#EQD-6948 国联民生-实现保证金规则(2)追保金额的产生与收盘计算 收盘计算和授信占用

This commit is contained in:
锦麟 王
2026-08-24 16:34:18 +08:00
parent 8648b62af9
commit c35befbe8f
49 changed files with 2814 additions and 272 deletions
@@ -37,6 +37,10 @@ namespace YLErp.Modules.EodModule.SettlementModule
var balanceDate = _context.SettleDate;
var reqClientIds = _context.Request.ClientIds;
//阶段四 §4.1:合约维度(MarginWatchRule==0)规则15 交易按 维持−累计 产生"追加保证金"资金记录(授信优先,幂等)。
//必须在下方出入金查询之前执行:当日新记录计入当日结算窗口并翻"已结算",重跑时 目标/已补足 不变→同值覆盖,首跑与重跑口径一致
new SwapAdditionalMarginService(this).SettleAdditionalMargin(balanceDate, reqClientIds?.ToList());
var clientDb = DbContextFactory.GetClientDbContext(OptUser);
var currencyCodes = _context.CurrencyCodes;
@@ -654,7 +658,9 @@ namespace YLErp.Modules.EodModule.SettlementModule
}
}
if (ClientCashInCashOut._期权费.Equals(clientEntryexit.Action) || ClientCashInCashOut._应付预付金.Equals(clientEntryexit.Action) || ClientCashInCashOut._预付金返息.Equals(clientEntryexit.Action))
if (ClientCashInCashOut._期权费.Equals(clientEntryexit.Action) || ClientCashInCashOut._应付预付金.Equals(clientEntryexit.Action) || ClientCashInCashOut._预付金返息.Equals(clientEntryexit.Action)
//阶段四 §4.1:追加保证金(EOD 结算产生的合约维度追保入金)与应付预付金同口径计入当日资金变动
|| ClientCashInCashOut._追加保证金.Equals(clientEntryexit.Action))
{
CurrChangeAmount += clientEntryexit.Money ?? 0.0;
OptionPremiumSwap += clientEntryexit.Money ?? 0.0;