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#EQD-6948 国联民生-实现保证金规则（2）追保金额的产生与收盘计算 ETF 子类分档（转债ETF/科创债ETF）

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锦麟 王
2026-08-24 18:23:26 +08:00
parent 13e13fa9a3
commit d43e77ee6f
9 changed files with 398 additions and 52 deletions
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YLErpWeb/wwwroot/Scripts/app/marginTemplate/marginTemplateV2DefaultEdit.js
+91 -16
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@@ -32,6 +32,13 @@ const UnderlyingSeperateTypeEnum = {
//与后端 ConsMarginTerm.TermTierEnabledUnderlyingTypes 保持一致（本期仅 利率债 TBonds=1<<4=16）
const TermTierEnabledUnderlyingMask = 16;
//基金及基金专户标志位（ETF 子类行的 UnderlyingType，不加新枚举位）
const FundTypeMask = 32768;
//允许配置期限档的 ETF 子类（SpanConfig.EtfKind 值，取值=数据字典"ETF 子类"），
//与后端 ConsMarginTerm.TermTierEnabledEtfKinds 保持一致；其余子类与"不区分"的基金行不分档
const TermTierEnabledEtfKinds = ['可转债 ETF', '科创债 ETF'];
//利率债区块固定展开的4个期限档（[BondTerm值, 展示文案]），与 docx 原型 4.3.1 一致
const SpanBondTerms = [['<5y', '≤5y'], ['5y-10y', '(5y-10y]'], ['10y-30y', '(10y-30y]'], ['>30y', '>30y']];
@@ -51,7 +58,8 @@ const vue = new Vue({
el: '#marginTemplateV2Form',
data: {
isAdd: page.isAdd,
marginTemplate: page.marginTemplate
marginTemplate: page.marginTemplate,
etfSubtypeItems: page.etfSubtypeItems || []
},
created: function () {
//区间追保结构：加载时按 资产类型+期限 排序一次，再重建资产类型区块（利率债区块补齐固定4档），
@@ -98,8 +106,9 @@ const vue = new Vue({
}
return rows;
},
//区间追保结构录入区块：每个资产类型区块一个；纯利率债（ut=16）区块固定展开4个期限档段（每段一条 detail），
//其他区块单段（BondTerm 为空）。段的 detail 缺失时模板侧 v-if 兜底不渲染该段
//区间追保结构录入区块：每个资产类型区块一个；纯利率债（ut=16）与分档 ETF 子类
//（ut=基金 + EtfKind∈可转债/科创债 ETF）区块固定展开4个期限档段（每段一条 detail），其他区块单段（BondTerm 为空）。
//段的 detail 缺失时模板侧 v-if 兜底不渲染该段
ruleRangeBlocks() {
if (this.marginTemplate.RuleType != MarginRuleTypeEnum.区间追保结构) return [];
var blocks = [];
@@ -109,9 +118,12 @@ const vue = new Vue({
if (rows[i].rowspan <= 0) continue;
var head = rows[i];
var ut = head.detail.UnderlyingType || 0;
var kind = (head.detail.SpanConfig && head.detail.SpanConfig.EtfKind) || '';
var isTBond = ut === 16;
var isTieredEtf = ut === FundTypeMask && TermTierEnabledEtfKinds.indexOf(kind) >= 0;
var isTiered = isTBond || isTieredEtf;
var sections = [];
if (isTBond) {
if (isTiered) {
for (var t = 0; t < SpanBondTerms.length; t++) {
var found = null;
for (var j = head.index; j < head.index + head.rowspan; j++) {
@@ -123,7 +135,7 @@ const vue = new Vue({
} else {
sections.push({ key: 'single', termLabel: '', detail: head.detail });
}
blocks.push({ key: head.detail._bk || ('i' + head.index), no: blocks.length + 1, headIndex: head.index, ut: ut, isTBond: isTBond, sections: sections });
blocks.push({ key: head.detail._bk || ('i' + head.index), no: blocks.length + 1, headIndex: head.index, ut: ut, etfKind: kind, isTBond: isTBond, isTieredEtf: isTieredEtf, isFundBlock: ut === FundTypeMask, sections: sections });
}
return blocks;
}
@@ -382,7 +394,12 @@ const vue = new Vue({
details.splice.apply(details, [index, oldCount].concat(merged));
} else {
headDetail.UnderlyingType = ut;
if (headDetail.SpanConfig) headDetail.SpanConfig.BondTerm = '';
if (headDetail.SpanConfig)
{
headDetail.SpanConfig.BondTerm = '';
//离开基金类型时清 ETF 子类（服务端校验：配置子类的行必须纯基金）
if (ut !== FundTypeMask) headDetail.SpanConfig.EtfKind = null;
}
if (oldCount > 1) details.splice(index + 1, oldCount - 1);
}
this.refreshChosen();
@@ -395,16 +412,70 @@ const vue = new Vue({
$('.chosen-select').trigger('chosen:updated');
});
},
//新建一条规则15 detail：克隆 page.detail 模板行，设置资产类型/期限档，并补齐区间录入结构
newSpanDetail(ut, bondTerm) {
//新建一条规则15 detail：克隆 page.detail 模板行，设置资产类型/期限档/ETF子类，并补齐区间录入结构
newSpanDetail(ut, bondTerm, etfKind) {
var d = _.cloneDeep(page.detail);
d.UnderlyingType = ut;
this.ensureSpanDetail(d);
d.SpanConfig.BondTerm = bondTerm || '';
d.SpanConfig.EtfKind = etfKind || null;
return d;
},
//存量回显重建资产类型区块（分配区块键 _bk）：连续的纯利率债行归为一个区块并按固定4档补齐（缺档补空行）；
//同档重复/异常档的利率债行、非利率债行均各自独立成块展示，不丢数据
//ETF 子类选择器变更（仅纯基金区块渲染）：选可转债/科创债 ETF → 区块展开固定4档（缺档补行、异常档行删除）；
//选其他子类/不区分 → 收敛为单行（BondTerm 置空，多余档位行删除，首行承载 EtfKind）
onEtfKindChange(blk) {
var head = blk.sections[0].detail;
var kind = (head.SpanConfig && head.SpanConfig.EtfKind) || '';
var tiered = TermTierEnabledEtfKinds.indexOf(kind) >= 0;
var details = this.marginTemplate.Details;
var bk = head._bk;
var rows = details.filter(function (d) { return d._bk === bk; });
if (tiered) {
var byTerm = {};
rows.forEach(function (r) {
var bt = (r.SpanConfig && r.SpanConfig.BondTerm) || '';
if (byTerm[bt] === undefined) byTerm[bt] = r;
});
var that = this;
var merged = [];
SpanBondTerms.forEach(function (t) {
var r = byTerm[t[0]];
if (!r) r = that.newSpanDetail(FundTypeMask, t[0], kind);
r.UnderlyingType = FundTypeMask;
r.SpanConfig.EtfKind = kind;
r.SpanConfig.BondTerm = t[0];
Vue.set(r, '_bk', bk);
merged.push(r);
var idx = details.indexOf(r);
if (idx >= 0 && r !== head) details.splice(idx, 1);
});
//异常档/重复行全部移除后按档序回插到区块首行位置
var headIdx = details.indexOf(head);
if (headIdx < 0) headIdx = details.length;
details.splice.apply(details, [headIdx + 1, 0].concat(merged.filter(function (r) { return r !== head; })));
} else {
rows.forEach(function (r) {
if (r !== head) {
var idx = details.indexOf(r);
if (idx >= 0) details.splice(idx, 1);
}
});
head.UnderlyingType = FundTypeMask;
head.SpanConfig.BondTerm = '';
head.SpanConfig.EtfKind = kind || null;
}
this.refreshChosen();
},
//分档行判定与分档键：纯利率债 → 'tbond'；基金 + 分档 ETF 子类 → 'etf:子类'（同一子类的连续行归一个区块）
spanTierKey(d) {
var ut = d.UnderlyingType || 0;
var kind = (d.SpanConfig && d.SpanConfig.EtfKind) || '';
if (ut === TermTierEnabledUnderlyingMask) return 'tbond';
if (ut === FundTypeMask && TermTierEnabledEtfKinds.indexOf(kind) >= 0) return 'etf:' + kind;
return null;
},
//存量回显重建资产类型区块（分配区块键 _bk）：连续的纯利率债行、基金+分档ETF子类行各自归为区块并按固定4档补齐（缺档补空行）；
//同档重复/异常档的分档行、非分档行（含基金+不分档子类、基金通配行）均各自独立成块展示，不丢数据
rebuildSpanBlocks(details) {
var termValues = SpanBondTerms.map(function (t) { return t[0]; });
var result = [];
@@ -412,10 +483,10 @@ const vue = new Vue({
var i = 0;
while (i < details.length) {
var d = details[i];
var ut = d.UnderlyingType || 0;
if (ut === TermTierEnabledUnderlyingMask) {
var tk = this.spanTierKey(d);
if (tk) {
var rows = [];
while (i < details.length && (details[i].UnderlyingType || 0) === TermTierEnabledUnderlyingMask) {
while (i < details.length && this.spanTierKey(details[i]) === tk) {
rows.push(details[i]);
i++;
}
@@ -426,10 +497,13 @@ const vue = new Vue({
if (termValues.indexOf(bt) >= 0 && !byTerm[bt]) byTerm[bt] = r; else anomalies.push(r);
});
var bk = 'bk_' + (++spanBlockSeq);
var utv = tk === 'tbond' ? TermTierEnabledUnderlyingMask : FundTypeMask;
var kind = tk === 'tbond' ? '' : tk.substring(4);
termValues.forEach(function (t) {
var r = byTerm[t];
if (!r) r = that.newSpanDetail(TermTierEnabledUnderlyingMask, t);
r.UnderlyingType = TermTierEnabledUnderlyingMask;
if (!r) r = that.newSpanDetail(utv, t, kind);
r.UnderlyingType = utv;
if (kind) r.SpanConfig.EtfKind = kind;
r.SpanConfig.BondTerm = t;
Vue.set(r, '_bk', bk);
result.push(r);
@@ -489,13 +563,14 @@ const vue = new Vue({
for (var i = 0; i < 4; i++) tiers.push({ Lower: null, Upper: null, AmountRate: null });
return tiers;
},
//规则15：补齐区间录入结构——SpanConfig 缺省时补空对象，WarnLine/CloseLine 缺键时补 null，
//规则15：补齐区间录入结构——SpanConfig 缺省时补空对象，WarnLine/CloseLine/EtfKind 缺键时补 null，
//LongSpans/ShortSpans 非数组或为空时初始化为4个空 tier，tier 缺键补齐（全程 Vue.set 保证响应式，v-model 绑定点必须预先存在）
ensureSpanDetail(detail) {
if (!detail.SpanConfig) Vue.set(detail, 'SpanConfig', { BondTerm: '' });
var sc = detail.SpanConfig;
if (sc.WarnLine === undefined) Vue.set(sc, 'WarnLine', null);
if (sc.CloseLine === undefined) Vue.set(sc, 'CloseLine', null);
if (sc.EtfKind === undefined) Vue.set(sc, 'EtfKind', null);
var that = this;
['LongSpans', 'ShortSpans'].forEach(function (key) {
if (!Array.isArray(sc[key]) || sc[key].length === 0) Vue.set(sc, key, that.emptySpanTiers());