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Merge branch 'glms/feature/1.4.2' of https://gitee.glmszq.com/gsty/onederiv/trs into glms/feature/1.4.2

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尹峰
2026-05-29 18:25:42 +08:00
parent 8aef85de38 1932a2e757
commit ae8fba14d8
15 changed files with 63 additions and 35 deletions
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Framework/YLErp.Core/ConsGlobal.cs
+1 -1
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@@ -62,7 +62,7 @@ namespace YLErp
/// 价格四舍五入保留位数
/// </summary>
public const int PriceRound = 10;
public const int PriceRound = 11;
/// <summary>
/// 金额四舍五入保留位数
/// </summary>
Framework/YLErp.Core/DBModels/BondPayment.cs
+2 -2
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@@ -98,12 +98,12 @@ namespace YLErp.DBModels
/// 发布时间
/// </summary>
[Column("insert_time")]
public DateTime create_time { get; set; }
public DateTime? create_time { get; set; }
/// <summary>
/// 更新时间
/// </summary>
[DisplayName("更新时间")]
[Column("update_time")]
public DateTime update_time { get; set; }
public DateTime? update_time { get; set; }
}
}
UnitTestProject/Modules/SwapModule/GetInterestsUnitTest.cs
+1 -1
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@@ -609,7 +609,7 @@ namespace YLErp.Modules.SwapModule
ExpectedInterest(1, FixedRate, 0.001m, Principal * 0.5m))
};
var eodInterest = CalcEod("10", new DateTime(2026, 4, 30), eodPositions);
var expectedEod = ExpectedInterest(1, FixedRate, 0.001m, Principal * 0.5m);
var expectedEod = ExpectedInterest(2, FixedRate, 0.001m, Principal * 0.5m);
Assert.AreEqual(expectedEod, eodInterest.InterestAmount);
}
YLErpDAL/Modules/SwapModule/SwapDealService.cs
+40 -15
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@@ -1,5 +1,6 @@
using MoreLinq.Extensions;
using Newtonsoft.Json;
using Qdp.Pricing.Library.Base.Utilities;
using System.Linq.Expressions;
using YLErp.BLL;
using YLErp.BLL.Eod;
@@ -330,8 +331,9 @@ namespace YLErp.Modules.SwapModule
var posiNotionalValue = stockEqvNotional * closePercent;//剩余名义本金
var orginPv = lastEod != null ? lastEod.NotionalValue : stockEqvNotional;
var grossPrice = realPostitions.Where(x => x.PosiDirection > 0).FirstOrDefault()?.PosiGrossPrice;
bool tdClose = DbContext.swap_flow_event.Any(x => x.SwapTradeId == tradeId && x.UnwindDate == unwindDate && eventTypes.Contains(x.EventType) && x.DataState == (int)SwapFlowDateStateEnum.完成);
interests = GetInterests(td, tradeExtend, valueDate, unwindDate, lastEodPositions, positions, stockEqvNotional, posiLongNotionalValue, posiShortNotionalValue, posiNotionalValue, closePercent, eventType, tdClose, false, grossPrice ?? 0, orginPv, true, false);
var closeList = DbContext.swap_flow_event.Where(x => x.SwapTradeId == tradeId && x.UnwindDate == unwindDate && eventTypes.Contains(x.EventType) && x.DataState == (int)SwapFlowDateStateEnum.完成).ToList();
bool tdClose = closeList.Count > 0;
interests = GetInterests(td, tradeExtend, valueDate, unwindDate, lastEodPositions, positions, stockEqvNotional, posiLongNotionalValue, posiShortNotionalValue, posiNotionalValue, closePercent, eventType, tdClose, false, grossPrice ?? 0, orginPv, true, false, closeList);
return interests;
}
/// <summary>
@@ -369,7 +371,8 @@ namespace YLErp.Modules.SwapModule
decimal grossPrice,
decimal orginPv,
bool add = false,
bool settment = true)
bool settment = true,
List<swap_flow_event> closeList = null)
{
List<swap_flow_event> interests = new List<swap_flow_event>();
var annualDays = tradeExtend == null ? 365 : tradeExtend.ExtendObj.AnnualDays;
@@ -406,7 +409,21 @@ namespace YLErp.Modules.SwapModule
else
{
// 盘中互换场景，使用 CalcUnwindInterest
interests.Add(CalcUnwindInterest(td, valueDate, endDate, positionClone, rate, floatRate, posiPrincipal, closePrincipal, newClosePercent, annualDays, preEodPosition, eventType, add, swap, orginPv));
interests.Add(CalcUnwindInterest(td, valueDate, endDate, positionClone, rate, floatRate, posiPrincipal, closePrincipal, newClosePercent, annualDays, preEodPosition, eventType, add, swap, orginPv, calcFirst, calcLast));
}
}
//当日有平仓或互换记录时，需要把平仓或互换已经结算的利息从计算结果中扣除，避免重复计算
if (closeList != null && closeList.Count > 0)
{
foreach (var item in interests)
{
var closeEvent = closeList.Where(x => x.PositionId == item.PositionId);
var closePnl = closeEvent.Sum(s => s.InterestClosePnL);
var closeAmount = closeEvent.Sum(s => s.InterestAmount);
var closeTdAmount = closeEvent.Sum(s => s.TdInterestAmount);
item.InterestAmount = item.InterestAmount - closeAmount;
item.TdInterestAmount = item.TdInterestAmount - closeTdAmount;
item.InterestClosePnL = item.InterestClosePnL - closePnl;
}
}
return interests;
@@ -557,17 +574,21 @@ namespace YLErp.Modules.SwapModule
/// <summary>
/// 计算盘中利息（平仓/互换）
/// </summary>
private swap_flow_event CalcUnwindInterest(trade td, DateTime valueDate, DateTime endDate, swap_position position, decimal rate, decimal floatRate, decimal posiPrincipal, decimal closePrincipal, decimal closePercent, int annualDays, eod_swap_position preEod, int eventType, bool add, bool swap, decimal orginPv)
private swap_flow_event CalcUnwindInterest(trade td, DateTime valueDate, DateTime endDate, swap_position position, decimal rate, decimal floatRate, decimal posiPrincipal, decimal closePrincipal, decimal closePercent, int annualDays, eod_swap_position preEod, int eventType, bool add, bool swap, decimal orginPv, bool calcFirst, bool calcLast)
{
if (preEod.id == 0)
{
preEod.FloatRate = floatRate;
preEod.TdInterestPrincipal = posiPrincipal;
preEod.PosiNotionalValue = posiPrincipal;
preEod.ValueDate = td.TradeDate.Value;
preEod.ValueDate = td.StartDate.Value;
if (calcFirst)
{
preEod.ValueDate= preEod.ValueDate.AddDays(-1);
}
}
return InitSwapDealInterest(td, valueDate, endDate, rate, position, add, swap, posiPrincipal, closePrincipal, closePercent, annualDays, eventType, preEod, false, orginPv);
return InitSwapDealInterest(td, valueDate, endDate, rate, position, add, swap, posiPrincipal, closePrincipal, closePercent, annualDays, eventType, preEod, false, orginPv, calcFirst, calcLast);
}
/// <summary>
/// 初始化利息腿信息
@@ -598,7 +619,9 @@ namespace YLErp.Modules.SwapModule
int eventType,
eod_swap_position preEodPosition,
bool needPrice,
decimal orginPv
decimal orginPv,
bool calcFirst,
bool calcLast
)
{
decimal interestProfitSum = preEodPosition.InterestProfitSum;
@@ -633,11 +656,11 @@ namespace YLErp.Modules.SwapModule
var floateRate = preEodPosition.FloatRate;
if (position.InterestType == (int)InterestTypeEnum.复利)
{
CalcDailyCompoundInterest(preEodPosition, endDate, position, closePosiNotionalValue, posiNotionalValue, interest, annualDays, needPrice, floateRate, closePrecent, orginPv, ref InterestAmount, ref TdInterestAmount);
CalcDailyCompoundInterest(preEodPosition, endDate, position, closePosiNotionalValue, posiNotionalValue, interest, annualDays, needPrice, floateRate, closePrecent, orginPv, calcFirst, calcLast, ref InterestAmount, ref TdInterestAmount);
}
else
{
CalcDailySimpleInterest(preEodPosition, endDate, position, closePosiNotionalValue, posiNotionalValue, interest, annualDays, needPrice, floateRate, closePrecent, orginPv, ref InterestAmount, ref TdInterestAmount);
CalcDailySimpleInterest(preEodPosition, endDate, position, closePosiNotionalValue, posiNotionalValue, interest, annualDays, needPrice, floateRate, closePrecent, orginPv, calcFirst, calcLast, ref InterestAmount, ref TdInterestAmount);
}
interest.InterestAmount = Math.Round(InterestAmount, ConsGlobal.PriceRound, MidpointRounding.AwayFromZero);
@@ -661,26 +684,26 @@ namespace YLErp.Modules.SwapModule
/// <param name="isAnnualized">是否年化</param>
/// <param name="annualDays">年化天数</param>
/// <returns></returns>
public void CalcDailyCompoundInterest(eod_swap_position preEodPosition, DateTime endDate, swap_position position, decimal principal, decimal posiPrincipal, swap_flow_event flowEvent, int annualDays, bool needPrice, decimal floateRate, decimal closePercent, decimal orginPv, ref decimal InterestAmount, ref decimal TdInterestAmount)
public void CalcDailyCompoundInterest(eod_swap_position preEodPosition, DateTime endDate, swap_position position, decimal principal, decimal posiPrincipal, swap_flow_event flowEvent, int annualDays, bool needPrice, decimal floateRate, decimal closePercent, decimal orginPv, bool calcFirst, bool calcLast, ref decimal InterestAmount, ref decimal TdInterestAmount)
{
// 复利：利息并入本金
CalcDailyInterest(preEodPosition, endDate, position, principal, posiPrincipal, flowEvent, annualDays, needPrice, floateRate, closePercent, orginPv, compoundInterest: true, ref InterestAmount, ref TdInterestAmount);
CalcDailyInterest(preEodPosition, endDate, position, principal, posiPrincipal, flowEvent, annualDays, needPrice, floateRate, closePercent, orginPv, compoundInterest: true, calcFirst, calcLast, ref InterestAmount, ref TdInterestAmount);
}
/// <summary>
/// 计算单利 盘中（按重置天数分段，每段使用对应浮动利率）
/// </summary>
public void CalcDailySimpleInterest(eod_swap_position preEodPosition, DateTime endDate, swap_position position, decimal principal, decimal posiPrincipal, swap_flow_event flowEvent, int annualDays, bool needPrice, decimal floateRate, decimal closePercent, decimal orginPv, ref decimal InterestAmount, ref decimal TdInterestAmount)
public void CalcDailySimpleInterest(eod_swap_position preEodPosition, DateTime endDate, swap_position position, decimal principal, decimal posiPrincipal, swap_flow_event flowEvent, int annualDays, bool needPrice, decimal floateRate, decimal closePercent, decimal orginPv, bool calcFirst, bool calcLast, ref decimal InterestAmount, ref decimal TdInterestAmount)
{
// 单利：利息不并入本金
CalcDailyInterest(preEodPosition, endDate, position, principal, posiPrincipal, flowEvent, annualDays, needPrice, floateRate, closePercent, orginPv, compoundInterest: false, ref InterestAmount, ref TdInterestAmount);
CalcDailyInterest(preEodPosition, endDate, position, principal, posiPrincipal, flowEvent, annualDays, needPrice, floateRate, closePercent, orginPv, compoundInterest: false,calcFirst,calcLast, ref InterestAmount, ref TdInterestAmount);
}
/// <summary>
/// 通用日度利息计算方法（单利/复利共用）
/// </summary>
/// <param name="compoundInterest">是否复利：true=利息并入本金，false=单利</param>
private void CalcDailyInterest(eod_swap_position preEodPosition, DateTime endDate, swap_position position, decimal principal, decimal posiPrincipal, swap_flow_event flowEvent, int annualDays, bool needPrice, decimal floateRate, decimal closePercent, decimal orginPv, bool compoundInterest, ref decimal InterestAmount, ref decimal TdInterestAmount)
private void CalcDailyInterest(eod_swap_position preEodPosition, DateTime endDate, swap_position position, decimal principal, decimal posiPrincipal, swap_flow_event flowEvent, int annualDays, bool needPrice, decimal floateRate, decimal closePercent, decimal orginPv, bool compoundInterest, bool calcFirst, bool calcLast, ref decimal InterestAmount, ref decimal TdInterestAmount)
{
var startDate = position.PosiStartDate;
decimal interestProfitSum = preEodPosition.InterestProfitSum;
@@ -695,6 +718,8 @@ namespace YLErp.Modules.SwapModule
for (int i = 0; i <= calcDays; i++)
{
var accrueDate = startDate.AddDays(i);
if (!calcFirst && accrueDate == startDate) continue; // 首日不算头
if (!calcLast && accrueDate == endDate) continue; // 到期日不算尾
if (accrueDate > preEodPosition.ValueDate)
{
if (i % interestPeriod == 0)
YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs
+4 -4
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@@ -977,6 +977,7 @@ namespace YLErp.Modules.SwapModule
newEodPayPosition.TdInterestFee = flowEvents.Sum(s => s.InterestFee);
newEodPayPosition.TdCloseInterestFee = newEodPayPosition.TdInterestFee;
newEodPayPosition.TdCloseInterest = flowEvents.Sum(s => s.InterestClosePnL);
newEodPayPosition.TdInterestIncome = TdInterestAmount * (1 - closePercent);
Log.Info($"InterestIncomeSum is {eodPayPosition.InterestIncomeSum},TdInterestIncome is {newEodPayPosition.TdInterestIncome}" +
$",TdCloseInterest is {newEodPayPosition.TdCloseInterest}");
Log.Info($"InterestFeeSum is {eodPayPosition.InterestFeeSum},TdInterestFee is {newEodPayPosition.TdInterestFee}" +
@@ -987,10 +988,9 @@ namespace YLErp.Modules.SwapModule
}
else
{
newEodPayPosition.InterestIncomeSum = eodPayPosition.InterestIncomeSum + TdInterestAmount - newEodPayPosition.TdCloseInterest * ratio;
newEodPayPosition.InterestIncomeSum = eodPayPosition.InterestIncomeSum + newEodPayPosition.TdInterestIncome - newEodPayPosition.TdCloseInterest * ratio;
}
//持仓内容-利息腿-损益统计(本方视角）
newEodPayPosition.TdInterestIncome = TdInterestAmount * (1 - closePercent);
newEodPayPosition.InterestFeeSum = eodPayPosition.InterestFeeSum + newEodPayPosition.TdInterestFee - newEodPayPosition.TdCloseInterestFee;
newEodPayPosition.InterestProfitSum = newEodPayPosition.InterestIncomeSum + newEodPayPosition.InterestFeeSum;
//持仓价值
@@ -1451,9 +1451,9 @@ namespace YLErp.Modules.SwapModule
curretEod.PosiNetPrice = (eod.PosiNetPrice * eod.PosiQuantity + openFlowEvents.Sum(a => a.Quantity * a.TradingAmountFeeAvg)) / (eod.PosiQuantity + openQty);
curretEod.PosiNetPrice = Math.Round(curretEod.PosiNetPrice, ConsGlobal.PriceRound, MidpointRounding.AwayFromZero);
curretEod.PosiNetNoFeePrice = (eod.PosiNetNoFeePrice * eod.PosiQuantity + openFlowEvents.Sum(a => a.Quantity * a.TradingAmountNetAvg)) / (eod.PosiQuantity + openQty);
curretEod.PosiNetNoFeePrice = Math.Round(curretEod.PosiNetNoFeePrice ?? 0, 10, MidpointRounding.AwayFromZero);
curretEod.PosiNetNoFeePrice = Math.Round(curretEod.PosiNetNoFeePrice ?? 0, ConsGlobal.PriceRound, MidpointRounding.AwayFromZero);
curretEod.PosiNetFeePrice = (eod.PosiNetFeePrice * eod.PosiQuantity + openFlowEvents.Sum(a => a.Quantity * a.TradingAmountNetFeeAvg)) / (eod.PosiQuantity + openQty);
curretEod.PosiNetFeePrice = Math.Round(curretEod.PosiNetFeePrice ?? 0, 10, MidpointRounding.AwayFromZero);
curretEod.PosiNetFeePrice = Math.Round(curretEod.PosiNetFeePrice ?? 0, ConsGlobal.PriceRound, MidpointRounding.AwayFromZero);
}
curretEod.PosiNotionalValue = curretEod.PosiGrossPrice * curretEod.PosiQuantity * curretEod.ContractSize;
curretEod.PosiNotionalValue = Math.Round(curretEod.PosiNotionalValue, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
YLErpDAL/Modules/SwapModule/SwapTradeService.cs
+1 -1
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@@ -1355,7 +1355,7 @@ namespace YLErp.Modules.SwapModule
position.PosiNetNoFeePrice = swap.PosiNetNoFeePrice;
position.PosiNetFeePrice = swap.PosiQuantity == 0 ? 0 : (swap.PosiNetNoFeePrice + (position.PosiTradingFeePending / swap.PosiQuantity) * ratio);
position.PosiNetFeePrice = Math.Round(position.PosiNetFeePrice??0, ConsGlobal.PriceRound, MidpointRounding.AwayFromZero);
position.PosiNotionalValue = position.PosiGrossPrice * swap.PosiQuantity * swap.ContractSize;
position.PosiNotionalValue = swap.PosiNotionalValue;
position.PosiQuantity = swap.PosiQuantity;
position.InterestDirection = swap.InterestDirection;
position.InterestMode = swap.InterestMode;
YLErpDAL/Modules/TradeModule/DealModule/TradeUnwindService.cs
+4
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@@ -1833,6 +1833,10 @@ namespace YLErp.Modules.TradeModule.DealModule
td.OptId = UserId;
td.OptName = UserName;
td.OptDate = OptDate;
if (td.TradeStatus!=ConsTrade.确认成交)
{
throw new Exception("当前交易状态不是确认成交");
}
if (isSwap)
{
td.TradeStatus = ConsTrade.互换待复核;
YLErpWeb/App_Data/Config/otcformat.js
+1 -1
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@@ -1,2 +1,2 @@
var main = main || {};
main.formatOptions={"trading":{"umprice":{"trimTailZeros":true,"precision":9,"grouping":true,"rounded":true,"percent":false,"minDecimals":2,"maxDecimals":9},"umpriceP":{"trimTailZeros":true,"percent":true,"precision":9,"grouping":false,"rounded":true,"minDecimals":2,"maxDecimals":9},"umpricePR":{"trimTailZeros":true,"precision":9,"grouping":false,"rounded":true,"percent":false,"minDecimals":2,"maxDecimals":9},"tradeSinglePrice":{"trimTailZeros":true,"precision":9,"grouping":true,"rounded":true,"percent":false,"minDecimals":2,"maxDecimals":9},"premiumRateP":{"trimTailZeros":true,"percent":true,"precision":9,"grouping":false,"rounded":true,"minDecimals":2,"maxDecimals":9},"premiumRate":{"trimTailZeros":true,"precision":9,"grouping":false,"rounded":true,"percent":false,"minDecimals":2,"maxDecimals":9},"tradePrice":{"trimTailZeros":true,"precision":9,"grouping":false,"rounded":true,"percent":false,"minDecimals":2,"maxDecimals":9},"StockEqvNotional":{"trimTailZeros":true,"precision":9,"grouping":true,"rounded":true,"percent":false,"minDecimals":2,"maxDecimals":9},"notional":{"trimTailZeros":true,"precision":9,"grouping":true,"rounded":true,"percent":false,"minDecimals":2,"maxDecimals":9},"notionalP":{"trimTailZeros":true,"percent":true,"precision":9,"grouping":false,"rounded":true,"minDecimals":2,"maxDecimals":9},"volatility":{"trimTailZeros":true,"precision":9,"grouping":false,"rounded":true,"percent":false,"minDecimals":2,"maxDecimals":9},"volatilityP":{"trimTailZeros":true,"percent":true,"precision":9,"grouping":false,"rounded":true,"minDecimals":2,"maxDecimals":9},"greek":{"trimTailZeros":true,"precision":9,"grouping":false,"rounded":true,"percent":false,"minDecimals":2,"maxDecimals":9},"marginRateP":{"trimTailZeros":true,"percent":true,"precision":9,"grouping":false,"rounded":true,"minDecimals":2,"maxDecimals":9},"marginRate":{"trimTailZeros":true,"precision":9,"grouping":false,"rounded":true,"percent":false,"minDecimals":2,"maxDecimals":9}}};
main.formatOptions = { "trading": { "umprice": { "trimTailZeros": true, "precision": 9, "grouping": true, "rounded": true, "percent": false, "minDecimals": 2, "maxDecimals": 9 }, "umpriceP": { "trimTailZeros": true, "percent": true, "precision": 9, "grouping": false, "rounded": true, "minDecimals": 2, "maxDecimals": 9 }, "umpricePR": { "trimTailZeros": true, "precision": 9, "grouping": false, "rounded": true, "percent": false, "minDecimals": 2, "maxDecimals": 9 }, "tradeSinglePrice": { "trimTailZeros": true, "precision": 9, "grouping": true, "rounded": true, "percent": false, "minDecimals": 2, "maxDecimals": 9 }, "premiumRateP": { "trimTailZeros": true, "percent": true, "precision": 9, "grouping": false, "rounded": true, "minDecimals": 2, "maxDecimals": 9 }, "premiumRate": { "trimTailZeros": true, "precision": 9, "grouping": false, "rounded": true, "percent": false, "minDecimals": 2, "maxDecimals": 9 }, "tradePrice": { "trimTailZeros": true, "precision": 9, "grouping": false, "rounded": true, "percent": false, "minDecimals": 2, "maxDecimals": 9 }, "StockEqvNotional": { "trimTailZeros": true, "precision": 9, "grouping": true, "rounded": true, "percent": false, "minDecimals": 2, "maxDecimals": 9 }, "notional": { "trimTailZeros": true, "precision": 9, "grouping": true, "rounded": true, "percent": false, "minDecimals": 2, "maxDecimals": 9 }, "notionalP": { "trimTailZeros": true, "percent": true, "precision": 9, "grouping": false, "rounded": true, "minDecimals": 2, "maxDecimals": 9 }, "volatility": { "trimTailZeros": true, "precision": 9, "grouping": false, "rounded": true, "percent": false, "minDecimals": 2, "maxDecimals": 9 }, "volatilityP": { "trimTailZeros": true, "percent": true, "precision": 9, "grouping": false, "rounded": true, "minDecimals": 2, "maxDecimals": 9 }, "greek": { "trimTailZeros": true, "precision": 9, "grouping": false, "rounded": true, "percent": false, "minDecimals": 2, "maxDecimals": 9 }, "marginRateP": { "trimTailZeros": true, "percent": true, "precision": 9, "grouping": false, "rounded": true, "minDecimals": 2, "maxDecimals": 9 }, "marginRate": { "trimTailZeros": true, "precision": 9, "grouping": false, "rounded": true, "percent": false, "minDecimals": 2, "maxDecimals": 9 } } };
YLErpWeb/App_Data/Config/otcformat.min.js
Vendored
-1
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@@ -1 +0,0 @@
var main=main||{};main.formatOptions={trading:{umprice:{precision:9,grouping:!0,rounded:!0,percent:!1,minDecimals:9,maxDecimals:0},umpriceP:{percent:!0,precision:6,grouping:!1,rounded:!0,minDecimals:6,maxDecimals:0},umpricePR:{precision:8,grouping:!1,rounded:!0,percent:!1,minDecimals:8,maxDecimals:2},tradeSinglePrice:{precision:6,grouping:!0,rounded:!0,percent:!1,minDecimals:6,maxDecimals:0},premiumRateP:{percent:!0,precision:4,grouping:!1,rounded:!0,minDecimals:4,maxDecimals:0},premiumRate:{precision:6,grouping:!1,rounded:!0,percent:!1,minDecimals:6,maxDecimals:2},tradePrice:{precision:2,grouping:!1,rounded:!0,percent:!1,minDecimals:2,maxDecimals:0},StockEqvNotional:{precision:2,grouping:!0,rounded:!0,percent:!1,minDecimals:2,maxDecimals:0},notional:{precision:4,grouping:!0,rounded:!0,percent:!1,minDecimals:4,maxDecimals:0},notionalP:{percent:!0,precision:4,grouping:!1,rounded:!0,minDecimals:4,maxDecimals:0},volatility:{precision:4,grouping:!1,rounded:!0,percent:!1,minDecimals:4,maxDecimals:2},volatilityP:{percent:!0,precision:2,grouping:!1,rounded:!0,minDecimals:2,maxDecimals:0},greek:{precision:3,grouping:!1,rounded:!0,percent:!1,minDecimals:3,maxDecimals:0},marginRateP:{percent:!0,precision:4,grouping:!1,rounded:!0,minDecimals:4,maxDecimals:0},marginRate:{precision:6,grouping:!1,rounded:!0,percent:!1,minDecimals:6,maxDecimals:2}}};
YLErpWeb/Views/SwapTrade2/SwapIncome.cshtml
+1 -1
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@@ -146,7 +146,7 @@
<td>{{priceFormat(floatPosition.PosiGrossPrice)}}</td>
<td>{{priceFormat(floatPosition.TradingAmountNetAvg)}}</td>
<td>
<vue-number-input v-model="floatPosition.TradingAmountAvg" v-bind:format="inputFormatEqvNotional" v-on:input="changeUnderlyingPrice"></vue-number-input>
<vue-number-input v-model="floatPosition.TradingAmountAvg" v-bind:format="inputFormatEqvNotional" v-on:input="changeUnderlyingPrice" style="width:107px;"></vue-number-input>
<input class="text-box" v-model="floatPosition.TradingAmountAvg" v-on:blur="changeUnderlyingPrice" type="number" min="0" v-else />
<a href="javascript:void(0)" v-on:click="refreshUnderlyingPrice()">
<span title="使用系统标的价格" class="glyphicon glyphicon-refresh"></span>
YLErpWeb/Views/SwapTrade2/SwapUnwind.cshtml
+1 -1
View File
@@ -197,7 +197,7 @@
</td>
<td>{{priceFormat(floatPosition.PosiGrossPrice)}}</td>
<td>
<vue-number-input v-model="floatPosition.TradingAmountAvg" v-bind:format="inputFormatEqvNotional" v-on:input="changeUnderlyingPrice"></vue-number-input>
<vue-number-input v-model="floatPosition.TradingAmountAvg" v-bind:format="inputFormatEqvNotional" v-on:input="changeUnderlyingPrice" style="width:107px;"></vue-number-input>
<a href="javascript:void(0)" v-on:click="refreshUnderlyingPrice()">
<span title="使用系统标的价格" class="glyphicon glyphicon-refresh"></span>
</a>
YLErpWeb/wwwroot/Scripts/app/swaptrade/incomeSwapTrade.js
+2 -2
View File
@@ -63,8 +63,8 @@ const vue = new Vue({
this.floatPosition.Quantity = otcformat.trading.notional(this.floatPosition.Quantity);
this.floatPosition.PositionQty = otcformat.trading.notional(this.floatPosition.PositionQty);
this.deal.SwapCloseAmount = otcformat.trading.StockEqvNotional(this.deal.SwapCloseAmount);
this.floatPosition.PosiNetPrice = otcformat.trading.umprice(this.floatPosition.PosiNetPrice);
this.floatPosition.PosiGrossPrice = otcformat.trading.umprice(this.floatPosition.PosiGrossPrice);
//this.floatPosition.PosiNetPrice = otcformat.trading.umprice(this.floatPosition.PosiNetPrice);
//this.floatPosition.PosiGrossPrice = otcformat.trading.umprice(this.floatPosition.PosiGrossPrice);
this.floatPosition.TradingFee = otcformat.trading.StockEqvNotional(this.floatPosition.TradingFee);
this.floatPosition.DividendIn = otcformat.trading.StockEqvNotional(this.floatPosition.DividendIn);
this.floatPosition.MarkClosePnl = otcformat.trading.StockEqvNotional(this.floatPosition.MarkClosePnl);
YLErpWeb/wwwroot/Scripts/app/swaptrade/swapTradeEdit.js
+2 -2
View File
@@ -268,9 +268,9 @@ const vue = new Vue({
this.getSpotPrice(payItem.UnderlyingCode, this.trade.StartDate, payItem);
}
var national = payItem.PosiQuantity * payItem.ContractSize;
var stockEqvNotional = payItem.PosiGrossPrice * national;//名义本金=期初价格*数量*乘数
var stockEqvNotional = _.round(payItem.PosiGrossPrice * national, 2);//名义本金=期初价格*数量*乘数
this.trade.StockEqvNotional = otcformat.trading.stockEqvNotional(stockEqvNotional);
payItem.PosiNotionalValue = this.StockEqvNotional;
payItem.PosiNotionalValue = this.trade.StockEqvNotional;
}
},
//变更到期日
YLErpWeb/wwwroot/Scripts/app/swaptrade/unwindSwapTrade.js
+2 -2
View File
@@ -76,8 +76,8 @@ const vue = new Vue({
this.deal.CloseQty = otcformat.trading.notional(this.deal.CloseQty);
this.deal.ClosePercent = otcformat.fixed6(this.deal.ClosePercent);
this.deal.SwapCloseAmount = otcformat.trading.StockEqvNotional(this.deal.SwapCloseAmount);
this.floatPosition.PosiNetPrice = otcformat.trading.tradeSinglePrice(this.floatPosition.PosiNetPrice);
this.floatPosition.PosiGrossPrice = otcformat.trading.tradeSinglePrice(this.floatPosition.PosiGrossPrice);
//this.floatPosition.PosiNetPrice = otcformat.trading.tradeSinglePrice(this.floatPosition.PosiNetPrice);
//this.floatPosition.PosiGrossPrice = otcformat.trading.tradeSinglePrice(this.floatPosition.PosiGrossPrice);
this.floatPosition.TradingAmountAvg = otcformat.trading.tradeSinglePrice(this.floatPosition.TradingAmountAvg);
this.floatPosition.TradingFee = otcformat.trading.StockEqvNotional(this.floatPosition.TradingFee);
this.floatPosition.TradingFeePending = otcformat.trading.StockEqvNotional(this.floatPosition.TradingFeePending);
YLErpWeb/wwwroot/Style/Css/swapTradeEditV2.css
+1 -1
View File
@@ -194,7 +194,7 @@ li > input {
}
.swapflowtr input, .swapflowtr select {
width: 91px;
width: 113px;
}
.swappay, .swappay select {