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BugFix 系统中MarkCloseValue歧义部分修改

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锦麟 王
2026-06-26 16:06:13 +08:00
parent 652c0cedd8
commit d9fc5965d3
12 changed files with 25 additions and 28 deletions
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YLErpDAL/Modules/SwapModule/SwapDealService.cs
+3 -3
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@@ -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;
YLErpDAL/Modules/SwapModule/SwapEndConfirmService.cs
+1 -1
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@@ -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;
}
}
YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs
+2 -5
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@@ -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)
{
YLErpDAL/Modules/SwapModule/SwapFlowEventService.cs
+2 -2
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@@ -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;
}