From f4ffe7107165a5cb4b35bdaa723ba1efc6617774 Mon Sep 17 00:00:00 2001
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Date: Mon, 20 Jul 2026 15:28:40 +0800
Subject: [PATCH] =?UTF-8?q?fix(swap):=20=E4=BF=AE=E5=A4=8D=E6=9C=9F?=
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- 在新创建的期末付款头寸中添加已实现盈亏字段计算
- 对历史数据的利息和已实现利息进行符号标准化处理
- 添加预付金腿利息方向与保证金本金方向的反向逻辑
- 兼容修复前已落库的利息腿数据缺失已实现盈亏字段问题
- 统一风险报表按绝对金额和业务方向的数据口径
---
 .../SwapModule/SwapEodPositionService.cs        | 17 +++++++++++++++++
 1 file changed, 17 insertions(+)

diff --git a/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs b/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs
index 38004aa4..44b5400b 100644
--- a/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs
+++ b/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs
@@ -1023,6 +1023,7 @@ namespace YLErp.Modules.SwapModule
             //累计已实现
             newEodPayPosition.RealizedInterest = eodPayPosition.RealizedInterest + newEodPayPosition.TdCloseInterest * ratio;
             newEodPayPosition.RealizedInterestFee = eodPayPosition.RealizedInterestFee + newEodPayPosition.TdCloseInterestFee;
+            newEodPayPosition.RealizedPnl = newEodPayPosition.RealizedInterest + newEodPayPosition.RealizedInterestFee;
             var currencyRate = GetCurrencyRate(td.QuoteCurrency, td.SettlementCurrency, valueDate, true,
                 position.InterestDirection == (int)SwapDirectionEnum.收取 ? CurrencyRateType.Buy : CurrencyRateType.Sell);
             newEodPayPosition.TdCurrency = Convert.ToDecimal(currencyRate);
@@ -2178,6 +2179,22 @@ namespace YLErp.Modules.SwapModule
                 item.eodPosition.PosiNetFeePrice *= multiplier;
                 item.eodPosition.PosiNetNoFeePrice *= multiplier;
                 item.eodPosition.UnderlyingPrice *= multiplier;
+                if (item.eodPosition.InterestDirection > 0)
+                {
+                    // 历史数据的 TdCloseInterest、RealizedInterest 存在两种符号口径，
+                    // 风险报表统一按绝对金额和业务方向还原：普通利息腿收取为正、支付为负，
+                    // 预付金腿的利息方向与保证金本金方向相反。
+                    var interestRatio = item.eodPosition.InterestDirection == (int)SwapDirectionEnum.收取 ? 1m : -1m;
+                    if (ConsTrade.InterestMarginModels.Contains(item.eodPosition.InterestMode))
+                    {
+                        interestRatio = -interestRatio;
+                    }
+                    item.eodPosition.TdCloseInterest = Math.Abs(item.eodPosition.TdCloseInterest) * interestRatio;
+                    item.eodPosition.RealizedInterest = Math.Abs(item.eodPosition.RealizedInterest) * interestRatio;
+                    // 兼容修复前已落库的利息腿：当时只累计了明细字段，未同步写入 RealizedPnl。
+                    item.eodPosition.RealizedPnl = item.eodPosition.RealizedInterest
+                                                    + item.eodPosition.RealizedInterestFee;
+                }
             }
             return retListResult;