fix(calculation): 解决本地代码编译报错问题。 移除QDP累购期权中的价格模式参数

- 从QdpTradeBuilder构造函数调用中移除updownPriceMode参数
- 注释掉累购期权中不再支持的价格模式设置逻辑
- 更新Excel导出方法调用以移除多余的数据分组参数
This commit is contained in:
hjhan
2026-03-24 10:21:33 +08:00
parent 795d8eb011
commit b36c7aa21f
3 changed files with 4 additions and 6 deletions
@@ -2286,7 +2286,6 @@ namespace YLErp.Modules.CalculationModule
annualizedFactor: param.annualizedFactor,
accumuType: param.AccumuType == "子弹" ? AccumuType.bullet : AccumuType.none,
settleMode: settleMode,
updownPriceMode: param.updownPriceMode,
happenedObservations: happenedObservations)
{
UnderlyingTickers = param.underlyingTickers
@@ -2450,7 +2449,6 @@ namespace YLErp.Modules.CalculationModule
settleMode: settleMode,
settleMode2: settleMode2,
settleMode3: settleMode3,
updownPriceMode: param.updownPriceMode,
happenedObservations: happenedObservations,
strike2: param.Strike2,
strike3: param.Strike3,
@@ -2548,7 +2546,8 @@ namespace YLErp.Modules.CalculationModule
result.Coupon = accumulatorOption.CouponPercent ? accumulatorOption.Coupon * (td.SpotPrice ?? 0) : accumulatorOption.Coupon;
result.KOObservationDates = accumulatorOption.KOObservationDates;
result.updownPriceMode = GlobalConfig.AccumulatorCriticalMode == "updown";
// Removed updownPriceMode as it's not supported in QDP AccumulatorOption constructor
// result.updownPriceMode = GlobalConfig.AccumulatorCriticalMode == "updown";
result.happenedObservations = request?.happenedObservations;
//将累计期权引擎需要传入的notional从原来的观察日总数量更正为沽购数量