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BugFix 预付金取错了资产类型规则

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锦麟 王
2026-08-27 20:41:53 +08:00
parent d43aed63e7
commit cd615a612a
2 changed files with 168 additions and 22 deletions
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YLErpDAL/Modules/MarginModule/MarginTemplateV2RateHelper.cs
+24 -22
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@@ -129,19 +129,39 @@ namespace YLErp.Modules.MarginModule
var latestValueDate = detailQuery.Max(x => x.ValueDate);
var details = detailQuery.Where(x => x.ValueDate == latestValueDate).ToList();
//4.利率债/分档ETF 期限档匹配：精确档 → "全部"（BondTerm 为空）兜底
//4.资产类型先行（2026-08-27 顺序裁定：先品种后期限）：按资产类型分档的模板先按标的品种缩小行集——
//品种行 → 通配行（None/All）→ 均无则不缩小（回落到与旧序一致的期限匹配，模板未配该品种的既有兜底不变）。
//期限档仅利率债允许配置（ConsMarginTerm），品种匹配必须在期限之前：期限精确匹配对任何标的恒有 term
//（GetApplicableMarginTerm 兜底 <5y），非利率债标的会被利率债期限档行截胡、本品种行（BondTerm 空）永远不参与
//(2026-08-27 交易2567 实证：信用债标的按 "<5y" 命中利率债行多收追保)
var candidates = details;
if (template.UnderlyingSeperateType == (int)UnderlyingSeperateTypeEnum.CustomInstrumentType
&& Enum.TryParse<UnderlyingTypeEnum>(underlyingInstrumentType, out var instrumentFlag))
{
var byInstrument = details.Where(x => (x.UnderlyingType & instrumentFlag) > 0).ToList();
if (!byInstrument.Any())
{
byInstrument = details.Where(x => x.UnderlyingType == UnderlyingTypeEnum.None || x.UnderlyingType == UnderlyingTypeEnum.All).ToList();
}
if (byInstrument.Any())
{
candidates = byInstrument;
}
}
//5.期限档匹配（利率债四档）：精确档 → "全部"（BondTerm 为空）兜底
var term = UnderlyingHelper.GetApplicableMarginTerm(underlyingCode, valueDate);
var matched = details.Where(x => x.SpanConfig != null && x.SpanConfig.BondTerm == term).ToList();
var matched = candidates.Where(x => x.SpanConfig != null && x.SpanConfig.BondTerm == term).ToList();
if (!matched.Any())
{
matched = details.Where(x => x.SpanConfig == null || string.IsNullOrEmpty(x.SpanConfig.BondTerm)).ToList();
matched = candidates.Where(x => x.SpanConfig == null || string.IsNullOrEmpty(x.SpanConfig.BondTerm)).ToList();
}
if (!matched.Any())
{
return null;
}
//5.ETF 子类行优先（子类区分度高于期限）：标的有 EtfSubType（基金类）时优先取 EtfKind=子类 的行——
//6.ETF 子类行优先（子类区分度高于期限）：标的有 EtfSubType（基金类）时优先取 EtfKind=子类 的行——
//期限档匹配未命中子类行时再单独尝试"子类 + BondTerm 空"（子类不分档通配）；无子类行维持原 matched（基金通配兜底）
var underlyingCategory = GetUnderlyingCategory(underlyingCode, underlyingInstrumentType);
if (underlyingCategory != null)
@@ -149,24 +169,6 @@ namespace YLErp.Modules.MarginModule
matched = PreferCategoryRows(matched, details, underlyingCategory);
}
if (template.UnderlyingSeperateType == (int)UnderlyingSeperateTypeEnum.CustomInstrumentType
&& Enum.TryParse<UnderlyingTypeEnum>(underlyingInstrumentType, out var instrumentFlag))
{
var byInstrument = matched.Where(x => (x.UnderlyingType & instrumentFlag) > 0).ToList();
if (byInstrument.Any())
{
matched = byInstrument;
}
else
{
var wildcard = matched.Where(x => x.UnderlyingType == UnderlyingTypeEnum.None || x.UnderlyingType == UnderlyingTypeEnum.All).ToList();
if (wildcard.Any())
{
matched = wildcard;
}
}
}
var detail = matched.First();
return new MarginRateResult
{