平仓成交金额不是平仓名义本金

2025-06-13 16:44:44 +08:00
parent 663ead395c
commit e721f5ea5d
4 changed files with 8 additions and 6 deletions
@@ -1294,7 +1294,8 @@ namespace YLErp.Modules.SwapModule
                    curretEod.PosiNetFeePrice = (eod.PosiNetFeePrice * eod.PosiQuantity + openFlowEvents.Sum(a => a.Quantity * a.TradingAmountNetFeeAvg)) / (eod.PosiQuantity + openQty);
                    curretEod.PosiNetFeePrice = Math.Round(curretEod.PosiNetFeePrice ?? 0, 10, MidpointRounding.AwayFromZero);
                }
-                curretEod.PosiNotionalValue = eod.PosiNotionalValue+ openFlowEvents.Sum(s=>s.TradingAmount)- unwindFlowEvents.Sum(s=>s.TradingAmount);
+                curretEod.PosiNotionalValue = curretEod.PosiGrossPrice * curretEod.PosiQuantity * curretEod.ContractSize;
+                curretEod.PosiNotionalValue=  Math.Round(curretEod.PosiNotionalValue, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
                curretEod.TdPosiDividend = unwindEvents.Sum(x => x.DividendIn) * directionRatio;
                curretEod.TdCloseFee = unwindEvents.Sum(x => x.TradingFee);
                curretEod.TdCloseQty = unwindQty;