diff --git a/Framework/YLErp.Core/Models/SwapEndConfirmModel.cs b/Framework/YLErp.Core/Models/SwapEndConfirmModel.cs
index 55ddcf9e..234f5c8a 100644
--- a/Framework/YLErp.Core/Models/SwapEndConfirmModel.cs
+++ b/Framework/YLErp.Core/Models/SwapEndConfirmModel.cs
@@ -46,6 +46,27 @@ namespace YLErp.Models
public string Quantity { get; set; }
+ /// 融资腿挂钩的基准利率代码；未挂钩时展示“固定利率”。
+ public string BaseRate { get; set; }
+
+ /// ETF 在持有期间产生的客户视角分红金额。
+ public string PeriodDividend { get; set; }
+
+ /// 现券交易期初成交收益率。
+ public string InitYtm { get; set; }
+
+ /// 利率收益金额除以标的名义本金得到的绝对浮动利率。
+ public string FloatRateAbs { get; set; }
+
+ /// InterestMode = 5 的期初预付金方向汇总金额。
+ public string InitialMargin { get; set; }
+
+ /// InterestMode = 6 且结算日前已生效的追加预付金方向汇总金额。
+ public string AdditionalMargin { get; set; }
+
+ /// 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。
+ public string MaturitySettlementAmount { get; set; }
+
///
/// 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。
diff --git a/Plugins/YLErp.Plugins.GuoLian/App_Docs/settlement_template/nodma_01.xlsx b/Plugins/YLErp.Plugins.GuoLian/App_Docs/settlement_template/nodma_01.xlsx
index 0415cc61..1b289c00 100644
Binary files a/Plugins/YLErp.Plugins.GuoLian/App_Docs/settlement_template/nodma_01.xlsx and b/Plugins/YLErp.Plugins.GuoLian/App_Docs/settlement_template/nodma_01.xlsx differ
diff --git a/Plugins/YLErp.Plugins.GuoLian/DocumentGenerator/TradeSettleBillGenerator.cs b/Plugins/YLErp.Plugins.GuoLian/DocumentGenerator/TradeSettleBillGenerator.cs
index adbb66b5..7d851a7f 100644
--- a/Plugins/YLErp.Plugins.GuoLian/DocumentGenerator/TradeSettleBillGenerator.cs
+++ b/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 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($"平仓事件{flowEventGroup.id}未找到对应初始持仓");
+ var unwindFlowEvents = allFlowEvents.Where(x => x.EventId == flowEventGroup.EventId).ToList();
+ var trade = trades.OfType().FirstOrDefault(x => x.id == tradeId);
+ if (trade == null)
+ {
+ throw new ServiceException($"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(swapEvent.EventData);
- PosiNotionalValue = swapEvent.unwindData.CloseNotionalValue;
- exitYtm = swapEvent.unwindData.FlowEvents?
- .FirstOrDefault(f => f.PositionType > 0)?
- .ExitYtm;
+ unwindData = JsonHelper.Deserialize(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 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);
+ }
+
+ ///
+ /// 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。
+ ///
+ 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));
}
}
}
diff --git a/YLErpDAL/Modules/SwapModule/EodPnlCalculator.cs b/YLErpDAL/Modules/SwapModule/EodPnlCalculator.cs
index 3532be45..62a831af 100644
--- a/YLErpDAL/Modules/SwapModule/EodPnlCalculator.cs
+++ b/YLErpDAL/Modules/SwapModule/EodPnlCalculator.cs
@@ -148,8 +148,9 @@ namespace YLErp.Modules.SwapModule
///
/// 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。
///
- internal static decimal CalculateWeightedMarginRate(IEnumerable margins)
+ public static decimal CalculateWeightedMarginRate(IEnumerable margins)
{
var marginList = margins.ToList();
var totalWeight = marginList.Sum(x => Math.Abs(x.InterestPrincipalFix));
diff --git a/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs b/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs
index d13a96ec..f9fb7204 100644
--- a/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs
+++ b/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 tradeDic = new Dictionary();
diff --git a/YLErpDAL/Modules/TradeModule/DocGenerateModule/SwapSettlementBillRowBuilder.cs b/YLErpDAL/Modules/TradeModule/DocGenerateModule/SwapSettlementBillRowBuilder.cs
new file mode 100644
index 00000000..2f49e8e9
--- /dev/null
+++ b/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;
+
+///
+/// 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。
+///
+public sealed class SwapSettlementBillRowInput
+{
+ /// 有效交易确认书编号。
+ public string ConfirmNo { get; set; }
+
+ /// 结算单所属交易对手名称。
+ public string ClientName { get; set; }
+
+ /// 平仓事件关联的收益互换交易。
+ public trade Trade { get; set; }
+
+ /// 当前生成行对应的平仓流水。
+ public swap_flow_event CloseFlow { get; set; }
+
+ /// 与当前平仓事件同 EventId 的利息、预付金等流水。
+ public IReadOnlyList EventFlows { get; set; }
+
+ /// 交易的初始持仓腿，用于识别融资腿、浮动腿和预付金。
+ public IList Positions { get; set; }
+
+ /// 标的品种，用于区分现券付息、ETF 分红和收益率字段。
+ public string UnderlyingInstrumentType { get; set; }
+
+ /// 本次平仓标的名义本金。
+ public decimal CloseNotionalValue { get; set; }
+
+ /// 平仓事件浮动腿记录的期末结算收益率（展示态数值）。
+ public decimal? ExitYtm { get; set; }
+
+ /// 期间付息或分红是否计入本次净额结算。
+ public bool IncludePeriodPaymentInNetting { get; set; }
+}
+
+///
+/// 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。
+///
+public static class SwapSettlementBillRowBuilder
+{
+ ///
+ /// 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。
+ ///
+ public static ExcelReportModel Build(SwapSettlementBillRowInput input)
+ {
+ ArgumentNullException.ThrowIfNull(input);
+ ArgumentNullException.ThrowIfNull(input.Trade);
+ ArgumentNullException.ThrowIfNull(input.CloseFlow);
+
+ var positions = input.Positions ?? Array.Empty();
+ var eventFlows = input.EventFlows ?? Array.Empty();
+
+ // 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")
+ };
+ }
+
+ ///
+ /// 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。
+ ///
+ public static DateTime GetSinglePayDate(IEnumerable 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];
+ }
+
+ ///
+ /// 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。
+ ///
+ 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";
+ }
+
+ ///
+ /// 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。
+ ///
+ private static decimal SumMargin(
+ IEnumerable margins,
+ InterestModeEnum interestMode)
+ {
+ return margins
+ .Where(x => x.InterestMode == (int)interestMode)
+ .Sum(x => x.InterestPrincipalFix * DirectionRatio.ReceivePay(x.InterestDirection));
+ }
+
+ ///
+ /// 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。
+ ///
+ private static string ResolveBaseRate(IEnumerable positions)
+ {
+ return positions
+ .Where(x => !ConsTrade.InterestMarginModels.Contains(x.InterestMode))
+ .Select(x => x.FloatRateUnderlyingCode)
+ .FirstOrDefault(x => !string.IsNullOrWhiteSpace(x))
+ ?? "固定利率";
+ }
+}