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Merge remote-tracking branch 'origin/glms/feature/1.4.2' into glms/feature/1.4.2

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张名锐
2026-07-17 13:17:39 +08:00
parent 7fac6e13a8 42602055de
commit c41e677042
8 changed files with 423 additions and 12 deletions
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UnitTestProject/Modules/EodModule/EodPriceUnderlyingIdGuardTest.cs
+88
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@@ -0,0 +1,88 @@
using Microsoft.VisualStudio.TestTools.UnitTesting;
using YLErp.DBModels;
namespace YLErp.Modules.EodModule
{
/// <summary>
/// FR007 错行根因的校正决策单测（GLMS-20260701）。
/// 对应最近提交的 bugfix：eod_commodity_future_price 入库前以 UnderlyingCode(=FutureContractId) 为准
/// 重派生 UnderlyingId，防止 UnderlyingId 与 FutureContractId 失同步导致"网页能查到、EOD 结算查不到"。
/// 这里只测纯函数 ResolveUnderlyingIdForCode，不依赖数据库。
///
/// 生产事故还原：FR007 价格行的 FutureContractId='FR007'，但 UnderlyingId 被错写成
/// 511160.SH 的 2173889 / 159111.SZ 的 2173890，正确应为 FR007 的 2170838。
/// 网页端按 UnderlyingId(int) JOIN underlying_manager 把 FR007 行误挂到 511160.SH；
/// 而 EOD 结算按 UnderlyingCode(string) JOIN 查不到，报"结算价格缺失"。
/// </summary>
[TestClass]
public class EodPriceUnderlyingIdGuardTest
{
private const int Fr007CorrectId = 2170838;
private const int Id511160 = 2173889; // 511160.SH 的 id（被错写）
private const int Id159111 = 2173890; // 159111.SZ 的 id（被错写）
[TestMethod]
public void 空UnderlyingCode_维持原值()
{
Assert.AreEqual(123, EodPriceService.ResolveUnderlyingIdForCode("", 123, null));
Assert.AreEqual(123, EodPriceService.ResolveUnderlyingIdForCode(null, 123, 999));
Assert.AreEqual(123, EodPriceService.ResolveUnderlyingIdForCode(" ", 123, 999));
}
[TestMethod]
public void 标的不存在_维持原值()
{
// resolvedId=null 表示 underlying_manager 无此代码，无法校正
Assert.AreEqual(Id511160,
EodPriceService.ResolveUnderlyingIdForCode("FR007", Id511160, null));
}
[TestMethod]
public void 已一致_维持原值()
{
Assert.AreEqual(Fr007CorrectId,
EodPriceService.ResolveUnderlyingIdForCode("FR007", Fr007CorrectId, Fr007CorrectId));
}
[TestMethod]
public void 不一致_校正为正确id_FR007生产错行_511160()
{
// 生产事故：FR007 行 UnderlyingId=2173889(511160.SH) → 应校正为 2170838
Assert.AreEqual(Fr007CorrectId,
EodPriceService.ResolveUnderlyingIdForCode("FR007", Id511160, Fr007CorrectId));
}
[TestMethod]
public void 不一致_校正为正确id_FR007生产错行_159111()
{
// 生产事故：另两条错行 UnderlyingId=2173890(159111.SZ) → 应校正为 2170838
Assert.AreEqual(Fr007CorrectId,
EodPriceService.ResolveUnderlyingIdForCode("FR007", Id159111, Fr007CorrectId));
}
[TestMethod]
public void 行对象_端到端校正_FR007()
{
var row = new eod_commodity_future_price
{
UnderlyingCode = "FR007",
UnderlyingId = Id511160
};
// 模拟 db.underlying_manager 解析到的正确 id
int resolved = Fr007CorrectId;
int? before = row.UnderlyingId;
row.UnderlyingId = EodPriceService.ResolveUnderlyingIdForCode(row.UnderlyingCode, row.UnderlyingId ?? 0, resolved);
Assert.AreNotEqual(before, row.UnderlyingId);
Assert.AreEqual((int?)Fr007CorrectId, row.UnderlyingId);
}
[TestMethod]
public void 典型非错配_不同标的_各自正确不互相覆盖()
{
// 511160.SH 自己的行（FutureContractId='511160.SH'），UnderlyingId 已是 2173889 → 不动
Assert.AreEqual(Id511160,
EodPriceService.ResolveUnderlyingIdForCode("511160.SH", Id511160, Id511160));
}
}
}
UnitTestProject/Modules/SwapModule/ApplySwapTradeClosePercentBugTest.cs
+180
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@@ -0,0 +1,180 @@
using YLErp.DBModels;
using YLErp.DBModels.Enums;
namespace YLErp.Modules.SwapModule
{
/// <summary>
/// GLMS-20260701-0006 多次部分平仓后提前终止 Tab 序号2 平仓比例显示 32.50% 而非 50% 的回归测试
/// ================================================================================
/// 根因：SwapDealService.ApplySwapTrade 缺少 A→B 口径转换。
/// - SwapUnwind 在入口处将 ClosePercent 从口径A(占期初) 转为 口径B(占剩余)，SaveSwapDealInternal 落库时 B→A 还原。
/// - ApplySwapTrade 没有做 A→B 转换，导致 SaveSwapDealInternal 的 B→A 还原出错：
/// 0.50(A) → ToOriginalClosePercent(0.50, 50000000, 32500000) = 0.50*32500000/50000000 = 0.325 ❌
/// - 修复后：0.50(A) → ToRemainingClosePercent → 0.769(B) → ToOriginalClosePercent → 0.50(A) ✅
///
/// 测试策略：
/// 1) 纯函数测试：验证 A→B→A 往返转换的正确性
/// 2) ApplySwapTrade 集成测试：验证 SaveSwapDeal 收到的 ClosePercent 已转为口径B
/// </summary>
[TestClass]
public class ApplySwapTradeClosePercentBugTest
{
// GLMS-20260701-0006 真实数据
private const decimal OriginalNotional = 50_000_000m; // 期初名义本金
private const decimal RemainingAfter1st = 32_500_000m; // 首次平35%后剩余
private const decimal FirstClosePercent = 0.35m; // 第一次平仓比例(口径A)
private const decimal SecondClosePercent = 0.50m; // 第二次平仓比例(口径A, 用户输入50%)
// ================================================================
// 1) 纯函数：A→B→A 往返转换应还原原值
// ================================================================
[TestMethod]
public void AC_001_口径转换_往返A到B到A应还原原值()
{
// 第二次部分平仓: 用户输入 50%(口径A)
decimal closePercentA = SecondClosePercent;
// A → B（ApplySwapTrade/SwapUnwind 入口转换）
decimal closePercentB = SwapDealService.ToRemainingClosePercent(
closePercentA, OriginalNotional, RemainingAfter1st);
// B → A（SaveSwapDealInternal 落库还原）
decimal closePercentA_restored = SwapDealService.ToOriginalClosePercent(
closePercentB, OriginalNotional, RemainingAfter1st);
SwapDealTestFactory.AssertDecimalEqual(closePercentA, closePercentA_restored, 1e-10m,
"A→B→A 往返转换应还原原值");
Console.WriteLine($"A={closePercentA}, B={closePercentB}, A_restored={closePercentA_restored}");
}
[TestMethod]
public void AC_002_口径转换_未修复时B到A会得到错误的0_325()
{
// 模拟 bug：ApplySwapTrade 未做 A→B 转换，直接把 A 传给 SaveSwapDealInternal 的 B→A 还原
decimal closePercentA = SecondClosePercent; // 0.50
// bug 路径：SaveSwapDealInternal 误把 A 当 B 做还原
decimal buggyResult = SwapDealService.ToOriginalClosePercent(
closePercentA, OriginalNotional, RemainingAfter1st);
// 0.50 * 32500000 / 50000000 = 0.325
SwapDealTestFactory.AssertDecimalEqual(0.325m, buggyResult, 1e-10m,
"bug 路径：0.50(A) 被误当 B 做还原 → 0.325");
Assert.AreNotEqual(SecondClosePercent, buggyResult,
"bug 结果 0.325 不等于用户输入 0.50");
Console.WriteLine($"Bug: 0.50(A) 误当 B → ToOriginalClosePercent → {buggyResult} (应为 0.50)");
}
// ================================================================
// 2) ApplySwapTrade 集成测试：验证 SaveSwapDeal 收到的是口径B
// ================================================================
[TestMethod]
public void AC_003_ApplySwapTrade_第二次部分平仓50perc_应将ClosePercent转为口径B()
{
// 模拟 GLMS-20260701-0006 第二次部分平仓的场景
var td = new trade
{
id = 1991,
TradeNumber = "GLMS-20260701-0006",
TradeType = "收益互换",
TradeStatus = "确认成交",
ValidState = "Valid",
StockEqvNotional = (double)RemainingAfter1st, // 32500000
OriginalStockEqvNotional = (double)OriginalNotional, // 50000000
Notional = (double)RemainingAfter1st,
TradeAmount = (double)RemainingAfter1st
};
var service = new TestableSwapDealService(td);
// 前端传入的 UnwindData（ClosePercent = 0.50, 口径A）
var unwindData = new UnwindData
{
SwapTradeId = td.id,
SwapRealizedPnL = 1000m,
SwapCloseAmount = 1000m,
CloseMethod = (int)CloseMethodEnum.部分平仓,
ClosePercent = SecondClosePercent, // 0.50 (口径A, 用户输入50%)
CloseQty = 25000000m,
CloseNotionalValue = 25000000m, // 50% of original
PositionQty = RemainingAfter1st, // 32500000
NotionalValue = OriginalNotional, // 50000000 (期初)
PosiNotionalValue = RemainingAfter1st, // 32500000 (剩余)
ValueDate = new DateTime(2026, 7, 14),
UnwindDate = new DateTime(2026, 7, 15),
StartDate = new DateTime(2026, 7, 1)
};
service.ApplySwapTrade(unwindData, (int)SwapEventTypeEnum.平仓);
// 验证 SaveSwapDeal 被调用
Assert.AreEqual(1, service.SaveSwapDealCalls.Count, "ApplySwapTrade 应调用 SaveSwapDeal");
// 验证传给 SaveSwapDeal 的 ClosePercent 已转为口径B
var savedData = service.SaveSwapDealCalls[0].data;
decimal expectedB = SwapDealService.ToRemainingClosePercent(
SecondClosePercent, OriginalNotional, RemainingAfter1st);
SwapDealTestFactory.AssertDecimalEqual(expectedB, savedData.ClosePercent, 1e-10m,
"ApplySwapTrade 应将 ClosePercent 从口径A转为口径B");
// 关键验证：B 值不应等于 A 值（0.50），也不应等于 bug 值（0.325）
Assert.AreNotEqual(SecondClosePercent, savedData.ClosePercent,
"口径B 不应等于口径A (0.50)");
Assert.AreNotEqual(0.325m, savedData.ClosePercent,
"口径B 不应等于 bug 值 (0.325)");
Console.WriteLine($"输入: ClosePercent(A)={SecondClosePercent}");
Console.WriteLine($"输出: ClosePercent(B)={savedData.ClosePercent}");
Console.WriteLine($"期望: ClosePercent(B)={expectedB}");
Console.WriteLine($"往返还原: ClosePercent(A)={SwapDealService.ToOriginalClosePercent(savedData.ClosePercent, OriginalNotional, RemainingAfter1st)}");
}
[TestMethod]
public void AC_004_ApplySwapTrade_第一次平仓35perc_口径转换正确()
{
// 第一次平仓：remaining = original, 所以 A = B = 0.35
var td = new trade
{
id = 1991,
TradeNumber = "GLMS-20260701-0006",
TradeType = "收益互换",
TradeStatus = "确认成交",
ValidState = "Valid",
StockEqvNotional = (double)OriginalNotional,
OriginalStockEqvNotional = (double)OriginalNotional,
Notional = (double)OriginalNotional,
TradeAmount = (double)OriginalNotional
};
var service = new TestableSwapDealService(td);
var unwindData = new UnwindData
{
SwapTradeId = td.id,
SwapRealizedPnL = 1000m,
SwapCloseAmount = 1000m,
CloseMethod = (int)CloseMethodEnum.部分平仓,
ClosePercent = FirstClosePercent, // 0.35 (口径A)
CloseQty = 17500000m,
CloseNotionalValue = 17500000m,
PositionQty = OriginalNotional,
NotionalValue = OriginalNotional,
PosiNotionalValue = OriginalNotional, // 首次平仓 remaining == original
ValueDate = new DateTime(2026, 7, 6),
UnwindDate = new DateTime(2026, 7, 7),
StartDate = new DateTime(2026, 7, 1)
};
service.ApplySwapTrade(unwindData, (int)SwapEventTypeEnum.平仓);
var savedData = service.SaveSwapDealCalls[0].data;
// 首次平仓 remaining == original → A == B == 0.35
SwapDealTestFactory.AssertDecimalEqual(FirstClosePercent, savedData.ClosePercent, 1e-10m,
"首次平仓 remaining==original → 口径A==口径B==0.35");
Console.WriteLine($"首次平仓: ClosePercent(A=B)={savedData.ClosePercent}");
}
}
}
UnitTestProject/Modules/SwapModule/GLMS20260701DbDiagnoseTest.cs
+99
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@@ -258,5 +258,104 @@ namespace YLErp.Modules.SwapModule
}
#endregion
#region 3) 诊断 GLMS-20260701-0006：部分平仓比例显示 32.50% 而非 50%
[TestMethod]
[TestCategory("DbDiagnose")]
public void Diagnose_0006_UnwindPercentRate_Display()
{
const string tradeNumber = "GLMS-20260701-0006";
YLContext db;
try { db = DbContextFactory.GetYLDbContext(); }
catch (Exception ex) { Assert.Inconclusive($"无法连接测试库：{ex.Message}"); return; }
var td = db.trade.FirstOrDefault(t => t.TradeNumber == tradeNumber);
if (td == null) { Assert.Inconclusive($"测试库无 {tradeNumber}"); return; }
Console.WriteLine($"===== 交易 {tradeNumber} (id={td.id}) =====");
Console.WriteLine($" TradeType: {td.TradeType}");
Console.WriteLine($" TradeStatus: {td.TradeStatus}");
Console.WriteLine($" StockEqvNotional (剩余): {td.StockEqvNotional}");
Console.WriteLine($" OriginalStockEqvNotional (期初): {td.OriginalStockEqvNotional}");
Console.WriteLine($" Notional: {td.Notional}");
Console.WriteLine($" OriginalNotional: {td.OriginalNotional}");
Console.WriteLine($" TradeAmount: {td.TradeAmount}");
Console.WriteLine($" HasPartialUnWind: {td.HasPartialUnWind}");
Console.WriteLine($" 剩余比例 = StockEqvNotional/Original = {td.StockEqvNotional / td.OriginalStockEqvNotional}");
Console.WriteLine();
Console.WriteLine($"===== trade_cash 记录 =====");
var tradeCashList = db.trade_cash
.Where(t => t.TradeId == td.id && !t.IsDeleted &&
(t.Action == "系统操作-平仓费" || t.Action == "系统操作-行权费"))
.OrderBy(t => t.ValueDate).ThenBy(t => t.id)
.ToList();
foreach (var tc in tradeCashList)
{
Console.WriteLine($" [id={tc.id}] ValueDate={tc.ValueDate:yyyy-MM-dd} Action={tc.Action}");
Console.WriteLine($" UnwindType: {tc.UnwindType}");
Console.WriteLine($" UnwindPercentRate: {tc.UnwindPercentRate} (=> {tc.UnwindPercentRate * 100}%)");
Console.WriteLine($" UnwindStockEqvNotional: {tc.UnwindStockEqvNotional}");
Console.WriteLine($" UnwindNotional: {tc.UnwindNotional}");
Console.WriteLine($" UnwindTradeAmount: {tc.UnwindTradeAmount}");
Console.WriteLine($" UnwindMethod: {tc.UnwindMethod}");
Console.WriteLine($" ValidState: {tc.ValidState}");
Console.WriteLine($" IsLastAction: {tc.IsLastAction}");
Console.WriteLine($" ExerciseWay: {tc.ExerciseWay}");
Console.WriteLine();
}
Console.WriteLine($"===== swap_event 记录 =====");
var swapEvents = db.swap_event
.Where(e => e.SwapTradeId == td.id && !e.Invalid)
.OrderBy(e => e.ValueDate).ThenBy(e => e.id)
.ToList();
foreach (var se in swapEvents)
{
Console.WriteLine($" [id={se.id}] ValueDate={se.ValueDate:yyyy-MM-dd} EventType={se.EventType}");
Console.WriteLine($" EventReason: {se.EventReason}");
Console.WriteLine($" ClientCashId: {se.ClientCashId}");
if (!string.IsNullOrEmpty(se.EventData))
{
try
{
var ud = JsonConvert.DeserializeObject<JObject>(se.EventData);
Console.WriteLine($" EventData.ClosePercent: {ud["ClosePercent"]}");
Console.WriteLine($" EventData.CloseNotionalValue: {ud["CloseNotionalValue"]}");
Console.WriteLine($" EventData.CloseQty: {ud["CloseQty"]}");
Console.WriteLine($" EventData.NotionalValue: {ud["NotionalValue"]}");
Console.WriteLine($" EventData.PosiNotionalValue: {ud["PosiNotionalValue"]}");
Console.WriteLine($" EventData.PositionQty: {ud["PositionQty"]}");
Console.WriteLine($" EventData.CloseMethod: {ud["CloseMethod"]}");
}
catch (Exception ex)
{
Console.WriteLine($" EventData parse error: {ex.Message}");
}
}
Console.WriteLine();
}
// 查询 swap_flow_event 记录
Console.WriteLine($"===== swap_flow_event 记录 =====");
var flowEvents = db.swap_flow_event
.Where(f => f.SwapTradeId == td.id)
.OrderBy(f => f.EventDate).ThenBy(f => f.id)
.ToList();
foreach (var fe in flowEvents)
{
Console.WriteLine($" [id={fe.id}] EventDate={fe.EventDate:yyyy-MM-dd} EventType={fe.EventType}");
Console.WriteLine($" PositionId: {fe.PositionId}");
Console.WriteLine($" Quantity: {fe.Quantity}");
Console.WriteLine($" PositionQty: {fe.PositionQty}");
Console.WriteLine();
}
}
#endregion
}
}
YLErpDAL/Modules/EodModule/EodPriceService.cs
+35 -9
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@@ -29,6 +29,36 @@ namespace YLErp.Modules.EodModule
return (start, end);
}
/// <summary>
/// 校正 eod_commodity_future_price 行的 UnderlyingId，使其与 UnderlyingCode(=FutureContractId) 一致。
/// 背景：网页日终价格列表按 UnderlyingId(int) JOIN underlying_manager，而 EOD 结算(EodPriceProvider.Initialize)
/// 按 UnderlyingCode(string) JOIN。两列一旦失同步(典型如 FR007 的价格行 UnderlyingId 被错写成 511160.SH 的 id)，
/// 会出现"网页能查到、结算却查不到"的错价缺失，进而 EodCheckSettlePrice 报"结算价格缺失"。
/// 这里以 UnderlyingCode 为准重新派生 UnderlyingId——该列才是上传/结算使用的自然键(FutureContractId)，
/// 在入库前强制两列一致，既阻止产生新的错行，又通过告警日志把失同步暴露给运维追查上游写入来源。
/// </summary>
/// <summary>
/// 纯函数：根据 UnderlyingCode 校正决策。给定当前 UnderlyingId 与从 underlying_manager 解析到的正确 id，
/// 返回应使用的 UnderlyingId。UnderlyingCode 为空或库中无对应标的(resolvedId=null)时维持原值，
/// 已一致时也维持原值，仅在不一致时返回正确 id。抽成纯函数便于无数据库单测（覆盖 GLMS-20260701 FR007 错行根因）。
/// </summary>
public static int ResolveUnderlyingIdForCode(string underlyingCode, int currentId, int? resolvedId)
{
if (string.IsNullOrWhiteSpace(underlyingCode))
{
return currentId;
}
if (resolvedId == null)
{
return currentId;
}
if (resolvedId.Value == currentId)
{
return currentId;
}
return resolvedId.Value;
}
/// <summary>
/// 校正 eod_commodity_future_price 行的 UnderlyingId，使其与 UnderlyingCode(=FutureContractId) 一致。
/// 背景：网页日终价格列表按 UnderlyingId(int) JOIN underlying_manager，而 EOD 结算(EodPriceProvider.Initialize)
@@ -45,18 +75,14 @@ namespace YLErp.Modules.EodModule
}
var um = db.underlying_manager.FirstOrDefault(u => u.UnderlyingCode == row.UnderlyingCode);
if (um == null)
{
// 标的代码在 underlying_manager 不存在：无法校正，交由既有"标的代码不存在"等校验处理。
return;
}
if (row.UnderlyingId != um.id)
var resolvedId = um == null ? (int?)null : um.id;
var before = row.UnderlyingId;
row.UnderlyingId = ResolveUnderlyingIdForCode(row.UnderlyingCode, row.UnderlyingId ?? 0, resolvedId);
if (row.UnderlyingId != before)
{
LogFactory.GetLogger("EodPrice").Info(
$"eod_commodity_future_price.UnderlyingId 与 UnderlyingCode 不一致，已自动校正: " +
$"FutureContractId={row.UnderlyingCode}, 原UnderlyingId={row.UnderlyingId}, 修正为={um.id}");
row.UnderlyingId = um.id;
$"FutureContractId={row.UnderlyingCode}, 原UnderlyingId={before}, 修正为={row.UnderlyingId}");
}
}
YLErpDAL/Modules/SwapModule/SwapDealService.cs
+5
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@@ -1838,6 +1838,11 @@ namespace YLErp.Modules.SwapModule
ValidateIncomeValueDate(unwindData, td);
}
unwindData.SwapRealizedPnL = unwindData.SwapCloseAmount;
// 前端按"占期初(original)"语义传 ClosePercent(A)；后端全链路按"占剩余(remaining)"语义(B)消费。
// 入口统一转换为 B，落库展示用的 A 由 SaveSwapDealInternal 还原。
// 与 SwapUnwind(L1270) 保持一致——缺少此转换会导致 SaveSwapDealInternal 的 B→A 还原出错
// （例如第二次部分平仓 50%(A) → 错误还原为 0.325 而非 0.50）。
unwindData.ClosePercent = ToRemainingClosePercent(unwindData.ClosePercent, unwindData.NotionalValue, unwindData.PosiNotionalValue);
string action = eventType == (int)SwapEventTypeEnum.互换 ? ClientCashInCashOut.系统操作_互换 : ClientCashInCashOut.系统操作_平仓费;
ExecuteInTransaction(() =>
{
YLErpWeb/Views/SwapTrade2/SwapUnwind.cshtml
+1
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@@ -22,6 +22,7 @@
<script src="~/front/calendar?v=@(HtmlUtil.JsVersion)"></script>
<script src="~/Scripts/fast/fastVue.components.js?v=@HtmlUtil.JsVersion"></script>
<script src="~/Scripts/app/tradeHelper.js?v=@HtmlUtil.JsVersion"></script>
<script src="~/Scripts/app/swaptrade/swapCalc.js?v=@HtmlUtil.JsVersion"></script>
<script src="~/Scripts/app/swaptrade/unwindSwapTrade.js?v=@HtmlUtil.JsVersion"></script>
}
<div class="pb-3" id="vueDiv">
YLErpWeb/fe-tests/swapCalc.test.js
+12
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@@ -170,6 +170,18 @@ describe('多次部分平仓：全部↔部分切换 CloseQty 不跳变（占期
test('除零保护：PositionQty=0 → ClosePercent=0', () => {
expect(SwapCalc.calcOriginalClosePercentByQty(100, 0, oriClosePercent)).toBe(0);
});
// GLMS-20260701-0006 生产 bug：第二次部分平仓 50%(占期初) 时
// 32500000 * (0.5 / 0.65) = 24999999.999999996（JS 浮点精度偏差）
// roundHalfAwayFromZero 应正确舍入为 25000000
test('GLMS-20260701-0006：32500000×(0.5/0.65) 应=25000000 而非 24999999.999999996', () => {
const closePercent = 0.5; // 占期初 50%
const oriClosePercent = 0.65; // 剩余/期初 = 32500000/50000000
const positionQty = 32500000; // 剩余持仓
const closeQty = SwapCalc.calcCloseQtyByOriginalPercent(closePercent, oriClosePercent, positionQty);
expectClose(closeQty, 25000000, '应=25000000 不受 JS 浮点偏差影响');
expect(closeQty).not.toBe(24999999.999999996);
});
});
describe('交叉校验：对齐 C# FrontendCalcCharacterizationTest 金标准', () => {
YLErpWeb/wwwroot/Scripts/app/swaptrade/unwindSwapTrade.js
+3 -3
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@@ -140,10 +140,10 @@ const vue = new Vue({
},
// 按"占期初口径(A)"的 ClosePercent 反算平仓数量：CloseQty = PositionQty × (ClosePercent / oriClosePercent)
// 多次部分平仓后必须这样转换，否则全部↔部分切换时 ClosePercent 没变但 CloseQty 会变（不自洽）
// 使用 swapCalc.calcCloseQtyByOriginalPercent 的 roundHalfAwayFromZero 避免 JS 浮点精度偏差
// （如 32500000*(0.5/0.65)=24999999.999999996 而非 25000000）
calcCloseQtyByPercent(closePercent) {
var ori = parseFloat(this.oriClosePercent) || 0;
var ratio = ori > 0 ? parseFloat(closePercent) / ori : 0;
return otcformat.trading.notional(parseFloat(this.deal.PositionQty) * ratio);
return SwapCalc.calcCloseQtyByOriginalPercent(closePercent, this.oriClosePercent, this.deal.PositionQty);
},
calcTradingFeePending() {
this.floatPosition.TradingFeePending = this.floatPosition.BeforeCloseFee * parseFloat(this.deal.ClosePercent);