refactor(swap): Phase3 提取ClosePercentMath共享模块

SwapDealService的4个public static ClosePercent方法body搬到ClosePercentMath.cs: - ResolveUnwindPreviousNotional (上一日终浮动端名义本金) - ToRemainingClosePercent (A→B 占期初→占剩余) - ToOriginalClosePercent (B→A 逆转换) - CalcDefaultInitClosePercent (默认占期初比例) DealService保留4个一行转发壳, 外部调用(含6+测试文件)零改动核实EodService内联closePercent公式与此不同, 非重复, 不替换 SwapModule零回归(7基线/510通过)
2026-08-12 17:31:39 +08:00
parent 69295f31ce
commit c412f918d9
2 changed files with 70 additions and 35 deletions
@@ -0,0 +1,65 @@
+using YLErp.DBModels;
+
+namespace YLErp.Modules.SwapModule;
+
+/// <summary>
+/// 平仓比例(ClosePercent) 数学——占期初(A) / 占剩余(B) 两种口径的转换。
+/// 从 SwapDealService 提取为共享模块，两个 service 均可引用。
+/// </summary>
+public static class ClosePercentMath
+{
+    /// <summary>
+    /// 取上一日终的浮动端名义本金（orginPv 的来源）。
+    /// 优先取浮动腿 PosiNotionalValue 之和，取不到用 eod_swap 多空绝对值之和，都没有用 currentNotional 兜底。
+    /// </summary>
+    public static decimal ResolveUnwindPreviousNotional(
+        eod_swap lastEod,
+        IEnumerable<eod_swap_position> lastEodPositions,
+        decimal currentNotional)
+    {
+        var floatingPositions = lastEodPositions?.Where(x => x.PosiDirection > 0).ToList();
+        decimal previousNotional;
+        if (floatingPositions?.Count > 0)
+        {
+            previousNotional = floatingPositions.Sum(x => x.PosiNotionalValue);
+        }
+        else
+        {
+            previousNotional = lastEod == null
+                ? currentNotional
+                : Math.Abs(lastEod.NotionalValueLong) + Math.Abs(lastEod.NotionalValueShort);
+        }
+
+        return previousNotional == 0m && currentNotional != 0m
+            ? currentNotional
+            : previousNotional;
+    }
+
+    /// <summary>
+    /// A(占期初) → B(占剩余)，用于把前端传入的占期初比例换算成后端计算用的占剩余比例。
+    /// </summary>
+    public static decimal ToRemainingClosePercent(decimal originalClosePercent, decimal notionalValue, decimal posiNotionalValue)
+    {
+        if (posiNotionalValue <= 0) return originalClosePercent;
+        var remaining = originalClosePercent * notionalValue / posiNotionalValue;
+        return remaining > 1 ? 1 : remaining;
+    }
+
+    /// <summary>
+    /// B(占剩余) → A(占期初)，用于落库 / 事件列表展示还原。见 ToRemainingClosePercent。
+    /// </summary>
+    public static decimal ToOriginalClosePercent(decimal remainingClosePercent, decimal notionalValue, decimal posiNotionalValue)
+    {
+        if (notionalValue <= 0) return remainingClosePercent;
+        return remainingClosePercent * posiNotionalValue / notionalValue;
+    }
+
+    /// <summary>
+    /// 计算 InitUnwind 默认占期初(A)平仓比例 = PosiNotionalValue / NotionalValue。
+    /// 未平仓时 =1（平100%）；部分平仓后自动变为剩余比例。
+    /// </summary>
+    public static decimal CalcDefaultInitClosePercent(decimal notionalValue, decimal posiNotionalValue)
+    {
+        return notionalValue > 0 ? posiNotionalValue / notionalValue : 1;
+    }
+}