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Merge branch 'glms/feature/1.4.2_0808' into glms/feature/1.4.2

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张名锐
2026-08-12 09:44:51 +08:00
parent 11923e11b7 9c86006feb
commit ec820a4974
4 changed files with 131 additions and 10 deletions
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YLErpDAL/Modules/SwapModule/SwapDealService.cs
+10 -4
View File
@@ -886,7 +886,9 @@ namespace YLErp.Modules.SwapModule
var consumedInterest = position.InterestType == (int)InterestTypeEnum.复利
? GetConsumedInterest(td.id, position.id, endDate)
: 0m;
interests.Add(CalcUnwindInterest(td, valueDate, endDate, positionClone, rate, floatRate, posiPrincipal, closePrincipal, newClosePercent, annualDays, preEodPosition, eventType, add, swap, orginPv, calcFirst, calcLast||newCalcLast, consumedInterest));
interests.Add(CalcUnwindInterest(td, valueDate, endDate, positionClone, rate, floatRate, posiPrincipal,
closePrincipal, newClosePercent, annualDays, preEodPosition, eventType, add, swap, orginPv, calcFirst,
calcLast||newCalcLast, consumedInterest));
}
}
//当日有平仓或互换记录时，避免重复结算
@@ -1117,11 +1119,13 @@ namespace YLErp.Modules.SwapModule
preEod.ValueDate = td.StartDate.Value;
if (calcFirst)
{
preEod.ValueDate= preEod.ValueDate.AddDays(-1);
preEod.ValueDate = preEod.ValueDate.AddDays(-1);
}
}
return InitSwapDealInterest(td, valueDate, endDate, rate, position, add, swap, posiPrincipal, closePrincipal, closePercent, annualDays, eventType, preEod, false, orginPv, calcFirst, calcLast, consumedInterest);
return InitSwapDealInterest(td, valueDate, endDate, rate, position, add, swap, posiPrincipal,
closePrincipal, closePercent, annualDays, eventType, preEod, false,
orginPv, calcFirst, calcLast, consumedInterest);
}
/// <summary>
/// 保证金腿的 orginPv 维度重映射。
@@ -1357,7 +1361,9 @@ namespace YLErp.Modules.SwapModule
/// <param name="isAnnualized">是否年化</param>
/// <param name="annualDays">年化天数</param>
/// <returns></returns>
public void CalcDailyCompoundInterest(DateTime endDate, swap_position position, decimal principal, swap_flow_event flowEvent, int annualDays, bool needPrice, decimal floateRate, decimal closePercent, decimal orginPv, bool calcFirst, bool calcLast, ref decimal InterestAmount, ref decimal TdInterestAmount, decimal consumedInterest = 0m, decimal resetCarryInterest = 0m)
public void CalcDailyCompoundInterest(DateTime endDate, swap_position position, decimal principal, swap_flow_event flowEvent,
int annualDays, bool needPrice, decimal floateRate, decimal closePercent, decimal orginPv, bool calcFirst, bool calcLast,
ref decimal InterestAmount, ref decimal TdInterestAmount, decimal consumedInterest = 0m, decimal resetCarryInterest = 0m)
{
var startDate = position.PosiStartDate;
decimal interestProfitSum = 0;
YLErpDAL/Modules/SwapModule/SwapTradeBaseService.cs
+1 -1
View File
@@ -369,7 +369,7 @@ namespace YLErp.Modules.SwapModule
{
interestStart = td.StartDate.Value;
var exerciseDate = td.ExerciseDate.Value;
interestEnd = valueDate> exerciseDate? exerciseDate : valueDate;
interestEnd = valueDate > exerciseDate ? exerciseDate : valueDate;
bool calcFirst = true;
bool calcLast = true;