hjhan
99ca8ebf2c
新增 UnwindData.IsPenaltyInterest(bool)；InterestCalcRequest 加 IsPenaltyInterest 字段+私有ctor参数+IntradayUnwind 工厂可选参(default false)；GetUnwindInterests 加 isPenaltyInterest 可选参并透传 IntradayUnwind。零行为变化，现有调用方经默认值不受影响，Penalty 套件 11/11 通过。
92 lines
5.4 KiB
C#
92 lines
5.4 KiB
C#
namespace YLErp.Modules.SwapModule;
|
||
|
||
/// <summary>
|
||
/// GetInterests 参数对象（2026-08 参数显式化）。
|
||
///
|
||
/// 动机：原 GetInterests 20 个位置参数中，名义本金簇（posiNotionalValue/closePosiNotionalValue/closePercent）
|
||
/// 在【盘中平仓】与【EOD 平仓后收盘】两类场景下语义相反（详见 GetInterests "根因位置"注释与
|
||
/// GetInterestsEntrySemanticsTest 的口径留档），位置参数无法表达该约束。
|
||
///
|
||
/// 用法：只能经两个场景工厂构造——工厂形参名即该场景语义（平仓前剩余 / 平仓后剩余 / 实际平掉额），
|
||
/// 物理上防止两套语义混传。needPrice/grossPrice（原方法死参数）与 posiLong/posiShortNotionalValue
|
||
/// （多空组合子系统删除后计息链零消费的管道死参数）均不承载。
|
||
/// </summary>
|
||
public sealed class InterestCalcRequest
|
||
{
|
||
public trade Td { get; }
|
||
public trade_extend TradeExtend { get; }
|
||
public DateTime ValueDate { get; }
|
||
public DateTime UnwindDate { get; }
|
||
public List<eod_swap_position> EodPositions { get; }
|
||
public List<swap_position> Positions { get; }
|
||
|
||
/// <summary>当日适用名义本金。语义随场景：盘中=平仓【前】剩余；EOD平仓后收盘=平仓【后】剩余；EOD增量=当前剩余。</summary>
|
||
public decimal PosiNotionalValue { get; }
|
||
|
||
/// <summary>本次实际平掉本金（两场景恒同义）。mode2 无条件覆盖 / mode9 全平兜底的输入。</summary>
|
||
public decimal ClosePosiNotionalValue { get; }
|
||
|
||
/// <summary>平仓比例。语义随场景：盘中=实际比例（B 占剩余）；EOD平仓后收盘=恒1（全额结息）。</summary>
|
||
public decimal ClosePercent { get; }
|
||
|
||
public int EventType { get; }
|
||
public bool TdClose { get; }
|
||
public decimal OrginPv { get; }
|
||
public bool Add { get; }
|
||
public bool NewCalcLast { get; }
|
||
public List<swap_flow_event> CloseList { get; }
|
||
|
||
/// <summary>是否计罚息（EQD-6977）：利息端按持有至到期计息。由平仓页下拉经 UnwindData 透传；默认 false。</summary>
|
||
public bool IsPenaltyInterest { get; }
|
||
|
||
private InterestCalcRequest(
|
||
trade td, trade_extend tradeExtend, DateTime valueDate, DateTime unwindDate,
|
||
List<eod_swap_position> eodPositions, List<swap_position> positions,
|
||
decimal posiNotionalValue,
|
||
decimal closePosiNotionalValue, decimal closePercent,
|
||
int eventType, bool tdClose, decimal orginPv,
|
||
bool add, bool newCalcLast, List<swap_flow_event> closeList,
|
||
bool isPenaltyInterest = false)
|
||
{
|
||
Td = td; TradeExtend = tradeExtend; ValueDate = valueDate; UnwindDate = unwindDate;
|
||
EodPositions = eodPositions; Positions = positions;
|
||
PosiNotionalValue = posiNotionalValue; ClosePosiNotionalValue = closePosiNotionalValue;
|
||
ClosePercent = closePercent; EventType = eventType; TdClose = tdClose; OrginPv = orginPv;
|
||
Add = add; NewCalcLast = newCalcLast; CloseList = closeList;
|
||
IsPenaltyInterest = isPenaltyInterest;
|
||
}
|
||
|
||
/// <summary>
|
||
/// 【盘中平仓/互换结息】场景（→ GetIntradayUnwindInterests，settment:false 盘中重放）。
|
||
/// </summary>
|
||
/// <param name="preCloseNotional">平仓【前】实时剩余本金（原 GetUnwindInterests.stockEqvNotional）。</param>
|
||
/// <param name="closedNotional">本次实际平掉本金（= preCloseNotional × closePercentRemaining）。</param>
|
||
/// <param name="closePercentRemaining">平仓比例，B 语义【占剩余】（前端传 A 占期初须先经 ToRemainingClosePercent 转换）。</param>
|
||
public static InterestCalcRequest IntradayUnwind(
|
||
trade td, trade_extend tradeExtend, DateTime valueDate, DateTime unwindDate,
|
||
List<eod_swap_position> eodPositions, List<swap_position> positions,
|
||
decimal preCloseNotional, decimal closedNotional, decimal closePercentRemaining,
|
||
int eventType, bool tdClose, decimal orginPv,
|
||
bool add, bool newCalcLast, List<swap_flow_event> closeList,
|
||
bool isPenaltyInterest = false)
|
||
=> new(td, tradeExtend, valueDate, unwindDate, eodPositions, positions,
|
||
preCloseNotional, closedNotional, closePercentRemaining,
|
||
eventType, tdClose, orginPv, add, newCalcLast, closeList, isPenaltyInterest);
|
||
|
||
/// <summary>
|
||
/// 【EOD 当日有平仓后的收盘结息】场景（→ CalcEodPostCloseSettleInterests，settment:false 全额结息）。
|
||
/// 该场景触发 GetInterests 内 mode2 无条件覆盖 / mode9 全平兜底（见其"根因位置"注释，勿删）。
|
||
/// </summary>
|
||
/// <param name="remainingNotionalAfterClose">平仓【后】剩余本金（GetInterests.posiNotionalValue 形参位）。</param>
|
||
/// <param name="closedNotional">本次实际平掉本金。</param>
|
||
public static InterestCalcRequest EodPostCloseSettle(
|
||
trade td, trade_extend tradeExtend, DateTime valueDate, DateTime unwindDate,
|
||
List<eod_swap_position> eodPositions, List<swap_position> positions,
|
||
decimal remainingNotionalAfterClose, decimal closedNotional,
|
||
int eventType, bool tdClose, decimal orginPv,
|
||
bool add, bool newCalcLast)
|
||
=> new(td, tradeExtend, valueDate, unwindDate, eodPositions, positions,
|
||
remainingNotionalAfterClose, closedNotional, 1m, // 恒1：本次事件全额结息（非 closeNational / 期初比例）
|
||
eventType, tdClose, orginPv, add, newCalcLast, closeList: null);
|
||
}
|