diff --git a/Framework/YLErp.Core/ConsGlobal.cs b/Framework/YLErp.Core/ConsGlobal.cs index 5e569910..bdf59a00 100644 --- a/Framework/YLErp.Core/ConsGlobal.cs +++ b/Framework/YLErp.Core/ConsGlobal.cs @@ -62,7 +62,7 @@ namespace YLErp /// 价格四舍五入保留位数 /// - public const int PriceRound = 10; + public const int PriceRound = 11; /// /// 金额四舍五入保留位数 /// diff --git a/Framework/YLErp.Core/DBModels/BondPayment.cs b/Framework/YLErp.Core/DBModels/BondPayment.cs index 94056c19..aae29465 100644 --- a/Framework/YLErp.Core/DBModels/BondPayment.cs +++ b/Framework/YLErp.Core/DBModels/BondPayment.cs @@ -98,12 +98,12 @@ namespace YLErp.DBModels /// 发布时间 /// [Column("insert_time")] - public DateTime create_time { get; set; } + public DateTime? create_time { get; set; } /// /// 更新时间 /// [DisplayName("更新时间")] [Column("update_time")] - public DateTime update_time { get; set; } + public DateTime? update_time { get; set; } } } diff --git a/UnitTestProject/Modules/SwapModule/GetInterestsUnitTest.cs b/UnitTestProject/Modules/SwapModule/GetInterestsUnitTest.cs index 30c02dde..2c748aca 100644 --- a/UnitTestProject/Modules/SwapModule/GetInterestsUnitTest.cs +++ b/UnitTestProject/Modules/SwapModule/GetInterestsUnitTest.cs @@ -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); } diff --git a/YLErpDAL/Modules/SwapModule/SwapDealService.cs b/YLErpDAL/Modules/SwapModule/SwapDealService.cs index b8bbd82a..8772ad0c 100644 --- a/YLErpDAL/Modules/SwapModule/SwapDealService.cs +++ b/YLErpDAL/Modules/SwapModule/SwapDealService.cs @@ -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; } /// @@ -369,7 +371,8 @@ namespace YLErp.Modules.SwapModule decimal grossPrice, decimal orginPv, bool add = false, - bool settment = true) + bool settment = true, + List closeList = null) { List interests = new List(); 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 /// /// 计算盘中利息（平仓/互换） /// - 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); } /// /// 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 /// 是否年化 /// 年化天数 /// - 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); } /// /// 计算单利 盘中（按重置天数分段，每段使用对应浮动利率） /// - 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); } /// /// 通用日度利息计算方法（单利/复利共用） /// /// 是否复利：true=利息并入本金，false=单利 - 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) diff --git a/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs b/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs index 848e42d2..05114ea3 100644 --- a/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs +++ b/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs @@ -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); diff --git a/YLErpDAL/Modules/SwapModule/SwapTradeService.cs b/YLErpDAL/Modules/SwapModule/SwapTradeService.cs index a62a6c4f..f95b4718 100644 --- a/YLErpDAL/Modules/SwapModule/SwapTradeService.cs +++ b/YLErpDAL/Modules/SwapModule/SwapTradeService.cs @@ -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; diff --git a/YLErpDAL/Modules/TradeModule/DealModule/TradeUnwindService.cs b/YLErpDAL/Modules/TradeModule/DealModule/TradeUnwindService.cs index 7380b1c1..94fe5d3e 100644 --- a/YLErpDAL/Modules/TradeModule/DealModule/TradeUnwindService.cs +++ b/YLErpDAL/Modules/TradeModule/DealModule/TradeUnwindService.cs @@ -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; diff --git a/YLErpWeb/App_Data/Config/otcformat.js b/YLErpWeb/App_Data/Config/otcformat.js index 78a27131..92b1f226 100644 --- a/YLErpWeb/App_Data/Config/otcformat.js +++ b/YLErpWeb/App_Data/Config/otcformat.js @@ -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}}}; \ No newline at end of file +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 } } }; \ No newline at end of file diff --git a/YLErpWeb/App_Data/Config/otcformat.min.js b/YLErpWeb/App_Data/Config/otcformat.min.js deleted file mode 100644 index 54832a1e..00000000 --- a/YLErpWeb/App_Data/Config/otcformat.min.js +++ /dev/null @@ -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}}}; \ No newline at end of file diff --git a/YLErpWeb/Views/SwapTrade2/SwapIncome.cshtml b/YLErpWeb/Views/SwapTrade2/SwapIncome.cshtml index d17f8053..14e12e6b 100644 --- a/YLErpWeb/Views/SwapTrade2/SwapIncome.cshtml +++ b/YLErpWeb/Views/SwapTrade2/SwapIncome.cshtml @@ -146,7 +146,7 @@ {{priceFormat(floatPosition.PosiGrossPrice)}} {{priceFormat(floatPosition.TradingAmountNetAvg)}} - + diff --git a/YLErpWeb/Views/SwapTrade2/SwapUnwind.cshtml b/YLErpWeb/Views/SwapTrade2/SwapUnwind.cshtml index a34d3a21..612995b4 100644 --- a/YLErpWeb/Views/SwapTrade2/SwapUnwind.cshtml +++ b/YLErpWeb/Views/SwapTrade2/SwapUnwind.cshtml @@ -197,7 +197,7 @@ {{priceFormat(floatPosition.PosiGrossPrice)}} - + diff --git a/YLErpWeb/wwwroot/Scripts/app/swaptrade/incomeSwapTrade.js b/YLErpWeb/wwwroot/Scripts/app/swaptrade/incomeSwapTrade.js index fe0cab66..9846f8f8 100644 --- a/YLErpWeb/wwwroot/Scripts/app/swaptrade/incomeSwapTrade.js +++ b/YLErpWeb/wwwroot/Scripts/app/swaptrade/incomeSwapTrade.js @@ -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); diff --git a/YLErpWeb/wwwroot/Scripts/app/swaptrade/swapTradeEdit.js b/YLErpWeb/wwwroot/Scripts/app/swaptrade/swapTradeEdit.js index 6a68a4b1..e71b9f5a 100644 --- a/YLErpWeb/wwwroot/Scripts/app/swaptrade/swapTradeEdit.js +++ b/YLErpWeb/wwwroot/Scripts/app/swaptrade/swapTradeEdit.js @@ -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 diff --git a/YLErpWeb/wwwroot/Scripts/app/swaptrade/unwindSwapTrade.js b/YLErpWeb/wwwroot/Scripts/app/swaptrade/unwindSwapTrade.js index 1a409077..eb16694c 100644 --- a/YLErpWeb/wwwroot/Scripts/app/swaptrade/unwindSwapTrade.js +++ b/YLErpWeb/wwwroot/Scripts/app/swaptrade/unwindSwapTrade.js @@ -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); diff --git a/YLErpWeb/wwwroot/Style/Css/swapTradeEditV2.css b/YLErpWeb/wwwroot/Style/Css/swapTradeEditV2.css index 889c82c4..f128200d 100644 --- a/YLErpWeb/wwwroot/Style/Css/swapTradeEditV2.css +++ b/YLErpWeb/wwwroot/Style/Css/swapTradeEditV2.css @@ -194,7 +194,7 @@ li > input { } .swapflowtr input, .swapflowtr select { - width: 91px; + width: 113px; } .swappay, .swappay select {