From d9fc5965d360df0c6061dedfb119340060e49bd2 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?=E9=94=A6=E9=BA=9F=20=E7=8E=8B?= Date: Fri, 26 Jun 2026 16:06:13 +0800 Subject: [PATCH] =?UTF-8?q?BugFix=20=E7=B3=BB=E7=BB=9F=E4=B8=ADMarkCloseVa?= =?UTF-8?q?lue=E6=AD=A7=E4=B9=89=E9=83=A8=E5=88=86=E4=BF=AE=E6=94=B9?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- Framework/YLErp.Core/DBModels/SwapFlowEvent.cs | 6 +++--- .../DocumentGenerator/TradeSettleBillGenerator.cs | 6 +++--- .../BLL/EodSettlement/RealTimeClientBanlanceService.cs | 4 ++-- YLErpDAL/Modules/SwapModule/SwapDealService.cs | 6 +++--- YLErpDAL/Modules/SwapModule/SwapEndConfirmService.cs | 2 +- YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs | 7 ++----- YLErpDAL/Modules/SwapModule/SwapFlowEventService.cs | 4 ++-- YLErpWeb/Views/SwapTrade2/SwapIncome.cshtml | 2 +- YLErpWeb/Views/SwapTrade2/SwapUnwind.cshtml | 2 +- YLErpWeb/Views/SwapTrade2/TradeView.cshtml | 4 ++-- YLErpWeb/wwwroot/Scripts/app/swaptrade/incomeSwapTrade.js | 6 +++--- YLErpWeb/wwwroot/Scripts/app/swaptrade/unwindSwapTrade.js | 4 ++-- 12 files changed, 25 insertions(+), 28 deletions(-) diff --git a/Framework/YLErp.Core/DBModels/SwapFlowEvent.cs b/Framework/YLErp.Core/DBModels/SwapFlowEvent.cs index c4c9e6df..b9079e27 100644 --- a/Framework/YLErp.Core/DBModels/SwapFlowEvent.cs +++ b/Framework/YLErp.Core/DBModels/SwapFlowEvent.cs @@ -373,15 +373,15 @@ namespace YLErp.DBModels } } /// - /// 浮动平仓盈亏 + /// 浮动端平仓盈亏 /// [NotMapped] - public decimal PosiPnl + public decimal FloatPnlSum { get { - return MarkClosePnl- TradingFee; + return MarkClosePnl + TradingFee + TradingFeePending + DividendIn; } } /// diff --git a/Plugins/YLErp.Plugins.GuoLian/DocumentGenerator/TradeSettleBillGenerator.cs b/Plugins/YLErp.Plugins.GuoLian/DocumentGenerator/TradeSettleBillGenerator.cs index f2f1c827..7523323b 100644 --- a/Plugins/YLErp.Plugins.GuoLian/DocumentGenerator/TradeSettleBillGenerator.cs +++ b/Plugins/YLErp.Plugins.GuoLian/DocumentGenerator/TradeSettleBillGenerator.cs @@ -107,13 +107,13 @@ namespace YLErp.Plugins.GuoLian.DocumentGenerator //row.MarginInterestAmount = MarginInterestAmount.ToString("0.00"); var FloatRate = PosiNotionalValue == 0 ? 0 : InterestAmount / PosiNotionalValue; row.FloatRate = FloatRate.ToString("0.0000%"); - var PosiPnl = -(flowEventGroup.MarkClosePnl - tradingFee - flowEventGroup.DividendIn); + var PosiPnl = -flowEventGroup.MarkClosePnl; row.PosiPnl = PosiPnl.ToString("0.00"); - var markClosePnl = (-flowEventGroup.MarkClosePnl); + var markClosePnl = -flowEventGroup.FloatPnlSum; row.MarkClosePnl = markClosePnl.ToString("0.00"); row.DividendIn = (-flowEventGroup.DividendIn).ToString("0.00"); var marginBackAmount = unwindFlowEvents.Where(x => ConsTrade.InterestMarginModels.Contains(x.InterestMode)).Sum(s => s.InterestPrincipal); - var NetSettleAmout = unwindFlowEvents.Sum(x => x.InterestClosePnL) * -1 + flowEventGroup.MarkClosePnl * -1 + marginBackAmount; + var NetSettleAmout = unwindFlowEvents.Sum(x => x.InterestClosePnL) * -1 + flowEventGroup.FloatPnlSum * -1 + marginBackAmount; row.NetSettleAmout = NetSettleAmout.ToString("0.00"); table.Add(row); } diff --git a/YLErpDAL/BLL/EodSettlement/RealTimeClientBanlanceService.cs b/YLErpDAL/BLL/EodSettlement/RealTimeClientBanlanceService.cs index e60beb81..dcead87e 100644 --- a/YLErpDAL/BLL/EodSettlement/RealTimeClientBanlanceService.cs +++ b/YLErpDAL/BLL/EodSettlement/RealTimeClientBanlanceService.cs @@ -1334,13 +1334,13 @@ namespace YLErp.BLL.Eod } unwindPercent = posiQty == 0 ? 0 : unwindQty / posiQty; } - var tdRealizedPnL = flowEvents.Where(x => x.EventDate > lastSettletDate).ToList().Sum(s => s.InterestClosePnL + s.MarkClosePnl); + var tdRealizedPnL = flowEvents.Where(x => x.EventDate > lastSettletDate).ToList().Sum(s => s.InterestClosePnL + s.FloatPnlSum); var tdRealizedInterestPnL = flowEvents.Where(x => x.EventDate > lastSettletDate).ToList().Sum(s => s.InterestClosePnL); var tradeFee= flowEvents.Where(x => x.EventDate > lastSettletDate).ToList().Sum(s => s.TradingFee+s.TradingFeePending); balance.InterestPnl += Convert.ToDouble(tdRealizedInterestPnL)*-1; balance.TradeFee += Convert.ToDouble(tradeFee) *-1; var currentEvents = flowEvents.Where(x => x.EventDate == startDate).ToList(); - var currentRealizedPnl = currentEvents.Sum(s => s.InterestClosePnL + s.MarkClosePnl); + var currentRealizedPnl = currentEvents.Sum(s => s.InterestClosePnL + s.FloatPnlSum); //潜在行权收益等于实值额 balance.PotentialSurpluses += -Convert.ToDouble(pnl); //持仓市值 diff --git a/YLErpDAL/Modules/SwapModule/SwapDealService.cs b/YLErpDAL/Modules/SwapModule/SwapDealService.cs index beca764f..18ade2a8 100644 --- a/YLErpDAL/Modules/SwapModule/SwapDealService.cs +++ b/YLErpDAL/Modules/SwapModule/SwapDealService.cs @@ -1099,8 +1099,8 @@ namespace YLErp.Modules.SwapModule floatEvent.TradingFeePending = Math.Round(floatEvent.TradingFeePending, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero); floatEvent.TradingFee = closeFee; floatEvent.MarkClosePnl = (unwindPrice - position.PosiGrossPrice) * unwindQty * floatRatio * longRatio; - //修改，盯市不要加上 分红 - floatEvent.MarkClosePnl = Math.Round(floatEvent.MarkClosePnl + ((floatEvent.TradingFeePending + closeFee) * floatRatio * -1), ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero); + //MarkClosePnl 纯盯市不要计算交易费用和分红 + floatEvent.MarkClosePnl = Math.Round(floatEvent.MarkClosePnl, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero); floatEvent.TradingAmount = unwindPrice * floatEvent.Quantity * floatEvent.ContractSize; floatEvent.TradingAmount = Math.Round(floatEvent.TradingAmount, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero); floatEvent.OptLog = "流水自动"; @@ -1347,7 +1347,7 @@ namespace YLErp.Modules.SwapModule var floatPosition = unwindData.FlowEvents.FirstOrDefault(x => !string.IsNullOrEmpty(x.UnderlyingCode)); var interestList = unwindData.FlowEvents.Where(x => string.IsNullOrEmpty(x.UnderlyingCode)); decimal floatRatio = floatPosition.PayDirection == 1 ? 1m : -1m; - var pnl = floatPosition.MarkClosePnl; + var pnl = floatPosition.FloatPnlSum; unwindData.SwapCloseAmount = pnl; unwindData.SwapRealizedPnL = pnl; unwindData.SwapMarginRebatePnl = 0; diff --git a/YLErpDAL/Modules/SwapModule/SwapEndConfirmService.cs b/YLErpDAL/Modules/SwapModule/SwapEndConfirmService.cs index 8ddb7786..39595512 100644 --- a/YLErpDAL/Modules/SwapModule/SwapEndConfirmService.cs +++ b/YLErpDAL/Modules/SwapModule/SwapEndConfirmService.cs @@ -93,7 +93,7 @@ namespace YLErp.Modules.SwapModule if (x.trade.StructureType == "多空组合") { UnwindData unwindData = new UnwindData(); - unwindData.SwapCloseAmount = x.swap_flow_event.MarkClosePnl; + unwindData.SwapCloseAmount = x.swap_flow_event.FloatPnlSum; x.swap_event.unwindData = unwindData; } } diff --git a/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs b/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs index 8e1598d7..6cd59d66 100644 --- a/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs +++ b/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs @@ -1507,12 +1507,9 @@ namespace YLErp.Modules.SwapModule { curretEod.PosiDividendSum = 0; } - if (curretEod.PosiDividendSum == 0)//这里处理一下已实现盈亏和互换价值，其他在处理分红的时候会处理 - { - curretEod.RealizedPnl += curretEod.TdCloseDividend; - curretEod.SwapPositionValue -= curretEod.TdCloseDividend; + curretEod.RealizedPnl += curretEod.TdCloseDividend; + curretEod.SwapPositionValue -= curretEod.TdCloseDividend; - } curretEod.PosiProfitSum = curretEod.PosiMtmPnL + curretEod.PosiDividendSum + curretEod.PosiFeePending; if (curretEod.PosiStatus == 1) { diff --git a/YLErpDAL/Modules/SwapModule/SwapFlowEventService.cs b/YLErpDAL/Modules/SwapModule/SwapFlowEventService.cs index 3bad869c..b6d9fec1 100644 --- a/YLErpDAL/Modules/SwapModule/SwapFlowEventService.cs +++ b/YLErpDAL/Modules/SwapModule/SwapFlowEventService.cs @@ -525,8 +525,8 @@ namespace YLErp.Modules.SwapModule { item.TradeFee = item.FlowEvent.TradingFee; item.TradingFee = item.FlowEvent.TradingFeePending; - item.PosiPnl= item.FlowEvent.MarkClosePnl- item.TradeFee-item.FlowEvent.DividendIn - item.TradingFee; - item.NetSettmentAmount = item.FlowEvent.MarkClosePnl + item.FlowEvent.InterestClosePnL; + item.PosiPnl= item.FlowEvent.MarkClosePnl;//MarkClosePnl 纯盯市不计算交易费用和分红 + item.NetSettmentAmount = item.FlowEvent.FloatPnlSum + item.FlowEvent.InterestClosePnL; item.Days = (item.FlowEvent.UnwindDate - item.StartDate).Value.Days; } diff --git a/YLErpWeb/Views/SwapTrade2/SwapIncome.cshtml b/YLErpWeb/Views/SwapTrade2/SwapIncome.cshtml index ca19bcc7..8084253a 100644 --- a/YLErpWeb/Views/SwapTrade2/SwapIncome.cshtml +++ b/YLErpWeb/Views/SwapTrade2/SwapIncome.cshtml @@ -166,7 +166,7 @@
我方{{floatPosition.PayDirection==1?"支付":"收取"}}交易费用
- {{floatPosition.MarkClosePnl}} + {{floatPosition.FloatPnlSum}} diff --git a/YLErpWeb/Views/SwapTrade2/SwapUnwind.cshtml b/YLErpWeb/Views/SwapTrade2/SwapUnwind.cshtml index 1bb5484d..029907c6 100644 --- a/YLErpWeb/Views/SwapTrade2/SwapUnwind.cshtml +++ b/YLErpWeb/Views/SwapTrade2/SwapUnwind.cshtml @@ -213,7 +213,7 @@ {{floatPosition.DividendIn}} - {{floatPosition.MarkClosePnl}} + {{floatPosition.FloatPnlSum}} diff --git a/YLErpWeb/Views/SwapTrade2/TradeView.cshtml b/YLErpWeb/Views/SwapTrade2/TradeView.cshtml index a1f946dc..979dfd6c 100644 --- a/YLErpWeb/Views/SwapTrade2/TradeView.cshtml +++ b/YLErpWeb/Views/SwapTrade2/TradeView.cshtml @@ -808,7 +808,7 @@ @(closeFloat.TradingFee.OtcFormat(OtcFormatFlag.StockEqvNotional)) @(closeFloat.TradingFeePending.OtcFormat(OtcFormatFlag.StockEqvNotional)) @(closeFloat.DividendIn.OtcFormat(OtcFormatFlag.StockEqvNotional)) - @(closeFloat.MarkClosePnl.OtcFormat(OtcFormatFlag.StockEqvNotional)) + @(closeFloat.FloatPnlSum.OtcFormat(OtcFormatFlag.StockEqvNotional)) @@ -1000,7 +1000,7 @@ @((closeFloat.PositionQty??0).OtcFormat(OtcFormatFlag.StockEqvNotional)) @(closeFloat.TradingFee.OtcFormat(OtcFormatFlag.StockEqvNotional)) @(closeFloat.DividendIn.OtcFormat(OtcFormatFlag.StockEqvNotional)) - @(closeFloat.MarkClosePnl.OtcFormat(OtcFormatFlag.StockEqvNotional)) + @(closeFloat.FloatPnlSum.OtcFormat(OtcFormatFlag.StockEqvNotional)) diff --git a/YLErpWeb/wwwroot/Scripts/app/swaptrade/incomeSwapTrade.js b/YLErpWeb/wwwroot/Scripts/app/swaptrade/incomeSwapTrade.js index 5ca6dd7e..5119c22d 100644 --- a/YLErpWeb/wwwroot/Scripts/app/swaptrade/incomeSwapTrade.js +++ b/YLErpWeb/wwwroot/Scripts/app/swaptrade/incomeSwapTrade.js @@ -131,8 +131,8 @@ const vue = new Vue({ let DividendIn = thisObj.floatPosition.DividendIn == "" ? 0 : parseFloat(thisObj.floatPosition.DividendIn ?? 0); let scale = thisObj.getPriceScale(); thisObj.floatPosition.MarkClosePnl = thisObj.deal.CloseNotionalValue * (thisObj.floatPosition.TradingAmountAvg * scale - thisObj.initPosiNetPrice) * floatRatio; - thisObj.floatPosition.MarkClosePnl = thisObj.floatPosition.MarkClosePnl + TradingFee + TradingFeePending;//当日盯市不要计算分红 - thisObj.floatPosition.MarkClosePnl = otcformat.trading.StockEqvNotional(thisObj.floatPosition.MarkClosePnl); + thisObj.floatPosition.MarkClosePnl = otcformat.trading.StockEqvNotional(thisObj.floatPosition.MarkClosePnl);//MarkClosePnl 纯盯市不要计算交易费用和分红 + thisObj.floatPosition.FloatPnlSum = parseFloat(thisObj.floatPosition.MarkClosePnl) + TradingFee + TradingFeePending + DividendIn; thisObj.calcCloseAmount(); }, //calcClosePnL() {//计算浮动端平仓盈亏 @@ -195,7 +195,7 @@ const vue = new Vue({ var postData = { startDate: thisObj.TradeStartDate, endDate: thisObj.deal.UnwindDate, underlyingCode: thisObj.floatPosition.UnderlyingCode, tradeId: thisObj.deal.SwapTradeId, unwindDate: thisObj.deal.UnwindDate } main.post("/BondPayment/GetBondPayMentInterest", postData, { async: false }).done(function (resp) { let totalDividend = parseFloat(thisObj.deal.PositionQty) * resp.obj.totalInterest * ratio * floatRatio; - let consumedDividend = Math.abs(parseFloat(resp.obj.consumedDividend ?? 0)); + let consumedDividend = Math.abs(parseFloat(resp.obj.consumedDividend ?? 0)) * ratio * floatRatio; // 互换是全量消费，consumedDividend>0 表示分红已被当天互换消费，归0 thisObj.floatPosition.DividendIn = Math.abs(consumedDividend) > 0 ? parseFloat((totalDividend - consumedDividend).toFixed(2)) : parseFloat(totalDividend.toFixed(2)); thisObj.floatPosition.DividendPending = 0; diff --git a/YLErpWeb/wwwroot/Scripts/app/swaptrade/unwindSwapTrade.js b/YLErpWeb/wwwroot/Scripts/app/swaptrade/unwindSwapTrade.js index ada0a2f0..ea9998ea 100644 --- a/YLErpWeb/wwwroot/Scripts/app/swaptrade/unwindSwapTrade.js +++ b/YLErpWeb/wwwroot/Scripts/app/swaptrade/unwindSwapTrade.js @@ -201,9 +201,9 @@ const vue = new Vue({ let TradingFeePending = thisObj.floatPosition.TradingFeePending == "" ? 0 : parseFloat(thisObj.floatPosition.TradingFeePending); let scale = thisObj.getPriceScale(); thisObj.floatPosition.MarkClosePnl = Math.round(thisObj.deal.CloseQty * (thisObj.floatPosition.TradingAmountAvg * scale - thisObj.initPosiNetPrice) * floatRatio * longRatio * 10000) / 10000; - thisObj.floatPosition.MarkClosePnl = Number(thisObj.floatPosition.MarkClosePnl.toFixed(2)); - thisObj.floatPosition.MarkClosePnl = thisObj.floatPosition.MarkClosePnl + (TradingFee + TradingFeePending) * floatRatio * -1;//当日盯市不要计算分红 + thisObj.floatPosition.MarkClosePnl = Number(thisObj.floatPosition.MarkClosePnl.toFixed(2));//MarkClosePnl 纯盯市不要计算交易费用和分红 thisObj.floatPosition.MarkClosePnl = otcformat.trading.StockEqvNotional(thisObj.floatPosition.MarkClosePnl); + thisObj.floatPosition.FloatPnlSum = parseFloat(thisObj.floatPosition.MarkClosePnl) + TradingFee + TradingFeePending + parseFloat(thisObj.floatPosition.DividendIn); thisObj.calcCloseAmount(); },