hjhan
029475ce8d
分红被重复计入 RealizedPnl 两次的根因：互换/平仓事件的 MarkClosePnl
已含分红成分(DividendIn)，导致分红既进 RealizedMtmPnL(盯市列) 又进
RealizedDividend(分红列)。本次提供数据证据与回归基线：
- SwapDividendGoldenRecordTest: 连库录制1875(纯分红型)/1891(混合型)
5表快照→JSON golden，录制时逐事件拆解 MarkClosePnl=价差+费+分红，
按 PositionId 汇总出重复计入的分红金额。Step2 离线校验已通过。
诊断结论：1875 重复302400，1891 重复-18.66，均与 eod 分红列吻合。
- golden JSON 纳入源码树(全量复制规则)，修复后可作回归基线。
- 排查SQL工具箱: 基于真实DDL核对全部列名(swap_flow_event.EventDate/
bond_payment_info.paying_interest 等)，含定位样本/导出/验证/守恒4步。
- appsettings.json 测试库 zszq→glms 前缀修正。
详见 项目文档/互换分红损益字段语义与重复计算分析.md(9e6af84e)。
4070 lines
122 KiB
JSON
4070 lines
122 KiB
JSON
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|
||
"盯市列合计": 302400.000000,
|
||
"盯市价差成分": 0.0,
|
||
"盯市费成分": 0.0,
|
||
"盯市分红成分": 302400.000000,
|
||
"分红列累计": 302400.000000,
|
||
"重复计入分红": 302400.000000
|
||
}
|
||
],
|
||
"重复计入分红金额": 302400.000000,
|
||
"最终累计盯市已实现": 201600.000000,
|
||
"最终累计分红已实现": 302400.000000,
|
||
"最终持仓层累计已实现": 510007.070000,
|
||
"重复计算成立": true,
|
||
"结论": "⚠ 坐实重复计算：盯市列含分红成分 302400.0000（既在 RealizedMtmPnL 又在 RealizedDividend），修复后 RealizedPnl 应减少 302400.0000。类型=纯分红型。",
|
||
"Summary": "--- 分红重复计算诊断 SwapTradeId=1875 ---\n\n[流水层] 每条平仓/互换事件拆解 (MarkClosePnl = 价差 + 费CloseFee + 分红DividendIn)：\n id EventDate EvType MarkClosePnl DividendIn CloseFee 价差(残差)\n 13487 2026-06-16 自动互换 100800.0000 100800.0000 0.0000 0.0000\n 13456 2026-06-25 平仓 0.0000 0.0000 0.0000 0.0000\n 13457 2026-06-25 平仓 201600.0000 201600.0000 0.0000 0.0000\n\n[EOD层] 按 PositionId 拆解盯市列成分：\n PositionId 盯市列合计 价差成分 费成分 分红成分(重复) 分红列累计 重复计入\n 34611 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000\n 34612 302400.0000 0.0000 0.0000 302400.0000 302400.0000 302400.0000\n\n[汇总]\n 交易类型: 纯分红型（价差成分合计=0.0000）\n 盯市列里被重复计入的分红成分: 302400.0000\n 最终 RealizedMtmPnL(盯市列): 201600.0000\n 最终 RealizedDividend(分红列): 302400.0000\n 最终 RealizedPnl(持仓层): 510007.0700\n 重复计算成立: True\n [结论] ⚠ 坐实重复计算：盯市列含分红成分 302400.0000（既在 RealizedMtmPnL 又在 RealizedDividend），修复后 RealizedPnl 应减少 302400.0000。类型=纯分红型。"
|
||
}
|
||
} |