Merge branch 'glms/feature/1.4.2' of http://git.yiliantech.com/gitlab/otc-dev/zszq-trs into glms/feature/1.4.2

Framework/YLErp.Core/Models/SwapEndConfirmModel.cs

@@ -46,6 +46,27 @@ namespace YLErp.Models
 
         public string Quantity { get; set; }
 
+        /// <summary>融资腿挂钩的基准利率代码；未挂钩时展示“固定利率”。</summary>
+        public string BaseRate { get; set; }
+
+        /// <summary>ETF 在持有期间产生的客户视角分红金额。</summary>
+        public string PeriodDividend { get; set; }
+
+        /// <summary>现券交易期初成交收益率。</summary>
+        public string InitYtm { get; set; }
+
+        /// <summary>利率收益金额除以标的名义本金得到的绝对浮动利率。</summary>
+        public string FloatRateAbs { get; set; }
+
+        /// <summary>InterestMode = 5 的期初预付金方向汇总金额。</summary>
+        public string InitialMargin { get; set; }
+
+        /// <summary>InterestMode = 6 且结算日前已生效的追加预付金方向汇总金额。</summary>
+        public string AdditionalMargin { get; set; }
+
+        /// <summary>净额结算金额加期初预付金、追加预付金后的到期结算金额。</summary>
+        public string MaturitySettlementAmount { get; set; }
+
         /// <summary>
         /// 期末标的结算收益率（EQD-6953）。普通债券类收益互换平仓收益率，展示态百分数，
         /// 固定 4 位小数不去零("0.0000")；非债券/历史无值时为空串。

Plugins/YLErp.Plugins.GuoLian/DocumentGenerator/TradeSettleBillGenerator.cs

@@ -4,6 +4,7 @@ using YLErp.DBModels;
 using YLErp.DBModels.Consts;
 using YLErp.DBModels.Enums;
 using YLErp.Models;
+using YLErp.Modules.TradeModule.DocGenerateModule;
 using YLErp.Plugins.TradeDocGenerator;
 using YLErp.Plugins.TradeDocGenerator.Abstracts;
 using YLErp.QdpModule;
@@ -23,6 +24,7 @@ namespace YLErp.Plugins.GuoLian.DocumentGenerator
 
         protected override void PrepareViewData(Dictionary<string, object> dic)
         {
+            // 普通 XLSX 结算单的公共上下文一次性加载，后续按平仓流水在内存中关联。
             var client = Context.GetClient();
             var flowEvents = Context.GetFlowEvents();
             var allFlowEvents = Context.GetAllFlowEvents();
@@ -35,16 +37,18 @@ namespace YLErp.Plugins.GuoLian.DocumentGenerator
 
             foreach (var flowEventGroup in flowEvents)
             {
+                // 为每条平仓流水组装交易、初始持仓腿及同 EventId 的结算流水。
                 var tradeId = flowEventGroup.SwapTradeId;
                 var positions = swapPositions.Where(x => x.SwapTradeId == tradeId && x.IsInitial).ToList();
-                var posi = positions.FirstOrDefault(f => f.id == flowEventGroup.PositionId);
-                var unwindFlowEvents = allFlowEvents.Where(x => x.EventId == flowEventGroup.EventId);
-                var trade = trades.FirstOrDefault(x => x.id == tradeId);
-                var preSettleDate = flowEventGroup.UnwindDate.Value.AddDays(-1);
-                var swapEodPositions = Context.GetEodPositions(tradeId, preSettleDate);
+                var posi = positions.FirstOrDefault(f => f.id == flowEventGroup.PositionId)
+                    ?? throw new ServiceException($"平仓事件{flowEventGroup.id}未找到对应初始持仓");
+                var unwindFlowEvents = allFlowEvents.Where(x => x.EventId == flowEventGroup.EventId).ToList();
+                var trade = trades.OfType<trade>().FirstOrDefault(x => x.id == tradeId);
+                if (trade == null)
+                {
+                    throw new ServiceException($"平仓事件{flowEventGroup.id}未找到对应交易");
+                }
                 var tradeExtend = tradeExtends.FirstOrDefault(x => x.TradeId == tradeId);
-                var ratio = posi.PositionType == (int)PositionTypeFlag.Long ? 1 : -1;
-                ExcelReportModel row = new ExcelReportModel();
                 var confirmNo = Context.Gettrade_contract_r(tradeId, ContractTypeEnum.Trade);
                 if (string.IsNullOrEmpty(confirmNo))
                 {
@@ -52,78 +56,40 @@ namespace YLErp.Plugins.GuoLian.DocumentGenerator
                     // 报错交易常是扩张拉入的同客户同日平仓，并非用户勾选的那笔。
                     throw new ServiceException($"{trade.TradeNumber}未生成交易确认书(平仓事件id={flowEventGroup.id}, tradeId={tradeId}, 客户={client.Name}, 平仓日={flowEventGroup.UnwindDate?.ToString("yyyy-MM-dd")})；请先为该笔交易生成交易确认书后重试");
                 }
-                row.TradeNumber = confirmNo;
-                row.ClientName = client.Name;
-                row.UnderlyingCode = flowEventGroup.UnderlyingCode;
-                row.StartDate = trade.StartDate.Value.ToString("yyyy-MM-dd");
-                var eventDate = flowEventGroup.UnwindDate.Value;
-                row.EventDate = eventDate.ToString("yyyy-MM-dd");
-                var payDate = flowEventGroup.PayDate;
-                var sr = tradeExtend == null ? 0 : tradeExtend.ExtendObj.SettlementRules;
-                if (!payDate.HasValue)
-                {
-                    payDate = QdpCalendarHelper.GetNonHoliday(flowEventGroup.EventDate.AddDays(sr));
-                }
-                row.PayDate = payDate.Value.ToString("yyyy-MM-dd");
-                row.ClosePrice = ((flowEventGroup.TradingAmountAvg) * 100).ToString("0.00000000");
-                decimal interestRate = unwindFlowEvents.Where(x => ConsTrade.InterestModels.Contains(x.InterestMode)).Sum(s => s.InterestRate);
-                row.InterestRate = interestRate.ToString("0.00%");
-                var PosiNotionalValue = flowEventGroup.Quantity * flowEventGroup.ContractSize * posi.PosiGrossPrice;
-                // EQD-6953 期末标的结算收益率：平仓簿记时随 UnwindData 存进 swap_event.EventData，
-                // 此处从浮动腿(PositionType>0)回读。存储态=展示态百分数(6.3721)，导出固定 4 位不去零。
-                decimal? exitYtm = null;
+
+                // 历史流水可能未落 PayDate，按交易结算规则补算后再进入统一构造器。
+                flowEventGroup.PayDate = ResolvePayDate(flowEventGroup, tradeExtend);
+
+                // UnwindData 提供平仓名义本金及浮动腿期末收益率，均属于事件快照数据。
+                UnwindData? unwindData = null;
                 if (flowEventGroup.EventId.HasValue)
                 {
                     var swapEvent = Context.GetEvent(flowEventGroup.EventId.Value);
                     if (swapEvent != null)
                     {
-                        swapEvent.unwindData = JsonHelper.Deserialize<UnwindData>(swapEvent.EventData);
-                        PosiNotionalValue = swapEvent.unwindData.CloseNotionalValue;
-                        exitYtm = swapEvent.unwindData.FlowEvents?
-                            .FirstOrDefault(f => f.PositionType > 0)?
-                            .ExitYtm;
+                        unwindData = JsonHelper.Deserialize<UnwindData>(swapEvent.EventData);
                     }
                 }
-                row.ExitYtm = exitYtm?.ToString("0.0000") ?? string.Empty;
 
-                row.Quantity = flowEventGroup.Quantity.ToString("0.00");
-                row.PosiNotionalValue = PosiNotionalValue.ToString("0.00");
-                row.PosiNetPrice = (posi.PosiGrossPrice * 100).ToString("0.00000000");
-                //var tradingFee = (flowEventGroup.TradingAmountFeeAvg- posi.PosiNetPrice- flowEventGroup.TradingAmountAvg+ posi.PosiGrossPrice)* PosiNotionalValue* ratio;
-                var tradingFee = flowEventGroup.TradingFee + flowEventGroup.TradingFeePending;
-                row.Fee = (-tradingFee).ToString("0.00");
-                var RateDays = (eventDate - trade.StartDate.Value).Days;
-                RateDays = RateDays < 0 ? 0 : RateDays;
-                row.RateDays = RateDays.ToString();
-                var MarginAmout = positions.Where(x => x.InterestMode == (int)InterestModeEnum.初始预付金).Sum(s => s.InterestPrincipalFix * (s.InterestDirection == (int)SwapDirectionEnum.收取 ? 1 : -1));
-                row.MarginAmout = Math.Abs(MarginAmout).ToString("0.00");
-                var MarginRebateRate = positions.Where(x => x.InterestMode == (int)InterestModeEnum.初始预付金).Sum(s => s.InterestRateDefault);
-                row.MarginRebateRate = MarginRebateRate.ToString("0.00%");
+                var underlying = Context.GetTradeUnderlying(flowEventGroup.UnderlyingCode);
+                var closeNotionalValue = unwindData?.CloseNotionalValue
+                    ?? flowEventGroup.Quantity * flowEventGroup.ContractSize * posi.PosiGrossPrice;
 
-                var MarginInterestAmount = unwindFlowEvents.Where(x => ConsTrade.InterestMarginModels.Contains(x.InterestMode)).Sum(s => s.InterestClosePnL);
-                row.MarginInterestAmount = (-MarginInterestAmount).ToString("0.00");
-
-                var InterestAmount = unwindFlowEvents.Where(x => ConsTrade.InterestModels.Contains(x.InterestMode)).Sum(s => s.InterestClosePnL) * -1;
-                row.InterestAmount = InterestAmount.ToString("0.00");
-
-                //var lastInterestAmount= swapEodPositions.Where(x => ConsTrade.InterestModels.Contains(x.InterestMode)).Sum(s => s.InterestIncomeSum);
-                //var lastPosiNotionalValue = swapEodPositions.Sum(s=>s.PosiNotionalValue);
-                //var InterestAmount = lastPosiNotionalValue==0?0: - lastInterestAmount* PosiNotionalValue/ lastPosiNotionalValue;
-                //row.InterestAmount = InterestAmount.ToString("0.00");
-
-                //var lastMarginAmount = swapEodPositions.Where(x => ConsTrade.InterestMarginModels.Contains(x.InterestMode)).Sum(s => s.InterestIncomeSum);
-                //var MarginInterestAmount = lastMarginAmount == 0 ? 0 : -lastMarginAmount * PosiNotionalValue / lastMarginAmount;
-                //row.MarginInterestAmount = MarginInterestAmount.ToString("0.00");
-                var FloatRate = PosiNotionalValue == 0 ? 0 : InterestAmount / PosiNotionalValue;
-                row.FloatRate = FloatRate.ToString("0.0000%");
-                var PosiPnl = -flowEventGroup.MarkClosePnl;
-                row.PosiPnl = PosiPnl.ToString("0.00");
-                var markClosePnl = -flowEventGroup.FloatPnlSum;
-                row.MarkClosePnl = markClosePnl.ToString("0.00");
-                row.DividendIn = (-flowEventGroup.DividendIn).ToString("0.00");
-                var marginBackAmount = unwindFlowEvents.Where(x => ConsTrade.InterestMarginModels.Contains(x.InterestMode)).Sum(s => s.InterestPrincipal);
-                var NetSettleAmout = unwindFlowEvents.Sum(x => x.InterestClosePnL) * -1 + flowEventGroup.FloatPnlSum * -1 + marginBackAmount;
-                row.NetSettleAmout = NetSettleAmout.ToString("0.00");
+                // 行构造器统一处理客户视角、结算公式、品种差异和模板展示精度。
+                var row = SwapSettlementBillRowBuilder.Build(new SwapSettlementBillRowInput
+                {
+                    ConfirmNo = confirmNo,
+                    ClientName = client.Name,
+                    Trade = trade,
+                    CloseFlow = flowEventGroup,
+                    EventFlows = unwindFlowEvents,
+                    Positions = positions,
+                    UnderlyingInstrumentType = underlying?.UnderlyingInstrumentType,
+                    CloseNotionalValue = closeNotionalValue,
+                    ExitYtm = unwindData?.FlowEvents?
+                        .FirstOrDefault(x => x.PositionType > 0)?.ExitYtm,
+                    IncludePeriodPaymentInNetting = (tradeExtend?.ExtendObj?.DividendPayDate ?? 1) == 0
+                });
                 table.Add(row);
             }
             outPut.table = table;
@@ -133,6 +99,7 @@ namespace YLErp.Plugins.GuoLian.DocumentGenerator
 
         protected override void PrepareViewData(Dictionary<string, JToken> dic)
         {
+            // DMA/定义文件型结算确认书沿用原 DOCX 数据结构，与普通 XLSX 模板相互独立。
             var client = Context.GetClient();
             if (string.IsNullOrEmpty(client.SettleFileNumber))
             {
@@ -191,6 +158,8 @@ namespace YLErp.Plugins.GuoLian.DocumentGenerator
         {
             var trades = Context.Trades;
             var templatePath = string.Empty;
+
+            // 多空组合及定义文件型债券使用 DMA DOCX，其余普通结算单使用 27 列 XLSX。
             if (trades.Any(s => s.StructureType == "多空组合" || s.StructureType == "定义文件型债券收益互换"))
             {
                 templatePath = MosPathHelper.Combine(GlobalConfig.PluginFolder, "App_Docs/settlement_template/dma_01.docx");
@@ -209,13 +178,33 @@ namespace YLErp.Plugins.GuoLian.DocumentGenerator
             var valueDate = eventDate.ToString("yyyy-MM-dd");
             var count = Context.GetDMASelttementCount(client.id, eventDate);
             var countStr = count == 0 ? "" : "-" + (count + 1).ToString();
-            var FullName = $"结算单-{client.Name}-{valueDate}{countStr}";
             if (trades.Any(s => s.StructureType == "多空组合" || s.StructureType == "定义文件型债券收益互换"))
             {
-                FullName = $"{client.Name}-结算确认书-{valueDate}-交易平仓{countStr}";
+                var FullName = $"{client.Name}-结算确认书-{valueDate}-交易平仓{countStr}";
                 return $"{FullName}.docx";
             }
-            return $"{FullName}.xlsx";
+
+            // 普通结算单以支付日命名；同一附件中的支付日必须唯一。
+            var tradeExtends = Context.GetTrade_Extends(trades.Select(x => x.id).ToList());
+            var payDate = SwapSettlementBillRowBuilder.GetSinglePayDate(
+                flowEvents.Select(flow => (DateTime?)ResolvePayDate(
+                    flow,
+                    tradeExtends.FirstOrDefault(x => x.TradeId == flow.SwapTradeId))));
+            return SwapSettlementBillRowBuilder.BuildOutputFileName(client.Name, payDate, count);
+        }
+
+        /// <summary>
+        /// 优先使用平仓流水已保存的支付日；历史数据缺失时按事件日和交易结算规则补算。
+        /// </summary>
+        private static DateTime ResolvePayDate(swap_flow_event flowEvent, trade_extend? tradeExtend)
+        {
+            if (flowEvent.PayDate.HasValue)
+            {
+                return flowEvent.PayDate.Value;
+            }
+
+            var settlementRules = tradeExtend?.ExtendObj?.SettlementRules ?? 0;
+            return QdpCalendarHelper.GetNonHoliday(flowEvent.EventDate.AddDays(settlementRules));
         }
     }
 }

YLErpDAL/Modules/SwapModule/EodPnlCalculator.cs

@@ -148,8 +148,9 @@ namespace YLErp.Modules.SwapModule
         /// <summary>
         /// 计算预付金利率。多条初始/追加预付金腿按本金绝对值加权，
         /// 不按收付方向轧差，避免相反方向本金抵消后放大利率。
+        /// 对外公开以便结算单与每日估值复用同一计算口径。
         /// </summary>
-        internal static decimal CalculateWeightedMarginRate(IEnumerable<swap_position> margins)
+        public static decimal CalculateWeightedMarginRate(IEnumerable<swap_position> margins)
         {
             var marginList = margins.ToList();
             var totalWeight = marginList.Sum(x => Math.Abs(x.InterestPrincipalFix));

YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs

@@ -3556,7 +3556,7 @@ namespace YLErp.Modules.SwapModule
             // 主查询分页后再取同交易、同估值日的全部辅助腿，避免利息/保证金归集跨估值日串数据。
             var eodPositions = DbContext.eod_swap_position.Where(interestPredicate).ToList();
             var marginPositions = DbContext.swap_position
-                .Where(x => tradeIds.Contains(x.SwapTradeId) && MarginModes.Contains(x.InterestMode) && x.IsInitial && !x.Invalid)
+                .Where(x => tradeIds.Contains(x.SwapTradeId) && MarginModes.ForLinq.Contains(x.InterestMode) && x.IsInitial && !x.Invalid)
                 .ToList();
             var tradeExtends = DbContext.trade_extend.Where(x => tradeIds.Contains(x.TradeId)).ToList();
             Dictionary<string, bool> tradeDic = new Dictionary<string, bool>();

YLErpDAL/Modules/TradeModule/DocGenerateModule/SwapSettlementBillRowBuilder.cs

@@ -0,0 +1,204 @@
+using YLErp.DBModels;
+using YLErp.DBModels.Consts;
+using YLErp.DBModels.Enums;
+using YLErp.Models;
+using YLErp.Modules.SwapModule;
+using YLErp.Modules.SwapModule.ReturnLegs;
+
+namespace YLErp.Modules.TradeModule.DocGenerateModule;
+
+/// <summary>
+/// 构造普通收益互换结算单单行数据所需的业务输入。
+/// 数据均来自平仓事件及其关联交易，避免依赖平仓后可能已不存在的日终持仓。
+/// </summary>
+public sealed class SwapSettlementBillRowInput
+{
+    /// <summary>有效交易确认书编号。</summary>
+    public string ConfirmNo { get; set; }
+
+    /// <summary>结算单所属交易对手名称。</summary>
+    public string ClientName { get; set; }
+
+    /// <summary>平仓事件关联的收益互换交易。</summary>
+    public trade Trade { get; set; }
+
+    /// <summary>当前生成行对应的平仓流水。</summary>
+    public swap_flow_event CloseFlow { get; set; }
+
+    /// <summary>与当前平仓事件同 EventId 的利息、预付金等流水。</summary>
+    public IReadOnlyList<swap_flow_event> EventFlows { get; set; }
+
+    /// <summary>交易的初始持仓腿，用于识别融资腿、浮动腿和预付金。</summary>
+    public IList<swap_position> Positions { get; set; }
+
+    /// <summary>标的品种，用于区分现券付息、ETF 分红和收益率字段。</summary>
+    public string UnderlyingInstrumentType { get; set; }
+
+    /// <summary>本次平仓标的名义本金。</summary>
+    public decimal CloseNotionalValue { get; set; }
+
+    /// <summary>平仓事件浮动腿记录的期末结算收益率（展示态数值）。</summary>
+    public decimal? ExitYtm { get; set; }
+
+    /// <summary>期间付息或分红是否计入本次净额结算。</summary>
+    public bool IncludePeriodPaymentInNetting { get; set; }
+}
+
+/// <summary>
+/// 将平仓事件数据按国联普通结算单口径计算并格式化为模板行。
+/// </summary>
+public static class SwapSettlementBillRowBuilder
+{
+    /// <summary>
+    /// 计算一条结算记录。金额方向统一转换为客户视角，返回值已按模板精度格式化。
+    /// </summary>
+    public static ExcelReportModel Build(SwapSettlementBillRowInput input)
+    {
+        ArgumentNullException.ThrowIfNull(input);
+        ArgumentNullException.ThrowIfNull(input.Trade);
+        ArgumentNullException.ThrowIfNull(input.CloseFlow);
+
+        var positions = input.Positions ?? Array.Empty<swap_position>();
+        var eventFlows = input.EventFlows ?? Array.Empty<swap_flow_event>();
+
+        // 三个业务日期是结算单和文件命名的必填项，缺失时直接阻止生成不完整附件。
+        var startDate = input.Trade.StartDate
+            ?? throw new ServiceException("结算单缺少交易起始日");
+        var eventDate = input.CloseFlow.UnwindDate
+            ?? throw new ServiceException("结算单缺少结算日");
+        var payDate = input.CloseFlow.PayDate
+            ?? throw new ServiceException("结算单缺少支付日");
+
+        // 将同一事件的普通利息与预付金利息分开；预付金本金仅统计结算日前已生效的腿。
+        var floatingPosition = positions.FirstOrDefault(x => x.PositionType > 0)
+            ?? positions.FirstOrDefault(x => !ConsTrade.InterestMarginModels.Contains(x.InterestMode));
+        var interestEvents = eventFlows
+            .Where(x => ConsTrade.InterestModels.Contains(x.InterestMode))
+            .ToList();
+        var marginEvents = eventFlows
+            .Where(x => ConsTrade.InterestMarginModels.Contains(x.InterestMode))
+            .ToList();
+        var effectiveMargins = positions
+            .Where(x => ConsTrade.InterestMarginModels.Contains(x.InterestMode)
+                        && (!x.HappenDate.HasValue || x.HappenDate.Value <= eventDate))
+            .ToList();
+
+        // 数据库存储的是系统/券商视角金额，结算单统一取反为客户视角；预付金本金按收付方向换算。
+        var interestAmount = -interestEvents.Sum(x => x.InterestClosePnL);
+        var floatingAmount = -input.CloseFlow.MarkClosePnl;
+        var fee = -(input.CloseFlow.TradingFee + input.CloseFlow.TradingFeePending);
+        var marginInterest = -marginEvents.Sum(x => x.InterestClosePnL);
+        var periodAmount = -input.CloseFlow.DividendIn;
+        var initialMargin = SumMargin(effectiveMargins, InterestModeEnum.初始预付金);
+        var additionalMargin = SumMargin(effectiveMargins, InterestModeEnum.追加预付金);
+
+        // 净额结算按实际轧差项求和；到期结算在净额基础上返还或收取期初、追加预付金。
+        var netSettlementAmount = interestAmount + floatingAmount + fee + marginInterest
+            + (input.IncludePeriodPaymentInNetting ? periodAmount : 0m);
+        var maturitySettlementAmount = netSettlementAmount + initialMargin + additionalMargin;
+        var floatRateAbs = input.CloseNotionalValue == 0m
+            ? 0m
+            : interestAmount / input.CloseNotionalValue;
+
+        // 同一数据库字段在模板中按标的类型拆分：现券展示期间付息，ETF 展示期间分红。
+        var isCashBond = ConsGlobal.InstrumentType.IsBond(input.UnderlyingInstrumentType);
+        var isEtf = ConsGlobal.InstrumentType.Fund.Equals(
+            input.UnderlyingInstrumentType,
+            StringComparison.OrdinalIgnoreCase);
+
+        // 此处集中完成模板字段映射和展示精度处理，生成器只负责组装原始业务数据。
+        return new ExcelReportModel
+        {
+            TradeNumber = input.ConfirmNo,
+            ClientName = input.ClientName,
+            StartDate = startDate.ToString("yyyy-MM-dd"),
+            EventDate = eventDate.ToString("yyyy-MM-dd"),
+            PayDate = payDate.ToString("yyyy-MM-dd"),
+            UnderlyingCode = input.CloseFlow.UnderlyingCode,
+            BaseRate = ResolveBaseRate(positions),
+            InterestRate = interestEvents.Sum(x => x.InterestRate).ToString("0.00%"),
+            PosiNotionalValue = input.CloseNotionalValue.ToString("0.00"),
+            Quantity = input.CloseFlow.Quantity.ToString("0.00"),
+            DividendIn = isCashBond ? periodAmount.ToString("0.00") : string.Empty,
+            PeriodDividend = isEtf ? periodAmount.ToString("0.00") : string.Empty,
+            PosiNetPrice = ((floatingPosition?.PosiGrossPrice ?? 0m) * 100m).ToString("0.00000000"),
+            InitYtm = isCashBond && input.Trade.InitYtm.HasValue
+                ? input.Trade.InitYtm.Value.ToString("0.####%")
+                : string.Empty,
+            ClosePrice = (input.CloseFlow.TradingAmountAvg * 100m).ToString("0.00000000"),
+            ExitYtm = isCashBond && input.ExitYtm.HasValue
+                ? input.ExitYtm.Value.ToString("0.0000")
+                : string.Empty,
+            RateDays = Math.Max(0, (eventDate - startDate).Days + 1).ToString(),
+            FloatRateAbs = floatRateAbs.ToString("0.0000%"),
+            FloatRate = floatRateAbs.ToString("0.0000%"),
+            InterestAmount = interestAmount.ToString("0.00"),
+            PosiPnl = floatingAmount.ToString("0.00"),
+            Fee = fee.ToString("0.00"),
+            MarginRebateRate = EodPnlCalculator.CalculateWeightedMarginRate(effectiveMargins)
+                .ToString("0.0000%"),
+            MarginInterestAmount = marginInterest.ToString("0.00"),
+            InitialMargin = initialMargin.ToString("0.00"),
+            AdditionalMargin = additionalMargin.ToString("0.00"),
+            MarginAmout = Math.Abs(initialMargin).ToString("0.00"),
+            MarkClosePnl = (-input.CloseFlow.FloatPnlSum).ToString("0.00"),
+            NetSettleAmout = netSettlementAmount.ToString("0.00"),
+            MaturitySettlementAmount = maturitySettlementAmount.ToString("0.00")
+        };
+    }
+
+    /// <summary>
+    /// 校验同一附件中的支付日唯一，并返回用于文件名的支付日。
+    /// </summary>
+    public static DateTime GetSinglePayDate(IEnumerable<DateTime?> payDates)
+    {
+        var dates = payDates?.ToList()
+            ?? throw new ServiceException("结算单缺少支付日");
+        if (dates.Count == 0 || dates.Any(x => !x.HasValue))
+        {
+            throw new ServiceException("结算单缺少支付日");
+        }
+
+        var distinctDates = dates.Select(x => x.Value.Date).Distinct().OrderBy(x => x).ToList();
+        if (distinctDates.Count != 1)
+        {
+            throw new ServiceException(
+                $"同一结算单存在多个支付日：{string.Join("、", distinctDates.Select(x => x.ToString("yyyy-MM-dd")))}");
+        }
+
+        return distinctDates[0];
+    }
+
+    /// <summary>
+    /// 按交易对手和支付日生成普通结算单文件名；重复生成时追加顺序号。
+    /// </summary>
+    public static string BuildOutputFileName(string clientName, DateTime payDate, int count)
+    {
+        var suffix = count == 0 ? string.Empty : $"-{count + 1}";
+        return $"结算单-{clientName}-{payDate:yyyy-MM-dd}{suffix}.xlsx";
+    }
+
+    /// <summary>
+    /// 按预付金类型汇总本金，并根据收付方向转换为结算方向金额。
+    /// </summary>
+    private static decimal SumMargin(
+        IEnumerable<swap_position> margins,
+        InterestModeEnum interestMode)
+    {
+        return margins
+            .Where(x => x.InterestMode == (int)interestMode)
+            .Sum(x => x.InterestPrincipalFix * DirectionRatio.ReceivePay(x.InterestDirection));
+    }
+
+    /// <summary>
+    /// 从非预付金融资腿读取挂钩基准；未配置浮动基准时按固定利率展示。
+    /// </summary>
+    private static string ResolveBaseRate(IEnumerable<swap_position> positions)
+    {
+        return positions
+            .Where(x => !ConsTrade.InterestMarginModels.Contains(x.InterestMode))
+            .Select(x => x.FloatRateUnderlyingCode)
+            .FirstOrDefault(x => !string.IsNullOrWhiteSpace(x))
+            ?? "固定利率";
+    }
+}