hjhan
ee1e8487d7
4段查询还原证据链(含事件/价格/费用/付息明细)： 段1事件拆解 MarkClosePnl=价差+费+分红；段2 EOD逐日盯市vs分红列； 段3累计对照；段4一句话结论。已连库实测：1875重复302400、1891重复-18.66。 修正段1列名: PosiNetPrice/PosiGrossPrice 在swap_flow_event是[NotMapped] 不入库，改用 TradingAmountNetAvg/TradingAmountNetFeeAvg。
436 lines
24 KiB
SQL
436 lines
24 KiB
SQL
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SELECT sfe.SwapTradeId,
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MAX(sfe.SwapTradeNo) AS SwapTradeNo,
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SUM(sfe.DividendIn) AS 分红合计,
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SUM(sfe.MarkClosePnl) AS 盯市合计,
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-- 关键：必须有 eod 归档才算"走完EOD的有效样本"
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(SELECT COUNT(*) FROM eod_swap_position esp
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WHERE esp.SwapTradeId = sfe.SwapTradeId) AS eod持仓快照数,
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(SELECT COUNT(*) FROM eod_swap es
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WHERE es.SwapTradeId = sfe.SwapTradeId) AS eod汇总数
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FROM swap_flow_event sfe
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WHERE sfe.EventType IN (3,4) AND sfe.DividendIn <> 0 AND sfe.DataState = 100
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GROUP BY sfe.SwapTradeId
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HAVING eod持仓快照数 > 0 AND eod汇总数 > 0 -- ← 这道过滤保证种子完整
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ORDER BY ABS(SUM(sfe.DividendIn)) DESC, MAX(sfe.SwapTradeNo) DESC;
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-- ============================================================================
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-- 互换分红损益：数据导出与重复计算验证 SQL 工具箱
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-- ----------------------------------------------------------------------------
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-- ⚠ 本脚本所有列名均取自真实库 DDL（glms_yltrs_ylcms.sql），非实体类属性名。
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-- 实体类属性名与库列名存在差异（如 swap_flow_event.EventDate、
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-- bond_payment_info.paying_interest、swap_position.IsInitial 等）。
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--
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-- 目的：
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-- 1) 定位并导出一笔"带分红的互换交易"完整数据，作 golden source 种子；
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-- 2) 用真实库数据验证"分红被重复计算 2 次"；
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-- 3) 生命周期守恒校验。
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--
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-- 涉及表与关键列（取自 DDL，列名以反引号为准）：
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-- swap_event 事件主表(窄列)：id,SwapTradeId,ValueDate,EventType,
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-- EventReason,EventData(json),Invalid,BackId,OptId,OptTime,ClientCashId
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-- ※ 无 SwapTradeNo/UnderlyingCode/金额，这些在 EventData 或流水表
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-- swap_position 持仓：PositionId,SwapTradeId,UnderlyingCode,PosiQuantity,
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-- PosiNotionalValue,PosiNetPrice,PosiGrossPrice,IsInitial(0实时/1期初),
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-- PosiDividendIncome,PosiTradingFeePending,Invalid
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-- swap_flow_event 流水(分红核心)：EventDate(非ValueDate!),SwapTradeId,SwapTradeNo,
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-- EventType,PositionId,Quantity,MarkClosePnl,DividendIn,DividendPending,
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-- CloseFee,DataState(0废弃/1等待/100完成)
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-- eod_swap_position 日终归档：ValueDate,SwapTradeId,PositionId,TdCloseMtmPnl,TdCloseDividend,
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-- RealizedMtmPnL,RealizedDividend,RealizedFee,RealizedInterest,
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-- RealizedInterestFee,RealizedPnl,DV01(大写),PosiDividendSum,Invalid
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-- eod_swap 日终汇总：ValueDate,SwapTradeId,SwapTradeNo,TdRealizedPnL,RealizedPnL,
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-- PostionValue
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-- bond_payment_info 债券付息：underlying_code,pay_date_PL,paying_interest(非payment_interest!),
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-- paying_principal,paying_price
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--
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-- EventType 枚举（注意 swap_event 与 swap_flow_event 取值不同！）：
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-- swap_event.EventType (SwapEventTypeEnum): 展期1/平仓2/互换3/自动互换4/回退5/合成持仓6...
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-- swap_flow_event.EventType (SwapFlowEventTypeEnum): 开仓1/平仓2/互换3/自动互换4
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-- → 分红型互换在两表均为 EventType IN (3,4)
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-- ============================================================================
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-- ============================================================================
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-- 第 0 步：定位一笔"带分红的互换交易"作为样本
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-- ============================================================================
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-- 思路：互换/自动互换事件(EventType in 3,4) 的 DividendIn != 0，即发生过分红型互换。
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-- swap_flow_event 自带 SwapTradeNo（人类可读），无需关联 swap_event。
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-- DataState=100 仅取已完成流水。
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SELECT SwapTradeId,
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MAX(SwapTradeNo) AS SwapTradeNo,
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COUNT(*) AS 互换事件数,
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SUM(DividendIn) AS 互换事件分红合计,
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SUM(MarkClosePnl) AS 互换事件盯市合计,
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MAX(EventDate) AS 最近事件日
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FROM swap_flow_event
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WHERE EventType IN (3, 4) -- 互换 / 自动互换
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AND DividendIn <> 0 -- 真正发生过分红
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AND DataState = 100 -- 仅完成的
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GROUP BY SwapTradeId
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ORDER BY SUM(DividendIn) DESC, MAX(EventDate) DESC
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LIMIT 20;
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-- 选定其中一行 SwapTradeId，填入下面 @TargetTradeId。
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-- ============================================================================
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-- 第 1 步：单笔交易完整数据导出（golden source 种子）
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-- ============================================================================
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-- 用法：把 @TargetTradeId 改为第 0 步选出的值，逐段执行。
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SET @TargetTradeId := 1874; -- ← 替换为实际样本 SwapTradeId
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-- 1.1 互换事件主表（窄列；EventData 是 json，含详细快照）
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SELECT id, SwapTradeId, ValueDate, EventType, EventReason,
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Invalid, BackId, OptId, OptName, OptTime, ClientCashId
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FROM swap_event
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WHERE SwapTradeId = @TargetTradeId
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ORDER BY ValueDate, id;
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-- 1.2 互换持仓（区分期初/实时：IsInitial 1=期初, 0=实时）
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SELECT PositionId, SwapTradeId, UnderlyingCode, PosiDirection, PositionType,
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PosiQuantity, PosiNotionalValue, PosiNetPrice, PosiGrossPrice,
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ContractSize, CountRatio, PosiTradingFee, PosiTradingFeePending,
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PosiDividendIncome, IsInitial, Invalid
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FROM swap_position
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WHERE SwapTradeId = @TargetTradeId
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ORDER BY IsInitial DESC, PositionId;
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-- 说明：IsInitial=1 是期初开仓腿；=0 是实时持仓（会随平仓/互换变动）。
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-- 1.3 流水事件（分红核心表，导出全字段便于复盘）
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SELECT id, EventDate, SwapTradeId, SwapTradeNo, EventType, EventReason,
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PositionId, PayDirection, PositionType, UnderlyingCode, Quantity,
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TradingAmount, TradingAmountAvg, TradingAmountFeeAvg,
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TradingFee, TradingFeePending, DividendPending,
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MarkClosePnl, DividendIn, CloseFee, DataState, ClientCashId
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FROM swap_flow_event
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WHERE SwapTradeId = @TargetTradeId
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ORDER BY EventDate, EventType, id;
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-- 1.4 日终持仓归档（按日快照，含所有 TdClose* / Realized* 字段）
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SELECT id, ValueDate, SwapTradeId, PositionId, PosiDirection, PositionType,
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UnderlyingCode, PosiQuantity, PosiNotionalValue,
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PosiNetPrice, PosiGrossPrice, UnderlyingPrice, UnderlyingMarketValue,
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TdPosiDividend, PosiMtmPnL, PosiDividendSum, PosiFeePending, PosiProfitSum,
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TdCloseQty, TdCloseMtmPnl, TdCloseDividend, TdCloseFee,
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RealizedMtmPnL, RealizedDividend, RealizedFee, RealizedInterest, RealizedInterestFee,
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RealizedPnl, DV01, PosiStatus, Invalid
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FROM eod_swap_position
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WHERE SwapTradeId = @TargetTradeId
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ORDER BY PositionId, ValueDate;
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-- 1.5 日终互换层汇总
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SELECT id, ValueDate, SwapTradeId, SwapTradeNo, TdCloseQty,
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TdRealizedPnL, RealizedPnL, PostionValue
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FROM eod_swap
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WHERE SwapTradeId = @TargetTradeId
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ORDER BY ValueDate;
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-- 1.6 债券付息明细（理论应付分红来源）
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-- 先从 swap_position 取该交易挂钩的标的代码：
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SELECT DISTINCT UnderlyingCode
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FROM swap_position
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WHERE SwapTradeId = @TargetTradeId
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AND UnderlyingCode IS NOT NULL;
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-- 再用取到的 UnderlyingCode 查付息明细（替换 @BondCode）：
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SET @BondCode := 'PUT_UNDERLYING_CODE_HERE';
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SELECT id, underlying_code, inner_code,
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pay_date_PL, pay_date_act, paying_interest, paying_principal, paying_price,
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interest_tax_rate, event_type, info_source, insert_time
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FROM bond_payment_info
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WHERE underlying_code = @BondCode
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ORDER BY pay_date_PL;
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-- ============================================================================
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-- 第 2 步：分红重复计算验证（证明"分红被算 2 次"）
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-- ============================================================================
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-- 根因链路（SwapEodPositionService.cs）：
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-- SetPriceInfoByFlowEvent:1610 TdCloseMtmPnl = Σ unwindEvents.MarkClosePnl
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-- （互换/平仓事件的 MarkClosePnl 已含分红）
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-- UpdateEodPosition:1486 RealizedMtmPnL += TdCloseMtmPnl ← 分红第1次进"盯市"列
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-- UpdateEodPosition:1488/1607 TdCloseDividend = Σ DividendIn
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-- UpdateEodPosition:1494 RealizedDividend += TdCloseDividend ← 分红第2次进"分红"列
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-- SaveEodSwap:1869 eod_swap.RealizedPnL = Σ(RealizedMtmPnL + RealizedDividend + ...)
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-- → 分红在盯市列和分红列各计一次 = 2 次
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--
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-- 验证思路：若 MarkClosePnl 含分红，则同一事件日同一持仓满足：
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-- 该日"盯市列中扣除纯平仓价差后的余额" ≈ "分红列"，且两者都进了 RealizedPnL → 重复。
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SET @TargetTradeId := 1874; -- ← 替换为实际样本
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-- 2.1 逐日核对：盯市列 vs 分红列
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-- 关键比对：盯市列里扣除"纯平仓事件(EventType=2)的价差"后，剩余是否≈分红列。
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-- 若是，说明互换/自动互换事件(EventType in 3,4)的 MarkClosePnl 含分红。
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SELECT esp.ValueDate,
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esp.PositionId,
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esp.TdCloseMtmPnl AS 当日盯市列,
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esp.TdCloseDividend AS 当日分红列,
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-- 当日纯平仓事件(EventType=2)的盯市价差合计（理论上=纯价差，不含分红）
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(SELECT COALESCE(SUM(sfe2.MarkClosePnl), 0)
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FROM swap_flow_event sfe2
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WHERE sfe2.SwapTradeId = esp.SwapTradeId
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AND sfe2.PositionId = esp.PositionId
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AND sfe2.EventType = 2
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AND sfe2.DataState = 100
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AND sfe2.EventDate = esp.ValueDate) AS 纯平仓盯市价差,
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-- 盯市列 - 纯平仓价差 = 互换/自动互换事件贡献的盯市成分（若≈分红列→含分红）
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(esp.TdCloseMtmPnl - (
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SELECT COALESCE(SUM(sfe2.MarkClosePnl), 0)
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FROM swap_flow_event sfe2
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WHERE sfe2.SwapTradeId = esp.SwapTradeId
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AND sfe2.PositionId = esp.PositionId
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AND sfe2.EventType = 2
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AND sfe2.DataState = 100
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AND sfe2.EventDate = esp.ValueDate
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)) AS 盯市列扣除纯平仓后余额,
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esp.TdCloseDividend AS 分红列,
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esp.RealizedMtmPnL AS 累计盯市已实现,
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esp.RealizedDividend AS 累计分红已实现,
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esp.RealizedPnl AS 持仓层累计已实现
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FROM eod_swap_position esp
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WHERE esp.SwapTradeId = @TargetTradeId
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AND (esp.TdCloseDividend <> 0 OR esp.TdCloseMtmPnl <> 0)
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ORDER BY esp.PositionId, esp.ValueDate;
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-- 2.2 全生命周期汇总：盯市列累计 + 分红列累计 vs RealizedPnL
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-- 若 MarkClosePnl 含分红：盯市累计里多算了一份分红，导致
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-- RealizedMtmPnL + RealizedDividend > 真实盯市价差 + 分红 （多出 ≈ 分红金额）
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SELECT esp.PositionId,
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MAX(esp.RealizedMtmPnL) AS 最终累计盯市已实现,
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MAX(esp.RealizedDividend) AS 最终累计分红已实现,
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MAX(esp.RealizedPnl) AS 最终持仓层累计已实现,
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-- 互换层汇总公式（SaveEodSwap:1869）的口径：
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(MAX(esp.RealizedMtmPnL) + MAX(esp.RealizedDividend)
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+ COALESCE(MAX(esp.RealizedFee),0)
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+ COALESCE(MAX(esp.RealizedInterest),0)
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+ COALESCE(MAX(esp.RealizedInterestFee),0))
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AS 按互换层公式重算,
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-- 理论上不含费的纯盯市价差（用纯平仓 EventType=2 的 MarkClosePnl 估算）：
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(SELECT COALESCE(SUM(sfe.MarkClosePnl), 0)
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FROM swap_flow_event sfe
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WHERE sfe.SwapTradeId = esp.SwapTradeId
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AND sfe.PositionId = esp.PositionId
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AND sfe.EventType = 2
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AND sfe.DataState = 100) AS 纯平仓盯市价差合计
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FROM eod_swap_position esp
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WHERE esp.SwapTradeId = @TargetTradeId
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GROUP BY esp.PositionId;
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-- 2.3 一句话诊断：互换/自动互换分红事件的 MarkClosePnl 是否含分红
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-- 对每个 EventType in (3,4) 且 DividendIn<>0 的事件日，
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-- 检查当日 eod 盯市列是否也包含了等额成分。
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SELECT sfe.EventDate,
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sfe.PositionId,
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sfe.EventType,
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sfe.DividendIn AS 事件分红流入,
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sfe.MarkClosePnl AS 事件盯市含费,
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esp.TdCloseMtmPnl AS 当日盯市列,
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esp.TdCloseDividend AS 当日分红列,
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CASE
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-- 同一互换事件自身：若 MarkClosePnl≈DividendIn，则该事件盯市就含分红
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WHEN ABS(sfe.MarkClosePnl - sfe.DividendIn) < 0.01 AND sfe.DividendIn <> 0
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THEN '⚠该事件MarkClosePnl≈DividendIn→盯市含分红(根因)'
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-- 当日整列：盯市列≈分红列
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WHEN esp.TdCloseMtmPnl <> 0
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AND ABS(esp.TdCloseMtmPnl - esp.TdCloseDividend) < 0.01
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THEN '⚠当日盯市列≈分红列→重复'
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ELSE '需人工核对'
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END AS 诊断
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FROM swap_flow_event sfe
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JOIN eod_swap_position esp
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ON esp.SwapTradeId = sfe.SwapTradeId
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AND esp.PositionId = sfe.PositionId
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AND esp.ValueDate = sfe.EventDate
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WHERE sfe.SwapTradeId = @TargetTradeId
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AND sfe.EventType IN (3, 4)
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AND sfe.DividendIn <> 0
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AND sfe.DataState = 100
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ORDER BY sfe.EventDate;
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-- ============================================================================
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-- 第 2.5 步：分红被计算两次的完整证明（含事件/价格/费用/付息明细）
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-- ============================================================================
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-- 本节用 4 个查询把"分红重复计算"的证据链完整还原：
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-- 段1事件明细：每条平仓/互换事件，把 MarkClosePnl 拆成 价差+费+分红 三成分。
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-- 若"价差"残差~0 且 DividendIn<>0，证明 MarkClosePnl 里装的就是分红。
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-- 段2 EOD逐日：盯市列(TdCloseMtmPnl) 与 分红列(TdCloseDividend) 同日出现等额分红。
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-- 段3 累计对照：盯市列累计 RealizedMtmPnL 含了分红成分，分红列累计 RealizedDividend 又含一份。
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-- 段4 一句话结论：重复金额 = 盯市列里的分红成分（按 PositionId 汇总避免双向腿抵消）。
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--
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-- 已用 golden 数据(1875纯分红型重复302400、1891混合型重复-18.66)校验本 SQL 结果正确。
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SET @TargetTradeId := 1875; -- 替换为实际样本（1875=纯分红型 / 1891=混合型）
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-- 段1 事件明细拆解：MarkClosePnl = 价差 + 费(CloseFee) + 分红(DividendIn)
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-- 价差残差 = MarkClosePnl - DividendIn - CloseFee
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-- 纯分红型：价差残差~0（MarkClosePnl 全是分红）
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-- 混合型 ：价差残差<>0（MarkClosePnl 含真实价差 + 少量分红）
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SELECT sfe.id,
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sfe.EventDate,
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CASE sfe.EventType WHEN 1 THEN '开仓' WHEN 2 THEN '平仓'
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WHEN 3 THEN '互换' WHEN 4 THEN '自动互换' END AS 事件类型,
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sfe.PositionId,
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sfe.UnderlyingCode,
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sfe.Quantity,
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sfe.TradingAmountAvg AS 成交均价不含费,
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sfe.TradingAmountFeeAvg AS 含费均价,
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sfe.TradingAmountNetAvg AS 成交净价不含费,
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sfe.TradingAmountNetFeeAvg AS 成交净价含费,
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sfe.TradingAmount AS 成交金额,
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sfe.TradingFee AS 交易佣金,
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sfe.TradingFeePending AS 待结算后付费用,
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sfe.CloseFee AS 平仓费用_费成分,
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sfe.DividendPending AS 待结算分红,
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sfe.DividendIn AS 分红流入_分红成分,
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sfe.MarkClosePnl AS 盯市盈亏_总额,
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(sfe.MarkClosePnl - sfe.DividendIn - sfe.CloseFee) AS 价差残差,
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CASE WHEN sfe.EventType IN (2,3,4)
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AND ABS(sfe.MarkClosePnl - sfe.DividendIn - sfe.CloseFee) < 0.01
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AND sfe.DividendIn <> 0
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THEN '根因:价差~0->MarkClosePnl全是分红'
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WHEN sfe.EventType IN (2,3,4) AND sfe.DividendIn <> 0
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THEN '混合:价差+分红(分红成分进盯市列)'
|
||
ELSE '' END AS 事件诊断
|
||
FROM swap_flow_event sfe
|
||
WHERE sfe.SwapTradeId = @TargetTradeId
|
||
AND sfe.DataState = 100
|
||
AND sfe.EventType IN (2,3,4)
|
||
ORDER BY sfe.PositionId, sfe.EventDate, sfe.EventType;
|
||
|
||
-- 段2 EOD逐日：盯市列 vs 分红列（同日同腿，分红同时出现在两列）
|
||
SELECT esp.ValueDate,
|
||
esp.PositionId,
|
||
esp.TdCloseQty,
|
||
esp.UnderlyingPrice AS 当日盯市价,
|
||
esp.PosiGrossPrice AS 期初成本价,
|
||
esp.TdCloseMtmPnl AS 当日盯市列,
|
||
esp.RealizedMtmPnL AS 累计盯市列,
|
||
esp.TdCloseDividend AS 当日分红列,
|
||
esp.RealizedDividend AS 累计分红列,
|
||
esp.TdCloseFee AS 当日费用列,
|
||
esp.TdCloseInterest AS 当日利息列,
|
||
esp.RealizedPnl AS 持仓层累计已实现,
|
||
CASE WHEN esp.TdCloseMtmPnl <> 0 AND esp.TdCloseDividend <> 0
|
||
THEN CONCAT('分红', esp.TdCloseDividend, '同时进盯市列和分红列')
|
||
ELSE '' END AS 当日诊断
|
||
FROM eod_swap_position esp
|
||
WHERE esp.SwapTradeId = @TargetTradeId
|
||
AND (esp.TdCloseMtmPnl <> 0 OR esp.TdCloseDividend <> 0)
|
||
ORDER BY esp.PositionId, esp.ValueDate;
|
||
|
||
-- 段3 累计对照：按 PositionId 取最终累计，算出盯市列里的分红成分
|
||
-- 盯市列里的分红成分 = 该腿所有平仓/互换事件的 DividendIn 之和
|
||
SELECT fin.PositionId,
|
||
fin.RealizedMtmPnL AS 最终累计盯市列,
|
||
fin.RealizedDividend AS 最终累计分红列,
|
||
fin.RealizedFee AS 最终累计费用列,
|
||
fin.RealizedInterest AS 最终累计利息列,
|
||
fin.RealizedPnl AS 最终持仓层已实现,
|
||
dv.盯市列分红成分,
|
||
(fin.RealizedMtmPnL - dv.盯市列分红成分 - fin.RealizedFee) AS 盯市列纯价差成分
|
||
FROM (SELECT PositionId, RealizedMtmPnL, RealizedDividend, RealizedFee, RealizedInterest, RealizedPnl
|
||
FROM eod_swap_position esp
|
||
WHERE esp.SwapTradeId = @TargetTradeId
|
||
AND esp.id IN (SELECT MAX(id) FROM eod_swap_position
|
||
WHERE SwapTradeId = @TargetTradeId GROUP BY PositionId)
|
||
) fin
|
||
LEFT JOIN (SELECT PositionId, SUM(DividendIn) AS 盯市列分红成分
|
||
FROM swap_flow_event
|
||
WHERE SwapTradeId = @TargetTradeId AND DataState = 100 AND EventType IN (2,3,4)
|
||
GROUP BY PositionId) dv ON dv.PositionId = fin.PositionId
|
||
ORDER BY fin.PositionId;
|
||
|
||
-- 段4 一句话结论：重复金额合计 = 盯市列里的分红成分之和
|
||
SELECT @TargetTradeId AS SwapTradeId,
|
||
SUM(盯市列分红成分) AS 重复计入分红金额,
|
||
(SELECT SUM(RealizedPnl) FROM eod_swap_position
|
||
WHERE SwapTradeId = @TargetTradeId
|
||
AND id IN (SELECT MAX(id) FROM eod_swap_position
|
||
WHERE SwapTradeId = @TargetTradeId GROUP BY PositionId)) AS 当前RealizedPnl合计,
|
||
CASE WHEN ABS(SUM(盯市列分红成分)) > 0.01
|
||
THEN CONCAT('坐实重复计算: 分红 ', SUM(盯市列分红成分),
|
||
' 既在 RealizedMtmPnL(盯市列) 又在 RealizedDividend(分红列)',
|
||
', 修复后 RealizedPnl 应减少 ', SUM(盯市列分红成分))
|
||
ELSE '未检测到重复(可能已修复或无分红平仓/互换事件)' END AS 结论
|
||
FROM (SELECT PositionId, SUM(DividendIn) AS 盯市列分红成分
|
||
FROM swap_flow_event
|
||
WHERE SwapTradeId = @TargetTradeId AND DataState = 100 AND EventType IN (2,3,4)
|
||
GROUP BY PositionId) t;
|
||
-- 预期结果：
|
||
-- 1875(纯分红型) -> 重复计入 302400.00（MarkClosePnl 全是分红，价差=0）
|
||
-- 1891(混合型) -> 重复计入 -18.66 （MarkClosePnl 含价差395604 + 分红-18.66）
|
||
|
||
|
||
-- ============================================================================
|
||
-- 第 3 步：生命周期守恒校验（累计已实现分红 vs 理论应付分红）
|
||
-- ============================================================================
|
||
-- 含义：一笔互换交易从开仓到全部平仓，"已实现分红收益总额"应等于持仓期间
|
||
-- 该债券应付分红（税后）的累加。任何偏差说明核算有误。
|
||
-- 若存在第 2 步的重复计算，累计已实现分红会被放大，本步量化偏差作修复后回归基线。
|
||
|
||
SET @TargetTradeId := 1874;
|
||
|
||
-- 3.1 实际已实现分红（从事件流水 DividendIn 累加）
|
||
SELECT
|
||
SUM(CASE WHEN EventType IN (2,3,4) THEN DividendIn ELSE 0 END) AS 事件流水已实现分红合计,
|
||
SUM(CASE WHEN EventType IN (3,4) THEN DividendIn ELSE 0 END) AS 其中互换事件分红,
|
||
SUM(CASE WHEN EventType = 2 THEN DividendIn ELSE 0 END) AS 其中平仓事件分红
|
||
FROM swap_flow_event
|
||
WHERE SwapTradeId = @TargetTradeId
|
||
AND DataState = 100;
|
||
|
||
-- 3.2 日终表口径的最终累计已实现分红（应与 3.1 一致）
|
||
SELECT PositionId,
|
||
MAX(RealizedDividend) AS 日终表累计已实现分红,
|
||
MAX(RealizedPnl) AS 日终表累计已实现盈亏
|
||
FROM eod_swap_position
|
||
WHERE SwapTradeId = @TargetTradeId
|
||
GROUP BY PositionId;
|
||
|
||
-- 3.3 理论应付分红（税后）—— 需人工带入持仓区间与标的
|
||
-- 业务口径（BondPaymentService.CalcPayment）：
|
||
-- totalPayment = CalcPayment(UnderlyingCode, StartDate, EndDate, Qty, shortRatio, dirRatio)
|
||
-- 理论税后分红 = totalPayment / (1 + tax) * (1 - tax)
|
||
-- 这里给出从 bond_payment_info 直接估算的简化版（仅供量级对照）：
|
||
SET @BondCode := 'PUT_UNDERLYING_CODE_HERE';
|
||
SET @StartDate := '2024-01-01';
|
||
SET @EndDate := '2024-12-31';
|
||
SELECT underlying_code,
|
||
SUM(COALESCE(paying_interest, 0)) * 0.01 AS 区间每张利息合计_相对值,
|
||
COUNT(*) AS 付息次数
|
||
FROM bond_payment_info
|
||
WHERE underlying_code = @BondCode
|
||
AND pay_date_PL BETWEEN @StartDate AND @EndDate
|
||
GROUP BY underlying_code;
|
||
-- 说明：paying_interest 为"每张兑付利息额"，×0.01 转相对价后还需 ×持仓数量 ×方向，
|
||
-- 再做税后调整，才能与 3.1/3.2 对齐。精确口径见 BondPaymentService.CalcPayment。
|
||
|
||
|
||
-- ============================================================================
|
||
-- 附录：导出为 json / csv 的方式
|
||
-- ============================================================================
|
||
-- 【方式A：MySQL 客户端导出（推荐，最简单）】
|
||
-- 在 Navicat / DBeaver / MySQL Workbench 中执行上述任一 SELECT，结果区右键
|
||
-- "导出" → 选 JSON / CSV / Excel。推荐把 1.1~1.6 各导一份，按表名命名：
|
||
-- swap_event.json / swap_position.json / swap_flow_event.json /
|
||
-- eod_swap_position.json / eod_swap.json / bond_payment_info.json
|
||
--
|
||
-- 【方式B：命令行 mysqldump（整表+DDL，含 CREATE）】
|
||
-- mysqldump -h<host> -u<user> -p<db> swap_flow_event \
|
||
-- --where="SwapTradeId=1874 AND DataState=100" \
|
||
-- --skip-add-drop-table --no-create-info > sfe_1874.sql
|
||
--
|
||
-- 【方式C：SELECT ... INTO OUTFILE（服务端导 csv，需 FILE 权限）】
|
||
-- SELECT ... FROM swap_flow_event WHERE SwapTradeId=1874
|
||
-- INTO OUTFILE '/tmp/sfe_1874.csv'
|
||
-- FIELDS TERMINATED BY ',' OPTIONALLY ENCLOSED BY '"' LINES TERMINATED BY '\r\n';
|
||
--
|
||
-- golden source 种子建议：用方式A导出 1.1~1.6 共 6 个 json，
|
||
-- 连同 trade 主记录，作为"一笔带分红互换交易"的完整快照纳入版本库。
|