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山证bug修复及功能 迁移

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This commit is contained in:
吴方海
2024-06-04 18:19:49 +08:00
parent df65cd0add
commit acbd2e7678
39 changed files with 709 additions and 406 deletions
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YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs
+4 -3
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@@ -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);