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fix: 计算器报错提示

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This commit is contained in:
gongpei
2025-10-15 10:17:26 +08:00
parent 494e4c2f50
commit 1b6c332cf3
4 changed files with 67 additions and 61 deletions
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YLErpDAL/Helpers/BondCalcHepler.cs
+8 -7
View File
@@ -58,16 +58,17 @@ namespace YLErp.Helpers
if (!string.IsNullOrEmpty(baseUrl))
{
var httpHelper = new HttpHelper(baseUrl, null);
// http 请求 Web项目接口
var result = httpHelper.PostRequestNoAuth<CalcBondRequest, CalcBondReponse>(calculateUrl, request).Result;
if (result != null && !result.success)
{
LogFactory.GetLogger("BondCalcHepler").Info("计算器计算失败：" + result.message);
}
else
try
{
// http 请求 Web项目接口
var result = httpHelper.PostRequestNoAuth<CalcBondRequest, CalcBondReponse>(calculateUrl, request).Result;
return result.data;
}
catch (Exception ex)
{
LogFactory.GetLogger("BondCalcHelper").Error("请求计算器时发生异常", ex);
}
}
return null;
}
YLErpDAL/Modules/SwapModule/SwapTradeAutoService.cs
+54 -53
View File
@@ -87,7 +87,7 @@ namespace YLErp.Modules.SwapModule
}
swapFlow.TradingAmountAvg = (item.deal_full_price ?? 0) * 0.01m;
swapFlow.TradingAmountFeeAvg = (item.deal_full_price_include_fee ?? 0) * 0.01m;
swapFlow.TradingAmount = swapFlow.TradingQty * swapFlow.ContractSize*swapFlow.TradingAmountAvg;
swapFlow.TradingAmount = swapFlow.TradingQty * swapFlow.ContractSize * swapFlow.TradingAmountAvg;
swapFlow.ClientId = Convert.ToInt32(item.client_id ?? 0);
swapFlow.ytm = (item.ytm ?? 0) * 0.01m;
swapFlow.TradingAmountNet = (item.deal_price ?? 0) * 0.01m;
@@ -182,7 +182,7 @@ namespace YLErp.Modules.SwapModule
foreach (var item in groupByClientIdDic)
{
var clientUms = item.Value.Select(x => x.UnderlyingCode).Distinct().ToList();
clientUmsDic.Add(item.Key??0, clientUms);
clientUmsDic.Add(item.Key ?? 0, clientUms);
}
return clientUmsDic;
}
@@ -194,11 +194,12 @@ namespace YLErp.Modules.SwapModule
/// <param name="underlyingCode"></param>
/// <param name="valueDate"></param>
/// <returns></returns>
public bool CheckFlowAfter(int? clientId, string underlyingCode, DateTime valueDate) {
Expression<Func<swap_flow, bool>> expression =x=> x.OccurTime > valueDate && x.DataState == (int)SwapFlowDateStateEnum.完成;
public bool CheckFlowAfter(int? clientId, string underlyingCode, DateTime valueDate)
{
Expression<Func<swap_flow, bool>> expression = x => x.OccurTime > valueDate && x.DataState == (int)SwapFlowDateStateEnum.完成;
if (clientId.HasValue)
{
expression = expression.And(x=>x.ClientId==clientId);
expression = expression.And(x => x.ClientId == clientId);
}
if (!string.IsNullOrEmpty(underlyingCode))
{
@@ -226,7 +227,7 @@ namespace YLErp.Modules.SwapModule
{
expression = expression.And(x => x.UnderlyingCode == underlyingCode);
}
var resetTradeIds = DbContext.trade.Where(expression).Select(s=>s.id).ToList();
var resetTradeIds = DbContext.trade.Where(expression).Select(s => s.id).ToList();
return resetTradeIds;
}
/// <summary>
@@ -236,7 +237,7 @@ namespace YLErp.Modules.SwapModule
/// <exception cref="ServiceException"></exception>
public void CheckFR007Data(DateTime valueDate)
{
var existFr007= DbContext.eod_commodity_future_price.Any(s => s.ValueDate==valueDate && s.UnderlyingCode=="FR007");
var existFr007 = DbContext.eod_commodity_future_price.Any(s => s.ValueDate == valueDate && s.UnderlyingCode == "FR007");
if (!existFr007)
{
throw new ServiceException($"{valueDate.ToString("yyyy-MM-dd")}没有FR007数据不能进行簿记");
@@ -312,7 +313,7 @@ namespace YLErp.Modules.SwapModule
/// 簿记前自动校验
/// </summary>
/// <param name="mergeList"></param>
public void BookingValidate(List<swap_flow_merge> mergeList,DateTime valueDate)
public void BookingValidate(List<swap_flow_merge> mergeList, DateTime valueDate)
{
foreach (var merge in mergeList)
{
@@ -352,7 +353,7 @@ namespace YLErp.Modules.SwapModule
/// 汇总流水
/// </summary>
/// <param name="valueDate"></param>
public List<swap_flow_merge> SummaryFlow(List<swap_flow> swapFlows, DateTime valueDate,bool save = true)
public List<swap_flow_merge> SummaryFlow(List<swap_flow> swapFlows, DateTime valueDate, bool save = true, Action<string> callback = null)
{
var swapFlowGroup = swapFlows.GroupBy(g => new { g.ClientId, g.OccurTime, g.UnderlyingCode, g.BsType }).ToList();
List<swap_flow_merge> list = new List<swap_flow_merge>();
@@ -388,14 +389,14 @@ namespace YLErp.Modules.SwapModule
swap_flow_summary.TradingAmountNetFeeAvg = swap_flow_summary.TradingQty == 0 ? swap_flow_summary.TradingAmountNetAvg : swap_flow_summary.TradingAmountNetAvg + swap_flow_summary.TradingFeePending * tradeSide / swap_flow_summary.TradingQty;
swap_flow_summary.TradingAmountNetFeeAvg = Math.Round(swap_flow_summary.TradingAmountNetFeeAvg ?? 0, 10);
// 计算收益率
CalBondResult result = BondCalcHepler.BondCalcByDate(gourpItem.Key.UnderlyingCode, swap_flow_summary.TradingAmountAvg * 100, valueDate.ToString("yyyy-MM-dd"));
CalBondResult result = BondCalcHepler.BondCalcByDate(gourpItem.Key.UnderlyingCode, swap_flow_summary.TradingAmountAvg * ConsGlobal.bondShowPriceMultiple, valueDate.ToString("yyyy-MM-dd"));
if (result != null)
{
swap_flow_summary.InitYtm = result.ytm * ConsGlobal.bondPriceMultiple;
}
else
{
// 发送给前端提示
callback?.Invoke($"请求计算器时发生异常，标的：{gourpItem.Key.UnderlyingCode} 清算日期：{valueDate:yyyy-MM-dd}");
}
swap_flow_summary.SetOpt(UserInfo);
if (save)
@@ -411,7 +412,7 @@ namespace YLErp.Modules.SwapModule
/// 汇总流水
/// </summary>
/// <param name="valueDate"></param>
public List<swap_flow_merge> SummaryFlow(List<SwapFlowDeal> swapFlows)
public List<swap_flow_merge> SummaryFlow(List<swap_flow> swapFlows1, DateTime tradeDate, List<SwapFlowDeal> swapFlows)
{
var swapFlowGroup = swapFlows.GroupBy(g => new { g.ClientId, g.OccurDate, g.UnderlyingCode, g.BsType }).ToList();
List<swap_flow_merge> list = new List<swap_flow_merge>();
@@ -507,17 +508,17 @@ namespace YLErp.Modules.SwapModule
var floatRateQuery = DbContext.swap_float_rate.Where(floatRatePredicate);
int dealCount = 0;
Dictionary<long,List<string>> clientUmsDic = new Dictionary<long, List<string>>();
Dictionary<long, List<string>> clientUmsDic = new Dictionary<long, List<string>>();
foreach (var groupItem in flowquery)
{
MergeAvgModelItem(groupItem, swaptrades, swapPositions, floatRateQuery, ref dealCount, action);
MergeAvgModelItem(groupItem, swaptrades, swapPositions, floatRateQuery, ref dealCount, action);
clientUmsDic.Add(groupItem.Key ?? 0, groupItem.Select(p => p.UnderlyingCode).Distinct().ToList());
}
return clientUmsDic;
}
public void UpdateSwapFlowState(List<swap_flow> swapFlows)
{
@@ -604,8 +605,8 @@ namespace YLErp.Modules.SwapModule
if (cashNeedAfter)
{
var flowEvents = DbContext.swap_flow_event.Where(x => x.EventDate == flowMerge.OccurTime && x.PayDate > x.UnwindDate && x.EventType == (int)SwapFlowEventTypeEnum.平仓 && x.DataState == (int)SwapFlowDateStateEnum.完成 && x.ClientId == flowMerge.ClientId && x.PayDirection > 0);
var tradeIds = flowEvents.Select(s=>s.SwapTradeId).Distinct();
var trades = DbContext.trade.Where(x=> tradeIds.Contains(x.id)&&x.ValidState!=ConsGlobal.InValid);
var tradeIds = flowEvents.Select(s => s.SwapTradeId).Distinct();
var trades = DbContext.trade.Where(x => tradeIds.Contains(x.id) && x.ValidState != ConsGlobal.InValid);
cashNeedAfter = !trades.Any();
}
if (!hasPayPosition)//没有持仓
@@ -614,7 +615,7 @@ namespace YLErp.Modules.SwapModule
}
else
{
DealHasPosition(mergeList, client, asset, underlying, floatRate, clientSwapPositionList, clientSwapTrades,clearingAgency, cashNeedAfter);
DealHasPosition(mergeList, client, asset, underlying, floatRate, clientSwapPositionList, clientSwapTrades, clearingAgency, cashNeedAfter);
}
}
@@ -634,7 +635,7 @@ namespace YLErp.Modules.SwapModule
private void MergeAvgModelItem(IGrouping<int?, swap_flow_merge> groupItem,
List<trade> swaptrades,
List<swap_position> swapPositions,
IQueryable<SwapFloatRate> floatRateQuery,ref int dealCount, Action<int>? action)
IQueryable<SwapFloatRate> floatRateQuery, ref int dealCount, Action<int>? action)
{
var clientId = groupItem.Key;
var client = DataCacheProvider.GetClientDataSource().GetData(clientId ?? 0);
@@ -668,7 +669,7 @@ namespace YLErp.Modules.SwapModule
}
else
{
AvgDealHasPosition(mergeList, client, asset, underlying, floatRate, clientSwapPositionList, clientSwapTrades, clearingAgency);
AvgDealHasPosition(mergeList, client, asset, underlying, floatRate, clientSwapPositionList, clientSwapTrades, clearingAgency);
}
}
@@ -727,7 +728,7 @@ namespace YLErp.Modules.SwapModule
var posi = DbContext.swap_position.FirstOrDefault(x => x.SwapTradeId == trade.id && x.PosiDirection > 0 && !x.IsInitial);
SetNewOpenData(flowMergeMin, flowMergeClone, posi);
}
var trade2 = swapTradeService.NewSwapTrade(flowMergeClone, client, asset, underlying, floatRate, clearingAgency);
var trade2 = swapTradeService.NewSwapTrade(flowMergeClone, client, asset, underlying, floatRate, clearingAgency);
flowMergeMax.SwapTradeNo = trade2.TradeNumber;
flowMergeMin.SwapTradeNo = trade2.TradeNumber;
}
@@ -753,11 +754,11 @@ namespace YLErp.Modules.SwapModule
{
var negativeFlow = swapFlows.Where(x => x.BsType != byType).FirstOrDefault();
var sameFlow = swapFlows.Where(x => x.BsType == byType).FirstOrDefault();
if (negativeFlow==null)
if (negativeFlow == null)
{
return NewSwapTrade(sameFlow, client, asset, underlying, floatRate,clearingAgency);
return NewSwapTrade(sameFlow, client, asset, underlying, floatRate, clearingAgency);
}
return DealTwoDirectionFlows(sameFlow, negativeFlow, client, asset, underlying, floatRate, clearingAgency);
return DealTwoDirectionFlows(sameFlow, negativeFlow, client, asset, underlying, floatRate, clearingAgency);
}
/// <summary>
/// 当前无持仓，且有2个方向流水合成簿记
@@ -786,10 +787,10 @@ namespace YLErp.Modules.SwapModule
//先开数量大的，再用小的平仓
if (sameQty < negaQty)
{
sameFlowClone= DataHelper.DeepCopyObject(negativeFlow);
sameFlowClone = DataHelper.DeepCopyObject(negativeFlow);
negaFlowClone = DataHelper.DeepCopyObject(sameFlow);
}
var trade = NewSwapTrade(sameFlowClone, client, asset, underlying, floatRate, clearingAgency);
var trade = NewSwapTrade(sameFlowClone, client, asset, underlying, floatRate, clearingAgency);
// 平仓
new SwapDealService(UserInfo).AuotoSwapUnwind(trade.id,
negaFlowClone.TradingAmountAvg,
@@ -911,11 +912,11 @@ namespace YLErp.Modules.SwapModule
{
if (mergeList.Count == 1)//只有一条流水情况
{
DealSingleFlow(mergeList, clientSwapPositionList, clientSwapTrades, client, asset, underlying, floatRate,clearingAgency);
DealSingleFlow(mergeList, clientSwapPositionList, clientSwapTrades, client, asset, underlying, floatRate, clearingAgency);
}
else
{
DealDoubleFlow(mergeList, clientSwapPositionList, clientSwapTrades, client, asset, underlying, floatRate, clearingAgency, cashNeedAfter);
DealDoubleFlow(mergeList, clientSwapPositionList, clientSwapTrades, client, asset, underlying, floatRate, clearingAgency, cashNeedAfter);
}
}
/// <summary>
@@ -939,13 +940,13 @@ namespace YLErp.Modules.SwapModule
string clearingAgency)
{
var firstFlow = flowList.First();
if (flowList.Count==1)//只有一条流水情况
if (flowList.Count == 1)//只有一条流水情况
{
AvgDealSingleFlow(firstFlow, clientSwapPositionList, clientSwapTrades, client, asset, underlying, floatRate, clearingAgency);
}
else
{
AvgDealDoubleFlow(flowList, clientSwapPositionList, clientSwapTrades, client, asset, underlying, floatRate,clearingAgency);
AvgDealDoubleFlow(flowList, clientSwapPositionList, clientSwapTrades, client, asset, underlying, floatRate, clearingAgency);
}
}
/// <summary>
@@ -1066,18 +1067,18 @@ namespace YLErp.Modules.SwapModule
flowMergeFirst.SwapTradeNo = flowMergeFirstClone.SwapTradeNo;
//再处理第二条流水的反向持仓
var lastTrade = DealDoubleFlowDetial(sameTrades, sameDirectionPositions, flowMergeLastClone, client, asset, underlying, floatRate, clearingAgency, false,false);
var lastTrade = DealDoubleFlowDetial(sameTrades, sameDirectionPositions, flowMergeLastClone, client, asset, underlying, floatRate, clearingAgency, false, false);
flowMergeLast.SwapTradeNo = flowMergeLastClone.SwapTradeNo;
if (flowMergeFirstClone.BsType != flowMergeLastClone.BsType && firstTrade != null)
{
var trades = new List<trade> { firstTrade };
var positions = DbContext.swap_position.Where(x => x.SwapTradeId == firstTrade.id && x.PosiDirection > 0 && !x.IsInitial && !x.Invalid).ToList();
DealDoubleFlowDetial(trades, positions, flowMergeLastClone, client, asset, underlying, floatRate, clearingAgency, true,false);
DealDoubleFlowDetial(trades, positions, flowMergeLastClone, client, asset, underlying, floatRate, clearingAgency, true, false);
flowMergeLast.SwapTradeNo = flowMergeLastClone.SwapTradeNo;
}
else if (lastTrade==null)
else if (lastTrade == null)
{
swapTradeService.NewSwapTrade(flowMergeLastClone, client, asset, underlying, floatRate, clearingAgency);
swapTradeService.NewSwapTrade(flowMergeLastClone, client, asset, underlying, floatRate, clearingAgency);
}
}
/// <summary>
@@ -1107,13 +1108,13 @@ namespace YLErp.Modules.SwapModule
var flowClone = DataHelper.DeepCopyObject(flow);
// 同向新开
if (flow.BsType== firstPosi.PositionType)
if (flow.BsType == firstPosi.PositionType)
{
NewSwapTrade(flowClone, client, asset, underlying, floatRate, clearingAgency);
NewSwapTrade(flowClone, client, asset, underlying, floatRate, clearingAgency);
}
else //反向先平仓，有剩余开仓
{
AvgDealUnwind(flowClone, clientSwapTrades, swapPositions, client, asset, underlying, floatRate, clearingAgency);
AvgDealUnwind(flowClone, clientSwapTrades, swapPositions, client, asset, underlying, floatRate, clearingAgency);
}
}
/// <summary>
@@ -1142,23 +1143,23 @@ namespace YLErp.Modules.SwapModule
var posiQty = swapPositions.Sum(s => s.PosiQuantity);
var flowSame = flowList.Where(x => x.BsType == firstPosi.PositionType).First();
var flowNeg = flowList.Where(x => x.BsType != firstPosi.PositionType).First();
var negaBsType= flowNeg.BsType;
var negaBsType = flowNeg.BsType;
var sameQty = posiQty + flowSame.TradingQty;
var flowSameClone = DataHelper.DeepCopyObject(flowSame);
var flowNegClone = DataHelper.DeepCopyObject(flowNeg);
//先平反向
var trade= AvgDealUnwind(flowNegClone, clientSwapTrades, swapPositions, client, asset, underlying, floatRate, clearingAgency);
var trade = AvgDealUnwind(flowNegClone, clientSwapTrades, swapPositions, client, asset, underlying, floatRate, clearingAgency);
var newFlowList = new List<swap_flow>();
if (trade!=null)
if (trade != null)
{
var flowQty = flowSameClone.TradingQty;
var currentPosiQty = flowNegClone.TradingQty;
var newOpenQty = currentPosiQty - flowQty;
var unwindQty = newOpenQty > 0 ? flowQty : currentPosiQty;
var unwindFee = flowSameClone.TradingFeePending * unwindQty / currentPosiQty;
unwindFee=Math.Round(unwindFee,ConsGlobal.MoneyRound,MidpointRounding.AwayFromZero);
flowSameClone.TradingFeePending= flowSameClone.TradingFeePending - unwindFee;
unwindFee = Math.Round(unwindFee, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
flowSameClone.TradingFeePending = flowSameClone.TradingFeePending - unwindFee;
flowQty = flowQty - unwindQty;
// 平仓
new SwapDealService(UserInfo).AuotoSwapUnwind(trade.id,
@@ -1169,7 +1170,7 @@ namespace YLErp.Modules.SwapModule
flowSameClone.OccurTime,
unwindQty,
unwindFee);
if (flowQty>0)
if (flowQty > 0)
{
flowSameClone.TradingQty = flowQty;
flowSameClone.TradingAmount = flowSameClone.TradingQty;
@@ -1207,7 +1208,7 @@ namespace YLErp.Modules.SwapModule
var flowQty = swapFlow.TradingQty;
foreach (var posi in swapPositions)
{
if (swapFlow==null|| flowQty == 0)
if (swapFlow == null || flowQty == 0)
{
break;
}
@@ -1217,9 +1218,9 @@ namespace YLErp.Modules.SwapModule
var posiQty = posi.PosiQuantity;
var newOpenQty = posiQty - flowQty;
var unwindQty = newOpenQty > 0 ? flowQty : posiQty;
var unwindFee = swapFlow.TradingFeePending* unwindQty / flowQty;
unwindFee=Math.Round(unwindFee, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
flowQty = flowQty - unwindQty;
var unwindFee = swapFlow.TradingFeePending * unwindQty / flowQty;
unwindFee = Math.Round(unwindFee, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
flowQty = flowQty - unwindQty;
swapFlow.TradingFeePending = swapFlow.TradingFeePending - unwindFee;
// 平仓
new SwapDealService(UserInfo).AuotoSwapUnwind(td.id,
@@ -1236,7 +1237,7 @@ namespace YLErp.Modules.SwapModule
if (flowQty > 0) //平仓完有剩余流水，
{
swapFlow.TradingQty = flowQty;
swapFlow.TradingAmount = swapFlow.TradingQty* swapFlow.TradingAmountAvg;
swapFlow.TradingAmount = swapFlow.TradingQty * swapFlow.TradingAmountAvg;
return NewSwapTrade(swapFlow, client, asset, underlying, floatRate, clearingAgency);
}
return null;
@@ -1278,7 +1279,7 @@ namespace YLErp.Modules.SwapModule
{
SetNewOpenData(flowMergeMax, flowMergeSameClone, dealResult.Item4);
}
return swapTradeService.NewSwapTrade(flowMergeSameClone, client, asset, underlying, floatRate, clearingAgency);
return swapTradeService.NewSwapTrade(flowMergeSameClone, client, asset, underlying, floatRate, clearingAgency);
}
return null;
@@ -1312,7 +1313,7 @@ namespace YLErp.Modules.SwapModule
var first = true;
foreach (trade td in negativeTrades)
{
if (first&& cashNeedAfter)
if (first && cashNeedAfter)
{
cashNeedAfter = true;
}
@@ -1326,7 +1327,7 @@ namespace YLErp.Modules.SwapModule
cloneNegativeTrades.Remove(td);
if (cloneNegativeTrades.Count > 0)
{
return DealNegativeTrade(cloneNegativeTrades, flowMerge, floatPositions, unwindTradeIds, needOpen,false);//继续平下一个簿记
return DealNegativeTrade(cloneNegativeTrades, flowMerge, floatPositions, unwindTradeIds, needOpen, false);//继续平下一个簿记
}
else //交易平完，流水有剩余
{
@@ -1340,7 +1341,7 @@ namespace YLErp.Modules.SwapModule
var newQty = floatPosition.PosiQuantity - flowMerge.TradingQtyAbs;
var newQtyAbs = Math.Abs(newQty);
flowMerge.SwapTradeNo = td.TradeNumber;
var unwindFee= newQty>0? flowMerge.TradingFeePending: flowMerge.TradingFeePending* floatPosition.PosiQuantity / flowMerge.TradingQty;
var unwindFee = newQty > 0 ? flowMerge.TradingFeePending : flowMerge.TradingFeePending * floatPosition.PosiQuantity / flowMerge.TradingQty;
unwindFee = Math.Round(unwindFee, 4, MidpointRounding.AwayFromZero);
// 全平
new SwapDealService(UserInfo).AuotoSwapUnwind(td.id,
@@ -1359,7 +1360,7 @@ namespace YLErp.Modules.SwapModule
}
else
{
flowMerge.TradingFeePending = flowMerge.TradingFeePending- unwindFee;
flowMerge.TradingFeePending = flowMerge.TradingFeePending - unwindFee;
}
flowMerge.TradingQty = newQtyAbs;
if (newQty < 0)//交易不够平，继续平
YLErpWeb/Hubs/SwapFlowCombookingHub.cs
+1 -1
View File
@@ -57,7 +57,7 @@ namespace YLErp.Web.Hubs
}
currentStep = "正在合成流水";
await client.SendAsync("ReceiveMessage", currentStep);
var mergeList = service.SummaryFlow(swapFlows, req.tradeDate);
var mergeList = service.SummaryFlow(swapFlows, req.tradeDate, callback: (str) => { client.SendAsync("WarnMessage", str); });
// 数据校验逻辑
currentStep = "校验上一日是否收盘";
await client.SendAsync("ReceiveMessage", currentStep);
YLErpWeb/wwwroot/Scripts/app/swaptrade/SwapflowList.js
+4
View File
@@ -43,6 +43,10 @@ function CombookingHub() {
bookconnection.on('ReceiveMessage', function (msg) {
$('#msg').text(msg);
});
// 监听服务器发送的消息。
bookconnection.on('WarnMessage', function (msg) {
$('#msg').messsage(msg);
});
// 监听服务器发送的异常消息。
bookconnection.on('ExceptionMessage', function (msg) {
$('#msg').text(msg);