using YLErp.DBModels;
namespace YLErp.Modules.SwapModule;
///
/// 平仓比例(ClosePercent) 数学——占期初(A) / 占剩余(B) 两种口径的转换。
/// 从 SwapDealService 提取为共享模块,两个 service 均可引用。
///
public static class ClosePercentMath
{
///
/// 取上一日终的浮动端名义本金(orginPv 的来源)。
/// 优先取浮动腿 PosiNotionalValue 之和,取不到用 eod_swap 多空绝对值之和,都没有用 currentNotional 兜底。
///
public static decimal ResolveUnwindPreviousNotional(
eod_swap lastEod,
IEnumerable lastEodPositions,
decimal currentNotional)
{
var floatingPositions = lastEodPositions?.Where(x => x.PosiDirection > 0).ToList();
decimal previousNotional;
if (floatingPositions?.Count > 0)
{
previousNotional = floatingPositions.Sum(x => x.PosiNotionalValue);
}
else
{
previousNotional = lastEod == null
? currentNotional
: Math.Abs(lastEod.NotionalValueLong) + Math.Abs(lastEod.NotionalValueShort);
}
return previousNotional == 0m && currentNotional != 0m
? currentNotional
: previousNotional;
}
///
/// A(占期初) → B(占剩余),用于把前端传入的占期初比例换算成后端计算用的占剩余比例。
///
public static decimal ToRemainingClosePercent(decimal originalClosePercent, decimal notionalValue, decimal posiNotionalValue)
{
if (posiNotionalValue <= 0) return originalClosePercent;
var remaining = originalClosePercent * notionalValue / posiNotionalValue;
return remaining > 1 ? 1 : remaining;
}
///
/// B(占剩余) → A(占期初),用于落库 / 事件列表展示还原。见 ToRemainingClosePercent。
///
public static decimal ToOriginalClosePercent(decimal remainingClosePercent, decimal notionalValue, decimal posiNotionalValue)
{
if (notionalValue <= 0) return remainingClosePercent;
return remainingClosePercent * posiNotionalValue / notionalValue;
}
///
/// 计算 InitUnwind 默认占期初(A)平仓比例 = PosiNotionalValue / NotionalValue。
/// 未平仓时 =1(平100%);部分平仓后自动变为剩余比例。
///
public static decimal CalcDefaultInitClosePercent(decimal notionalValue, decimal posiNotionalValue)
{
return notionalValue > 0 ? posiNotionalValue / notionalValue : 1;
}
}