diff --git a/Framework/YLErp.Core/DBModels/BondPayment.cs b/Framework/YLErp.Core/DBModels/BondPayment.cs
index bcf23d60..94056c19 100644
--- a/Framework/YLErp.Core/DBModels/BondPayment.cs
+++ b/Framework/YLErp.Core/DBModels/BondPayment.cs
@@ -102,6 +102,7 @@ namespace YLErp.DBModels
///
/// 更新时间
///
+ [DisplayName("更新时间")]
[Column("update_time")]
public DateTime update_time { get; set; }
}
diff --git a/YLErpDAL/Modules/SwapModule/SwapDealService.cs b/YLErpDAL/Modules/SwapModule/SwapDealService.cs
index 19775965..3d3d0e9b 100644
--- a/YLErpDAL/Modules/SwapModule/SwapDealService.cs
+++ b/YLErpDAL/Modules/SwapModule/SwapDealService.cs
@@ -9,6 +9,7 @@ using OfficeOpenXml.Drawing.Controls;
using Org.BouncyCastle.Asn1.Ocsp;
using Qdp.Pricing.Base.Implementations;
using Qdp.Pricing.Core.Modules;
+using Qdp.Pricing.Library.Base.Utilities;
using System.Linq.Expressions;
using YLErp.BLL;
using YLErp.BLL.Eod;
@@ -320,7 +321,7 @@ namespace YLErp.Modules.SwapModule
var posiNotionalValue = stockEqvNotional * closePercent;//剩余名义本金
var grossPrice = realPostitions.Where(x => x.PosiDirection > 0).FirstOrDefault()?.PosiGrossPrice;
bool tdClose = DbContext.swap_flow_event.Any(x => x.SwapTradeId == tradeId && x.UnwindDate == unwindDate && eventTypes.Contains(x.EventType) && x.DataState == (int)SwapFlowDateStateEnum.完成);
- interests = GetInterests(td, tradeExtend, valueDate, unwindDate, lastEodPositions, positions, stockEqvNotional, posiLongNotionalValue, posiShortNotionalValue, posiNotionalValue, closePercent, eventType, tdClose, false, grossPrice ?? 0, orginPv, true, false, false);
+ interests = GetInterests(td, tradeExtend, valueDate, unwindDate, lastEodPositions, positions, stockEqvNotional, posiLongNotionalValue, posiShortNotionalValue, posiNotionalValue, closePercent, eventType, tdClose, false, grossPrice ?? 0, orginPv, true, false, false);
return interests;
}
///
@@ -401,7 +402,7 @@ namespace YLErp.Modules.SwapModule
}
else if (position.InterestMode == (int)InterestModeEnum.标的期初全价)
{
- _closePosiNotionalValue = _posiNotionalValue * closePrecent;
+ _closePosiNotionalValue = _posiNotionalValue * closePrecent;
_posiNotionalValue = _posiNotionalValue;
}
else if (position.InterestMode == (int)InterestModeEnum.追加预付金 || position.InterestMode == (int)InterestModeEnum.初始预付金)
@@ -434,7 +435,7 @@ namespace YLErp.Modules.SwapModule
position.FloatRate = Convert.ToDecimal(floatRate);
positionClone.FloatRate = position.FloatRate;
}
- else if(!swap)
+ else if (!swap)
{
throw new Exception($"获取不到{position.FloatRateUnderlyingCode}在{rateDate:yyyy年MM月dd日}的价格");
}
@@ -770,7 +771,7 @@ namespace YLErp.Modules.SwapModule
DealFloatPosition(unwindData);
var flowList = new List(unwindData.FlowEvents);
var eventId = SaveSwapDeal(unwindData, (int)SwapEventTypeEnum.平仓, clientCashId, "系统操作_平仓");
- if (unwindData.CloseMethod == (int)CloseMethodEnum.全部平仓|| unwindData.ClosePercent==1)
+ if (unwindData.CloseMethod == (int)CloseMethodEnum.全部平仓 || unwindData.ClosePercent == 1)
{
td.TradeStatus = "已平仓";
td.trade_extend = DbContext.trade_extend.FirstOrDefault(x => x.TradeId == td.id);
@@ -813,7 +814,7 @@ namespace YLErp.Modules.SwapModule
///
///
///
- public void AuotoSwapUnwind(int tradeid, decimal unwindPrice, decimal unwindPriceFee, decimal unwindNetFee, decimal unwindNet, DateTime valueDate, decimal unwindQty,decimal closeFee)
+ public void AuotoSwapUnwind(int tradeid, decimal unwindPrice, decimal unwindPriceFee, decimal unwindNetFee, decimal unwindNet, DateTime valueDate, decimal unwindQty, decimal closeFee)
{
unwindPriceFee = decimal.Parse(unwindPriceFee.ToString("F10"));
var td = DbContext.trade.Find(tradeid);
@@ -851,7 +852,7 @@ namespace YLErp.Modules.SwapModule
unwindData.CloseMethod = unwindQty == unwindData.PositionQty ? (int)CloseMethodEnum.全部平仓 : (int)CloseMethodEnum.部分平仓;
unwindData.ClosePercent = unwindData.PositionQty == 0 ? 0 : unwindPercent;
unwindData.CloseNotionalValue = position == null ? 0 : unwindQty * position.PosiGrossPrice * position.ContractSize;
- unwindData.CloseNotionalValue = unwindPercent >= 1? unwindData.PosiNotionalValue: Math.Round(unwindData.CloseNotionalValue, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
+ unwindData.CloseNotionalValue = unwindPercent >= 1 ? unwindData.PosiNotionalValue : Math.Round(unwindData.CloseNotionalValue, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
unwindData.CloseQty = unwindQty;
if (position != null)
{
@@ -881,23 +882,14 @@ namespace YLErp.Modules.SwapModule
floatEvent.TradingFeePending = position.PosiTradingFeePending * unwindData.ClosePercent;
floatEvent.TradingFeePending = Math.Round(floatEvent.TradingFeePending, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
floatEvent.TradingFee = closeFee;
-
- BondPaymentService bondPaymentService = new BondPaymentService(UserInfo);
- var tax = GetUnderlyingTax(floatEvent.UnderlyingCode);
- // 只计算事件日期当天的分红收益
- var payments = bondPaymentService.GetTargetDatePayments(floatEvent.UnderlyingCode, floatEvent.EventDate);
- floatEvent.DividendIn = bondPaymentService.CalcPayment(payments, unwindQty, longRatio, floatRatio) / (1 + tax) * (1 - tax);
- floatEvent.DividendIn = Math.Round(floatEvent.DividendIn, 2, MidpointRounding.AwayFromZero);
- floatEvent.DividendPending = bondPaymentService.CalcPayment(payments, floatEvent.PositionQty ?? 0, longRatio, floatRatio) / (1 + tax) * (1 - tax);
-
-
floatEvent.MarkClosePnl = (unwindPrice - position.PosiGrossPrice) * unwindQty * floatRatio * longRatio;
- floatEvent.MarkClosePnl = Math.Round(floatEvent.MarkClosePnl + ((floatEvent.TradingFeePending+ closeFee) * floatRatio * -1) + floatEvent.DividendIn, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
+ floatEvent.MarkClosePnl = Math.Round(floatEvent.MarkClosePnl + ((floatEvent.TradingFeePending + closeFee) * floatRatio * -1) + floatEvent.DividendIn, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
floatEvent.TradingAmount = unwindPrice * floatEvent.Quantity * floatEvent.ContractSize;
floatEvent.TradingAmount = Math.Round(floatEvent.TradingAmount, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
floatEvent.OptLog = "流水自动";
floatEvent.ClientId = td.ClientId;
floatEvent.SetOpt(UserInfo);
+ EnrichDividendIn(floatEvent, unwindQty);
}
unwindData.FlowEvents.Add(floatEvent);
var interestPositions = GetUnwindInterests(unwindData.ValueDate, unwindData.UnwindDate.Value, td.id, unwindPercent, (int)SwapEventTypeEnum.平仓);
@@ -907,8 +899,8 @@ namespace YLErp.Modules.SwapModule
});
foreach (var item in interestPositions)
{
- item.TdInterestAmount=Math.Round(item.TdInterestAmount, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
- item.InterestAmount=Math.Round(item.InterestAmount, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
+ item.TdInterestAmount = Math.Round(item.TdInterestAmount, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
+ item.InterestAmount = Math.Round(item.InterestAmount, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
item.InterestClosePnL = Math.Round(item.InterestClosePnL, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
}
unwindData.FlowEvents.AddRange(interestPositions);
@@ -916,6 +908,15 @@ namespace YLErp.Modules.SwapModule
DealUnwind(unwindData, td);
}
+ private void EnrichDividendIn(swap_flow_event flowEvent, decimal unwindQty)
+ {
+ // 平仓数量/平仓前的数量*平仓对象的待实现分红收益，保留2位小数
+ var yest = QdpCalendarHelper.GetNonHolidayDefore(flowEvent.EventDate.AddDays(-1));
+ var eod = DbContext.eod_swap_position.Where(e => e.SwapTradeId == flowEvent.SwapTradeId && !e.Invalid && e.PosiQuantity > 0 && e.ValueDate == yest).FirstOrDefault();
+ var dividendIn = eod.PosiProfitSum * unwindQty / eod.PosiQuantity;
+ flowEvent.DividendIn = Math.Round(dividendIn, 2, MidpointRounding.AwayFromZero);
+ }
+
public decimal GetUnderlyingTax(string code)
{
var data = DataCacheProvider.GetUnderlyingDataSource().GetData(code);
@@ -1073,7 +1074,7 @@ namespace YLErp.Modules.SwapModule
return interests;
}
- private void DealUnwind(UnwindData unwindData, trade td, string actionMsg = "系统操作_自动平仓")
+ private void DealUnwind(UnwindData unwindData, trade td, string actionMsg = "系统操作_自动平仓")
{
int clientCashId = AddClientCashInCashOut(td, Convert.ToDouble(-unwindData.SwapRealizedPnL), ClientCashInCashOut.系统操作_平仓费, unwindData.ValueDate);
if (unwindData.SwapMarginAmount != 0)
@@ -1104,7 +1105,7 @@ namespace YLErp.Modules.SwapModule
td.TradeAmount -= Convert.ToDouble(unwindData.CloseQty);
td.Notional = td.TradeAmount;
td.OptDate = DateTime.Now;
- td.OptId= UserId;
+ td.OptId = UserId;
td.OptName = UserName;
DbContext.SaveChanges();
}
@@ -1384,7 +1385,7 @@ namespace YLErp.Modules.SwapModule
decimal shortRatio = item.PositionType == (int)PositionTypeFlag.Long ? -1m : 1m;
item.TradingAmountFeeAvg = item.TradingAmountAvg + item.TradingFeePending / unwindData.CloseQty * shortRatio;
item.TradingAmountNetFeeAvg = item.TradingAmountNetAvg + item.TradingFeePending / unwindData.CloseQty * shortRatio;
- item.TradingAmount= item.TradingAmountAvg * unwindData.CloseQty;
+ item.TradingAmount = item.TradingAmountAvg * unwindData.CloseQty;
}
}
}
@@ -1400,7 +1401,7 @@ namespace YLErp.Modules.SwapModule
if (!string.IsNullOrEmpty(position.UnderlyingCode))
{
position.PosiQuantity -= unwindData.CloseQty;
- position.PosiNotionalValue = unwindData.PosiNotionalValue- unwindData.CloseNotionalValue;
+ position.PosiNotionalValue = unwindData.PosiNotionalValue - unwindData.CloseNotionalValue;
position.PosiTradingFee -= position.PosiTradingFee * unwindData.ClosePercent;
position.PosiTradingFeePending -= position.PosiTradingFeePending * unwindData.ClosePercent;
}