Merge remote-tracking branch 'origin/glms/feature/1.4.2' into glms/feature/1.4.2
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@@ -2069,11 +2069,12 @@ namespace YLErp.Modules.SwapModule
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/// 浮动腿及普通利息腿维持数据库记录的方向;初始/追加预付金腿的利息
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/// 则与保证金本金方向相反。这样“收取对手方保证金”产生的利息会作为
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/// 我方支付给对手方的成本计入,而不会错误增加框架合约已实现收益。
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/// 抽为静态纯函数以支持无库单测(marginTypes 等价于 ConsTrade.InterestMarginModels)。
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/// </summary>
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private decimal CalculateSwapRealizedPnl(eod_swap_position position)
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public static decimal CalculateSwapRealizedPnl(eod_swap_position position)
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{
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var interestRatio = position.InterestDirection == (int)SwapDirectionEnum.收取 ? 1m : -1m;
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if (marginTypes.Contains(position.InterestMode))
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if (ConsTrade.InterestMarginModels.Contains(position.InterestMode))
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{
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interestRatio = -interestRatio;
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}
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