zszq-trs/YLErpDAL/Modules/SwapModule/ClosePercentMath.cs

using YLErp.DBModels;

namespace YLErp.Modules.SwapModule;

/// <summary>
/// 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。
/// </summary>
public static class ClosePercentMath
{
    /// <summary>
    /// 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。
    /// </summary>
    public static decimal ResolveUnwindPreviousNotional(
        eod_swap lastEod,
        IEnumerable<eod_swap_position> 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;
    }

    /// <summary>
    /// 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。
    /// </summary>
    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;
    }

    /// <summary>
    /// B(占剩余) → A(占期初)，用于落库 / 事件列表展示还原。见 ToRemainingClosePercent。
    /// </summary>
    public static decimal ToOriginalClosePercent(decimal remainingClosePercent, decimal notionalValue, decimal posiNotionalValue)
    {
        if (notionalValue <= 0) return remainingClosePercent;
        return remainingClosePercent * posiNotionalValue / notionalValue;
    }

    /// <summary>
    /// 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。
    /// </summary>
    public static decimal CalcDefaultInitClosePercent(decimal notionalValue, decimal posiNotionalValue)
    {
        return notionalValue > 0 ? posiNotionalValue / notionalValue : 1;
    }
}