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利息计算参考申万poc

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吴方海
2025-04-11 14:09:47 +08:00
parent 19b18b781a
commit ad0a8fa0d9
5 changed files with 97 additions and 178 deletions
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YLErpWeb/wwwroot/Scripts/app/swaptrade/unwindSwapTrade.js
+5 -5
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@@ -119,7 +119,7 @@ const vue = new Vue({
this.deal.CloseNotionalValue = otcformat.trading.StockEqvNotional(parseFloat(this.deal.PosiNotionalValue));
this.deal.CloseQty = this.deal.PositionQty;
} else {
this.deal.CloseQty = otcformat.trading.notional(parseFloat(this.deal.NotionalQty) * parseFloat(this.deal.ClosePercent));
this.deal.CloseQty = otcformat.trading.notional(parseFloat(this.deal.PositionQty) * parseFloat(this.deal.ClosePercent));
}
this.calcTradingFeePending();
this.getInterestList();
@@ -133,7 +133,7 @@ const vue = new Vue({
main.message("平仓数量不能超过持仓数量");
return;
}
this.deal.ClosePercent = otcformat.fixed6(parseFloat(this.deal.CloseQty) / parseFloat(this.deal.NotionalQty));
this.deal.ClosePercent = otcformat.fixed6(parseFloat(this.deal.CloseQty) / parseFloat(this.deal.PositionQty));
if (parseFloat(this.deal.CloseQty) == parseFloat(this.deal.PositionQty)) {
this.deal.CloseMethod = 1;
} else {
@@ -150,7 +150,7 @@ const vue = new Vue({
this.deal.ClosePercent = this.oriClosePercent;
return;
}
this.deal.CloseQty = otcformat.trading.notional(parseFloat(this.deal.NotionalQty) * parseFloat(this.deal.ClosePercent));
this.deal.CloseQty = otcformat.trading.notional(parseFloat(this.deal.PositionQty) * parseFloat(this.deal.ClosePercent));
this.deal.CloseNotionalValue = otcformat.trading.StockEqvNotional(parseFloat(this.deal.ClosePercent) * parseFloat(this.deal.NotionalValue));
if (parseFloat(this.deal.CloseNotionalValue) == parseFloat(this.deal.PosiNotionalValue)) {
this.floatPosition.CloseMethod = 1;
@@ -168,7 +168,7 @@ const vue = new Vue({
return;
}
this.deal.ClosePercent = otcformat.fixed6(parseFloat(this.deal.CloseNotionalValue) / parseFloat(this.deal.NotionalValue));
this.deal.CloseQty = otcformat.trading.notional(parseFloat(this.deal.NotionalQty) * parseFloat(this.deal.ClosePercent));
this.deal.CloseQty = otcformat.trading.notional(parseFloat(this.deal.PositionQty) * parseFloat(this.deal.ClosePercent));
this.calcTradingFeePending();
this.getInterestList();
this.calcFloatClosePnl();
@@ -194,7 +194,7 @@ 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 = Math.round(thisObj.deal.CloseNotionalValue * (thisObj.floatPosition.TradingAmountAvg - thisObj.initPosiNetPrice) * floatRatio * longRatio * 10000) / 10000;
thisObj.floatPosition.MarkClosePnl = Math.round(thisObj.deal.CloseQty * (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);