feat(swap): 实现互换交易价格精度控制功能 init

- 添加 swapPricePrecisionHelper.js 工具类处理价格精度格式化
- 新增 swappriceprecision.js 配置文件定义各类金融产品的精度规则
- 在 EodPositionRisks.cshtml 和 SwapIncome.cshtml 中引入新的价格格式化脚本
- 替换原有的价格格式化函数为基于产品类型的动态精度控制
- 移除旧的价格验证和标准化逻辑，改用新的精度控制机制
- 添加 vue-swap-price-input 组件用于精确的价格输入控制
- 更新 Controller 中的价格处理逻辑以支持新精度格式化方式

YLErpDAL/Modules/SwapModule/SwapDealService.cs

@@ -37,7 +37,6 @@ namespace YLErp.Modules.SwapModule
         protected virtual long SaveSwapDeal(UnwindData unwindData, int eventType, int clientCashId, string eventResason = "", bool approve = false)
         {
             NormalizeNotionalValues(unwindData);
-            NormalizeDeliveryPrices(unwindData.FlowEvents);
             return SaveSwapDealInternal(unwindData, eventType, clientCashId, eventResason, approve);
         }
 
@@ -48,49 +47,6 @@ namespace YLErp.Modules.SwapModule
             unwindData.CloseNotionalValue = Math.Round(unwindData.CloseNotionalValue, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
         }
 
-        private static int GetStorageDeliveryPriceRound(swap_flow_event flowEvent)
-        {
-            if (ConsGlobal.InstrumentType.IsBond(flowEvent?.UnderlyingInstrumentType))
-            {
-                return ConsGlobal.PriceRound;
-            }
-            if (string.IsNullOrEmpty(flowEvent?.UnderlyingCode))
-            {
-                return ConsGlobal.SwapDeliveryPriceRound;
-            }
-            var underlying = DataCacheProvider.GetUnderlyingDataSource().GetData(flowEvent?.UnderlyingCode);
-            return underlying?.IsBond() == true ? ConsGlobal.PriceRound : ConsGlobal.SwapDeliveryPriceRound;
-        }
-
-        private static void ValidateDeliveryPrices(UnwindData unwindData)
-        {
-            if (unwindData.FlowEvents == null)
-            {
-                return;
-            }
-            foreach (var item in unwindData.FlowEvents.Where(x => !string.IsNullOrEmpty(x.UnderlyingCode)))
-            {
-                var roundedPrice = Math.Round(item.TradingAmountAvg, GetStorageDeliveryPriceRound(item), MidpointRounding.AwayFromZero);
-                if (item.TradingAmountAvg != roundedPrice)
-                {
-                    throw new ServiceException($"期末交割价最多保留{ConsGlobal.SwapDeliveryPriceRound}位小数");
-                }
-                item.TradingAmountAvg = roundedPrice;
-            }
-        }
-
-        private static void NormalizeDeliveryPrices(IEnumerable<swap_flow_event> flowEvents)
-        {
-            if (flowEvents == null)
-            {
-                return;
-            }
-            foreach (var item in flowEvents.Where(x => !string.IsNullOrEmpty(x.UnderlyingCode)))
-            {
-                item.TradingAmountAvg = Math.Round(item.TradingAmountAvg, GetStorageDeliveryPriceRound(item), MidpointRounding.AwayFromZero);
-            }
-        }
-
         /// <summary>保存所有变更（生产: DbContext.SaveChanges；测试: 空操作）</summary>
         protected virtual void SaveAllChanges()
         {
@@ -1291,7 +1247,6 @@ namespace YLErp.Modules.SwapModule
             {
                 throw new ServiceException("未找到交易信息");
             }
-            ValidateDeliveryPrices(unwindData);
             NormalizeNotionalValues(unwindData);
             //CheckLastEod(unwindData.ValueDate, td.StartDate.Value, unwindData.SwapTradeId); //去掉平仓收盘限制
             ValidateFrontendPnL(unwindData, isIncome: false); // 只读校验告警，不阻断交易
@@ -1776,7 +1731,6 @@ namespace YLErp.Modules.SwapModule
             {
                 throw new ServiceException("未找到交易信息");
             }
-            ValidateDeliveryPrices(unwindData);
             NormalizeIncomeUnwindDate(unwindData);
             ValidateIncomeValueDate(unwindData, td);
             //CheckLastEod(unwindData.ValueDate, td.StartDate.Value, unwindData.SwapTradeId); //去掉平仓收盘限制
@@ -1817,14 +1771,12 @@ namespace YLErp.Modules.SwapModule
                 throw new Exception("该笔交易状态为平仓待复核，未找到相关记录，请检查该笔交易是否有效");
             }
             swapEvent.unwindData = JsonConvert.DeserializeObject<UnwindData>(swapEvent.EventData);
-            NormalizeDeliveryPrices(swapEvent.unwindData.FlowEvents);
             if (eventType == (int)SwapEventTypeEnum.互换)
             {
                 NormalizeIncomeUnwindDate(swapEvent.unwindData);
                 ValidateIncomeValueDate(swapEvent.unwindData, td);
             }
             var flowList = FindFlowEventsByEventId(swapEvent.id);
-            NormalizeDeliveryPrices(flowList);
             string action = eventType == (int)SwapEventTypeEnum.互换 ? ClientCashInCashOut.系统操作_互换 : ClientCashInCashOut.系统操作_平仓费;
             int clientCashId = AddClientCash(td, Convert.ToDouble(-swapEvent.unwindData.SwapRealizedPnL), action, swapEvent.unwindData.ValueDate);
             if (swapEvent.unwindData.SwapMarginAmount != 0)
@@ -1867,7 +1819,6 @@ namespace YLErp.Modules.SwapModule
             {
                 throw new ServiceException("未找到交易信息");
             }
-            ValidateDeliveryPrices(unwindData);
             if (eventType == (int)SwapEventTypeEnum.互换)
             {
                 NormalizeIncomeUnwindDate(unwindData);

YLErpDAL/Modules/SwapModule/SwapTradeService.cs

@@ -52,16 +52,6 @@ namespace YLErp.Modules.SwapModule
 
         }
 
-        private static decimal ValidateDeliveryPrice(decimal price, string fieldName)
-        {
-            var roundedPrice = Math.Round(price, ConsGlobal.SwapDeliveryPriceRound, MidpointRounding.AwayFromZero);
-            if (price != roundedPrice)
-            {
-                throw new ServiceException($"{fieldName}最多保留{ConsGlobal.SwapDeliveryPriceRound}位小数");
-            }
-            return roundedPrice;
-        }
-
         private static decimal? RoundSwapBondNetPriceAndYtm(decimal? value)
         {
             return value.HasValue
@@ -602,7 +592,7 @@ namespace YLErp.Modules.SwapModule
             dbTrade.trade_extend = req.trade_extend;
             dbTrade.swap_positions = req.swap_positions;
             dbTrade.MetaDic = req.MetaDic;
-            dbTrade.InitYtm = RoundSwapBondNetPriceAndYtm(req.swap_positions.FirstOrDefault(p => p.InitYtm != null)?.InitYtm);
+            dbTrade.InitYtm = req.swap_positions.FirstOrDefault(p => p.InitYtm != null)?.InitYtm;
             InnerSaveTrade(false, dbTrade, changsStr, changeConfirmStatus);
 
             return dbTrade;
@@ -1381,16 +1371,10 @@ namespace YLErp.Modules.SwapModule
                 position.UnderlyingCode = swap.UnderlyingCode;
                 position.UnderlyingInstrumentType = swap.UnderlyingInstrumentType;
                 position.PosiDirection = swap.PosiDirection;
-                // position.PosiGrossPrice = string.IsNullOrEmpty(swap.UnderlyingCode)
-                //     ? Math.Round(swap.PosiGrossPrice, ConsGlobal.SwapDeliveryPriceRound, MidpointRounding.AwayFromZero)
-                //     : ValidateDeliveryPrice(swap.PosiGrossPrice, "期初交割价");
-                var storagePriceRound = ConsGlobal.InstrumentType.IsBond(swap.UnderlyingInstrumentType)
-                    ? ConsGlobal.PriceRound
-                    : ConsGlobal.SwapDeliveryPriceRound;
-                position.PosiGrossPrice = Math.Round(swap.PosiGrossPrice, storagePriceRound, MidpointRounding.AwayFromZero);
+                position.PosiGrossPrice = swap.PosiGrossPrice;
                 position.PosiNetPrice = swap.PosiQuantity == 0 ? 0 : (position.PosiGrossPrice + (position.PosiTradingFeePending / swap.PosiQuantity) * ratio);
                 position.PosiNetPrice = Math.Round(position.PosiNetPrice, ConsGlobal.PriceRound, MidpointRounding.AwayFromZero);
-                position.PosiNetNoFeePrice = RoundSwapBondNetPriceAndYtm(swap.PosiNetNoFeePrice);
+                position.PosiNetNoFeePrice = swap.PosiNetNoFeePrice;
                 position.PosiNetFeePrice = swap.PosiQuantity == 0 ? 0 : (swap.PosiNetNoFeePrice + (position.PosiTradingFeePending / swap.PosiQuantity) * ratio);
                 position.PosiNetFeePrice = Math.Round(position.PosiNetFeePrice??0, ConsGlobal.PriceRound, MidpointRounding.AwayFromZero);
                 position.PosiNotionalValue = Math.Round(swap.PosiNotionalValue, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
@@ -1416,7 +1400,7 @@ namespace YLErp.Modules.SwapModule
                 position.interest_rest_days = swap.interest_rest_days;
                 position.interest_rule = swap.interest_rule;
                 position.category_tag = string.IsNullOrEmpty(swap.category_tag) ? "互换利率" : swap.category_tag;
-                position.InitYtm = RoundSwapBondNetPriceAndYtm(swap.InitYtm);
+                position.InitYtm = swap.InitYtm;
                 if (position.InitYtm != null && position.InitYtm > 0)
                 {
                     td.InitYtm = position.InitYtm;