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修复平仓为计算税的问题, 修复日终结算未考虑起算日的问题.

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嬴政 时
2025-10-24 14:53:13 +08:00
parent 1bbdd47497
commit d8d7dee562
2 changed files with 14 additions and 7 deletions
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YLErpDAL/Modules/SwapModule/SwapDealService.cs
+4
View File
@@ -922,6 +922,10 @@ namespace YLErp.Modules.SwapModule
int directionRatio = flowEvent.PayDirection == (int)SwapDirectionEnum.收取 ? 1 : -1;
// + 付息日>上日日终且小于等于平仓日期的分红数据
var dividendIn = servie.CalcPayment(payments, unwindQty, shortRatio, directionRatio);
var um = DataCacheProvider.GetUnderlyingDataSource().GetData(flowEvent.UnderlyingCode);
decimal tax = um.ValueAddedTax ?? 0;
dividendIn = dividendIn / (1 + tax) * (1 - tax);
flowEvent.DividendIn = Math.Round(dividendIn, 2, MidpointRounding.AwayFromZero);
}
YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs
+10 -7
View File
@@ -1144,7 +1144,7 @@ namespace YLErp.Modules.SwapModule
var price = UnderlyingCodePrice(eod.UnderlyingCode, dealDate, out decimal vobp);
decimal tax = um.ValueAddedTax ?? 0;
BondPaymentService bondPaymentService = new BondPaymentService(UserInfo);
if (valueDate > td.StartDate.Value && (curretEod.PosiQuantity > 0 || valueDate == td.UnWindDate))
if (valueDate > td.StartDate.Value && curretEod.PosiQuantity > 0)
{
decimal payment = bondPaymentService.CalcPayment(curretEod.UnderlyingCode, eod.ValueDate, valueDate, curretEod.PosiQuantity, shortRatio, directionRatio);
// 考虑增值税
@@ -1226,12 +1226,15 @@ namespace YLErp.Modules.SwapModule
curretEod.UnderlyingPrice = price;
curretEod.UnderlyingMarketValue = curretEod.UnderlyingPrice * curretEod.PosiQuantity * curretEod.ContractSize * shortRatio;
curretEod.PosiMtmPnL = (curretEod.UnderlyingPrice - curretEod.PosiGrossPrice) * curretEod.PosiQuantity * curretEod.ContractSize * shortRatio * directionRatio;
decimal tax = um.ValueAddedTax ?? 0;
BondPaymentService bondPaymentService = new BondPaymentService(UserInfo);
decimal payment = bondPaymentService.CalcPayment(curretEod.UnderlyingCode, eod.ValueDate, valueDate, curretEod.PosiQuantity, shortRatio, directionRatio);
// 考虑增值税
curretEod.TdPosiDividend = payment / (1 + tax) * (1 - tax);
curretEod.TdPosiDividend = 0;
if (valueDate > td.StartDate.Value && (curretEod.PosiQuantity > 0))
{
decimal tax = um.ValueAddedTax ?? 0;
BondPaymentService bondPaymentService = new BondPaymentService(UserInfo);
decimal payment = bondPaymentService.CalcPayment(curretEod.UnderlyingCode, eod.ValueDate, valueDate, curretEod.PosiQuantity, shortRatio, directionRatio);
// 考虑增值税
curretEod.TdPosiDividend = payment / (1 + tax) * (1 - tax);
}
curretEod.RealizedMtmPnL = eod.RealizedMtmPnL + curretEod.TdCloseMtmPnl;
curretEod.RealizedFee = eod.RealizedFee + curretEod.TdCloseFee;