支持存续期报送
This commit is contained in:
gongpei
+65
-61
@@ -68,8 +68,6 @@ namespace YLErp.Modules.SuperviseReportModule.SAC.Service
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{
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dataList.AddRange(GetOptionTerminationSettlementFromDb(db, cacheKey, nextDate));
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}
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dataList = GetSwapDurationManagementModel(ref fileList);
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}
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var subsystemDataList = loadSubsystemDataSource<SwapDurationManagementModel>(fileList, AddSubsystemNote);
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@@ -87,6 +85,7 @@ namespace YLErp.Modules.SuperviseReportModule.SAC.Service
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DateTime nextDate)
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{
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// 所有的交易了结事件
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var valueDate = _reqInfo.ReportDate;
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var unwindEventList = (from a in db.swap_event
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join b in (from sfe in db.swap_flow_event
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group sfe by new { sfe.EventId, sfe.UnwindDate }
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@@ -94,90 +93,56 @@ namespace YLErp.Modules.SuperviseReportModule.SAC.Service
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select new { EventId = g.Key.EventId, UnwindDate = g.Key.UnwindDate })
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on a.id equals b.EventId into leftJoin
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from b in leftJoin.DefaultIfEmpty()
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where (a.EventType == 2)
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&& ((a.EventType == 2 && b.UnwindDate == _reqInfo.DataDate)
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|| (a.EventType != 2 && a.OptTime >= _reqInfo.DataDate.Date &&
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a.OptTime < _reqInfo.DataDate.Date.AddDays(1)))
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where a.EventType == 2 && b.UnwindDate.HasValue && b.UnwindDate.Value == valueDate.Date
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select new
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{
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a.id,
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swapTradeId = a.SwapTradeId,
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valueDate = a.EventType == 2 ? b.UnwindDate :
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(a.EventType == 5 || a.EventType == 12) ? a.OptTime.Date :
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a.ValueDate,
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eventType = a.EventType,
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valueDate = b.UnwindDate,
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eventData = a.EventData,
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invalid = a.Invalid,
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backId = a.BackId,
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optTime = a.OptTime
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}).OrderBy(O => O.optTime).ToList();
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}).ToList();
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if (unwindEventList == null || unwindEventList.Count == 0)
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{
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return new List<SwapDurationManagementModel>();
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}
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var tradeIds = unwindEventList.Select(O => O.swapTradeId).Distinct().ToList();
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List<SwapDurationManagementModel> dataList = new List<SwapDurationManagementModel>();
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// 查找交易事件
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var query = (from ue in unwindEventList
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join t in db.trade on ue.swapTradeId equals t.id
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var query = (from t in db.trade.Where(O => O.TradeType == "收益互换")
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join cico in db.ClientCashInCashOut.Where(O => O.Action == "系统操作-平仓费") on t.id equals cico.TradeId
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join tr in db.trade_contract_r.Where(O => O.Type == "交易确认书")
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join tr in db.trade_contract_r.Where(O => O.Type == "交易确认书" && O.IsValid)
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on t.id equals tr.TradeId
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join es in db.eod_swap.Where(O => O.ValueDate == _reqInfo.DataDate)
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on t.id equals es.SwapTradeId
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join esp in db.eod_swap_position.Where(O =>
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O.ValueDate == _reqInfo.DataDate && !O.Invalid && O.PositionType > 0)
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O.ValueDate.Date == _reqInfo.ReportDate.Date && !O.Invalid && O.PositionType > 0)
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on t.id equals esp.SwapTradeId
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join te in db.trade_Report on t.id equals te.TradeId
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where tradeIds.Contains(t.id) && (t.TradeType == "收益互换" && tr.IsValid)
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where tradeIds.Contains(t.id)
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select new
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{
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tradeValid = t.ValueStatus != "InValid",
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tradeContractRValid = tr.IsValid,
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t.id,
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ue.valueDate,
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t.ClientId,
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t.TradeDate,
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t.ExerciseDate,
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t.SettlementDate,
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t.ExerciseMode,
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t.BuySell,
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TradeType = t.StructureType ?? t.TradeType,
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t.OptionType,
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t.OriginalStockEqvNotional,
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t.StockEqvNotionalReal,
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t.IsMoneynessOption,
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t.SpotPrice,
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t.Strike,
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t.MarginTemplateName,
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t.MarginType,
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t.InitialMargin,
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t.UnderlyingCode,
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t.AnnualizeFactor,
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t.OriginalNotional,
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tr.ContractCode,
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t.QuoteCurrency,
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t.SettlementCurrency,
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es.NotionalValue,
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es.NotionalValueLong,
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es.NotionalValueShort,
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es.PostionMarginGain,
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es.PostionMarginLoss,
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esp.PositionType,
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esp.PosiNotionalValue,
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esp.PosiQuantity,
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esp.PosiGrossPrice,
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cico.Money
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}).ToArray().GroupBy(O => new { O.valueDate, O.ContractCode })
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.ToDictionary(K => K.Key, V => V.ToList());
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}).ToArray();
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List<int> ids = query.Values.SelectMany(O => O.Select(x => x.id)).Distinct().ToList();
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Dictionary<int, Dictionary<string, string>> metaDic = DbContext.TradeMeta
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.Where(O => ids.Contains(O.TradeId)).AsEnumerable().GroupBy(O => O.TradeId).ToDictionary(K => K.Key,
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.Where(O => tradeIds.Contains(O.TradeId)).AsEnumerable().GroupBy(O => O.TradeId).ToDictionary(K => K.Key,
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V => V.ToDictionary(K1 => K1.MetaKey, V1 => V1.MetaValue));
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foreach (var item in query.ToArray())
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foreach (var item in query.GroupBy(O => O.ContractCode).ToDictionary(K => K.Key, V => V.ToList()))
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{
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// 交易确认书编号
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var confirmationNo = item.Key.ContractCode;
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var confirmationNo = item.Key;
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var value = item.Value.First();
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if (metaDic.ContainsKey(value.id))
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@@ -194,8 +159,9 @@ namespace YLErp.Modules.SuperviseReportModule.SAC.Service
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//info.TradeId = item.Key.id.ToString();
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info.DurationEventNO = "0000";
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info.DurationOperationDate = value.valueDate?.ToString("yyyy-MM-dd");
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info.DurationOperationDate = valueDate.ToString("yyyy-MM-dd");
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info.ConfirmationNo = confirmationNo;
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info.OperationType = OptFlagsEnum.A;
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List<SACReportNotes> notes =
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base.GetReportNotes(ReportType, $"_{info.ConfirmationNo.Replace("_", "-")}_", true);
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var note = notes.FirstOrDefault(O =>
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@@ -225,7 +191,7 @@ namespace YLErp.Modules.SuperviseReportModule.SAC.Service
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info.BizID = note.BizId;
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}
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info.DurationOperationType = OperationTypeMap["终止"];
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info.DurationOperationType = "2";
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var positionTypeList = item.Value.Select(o => o.PositionType).ToList();
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if (positionTypeList.Contains(1) && positionTypeList.Contains(2))
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{
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@@ -246,14 +212,14 @@ namespace YLErp.Modules.SuperviseReportModule.SAC.Service
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// 本次支付金额
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info.AmountPaidThisTime = item.Value.Sum(O => O.Money).ToString();
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var clientBalanceDailies = (from t in db.ClientBalanceDaily
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where t.ClientId == value.ClientId && t.BalanceDate == value.valueDate
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select new { t.ToDayRemainFund, t.TotalNominal, t.RoundedDailyPnl });
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where t.ClientId == value.ClientId && t.BalanceDate == valueDate
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select new { t.ToDayRemainFund, t.TotalNominal, t.RoundedPositionPnl });
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if (clientBalanceDailies != null)
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{
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var first = clientBalanceDailies.First();
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if (first.TotalNominal != 0)
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{
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var marginRate = (first.ToDayRemainFund + first.RoundedDailyPnl) * 100 / first.TotalNominal;
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var marginRate = (first.ToDayRemainFund + first.RoundedPositionPnl) * 100 / first.TotalNominal;
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if (marginRate > 100)
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{
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info.MarginRatio = "100";
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@@ -265,6 +231,41 @@ namespace YLErp.Modules.SuperviseReportModule.SAC.Service
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}
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}
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var list = item.Value.Select(O => O.id).Distinct().ToList();
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var eventDataList = unwindEventList.Where(O => list.Contains(O.swapTradeId)).Select(O => O.eventData).ToList();
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if (eventDataList != null && eventDataList.Count > 0)
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{
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double closeNotionalSum = 0;
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foreach (var ed in eventDataList)
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{
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try
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{
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// 假设 eventData 是 JSON 字符串，尝试解析并获取 CloseNotionalValue
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var jsonDoc = System.Text.Json.JsonDocument.Parse(ed);
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if (jsonDoc.RootElement.TryGetProperty("CloseNotionalValue", out var closeNotionalElement))
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{
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if (closeNotionalElement.ValueKind == System.Text.Json.JsonValueKind.Number)
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{
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closeNotionalSum += closeNotionalElement.GetDouble();
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}
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else if (closeNotionalElement.ValueKind == System.Text.Json.JsonValueKind.String)
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{
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if (double.TryParse(closeNotionalElement.GetString(), out double val))
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{
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closeNotionalSum += val;
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}
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}
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}
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}
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catch
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{
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// 忽略解析错误，避免影响主流程
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}
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}
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info.ChangeAmount = closeNotionalSum.ToString("0.00");
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}
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#region 持仓明细
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if (double.TryParse(info.Balance, out var temp) && temp > 0)
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@@ -298,8 +299,11 @@ namespace YLErp.Modules.SuperviseReportModule.SAC.Service
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#endregion
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info.ExceID = base.formatExceID();
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ReportStatus.AddCacheInfo(cacheKey, value.id.ToString());
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ReportStatus.AddCacheInfo($"{cacheKey}_{info.ConfirmationNo}", "");
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ReportStatus.AddCacheInfo(cacheKey, confirmationNo);
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foreach (var swapTradeId in list)
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{
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ReportStatus.AddCacheInfo($"{cacheKey}_{info.ConfirmationNo}_{_operationType}", swapTradeId.ToString());
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}
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dataList.Add(info);
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note.id = 0;
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note.ExceId = info.ExceID;
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@@ -308,7 +312,7 @@ namespace YLErp.Modules.SuperviseReportModule.SAC.Service
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note.CreateTime = DateTime.Now;
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note.FileTag = FileTag;
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note.ReportType = ReportType;
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note.ReportDate = _reqInfo.ReportDate;
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note.ReportDate = valueDate;
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note.InfoTag = formatInfoTag(info, true);
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note.OptTime = note.CreateTime;
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note.RetCode = "";
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