@Override protected List<AccountDelta> caculateFill( AccountDeltaCaculatorParameter parameter, String securityTypeCode, BigDecimal balance) { List<AccountDelta> result = new LinkedList<AccountDelta>(); if (SecurityTypeConsts.CURRENCY.equals(securityTypeCode)) { result.add(createAccountDelta(balance, AccountTypeConsts.POSITION)); // 回购到期是日初做的,需要知道,日初的日期(t0Day) Date t1Day = businessDayService.getBusinessDayDefault(parameter.getT0Day(), 1); result.add(accountDeltaFactory.create(AccountTypeConsts.AVAILABLE, balance, t1Day)); return result; } if (SecurityTypeConsts.REPO.equals(securityTypeCode)) { Date theoryDay = parameter.getBusinessDay(); result.add( accountDeltaFactory.create(AccountTypeConsts.POSITION, balance.negate(), theoryDay)); } return result; }