionPnl = EodOperationBase.GetPositionPnl((result.Pv ?? 0.0) + pvShift, tradeObj.TradePrice ?? 0.0, tradeObj.Notional, tradeObj.OriginalNotional ?? 0, tradeObj.BuySell);
+                result.RoundedPositionPnl = EodOperationBase.GetPositionPnl((result.RoundedPv ?? 0.0) + pvShift, tradeObj.TradePrice ?? 0.0, tradeObj.Notional, tradeObj.OriginalNotional ?? 0, tradeObj.BuySell);
+            }
+            result.RealizedPnl = optionValueResult.ExtendInfo.RealPnl;
 
 
             if (tradeObj.TradeType == "远期")

YLErpDAL/BLL/ValuedateBLL.cs

@@ -302,7 +302,7 @@ namespace YLErp.BLL
 
                 var tradingDay = now.Date;
 
-                if (now.TimeOfDay > new TimeSpan(20, 30, 0))
+                if (now.TimeOfDay > new TimeSpan(23, 59, 00))
                 {
                     tradingDay = tradingDay.AddDays(1);
                 }

YLErpDAL/Helpers/EmailHelper.cs

@@ -44,10 +44,25 @@ namespace YLErp.Helpers
             {
                 throw new ArgumentException("不能为空", nameof(mailTo));
             }
+            if (PS.Config.ErpElement.MailMessageRateLimit > 0)
+            {
+                var milliSeconds = 60d * 1000 / PS.Config.ErpElement.MailMessageRateLimit;
 
+                lock (_dic)
+                {
+                    if (_dic.TryGetValue("sendEmail", out var dt))
+                    {
+                        while (dt < DateTime.Now && dt.AddMilliseconds(milliSeconds) > DateTime.Now)
+                        {
+                            Thread.Sleep(500);
+                        }
+                    }
+                    _dic["sendEmail"] = DateTime.Now;
+                }
+            }
             return doSendMail(mailTo, subject, body, isBodyHtml, filesToAttach, ccEmail);
         }
-        private static string doSendMail( string mailTo, string subject, string body, bool isBodyHtml, IEnumerable<string> filesToAttach, string ccEmail)
+        private static string doSendMail(string mailTo, string subject, string body, bool isBodyHtml, IEnumerable<string> filesToAttach, string ccEmail)
         {
             try
             {
@@ -57,7 +72,7 @@ namespace YLErp.Helpers
 
                 var mailToArr = toSet.ToArray();
 
-                MailSender.SendApi(new MailSendingOption
+                string result = MailSender.SendApi(new MailSendingOption
                 {
                     MailTo = mailToArr,
                     Subject = subject,
@@ -67,13 +82,13 @@ namespace YLErp.Helpers
                     CC = ccEmail
                 });
 
-                return string.Empty;
+                return result;
             }
             catch (Exception ex)
             {
                 LogFactory.GetLogger("邮件发送").Error("邮件发送失败:" + subject, ex);
 
-                return ex.Message;
+                throw ex;
             }
         }
     }

YLErpDAL/Model/SendEmailResult.cs

@@ -0,0 +1,14 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+using YLErp.Models;
+
+namespace YLErp.Model
+{
+    public class SendEmailResult:ApiResponse
+    {
+        public string data;
+    }
+}

YLErpDAL/Model/SwapTradeSendEmailReq.cs

@@ -0,0 +1,16 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+
+namespace YLErp.Model
+{
+    public class SwapTradeSendEmailReq
+    {
+        public SwapTradeSendEmailReq() {
+            tradeIds = new List<int>();
+        }
+        public List<int> tradeIds;
+    }
+}

YLErpDAL/Model/SwapTradeSendEmailResp.cs

@@ -0,0 +1,14 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+
+namespace YLErp.Model
+{
+    public class SwapTradeSendEmailResp
+    {
+        public int tradeId { get; set; }
+        public string send_email_result { get; set; }
+    }
+}

YLErpDAL/Modules/CalculationModule/Models/TradeValueResult.cs

@@ -525,6 +525,8 @@ namespace YLErp.Modules.CalculationModule
         public double PFE { get; set; }
 
         public double QuotePFE { get; set; }
+
+        public double RealPnl { get;set; }
     }
 
 

YLErpDAL/Modules/CalculationModule/PayoffSwapCalcService.cs

@@ -116,6 +116,7 @@ namespace YLErp.Modules.CalculationModule
                     {
                         QuoteFloatingWinLoss =Convert.ToDouble(lastEodSwap.FloatingPnL),
                         FloatingWinLoss = Convert.ToDouble(lastEodSwap.FloatingPnL) * rate,
+                        RealPnl = Convert.ToDouble(lastEodSwap.RealizedPnL) * rate,
                         QuoteCommission = clientCashOut?.Money??0,
                         Commission = (clientCashOut?.Money ?? 0) * rate,
                         QuoteAnnualFee = 0,
@@ -151,33 +152,35 @@ namespace YLErp.Modules.CalculationModule
         /// <returns></returns>
         private static eod_swap GetEodSwapData(OtcTradeBase trade, YLContext db)
         {
-            var eodSwap=new eod_swap();
-            var positions = db.swap_position.Where(x=>x.PosiQuantity>0&&!x.IsInitial&&x.SwapTradeId== trade.id).ToList();
+            var eodSwap = new eod_swap();
+            var positions = db.swap_position.Where(x => x.PosiQuantity > 0 && !x.IsInitial && x.SwapTradeId == trade.id).ToList();
             eodSwap.SwapTradeId = trade.id;
             eodSwap.NotionalValueLong = positions.Where(x => x.PositionType == (int)PositionTypeFlag.Long).Sum(s => s.PosiNotionalValue);
             eodSwap.NotionalValueShort = positions.Where(x => x.PositionType == (int)PositionTypeFlag.Short).Sum(s => s.PosiNotionalValue);
             eodSwap.NotionalValue = eodSwap.NotionalValueLong + eodSwap.NotionalValueShort;
             eodSwap.DV01 = 0;
+            var lastEod = db.eod_swap.Where(x => x.SwapTradeId == trade.id).OrderByDescending(o => o.ValueDate).FirstOrDefault();
+            eodSwap.RealizedPnL = lastEod?.RealizedPnL ?? 0;
+            eodSwap.InterestPnL = lastEod?.InterestPnL ?? 0;
             foreach (var item in positions)
             {
                 decimal shortRatio = item.PositionType == (int)PositionTypeFlag.Long ? 1 : -1;//多空方向
                 int directionRatio = item.PosiDirection == (int)SwapDirectionEnum.收取 ? 1 : -1;
-                var pv= item.PosiQuantity * shortRatio * item.ContractSize;
-                var pvNoPrice = item.PosiQuantity  * item.ContractSize;
+                var pv = item.PosiQuantity * shortRatio * item.ContractSize;
+                var pvNoPrice = item.PosiQuantity * item.ContractSize;
                 decimal vobp = 0;
                 var data = DataCacheProvider.GetUnderlyingDataSource().GetData(item.UnderlyingCode);
                 if (data != null)
                 {
                     if (data.IsBond())
                     {
-                       var dealDate = QdpCalendarHelper.GetNonHolidayDefore(valuedateBLL.ValueDate.AddDays(-1));
-                        var bondPrice = EodPriceQueryService.GetBondPrice(dealDate, data.UnderlyingCode);
+                        var bondPrice = EodPriceQueryService.GetBondPrice(valuedateBLL.ValueDate, data.UnderlyingCode);
                         vobp = bondPrice.Vobp ?? 0;
                         var price = Convert.ToDecimal(bondPrice.ClosePrice);
-                        eodSwap.FloatingPnL = (price - item.PosiNetPrice) * item.PosiQuantity * item.ContractSize * shortRatio * directionRatio;
+                        eodSwap.FloatingPnL = (price - item.PosiGrossPrice) * item.PosiQuantity * item.ContractSize * shortRatio * directionRatio;
                     }
                 }
-                if (shortRatio>0)
+                if (shortRatio > 0)
                 {
                     eodSwap.MarketValueLong += pv;
                 }
@@ -185,10 +188,10 @@ namespace YLErp.Modules.CalculationModule
                 {
                     eodSwap.MarketValueShort += pv;
                 }
-                eodSwap.PostionValue += pv;
-                eodSwap.DV01+= pvNoPrice * vobp * shortRatio* directionRatio * 0.01m;
+                eodSwap.NotionalValue += pvNoPrice;
+                eodSwap.DV01 += pvNoPrice * vobp * shortRatio * directionRatio * 0.01m;
             }
-           
+            eodSwap.PostionValue = eodSwap.InterestPnL + eodSwap.FloatingPnL;
             return eodSwap;
         }
 

YLErpDAL/Modules/DataCacheModule/DataSource/UnderlyingDbDataSource.cs

@@ -21,7 +21,7 @@ namespace YLErp.Modules.DataCacheModule
     {
         class UnderlyingDbDataSource : IUnderlyingDataSource, IBasketPriceProvider, IDataUpdater, IDataSource, IDataSource<underlying_manager>, IDataSourceEvent, IJsonSerializable
         {
-            private readonly YLContext _context=new YLContext();
+            private readonly YLContext _context = new YLContext();
             /// <summary>
             /// 查询过滤条件
             /// </summary>
@@ -151,9 +151,8 @@ namespace YLErp.Modules.DataCacheModule
                 else if (un.IsBond())
                 {
                     var valueDate = valuedateBLL.ValueDate;
-                    valueDate=QdpCalendarHelper.GetNonHolidayDefore(valueDate.AddDays(-1));
-                    var bondPrice = EodPriceQueryService.GetBondPrice(valueDate,un.UnderlyingCode);
-                    price = bondPrice!=null? bondPrice.ClosePrice:un.Price??0;
+                    var bondPrice = EodPriceQueryService.GetBondPrice(valueDate, un.UnderlyingCode);
+                    price = bondPrice != null ? bondPrice.ClosePrice : un.Price ?? 0;
                 }
                 else
                 {

YLErpDAL/Modules/DataProviderModule/EodPriceProvider.cs

@@ -55,14 +55,10 @@ namespace YLErp.Modules.DataProviderModule
         /// </summary>
         public EodPriceProvider Initialize(IEnumerable<string> underlyingCodes = null)
         {
-            if (!PreValueDate.HasValue)
-            {
-                PreValueDate = QdpCalendarHelper.GetNonHoliday(ValueDate.AddDays(-1));
-            }
             using var db = DbContextFactory.GetYLDbContext();
             var predicate1 = PredicateBuilder.Create<eod_commodity_future_price>(eodprice => eodprice.ValueDate == ValueDate);
             var predicate2 = PredicateBuilder.Create<eod_stock_price>(eodprice => eodprice.ValueDate == ValueDate);
-            var predicate3 = PredicateBuilder.Create<ChinaBondValuation>(eodprice => eodprice.valuation_date == PreValueDate);
+            var predicate3 = PredicateBuilder.Create<ChinaBondValuation>(eodprice => eodprice.valuation_date == ValueDate);
             if (underlyingCodes != null && underlyingCodes.Any(n => !string.IsNullOrEmpty(n)))
             {
                 var set = underlyingCodes.Where(n => n != null && !_priceDic.ContainsKey(n)).ToHashSet();
@@ -114,24 +110,24 @@ namespace YLErp.Modules.DataProviderModule
                                     DeciReferencePrice = 0,
                                 };
             var eodBondQuery = from eodprice in db.china_bond_valuation.Where(predicate3)
-                                join um in db.underlying_manager on eodprice.bond_id equals um.UnderlyingCode
-                                select new EodPrice
-                                {
-                                    IsStock = false,
-                                    ValueDate = ValueDate,
-                                    UnderlyingId = um.id,
-                                    UnderlyingCode = um.UnderlyingCode,
-                                    ClosePrice = 0,
-                                    SettlePrice = 0,
-                                    HighPrice = 0,
-                                    LowPrice = 0,
-                                    UnderlyingStatus = "正常运行",
-                                    UnderlyingInstrumentType = "Bonds",
-                                    ReferencePrice =0,
-                                    DeciSettlePrice = eodprice.dirty_price_close,
-                                    DeciClosePrice = eodprice.net_price,
-                                    DeciReferencePrice = eodprice.yield,
-                                };
+                               join um in db.underlying_manager on eodprice.bond_id equals um.UnderlyingCode
+                               select new EodPrice
+                               {
+                                   IsStock = false,
+                                   ValueDate = ValueDate,
+                                   UnderlyingId = um.id,
+                                   UnderlyingCode = um.UnderlyingCode,
+                                   ClosePrice = 0,
+                                   SettlePrice = 0,
+                                   HighPrice = 0,
+                                   LowPrice = 0,
+                                   UnderlyingStatus = "正常运行",
+                                   UnderlyingInstrumentType = "Bonds",
+                                   ReferencePrice = 0,
+                                   DeciSettlePrice = eodprice.dirty_price_close,
+                                   DeciClosePrice = eodprice.net_price,
+                                   DeciReferencePrice = eodprice.yield,
+                               };
             //数据加载到字典中
             var list = eodFutureQuery.Concat(eodStockQuery).Concat(eodBondQuery).ToArray();
 
@@ -143,7 +139,7 @@ namespace YLErp.Modules.DataProviderModule
                     {
                         if (item.UnderlyingInstrumentType == "Bonds")
                         {
-                            item.SettlePrice = Convert.ToDouble(item.DeciSettlePrice*ConsGlobal.bondPriceMultiple);
+                            item.SettlePrice = Convert.ToDouble(item.DeciSettlePrice * ConsGlobal.bondPriceMultiple);
                             item.ClosePrice = Convert.ToDouble(item.DeciClosePrice * ConsGlobal.bondPriceMultiple);
                             item.ReferencePrice = Convert.ToDouble(item.DeciReferencePrice * ConsGlobal.bondPriceMultiple);
                         }

YLErpDAL/Modules/DataProviderModule/EodPriceQueryService.cs

@@ -13,12 +13,12 @@ namespace YLErp.Modules.DataProviderModule
         /// <summary>
         /// 检查数据库是否有数据
         /// </summary>
-        public static bool CheckDbExists(DateTime valueDate,DateTime preSettleDate)
+        public static bool CheckDbExists(DateTime valueDate)
         {
             using var db = DbContextFactory.GetYLDbContext();
             return db.eod_commodity_future_price.Any(n => n.ValueDate == valueDate)
                 || db.eod_stock_price.Any(n => n.ValueDate == valueDate)
-                || db.china_bond_valuation.Any(n=>n.valuation_date== preSettleDate && n.dirty_price_close>0);
+                || db.china_bond_valuation.Any(n => n.valuation_date == valueDate && n.dirty_price_close > 0);
         }
 
         /// <summary>
@@ -41,7 +41,7 @@ namespace YLErp.Modules.DataProviderModule
                 //日终估值全价必须有值才算
                 var query = from e in db.china_bond_valuation
                             where e.bond_id == underlyingCode
-                            && e.valuation_date >= startDate && e.valuation_date <= valueDate &&e.dirty_price_close>0
+                            && e.valuation_date >= startDate && e.valuation_date <= valueDate && e.dirty_price_close > 0
                             select e;
 
                 return query.Any();
@@ -110,7 +110,30 @@ namespace YLErp.Modules.DataProviderModule
         {
             return (eodPrice = GetEodPrice(valueDate, underlyingId)) != null;
         }
+        /// <summary>
+        /// 获取某日之前最新价格
+        /// </summary>
+        /// <param name="valueDate"></param>
+        /// <param name="underlyingCode"></param>
+        /// <param name="price"></param>
+        /// <returns></returns>
+        public static bool TryGetPrice(DateTime valueDate, string underlyingCode, out double price)
+        {
+            price = 0;
 
+            valueDate = valueDate.Date;
+            using var db = DbContextFactory.GetYLDbContext();
+            var data = db.eod_commodity_future_price.Where(x => x.ValueDate <= valueDate && x.UnderlyingCode == underlyingCode).OrderByDescending(o => o.ValueDate).FirstOrDefault();
+
+            if (data != null)
+            {
+                price = data.ReferencePrice ?? 0;
+
+                return true;
+            }
+
+            return false;
+        }
         /// <summary>
         /// 尝试获取标的某日的日终价
         /// </summary>
@@ -147,14 +170,14 @@ namespace YLErp.Modules.DataProviderModule
                            {
                                rp1 = epCommodity.ReferencePrice,
                                rp2 = epStock.ReferencePrice,
-                               rp3= epBond.dirty_price_close
+                               rp3 = epBond.dirty_price_close
                            };
 
             var data = eodQuery.FirstOrDefault();
 
-            if (data != null && (data.rp1 != null || data.rp2 != null||data.rp3 != null))
+            if (data != null && (data.rp1 != null || data.rp2 != null || data.rp3 != null))
             {
-                price = data.rp1 ?? data.rp2 ?? Convert.ToDouble((data.rp3??0)*ConsGlobal.bondPriceMultiple);
+                price = data.rp1 ?? data.rp2 ?? Convert.ToDouble((data.rp3 ?? 0) * ConsGlobal.bondPriceMultiple);
 
                 return true;
             }
@@ -186,17 +209,17 @@ namespace YLErp.Modules.DataProviderModule
         public static EodPrice GetBondPrice(DateTime valueDate, string underlyingCode)
         {
             using var db = DbContextFactory.GetYLDbContext();
-            var bondPrice = db.china_bond_valuation.Where(x=>x.bond_id== underlyingCode&&x.valuation_date<=valueDate).OrderByDescending(o=>o.credibility).ThenByDescending(o=>o.valuation_date).FirstOrDefault();
-            if (bondPrice==null)
+            var bondPrice = db.china_bond_valuation.Where(x => x.bond_id == underlyingCode && x.valuation_date <= valueDate).OrderByDescending(o => o.credibility).ThenByDescending(o => o.valuation_date).FirstOrDefault();
+            if (bondPrice == null)
             {
                 return null;
             }
             return new EodPrice
             {
-                Vobp= bondPrice.vobp,
+                Vobp = bondPrice.vobp,
                 ValueDate = valueDate,
                 UnderlyingCode = underlyingCode,
-                ClosePrice = Convert.ToDouble(bondPrice.dirty_price_close*ConsGlobal.bondPriceMultiple),
+                ClosePrice = Convert.ToDouble(bondPrice.dirty_price_close * ConsGlobal.bondPriceMultiple),
                 SettlePrice = Convert.ToDouble(bondPrice.net_price * ConsGlobal.bondPriceMultiple),
                 ReferencePrice = Convert.ToDouble(bondPrice.yield * ConsGlobal.bondPriceMultiple)
             };
@@ -216,9 +239,8 @@ namespace YLErp.Modules.DataProviderModule
             }
             if (data.IsBond())
             {
-               var valuedate = QdpCalendarHelper.GetNonHolidayDefore(settleDate.AddDays(-1));
-                var eodBondPrice = GetBondPrice(valuedate, code);
-                return eodBondPrice?.ClosePrice??0;
+                var eodBondPrice = GetBondPrice(settleDate, code);
+                return eodBondPrice?.ClosePrice ?? 0;
             }
             var price = data.Price ?? 0;
             if (TryGetEodPrice(settleDate, code, out var eodPrice))

YLErpDAL/Modules/EodModule/SettlementModule/EodCheckReferencePrice.cs

@@ -33,7 +33,7 @@ namespace YLErp.Modules.EodModule.SettlementModule
             var eodPriceProvider = _context.GetEodPriceProvider();
 
             //判断当日结算价是否已经入库
-            if (!EodPriceQueryService.CheckDbExists(_context.SettleDate, _context.PreSettleDate))
+            if (!EodPriceQueryService.CheckDbExists(_context.SettleDate))
             {
                 _context.RaiseError(Step, "结算价格未入库");
             }

YLErpDAL/Modules/EodModule/SettlementModule/EodCheckSettlePrice.cs

@@ -22,7 +22,7 @@ namespace YLErp.Modules.EodModule.SettlementModule
         /// </summary>
         public void Execute()
         {
-            if (!_context.OtcTrades.Any()&& !hasSwaptrade())
+            if (!_context.OtcTrades.Any() && !hasSwaptrade())
             {
                 return;
             }
@@ -34,7 +34,7 @@ namespace YLErp.Modules.EodModule.SettlementModule
             IQueryable<string> allQuery = null;
 
             //判断当日结算价是否已经入库
-            if (!EodPriceQueryService.CheckDbExists(_context.SettleDate,_context.PreSettleDate))
+            if (!EodPriceQueryService.CheckDbExists(_context.SettleDate))
             {
                 _context.RaiseError(Step, "结算价格未入库");
             }
@@ -45,24 +45,24 @@ namespace YLErp.Modules.EodModule.SettlementModule
             if (request.IsSettleOtcTrades)
             {
                 var tradePredicate = _context.PredicateBuilder.GetOtcTradePredicate()
-                    .And(t => t.TradeType != "自定义交易"&&t.TradeType!="收益互换" && t.UnderlyingCode != null);
-                
+                    .And(t => t.TradeType != "自定义交易" && t.TradeType != "收益互换" && t.UnderlyingCode != null);
+
                 //新增客户筛选 tw
                 if (clienIds != null)
                 {
                     tradePredicate = tradePredicate.And(l => clienIds.Contains(l.ClientId));
                 }
-                
+
                 allQuery = DbContext.trade.Where(tradePredicate).Select(n => n.UnderlyingCode).Distinct();
 
                 var clientProductPredicate = _context.PredicateBuilder.GetClientProductPredicate();
-                
+
                 //新增客户筛选 tw
                 if (clienIds != null)
                 {
                     clientProductPredicate = clientProductPredicate.And(l => clienIds.Contains(l.ClientId));
                 }
-                
+
                 var clientProductQuery = from t in DbContext.clientcashincashout_product.Where(clientProductPredicate)
                                          join um in DbContext.underlying_manager on t.UnderlyingId equals um.id
                                          select um.UnderlyingCode;
@@ -101,11 +101,11 @@ namespace YLErp.Modules.EodModule.SettlementModule
 
             var umCodeArr = allQuery.ToArray();
             var swapUmCodeArr = GetSwapUnderlyingCodes();
-            var eodPriceProvider = _context.GetEodPriceProvider().Initialize(umCodeArr);
-            var preEodPriceProvidaer = _context.GetPreEodPriceProvider().Initialize(swapUmCodeArr);
-            var umCodes = umCodeArr.Where(n => !string.IsNullOrEmpty(n) && !eodPriceProvider.HasValue(n)).ToHashSet(StringComparer.OrdinalIgnoreCase);
-            var swapUmCodes= swapUmCodeArr.Where(n => !string.IsNullOrEmpty(n) && !preEodPriceProvidaer.HasValue(n)).ToHashSet(StringComparer.OrdinalIgnoreCase);
-            umCodes= umCodes.Concat(swapUmCodes).ToHashSet();
+            var codeArr = umCodeArr.Union(swapUmCodeArr);
+            var eodPriceProvider = _context.GetEodPriceProvider().Initialize(codeArr);
+            // var preEodPriceProvidaer = _context.GetPreEodPriceProvider().Initialize(swapUmCodeArr);
+            var umCodes = codeArr.Where(n => !string.IsNullOrEmpty(n) && !eodPriceProvider.HasValue(n)).ToHashSet(StringComparer.OrdinalIgnoreCase);
+            //var swapUmCodes= swapUmCodeArr.Where(n => !string.IsNullOrEmpty(n) && !preEodPriceProvidaer.HasValue(n)).ToHashSet(StringComparer.OrdinalIgnoreCase);
             //排除掉节假日不需要结算的交易
             foreach (var t in _context.HolidayTrades)
             {
@@ -131,7 +131,7 @@ namespace YLErp.Modules.EodModule.SettlementModule
             var tradePredicate = _context.PredicateBuilder.GetOtcSwapTradePredicate();
             var query = from t in DbContext.trade.Where(tradePredicate)
                         join p in DbContext.swap_position on t.id equals p.SwapTradeId
-                        where p.IsInitial && !string.IsNullOrEmpty(p.UnderlyingCode)&& !p.Invalid
+                        where p.IsInitial && !string.IsNullOrEmpty(p.UnderlyingCode) && !p.Invalid
                         select p.UnderlyingCode;
             return query.Distinct().ToArray();
         }

YLErpDAL/Modules/EodModule/SettlementModule/EodClientBalanceCalc.cs

@@ -153,7 +153,7 @@ namespace YLErp.Modules.EodModule.SettlementModule
                               {
                                   ClientId = t.ClientId,
                                   StructureType = t.StructureType,
-                                  marin = s.InterestPrincipalFix * (s.InterestDirection == 1 ? -1 : 1)
+                                  marin = s.InterestPrincipalFix * (s.InterestDirection == 1 ? -1m : 1m)
                               };
 
             var eodSwaps = eodSwapQuery.ToList();

YLErpDAL/Modules/ExchangeTradeModule/ExchangeTradeImportService.cs

@@ -149,6 +149,7 @@ namespace YLErp.Modules.ExchangeTradeModule
                     {
                         throw new ServiceException(dto.TradeType+"交易类型必须填写债券标的");
                     }
+                    dto.TradeSinglePrice /= 100;
                     break;
             }
 

YLErpDAL/Modules/RiskModule/QuotaMonitorService.cs

@@ -1065,11 +1065,12 @@ namespace YLErp.Modules.RiskModule
             setValue(swap, swapSetting);
 
             var positionList = new List<KeyValuePair<trade, realtime_trade_risk>>();
-            var gloabDv01 = GetTradePositionDv01();
+            double underPnl = 0;
+            var gloabDv01 = GetTradePositionDv01(ref underPnl);
             if (dict.ContainsKey("互换"))
             {
                 var swapPositionList = dict["互换"].Select(O => new KeyValuePair<trade, realtime_trade_risk>(O.t, O.risk));
-                swap.TotalPnL = swapPositionList.Sum(O => O.Value.PositionPnl.Normalize() + O.Value.RealizedPnl.Normalize());
+                swap.TotalPnL = swapPositionList.Sum(O => O.Value.PositionPnl.Normalize());
                 if (PS.Config.Is国信金阳)
                 {
                     swap.PositionPnl = swapPositionList.Sum(O => O.Value.PositionPnl.Normalize() < 0 ? O.Value.PositionPnl.Normalize() : 0);
@@ -1097,6 +1098,7 @@ namespace YLErp.Modules.RiskModule
                 ParentKey = "场外",
                 BusinessType = "标的交易",
                 Quota_DV01 = gloabDv01,
+                PositionPnl = underPnl
             };
             var unTrade = new QuotaMonitor_Global()
             {
@@ -1109,6 +1111,7 @@ namespace YLErp.Modules.RiskModule
             {
                 BusinessType = "全局",
                 StockEqvNotional = Convert.ToDouble(posiStockEqvNotional),
+                PositionPnl = underly.PositionPnl + swap.PositionPnl,
                 Quota_DV01_Upper = dv01Settings?.QuotaUpperLimit ?? double.NaN,
                 Quota_DV01_Lower = dv01Settings?.QuotaLowerLimit ?? double.NaN,
                 Quota_DV01_wUpper = dv01Settings?.WarningUpperLimit ?? double.NaN,
@@ -1221,7 +1224,7 @@ namespace YLErp.Modules.RiskModule
                 var temp = settings.Where(O => O.IsValid && O.Status == QuotaSettingApprovalStatus.Valid && (O.QuotaRange == obj.ClientId || O.QuotaRange == 0));
                 var stockEqvNotionalSettings = temp.Where(O => O.QuotaIndex == "名义本金" && O.QuotaRange == 0).FirstOrDefault()?.Clone();
                 var stockEqvNotionalSettingsClient = temp.Where(O => O.QuotaIndex == "名义本金" && O.QuotaRange == obj.ClientId).FirstOrDefault()?.Clone();
-                if (stockEqvNotionalSettingsClient!=null)
+                if (stockEqvNotionalSettingsClient != null)
                 {
                     stockEqvNotionalSettings = stockEqvNotionalSettingsClient.Clone();
                 }
@@ -1433,7 +1436,7 @@ namespace YLErp.Modules.RiskModule
                             GammaCash = risk.GammaCash ?? 0,
                             Vega = risk.Vega ?? 0,
                             VegaCash = risk.VegaCash ?? 0,
-                            PnL = (PS.Config.IsPVRounded ? risk.RoundedPositionPnl : risk.PositionPnl) ?? 0,
+                            PnL = (PS.Config.IsPVRounded ? risk.RoundedPositionPnl : risk.PositionPnl) ?? 0 + risk.RealizedPnl,
                             Quota_DV01 = risk.DV01
                         };
 
@@ -1505,8 +1508,7 @@ namespace YLErp.Modules.RiskModule
                 if (item.trade.TradeType == "收益互换")
                 {
                     var sportPrice = item.trade.SpotPrice ?? 0;
-                    var valueDate = QdpCalendarHelper.GetNonHolidayDefore(valuedateBLL.ValueDate.AddDays(-1));
-                    var bondPrice = EodPriceQueryService.GetBondPrice(valueDate, item.trade.UnderlyingCode);
+                    var bondPrice = EodPriceQueryService.GetBondPrice(valuedateBLL.ValueDate, item.trade.UnderlyingCode);
                     var basePrice = bondPrice == null ? 0 : bondPrice.ClosePrice;
                     var vobp = bondPrice == null ? 0 : Convert.ToDouble(bondPrice.Vobp);
                     var pricePercent = basePrice == 0 ? 0 : Math.Abs((sportPrice / basePrice) - 1);
@@ -2145,7 +2147,7 @@ namespace YLErp.Modules.RiskModule
                 QuotaMonitor_Underlying quotaMonitor = new QuotaMonitor_Underlying();
                 var um = underlyings.FirstOrDefault(f => f.UnderlyingCode == item.UnderlyingCode);
                 quotaMonitor.UnderlyingCode = item.UnderlyingCode;
-                quotaMonitor.StockEqvNotional =Math.Abs(item.StockEqvNotional??0);
+                quotaMonitor.StockEqvNotional = Math.Abs(item.StockEqvNotional ?? 0);
                 quotaMonitor.UnderlyingId = um?.id ?? 0;
                 if (um != null && um.IsBond())
                 {
@@ -3582,20 +3584,20 @@ namespace YLErp.Modules.RiskModule
                     IsValid = true,
                     Status = QuotaSettingApprovalStatus.Valid,
                 });
-                //交易-止损金额
-                _quotaSettings.Add(new QuotaSetting()
-                {
-                    QuotaType = QuotaTypeEnum.TRADE,
-                    QuotaRange = 0,
-                    QuotaIndex = "止损金额",
-                    QuotaLowerLimit = null,
-                    QuotaUpperLimit = null,
-                    WarningLowerLimit = null,
-                    WarningUpperLimit = null,
-                    Percent = false,
-                    IsValid = true,
-                    Status = QuotaSettingApprovalStatus.Valid,
-                });
+                ////交易-止损金额
+                //_quotaSettings.Add(new QuotaSetting()
+                //{
+                //    QuotaType = QuotaTypeEnum.TRADE,
+                //    QuotaRange = 0,
+                //    QuotaIndex = "止损金额",
+                //    QuotaLowerLimit = null,
+                //    QuotaUpperLimit = null,
+                //    WarningLowerLimit = null,
+                //    WarningUpperLimit = null,
+                //    Percent = false,
+                //    IsValid = true,
+                //    Status = QuotaSettingApprovalStatus.Valid,
+                //});
                 //交易-Delta金额
                 _quotaSettings.Add(new QuotaSetting()
                 {
@@ -4405,7 +4407,7 @@ namespace YLErp.Modules.RiskModule
         {
             List<ClientRiskCheckItem> clientRiskCheckResps = new List<ClientRiskCheckItem>();
             var allList = QueryPrecheckQuotaSetting(false);
-            allList = allList.Where(x=>x.QuotaIndex!="DV01").ToList(); ;
+            allList = allList.Where(x => x.QuotaIndex != "DV01").ToList(); ;
             var precheckQuotaSettingList = allList.Where(O => O.Precheck).ToList();
             List<string> quotaIndexs = new List<string>() { "名义本金", "轧差集中度", "轧差名义本金" };
             if (clientRiskCheckReq.isClient)
@@ -4416,9 +4418,9 @@ namespace YLErp.Modules.RiskModule
             {
                 return clientRiskCheckResps;
             }
-            var clientPrecheckQuotaSettingList = precheckQuotaSettingList.Where(x=>x.QuotaRange== clientRiskCheckReq.clientId&&x.QuotaType==QuotaTypeEnum.CLIENT&&x.QuotaIndex=="名义本金").ToList();
-            var allClientPrecheckQuotaSettingList= precheckQuotaSettingList.Where(x => x.QuotaRange == 0 && x.QuotaType == QuotaTypeEnum.CLIENT && x.QuotaIndex == "名义本金").ToList();
-            if (clientPrecheckQuotaSettingList.Count>0)
+            var clientPrecheckQuotaSettingList = precheckQuotaSettingList.Where(x => x.QuotaRange == clientRiskCheckReq.clientId && x.QuotaType == QuotaTypeEnum.CLIENT && x.QuotaIndex == "名义本金").ToList();
+            var allClientPrecheckQuotaSettingList = precheckQuotaSettingList.Where(x => x.QuotaRange == 0 && x.QuotaType == QuotaTypeEnum.CLIENT && x.QuotaIndex == "名义本金").ToList();
+            if (clientPrecheckQuotaSettingList.Count > 0)
             {
                 foreach (var item in allClientPrecheckQuotaSettingList)
                 {
@@ -4430,16 +4432,26 @@ namespace YLErp.Modules.RiskModule
             {
                 throw new ServiceException("未找到客户信息");
             }
+            try
+            {
+                RealtimePnlCalc.RealtimeSwapPosition(new OptUserInfo(0, "互换实时持仓服务", OptUserFrom.Service));
+            }
+            catch (Exception ex)
+            {
+                LogFactory.GetLogger("RealtimeSwapPosition").Error("风控调用实时持仓异常", ex);
+            }
+
             using var bondDb = new BondOmsDBContext();
             var clientPositions = bondDb.client_position.AsNoTracking().ToList();//所有持仓
             ClientPosition posi = new ClientPosition();
             posi.commission = clientRiskCheckReq.commission;
             posi.side = clientRiskCheckReq.side;
             posi.security_id = clientRiskCheckReq.securityId;
-            posi.full_price_now = clientRiskCheckReq.price* ConsGlobal.bondShowPriceMultiple;
+            posi.full_price_now = clientRiskCheckReq.price * ConsGlobal.bondShowPriceMultiple;
             posi.deal_full_price_avg = clientRiskCheckReq.price * ConsGlobal.bondShowPriceMultiple;
             posi.client_id = clientRiskCheckReq.clientId;
             posi.position_qty = clientRiskCheckReq.qty / 10000;
+            posi.position_notional_principal = clientRiskCheckReq.qty;
             posi.direction = (int)SwapDirectionEnum.支付;
             clientPositions.Add(posi);
             var umCodes = clientPositions.Select(s => s.security_id).Distinct().ToList();
@@ -4486,7 +4498,6 @@ namespace YLErp.Modules.RiskModule
                     {
                         checkQuotaMoitorModel.Price *= ConsGlobal.bondPriceMultiple;
                         checkQuotaMoitorModel.NowPrice *= ConsGlobal.bondPriceMultiple;
-                        dealDate = QdpCalendarHelper.GetNonHolidayDefore(dealDate.AddDays(-1));
                         var bondPrice = EodPriceQueryService.GetBondPrice(dealDate, item.security_id);
                         lastPrice = bondPrice != null ? bondPrice.ClosePrice : (um.Price ?? 0) * Convert.ToDouble(ConsGlobal.bondPriceMultiple);
                         vobp = bondPrice != null ? bondPrice.Vobp ?? 0 : 0;
@@ -4533,7 +4544,6 @@ namespace YLErp.Modules.RiskModule
         {
             List<CheckQuotaMoitorModel> checkPoisiList = new List<CheckQuotaMoitorModel>();
             var dealDate = valuedateBLL.ValueDate;
-            dealDate = QdpCalendarHelper.GetNonHolidayDefore(dealDate.AddDays(-1));
             using var bondDb = new BondOmsDBContext();
             var clientPositions = bondDb.client_position.AsNoTracking().ToList();//所有持仓
             Dictionary<string, EodPrice> eodPriceDic = new Dictionary<string, EodPrice>();
@@ -4717,7 +4727,6 @@ namespace YLErp.Modules.RiskModule
                                 {
                                     checkQuotaMoitorModel.Price *= ConsGlobal.bondPriceMultiple;
                                     checkQuotaMoitorModel.NowPrice *= ConsGlobal.bondPriceMultiple;
-                                    dealDate = QdpCalendarHelper.GetNonHolidayDefore(dealDate.AddDays(-1));
                                     var bondPrice = EodPriceQueryService.GetBondPrice(dealDate, item.security_id);
                                     lastPrice = bondPrice != null ? bondPrice.ClosePrice : (um.Price ?? 0) * Convert.ToDouble(ConsGlobal.bondPriceMultiple);
                                     vobp = bondPrice != null ? bondPrice.Vobp ?? 0 : 0;
@@ -5121,7 +5130,7 @@ namespace YLErp.Modules.RiskModule
                                 tag_prefix = quota.QuotaRange == 0 ? "客户合计" : "当前客户";
                                 msgList.AddRange(checkClient(positionList, posiList, tag_prefix, new QuotaSetting[] { quota }, settingAll, warning));
                             }
-                           
+
                         }
 
                         break;
@@ -5217,10 +5226,11 @@ namespace YLErp.Modules.RiskModule
                 currentValue = null;
                 var tag = $"{tag_prefix}({settingItem.QuotaIndex})";
                 CheckQuotaMoitorModel current = positionList.FirstOrDefault(x => x.Current);
+                double pnl = 0;
                 switch (settingItem.QuotaIndex)
                 {
                     case "DV01":
-                        var uDv = GetTradePositionDv01();
+                        var uDv = GetTradePositionDv01(ref pnl);
                         currentValue = uDv;
                         var tradePosiVal = posiList.Sum(s => s.DV01);
                         var posiVal = positionList.Where(x => !x.Current).Sum(s => s.DV01);
@@ -5240,10 +5250,11 @@ namespace YLErp.Modules.RiskModule
         {
             double? currentValue = null;
             double tradeValue = 0;
+            double pnl = 0;
             switch (checkItem.quotaType)
             {
                 case "DV01":
-                    tradeValue = GetTradePositionDv01();
+                    tradeValue = GetTradePositionDv01(ref pnl);
                     currentValue = tradeValue + Convert.ToDouble(positionList.Sum(s => s.DV01));
                     var posiVal = positionList.Where(x => !x.Current).Sum(s => s.DV01);
                     if (!ValidateQuoteResult(checkItem, currentValue, Convert.ToDouble(posiVal) + tradeValue))
@@ -5261,9 +5272,8 @@ namespace YLErp.Modules.RiskModule
         /// 算标的交易dv01
         /// </summary>
         /// <returns></returns>
-        private double GetTradePositionDv01()
+        private double GetTradePositionDv01(ref double pnl)
         {
-            var dealDate = QdpCalendarHelper.GetNonHolidayDefore(valuedateBLL.ValueDate.AddDays(-1));
             double currentValue = 0;
             List<string> tradetypes = new List<string> { "利率债", "信用债", "其它债券" };
             var tposis = DbContext.TradePosition.Where(x => tradetypes.Contains(x.TradeType)).AsNoTracking().ToList();
@@ -5284,13 +5294,14 @@ namespace YLErp.Modules.RiskModule
                     }
                     else
                     {
-                        var bondPrice = EodPriceQueryService.GetBondPrice(dealDate, item.UnderlyingCode);
+                        var bondPrice = EodPriceQueryService.GetBondPrice(valuedateBLL.ValueDate, item.UnderlyingCode);
                         lastPrice = bondPrice != null ? bondPrice.ClosePrice : (um.Price ?? 0) * Convert.ToDouble(ConsGlobal.bondPriceMultiple);
                         vobp = bondPrice != null ? bondPrice.Vobp ?? 0 : 0;
                     }
                 }
-                var DV01 = Convert.ToDouble(vobp) * Math.Abs(item.Position) * contractSize * 0.01 * (item.PositionType == PositionTypeFlag.Long ? 1 : -1);
+                var DV01 = Convert.ToDouble(vobp) * item.Position * contractSize * 0.01;
                 currentValue += DV01;
+                pnl += lastPrice * Math.Abs(item.Position) - Math.Abs(item.PositionCost);
             }
             return currentValue;
         }
@@ -5513,7 +5524,7 @@ namespace YLErp.Modules.RiskModule
                     return null;
                 case "Delta金额":
                     currentValue = Convert.ToDouble(current.Delta);
-                   
+
                     if (!ValidateQuoteResult(checkItem))
                     {
                         return checkItem;
@@ -5533,7 +5544,7 @@ namespace YLErp.Modules.RiskModule
                     checkItem.currentValue = currentValue;
                     if (!ValidateQuoteResult(checkItem))
                     {
-                       
+
                         return checkItem;
                     }
                     return null;
@@ -5550,7 +5561,7 @@ namespace YLErp.Modules.RiskModule
                 default:
                     return null;
             }
-           
+
         }
 
         private List<string> checkUnderlying(List<CheckQuotaMoitorModel> positionList, List<CheckQuotaMoitorModel> posiList, string tag_prefix, QuotaSetting[] settings, List<QuotaSetting> settingAll, bool warning)
@@ -5618,11 +5629,6 @@ namespace YLErp.Modules.RiskModule
                     messageList.Add(SetQuotaMsg(tag, setting.QuotaIndex, currentValue, Convert.ToDouble(tradePosiVal), posiVal, Convert.ToDouble(current.Pv), Convert.ToDouble(noPosiVal), null, upperLimit, lowerLimit, setting.Percent, warning));
                     break;
                 case "轧差集中度":
-                    //if (current.Circulation == 0)
-                    //{
-                    //    messageList.Add($"{tag}:{current.UnderlyingCode}发行规模数据未维护");
-                    //    break;
-                    //}
                     currentValue = current.Circulation == 0 ? 0 : currentValue / Convert.ToDouble(current.Circulation);
                     tradePosiVal = current.Circulation == 0 ? 0 : tradePosiVal / current.Circulation;
                     posiVal = current.Circulation == 0 ? 0 : posiVal / Convert.ToDouble(current.Circulation);
@@ -5652,14 +5658,14 @@ namespace YLErp.Modules.RiskModule
             {
                 return null;
             }
-            var noQuoteSetting = settingAll.FirstOrDefault(x => x.QuotaType == QuotaTypeEnum.UNDERLYING && x.QuotaRange == quotaRange && x.QuotaIndex== checkItem.quotaType&&!x.Precheck);//是否设置了不事前检查
+            var noQuoteSetting = settingAll.FirstOrDefault(x => x.QuotaType == QuotaTypeEnum.UNDERLYING && x.QuotaRange == quotaRange && x.QuotaIndex == checkItem.quotaType && !x.Precheck);//是否设置了不事前检查
             if (noQuoteSetting != null)
             {
                 return null;
             }
             currentPv = positionList.Where(s => s.UnderlyingCode == current.UnderlyingCode).Sum(s => s.Pv * (s.Side == 0 ? 1 : -1));
             currentValue = Convert.ToDouble(currentPv);
-            currentValue = Math.Abs(currentValue??0);
+            currentValue = Math.Abs(currentValue ?? 0);
             posiPv = positionList.Where(s => s.UnderlyingCode == current.UnderlyingCode && !s.Current).Sum(s => s.Pv * (s.Side == 0 ? 1 : -1));
             posiVal = Convert.ToDouble(posiPv);
             var tag = $"{tag_prefix}({checkItem.quotaType})";
@@ -5673,10 +5679,6 @@ namespace YLErp.Modules.RiskModule
                     }
                     return null;
                 case "轧差集中度":
-                    //if (current.Circulation == 0)
-                    //{
-                    //    throw new Exception($"{tag}:{current.UnderlyingCode}发行规模数据未维护");
-                    //}
                     currentValue = current.Circulation == 0 ? 0 : currentValue / Convert.ToDouble(current.Circulation);
                     posiPv = positionList.Where(s => s.UnderlyingCode == current.UnderlyingCode && !s.Current).Sum(s => s.Pv);
                     posiVal = current.Circulation == 0 ? 0 : Convert.ToDouble(posiPv / current.Circulation);
@@ -5706,7 +5708,7 @@ namespace YLErp.Modules.RiskModule
             CheckQuotaMoitorModel current = positionList.FirstOrDefault(x => x.Current);
             //settings 可能包含全部
             var settingItem = settings.First();
-            var noQuoteSetting = settingAll.FirstOrDefault(x => x.QuotaType == settingItem.QuotaType && x.QuotaRange == settingItem.QuotaRange &&x.QuotaIndex==settingItem.QuotaIndex && !x.Precheck);//是否设置了不事前检查
+            var noQuoteSetting = settingAll.FirstOrDefault(x => x.QuotaType == settingItem.QuotaType && x.QuotaRange == settingItem.QuotaRange && x.QuotaIndex == settingItem.QuotaIndex && !x.Precheck);//是否设置了不事前检查
             if (noQuoteSetting != null)
             {
                 return messageList;
@@ -5780,7 +5782,7 @@ namespace YLErp.Modules.RiskModule
             {
                 return null;
             }
-            var noQuoteSetting = settingAll.FirstOrDefault(x => x.QuotaType == QuotaTypeEnum.CLIENT && x.QuotaRange == quotaRange&&x.QuotaIndex== checkItem.quotaType && !x.Precheck);//是否设置了不事前检查
+            var noQuoteSetting = settingAll.FirstOrDefault(x => x.QuotaType == QuotaTypeEnum.CLIENT && x.QuotaRange == quotaRange && x.QuotaIndex == checkItem.quotaType && !x.Precheck);//是否设置了不事前检查
             if (noQuoteSetting != null)
             {
                 return null;

YLErpDAL/Modules/SwapModule/SwapDealService.cs

@@ -118,7 +118,7 @@ namespace YLErp.Modules.SwapModule
                     floatEvent.PositionQty = 0;
                     floatEvent.ContractSize = position.ContractSize;
                     floatEvent.TradingAmount = floatEvent.Quantity * floatEvent.ContractSize;
-                    var ratio = position.PosiDirection == (int)SwapDirectionEnum.收取 ? -1 : 1;
+                    var ratio = position.PosiDirection == (int)SwapDirectionEnum.收取 ? -1m : 1m;
                     floatEvent.TradingFeePending = position.PosiTradingFeePending;
                     floatEvent.DataState = (int)SwapFlowDateStateEnum.完成;
                     floatEvent.InterestMode = position.InterestMode;
@@ -385,7 +385,7 @@ namespace YLErp.Modules.SwapModule
                 {
                     _closePosiNotionalValue = position.InterestPrincipalFix;
                     _posiNotionalValue = position.InterestPrincipalFix;
-                    newClosePercent = 1;
+                    newClosePercent = 1m;
                 }
                 else if (position.InterestMode == (int)InterestModeEnum.多头存续名义本金)
                 {
@@ -410,8 +410,8 @@ namespace YLErp.Modules.SwapModule
                 }
                 if (!string.IsNullOrEmpty(position.FloatRateUnderlyingCode))
                 {
-                    var rateDate = QdpCalendarHelper.GetNonHolidayDefore(td.StartDate.Value.AddDays(-1));
-                    if (EodPriceQueryService.TryGetReferencePrice(rateDate, position.FloatRateUnderlyingCode, out double floatRate))
+                    var rateDate = td.StartDate.Value.AddDays(-1);
+                    if (EodPriceQueryService.TryGetPrice(rateDate, position.FloatRateUnderlyingCode, out double floatRate))
                     {
                         position.FloatRate = Convert.ToDecimal(floatRate);
                         positionClone.FloatRate = position.FloatRate;
@@ -508,7 +508,7 @@ namespace YLErp.Modules.SwapModule
             {
                 decimal InterestAmount = 0;
                 decimal TdInterestAmount = 0;
-                var interestRatio = position.InterestDirection == 1 ? 1 : -1;
+                var interestRatio = position.InterestDirection == 1 ? 1m : -1m;
                 if (position.InterestType == (int)InterestTypeEnum.复利)
                 {
                     var floateRate = preEodPosition.FloatRate;
@@ -538,7 +538,7 @@ namespace YLErp.Modules.SwapModule
                     {
                         if (itemDays > 1)//日期超算情况
                         {
-                            decimal days = (decimal)itemDays - 1;
+                            decimal days = (decimal)itemDays - 1m;
                             if (position.IsAnnualized)
                             {
                                 InterestAmount = InterestAmount * (days / annualDays);
@@ -554,8 +554,8 @@ namespace YLErp.Modules.SwapModule
 
                 }
 
-                interest.InterestAmount = InterestAmount;
-                interest.TdInterestAmount = TdInterestAmount;
+                interest.InterestAmount = decimal.Parse(InterestAmount.ToString("0.0000"));
+                interest.TdInterestAmount = decimal.Parse(TdInterestAmount.ToString("0.0000"));
                 interest.InterestClosePnL = interest.InterestAmount * interestRatio;
             }
             if (add)
@@ -597,15 +597,15 @@ namespace YLErp.Modules.SwapModule
                     {
                         dynomicPrincipal = dynomicPrincipal + interest;
                         tdDynomicPrincipal = tdDynomicPrincipal + interest;
-                        if (rateDate > tradeDate)
-                        {
-                            dynomicPrincipal += interestProfitSum;
-                            tdDynomicPrincipal += interestProfitSum;
-                        }
+                        //if (rateDate > tradeDate)
+                        //{
+                        //    dynomicPrincipal += interestProfitSum;
+                        //    tdDynomicPrincipal += interestProfitSum;
+                        //}
                         if (!string.IsNullOrEmpty(position.FloatRateUnderlyingCode))
                         {
-                            var fr007RateDate = QdpCalendarHelper.GetNonHolidayDefore(rateDate.AddDays(-1));
-                            if (EodPriceQueryService.TryGetReferencePrice(fr007RateDate, position.FloatRateUnderlyingCode, out double floatRate1))
+                            var fr007RateDate = rateDate.AddDays(-1);
+                            if (EodPriceQueryService.TryGetPrice(fr007RateDate, position.FloatRateUnderlyingCode, out double floatRate1))
                             {
                                 if (floatRate1 != 0)
                                 {
@@ -634,8 +634,8 @@ namespace YLErp.Modules.SwapModule
                         interest1 /= annualDays;
                         tdinterest1 /= annualDays;
                     }
-                    interest += interest1;
-                    tdinterest += tdinterest1;
+                    interest += decimal.Parse(interest1.ToString("0.0000"));
+                    tdinterest += decimal.Parse(tdinterest1.ToString("0.0000"));
 
                 }
                 else
@@ -675,8 +675,8 @@ namespace YLErp.Modules.SwapModule
                 tdDynomicPrincipal = tdDynomicPrincipal + interestProfitSum;
                 if (!string.IsNullOrEmpty(position.FloatRateUnderlyingCode))
                 {
-                    var fr007RateDate = QdpCalendarHelper.GetNonHolidayDefore(endDate.AddDays(-1));
-                    if (EodPriceQueryService.TryGetReferencePrice(fr007RateDate, position.FloatRateUnderlyingCode, out double floatRate1))
+                    var fr007RateDate = endDate.AddDays(-1);
+                    if (EodPriceQueryService.TryGetPrice(fr007RateDate, position.FloatRateUnderlyingCode, out double floatRate1))
                     {
                         if (floatRate1 != 0)
                         {
@@ -785,6 +785,7 @@ namespace YLErp.Modules.SwapModule
         /// <param name="unwindPriceFee"></param>
         public void AuotoSwapUnwind(int tradeid, decimal unwindPrice, decimal unwindPriceFee, decimal unwindNetFee, decimal unwindNet, DateTime valueDate, decimal unwindQty, decimal mergeQty, decimal penddingFee)
         {
+            unwindPriceFee = decimal.Parse(unwindPriceFee.ToString("F10"));
             var td = DbContext.trade.Find(tradeid);
             var positions = DbContext.swap_position.Where(x => x.SwapTradeId == td.id && !x.Invalid);
             List<int> eventTypes = new List<int>() { (int)SwapEventTypeEnum.平仓, (int)SwapEventTypeEnum.互换 };
@@ -823,8 +824,8 @@ namespace YLErp.Modules.SwapModule
             unwindData.CloseQty = unwindQty;
             if (position != null)
             {
-                var floatRatio = position.PosiDirection == 1 ? 1 : -1;
-                var longRatio = position.PositionType == 1 ? 1 : -1;
+                decimal floatRatio = position.PosiDirection == 1 ? 1m : -1m;
+                decimal longRatio = position.PositionType == 1 ? 1m : -1m;
                 floatEvent.PositionId = position.PositionId;
                 floatEvent.EventType = (int)SwapFlowEventTypeEnum.平仓;
                 floatEvent.EventReason = "交易";
@@ -850,6 +851,7 @@ namespace YLErp.Modules.SwapModule
                 var mergeClosePercent = mergeQty == 0 ? 0 : unwindQty / mergeQty;
                 floatEvent.TradingFee = penddingFee * mergeClosePercent;
                 floatEvent.MarkClosePnl = (unwindPriceFee - position.PosiNetPrice) * unwindData.PosiNotionalValue * floatRatio * longRatio;
+                floatEvent.MarkClosePnl = decimal.Parse(floatEvent.MarkClosePnl.ToString("0.00"));
                 floatEvent.TradingAmount = floatEvent.Quantity * floatEvent.ContractSize;
                 floatEvent.OptLog = "流水自动";
                 floatEvent.ClientId = td.ClientId;
@@ -910,7 +912,7 @@ namespace YLErp.Modules.SwapModule
             unwindData.CloseQty = allClose ? unwindData.PositionQty : unwindQty;
             if (position != null)
             {
-                var floatRatio = position.PosiDirection == 1 ? 1 : -1;
+                decimal floatRatio = position.PosiDirection == 1 ? 1m : -1m;
                 floatEvent.PositionId = position.id;
                 floatEvent.EventType = (int)SwapEventTypeEnum.平仓;
                 floatEvent.EventReason = "接口合约终止交易";
@@ -942,7 +944,7 @@ namespace YLErp.Modules.SwapModule
             var interestPositions = GetUnwindInterestsByHT(unwindData, td, interestAmount, fee);
             unwindData.FlowEvents.AddRange(interestPositions);
             CalcCloseAmount(unwindData);
-            DealUnwind(unwindData, td, false, "合约终止接口回执");
+            DealUnwind(unwindData, td, "合约终止接口回执");
         }
         private List<swap_flow_event> GetUnwindInterestsByHT(UnwindData unwindData, trade td, decimal interestAmount, decimal fee)
         {
@@ -965,7 +967,7 @@ namespace YLErp.Modules.SwapModule
                 {
                     _closePosiNotionalValue = item.InterestPrincipalFix;
                     _posiNotionalValue = item.InterestPrincipalFix;
-                    newClosePercent = 1;
+                    newClosePercent = 1m;
                 }
                 else if (item.InterestMode == (int)InterestModeEnum.标的期初全价)
                 {
@@ -1012,7 +1014,7 @@ namespace YLErp.Modules.SwapModule
 
             return interests;
         }
-        private void DealUnwind(UnwindData unwindData, trade td, bool addLog = true, string actionMsg = "系统操作_自动平仓")
+        private void DealUnwind(UnwindData unwindData, trade td,  string actionMsg = "系统操作_自动平仓")
         {
             int clientCashId = CloseTrade_ClientCashInCashOut(td, Convert.ToDouble(-unwindData.SwapRealizedPnL), ClientCashInCashOut.系统操作_平仓费, unwindData.ValueDate);
             if (unwindData.SwapMarginAmount != 0)
@@ -1052,7 +1054,7 @@ namespace YLErp.Modules.SwapModule
         {
             var floatPosition = unwindData.FlowEvents.FirstOrDefault(x => !string.IsNullOrEmpty(x.UnderlyingCode));
             var interestList = unwindData.FlowEvents.Where(x => string.IsNullOrEmpty(x.UnderlyingCode));
-            var floatRatio = floatPosition.PayDirection == 1 ? 1 : -1;
+            decimal floatRatio = floatPosition.PayDirection == 1 ? 1m : -1m;
             var pnl = floatPosition.MarkClosePnl;
             unwindData.SwapCloseAmount = pnl;
             unwindData.SwapRealizedPnL = pnl;
@@ -1064,7 +1066,7 @@ namespace YLErp.Modules.SwapModule
                 {
                     if (x.InterestMode == (int)InterestModeEnum.追加预付金 || x.InterestMode == (int)InterestModeEnum.初始预付金)
                     {
-                        var interestRatio = x.InterestDirection == 1 ? -1 : 1;
+                        decimal interestRatio = x.InterestDirection == 1 ? -1m : 1m;
                         unwindData.SwapMarginRebatePnl += x.InterestClosePnL;
                         unwindData.SwapMarginAmount += x.InterestPrincipal * interestRatio;
                     }
@@ -1073,6 +1075,7 @@ namespace YLErp.Modules.SwapModule
 
                 });
             }
+            unwindData.SwapCloseAmount = decimal.Parse(unwindData.SwapCloseAmount.ToString("0.00"));
             unwindData.SwapRealizedPnL = unwindData.SwapCloseAmount;
         }
         /// <summary>
@@ -1245,7 +1248,6 @@ namespace YLErp.Modules.SwapModule
                         td.TradeAmount -= Convert.ToDouble(swapEvent.unwindData.CloseQty);
                     }
                     td.StockEqvNotional -= Convert.ToDouble(swapEvent.unwindData.CloseNotionalValue);
-                  
                 }
                 td.UnWindDate = swapEvent.unwindData.UnwindDate;
                 UpdateInitalPosition(flowList, swapEvent.unwindData, eventType);
@@ -1339,7 +1341,7 @@ namespace YLErp.Modules.SwapModule
                 item.OptLog = "手工操作";
                 if (item.PositionType > 0 && item.EventType == (int)SwapEventTypeEnum.平仓)
                 {
-                    int shortRatio = item.PositionType == (int)PositionTypeFlag.Long ? 1 : -1;
+                    decimal shortRatio = item.PositionType == (int)PositionTypeFlag.Long ? -1m : 1m;
                     item.TradingAmountFeeAvg = item.TradingAmountAvg + item.TradingFeePending / unwindData.CloseQty * shortRatio;
                     item.TradingAmountNetFeeAvg = item.TradingAmountNetAvg + item.TradingFeePending / unwindData.CloseQty * shortRatio;
                 }
@@ -1359,7 +1361,7 @@ namespace YLErp.Modules.SwapModule
                     var dealFloat = flowList.FirstOrDefault(x => !string.IsNullOrEmpty(x.UnderlyingCode));
                     if (dealFloat != null)
                     {
-                        var ratio = dealFloat.EventType == (int)SwapFlowEventTypeEnum.平仓 ? -1 : 1;
+                        decimal ratio = dealFloat.EventType == (int)SwapFlowEventTypeEnum.平仓 ? -1m : 1m;
                         position.PosiTradingFeePending += dealFloat.TradingFeePending * ratio;
                         position.PosiDividendIncome += dealFloat.DividendPending;
                     }

YLErpDAL/Modules/SwapModule/SwapEndConfirmService.cs

@@ -10,6 +10,8 @@ using YLErp.DBModels.Consts;
 using System.Linq.Expressions;
 using YLErp.QdpModule;
 using static YLErp.ConsGlobal;
+using YLErp.Helpers;
+using YLErp.Models;
 
 namespace YLErp.Modules.SwapModule
 {
@@ -25,9 +27,9 @@ namespace YLErp.Modules.SwapModule
         public SearchListResult<SwapTradeContractGroup> SearchEitherTradeWithCashList(SwapEndConfirmReq req)
         {
             var db = DbContext;
-            var actionList = new List<int>() { (int)SwapEventTypeEnum.平仓,(int)SwapEventTypeEnum.合成持仓 };
+            var actionList = new List<int>() { (int)SwapEventTypeEnum.平仓, (int)SwapEventTypeEnum.合成持仓 };
             var types = new List<string>() { ContractTypeEnum.Clearing, ContractTypeEnum.UnWind };
-            var flowQuery= PredicateBuilder.Create<swap_flow_event>(n => actionList.Contains(n.EventType) && n.PayDirection > 0);
+            var flowQuery = PredicateBuilder.Create<swap_flow_event>(n => actionList.Contains(n.EventType) && n.PayDirection > 0);
             var eventQuery = PredicateBuilder.Create<swap_event>(n => actionList.Contains(n.EventType) && !n.Invalid);
             var tradeQuery = buildTradeQuery(req);
             if (!string.IsNullOrEmpty(req.UnderlyingCodes))
@@ -53,15 +55,15 @@ namespace YLErp.Modules.SwapModule
                         {
                             id = flowEvent.id,
                             trade = trade,
-                            swap_flow_event= flowEvent,
-                            swap_event= swapEvent,
+                            swap_flow_event = flowEvent,
+                            swap_event = swapEvent,
                             swap_position = position,
-                            ConfirmContractR= tcrConfirm,
+                            ConfirmContractR = tcrConfirm,
                         };
             query = query.OrderByDescending(s => s.swap_flow_event.id);
             var retListResult = query.ToSearchList(req, isWithOrder: false);
 
-            var tradeIds = retListResult.rows.Select(s=>s.swap_flow_event.SwapTradeId).Distinct().ToList();
+            var tradeIds = retListResult.rows.Select(s => s.swap_flow_event.SwapTradeId).Distinct().ToList();
             var underlyingCodes = retListResult.rows.Select(r => r.swap_flow_event.UnderlyingCode).ToList();
             var underlyings = DbContext.underlying_manager.Where(x => underlyingCodes.Contains(x.UnderlyingCode)).AsNoTracking().ToList();
             List<trade_extend> extendList = DbContext.trade_extend.AsNoTracking().Where(p => tradeIds.Contains(p.TradeId)).ToList();
@@ -71,7 +73,7 @@ namespace YLErp.Modules.SwapModule
             }
             foreach (var x in retListResult.rows)
             {
-                x.trade_contract_r = db.trade_contract_r.Where(O => types.Contains(O.Type) && O.IsValid&&O.TradeId==x.trade.id&&O.SwapFlowEventId==x.swap_flow_event.id).FirstOrDefault();
+                x.trade_contract_r = db.trade_contract_r.Where(O => types.Contains(O.Type) && O.IsValid && O.TradeId == x.trade.id && O.SwapFlowEventId == x.swap_flow_event.id).FirstOrDefault();
                 var swapEventFlow = x.swap_flow_event;
                 var um = underlyings.FirstOrDefault(x => x.UnderlyingCode == swapEventFlow.UnderlyingCode);
                 if (um != null && um.IsBond())
@@ -85,14 +87,14 @@ namespace YLErp.Modules.SwapModule
                 {
                     GetTradeDocumentResults(req, x);
                 }
-                if (x.swap_event!=null)
+                if (x.swap_event != null)
                 {
                     x.swap_event.unwindData = JsonHelper.Deserialize<UnwindData>(x.swap_event.EventData);
-                    if (x.trade.StructureType=="多空组合")
+                    if (x.trade.StructureType == "多空组合")
                     {
                         UnwindData unwindData = new UnwindData();
                         unwindData.SwapCloseAmount = x.swap_flow_event.MarkClosePnl;
-                        x.swap_event.unwindData= unwindData;
+                        x.swap_event.unwindData = unwindData;
                     }
                 }
                 var extend = extendList.FirstOrDefault(p => p.TradeId == x.swap_flow_event.SwapTradeId);
@@ -107,7 +109,7 @@ namespace YLErp.Modules.SwapModule
             return retListResult;
         }
 
-        private Expression<Func<trade,bool>> buildTradeQuery(SwapEndConfirmReq req)
+        private Expression<Func<trade, bool>> buildTradeQuery(SwapEndConfirmReq req)
         {
             var tradeQuery = PredicateBuilder.Create<trade>(n => n.TradeType == "收益互换" && n.ValidState != ConsGlobal.InValid);
             if (req.UserAssets != null && req.UserClients != null)
@@ -161,5 +163,57 @@ namespace YLErp.Modules.SwapModule
             x.ContractDocUrl = x.trade_contract_document?.RelativePath;
             x.ContractCode = x.trade_contract_r.ContractCode;
         }
+
+        /// <summary>
+        /// 发送交易确认书邮件
+        /// </summary>
+        /// <param name="tradeId"></param>
+        /// <returns></returns>
+        public string SendConfirmEamil(int tradeId)
+        {
+            var tradeContract = DbContext.trade_contract_r.Where(x => x.IsValid && x.TradeId == tradeId && x.Type == ContractTypeEnum.Trade).FirstOrDefault();
+            if (tradeContract == null)
+            {
+                return "";
+            }
+            tradeContract.send_email_result = "发送中";
+            DbContext.SaveChanges();
+            var sendResult = SendEmail(tradeId);
+            if (string.IsNullOrEmpty(sendResult))
+            {
+                tradeContract.send_email_result = "已发送";
+            }
+            else
+            {
+                tradeContract.send_email_result = "发送失败：" + sendResult;
+            }
+            DbContext.SaveChanges();
+            return tradeContract.send_email_result;
+        }
+
+        /// <summary>
+        /// 发送邮件
+        /// </summary>
+        /// <returns></returns>
+        private string SendEmail(int tradeId)
+        {
+            var baseUrl = Environment.GetEnvironmentVariable("BondOmsInterface_BaseUrl");
+            var sendEmailPUrl = "/swap/email/confirm/send?tradeId=" + tradeId;
+            if (!string.IsNullOrEmpty(baseUrl))
+            {
+                var httpHelper = new HttpHelper(baseUrl, null);
+                var result = httpHelper.GetRequestNoAuth<SendEmailResult>(sendEmailPUrl).Result;
+                if (result != null && result.success && !string.IsNullOrEmpty(result.data))
+                {
+                    return "";
+                }
+                else
+                {
+                    LogFactory.GetLogger().Error("发送邮件失败:tradeId=" + tradeId, new Exception(result?.message));
+                    return result?.message ?? "发送邮件失败";
+                }
+            }
+            return "未配置邮件接口地址";
+        }
     }
 }

YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs

@@ -1228,7 +1228,7 @@ namespace YLErp.Modules.SwapModule
             {
                 return curretEod;
             }
-            var dealDate = um.IsBond() ? preSettleDate : curretEod.ValueDate;
+            var dealDate =  curretEod.ValueDate;
             int shortRatio = eod.PositionType == (int)PositionTypeFlag.Long ? 1 : -1;
             int directionRatio = eod.PosiDirection == (int)SwapDirectionEnum.收取 ? 1 : -1;
             curretEod.PosiStatus = curretEod.PosiQuantity == 0 ? 1 : 0;
@@ -1320,7 +1320,7 @@ namespace YLErp.Modules.SwapModule
             {
                 return curretEod;
             }
-            var dealDate = um.IsBond() ? preSettleDate : curretEod.ValueDate;
+            var dealDate =  curretEod.ValueDate;
             int shortRatio = eod.PositionType == (int)PositionTypeFlag.Long ? 1 : -1;
             int directionRatio = eod.PosiDirection == (int)SwapDirectionEnum.收取 ? 1 : -1;
             var price = UnderlyingCodePrice(eod.UnderlyingCode, dealDate, out decimal vobp);
@@ -1443,7 +1443,7 @@ namespace YLErp.Modules.SwapModule
             {
                 return curretEod;
             }
-            var dealDate = um.IsBond() ? preSettleDate : settleDate;
+            var dealDate =  settleDate;
             curretEod.ValueDate = settleDate;
             curretEod.PosiStartDate = position.PosiStartDate;
             curretEod.PosiMatuirityDate = td.ExerciseDate.Value;
@@ -2072,6 +2072,7 @@ namespace YLErp.Modules.SwapModule
                     item.InterestRate = eodInterests.Sum(s => s.InterestRateDefault);
                     item.NetSettmentAmount += item.InterestAmount + item.MarginInterestAmount + eodMargins.Sum(s => s.InterestPrincipalFix * (s.InterestDirection == (int)SwapDirectionEnum.收取 ? 1 : -1));
                 }
+                item.NetSettmentAmount = decimal.Parse(item.NetSettmentAmount.ToString("0.00"));
                 if (item.position.PosiNotionalValue != 0 && item.position.PosiNetPrice != 0)
                 {
                     item.FloatRateAbs = item.position.PosiNotionalValue == 0 ? 0 : item.InterestAmount / (item.position.PosiNotionalValue * item.position.PosiNetPrice);

YLErpDAL/Modules/SwapModule/SwapEventEmailService.cs

@@ -17,6 +17,7 @@ using YLErp.BLL;
 using YLErp.Core.Helpers;
 using YLErp.DBModels;
 using YLErp.DBModels.Consts;
+using YLErp.Helpers;
 using YLErp.MailKit;
 using YLErp.Model;
 using YLErp.Models;
@@ -46,25 +47,25 @@ namespace YLErp.Modules.SwapModule
             }
             var predicate = PredicateBuilder.Create<SwapEventEmail>(n => n.event_date == req.Valuedate);
 
-            var flowEventPredicate = PredicateBuilder.Create<swap_flow_event>(n => n.PositionType > 0 && eventTypes.Contains(n.EventType) && n.UnwindDate == req.Valuedate.Value&&n.DataState==(int)SwapFlowDateStateEnum.完成);
+            var flowEventPredicate = PredicateBuilder.Create<swap_flow_event>(n => n.PositionType > 0 && eventTypes.Contains(n.EventType) && n.UnwindDate == req.Valuedate.Value && n.DataState == (int)SwapFlowDateStateEnum.完成);
             var clientSpanPredicate = PredicateBuilder.Create<ClientSpan>(x => x.ValueDate == req.Valuedate.Value && x.WorstCastClientPayable < 0 && x.SpanType == ClientSpan.SpanType_Eod);
             var valueDate = valuedateBLL.ValueDate;
             if (req.ClientIds != null && req.ClientIds.Any())
             {
-                flowEventPredicate = flowEventPredicate.And(d => req.ClientIds.Contains(d.ClientId??0));
+                flowEventPredicate = flowEventPredicate.And(d => req.ClientIds.Contains(d.ClientId ?? 0));
                 clientSpanPredicate = clientSpanPredicate.And(d => req.ClientIds.Contains(d.ClientId));
             }
             var emailquery = DbContext.swap_event_email.Where(predicate);
-            var dmaEmailQuery= emailquery.Where(x=>x.event_id==0);
+            var dmaEmailQuery = emailquery.Where(x => x.event_id == 0);
             var flowQuery = DbContext.swap_flow_event.Where(flowEventPredicate);
             var clientSpanQuery = DbContext.client_span.Where(clientSpanPredicate);
             var noDmaquery = from f in flowQuery
                              join t in DbContext.trade on f.SwapTradeId equals t.id
-                             join se in DbContext.swap_event.Where(x=>!x.Invalid) on f.EventId equals se.id into setemp
+                             join se in DbContext.swap_event.Where(x => !x.Invalid) on f.EventId equals se.id into setemp
                              from se in setemp.DefaultIfEmpty()
                              join em in emailquery on f.id equals em.event_id into emTmp
                              from em in emTmp.DefaultIfEmpty()
-                             where t.ValidState == "Valid"&&t.StructureType!="多空组合"&&t.StructureType!= "定义文件型债券收益互换"
+                             where t.ValidState == "Valid" && t.StructureType != "多空组合" && t.StructureType != "定义文件型债券收益互换"
                              select new SwapEventEmailResponse
                              {
                                  event_id = f.id,
@@ -82,7 +83,7 @@ namespace YLErp.Modules.SwapModule
                            from em in emTmp.DefaultIfEmpty()
                            select new SwapEventEmailResponse
                            {
-                               event_id=0,
+                               event_id = 0,
                                client_id = f.ClientId,
                                event_type = 3,
                                send_email = em == null ? false : em.send_email,
@@ -95,11 +96,11 @@ namespace YLErp.Modules.SwapModule
             var allReulst = dmaResults.Concat(noDmaResults);
             foreach (var item in allReulst)
             {
-                if (item.event_id>0)
+                if (item.event_id > 0)
                 {
                     if (!item.single.HasValue)
                     {
-                        var singleEvent = allReulst.Count(x => x.client_id == item.client_id&&x.single==null) == 1;
+                        var singleEvent = allReulst.Count(x => x.client_id == item.client_id && x.single == null) == 1;
                         if (singleEvent)
                         {
                             item.single = true;
@@ -133,7 +134,7 @@ namespace YLErp.Modules.SwapModule
             }
             var dmaEmailDatas = request.EventEmailEmails.Where(x => x.event_id == 0).ToList();
             var noDmaEmailDatas = request.EventEmailEmails.Where(x => x.event_id > 0).ToList();
-            var clientDuitys= GetClientDuitys();
+            var clientDuitys = GetClientDuitys();
             DealNoDmaEmail(noDmaEmailDatas, request.ValueDate, clientDuitys);
             DealDmaEmail(dmaEmailDatas, request.ValueDate, clientDuitys);
         }
@@ -157,13 +158,13 @@ namespace YLErp.Modules.SwapModule
                             from se in setemp.DefaultIfEmpty()
                             join em in DbContext.swap_event_email on f.id equals em.event_id into emTmp
                             from em in emTmp.DefaultIfEmpty()
-                            where t.ValidState == "Valid" && t.StructureType != "多空组合" && t.StructureType != "定义文件型债券收益互换" && (em == null|| em.send_email==false)
+                            where t.ValidState == "Valid" && t.StructureType != "多空组合" && t.StructureType != "定义文件型债券收益互换" && (em == null || em.send_email == false)
                             && clientIds.Contains(f.ClientId)
                             && f.UnwindDate == valueDate && f.PayDirection > 0 && eventTypes.Contains(f.EventType) && f.DataState == (int)SwapFlowDateStateEnum.完成
                             select f;
             var flowEventList = flowQuery.ToList();
             var docs = new List<SwapTradeContractDto>();
-            var openFlowEventList= flowEventList.Where(x => x.EventType == (int)SwapFlowEventTypeEnum.开仓).ToList();
+            var openFlowEventList = flowEventList.Where(x => x.EventType == (int)SwapFlowEventTypeEnum.开仓).ToList();
             var closeFlowEventList = flowEventList.Where(x => x.EventType == (int)SwapFlowEventTypeEnum.平仓).ToList();
             docs.AddRange(CheckConfirmDoc(openFlowEventList));
             docs.AddRange(CheckSettlementDoc(closeFlowEventList));
@@ -177,7 +178,7 @@ namespace YLErp.Modules.SwapModule
         /// <exception cref="Exception"></exception>
         private List<SwapTradeContractDto> CheckConfirmDoc(List<swap_flow_event> flowEvents)
         {
-            var tradeIds = flowEvents.Select(s=>s.SwapTradeId).ToList();
+            var tradeIds = flowEvents.Select(s => s.SwapTradeId).ToList();
             var query = from doc in DbContext.trade_contract_document
                         join r in DbContext.trade_contract_r
                         on doc.Code equals r.ContractCode
@@ -189,28 +190,28 @@ namespace YLErp.Modules.SwapModule
                             TradeId = r.TradeId,
                             SwapFlowEventId = r.SwapFlowEventId,
                             FileName = doc.FileName,
-                            TradeNumber= r.TradeNumber,
+                            TradeNumber = r.TradeNumber,
                         };
             var docLsit = query.ToList();
-            List<SwapTradeContractDto> list=new List<SwapTradeContractDto>();
-            List<string> tradeNumbers=new List<string>();
+            List<SwapTradeContractDto> list = new List<SwapTradeContractDto>();
+            List<string> tradeNumbers = new List<string>();
             foreach (var item in flowEvents)
             {
-                SwapTradeContractDto doc= docLsit.FirstOrDefault(f => f.TradeId == item.SwapTradeId);
-                if (doc==null)
+                SwapTradeContractDto doc = docLsit.FirstOrDefault(f => f.TradeId == item.SwapTradeId);
+                if (doc == null)
                 {
                     tradeNumbers.Add(item.SwapTradeNo);
                 }
                 else
                 {
-                    doc.ClientId = item.ClientId??0;
+                    doc.ClientId = item.ClientId ?? 0;
                     doc.SwapFlowEventType = item.EventType;
                     var client = DataCacheProvider.GetClientDataSource().GetData(doc.ClientId);
                     doc.ClientName = client.Name;
                     doc.SwapFlowEventId = item.id;
                     list.Add(doc);
                 }
-                
+
             }
             if (tradeNumbers.Any())
             {
@@ -226,11 +227,11 @@ namespace YLErp.Modules.SwapModule
         /// <exception cref="Exception"></exception>
         private List<SwapTradeContractDto> CheckSettlementDoc(List<swap_flow_event> flowEvents)
         {
-            var flowEventIds= flowEvents.Select(s => s.id).ToList();
+            var flowEventIds = flowEvents.Select(s => s.id).ToList();
             var query = from doc in DbContext.trade_contract_document
                         join r in DbContext.trade_contract_r
                         on doc.Code equals r.ContractCode
-                        where doc.Type == r.Type && r.IsValid && r.Type == ContractTypeEnum.Clearing && flowEventIds.Contains(r.SwapFlowEventId??0)
+                        where doc.Type == r.Type && r.IsValid && r.Type == ContractTypeEnum.Clearing && flowEventIds.Contains(r.SwapFlowEventId ?? 0)
                         select new SwapTradeContractDto
                         {
                             Paths = doc.Paths,
@@ -259,7 +260,7 @@ namespace YLErp.Modules.SwapModule
                     doc.SwapFlowEventId = item.id;
                     list.Add(doc);
                 }
-              
+
             }
             if (tradeNumbers.Any())
             {
@@ -273,13 +274,13 @@ namespace YLErp.Modules.SwapModule
         /// </summary>
         /// <param name="swapTradeContracts"></param>
         /// <param name="valueDate"></param>
-        private void SendNoDmaEmail(List<SwapTradeContractDto> swapTradeContracts,DateTime valueDate, List<ClientDuty> clientDuitys)
+        private void SendNoDmaEmail(List<SwapTradeContractDto> swapTradeContracts, DateTime valueDate, List<ClientDuty> clientDuitys)
         {
-            var flowEventContractGroup = swapTradeContracts.Where(x=>x.SwapFlowEventId>0).GroupBy(g=>g.ClientId);
+            var flowEventContractGroup = swapTradeContracts.Where(x => x.SwapFlowEventId > 0).GroupBy(g => g.ClientId);
             foreach (var item in flowEventContractGroup)
             {
-                var list=item.ToList();
-                if (list.Count==1)//单开单平
+                var list = item.ToList();
+                if (list.Count == 1)//单开单平
                 {
                     SendNodmaEmail(list, valueDate, clientDuitys);
                 }
@@ -296,15 +297,15 @@ namespace YLErp.Modules.SwapModule
         /// <param name="swapTradeContracts"></param>
         /// <param name="valueDate"></param>
         /// <param name="clientDuitys"></param>
-        private void SendNodmaEmail( List<SwapTradeContractDto> swapTradeContracts, DateTime valueDate, List<ClientDuty> clientDuitys)
+        private void SendNodmaEmail(List<SwapTradeContractDto> swapTradeContracts, DateTime valueDate, List<ClientDuty> clientDuitys)
         {
             SwapTradeContractDto swapTradeContract = swapTradeContracts.First();
-            var eventEmail= SaveEventEmail(swapTradeContract.SwapFlowEventId, swapTradeContract.ClientId, valueDate,true);
+            var eventEmail = SaveEventEmail(swapTradeContract.SwapFlowEventId, swapTradeContract.ClientId, valueDate, true);
             var emails = GetEmailTo(clientDuitys, swapTradeContracts);
-            List<string> filePaths=new List<string>();
+            List<string> filePaths = new List<string>();
             string title = $"【{valueDate.ToString("yyyy.MM.dd")}结算说明】{swapTradeContract.ClientName}";
             string content = "";
-            if (swapTradeContract.SwapFlowEventType==(int)SwapFlowEventTypeEnum.开仓)
+            if (swapTradeContract.SwapFlowEventType == (int)SwapFlowEventTypeEnum.开仓)
             {
                 content = GetSingleEventOpenContent(swapTradeContract, valueDate);
             }
@@ -314,7 +315,7 @@ namespace YLErp.Modules.SwapModule
             }
             var file = GetFileName(swapTradeContract.Paths, ".xlsx");
             filePaths.Add(file);
-           var emailMsgId= SendEmailApi(title, emails, content,true, filePaths);
+            var emailMsgId = SendEmailApi(title, emails, content, true, filePaths);
             eventEmail.email_msg_id = emailMsgId;
             eventEmail.send_email = true;
             DbContext.SaveChanges();
@@ -344,19 +345,19 @@ namespace YLErp.Modules.SwapModule
                 swapEventEmails.Add(eventEmail);
             }
             Dictionary<string, JToken> dic = new Dictionary<string, JToken>();
-            var clientName= swapTradeContracts.First().ClientName;
+            var clientName = swapTradeContracts.First().ClientName;
             dic["clientName"] = clientName;
             dic["settlementDate"] = valueDate.ToString("yyyy.MM.dd");
-            var openEvents = swapTradeContracts.Where(x=>x.SwapFlowEventType== (int)SwapFlowEventTypeEnum.开仓).ToList();
-            var closeEvents= swapTradeContracts.Where(x => x.SwapFlowEventType == (int)SwapFlowEventTypeEnum.平仓).ToList();
-           var openAmount= DealOpenEventData(openEvents,dic);
-           var closeAmount= DealCloseEventData(closeEvents,dic);
+            var openEvents = swapTradeContracts.Where(x => x.SwapFlowEventType == (int)SwapFlowEventTypeEnum.开仓).ToList();
+            var closeEvents = swapTradeContracts.Where(x => x.SwapFlowEventType == (int)SwapFlowEventTypeEnum.平仓).ToList();
+            var openAmount = DealOpenEventData(openEvents, dic);
+            var closeAmount = DealCloseEventData(closeEvents, dic);
             var totalAmount = openAmount + closeAmount;
             dic["payAmount"] = Math.Abs(totalAmount).ToString("0.######");
             dic["payDirect"] = totalAmount >= 0 ? "我方" : "客户";
-            content = GetComplexEventContent(dic,valueDate, clientName);
+            content = GetComplexEventContent(dic, valueDate, clientName);
             var swapEventEmailIds = swapEventEmails.Select(s => s.id).ToList();
-           var emailMsgId= SendEmailApi(title, emails, content, true, filePaths);
+            var emailMsgId = SendEmailApi(title, emails, content, true, filePaths);
             swapEventEmails.ForEach(x =>
             {
                 x.send_email = true;
@@ -372,11 +373,11 @@ namespace YLErp.Modules.SwapModule
         private decimal DealOpenEventData(List<SwapTradeContractDto> swapTradeContracts, Dictionary<string, JToken> dic)
         {
             var tradeIds = swapTradeContracts.Select(s => s.TradeId).Distinct().ToList();
-            var trades = DbContext.trade.Where(x=>tradeIds.Contains(x.id)).ToList();
+            var trades = DbContext.trade.Where(x => tradeIds.Contains(x.id)).ToList();
             var swapPositions = DbContext.swap_position.Where(x => tradeIds.Contains(x.SwapTradeId) && x.IsInitial && !x.Invalid).ToList();
             var posiList = swapPositions.Where(x => x.PosiDirection > 0);
-            var stockNotional = posiList.Sum(s=>s.PosiNotionalValue)/ wan;
-         
+            var stockNotional = posiList.Sum(s => s.PosiNotionalValue) / wan;
+
             var notionalStock = stockNotional;
             if (stockNotional >= wan)
             {
@@ -385,17 +386,17 @@ namespace YLErp.Modules.SwapModule
             dic["openTotal"] = trades.Count;
             dic["openNotionalStock"] = (notionalStock).ToString("0.######") + (stockNotional >= wan ? "亿" : "万");
             string tradeNumbers = string.Empty;
-            decimal marginAmountTotal = 0; 
-            foreach ( var t in trades)
+            decimal marginAmountTotal = 0;
+            foreach (var t in trades)
             {
-                var marginAmount = swapPositions.Where(x => marginTypes.Contains(x.InterestMode) && x.PosiStartDate == t.StartDate&&x.SwapTradeId==t.id).Sum(s => s.InterestPrincipalFix * (s.InterestDirection == 1 ? -1 : 1));
+                var marginAmount = swapPositions.Where(x => marginTypes.Contains(x.InterestMode) && x.PosiStartDate == t.StartDate && x.SwapTradeId == t.id).Sum(s => s.InterestPrincipalFix * (s.InterestDirection == 1 ? -1m : 1m));
                 marginAmountTotal += marginAmount;
-                tradeNumbers += $"<p>合约编号 {t.TradeNumber}</p>"; 
+                tradeNumbers += $"<p>合约编号 {t.TradeNumber}</p>";
             }
             marginAmountTotal /= wan;
             dic["openTradeNumber"] = tradeNumbers;
             dic["openPaySide"] = marginAmountTotal > 0 ? "我方" : "";
-            dic["openMarginAmount"] = Math.Abs(marginAmountTotal).ToString("0.######"); 
+            dic["openMarginAmount"] = Math.Abs(marginAmountTotal).ToString("0.######");
             return marginAmountTotal;
         }
         /// <summary>
@@ -403,26 +404,26 @@ namespace YLErp.Modules.SwapModule
         /// </summary>
         /// <param name="swapTradeContracts"></param>
         /// <param name="dic"></param>
-        private decimal DealCloseEventData(List<SwapTradeContractDto> swapTradeContracts,Dictionary<string, JToken> dic)
+        private decimal DealCloseEventData(List<SwapTradeContractDto> swapTradeContracts, Dictionary<string, JToken> dic)
         {
-            var flowEventIds = swapTradeContracts.Select(s=>s.SwapFlowEventId).ToList();
-            var swapFlowEvents = DbContext.swap_flow_event.Where(x=> flowEventIds.Contains(x.id)).ToList();
-            var eventIds = swapFlowEvents.Select(s=>s.EventId).Distinct().ToList();
-            var swapEvents = DbContext.swap_event.Where(x=> eventIds.Contains(x.id)).ToList();
+            var flowEventIds = swapTradeContracts.Select(s => s.SwapFlowEventId).ToList();
+            var swapFlowEvents = DbContext.swap_flow_event.Where(x => flowEventIds.Contains(x.id)).ToList();
+            var eventIds = swapFlowEvents.Select(s => s.EventId).Distinct().ToList();
+            var swapEvents = DbContext.swap_event.Where(x => eventIds.Contains(x.id)).ToList();
             decimal stockNotionalTotal = 0;
             decimal swapCloseAmountTotal = 0;
-           string tradeNumbers=string.Empty;
-            foreach ( var swapEvent in swapEvents)
+            string tradeNumbers = string.Empty;
+            foreach (var swapEvent in swapEvents)
             {
                 var unwindData = JsonHelper.Deserialize<UnwindData>(swapEvent.EventData);
-                var flowEvent = swapFlowEvents.Where(x=>x.EventId== swapEvent.id).First();
+                var flowEvent = swapFlowEvents.Where(x => x.EventId == swapEvent.id).First();
                 var stockNotional = unwindData.CloseNotionalValue / wan;
                 var marginAmount = unwindData.SwapMarginAmount / wan;
                 stockNotionalTotal += stockNotional;
-                swapCloseAmountTotal += -(unwindData.SwapCloseAmount + unwindData.SwapMarginRebatePnl- unwindData.SwapMarginAmount) / wan;
+                swapCloseAmountTotal += -(unwindData.SwapCloseAmount + unwindData.SwapMarginRebatePnl - unwindData.SwapMarginAmount) / wan;
                 tradeNumbers += $"<p>合约编号 {flowEvent.SwapTradeNo}</p>";
             }
-           
+
             var notionalStock = stockNotionalTotal;
             if (stockNotionalTotal >= wan)
             {
@@ -441,7 +442,7 @@ namespace YLErp.Modules.SwapModule
         /// <param name="valueDate"></param>
         /// <param name="clientName"></param>
         /// <returns></returns>
-        private string GetComplexEventContent(Dictionary<string, JToken> dic,DateTime valueDate,string clientName)
+        private string GetComplexEventContent(Dictionary<string, JToken> dic, DateTime valueDate, string clientName)
         {
             var sourcePath = OtcAppContext.MapPath("~/App_Docs/导出模板");
             string templatePath = Path.Combine(sourcePath, "资金提示-轧差支付模板.docx");
@@ -464,9 +465,9 @@ namespace YLErp.Modules.SwapModule
         /// <param name="valueDate"></param>
         /// <param name="single"></param>
         /// <returns></returns>
-        private SwapEventEmail SaveEventEmail(long? eventId,int clientId,DateTime valueDate,bool single)
+        private SwapEventEmail SaveEventEmail(long? eventId, int clientId, DateTime valueDate, bool single)
         {
-            var swapEventEmail = DbContext.swap_event_email.FirstOrDefault(x=>x.event_id==eventId&&x.client_id== clientId && x.event_date==valueDate);
+            var swapEventEmail = DbContext.swap_event_email.FirstOrDefault(x => x.event_id == eventId && x.client_id == clientId && x.event_date == valueDate);
             if (swapEventEmail == null)
             {
                 swapEventEmail = new SwapEventEmail()
@@ -475,14 +476,14 @@ namespace YLErp.Modules.SwapModule
                     event_id = eventId,
                     client_id = clientId,
                     single = single,
-                    send_remark= single?"结算提示-单开单平": "结算提示-轧差支付"
+                    send_remark = single ? "结算提示-单开单平" : "结算提示-轧差支付"
                 };
-                swapEventEmail.SetCreator(UserId,UserName);
+                swapEventEmail.SetCreator(UserId, UserName);
                 swapEventEmail.SetOpt(UserId, UserName);
                 DbContext.swap_event_email.Add(swapEventEmail);
                 DbContext.SaveChanges();
             }
-           return swapEventEmail;
+            return swapEventEmail;
         }
 
         /// <summary>
@@ -503,7 +504,7 @@ namespace YLErp.Modules.SwapModule
                     event_id = eventId,
                     client_id = clientId,
                     single = false,
-                    send_remark =  "追缴预付金Email" 
+                    send_remark = "追缴预付金Email"
                 };
                 swapEventEmail.SetCreator(UserId, UserName);
                 swapEventEmail.SetOpt(UserId, UserName);
@@ -520,13 +521,13 @@ namespace YLErp.Modules.SwapModule
         private void DealDmaEmail(List<EventEmail> EventEmailEmails, DateTime valueDate, List<ClientDuty> clientDuitys)
         {
             var clientIds = EventEmailEmails.Select(x => x.client_id).ToList();
-            var clientEmailDic= GetEmailTo(clientDuitys, clientIds);
-           
-            var clientSpans= DbContext.client_span.Where(x => clientIds.Contains(x.ClientId) && x.ValueDate == valueDate && x.WorstCastClientPayable < 0 && x.SpanType == ClientSpan.SpanType_Eod).ToList();
+            var clientEmailDic = GetEmailTo(clientDuitys, clientIds);
+
+            var clientSpans = DbContext.client_span.Where(x => clientIds.Contains(x.ClientId) && x.ValueDate == valueDate && x.WorstCastClientPayable < 0 && x.SpanType == ClientSpan.SpanType_Eod).ToList();
             foreach (var clientSpan in clientSpans)
             {
                 var client = DataCacheProvider.GetClientDataSource().GetData(clientSpan.ClientId);
-                if (client==null)
+                if (client == null)
                 {
                     continue;
                 }
@@ -549,9 +550,9 @@ namespace YLErp.Modules.SwapModule
         private List<ClientDuty> GetClientDuitys()
         {
             using var db = new ClientDBContext();
-            var clientContacts = db.clientduty.Where(x => x.ApprovalOrder < 1 
+            var clientContacts = db.clientduty.Where(x => x.ApprovalOrder < 1
                && (x.DeadLine == null || x.DeadLine > DateTime.Now)
-               && x.IsReceiveEmail == 1 && x.Email != null 
+               && x.IsReceiveEmail == 1 && x.Email != null
                && x.ContactTypeId.Contains("4"))
                 .ToList();
             return clientContacts;
@@ -564,15 +565,15 @@ namespace YLErp.Modules.SwapModule
         /// <param name="swapTradeContracts"></param>
         /// <returns></returns>
         /// <exception cref="Exception"></exception>
-        private string GetEmailTo(List<ClientDuty> clientDuitys,List<SwapTradeContractDto> swapTradeContracts)
+        private string GetEmailTo(List<ClientDuty> clientDuitys, List<SwapTradeContractDto> swapTradeContracts)
         {
-            var clientIds= swapTradeContracts.Select(s=>s.ClientId).Distinct().ToList();
-           var clientDuityQuery = clientDuitys.Where(x=> clientIds.Contains(x.ClientId??0));
+            var clientIds = swapTradeContracts.Select(s => s.ClientId).Distinct().ToList();
+            var clientDuityQuery = clientDuitys.Where(x => clientIds.Contains(x.ClientId ?? 0));
             List<string> clientNumbers = new List<string>();
             foreach (var swapTradeContract in swapTradeContracts.GroupBy(g => g.ClientId))
             {
                 var clientNumber = swapTradeContract.ToList().First().ClientName;
-                if (!clientDuityQuery.Any(x=>x.ClientId== swapTradeContract.Key))
+                if (!clientDuityQuery.Any(x => x.ClientId == swapTradeContract.Key))
                 {
                     clientNumbers.Add(clientNumber);
                 }
@@ -581,7 +582,7 @@ namespace YLErp.Modules.SwapModule
             {
                 throw new Exception($"客户{string.Join(",", clientNumbers)}未维护职责类型为联系人且接收相关邮件选项为是");
             }
-            var emails = clientDuityQuery.Select(s=>s.Email).Distinct().ToList();
+            var emails = clientDuityQuery.Select(s => s.Email).Distinct().ToList();
             return string.Join(";", emails);
         }
         /// <summary>
@@ -591,11 +592,11 @@ namespace YLErp.Modules.SwapModule
         /// <param name="trades"></param>
         /// <returns></returns>
         /// <exception cref="Exception"></exception>
-        private Dictionary<int,string> GetEmailTo(List<ClientDuty> clientDuitys,List<int> clientIds)
+        private Dictionary<int, string> GetEmailTo(List<ClientDuty> clientDuitys, List<int> clientIds)
         {
             var clientDuityQuery = clientDuitys.Where(x => clientIds.Contains(x.ClientId ?? 0));
             List<string> clientNumbers = new List<string>();
-            Dictionary<int, string> dic=new Dictionary<int, string>();
+            Dictionary<int, string> dic = new Dictionary<int, string>();
             foreach (var t in clientIds)
             {
                 var client = DataCacheProvider.GetClientDataSource().GetData(t);
@@ -604,7 +605,7 @@ namespace YLErp.Modules.SwapModule
                 {
                     clientNumbers.Add(clientNumber);
                 }
-                var emails = clientDuityQuery.Where(x=>x.ClientId==t).Select(s => s.Email).Distinct().ToList();
+                var emails = clientDuityQuery.Where(x => x.ClientId == t).Select(s => s.Email).Distinct().ToList();
                 dic.Add(t, string.Join(";", emails));
             }
             if (clientNumbers.Any())
@@ -619,28 +620,28 @@ namespace YLErp.Modules.SwapModule
         /// <param name="swapTradeContract"></param>
         /// <param name="valueDate"></param>
         /// <returns></returns>
-        private string GetSingleEventOpenContent(SwapTradeContractDto swapTradeContract,DateTime valueDate)
+        private string GetSingleEventOpenContent(SwapTradeContractDto swapTradeContract, DateTime valueDate)
         {
             var trade = DbContext.trade.Find(swapTradeContract.TradeId);
-            var swapPositions = DbContext.swap_position.Where(x=>x.SwapTradeId== swapTradeContract.TradeId&&x.IsInitial&&!x.Invalid);
-            var marginAmount = swapPositions.Where(x=> marginTypes.Contains(x.InterestMode)&&x.PosiStartDate==trade.StartDate).Sum(s=>s.InterestPrincipalFix*(s.InterestDirection==1?-1:1));
-            var posi = swapPositions.FirstOrDefault(x=>x.PosiDirection>0);
-            Dictionary<string, JToken> dic=new Dictionary<string, JToken>();
+            var swapPositions = DbContext.swap_position.Where(x => x.SwapTradeId == swapTradeContract.TradeId && x.IsInitial && !x.Invalid);
+            var marginAmount = swapPositions.Where(x => marginTypes.Contains(x.InterestMode) && x.PosiStartDate == trade.StartDate).Sum(s => s.InterestPrincipalFix * (s.InterestDirection == 1 ? -1m : 1m));
+            var posi = swapPositions.FirstOrDefault(x => x.PosiDirection > 0);
+            Dictionary<string, JToken> dic = new Dictionary<string, JToken>();
             var stockNotional = posi.PosiNotionalValue / wan;
             marginAmount /= wan;
             var notionalStock = stockNotional;
-            if (stockNotional>= wan)
+            if (stockNotional >= wan)
             {
                 notionalStock /= wan;
             }
             dic["clientName"] = swapTradeContract.ClientName;
             dic["settlementDate"] = valueDate.ToString("yyyy.MM.dd");
             dic["tradeNumber"] = swapTradeContract.TradeNumber;
-            dic["notionalStock"] = notionalStock.ToString("0.######") + (stockNotional >= wan ? "亿":"万");
-            dic["paySide"] = marginAmount>=0? "我方" : "";
-            dic["marginAmount"] = Math.Abs(marginAmount).ToString("0.######"); 
+            dic["notionalStock"] = notionalStock.ToString("0.######") + (stockNotional >= wan ? "亿" : "万");
+            dic["paySide"] = marginAmount >= 0 ? "我方" : "";
+            dic["marginAmount"] = Math.Abs(marginAmount).ToString("0.######");
             dic["payAmount"] = Math.Abs(marginAmount).ToString("0.######");
-            dic["payDirect"] = marginAmount>= 0 ? "我方" : "客户";
+            dic["payDirect"] = marginAmount >= 0 ? "我方" : "客户";
             var sourcePath = OtcAppContext.MapPath("~/App_Docs/导出模板");
             string templatePath = Path.Combine(sourcePath, "资金提示-单开模板.docx");
             var tempFolder = OtcAppContext.MapPath("~/App_Docs/Temp/结算报告");
@@ -651,9 +652,9 @@ namespace YLErp.Modules.SwapModule
                 Directory.CreateDirectory(targetPath);
             }
             var clientName = swapTradeContract.ClientName;
-            var fileName =  $"资金提示-单开{valueDate:yyyyMMdd}_{clientName}";
+            var fileName = $"资金提示-单开{valueDate:yyyyMMdd}_{clientName}";
             var targetFileName = Path.Combine(targetPath, $"{fileName}.docx");
-            return GetEmailContent(templatePath,dic, targetFileName);
+            return GetEmailContent(templatePath, dic, targetFileName);
         }
         /// <summary>
         /// 获取单平邮件内容
@@ -668,7 +669,7 @@ namespace YLErp.Modules.SwapModule
             var unwindData = JsonHelper.Deserialize<UnwindData>(swapEvent.EventData);
             Dictionary<string, JToken> dic = new Dictionary<string, JToken>();
             var stockNotional = unwindData.CloseNotionalValue / wan;
-            var payAmount = -(unwindData.SwapCloseAmount + unwindData.SwapMarginRebatePnl - unwindData.SwapMarginAmount) /wan;
+            var payAmount = -(unwindData.SwapCloseAmount + unwindData.SwapMarginRebatePnl - unwindData.SwapMarginAmount) / wan;
             var notionalStock = stockNotional;
             if (stockNotional >= wan)
             {
@@ -679,7 +680,7 @@ namespace YLErp.Modules.SwapModule
             dic["tradeNumber"] = swapTradeContract.TradeNumber;
             dic["notionalStock"] = notionalStock.ToString("0.######") + (stockNotional >= wan ? "亿" : "万");
             dic["paySide"] = payAmount > 0 ? "我方" : "";
-            dic["marginAmount"] = Math.Abs(payAmount).ToString("0.######");;
+            dic["marginAmount"] = Math.Abs(payAmount).ToString("0.######"); ;
             dic["payAmount"] = Math.Abs(payAmount).ToString("0.######");
             dic["payDirect"] = payAmount > 0 ? "我方" : "客户";
             var sourcePath = OtcAppContext.MapPath("~/App_Docs/导出模板");
@@ -703,11 +704,11 @@ namespace YLErp.Modules.SwapModule
         /// <param name="valueDate"></param>
         /// <param name="marginAmount"></param>
         /// <returns></returns>
-        private string GetDmaContent(string clientName,DateTime valueDate,double marginAmount)
+        private string GetDmaContent(string clientName, DateTime valueDate, double marginAmount)
         {
             Dictionary<string, JToken> dic = new Dictionary<string, JToken>();
             dic["clientName"] = clientName;
-            dic["settlementDate"] = valueDate.ToString("yyyy.MM.dd"); 
+            dic["settlementDate"] = valueDate.ToString("yyyy.MM.dd");
             dic["marginAmount"] = marginAmount;
             var sourcePath = OtcAppContext.MapPath("~/App_Docs/导出模板");
             string templatePath = Path.Combine(sourcePath, "资金提示-追加预付金模板.docx");
@@ -726,7 +727,7 @@ namespace YLErp.Modules.SwapModule
         {
             var varDic = new JsonVarDic(modelDic);
             OfficeFileConverter.ConvertByUsingDocTemplate(templatePath, outputFilePath, varDic, false);
-            string content= DocHelper.GetContent(outputFilePath);
+            string content = DocHelper.GetContent(outputFilePath);
             File.Delete(outputFilePath);
             return content;
         }
@@ -738,22 +739,9 @@ namespace YLErp.Modules.SwapModule
         /// <param name="body"></param>
         /// <param name="isBodyHtml"></param>
         /// <param name="filesToAttach"></param>
-        private string SendEmailApi(string subject,string mailTo,string body,bool isBodyHtml,List<string> filesToAttach)
+        private string SendEmailApi(string subject, string mailTo, string body, bool isBodyHtml, List<string> filesToAttach)
         {
-            //去重
-            var toSet = mailTo.Split(new[] { ';', ',', '，' }, StringSplitOptions.RemoveEmptyEntries)
-                .ToHashSet(StringComparer.OrdinalIgnoreCase);
-
-            var mailToArr = toSet.ToArray();
-           return MailSender.SendApi(new MailSendingOption
-            {
-                MailTo = mailToArr,
-                Subject = subject,
-                Body = body,
-                IsBodyHtml = isBodyHtml,
-                FilesToAttach = filesToAttach,
-                CC = string.Empty
-            });
+            return EmailHelper.SendMail(mailTo, subject, body, isBodyHtml, filesToAttach);
         }
 
         private string GetFileName(string baseName, string sufferFix)

YLErpDAL/Modules/SwapModule/SwapFlowService.cs

@@ -149,6 +149,7 @@ namespace YLErp.Modules.SwapModule
         public SearchListResult<swap_flow_event> SearchEventList(SwapFlowQueryRequest req)
         {
             var predicate = PredicateBuilder.Create<swap_flow_event>(n =>n.PositionType>0&&n.DataState>0);
+            List<int> eventTypes = new List<int>() { (int)SwapEventTypeEnum.确认交易, (int)SwapEventTypeEnum.平仓 };
             if (req.TradeDate.HasValue)
             {
                 predicate = predicate.And(n=>n.EventDate==req.TradeDate);
@@ -175,7 +176,7 @@ namespace YLErp.Modules.SwapModule
             }
             var eventQuery =from se in  DbContext.swap_flow_event.Where(predicate)
                             join t in DbContext.trade.Where(x=>x.ValidState==ConsGlobal.Valid) on se.SwapTradeId equals t.id
-                            join s in DbContext.swap_event.Where(x=>!x.Invalid) on se.EventId equals s.id into stemp
+                            join s in DbContext.swap_event.Where(x => !x.Invalid && eventTypes.Contains(x.EventType)) on se.EventId equals s.id into stemp
                             from s in stemp.DefaultIfEmpty()
                             select se;
 
@@ -262,7 +263,7 @@ namespace YLErp.Modules.SwapModule
                 exportModel.PayDate = item.PayDate.OtcFormatDate();
                 exportModel.SwapTradeNo = item.SwapTradeNo;
                 exportModel.SwapPositionIdPadding = item.SwapPositionIdPadding;
-                exportModel.EventType = ((SwapEventTypeEnum)item.EventType).ToString();
+                exportModel.EventType = ((SwapFlowEventTypeEnum)item.EventType).ToString();
                 exportModel.EventReason = item.EventReason;
                 exportModel.PayDirection = ((SwapDirectionEnum)item.PayDirection).ToString();
                 exportModel.PositionType = item.PositionType==1?"多头":"空头";

YLErpDAL/Modules/SwapModule/SwapTradeAutoService.cs

@@ -23,6 +23,7 @@ using YLErp.Model;
 using YLErp.Model.Enum;
 using YLErp.Models;
 using YLErp.Modules.AppModule;
+using YLErp.Modules.EodModule.QueryModule;
 using YLErp.Modules.RiskModule;
 using YLErp.Modules.TradeMsgOutputModule;
 using YLErp.QdpModule;
@@ -118,8 +119,9 @@ namespace YLErp.Modules.SwapModule
             string sql = $"select cd.id,{selectStr},co.settl_type from client_deal cd inner join client_order co on co.id=cd.client_order_id where cd.create_time<'{tomorrowDate.ToString("yyyy-MM-dd")}' and cd.create_time>='{valueDate.ToString("yyyy-MM-dd")}'";
             return sql;
         }
-        public void ResetTradeByDate(DateTime valueDate, Action<decimal>? action, List<int> tradeIds)
+        public void ResetTradeByDate(DateTime valueDate, int? clientId, string underlyingCode, Action<decimal>? action, List<int> tradeIds)
         {
+
             var swapEvents = DbContext.swap_event.Where(x => x.EventReason.Contains("自动") && x.ValueDate == valueDate);
             //bool resetSingle = false;
             if (tradeIds == null || tradeIds.Count() == 0)
@@ -133,21 +135,25 @@ namespace YLErp.Modules.SwapModule
             var swaptrades = DbContext.trade.Where(x => tradeIds.Contains(x.id) && x.ValidState != ConsGlobal.InValid).ToList();
             var swapflowMerges = DbContext.swap_flow_merge.Where(x => x.OccurTime == valueDate);
             var swapflowDeals = DbContext.swap_flow_deal.Where(x => x.OccurDate == valueDate);
-            var swapFlows = DbContext.swap_flow.Where(x => x.OccurTime == valueDate).ToList();
-            //if (resetSingle == true)
-            //{
-            //    var trade = swaptrades.FirstOrDefault();
-            //    if (trade != null)
-            //    {
-            //        swapFlows = swapFlows.Where(x => x.ClientId == trade.ClientId && x.UnderlyingCode == trade.UnderlyingCode).ToList();
-            //    }
-            //}
+            var swapFlows = DbContext.swap_flow.Where(x => x.OccurTime == valueDate);
+            if (clientId.HasValue)
+            {
+                swapFlows = swapFlows.Where(x => x.ClientId == clientId);
+                swapflowDeals = swapflowDeals.Where(x => x.ClientId == clientId);
+                swapflowMerges = swapflowMerges.Where(x => x.ClientId == clientId);
+            }
+            if (!string.IsNullOrEmpty(underlyingCode))
+            {
+                swapFlows = swapFlows.Where(x => x.UnderlyingCode == underlyingCode);
+                swapflowMerges = swapflowMerges.Where(x => x.UnderlyingCode == underlyingCode);
+                swapflowDeals = swapflowDeals.Where(x => x.UnderlyingCode == underlyingCode);
+            }
             var trsDealIds = swapFlows.Where(x => x.trs_deal_id > 0).Select(s => s.trs_deal_id ?? 0).ToList();
             var swaptradesCount = swaptrades.Count();
             decimal backProcessedCount = 0;
             if (swaptradesCount == 0)
             {
-                backProcessedCount=100;
+                backProcessedCount = 100;
             }
             foreach (var td in swaptrades)
             {
@@ -162,7 +168,6 @@ namespace YLErp.Modules.SwapModule
             DbContext.swap_flow_merge.RemoveRange(swapflowMerges);
             DbContext.swap_flow_deal.RemoveRange(swapflowDeals);
             DbContext.SaveChanges();
-
         }
 
         /// <summary>
@@ -550,7 +555,7 @@ namespace YLErp.Modules.SwapModule
                 }
                 if (cashNeedAfter)
                 {
-                    var flowEvents = DbContext.swap_flow_event.Where(x => x.EventDate == flowMerge.OccurTime && x.PayDate > x.UnwindDate && x.EventType == (int)SwapFlowEventTypeEnum.平仓 && x.DataState == (int)SwapFlowDateStateEnum.完成 &&x.ClientId== flowMerge.ClientId);
+                    var flowEvents = DbContext.swap_flow_event.Where(x => x.EventDate == flowMerge.OccurTime && x.PayDate > x.UnwindDate && x.EventType == (int)SwapFlowEventTypeEnum.平仓 && x.DataState == (int)SwapFlowDateStateEnum.完成 && x.ClientId == flowMerge.ClientId && x.PayDirection > 0);
                     var tradeIds = flowEvents.Select(s=>s.SwapTradeId).Distinct();
                     var trades = DbContext.trade.Where(x=> tradeIds.Contains(x.id)&&x.ValidState!=ConsGlobal.InValid);
                     cashNeedAfter = !trades.Any();

YLErpDAL/Modules/SwapModule/TRSHedgingOrderService.cs

@@ -97,7 +97,7 @@ namespace YLErp.Modules.SwapModule
                 tradeIds = swapEvents.Select(s => s.SwapTradeId).ToList();
                 var swaptrades = DbContext.trade.Where(x => tradeIds.Contains(x.id) && x.ClientId == swapFlow.ClientId && x.UnderlyingCode == swapFlow.UnderlyingCode && x.ValidState != ConsGlobal.InValid).AsNoTracking().ToList();
                 tradeIds = swaptrades.Select(s => s.id).ToList();
-                new SwapTradeAutoService(OptUserInfo.SystemUser).ResetTradeByDate(swapFlow.OccurTime.Value, null, tradeIds);
+                new SwapTradeAutoService(OptUserInfo.SystemUser).ResetTradeByDate(swapFlow.OccurTime.Value, swapFlow.ClientId, swapFlow.UnderlyingCode, null, tradeIds);
             }
             var _swapFlow = DbContext.swap_flow.Where(x => x.trs_deal_id == swapFlow.trs_deal_id).FirstOrDefault();
             if (_swapFlow != null)

YLErpDAL/Modules/TradeModule/DealModule/TradeExpireConfirmService.cs

@@ -283,7 +283,7 @@ namespace YLErp.Modules.TradeModule.DealModule
             var underlyingIds = tradeUnwindTrades.Select(t => t.UnderlyingId).ToList();
             var EodPriceProvider = new EodPriceProvider(valueDate);
             //批量结算的全是现金流交易就不用结算价
-            if (!EodPriceQueryService.CheckDbExists(valueDate, preday) && tradeQuery.Any(t => t.TradeType != "现金流交易"))
+            if (!EodPriceQueryService.CheckDbExists(valueDate) && tradeQuery.Any(t => t.TradeType != "现金流交易"))
             {
                 throw new ServiceException($"当日交易的结算价或收盘价未找到！");
             }

YLErpWeb/Controllers/PricingController.cs

@@ -539,26 +539,24 @@ namespace YLErp.Web.Controllers
                     netPrice = price;
                     if (udm.IsBond())
                     {
-                       var date = QdpCalendarHelper.GetNonHolidayDefore(valuedateBLL.ValueDate.AddDays(-1));
-                        if (EodPriceQueryService.TryGetBondEodPrice(date, underlyingCode, out var eodPrice))
+                        if (EodPriceQueryService.TryGetBondEodPrice(valuedateBLL.ValueDate, underlyingCode, out var eodPrice))
                         {
                             price = eodPrice.ClosePrice;
                             netPrice = eodPrice.SettlePrice;
                         }
                         else
                         {
-                            price = price *Convert.ToDouble( ConsGlobal.bondPriceMultiple);
+                            price = price * Convert.ToDouble(ConsGlobal.bondPriceMultiple);
                             netPrice = price;
                         }
                     }
-                  
+
                 }
                 if (tradeDate != null && tradeDate != valuedateBLL.ValueDate)
                 {
                     var date = Convert.ToDateTime(tradeDate);
                     if (udm.IsBond())
                     {
-                        date = QdpCalendarHelper.GetNonHolidayDefore(date.AddDays(-1));
                         if (EodPriceQueryService.TryGetBondEodPrice(date, underlyingCode, out var eodPrice))
                         {
                             price = eodPrice.ClosePrice;
@@ -573,7 +571,7 @@ namespace YLErp.Web.Controllers
                             netPrice = eodPrice.SettlePrice;
                         }
                     }
-                   
+
                 }
             }
 

YLErpWeb/Controllers/SwapTrade2Controller.cs

@@ -254,7 +254,7 @@ namespace YLErp.Web.Controllers
         /// <returns></returns>
         public JsonResult TradeBackByDate(TradeBackModel model)
         {
-            new SwapTradeService(CurUser).TradeBack(model.TradeId, model.ValueDate);
+            new SwapTradeService(CurUser).TradeBack(model.TradeId, model.TradeDate);
             return JsonSuccess("回退成功");
         }
         /// <summary>
@@ -1050,5 +1050,16 @@ namespace YLErp.Web.Controllers
             return JsonSuccess("更新成功");
 
         }
+        /// <summary>
+        /// 发送确认书邮件
+        /// </summary>
+        /// <param name="tradeId"></param>
+        /// <returns></returns>
+        public JsonResult SendConfimEmail(int tradeId)
+        {
+            SwapEndConfirmService service = new SwapEndConfirmService(CurUser);
+            var result = service.SendConfirmEamil(tradeId);
+            return JsonSuccess(result);
+        }
     }
 }

YLErpWeb/Controllers/tradeController.cs

@@ -4276,6 +4276,7 @@ namespace YLErp.Web.Controllers
                                                  tradeContractR.id,
                                                  tradeContractR.TradeId,
                                                  tradeContractR.ContractCode,
+                                                 tradeContractR.send_email_result,
                                                  tradeContractDoc = tradeContractDoc2
                                              }).ToList();
               
@@ -4287,6 +4288,7 @@ namespace YLErp.Web.Controllers
                         trade.SyntheticUnderlyingTipsInfo = synthetic_underlyingBLL.GetUnderlyingTipsInfo(trade.UnderlyingCode);
                     }
                     var tradeContractinfo = tradeContractCodeList.FirstOrDefault(t => t.TradeId == trade.id);
+                    trade.MetaDic["send_email_result"] = "";
                     if (tradeContractinfo != null)
                     {
                         trade.ContractCode = tradeContractinfo.ContractCode;
@@ -4324,6 +4326,7 @@ namespace YLErp.Web.Controllers
                             //        trade.MetaDic["ContractDocUrl"] = Path.ChangeExtension((trade.MetaDic["ContractDocUrl"] ?? ""), "pdf");
                             //    }
                             //}
+                            trade.MetaDic["send_email_result"] = string.IsNullOrEmpty(tradeContractinfo.send_email_result) ? "未发送" : tradeContractinfo.send_email_result;
                         }
                     }
                     if (PS.Config.Is物产中大)

YLErpWeb/Controllers/underlying_managerController.cs

@@ -290,7 +290,6 @@ namespace YLErp.Web.Controllers
             }
             if (data.IsBond())
             {
-                valuedate =  QdpCalendarHelper.GetNonHolidayDefore(valuedate.Value.AddDays(-1));
                 //系统日期当天优先取日终价格如果取不到则使用行情价格
                 if (EodPriceQueryService.TryGetBondEodPrice(valuedate.Value, code, out var eodPrice))
                 {
@@ -310,7 +309,7 @@ namespace YLErp.Web.Controllers
                     price = eodPrice.GetPrice((SettlementTypeEnum)settlementType);
                 }
             }
-            
+
             if (valuedate != systemDate)
             {
                 return JsonError("获取不到日终价格");

YLErpWeb/Hubs/SwapConfirmSendEmailHub.cs

@@ -0,0 +1,108 @@
+using Microsoft.AspNetCore.SignalR;
+using YLErp.DBModels;
+using YLErp.Enums;
+using YLErp.MailKit;
+using YLErp.Modules.RiskModule;
+using YLErp.Modules.SwapModule;
+using static YLErp.ConsGlobal;
+
+namespace YLErp.Web.Hubs
+{
+    public class SwapConfirmSendEmailHub : Hub
+    {
+        private static bool isProcessing = false;
+        static readonly Dictionary<string, DateTime> _dic = new Dictionary<string, DateTime>(StringComparer.OrdinalIgnoreCase);
+        static readonly Dictionary<int, string> _clientProgressDic = new Dictionary<int, string>();
+        public async Task StartProcessing(string jsonString)
+        {
+            SwapTradeSendEmailReq req = JsonHelper.Deserialize<SwapTradeSendEmailReq>(jsonString);
+            var connectionId = Context.ConnectionId;
+            var client = Clients.Client(connectionId);
+            if (Context.User == null)
+            {
+                await client.SendAsync("ExceptionMessage", "登录已失效，请重新登录");
+                return;
+            }
+            var user = Server.CacheProvider.Get("loginUser^" + Context.User.GetUserId()) as UserInfo;
+            if (user == null)
+            {
+                await client.SendAsync("ExceptionMessage", "登录已失效，请重新登录");
+                return;
+            }
+            var service = new SwapEndConfirmService(user);
+            if (isProcessing)
+            {
+                await client.SendAsync("ExceptionMessage", "正在发送邮件，请稍后再试");
+                foreach (var tradeId in req.tradeIds) {
+                    var msg= GetProcess(tradeId,async (d) => {
+                        await client.SendAsync("UpdateProgress", getUpdateProcess(tradeId, d));
+                    });
+                   await client.SendAsync("UpdateProgress", getUpdateProcess(tradeId, msg));
+                }
+                await client.SendAsync("ProcessCompleted", "");
+                return;
+            }
+            try
+            {
+                isProcessing = true;
+                _clientProgressDic.Clear();
+                _dic.Clear();
+                foreach (var tradeId in req.tradeIds)
+                {
+                    _clientProgressDic[tradeId] = "发送中";
+                    await client.SendAsync("UpdateProgress", getUpdateProcess(tradeId, "发送中"));
+                    if (PS.Config.ErpElement.MailMessageRateLimit > 0)
+                    {
+                        var milliSeconds = 60d * 1000 / PS.Config.ErpElement.MailMessageRateLimit;
+
+                        lock (_dic)
+                        {
+                            if (_dic.TryGetValue("sendEmail", out var dt))
+                            {
+                                while (dt < DateTime.Now && dt.AddMilliseconds(milliSeconds) > DateTime.Now)
+                                {
+                                    Thread.Sleep(500);
+                                }
+                            }
+                            _dic["sendEmail"] = DateTime.Now;
+                        }
+                    }
+                    var result = service.SendConfirmEamil(tradeId);
+                    _clientProgressDic[tradeId] = result;
+                   await client.SendAsync("UpdateProgress", getUpdateProcess(tradeId, result));
+                }
+                isProcessing = false;
+                await client.SendAsync("ProcessCompleted", "");
+            }
+            catch (Exception ex)
+            {
+                isProcessing = false;
+                await client.SendAsync("ExceptionMessage", ex.Message);
+            }
+        }
+        private string GetProcess(int tradeId,Action<string> action)
+        {
+            if (_clientProgressDic.ContainsKey(tradeId))
+            {
+                string process= _clientProgressDic[tradeId];
+                if (action != null&& process=="发送中")
+                {
+                    action.Invoke(process);
+                    Thread.Sleep(1000);
+                    return GetProcess(tradeId, action);
+                }
+                return process;
+            }
+            return "";
+        }
+        private string getUpdateProcess(int tradeId,string msg)
+        {
+            SwapTradeSendEmailResp resp = new SwapTradeSendEmailResp()
+            {
+                tradeId = tradeId,
+                send_email_result = msg
+            };
+            return JsonHelper.Serialize(resp);
+        }
+    }
+}

YLErpWeb/Hubs/SwapFlowResetHub.cs

@@ -41,9 +41,9 @@ namespace YLErp.Web.Hubs
             {
                var tradeIds= service.GetNeedResetTradeIds(req.clientId, req.underlyingCode, req.tradeDate);
                 isProcessing = true;
-                service.ResetTradeByDate(req.tradeDate, (progress) =>
+                service.ResetTradeByDate(req.tradeDate, req.clientId, req.underlyingCode, (progress) =>
                 {
-                    client.SendAsync("UpdateProgress",Math.Round(progress,2));
+                    client.SendAsync("UpdateProgress", Math.Round(progress, 2));
                 }, tradeIds);
                 isProcessing = false;
                 await client.SendAsync("ProcessCompleted", "");

YLErpWeb/Models/TradeBackModel.cs

@@ -9,9 +9,9 @@ namespace YLErp.Web.Models
         /// <summary>
         /// 回退到某一时间
         /// </summary>
-        [DisplayName("回退至")]
+        //[DisplayName("回退至")]
         public DateTime ValueDate { get; set; }
-
+        [DisplayName("回退至")]
         public DateTime TradeDate { get; set; }
     }
 }

YLErpWeb/Program.cs

@@ -153,6 +153,7 @@ try
     {
         endpoints.MapHub<SwapFlowCombookingHub>("/swapflow/combookinghub"); // 映射Hub路径  
         endpoints.MapHub<SwapFlowResetHub>("/swapflow/resethub"); // 映射Hub路径  
+        endpoints.MapHub<SwapConfirmSendEmailHub>("/tradeconfirm/sendemailhub"); // 映射Hub路径  
     });
     var provider = new FileExtensionContentTypeProvider();
     provider.Mappings[".pdf"] = "application/pdf";

YLErpWeb/Views/SwapTrade2/tradeBack.cshtml

@@ -5,7 +5,7 @@
 }
 
 @section JS
-{
+    {
     <script type="text/javascript">
         $(function () {
             $(".datepicker").datepicker({ changeMonth: true, changeYear: true, showButtonPanel: true, showOtherMonths: true, selectOtherMonths: true });
@@ -46,7 +46,7 @@
 <form id="tradeBackForm" method="post" onsubmit="return false;">
     <div class="form-layout">
         <input type="hidden" value="@Model.TradeId" name="TradeId" id="TradeId" />
-        @Html.MyDateFor(model => model.ValueDate, true)
+        @Html.MyDateFor(model => model.TradeDate, true)
     </div>
 
     <div class="form-buttons">

YLErpWeb/Views/TradeConfirmBook/Index.cshtml

@@ -45,6 +45,7 @@
     </style>
 }
 @section JS{
+    <script src="~/statics/libs/signalr/dist/browser/signalr.min.js"></script>
     <script src="~/Scripts/app/tradeHelper.js?v=@HtmlUtil.JsVersion"></script>
     <script type="text/javascript">
         var page = @Json.Serialize(pageObj);
@@ -85,6 +86,7 @@
         @MyControls.Btn("批量生成交易确认书", "BatchCreateContracts()")
     }
     @MyControls.Btn("批量下载交易确认书", "BatchDownLoadDoc()")
+    <button class="btn btn-primary" id="batchSendEmail" style="margin-left:16px;">批量发送邮件</button>
     @if (PS.GetErpConfig().IsAutoSealAndUploadFiles && !PS.GetErpConfig().IsAutoSealAfterGeneratedBook)
     {
         @MyControls.Btn("批量确认书用印", "BatchSealContracts()")

YLErpWeb/wwwroot/Scripts/app/risk/quotaMonitor.js

@@ -1639,30 +1639,6 @@ var colModel_trade = [
         formatter: function (cellvalue, options, rowObject) {
             return formatQuotaAbs(rowObject, 'DeltaCash');
         }
-    }, {
-        name: 'PnL',
-        label: '盈亏',
-        index: 'PnL',
-        width: 120,
-        align: 'right',
-        sortable: false,
-        formatter: function (cellvalue, options, rowObject) {
-            return !cellvalue || cellvalue == "NaN" ? "" : cellvalue.toLocaleString();
-        },
-        cellattr: function (cellvalue, options, rowObject) {
-            var style = "style='" + checkQuota(rowObject, 'PnL', 'Loss') + "'";
-            return style;
-        }
-    }, {
-        name: 'Quota_Loss_Upper',
-        label: '止损限额',
-        index: 'Quota_Loss_Upper',
-        width: 120,
-        align: 'right',
-        sortable: false,
-        formatter: function (cellvalue, options, rowObject) {
-            return formatQuotaAbs(rowObject, 'Loss');
-        }
     }, {
         name: 'Quota_SwapPercent_Upper',
         label: '互换价格偏离比例限额',

YLErpWeb/wwwroot/Scripts/app/swaptrade/SwapEventEamilList.js

@@ -184,7 +184,7 @@ function SearchClick(isSearchclick) {
     listGrid.trigger('reloadGrid');
 }
 
-function SendEmail(event_id, client_id,event_date) {
+function SendEmail(event_id, client_id, event_date) {
     var emailData = [{ client_id: client_id, event_id: event_id }];
     var postData = { EventEmailEmails: emailData, ValueDate: event_date }
     SendEmailAjax(postData);
@@ -196,11 +196,15 @@ function SendEmailAll() {
         return;
     }
     var emailDataArr = [];
-    var valueDate;
+    var valueDate = $("#DateValueDate").val();
+    if (!valueDate || valueDate.lenth == 0) {
+        main.message("请选择日期");
+        return;
+    }
     for (var i = 0; i < rowSelectObjs.length; i++) {
         var emailData = { client_id: rowSelectObjs[i].client_id, event_id: rowSelectObjs[i].event_id };
         event_date = rowSelectObjs[i].event_date;
-        if (rowSelectObjs[i].send_email!=true) {
+        if (rowSelectObjs[i].send_email != true) {
             emailDataArr.push(emailData);
         }
     }
@@ -215,10 +219,10 @@ function SendEmailAjax(postData) {
     main.post("/SwapEventEmail/SendEmail", postData).done(function (resp) {
         SearchClick();
     })
-} 
+}
 function EditSettlementEmail() {
     var emails = $("#SettlementEmail").val();
-    if (emails != undefined && emails!="") {
+    if (emails != undefined && emails != "") {
         var emailArr = emails.split(';');
         var checkEmailError = false;
         emailArr.forEach((item) => {

YLErpWeb/wwwroot/Scripts/app/swaptrade/unwindSwapTrade.js

@@ -19,7 +19,7 @@ const vue = new Vue({
         multiplier: 1,
         oriClosePercent: model.ClosePercent,
         ratio: 1,
-        shortRatio:1,
+        shortRatio: 1,
     },
     computed: {
         maxUnwindDate() {
@@ -194,11 +194,12 @@ const vue = new Vue({
             let longRatio = thisObj.floatPosition.PositionType == 1 ? 1 : -1;
             let TradingFee = thisObj.floatPosition.TradingFee == "" ? 0 : parseFloat(thisObj.floatPosition.TradingFee);
             let TradingFeePending = thisObj.floatPosition.TradingFeePending == "" ? 0 : parseFloat(thisObj.floatPosition.TradingFeePending);
-            thisObj.floatPosition.MarkClosePnl = thisObj.deal.CloseNotionalValue * (thisObj.floatPosition.TradingAmountAvg - thisObj.initPosiNetPrice) * floatRatio * longRatio;
-            thisObj.floatPosition.MarkClosePnl = thisObj.floatPosition.MarkClosePnl + (TradingFee + TradingFeePending) * floatRatio*-1 + parseFloat(thisObj.floatPosition.DividendIn);
+            thisObj.floatPosition.MarkClosePnl = Math.round(thisObj.deal.CloseNotionalValue * (thisObj.floatPosition.TradingAmountAvg - thisObj.initPosiNetPrice) * floatRatio * longRatio * 10000) / 10000;
+            thisObj.floatPosition.MarkClosePnl = Number(thisObj.floatPosition.MarkClosePnl.toFixed(2));
+            thisObj.floatPosition.MarkClosePnl = thisObj.floatPosition.MarkClosePnl + (TradingFee + TradingFeePending) * floatRatio * -1 + parseFloat(thisObj.floatPosition.DividendIn);
             thisObj.floatPosition.MarkClosePnl = otcformat.trading.StockEqvNotional(thisObj.floatPosition.MarkClosePnl);
             thisObj.calcCloseAmount();
-           
+
         },
         changeTradingFee() {//修改交易费用
             this.calcFloatClosePnl();
@@ -244,6 +245,8 @@ const vue = new Vue({
                 thisObj.deal.SwapRealizedPnL = parseFloat(thisObj.deal.SwapRealizedPnL) + interestAmount;
                 thisObj.deal.SwapMarginAmount = parseFloat(thisObj.deal.SwapMarginAmount) + parseFloat(x.InterestPrincipal) * interestRatio;
             });
+            thisObj.deal.SwapRealizedPnL = Number(thisObj.deal.SwapRealizedPnL.toFixed(2));
+            thisObj.deal.SwapCloseAmount = Number(thisObj.deal.SwapCloseAmount.toFixed(2));
             thisObj.deal.SwapCloseAmount = otcformat.trading.StockEqvNotional(thisObj.deal.SwapCloseAmount);
             thisObj.deal.SwapRealizedPnL = otcformat.trading.StockEqvNotional(thisObj.deal.SwapRealizedPnL);
             thisObj.deal.SwapMarginRebatePnl = otcformat.trading.StockEqvNotional(thisObj.deal.SwapMarginRebatePnl);

YLErpWeb/wwwroot/Scripts/app/trade/TradeConfirmBook.js

@@ -18,10 +18,24 @@ const colModelGrid = (new function () {
         {
             name: '',
             label: '操作',
-            width: 350,
+            width: 450,
             align: 'left',
             formatter: showToolName
         },
+        {
+            name: 'MetaDic.send_email_result',
+            label: '邮件状态',
+            index: 'MetaDic.send_email_result',
+            sortIndex: i++,
+            width: 70,
+            align: 'left',
+            sortable: false,
+            formatter: function (cellValue, options, rowObject) {
+                var html = "";
+                html += "<lable id=\"email_result{0}\">{1}</lable>".template(rowObject.id, rowObject.MetaDic.send_email_result);
+                return html;
+            }
+        },
         {
             name: 'EncryptId',
             hidden: true,
@@ -303,7 +317,7 @@ const colModelGrid = (new function () {
         });
     }
     this.ViewErrInfo = function (code) {
-        main.post("/trade/GetSealErrMsg/", {code:code},
+        main.post("/trade/GetSealErrMsg/", { code: code },
             {
                 success: function (resp) {
                     main.alert(resp.msg);
@@ -320,23 +334,23 @@ const colModelGrid = (new function () {
             align: 'left',
             formatter: function (cellValue, options, rowObject) {
                 var templateHtml = "";
-                if(page.IsAutoSealAndUploadFiles && !page.IsAutoSealAfterGeneratedBook){
+                if (page.IsAutoSealAndUploadFiles && !page.IsAutoSealAfterGeneratedBook) {
                     templateHtml += "<input type=\"button\" class=\"wentiEdit\" {2} value=\"用印\" />";
                 }
                 var canGenerate = page.canGenerate == true ? "" : "disabled";
-                templateHtml += "<input type=\"button\" class=\"wentiEdit\" {0} value=\"上传\" +" + canGenerate +"/>" +
+                templateHtml += "<input type=\"button\" class=\"wentiEdit\" {0} value=\"上传\" +" + canGenerate + "/>" +
                     "<input type=\"button\" class=\"wentiEdit\" {1} value=\"下载\" />";
                 var html = (templateHtml)
                     .template(
                         (rowObject.MetaDic.ContractDocUrl ? 'onclick="colModelGrid.upload(\'{0}\',\'{1}\')"'.template(rowObject.MetaDic.ContractEncryptId, rowObject.EncryptId) : "disabled"),
                         (rowObject.MetaDic.StampDocumentFileName ? 'onclick="main.downloadFiles(\'{0}\')"'.template(rowObject.MetaDic.StampDocumentFileName) : "disabled"));
-                if(page.IsAutoSealAndUploadFiles && !page.IsAutoSealAfterGeneratedBook) {
+                if (page.IsAutoSealAndUploadFiles && !page.IsAutoSealAfterGeneratedBook) {
                     html = (templateHtml)
                         .template(
                             (rowObject.MetaDic.ContractDocUrl ? 'onclick="colModelGrid.upload(\'{0}\',\'{1}\')"'.template(rowObject.MetaDic.ContractEncryptId, rowObject.EncryptId) : "disabled"),
                             (rowObject.MetaDic.StampDocumentFileName ? 'onclick="main.downloadFiles(\'{0}\')"'.template(rowObject.MetaDic.StampDocumentFileName) : "disabled"),
                             ('onclick="SealContract(\'{0}\')"'.template(rowObject.MetaDic.ContractRId))
-                            );
+                        );
                 }
                 if (rowObject.MetaDic.ContractDocUrl) {
                     html = html + (rowObject.MetaDic.ContractStatus === "草稿" || !rowObject.MetaDic.ContractStatus ? "未用印" : rowObject.MetaDic.ContractStatus);
@@ -348,7 +362,7 @@ const colModelGrid = (new function () {
     }
 
     if (page.IsAutoSealAndUploadFiles) {
-        
+
         var colObj1 = {
             name: 'SealResult',
             label: '电子章用印结果',
@@ -503,6 +517,7 @@ $(function () {
 
     let underlyingCtrl = new tradeHelper.UnderlyingSelectCtrl('#UnderlyingId').setFlag(tradeHelper.UnderlyingSelectFlag.OtcTrade);
     ContractTypeCtrl = new ContractTypeCtrl(document.getElementById('ContractTypeCtrl'));
+    SendEmailHub();
 });
 
 function gridComplete() {
@@ -604,7 +619,7 @@ function BatchDownLoadDoc() {
     var endDate = $("#DateToTradeDate").val();
     var clientIds = $("#ClientId").val();
 
-    
+
 
     var tradeids = "";
     var jgrid = jQuery('#listGrid');
@@ -617,8 +632,8 @@ function BatchDownLoadDoc() {
         '<div class="form-group">' +
         '<label style="padding:10px 12px 10px">' + tip + '</label><br />' +
         '<label class="col-sm-5 control-label">文档类型</label>' +
-        '<label class="btn btn-sm btn-primary" style="border:none"><input type="checkbox" checked name="docType" value="PDF"> PDF</label>' +
-        '<label class="btn btn-sm btn-primary" style="border:none"><input type="checkbox" checked name="docType" value="DOC"> DOC</label>';
+        '<label class="btn btn-sm btn-primary" style="border:none"><input type="checkbox" checked name="docType" value="DOC"> DOC</label>' +
+        '<label class="btn btn-sm btn-primary" style="border:none"><input type="checkbox" checked name="docType" value="PDF"> PDF</label>';
     if (page.IsZheQi) {
         htmlContent += '<br/><label class="col-sm-5 control-label">下载用印文件</label>' +
             '<select id="Seal" style="margin-top:5px;"><option>是</option><option>否</option></select>';
@@ -783,60 +798,51 @@ function BatchMailContracts() {
 
 }
 
-function SealContract(id){
+function SealContract(id) {
     var ids = [];
     ids.push(id);
-    
-    main.post("/trade/IsContractGenerated/", { ids: ids,types:["交易确认书"]  }).done(function (res) {
-        if (res.success) {
-            main.post("/trade/SealContracts/", { ids: ids,types:["交易确认书"]  }).done(function (resp) {
-                if (resp.success) {
-                   
-                    SearchClick(true);
-                } 
-            });
-        } 
-    }).fail(function(res){
-       
-    });
-}
 
-function BatchSealContracts(){
-    var jgrid = jQuery('#listGrid');
-    var ids = main.GetGridIds(jgrid,"MetaDic.ContractRId");
-    if (ids.length == 0) {
-        main.alert("请至少选择一笔交易"); return;
-    }
-    
-    main.post("/trade/IsContractGenerated/", { ids: ids,types:["交易确认书"]  }).done(function (res) {
+    main.post("/trade/IsContractGenerated/", { ids: ids, types: ["交易确认书"] }).done(function (res) {
         if (res.success) {
-            main.post("/trade/SealContracts/", { ids: ids,types:["交易确认书"]  }).done(function (res) {
-                if (res.success) {
-                    
+            main.post("/trade/SealContracts/", { ids: ids, types: ["交易确认书"] }).done(function (resp) {
+                if (resp.success) {
+
                     SearchClick(true);
                 }
             });
         }
-    }).fail(function(res){
+    }).fail(function (res) {
 
     });
 }
-function sentMail(tradeid,clientid) {
-    var url = "/trs_hub_api/swap/email/confirm/send?tradeId=" + tradeid;
-    $.ajax({
-        type: "get",
-        url: url,
-        success: function (res) {
 
-        },
-        beforeSend(jqXHR) {
-            main.waitMe(true);
-        },
-        complete(jqXHR, textStatus) {
-            main.waitMe(false);
+function BatchSealContracts() {
+    var jgrid = jQuery('#listGrid');
+    var ids = main.GetGridIds(jgrid, "MetaDic.ContractRId");
+    if (ids.length == 0) {
+        main.alert("请至少选择一笔交易"); return;
+    }
+
+    main.post("/trade/IsContractGenerated/", { ids: ids, types: ["交易确认书"] }).done(function (res) {
+        if (res.success) {
+            main.post("/trade/SealContracts/", { ids: ids, types: ["交易确认书"] }).done(function (res) {
+                if (res.success) {
+
+                    SearchClick(true);
+                }
+            });
+        }
+    }).fail(function (res) {
+
+    });
+}
+function sentMail(tradeid, clientid) {
+    main.post("/swaptrade2/SendConfimEmail?tradeId=" + tradeid).done(function (res) {
+        if (res.success) {
+
+            SearchClick(true);
         }
     });
-
 }
 
 function showDownload(cellvalue, options, rowObject) {
@@ -860,8 +866,8 @@ function showToolName(cellValue, options, rowObject) {
 
     var title = page.IsAutoSealAndUploadFiles && page.IsAutoSealAfterGeneratedBook ? "生成并用印" : "生成确认书";
     var canGenerate = page.canGenerate == true ? "" : "disabled";
-        var isWait = (rowObject.MetaDic.SealResult == "用印等待中");
-        html += "<input type=\"button\" class='wentiEdit' title='{2}' onclick=\"gJGenerateConfirmBook({0},{3},{1})\" value='{2}' {4}/>".template(rowObject.id, rowObject.MetaDic.HasGeneratedConfirmBook, title, isWait, canGenerate);
+    var isWait = (rowObject.MetaDic.SealResult == "用印等待中");
+    html += "<input type=\"button\" class='wentiEdit' title='{2}' onclick=\"gJGenerateConfirmBook({0},{3},{1})\" value='{2}' {4}/>".template(rowObject.id, rowObject.MetaDic.HasGeneratedConfirmBook, title, isWait, canGenerate);
     if (rowObject.MetaDic.ContractDocUrl && page.canSendEmail == true) {
         html += "<input type=\"button\" class=\"wentiEdit\" title='发送交易所在的交易确认书到客户对应接收Email'  onclick=\"sentMail('{0}','{2}')\" value=\"{1}\" />"
             .template(rowObject.id, "发送Email", rowObject.ClientId);
@@ -871,12 +877,11 @@ function showToolName(cellValue, options, rowObject) {
     }
     var canUpload = page.canGenerate == true && rowObject.MetaDic.ContractDocUrl ? "" : "disabled";
     html += "<input type=\"button\" class=\"wentiEdit\"  value=\"上传\" onclick=\"colModelGrid.uploadNew('{0}')\" {1} />".template(rowObject.MetaDic.ContractEncryptId, canUpload);
-
     return html;
 }
 
 function starttradeView(id, tradeType) {
-    if (tradeType.indexOf("收益互换") >= 0 || tradeType=="多空组合") {
+    if (tradeType.indexOf("收益互换") >= 0 || tradeType == "多空组合") {
         main.open("查看交易", "/swaptrade2/tradeView/?enid=" + id + "&isOnlyCloseButton=true", { area: ['90%', '90%'] });
     }
     else {
@@ -945,7 +950,7 @@ function showcolumnChooser() {
     main.showcolumnChooser(jgrid, page.configcolumn);
 }
 
-function gJGenerateConfirmBook(id, isWait,hasGeneratedConfirmBook) {
+function gJGenerateConfirmBook(id, isWait, hasGeneratedConfirmBook) {
 
     if (page.IsAutoSealAndUploadFiles) {
         //if (isWait) {
@@ -959,15 +964,15 @@ function gJGenerateConfirmBook(id, isWait,hasGeneratedConfirmBook) {
     }
     if (hasGeneratedConfirmBook == "True") {
 
-        
-        
+
+
         if (!page.IsAutoSealAndUploadFiles) {
             if (!confirm("确认覆盖已有的交易确认书？")) {
                 return;
             }
         }
 
-        
+
     }
 
     var tradeIds = [];
@@ -994,7 +999,7 @@ function gJGenerateConfirmBook(id, isWait,hasGeneratedConfirmBook) {
         //    });
 
         //}
-        
+
 
 
     }
@@ -1037,8 +1042,8 @@ function gJGenerateConfirmBook(id, isWait,hasGeneratedConfirmBook) {
         '<div class="form-group">' +
         '<label class="col-sm-4 control-label">文档类型</label>' +
         '<div class="btn-group col-sm-8" data-toggle="buttons">' +
-        '<label class="btn btn-sm btn-primary active" style="border:none"><input type="radio" checked name="docType" value="PDF"> PDF</label>' +
-        '<label class="btn btn-sm btn-primary" style="border:none"><input type="radio" name="docType" value="DOCX"> DOC</label>' +
+        '<label class="btn btn-sm btn-primary" style="border:none"><input type="radio" checked name="docType" value="DOCX"> DOC</label>' +
+        '<label class="btn btn-sm btn-primary active" style="border:none"><input type="radio"  name="docType" value="PDF"> PDF</label>' +
         '</div>' +
         '</div>' +
         templateHtml +
@@ -1122,4 +1127,50 @@ function setValidation(elId, selectedDate, isSetMax) {
 
 function ConfirmTemplateChoose() {
     window.location.href = "/client/ClientTemplateChoose";
+}
+
+// 交易确认书邮件发送
+function SendEmailHub() {
+    // 创建SignalR连接并连接到服务器上的Hub  
+    var connection = new signalR.HubConnectionBuilder()
+        .withUrl('/tradeconfirm/sendemailhub')
+        .build();
+    connection.start()
+        .then(function () {
+            $("#batchSendEmail").click(function () {
+                var jgrid = jQuery('#listGrid');
+                var ids = main.GetGridIds(jgrid);
+                if (ids.length == 0) {
+                    main.alert("请至少选择一笔交易"); return;
+                }
+                var req = {
+                    tradeIds: ids,
+                }
+                connection.invoke('StartProcessing', JSON.stringify(req));
+                main.waitMe(true);
+            });
+        }).catch(function (error) {
+            console.error(error);
+        });;
+    // 监听服务器发送的消息。  
+    connection.on('UpdateProgress', function (msg) {
+        if (msg != null && msg != '') {
+            let jsonObject = JSON.parse(msg);
+            $("#email_result" + jsonObject.tradeId).text(jsonObject.send_email_result);
+        }
+    });
+    // 监听服务器发送的异常消息。  
+    connection.on('ExceptionMessage', function (msg) {
+        if (msg.indexOf("正在发送邮件") < 0) {
+            main.waitMe(false);
+            SearchClick(true);
+        }
+        main.alert(msg);
+    });
+    // 监听服务器发送的完成消息。  
+    connection.on('ProcessCompleted', function () {
+        main.alert("邮件发送处理完毕");
+        main.waitMe(false);
+        SearchClick(true);
+    });
 }