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支持存续期报送

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This commit is contained in:
gongpei
2026-04-21 14:32:16 +08:00
parent 94be69343b
commit 0bd3b6bb0e
3 changed files with 316 additions and 277 deletions
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YLErpDAL/Modules/SuperviseReportModule/SAC/Service/ReportSwapEquityPaymentService.cs
+246 -216
View File
@@ -25,14 +25,12 @@ namespace YLErp.Modules.SuperviseReportModule.SAC.Service
protected override DataFlagsEnum BusiDataType => DataFlagsEnum.A1016;
private List<OptFlagsEnum>? _validOperationType = null;
public override List<OptFlagsEnum> ValidOperationType
{
get
{
_validOperationType ??= new List<OptFlagsEnum>() {
OptFlagsEnum.A,
OptFlagsEnum.U,
};
_validOperationType ??= new List<OptFlagsEnum>() { OptFlagsEnum.A, OptFlagsEnum.U, };
return _validOperationType;
}
}
@@ -54,208 +52,14 @@ namespace YLErp.Modules.SuperviseReportModule.SAC.Service
dataList = GetSwapEquityPaymentModel();
}
if ((PS.Config.ErpElement.SAC_ReportDataSource & SAC_ReportDataSourceEnum.System) == SAC_ReportDataSourceEnum.System)
if ((PS.Config.ErpElement.SAC_ReportDataSource & SAC_ReportDataSourceEnum.System) ==
SAC_ReportDataSourceEnum.System)
{
// 当前生成的交易确认书编号
var confirmationNos = ReportStatus.GetCacheInfo(DataFlagsEnum.A1005.ToString());//取出这一次报送交易要素的交易编号
foreach (var confirmationNo in confirmationNos)
{
var info = new SwapEquityPaymentModel();
var tradeIds = ReportStatus.GetCacheInfo(DataFlagsEnum.A1005.ToString() + "_" + confirmationNo + "_" + _operationType).Select(x => int.Parse(x)).ToList();
info.OperationType = _operationType;
info.ConfirmationNo = confirmationNo;
SACReportNotes note = base.GetReportNotes(ReportType, formatInfoTag(info)).FirstOrDefault();
if (note == null && _operationType == OptFlagsEnum.A)
{
info.OperationType = OptFlagsEnum.A;
note = new SACReportNotes() { IsValid = true, };
}
else
{
if (note == null)
{
continue;
}
switch (_operationType)
{
case OptFlagsEnum.A:
continue; //新增数据已报送,跳过
case OptFlagsEnum.U:
if (!note.changeStatus)
{
continue; //交易没有被修改过,跳过
}
info.OperationType = OptFlagsEnum.U;
note.IsValid = true;
break;
case OptFlagsEnum.D:
// 如果有删除事件，报废止
info.OperationType = OptFlagsEnum.D;
note.IsValid = false;
break;
case OptFlagsEnum.NONE:
default:
throw new ServiceException("未知操作类型");
}
}
var swapEquityPaymentTupleModels = new List<SwapEquityPaymentTupleModel>();
#region 权益端支付明细
using (var db = new YLContext())
{
// 查询 swap flow event
var query = (from sfe in db.swap_flow_event
join t in db.trade on sfe.SwapTradeId equals t.id
where tradeIds.Contains(sfe.SwapTradeId) && sfe.DataState == 100 && (sfe.UnderlyingCode != null && sfe.UnderlyingCode != "")
select new
{
sfe.SwapTradeId,
sfe.PositionType,
sfe.PayDirection,
sfe.TradingAmountAvg,
sfe.Quantity,
sfe.TradingAmount,
sfe.InterestFee,
sfe.InterestClosePnL,
sfe.PositionQty,
sfe.UnderlyingCode,
sfe.EventType,
sfe.ContractSize,
t.StructureType,
t.OpponentRole
}).ToList();
var positionTypes = query.Select(O => O.PositionType).Distinct().ToList();
foreach (var item in query)
{
var underlyingManager = DataCacheProvider.GetUnderlyingDataSource().GetData(item.UnderlyingCode);
var variety = DataCacheProvider.GetVarietyDataSource().GetData(underlyingManager.UnderlyingTypeId);
var sept = new SwapEquityPaymentTupleModel();
sept.ConfirmationNo = confirmationNo;
sept.OpenandClosingDate = _reqInfo.ReportDate.ToString();
sept.UndrlygAssetCode = item.UnderlyingCode;
sept.UndrlygAssetName = underlyingManager.UnderlyingName;
sept.UndrlygAssetTradgPlc = variety.TradingMarket;
if (positionTypes.Contains(1) && positionTypes.Contains(2))
{
// 多空组合
sept.PaymentMethod = "4";
}
else if (positionTypes.Contains(1))
{
sept.PaymentMethod = "0";
}
else if (positionTypes.Contains(2))
{
sept.PaymentMethod = "1";
}
if (item.PayDirection == 1)
{
if (item.OpponentRole.Equals("乙方"))
{
sept.Payer = "1";
}
else
{
sept.Payer = "0";
}
}
else
{
if (item.OpponentRole.Equals("乙方"))
{
sept.Payer = "0";
}
else
{
sept.Payer = "1";
}
}
if (item.ContractSize != null)
{
sept.ContractMultiplier = item.ContractSize.ToString();
}
sept.PaymentFreq = "1";
sept.UndrlygAssetPrice = item.TradingAmountAvg.RoundToMultiple(100.0m).ToString();
if (item.EventType == 1)
{
if (item.PositionType == 1)
{
sept.UndrlygAssetPosition = "0";
}
else
{
sept.UndrlygAssetPosition = "1";
}
} else if (item.EventType == 2)
{
if (item.PositionType == 1)
{
sept.UndrlygAssetPosition = "2";
}
else
{
sept.UndrlygAssetPosition = "3";
}
}
sept.UndrlygAssetAmt = item.Quantity.ToString();
sept.LNotinalPrincipleAmt = item.Quantity.ToString();
if (item.PositionType == 1)
{
sept.LNotinalPrincipleAmt = item.TradingAmount.ToString();
}
if (item.PositionType == 2)
{
sept.SNotinalPrincipleAmt = (-item.TradingAmount).ToString();
}
if (!string.IsNullOrWhiteSpace(underlyingManager.UnderlyingInstrumentType))
{
sept.UndrlygAssetDtldType = "6";
}
else
{
sept.UndrlygAssetDtldType = "99";
}
swapEquityPaymentTupleModels.Add(sept);
}
}
#endregion
info.SwapEquityPaymentTuple = swapEquityPaymentTupleModels;
info.ExceID = base.formatExceID();
dataList.Add(info);
note.id = 0;
note.ExceId = info.ExceID;
note.CreateTime = DateTime.Now;
note.FileTag = FileTag;
note.ReportType = ReportType;
note.ReportDate = _reqInfo.ReportDate;
note.InfoTag = formatInfoTag(info, true);
note.OptTime = note.CreateTime;
note.InfoCache = "";
note.RetCode = "";
note.RetMsg = "";
note.ReportResponse = false;
note.DataId = "";
note.BizId = "";
note.changeStatus = false;
noteList.Add(note);
}
generateData(dataList, DataFlagsEnum.A1005.ToString());
generateData(dataList, DataFlagsEnum.A1006.ToString());
}
var subsystemDataList = loadSubsystemDataSource<SwapEquityPaymentModel>(fileList, AddSubsystemNote);
if (subsystemDataList != null && subsystemDataList.Count > 0)
{
@@ -267,14 +71,222 @@ namespace YLErp.Modules.SuperviseReportModule.SAC.Service
return model;
}
private void generateData(List<SwapEquityPaymentModel> dataList, string reportType)
{
// 当前生成的交易确认书编号
var confirmationNos = ReportStatus.GetCacheInfo(reportType); //取出这一次报送交易要素的交易编号
foreach (var confirmationNo in confirmationNos)
{
var info = new SwapEquityPaymentModel();
var tradeIds = ReportStatus
.GetCacheInfo(reportType + "_" + confirmationNo + "_" + _operationType)
.Select(x => int.Parse(x)).ToList();
info.OperationType = _operationType;
info.ConfirmationNo = confirmationNo;
SACReportNotes note = base.GetReportNotes(ReportType, formatInfoTag(info)).FirstOrDefault();
if (note == null && _operationType == OptFlagsEnum.A)
{
info.OperationType = OptFlagsEnum.A;
note = new SACReportNotes() { IsValid = true, };
}
else
{
if (note == null)
{
continue;
}
switch (_operationType)
{
case OptFlagsEnum.A:
continue; //新增数据已报送,跳过
case OptFlagsEnum.U:
if (!note.changeStatus)
{
continue; //交易没有被修改过,跳过
}
info.OperationType = OptFlagsEnum.U;
note.IsValid = true;
break;
case OptFlagsEnum.D:
// 如果有删除事件，报废止
info.OperationType = OptFlagsEnum.D;
note.IsValid = false;
break;
case OptFlagsEnum.NONE:
default:
throw new ServiceException("未知操作类型");
}
}
var swapEquityPaymentTupleModels = new List<SwapEquityPaymentTupleModel>();
#region 权益端支付明细
using (var db = new YLContext())
{
// 查询 swap flow event
var query = (from sfe in db.swap_flow_event
join t in db.trade on sfe.SwapTradeId equals t.id
where tradeIds.Contains(sfe.SwapTradeId) && sfe.DataState == 100 &&
(sfe.UnderlyingCode != null && sfe.UnderlyingCode != "")
select new
{
sfe.PositionType,
sfe.PayDirection,
sfe.TradingAmountAvg,
sfe.Quantity,
sfe.TradingAmount,
sfe.UnderlyingCode,
sfe.EventType,
sfe.ContractSize,
t.StructureType,
t.OpponentRole
}).ToList();
var positionTypes = query.Select(O => O.PositionType).Distinct().ToList();
foreach (var item in query)
{
var underlyingManager =
DataCacheProvider.GetUnderlyingDataSource().GetData(item.UnderlyingCode);
var variety = DataCacheProvider.GetVarietyDataSource()
.GetData(underlyingManager.UnderlyingTypeId);
var sept = new SwapEquityPaymentTupleModel();
sept.ConfirmationNo = confirmationNo;
sept.OpenandClosingDate = _reqInfo.ReportDate.ToString();
sept.UndrlygAssetCode = item.UnderlyingCode;
sept.UndrlygAssetName = underlyingManager.UnderlyingName;
sept.UndrlygAssetTradgPlc = variety.TradingMarket;
if (positionTypes.Contains(1) && positionTypes.Contains(2))
{
// 多空组合
sept.PaymentMethod = "4";
}
else if (positionTypes.Contains(1))
{
sept.PaymentMethod = "0";
}
else if (positionTypes.Contains(2))
{
sept.PaymentMethod = "1";
}
if (item.PayDirection == 1)
{
if (item.OpponentRole.Equals("乙方"))
{
sept.Payer = "1";
}
else
{
sept.Payer = "0";
}
}
else
{
if (item.OpponentRole.Equals("乙方"))
{
sept.Payer = "0";
}
else
{
sept.Payer = "1";
}
}
if (item.ContractSize != null)
{
sept.ContractMultiplier = item.ContractSize.ToString();
}
sept.PaymentFreq = "1";
sept.UndrlygAssetPrice = item.TradingAmountAvg.RoundToMultiple(100.0m).ToString();
if (item.EventType == 1)
{
if (item.PositionType == 1)
{
sept.UndrlygAssetPosition = "0";
}
else
{
sept.UndrlygAssetPosition = "1";
}
}
else if (item.EventType == 2)
{
if (item.PositionType == 1)
{
sept.UndrlygAssetPosition = "2";
}
else
{
sept.UndrlygAssetPosition = "3";
}
}
sept.UndrlygAssetAmt = item.Quantity.ToString();
sept.LNotinalPrincipleAmt = item.Quantity.ToString();
if (item.PositionType == 1)
{
sept.LNotinalPrincipleAmt = item.TradingAmount.ToString();
}
if (item.PositionType == 2)
{
sept.SNotinalPrincipleAmt = (-item.TradingAmount).ToString();
}
if (!string.IsNullOrWhiteSpace(underlyingManager.UnderlyingInstrumentType))
{
sept.UndrlygAssetDtldType = "6";
}
else
{
sept.UndrlygAssetDtldType = "99";
}
swapEquityPaymentTupleModels.Add(sept);
}
}
#endregion
info.SwapEquityPaymentTuple = swapEquityPaymentTupleModels;
info.ExceID = base.formatExceID();
dataList.Add(info);
note.id = 0;
note.ExceId = info.ExceID;
note.CreateTime = DateTime.Now;
note.FileTag = FileTag;
note.ReportType = ReportType;
note.ReportDate = _reqInfo.ReportDate;
note.InfoTag = formatInfoTag(info, true);
note.OptTime = note.CreateTime;
note.InfoCache = "";
note.RetCode = "";
note.RetMsg = "";
note.ReportResponse = false;
note.DataId = "";
note.BizId = "";
note.changeStatus = false;
noteList.Add(note);
}
}
public bool AddSubsystemNote(SwapEquityPaymentModel model, List<string> fileList, string tag)
{
SACReportNotes note = base.GetReportNotes(ReportType, formatInfoTag(model, true), dataSource: SACReportNotesCache).FirstOrDefault();//参数true要加，要不A和D会查到同一条记录，在D时候，就会和A相同的数据
SACReportNotes note = base
.GetReportNotes(ReportType, formatInfoTag(model, true), dataSource: SACReportNotesCache)
.FirstOrDefault(); //参数true要加，要不A和D会查到同一条记录，在D时候，就会和A相同的数据
if (note == null)
{
note = new SACReportNotes()
{
InfoCache = $"{{\"Tag\":\"{model.ConfirmationNo}\",\"DurationEventNO\":\"{model.DurationEventNO}\",\"Source\":\"Subsystem\",\"SubFileTag\":\"{tag}\",\"ExceID\":\"{model.ExceID}\"}}",
InfoCache =
$"{{\"Tag\":\"{model.ConfirmationNo}\",\"DurationEventNO\":\"{model.DurationEventNO}\",\"Source\":\"Subsystem\",\"SubFileTag\":\"{tag}\",\"ExceID\":\"{model.ExceID}\"}}",
IsValid = true,
};
}
@@ -283,13 +295,14 @@ namespace YLErp.Modules.SuperviseReportModule.SAC.Service
switch (model.OperationType)
{
case OptFlagsEnum.A:
return false;//新增数据已报送,跳过
return false; //新增数据已报送,跳过
case OptFlagsEnum.U:
//多次U的时候，每次用最新的tag来赋值SubFileTag
note.InfoCache = $"{{\"Tag\":\"{model.ConfirmationNo}\",\"DurationEventNO\":\"{model.DurationEventNO}\",\"Source\":\"Subsystem\",\"SubFileTag\":\"{tag}\",\"ExceID\":\"{model.ExceID}\"}}";
note.InfoCache =
$"{{\"Tag\":\"{model.ConfirmationNo}\",\"DurationEventNO\":\"{model.DurationEventNO}\",\"Source\":\"Subsystem\",\"SubFileTag\":\"{tag}\",\"ExceID\":\"{model.ExceID}\"}}";
note.IsValid = true;
break;
case OptFlagsEnum.D://
case OptFlagsEnum.D: //
note.IsValid = false;
break;
case OptFlagsEnum.NONE:
@@ -329,6 +342,7 @@ namespace YLErp.Modules.SuperviseReportModule.SAC.Service
//第一列空白说明数据结束了;
break;
}
var optType = OptFlagsEnum.NONE;
switch (dt.Rows[i][1]?.ToString())
{
@@ -348,6 +362,7 @@ namespace YLErp.Modules.SuperviseReportModule.SAC.Service
optType = OptFlagsEnum.D;
break;
}
if (optType != _operationType)
{
continue;
@@ -363,6 +378,7 @@ namespace YLErp.Modules.SuperviseReportModule.SAC.Service
{
model.DurationEventNO = null;
}
model.Blank1 = GetDataSetValue(dt, i, 3);
model.Blank2 = GetDataSetValue(dt, i, 4);
@@ -371,13 +387,16 @@ namespace YLErp.Modules.SuperviseReportModule.SAC.Service
{
continue;
}
List<SACReportNotes> notes = base.GetReportNotes(ReportType, formatInfoTag(model), dataSource: SACReportNotesCache);
List<SACReportNotes> notes = base.GetReportNotes(ReportType, formatInfoTag(model),
dataSource: SACReportNotesCache);
var note = notes.LastOrDefault();
if (note == null && _operationType == OptFlagsEnum.A)
{
note = new SACReportNotes()
{
InfoCache = $"{{\"Tag\":\"{model.ConfirmationNo}\",\"DurationEventNO\":\"{model.DurationEventNO}\",\"Source\":\"Template\"}}",
InfoCache =
$"{{\"Tag\":\"{model.ConfirmationNo}\",\"DurationEventNO\":\"{model.DurationEventNO}\",\"Source\":\"Template\"}}",
IsValid = true,
};
}
@@ -387,10 +406,11 @@ namespace YLErp.Modules.SuperviseReportModule.SAC.Service
{
continue;
}
switch (_operationType)
{
case OptFlagsEnum.A:
continue;//新增数据已报送,跳过
continue; //新增数据已报送,跳过
case OptFlagsEnum.U:
note.IsValid = true;
break;
@@ -409,6 +429,7 @@ namespace YLErp.Modules.SuperviseReportModule.SAC.Service
{
model.BizID = note.BizId;
}
model.ExceID = base.formatExceID(SACReportNotesCache);
result.Add(model);
ReportStatus.AddCacheInfo(CacheKey, cacheValue);
@@ -429,6 +450,7 @@ namespace YLErp.Modules.SuperviseReportModule.SAC.Service
noteList.Add(note);
}
}
return result;
}
@@ -450,6 +472,7 @@ namespace YLErp.Modules.SuperviseReportModule.SAC.Service
//第一列空白说明数据结束了;
break;
}
if (dt.Rows[i][0]?.ToString().Trim() != confirmationNo)
{
continue;
@@ -480,6 +503,7 @@ namespace YLErp.Modules.SuperviseReportModule.SAC.Service
result.Add(model);
}
}
return result;
}
@@ -490,6 +514,7 @@ namespace YLErp.Modules.SuperviseReportModule.SAC.Service
{
result = $"{result}{_operationType}";
}
return result;
}
@@ -500,6 +525,7 @@ namespace YLErp.Modules.SuperviseReportModule.SAC.Service
{
throw new ServiceException($"InfoTag信息不匹配:{infoTag}");
}
originalCode = arr[1];
arr[1] = newCode.Replace("_", "-");
return string.Join("_", arr);
@@ -545,17 +571,18 @@ namespace YLErp.Modules.SuperviseReportModule.SAC.Service
}
}
}
if (listRoot.Count > 0)
{
var errMsg = new SacInfo("SwapEquityPayment", i)
{
FieldValue = item.ConfirmationNo,
SubMaps = new List<SacInfo>(listRoot)
FieldValue = item.ConfirmationNo, SubMaps = new List<SacInfo>(listRoot)
};
result.Add(errMsg);
}
}
}
checkStatus = result.Count > 0;
return result;
}
@@ -572,14 +599,17 @@ namespace YLErp.Modules.SuperviseReportModule.SAC.Service
catch (Exception e)
{
LogFactory.GetLogger<ReportMasterAgrmtProductService>().Error(e);
};
}
;
}
for (var i = 0; i < noteList.Count; i++)
{
base.SaveReportNotes(noteList[i]);
}
return true;
}
}
}
}
YLErpDAL/Modules/SuperviseReportModule/SAC/Service/ReportSwapTerminationService.cs
+65 -61
View File
@@ -68,8 +68,6 @@ namespace YLErp.Modules.SuperviseReportModule.SAC.Service
{
dataList.AddRange(GetOptionTerminationSettlementFromDb(db, cacheKey, nextDate));
}
dataList = GetSwapDurationManagementModel(ref fileList);
}
var subsystemDataList = loadSubsystemDataSource<SwapDurationManagementModel>(fileList, AddSubsystemNote);
@@ -87,6 +85,7 @@ namespace YLErp.Modules.SuperviseReportModule.SAC.Service
DateTime nextDate)
{
// 所有的交易了结事件
var valueDate = _reqInfo.ReportDate;
var unwindEventList = (from a in db.swap_event
join b in (from sfe in db.swap_flow_event
group sfe by new { sfe.EventId, sfe.UnwindDate }
@@ -94,90 +93,56 @@ namespace YLErp.Modules.SuperviseReportModule.SAC.Service
select new { EventId = g.Key.EventId, UnwindDate = g.Key.UnwindDate })
on a.id equals b.EventId into leftJoin
from b in leftJoin.DefaultIfEmpty()
where (a.EventType == 2)
&& ((a.EventType == 2 && b.UnwindDate == _reqInfo.DataDate)
|| (a.EventType != 2 && a.OptTime >= _reqInfo.DataDate.Date &&
a.OptTime < _reqInfo.DataDate.Date.AddDays(1)))
where a.EventType == 2 && b.UnwindDate.HasValue && b.UnwindDate.Value == valueDate.Date
select new
{
a.id,
swapTradeId = a.SwapTradeId,
valueDate = a.EventType == 2 ? b.UnwindDate :
(a.EventType == 5 || a.EventType == 12) ? a.OptTime.Date :
a.ValueDate,
eventType = a.EventType,
valueDate = b.UnwindDate,
eventData = a.EventData,
invalid = a.Invalid,
backId = a.BackId,
optTime = a.OptTime
}).OrderBy(O => O.optTime).ToList();
}).ToList();
if (unwindEventList == null || unwindEventList.Count == 0)
{
return new List<SwapDurationManagementModel>();
}
var tradeIds = unwindEventList.Select(O => O.swapTradeId).Distinct().ToList();
List<SwapDurationManagementModel> dataList = new List<SwapDurationManagementModel>();
// 查找交易事件
var query = (from ue in unwindEventList
join t in db.trade on ue.swapTradeId equals t.id
var query = (from t in db.trade.Where(O => O.TradeType == "收益互换")
join cico in db.ClientCashInCashOut.Where(O => O.Action == "系统操作-平仓费") on t.id equals cico.TradeId
join tr in db.trade_contract_r.Where(O => O.Type == "交易确认书")
join tr in db.trade_contract_r.Where(O => O.Type == "交易确认书" && O.IsValid)
on t.id equals tr.TradeId
join es in db.eod_swap.Where(O => O.ValueDate == _reqInfo.DataDate)
on t.id equals es.SwapTradeId
join esp in db.eod_swap_position.Where(O =>
O.ValueDate == _reqInfo.DataDate && !O.Invalid && O.PositionType > 0)
O.ValueDate.Date == _reqInfo.ReportDate.Date && !O.Invalid && O.PositionType > 0)
on t.id equals esp.SwapTradeId
join te in db.trade_Report on t.id equals te.TradeId
where tradeIds.Contains(t.id) && (t.TradeType == "收益互换" && tr.IsValid)
where tradeIds.Contains(t.id)
select new
{
tradeValid = t.ValueStatus != "InValid",
tradeContractRValid = tr.IsValid,
t.id,
ue.valueDate,
t.ClientId,
t.TradeDate,
t.ExerciseDate,
t.SettlementDate,
t.ExerciseMode,
t.BuySell,
TradeType = t.StructureType ?? t.TradeType,
t.OptionType,
t.OriginalStockEqvNotional,
t.StockEqvNotionalReal,
t.IsMoneynessOption,
t.SpotPrice,
t.Strike,
t.MarginTemplateName,
t.MarginType,
t.InitialMargin,
t.UnderlyingCode,
t.AnnualizeFactor,
t.OriginalNotional,
tr.ContractCode,
t.QuoteCurrency,
t.SettlementCurrency,
es.NotionalValue,
es.NotionalValueLong,
es.NotionalValueShort,
es.PostionMarginGain,
es.PostionMarginLoss,
esp.PositionType,
esp.PosiNotionalValue,
esp.PosiQuantity,
esp.PosiGrossPrice,
cico.Money
}).ToArray().GroupBy(O => new { O.valueDate, O.ContractCode })
.ToDictionary(K => K.Key, V => V.ToList());
}).ToArray();
List<int> ids = query.Values.SelectMany(O => O.Select(x => x.id)).Distinct().ToList();
Dictionary<int, Dictionary<string, string>> metaDic = DbContext.TradeMeta
.Where(O => ids.Contains(O.TradeId)).AsEnumerable().GroupBy(O => O.TradeId).ToDictionary(K => K.Key,
.Where(O => tradeIds.Contains(O.TradeId)).AsEnumerable().GroupBy(O => O.TradeId).ToDictionary(K => K.Key,
V => V.ToDictionary(K1 => K1.MetaKey, V1 => V1.MetaValue));
foreach (var item in query.ToArray())
foreach (var item in query.GroupBy(O => O.ContractCode).ToDictionary(K => K.Key, V => V.ToList()))
{
// 交易确认书编号
var confirmationNo = item.Key.ContractCode;
var confirmationNo = item.Key;
var value = item.Value.First();
if (metaDic.ContainsKey(value.id))
@@ -194,8 +159,9 @@ namespace YLErp.Modules.SuperviseReportModule.SAC.Service
//info.TradeId = item.Key.id.ToString();
info.DurationEventNO = "0000";
info.DurationOperationDate = value.valueDate?.ToString("yyyy-MM-dd");
info.DurationOperationDate = valueDate.ToString("yyyy-MM-dd");
info.ConfirmationNo = confirmationNo;
info.OperationType = OptFlagsEnum.A;
List<SACReportNotes> notes =
base.GetReportNotes(ReportType, $"_{info.ConfirmationNo.Replace("_", "-")}_", true);
var note = notes.FirstOrDefault(O =>
@@ -225,7 +191,7 @@ namespace YLErp.Modules.SuperviseReportModule.SAC.Service
info.BizID = note.BizId;
}
info.DurationOperationType = OperationTypeMap["终止"];
info.DurationOperationType = "2";
var positionTypeList = item.Value.Select(o => o.PositionType).ToList();
if (positionTypeList.Contains(1) && positionTypeList.Contains(2))
{
@@ -246,14 +212,14 @@ namespace YLErp.Modules.SuperviseReportModule.SAC.Service
// 本次支付金额
info.AmountPaidThisTime = item.Value.Sum(O => O.Money).ToString();
var clientBalanceDailies = (from t in db.ClientBalanceDaily
where t.ClientId == value.ClientId && t.BalanceDate == value.valueDate
select new { t.ToDayRemainFund, t.TotalNominal, t.RoundedDailyPnl });
where t.ClientId == value.ClientId && t.BalanceDate == valueDate
select new { t.ToDayRemainFund, t.TotalNominal, t.RoundedPositionPnl });
if (clientBalanceDailies != null)
{
var first = clientBalanceDailies.First();
if (first.TotalNominal != 0)
{
var marginRate = (first.ToDayRemainFund + first.RoundedDailyPnl) * 100 / first.TotalNominal;
var marginRate = (first.ToDayRemainFund + first.RoundedPositionPnl) * 100 / first.TotalNominal;
if (marginRate > 100)
{
info.MarginRatio = "100";
@@ -265,6 +231,41 @@ namespace YLErp.Modules.SuperviseReportModule.SAC.Service
}
}
var list = item.Value.Select(O => O.id).Distinct().ToList();
var eventDataList = unwindEventList.Where(O => list.Contains(O.swapTradeId)).Select(O => O.eventData).ToList();
if (eventDataList != null && eventDataList.Count > 0)
{
double closeNotionalSum = 0;
foreach (var ed in eventDataList)
{
try
{
// 假设 eventData 是 JSON 字符串，尝试解析并获取 CloseNotionalValue
var jsonDoc = System.Text.Json.JsonDocument.Parse(ed);
if (jsonDoc.RootElement.TryGetProperty("CloseNotionalValue", out var closeNotionalElement))
{
if (closeNotionalElement.ValueKind == System.Text.Json.JsonValueKind.Number)
{
closeNotionalSum += closeNotionalElement.GetDouble();
}
else if (closeNotionalElement.ValueKind == System.Text.Json.JsonValueKind.String)
{
if (double.TryParse(closeNotionalElement.GetString(), out double val))
{
closeNotionalSum += val;
}
}
}
}
catch
{
// 忽略解析错误，避免影响主流程
}
}
info.ChangeAmount = closeNotionalSum.ToString("0.00");
}
#region 持仓明细
if (double.TryParse(info.Balance, out var temp) && temp > 0)
@@ -298,8 +299,11 @@ namespace YLErp.Modules.SuperviseReportModule.SAC.Service
#endregion
info.ExceID = base.formatExceID();
ReportStatus.AddCacheInfo(cacheKey, value.id.ToString());
ReportStatus.AddCacheInfo($"{cacheKey}_{info.ConfirmationNo}", "");
ReportStatus.AddCacheInfo(cacheKey, confirmationNo);
foreach (var swapTradeId in list)
{
ReportStatus.AddCacheInfo($"{cacheKey}_{info.ConfirmationNo}_{_operationType}", swapTradeId.ToString());
}
dataList.Add(info);
note.id = 0;
note.ExceId = info.ExceID;
@@ -308,7 +312,7 @@ namespace YLErp.Modules.SuperviseReportModule.SAC.Service
note.CreateTime = DateTime.Now;
note.FileTag = FileTag;
note.ReportType = ReportType;
note.ReportDate = _reqInfo.ReportDate;
note.ReportDate = valueDate;
note.InfoTag = formatInfoTag(info, true);
note.OptTime = note.CreateTime;
note.RetCode = "";
YLErpWeb/YLErpWeb.csproj
+5
View File
@@ -264,4 +264,9 @@
<UpToDateCheckInput Remove="Views\TrsAccountManage\Edit.cshtml" />
</ItemGroup>
<ItemGroup>
<Folder Include="App_Docs\导出模板\报送模板\" />
</ItemGroup>
</Project>