From ba197f02ea593288d79d1300c4ebc7042af4cda3 Mon Sep 17 00:00:00 2001 From: gongpei Date: Tue, 14 Oct 2025 15:23:52 +0800 Subject: [PATCH] =?UTF-8?q?fix:=20=E6=88=90=E4=BA=A4=E6=94=B6=E7=9B=8A?= =?UTF-8?q?=E7=8E=87=E4=BF=AE=E6=94=B9?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- YLErpDAL/Modules/SwapModule/SwapTradeAutoService.cs | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/YLErpDAL/Modules/SwapModule/SwapTradeAutoService.cs b/YLErpDAL/Modules/SwapModule/SwapTradeAutoService.cs index 61a5f0b2..5a44acd2 100644 --- a/YLErpDAL/Modules/SwapModule/SwapTradeAutoService.cs +++ b/YLErpDAL/Modules/SwapModule/SwapTradeAutoService.cs @@ -388,7 +388,7 @@ namespace YLErp.Modules.SwapModule swap_flow_summary.TradingAmountNetFeeAvg = swap_flow_summary.TradingQty == 0 ? swap_flow_summary.TradingAmountNetAvg : swap_flow_summary.TradingAmountNetAvg + swap_flow_summary.TradingFeePending * tradeSide / swap_flow_summary.TradingQty; swap_flow_summary.TradingAmountNetFeeAvg = Math.Round(swap_flow_summary.TradingAmountNetFeeAvg ?? 0, 10); // 计算收益率 - CalBondResult result = BondCalcHepler.BondCalcByDate(gourpItem.Key.UnderlyingCode, swap_flow_summary.TradingAmountAvg * 100, valueDate.ToString("yyyy-MM-dd"), "YD"); + CalBondResult result = BondCalcHepler.BondCalcByDate(gourpItem.Key.UnderlyingCode, swap_flow_summary.TradingAmountAvg * 100, valueDate.ToString("yyyy-MM-dd")); if (result != null) { swap_flow_summary.InitYtm = result.ytm;