From d3e908de14c4604a7b1d5392b68e7337de1ab78d Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?=E9=94=A6=E9=BA=9F=20=E7=8E=8B?= Date: Thu, 18 Dec 2025 15:11:35 +0800 Subject: [PATCH] =?UTF-8?q?BugFix=20=E4=BC=B0=E5=80=BC=E5=8D=95=E6=B5=AE?= =?UTF-8?q?=E5=8A=A8=E5=88=A9=E6=81=AF=E7=AC=AC=E4=B8=80=E5=A4=A9=E4=B9=9F?= =?UTF-8?q?=E8=A6=81=E8=AE=A1=E7=AE=97?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- .../Modules/SwapModule/SwapEodPositionService.cs | 12 ++++++------ 1 file changed, 6 insertions(+), 6 deletions(-) diff --git a/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs b/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs index 675129c2..e5eb3ec2 100644 --- a/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs +++ b/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs @@ -1379,12 +1379,12 @@ namespace YLErp.Modules.SwapModule curretEod.PosiTradingFee = position.PosiTradingFee; curretEod.UnderlyingPrice = UnderlyingCodePrice(position.UnderlyingCode, dealDate, out decimal vobp); SetPriceInfoByFlowEvent(eod, curretEod, unwindEvents, position); - if (settleDate == td.TradeDate) - { - curretEod.UnderlyingPrice = curretEod.PosiGrossPrice; - //curretEod.TdCloseMtmPnl = 0; - //curretEod.TdCloseFee = 0; - } + //if (settleDate == td.TradeDate) + //{ + // curretEod.UnderlyingPrice = curretEod.PosiGrossPrice; + // //curretEod.TdCloseMtmPnl = 0; + // //curretEod.TdCloseFee = 0; + //} curretEod.TdCloseDividend = curretEod.TdPosiDividend; curretEod.UnderlyingMarketValue = curretEod.UnderlyingPrice * curretEod.PosiQuantity * curretEod.ContractSize * shortRatio; curretEod.PosiMtmPnL = (curretEod.UnderlyingPrice - curretEod.PosiGrossPrice) * curretEod.PosiQuantity * curretEod.ContractSize * shortRatio * directionRatio;