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feat(swap): 统一【期初、期末交割价格】精度处理

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- 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
This commit is contained in:
张名锐
2026-07-22 14:53:46 +08:00
parent 0755233ab6
commit c58a9d40c4
17 changed files with 127 additions and 44 deletions
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YLErpDAL/Modules/SwapModule/SwapTradeAutoService.cs
+4 -3
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@@ -154,7 +154,7 @@ namespace YLErp.Modules.SwapModule
swapFlow.DataState = (int)SwapFlowDateStateEnum.等待完成;
}
// 债券报价(×100)转入库小数(×0.01)，统一走 BondPriceConverter
swapFlow.TradingAmountAvg = BondPriceConverter.ToStorage(item.deal_full_price ?? 0);
swapFlow.TradingAmountAvg = Math.Round(BondPriceConverter.ToStorage(item.deal_full_price ?? 0), ConsGlobal.SwapDeliveryPriceRound, MidpointRounding.AwayFromZero);
swapFlow.TradingAmountFeeAvg = BondPriceConverter.ToStorage(item.deal_full_price_include_fee ?? 0);
swapFlow.TradingAmount = swapFlow.TradingQty * swapFlow.ContractSize * swapFlow.TradingAmountAvg;
swapFlow.ClientId = Convert.ToInt32(item.client_id ?? 0);
@@ -451,7 +451,7 @@ namespace YLErp.Modules.SwapModule
swap_flow_summary.FirstFlowTime = swapflow.OptTime;
swap_flow_summary.SettleDate = gourpItem.Max(s => s.SettleDate);
swap_flow_summary.TradingAmountAvg = swap_flow_summary.TradingQty == 0 ? 0 : gourpItem.Sum(s => s.TradingAmountAvg * s.TradingQty) / swap_flow_summary.TradingQty;
swap_flow_summary.TradingAmountAvg = Math.Round(swap_flow_summary.TradingAmountAvg, ConsGlobal.PriceRound, MidpointRounding.AwayFromZero);
swap_flow_summary.TradingAmountAvg = Math.Round(swap_flow_summary.TradingAmountAvg, ConsGlobal.SwapDeliveryPriceRound, MidpointRounding.AwayFromZero);
swap_flow_summary.TradingAmountFeeAvg = swap_flow_summary.TradingQty == 0 ? swap_flow_summary.TradingAmountAvg : swap_flow_summary.TradingAmountAvg + swap_flow_summary.TradingFeePending * tradeSide / swap_flow_summary.TradingQty;
swap_flow_summary.TradingAmountFeeAvg = Math.Round(swap_flow_summary.TradingAmountFeeAvg, ConsGlobal.PriceRound, MidpointRounding.AwayFromZero);
swap_flow_summary.TradingAmountNetAvg = swap_flow_summary.TradingQty == 0 ? 0 : gourpItem.Sum(s => s.TradingAmountNet * s.TradingQty) / swap_flow_summary.TradingQty;
@@ -508,6 +508,7 @@ namespace YLErp.Modules.SwapModule
swap_flow_summary.SettleDate = gourpItem.Max(s => s.SettleDate);
swap_flow_summary.TradingAmount = swap_flow_summary.TradingQty * swap_flow_summary.ContractSize;
swap_flow_summary.TradingAmountAvg = swap_flow_summary.TradingQty == 0 ? 0 : gourpItem.Sum(s => s.FullPrice * s.TradingQty) / swap_flow_summary.TradingQty;
swap_flow_summary.TradingAmountAvg = Math.Round(swap_flow_summary.TradingAmountAvg, ConsGlobal.SwapDeliveryPriceRound, MidpointRounding.AwayFromZero);
swap_flow_summary.TradingAmountFeeAvg = swap_flow_summary.TradingQty == 0 ? swap_flow_summary.TradingAmountAvg : swap_flow_summary.TradingAmountAvg + swap_flow_summary.TradingFeePending * tradeSide / swap_flow_summary.TradingQty;
swap_flow_summary.TradingAmountNetAvg = swap_flow_summary.TradingQty == 0 ? 0 : gourpItem.Sum(s => s.NetPrice * s.TradingQty) / swap_flow_summary.TradingQty;
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;
@@ -1081,7 +1082,7 @@ namespace YLErp.Modules.SwapModule
var ratio = flowMergeClone.BsType == 1 ? 1 : -1;
var oriRatio = flowMergeClone.BsType == 1 ? -1 : 1;
flowMergeClone.TradingFeePending = flowMergeClone.TradingQty / origin.TradingQty * origin.TradingFeePending;
flowMergeClone.TradingAmountAvg = origin.TradingAmountAvg + oriRatio * origin.TradingFeePending * 2 / origin.TradingQty;
flowMergeClone.TradingAmountAvg = Math.Round(origin.TradingAmountAvg + oriRatio * origin.TradingFeePending * 2 / origin.TradingQty, ConsGlobal.SwapDeliveryPriceRound, MidpointRounding.AwayFromZero);
flowMergeClone.TradingAmountNetAvg = origin.TradingAmountNetAvg + oriRatio * origin.TradingFeePending * 2 / origin.TradingQty;
flowMergeClone.TradingAmountFeeAvg = flowMergeClone.TradingAmountAvg + ratio * flowMergeClone.TradingFeePending / flowMergeClone.TradingQty;