From e891ce8faa4672e9f1e352300c8df4bc854cf09a Mon Sep 17 00:00:00 2001 From: gongpei Date: Wed, 29 Oct 2025 17:25:14 +0800 Subject: [PATCH] =?UTF-8?q?fix:=20=E5=AE=9E=E6=97=B6=E6=8C=81=E4=BB=93?= =?UTF-8?q?=E8=AE=A1=E7=AE=97=E6=8C=81=E4=BB=93=E7=9B=88=E4=BA=8F?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- YLErpDAL/BLL/EodSettlement/RealtimePnlCalc.cs | 44 ++++++++++--------- 1 file changed, 23 insertions(+), 21 deletions(-) diff --git a/YLErpDAL/BLL/EodSettlement/RealtimePnlCalc.cs b/YLErpDAL/BLL/EodSettlement/RealtimePnlCalc.cs index eea6f90c..f8b2e8d0 100644 --- a/YLErpDAL/BLL/EodSettlement/RealtimePnlCalc.cs +++ b/YLErpDAL/BLL/EodSettlement/RealtimePnlCalc.cs @@ -510,7 +510,7 @@ namespace YLErp.BLL.Eod && t.TradeType == "收益互换").ToList(); //OTC持仓交易 var tradeIdList = tradeList.Select(t => t.id).ToList(); - var positions = db.swap_position.Where(x => tradeIdList.Contains(x.SwapTradeId) && !x.IsInitial && x.PosiQuantity > 0&&!x.Invalid).ToList(); + var positions = db.swap_position.Where(x => tradeIdList.Contains(x.SwapTradeId) && !x.IsInitial && x.PosiQuantity > 0 && !x.Invalid).ToList(); var swapFlows = db.swap_flow.Where(x => x.DataState == (int)SwapFlowDateStateEnum.等待完成).ToList(); using var bondDb = new BondOmsDBContext(); var clientPositions = bondDb.client_position.AsEnumerable(); @@ -533,18 +533,18 @@ namespace YLErp.BLL.Eod td, p }; - var positionGroup = query.AsEnumerable().GroupBy(x => new { x.p.UnderlyingCode, x.td.ClientId,x.p.PosiDirection}); + var positionGroup = query.AsEnumerable().GroupBy(x => new { x.p.UnderlyingCode, x.td.ClientId, x.p.PosiDirection }); var dealSwapFlowIds = new List(); SwapTradeAutoService swapTradeAutoService = new SwapTradeAutoService(optUser); var datenow = DateTime.Now; foreach (var pair in positionGroup) { var client = DataCacheProvider.GetClientDataSource().GetData(pair.Key.ClientId); - if (client == null||string.IsNullOrEmpty(pair.Key.UnderlyingCode)) + if (client == null || string.IsNullOrEmpty(pair.Key.UnderlyingCode)) { continue; } - var clientPosition = clientPositions.FirstOrDefault(x => x.client_id == pair.Key.ClientId && x.security_id == pair.Key.UnderlyingCode&&x.direction== pair.Key.PosiDirection); + var clientPosition = clientPositions.FirstOrDefault(x => x.client_id == pair.Key.ClientId && x.security_id == pair.Key.UnderlyingCode && x.direction == pair.Key.PosiDirection); var trades = pair.Select(s => s.td).ToList(); var tradeIds = trades.Select(x => x.id); var positionGroupItems = positions.Where(x => tradeIds.Contains(x.SwapTradeId) && x.UnderlyingCode == pair.Key.UnderlyingCode && x.PosiDirection == pair.Key.PosiDirection); @@ -563,15 +563,17 @@ namespace YLErp.BLL.Eod var multiplier = ConsGlobal.InstrumentType.IsBond(lastPosi.UnderlyingInstrumentType) ? ConsGlobal.bondShowPriceMultiple : 1; // 计算加权平均价格（区分债券和非债券） - var weightedPrice = posiQty==0?0: positionGroupItems - .Sum(s => { + var weightedPrice = posiQty == 0 ? 0 : positionGroupItems + .Sum(s => + { decimal price = ConsGlobal.InstrumentType.IsBond(lastPosi.UnderlyingInstrumentType) ? s.PosiGrossPrice * ConsGlobal.bondShowPriceMultiple : s.PosiGrossPrice; return s.PosiQuantity * price; }) / posiQty; - var weightedNetPrice = posiQty==0?0: positionGroupItems - .Sum(s => { + var weightedNetPrice = posiQty == 0 ? 0 : positionGroupItems + .Sum(s => + { decimal price = ConsGlobal.InstrumentType.IsBond(lastPosi.UnderlyingInstrumentType) ? s.PosiNetPrice * ConsGlobal.bondShowPriceMultiple : s.PosiNetPrice; @@ -584,7 +586,7 @@ namespace YLErp.BLL.Eod var um = DataCacheProvider.GetUnderlyingDataSource().GetData(pair.Key.UnderlyingCode); clientPosition = CreateClientPosition(clientPosition, pair.Key.ClientId, pair.Key.UnderlyingCode, netPrice, price, posiQty / 10000, comminsions, positionType == PositionTypeFlag.Long ? 0 : 1, lastPosi.ContractSize, pair.Key.PosiDirection); clientPosition.position_notional_principal = totalNotional; - if (pair.Key.PosiDirection==(int)SwapDirectionEnum.支付) + if (pair.Key.PosiDirection == (int)SwapDirectionEnum.支付) { var flowMerges = MergeSwapFlow(newSwapFlows, multiplier); dealSwapFlowIds.AddRange(newSwapFlows.Select(s => s.id)); @@ -596,7 +598,7 @@ namespace YLErp.BLL.Eod clientPosition.update_user = 0; SetClientPositionPrice(clientPosition); clientPosition.swap_market_value = clientPosition.full_price_now * clientPosition.position_qty * (clientPosition.side == 0 ? 1 : -1); - clientPosition.position_profit_loss = (clientPosition.full_price_now - clientPosition.deal_full_price_avg) * clientPosition.position_qty * (clientPosition.side == 0 ? 1 : -1) - clientPosition.commission; + clientPosition.position_profit_loss = (clientPosition.full_price_now - clientPosition.deal_full_price_avg) * 0.01m * (clientPosition.position_qty * 10000) * (clientPosition.side == 0 ? 1 : -1) - clientPosition.commission; clientPosition.position_profit_loss = Math.Round(clientPosition.position_profit_loss ?? 0, 2, MidpointRounding.AwayFromZero); clientPosition.today_profit_loss = clientPosition.swap_market_value - lastPv; if (clientPosition.deal_full_price_avg > 0 && enableCalcBongd)//发kafka 获取成交收益率 @@ -629,7 +631,7 @@ namespace YLErp.BLL.Eod continue; } var um = DataCacheProvider.GetUnderlyingDataSource().GetData(swapFlowGroup.Key.UnderlyingCode); - var multiplier = um!=null&& um.IsBond() ? ConsGlobal.bondShowPriceMultiple : 1; + var multiplier = um != null && um.IsBond() ? ConsGlobal.bondShowPriceMultiple : 1; var flowMerges = MergeSwapFlow(swapFlowGroup.ToList(), multiplier); var flowMergeMax = flowMerges.OrderByDescending(s => s.TradingQty).First(); var flowMergeMin = flowMerges.FirstOrDefault(x => x.BsType != flowMergeMax.BsType); @@ -665,7 +667,7 @@ namespace YLErp.BLL.Eod bondDb.SaveChanges(); } } - sql = $"{nameof(ClientPosition.create_time)}<'{datenow.AddSeconds(-1):yyyy-MM-dd HH:mm:ss}' or {nameof(ClientPosition.position_qty)}=0"; + sql = $"{nameof(ClientPosition.create_time)}<'{datenow.AddSeconds(-1):yyyy-MM-dd HH:mm:ss}' or {nameof(ClientPosition.position_qty)}=0"; bondDb.BulkDelete(sql); bondDb.SaveChanges(); #endregion @@ -741,10 +743,10 @@ namespace YLErp.BLL.Eod private static void BondCalcApi(ClientPosition clientPosition) { var resp = BondCalcHepler.BondCalc(clientPosition.security_id, clientPosition.deal_full_price_avg ?? 0, "DP"); - if (resp!=null) + if (resp != null) { - clientPosition.deal_yield_avg = resp.ytm* ConsGlobal.bondPriceMultiple; - _yLCache.StringSetWithNoPrefix("TRS-BondFullPrice:" + clientPosition.security_id, resp,TimeSpan.FromHours(1)); + clientPosition.deal_yield_avg = resp.ytm * ConsGlobal.bondPriceMultiple; + _yLCache.StringSetWithNoPrefix("TRS-BondFullPrice:" + clientPosition.security_id, resp, TimeSpan.FromHours(1)); } } /// @@ -759,7 +761,7 @@ namespace YLErp.BLL.Eod /// /// /// - private static ClientPosition CreateClientPosition(ClientPosition clientPosition, int clientId, string underlyingCode, decimal price, decimal fullPrice, decimal qty, decimal comminsion, int side,decimal contractsize,int direction) + private static ClientPosition CreateClientPosition(ClientPosition clientPosition, int clientId, string underlyingCode, decimal price, decimal fullPrice, decimal qty, decimal comminsion, int side, decimal contractsize, int direction) { var underlyingName = DataCacheProvider.GetUnderlyingDataSource().GetData(underlyingCode)?.UnderlyingName; var client = DataCacheProvider.GetClientDataSource().GetData(clientId); @@ -781,7 +783,7 @@ namespace YLErp.BLL.Eod clientPosition.side = side; clientPosition.create_time = DateTime.Now; clientPosition.client_user_id = 0; - clientPosition.position_notional_principal = fullPrice* qty * 10000 * contractsize * ConsGlobal.bondPriceMultiple; + clientPosition.position_notional_principal = fullPrice * qty * 10000 * contractsize * ConsGlobal.bondPriceMultiple; clientPosition.direction = direction; return clientPosition; } @@ -865,7 +867,7 @@ namespace YLErp.BLL.Eod clientPosition.deal_full_price_avg = priceResult.Item1; } clientPosition.commission = flowMerges.Sum(s => s.TradingFee); - clientPosition.position_qty = Math.Abs(allPosiQty/10000); + clientPosition.position_qty = Math.Abs(allPosiQty / 10000); clientPosition.position_notional_principal = Math.Abs(allPosiQty) * clientPosition.deal_full_price_avg * ConsGlobal.bondPriceMultiple; if (allPosiQty < 0) { @@ -881,7 +883,7 @@ namespace YLErp.BLL.Eod return (clientPosition.deal_full_price_avg ?? 0, clientPosition.deal_price_avg ?? 0); } var sameAmount = flowMergeSame.TradingAmountAvg * flowMergeSame.TradingQty; - var sameNetAmount = (flowMergeSame.TradingAmountNetAvg??0) * flowMergeSame.TradingQty; + var sameNetAmount = (flowMergeSame.TradingAmountNetAvg ?? 0) * flowMergeSame.TradingQty; var totalQty = (clientPosition.position_qty ?? 0) + flowMergeSame.TradingQty; if (totalQty == 0) { @@ -1052,7 +1054,7 @@ namespace YLErp.BLL.Eod //根据TradeId,VolType,ValueDate更新已经存在的数据 var tradeids = resultRisks.Select(t => t.TradeId).ToList(); var tradeRisks = db.realtime_trade_risk.Where(x => tradeids.Contains(x.TradeId) && x.VolType == volType && x.ValueDate == valueDate).ToList(); - var delTradeRisks= db.realtime_trade_risk.Where(x => !tradeids.Contains(x.TradeId) && x.VolType == volType && x.ValueDate == valueDate).ToList(); + var delTradeRisks = db.realtime_trade_risk.Where(x => !tradeids.Contains(x.TradeId) && x.VolType == volType && x.ValueDate == valueDate).ToList(); db.realtime_trade_risk.RemoveRange(delTradeRisks); for (var i = 0; i < tradeRisks.Count; i++) { @@ -2388,7 +2390,7 @@ namespace YLErp.BLL.Eod public static ClientBalanceForTrsResponse GetClientBalance(int clientId) { - if (_yLCache!=null) + if (_yLCache != null) { return _yLCache.StringGet("ClientBalance:" + clientId); }