From 4771fa1268971dfde003e43b269aad5051766a3a Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?=E5=90=B4=E6=96=B9=E6=B5=B7?= <wufanghai@ylkj7.wecom.work>
Date: Fri, 7 Jun 2024 13:39:36 +0800
Subject: [PATCH] =?UTF-8?q?=E4=BB=A3=E7=A0=81=E7=BB=93=E6=9E=84=E4=BF=AE?=
 =?UTF-8?q?=E6=94=B9?=
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---
 .../RealTimeClientBanlanceService.cs          | 40 ++++++++-----------
 1 file changed, 17 insertions(+), 23 deletions(-)

diff --git a/YLErpDAL/BLL/EodSettlement/RealTimeClientBanlanceService.cs b/YLErpDAL/BLL/EodSettlement/RealTimeClientBanlanceService.cs
index cf069486..09c828d1 100644
--- a/YLErpDAL/BLL/EodSettlement/RealTimeClientBanlanceService.cs
+++ b/YLErpDAL/BLL/EodSettlement/RealTimeClientBanlanceService.cs
@@ -1372,34 +1372,28 @@ namespace YLErp.BLL.Eod
         private void ProcessClientSwap(DateTime lastSettletDate, DateTime startDate)
         {
             var clientIds = _clientBalanceDic.Keys;
-            var positionList = DbContext.trade.Where(t => (ConsTrade.PositionTradeStatusList.Contains(t.TradeStatus)) && clientIds.Contains(t.ClientId) && t.ValidState != "InValid" && t.TradeType == "收益互换");
-            var marignQuery = from t in positionList
-                              join s in DbContext.swap_position on t.id equals s.SwapTradeId
-                              where  !s.IsInitial && !s.Invalid
-                              select new
-                              {
-                                  ClientId=t.ClientId,
-                                  StructureType=t.StructureType,
-                                  Position=s,
-                                 margin= s.InterestPrincipalFix*(s.InterestDirection==1?-1:1)
-                              };
-            var marginQueryGroup = marignQuery.ToList().GroupBy(t => t.ClientId);
-            foreach (var marginItem in marginQueryGroup)
+            var trades = DbContext.trade.Where(t => (ConsTrade.PositionTradeStatusList.Contains(t.TradeStatus)) && clientIds.Contains(t.ClientId) && t.ValidState != "InValid" && t.TradeType == "收益互换").Select(s => new {s.id,s.ClientId }).ToList();
+            var tradeIds = trades.Select(s=>s.id).ToList();
+            var positions = DbContext.swap_position.Where(s => tradeIds.Contains(s.SwapTradeId) && !s.IsInitial && !s.Invalid).ToList(); 
+            var queryGroup = trades.GroupBy(t => t.ClientId);
+            foreach (var item in queryGroup)
             {
-                var balance = _clientBalanceDic[marginItem.Key];
-                var marginList = marginItem.Where(x => x.StructureType != "多空组合"&& ConsTrade.InterestMarginModels.Contains(x.Position.InterestMode)).Sum(s=>s.Position.InterestPrincipalFix * (s.Position.InterestDirection == 1 ? -1 : 1));
+                var balance = _clientBalanceDic[item.Key];
+                var clientTradeIds = item.Select(s => s.id).ToList();
+                var clientPositions = positions.Where(x => clientTradeIds.Contains(x.SwapTradeId)).ToList();
+                var marginList = clientPositions.Where(x =>ConsTrade.InterestMarginModels.Contains(x.InterestMode)).Sum(s=>s.InterestPrincipalFix * (s.InterestDirection == 1 ? -1 : 1));
                 balance.SwapMargin =Convert.ToDouble(marginList);
-                var positions= marginItem.Where(x => x.Position.PosiQuantity > 0);
-                balance.PositionCount= positions.Select(s=>s.Position.SwapTradeId).Distinct().Count();
-                balance.PositionNotionalPrincipal = Convert.ToDouble(positions.Sum(s=>s.Position.PosiNotionalValue));//实时
+                var floatPositions= positions.Where(x => x.PosiQuantity > 0);
+                balance.PositionCount= tradeIds.Count();
+                balance.PositionNotionalPrincipal = Convert.ToDouble(positions.Sum(s=>s.PosiNotionalValue));//实时
             }
             var eodSwapQuery = DbContext.eod_swap.Where(x => clientIds.Contains(x.ClientId) && x.ValueDate >= lastSettletDate && x.ValueDate <= startDate).GroupBy(x => x.SwapTradeId)
                                 .Select(g => g.OrderByDescending(x => x.ValueDate).FirstOrDefault()).ToList();
-            var tradeIds = eodSwapQuery.Select(s => s.SwapTradeId).ToList();
-            var trades = DbContext.trade.Where(t => (ConsTrade.TradeStatusAfterConfirmed.Contains(t.TradeStatus)) && tradeIds.Contains(t.id) && t.ValidState != "InValid" && startDate >= t.StartDate);
-            tradeIds = trades.Select(s => s.id).ToList();
-            eodSwapQuery = eodSwapQuery.Where(x => tradeIds.Contains(x.SwapTradeId)).ToList();
-            var eodSwapPositions = DbContext.eod_swap_position.Where(x => tradeIds.Contains(x.SwapTradeId) && x.ValueDate >= lastSettletDate && x.ValueDate <= startDate && x.PosiDirection > 0);
+            var eodTradeIds = eodSwapQuery.Select(s => s.SwapTradeId).ToList();
+            var eodTrades = DbContext.trade.Where(t => (ConsTrade.TradeStatusAfterConfirmed.Contains(t.TradeStatus)) && tradeIds.Contains(t.id) && t.ValidState != "InValid" && startDate >= t.StartDate);
+            eodTradeIds = eodTrades.Select(s => s.id).ToList();
+            eodSwapQuery = eodSwapQuery.Where(x => eodTradeIds.Contains(x.SwapTradeId)).ToList();
+            var eodSwapPositions = DbContext.eod_swap_position.Where(x => eodTradeIds.Contains(x.SwapTradeId) && x.ValueDate >= lastSettletDate && x.ValueDate <= startDate && x.PosiDirection > 0);
             var eodSwaps = eodSwapQuery.GroupBy(g => g.ClientId).ToList();
             foreach (var data in eodSwaps)
             {