feat(swap): 统一【期初、期末交割价格】精度处理

- 在ConsGlobal中新增SwapDeliveryPriceRound常量定义为9位小数
- 更新incomeSwapTrade.js中交割价格计算逻辑，添加getStorageDeliveryPrice方法
- 修改SwapConsumerService中TradingAmountAvg字段的精度处理
- 添加ValidateDeliveryPrices和NormalizeDeliveryPrices方法进行交割价格验证和标准化
- 在SwapEodPositionService中对PosiGrossPrice和UnderlyingPrice进行精度处理
- 更新SwapFlowEventService中TradingAmountAvg字段的精度处理
- 在SwapFlowImportService中添加交割价格精度处理
- 更新前端界面中的输入格式配置，使用新的交割价格精度设置
- 修改SwapflowList.js中交割价格精度处理逻辑
- 在SwapFlowService中添加交割价格验证和精度处理
- 更新SwapTradeAutoService中交割价格精度处理
- 修改SwapTradeService中PosiGrossPrice字段的精度处理
- 更新unwindSwapTrade.js中交割价格计算逻辑

YLErpDAL/Modules/SwapModule/SwapFlowService.cs

@@ -473,7 +473,7 @@ namespace YLErp.Modules.SwapModule
             swap_Flow.UnderlyingCode = req.UnderlyingCode;
             swap_Flow.BsType = req.BsType;
             swap_Flow.ContractSize = req.ContractSize;
-            swap_Flow.TradingAmountAvg = req.TradingAmountAvg;
+            swap_Flow.TradingAmountAvg = Math.Round(req.TradingAmountAvg, ConsGlobal.SwapDeliveryPriceRound, MidpointRounding.AwayFromZero);
             swap_Flow.TradingAmountFeeAvg = TradeFeeHelper.CalcPriceWithFee(req.TradingFee,req.TradingAmountAvg,req.TradingQty,req.BsType);
             swap_Flow.ClientId = req.ClientId;
             swap_Flow.ytm = req.ytm;
@@ -540,7 +540,7 @@ namespace YLErp.Modules.SwapModule
             swap_Flow.BsType = req.BsType;
             swap_Flow.DataState = (int)SwapFlowDateStateEnum.等待完成;
             swap_Flow.ContractSize = req.ContractSize;
-            swap_Flow.TradingAmountAvg = req.TradingAmountAvg;
+            swap_Flow.TradingAmountAvg = Math.Round(req.TradingAmountAvg, ConsGlobal.SwapDeliveryPriceRound, MidpointRounding.AwayFromZero);
             swap_Flow.TradingAmountFeeAvg = req.TradingAmountFeeAvg;
             UpdateDbOption(swap_Flow);
             if (req.id == 0)
@@ -695,7 +695,7 @@ namespace YLErp.Modules.SwapModule
                     TradingFee = gourpItem.Sum(s => s.TradingFee),
                     DataState = (int)SwapFlowDateStateEnum.等待完成,
                     TradingAmountFeeAvg = gourpItem.Average(s => s.TradingAmountFeeAvg),
-                    TradingAmountAvg = gourpItem.Average(s => s.TradingAmountAvg),
+                    TradingAmountAvg = Math.Round(gourpItem.Average(s => s.TradingAmountAvg), ConsGlobal.SwapDeliveryPriceRound, MidpointRounding.AwayFromZero),
                     ContractSize = swapflow.ContractSize
                 };
                 UpdateDbOption(swap_flow_summary);
@@ -747,6 +747,11 @@ namespace YLErp.Modules.SwapModule
         private void CheckValid(swap_flow req)
         {
             CheckRequired(req);
+            var roundedPrice = Math.Round(req.TradingAmountAvg, ConsGlobal.SwapDeliveryPriceRound, MidpointRounding.AwayFromZero);
+            if (req.TradingAmountAvg != roundedPrice)
+            {
+                throw new ServiceException($"成交全价最多保留{ConsGlobal.SwapDeliveryPriceRound}位小数");
+            }
             var underlying = DataCacheProvider.GetUnderlyingDataSource().GetData(req.UnderlyingCode);
             if (underlying == null)
             {
@@ -764,6 +769,7 @@ namespace YLErp.Modules.SwapModule
                 // 数量×100（万手→手），与价格维度无关，保留常量
                 req.TradingQty *= ConsGlobal.bondShowPriceMultiple;
             }
+            req.TradingAmountAvg = Math.Round(req.TradingAmountAvg, ConsGlobal.SwapDeliveryPriceRound, MidpointRounding.AwayFromZero);
         }