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BugFix 开仓计算资金时调整

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锦麟 王
2026-08-27 16:25:06 +08:00
parent db2788b122
commit f88f9f9d3b
1 changed files with 30 additions and 6 deletions
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YLErpDAL/BLL/EodSettlement/RealtimePnlCalc.cs
+30 -6
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@@ -1538,8 +1538,27 @@ namespace YLErp.BLL.Eod
if (query.Any())
{
lastSettletDate = query.Max(t => t.BalanceDate).Value;
//基数行按客户各自最近一次结算日取（找不到全局最新结算日的行时向上回溯）——
//无持仓/无交易的客户不参与每日EOD日结（如休眠客户、仅入金客户），其日结行会落后于全局结算日，
//严格取全局日期的行会把结存算成0（2026-08-27 客户84实证：日结只到8-24、全局已到8-26，100万入金被漏）。
//lastSettletDate 仍保留全局口径供下方交易窗口等既有逻辑使用。
clientBanlances = db.ClientBalanceDaily.Where(t =>
t.BalanceDate == lastSettletDate && clientIds.Contains(t.ClientId)).ToList();
t.BalanceDate < valueDate && clientIds.Contains(t.ClientId)).ToList()
.GroupBy(t => t.ClientId)
.Select(g => g.OrderByDescending(x => x.BalanceDate).First())
.ToList();
}
//各客户自身基数日（+1为其流水窗口下界）；无任何结算行的客户须全量流水
var baseDateByClient = clientBanlances
.Where(t => t.BalanceDate.HasValue)
.GroupBy(t => t.ClientId)
.ToDictionary(g => g.Key, g => g.Max(t => t.BalanceDate.Value));
var anyClientWithoutBaseRow = clientIds.Any(id => !baseDateByClient.ContainsKey(id));
DateTime? flowWindowStart = null;
if (!anyClientWithoutBaseRow && baseDateByClient.Count > 0)
{
//窗口下界放宽到最早基数+1（≤原全局结算日+1，超集拉取），消费点按各客户自身基数过滤防双算
flowWindowStart = baseDateByClient.Values.Min().AddDays(1);
}
//获取实时持仓
@@ -1551,16 +1570,19 @@ namespace YLErp.BLL.Eod
var swapFlows = db.swap_flow.Where(x => x.DataState == (int)SwapFlowDateStateEnum.等待完成 && x.OccurTime == valueDate).ToList(); ;
//获取当日所有出入金记录
var newValuedate = valueDate.AddDays(1);
var lastSettletDateAddOne = lastSettletDate.AddDays(1);
//var ClientCashList = from cash in db.ClientCashInCashOut.Where(t => t.ValidState != "InValid" && t.HappenDate >= lastSettletDateAddOne && t.HappenDate < newValuedate && (t.State == ClientCashInCashOut.已结算 || t.State == ClientCashInCashOut.已确认 || (t.Direction == "出金" && ClientCashInCashOut.outCashCals.Contains(t.State))) && clientIds.Contains(t.ClientId ?? 0))
var ClientCashList = from cash in db.ClientCashInCashOut.Where(t => t.ValidState != "InValid" && t.HappenDate >= lastSettletDateAddOne && t.HappenDate < newValuedate && (t.State == ClientCashInCashOut.已结算 || t.State == ClientCashInCashOut.已确认) && clientIds.Contains(t.ClientId ?? 0))
var ClientCashList = from cash in db.ClientCashInCashOut.Where(t => t.ValidState != "InValid"
&& (flowWindowStart == null || t.HappenDate >= flowWindowStart)
&& t.HappenDate < newValuedate && (t.State == ClientCashInCashOut.已结算 || t.State == ClientCashInCashOut.已确认) && clientIds.Contains(t.ClientId ?? 0))
join trade in db.trade on cash.TradeId equals trade.id into trade
from td in trade.DefaultIfEmpty()
where td.TradeType != "收益互换"
select cash;
var ClientCashSwapList = from cash in db.ClientCashInCashOut.Where(t => t.ValidState != "InValid" && t.HappenDate >= lastSettletDateAddOne && t.HappenDate < newValuedate && (t.State == ClientCashInCashOut.已结算 || t.State == ClientCashInCashOut.已确认) && clientIds.Contains(t.ClientId ?? 0))
var ClientCashSwapList = from cash in db.ClientCashInCashOut.Where(t => t.ValidState != "InValid"
&& (flowWindowStart == null || t.HappenDate >= flowWindowStart)
&& t.HappenDate < newValuedate && (t.State == ClientCashInCashOut.已结算 || t.State == ClientCashInCashOut.已确认) && clientIds.Contains(t.ClientId ?? 0))
join trade in db.trade.Where(x => x.TradeType == "收益互换") on cash.TradeId equals trade.id
select cash;
@@ -1799,7 +1821,9 @@ namespace YLErp.BLL.Eod
? 0.0
: clientBanlance.TodayRemianFundProduct ?? 0.0;
//资金净流入 + 权利金收支 + 期权费收支
var clientCashSwap = ClientCashSwapList.Where(a => a.ClientId == client.id).ToList();
//流水按该客户自身基数日过滤（窗口下界放宽到最早基数+1 拉取，此处防已结算进基数行的流水双算）
var clientFlowStart = baseDateByClient.TryGetValue(client.id, out var clientBaseDate) ? clientBaseDate.AddDays(1) : DateTime.MinValue;
var clientCashSwap = ClientCashSwapList.Where(a => a.ClientId == client.id && a.HappenDate >= clientFlowStart).ToList();
if (clientCashSwap.Any())
{
@@ -1815,7 +1839,7 @@ namespace YLErp.BLL.Eod
}
curSwapFee = swapFlows.Where(x => x.ClientId == client.id).Sum(s => s.TradingFee);
OptionPremiumSwap += Convert.ToDouble(curSwapFee);
var clientCash = ClientCashList.Where(a => a.ClientId == client.id).ToList();
var clientCash = ClientCashList.Where(a => a.ClientId == client.id && a.HappenDate >= clientFlowStart).ToList();
if (clientCash.Any())
{
if (clientCash.Any(a =>