diff --git a/Plugins/YLErp.Plugins.GuoLian/App_Docs/contract_template/国联民生-收益互换交易确认书-境内模板-【客户看多】-【债券ETF】-清洁版.docx b/Plugins/YLErp.Plugins.GuoLian/App_Docs/contract_template/国联民生-收益互换交易确认书-境内模板-【客户看多】-【债券ETF】-清洁版.docx index bdddc4db..a1d59deb 100644 Binary files a/Plugins/YLErp.Plugins.GuoLian/App_Docs/contract_template/国联民生-收益互换交易确认书-境内模板-【客户看多】-【债券ETF】-清洁版.docx and b/Plugins/YLErp.Plugins.GuoLian/App_Docs/contract_template/国联民生-收益互换交易确认书-境内模板-【客户看多】-【债券ETF】-清洁版.docx differ diff --git a/Plugins/YLErp.Plugins.GuoLian/App_Docs/contract_template/国联民生-收益互换交易确认书-境内模板-【客户看多】-【现券】-清洁版.docx b/Plugins/YLErp.Plugins.GuoLian/App_Docs/contract_template/国联民生-收益互换交易确认书-境内模板-【客户看多】-【现券】-清洁版.docx index acbaa09a..9527e9b6 100644 Binary files a/Plugins/YLErp.Plugins.GuoLian/App_Docs/contract_template/国联民生-收益互换交易确认书-境内模板-【客户看多】-【现券】-清洁版.docx and b/Plugins/YLErp.Plugins.GuoLian/App_Docs/contract_template/国联民生-收益互换交易确认书-境内模板-【客户看多】-【现券】-清洁版.docx differ diff --git a/Plugins/YLErp.Plugins.GuoLian/App_Docs/contract_template/国联民生-收益互换交易确认书-境内模板-【客户看空】-【债券ETF】-清洁版.docx b/Plugins/YLErp.Plugins.GuoLian/App_Docs/contract_template/国联民生-收益互换交易确认书-境内模板-【客户看空】-【债券ETF】-清洁版.docx index 21592e05..a1c725c7 100644 Binary files a/Plugins/YLErp.Plugins.GuoLian/App_Docs/contract_template/国联民生-收益互换交易确认书-境内模板-【客户看空】-【债券ETF】-清洁版.docx and b/Plugins/YLErp.Plugins.GuoLian/App_Docs/contract_template/国联民生-收益互换交易确认书-境内模板-【客户看空】-【债券ETF】-清洁版.docx differ diff --git a/Plugins/YLErp.Plugins.GuoLian/App_Docs/contract_template/国联民生-收益互换交易确认书-境内模板-【客户看空】-【现券】-清洁版.docx b/Plugins/YLErp.Plugins.GuoLian/App_Docs/contract_template/国联民生-收益互换交易确认书-境内模板-【客户看空】-【现券】-清洁版.docx index ca409473..4b1fdb92 100644 Binary files a/Plugins/YLErp.Plugins.GuoLian/App_Docs/contract_template/国联民生-收益互换交易确认书-境内模板-【客户看空】-【现券】-清洁版.docx and b/Plugins/YLErp.Plugins.GuoLian/App_Docs/contract_template/国联民生-收益互换交易确认书-境内模板-【客户看空】-【现券】-清洁版.docx differ diff --git a/Plugins/YLErp.Plugins.GuoLian/DocumentGenerator/TradeConfirmationGenerator.cs b/Plugins/YLErp.Plugins.GuoLian/DocumentGenerator/TradeConfirmationGenerator.cs index 281889ce..4972eba5 100644 --- a/Plugins/YLErp.Plugins.GuoLian/DocumentGenerator/TradeConfirmationGenerator.cs +++ b/Plugins/YLErp.Plugins.GuoLian/DocumentGenerator/TradeConfirmationGenerator.cs @@ -193,6 +193,7 @@ namespace YLErp.Plugins.GuoLian.DocumentGenerator // 银行账户信息 dic["户名"] = bank?.ClientName ?? ""; dic["银行账号"] = bank?.Card ?? ""; + dic["支付系统号"] = ""; dic["开户行"] = bank?.Bank ?? ""; dic["大额行号"] = bank?.Payment ?? ""; @@ -206,6 +207,7 @@ namespace YLErp.Plugins.GuoLian.DocumentGenerator // 标的发行人（从债券信息中获取） var bond = JsonHelper.Deserialize(underlying.ExJson) ?? new UnderlyingBond(); dic["参考标的发行人"] = bond.UnderlyingIssuer ?? ""; + dic["参考标的担保人"] = ""; dic["票面利率"] = (bond.CouponRate ?? 0).ToString("N4"); dic["参考标的到期日"] = underlying.MaturityDate?.ToString("yyyy年M月d日") ?? ""; } @@ -376,6 +378,7 @@ namespace YLErp.Plugins.GuoLian.DocumentGenerator dic["参考标的名义份额"] = swapPosition != null ? ((double)swapPosition.PosiQuantity).ToString("N2") : "0.00"; + dic["参考标的基金管理人"] = ""; // 乙方联系人信息 var clientDuties = Context.GetClientDuties(); diff --git a/Plugins/YLErp.Plugins.ZheShang/App_Docs/contract_template/swap_01.docx b/Plugins/YLErp.Plugins.ZheShang/App_Docs/contract_template/swap_01.docx deleted file mode 100644 index d10313e0..00000000 Binary files a/Plugins/YLErp.Plugins.ZheShang/App_Docs/contract_template/swap_01.docx and /dev/null differ diff --git a/Plugins/YLErp.Plugins.ZheShang/App_Docs/settlement_template/dma_01.docx b/Plugins/YLErp.Plugins.ZheShang/App_Docs/settlement_template/dma_01.docx deleted file mode 100644 index e375ccc8..00000000 Binary files a/Plugins/YLErp.Plugins.ZheShang/App_Docs/settlement_template/dma_01.docx and /dev/null differ diff --git a/Plugins/YLErp.Plugins.ZheShang/App_Docs/settlement_template/nodma_01.xlsx b/Plugins/YLErp.Plugins.ZheShang/App_Docs/settlement_template/nodma_01.xlsx deleted file mode 100644 index 2cf6a553..00000000 Binary files a/Plugins/YLErp.Plugins.ZheShang/App_Docs/settlement_template/nodma_01.xlsx and /dev/null differ diff --git a/Plugins/YLErp.Plugins.ZheShang/App_Docs/settlement_template/settle_01.docx b/Plugins/YLErp.Plugins.ZheShang/App_Docs/settlement_template/settle_01.docx deleted file mode 100644 index 56ec3f15..00000000 Binary files a/Plugins/YLErp.Plugins.ZheShang/App_Docs/settlement_template/settle_01.docx and /dev/null differ diff --git a/Plugins/YLErp.Plugins.ZheShang/DocumentGenerator/TradeConfirmationGenerator.cs b/Plugins/YLErp.Plugins.ZheShang/DocumentGenerator/TradeConfirmationGenerator.cs deleted file mode 100644 index 6294357b..00000000 --- a/Plugins/YLErp.Plugins.ZheShang/DocumentGenerator/TradeConfirmationGenerator.cs +++ /dev/null @@ -1,291 +0,0 @@ -using Microsoft.VisualBasic; -using Newtonsoft.Json.Linq; -using NPOI.SS.Formula.Functions; -using Org.BouncyCastle.Ocsp; -using System.Diagnostics; -using System.Net.Http.Headers; -using System.Text.RegularExpressions; -using YLErp.Core.Helpers; -using YLErp.DBModels; -using YLErp.DBModels.Consts; -using YLErp.DBModels.Enums; -using YLErp.Enums; -using YLErp.Plugins.TradeDocGenerator; -using YLErp.Plugins.TradeDocGenerator.Abstracts; -using static NPOI.HSSF.Util.HSSFColor; - -namespace YLErp.Plugins.ShanXi.DocumentGenerator -{ - internal class TradeConfirmationGenerator : BaseConfirmationGenerator_Batch, ITradeConfirmationGenerator - { - public TradeConfirmationGenerator() - : base(ContractTypeEnum.Trade) - { - - } - - protected override string GetTemplateFilePath() - { - string templatePath = null; - var trade = Context.Trade; - if (trade.TradeType == "收益互换") //&& trade.StructureType != null) - { - //if (trade.StructureType == "普通债券类收益互换" || trade.StructureType == "普通收益互换") - //{ - // var swapPosition = Context.GetSwapPositions(trade.id, true).Where(x => x.PositionType > 0).FirstOrDefault(); - - // if (swapPosition != null) - // { - // switch (swapPosition.PositionType) - // { - // case 1: - // templatePath = MosPathHelper.Combine(GlobalConfig.PluginFolder, "App_Docs\\交易确认书\\客户多头交易确认书模板.docx"); - // break; - // case 2: - // templatePath = MosPathHelper.Combine(GlobalConfig.PluginFolder, "App_Docs\\交易确认书\\客户空头交易确认书模板.docx"); - // break; - // } - // } - //} - //else - //{ - templatePath = MosPathHelper.Combine(GlobalConfig.PluginFolder, "App_Docs\\contract_template\\swap_01.docx"); - //} - } - else - { - throw new Exception("不支持商品类型"); - } - return templatePath; - } - - protected override string GetOutputFileName(string contractNo, string contractIndex) - { - var rule = $"收益互换交易确认书{contractNo}"; - return $"{rule}.{DocType.ToLower()}"; - } - - protected override string GetContractNo(out string contractIndex) - { - var contractNo = Context.GenerateContractNo(out contractIndex); - return contractNo; - } - - protected override void PrepareViewData(Dictionary dic) - { - var trade = Context.Trade; - switch (trade.IsGroup == 1 ? trade.StructureType : trade.TradeType) - { - case "收益互换": - SetSwapData(dic); - break; - default: - break; - } - } - - - /// - /// 山证收益互换模板数据填充 - /// - /// - public void SetSwapData(Dictionary dic) - { - var trade = Context.Trade; - SetSingleSwap(dic); - } - - private void SetSingleSwap(Dictionary dic) - { - var client = Context.GetClient(); - var bank = Context.GetClientBankCard(false); - var clientduties = Context.GetClientDuties(); - var table1 = new JArray(); - var table2 = new JArray(); - dic["交易编号"] = GetContractNo(out string contractIndex); - dic["交易对手方全称"] = client.ClientType != "产品" ? client.Name : $"{client.Manager}作为管理人代表{client.Name}"; - dic["主协议编号"] = client.MainProtocolCode; - dic["定义文件编号"] = client.SettleFileNumber; - dic["户名"] = bank?.ClientName; - dic["银行账号"] = bank?.Card; - dic["开户行"] = bank?.Bank; - dic["大额行号"] = bank?.Payment; - var count = 0; - - var trades = Context.Trades; - var totalPosiQuantity = 0.0; - var StockEqvNotionalRealSum = 0.0; - var PosiTradingFeePending = 0.0; - var allSwapPositions = Context.GetSwapPositions(trades.Select(x => x.id).ToList(), true); - var allinterestMargins = allSwapPositions.Where(x => ConsTrade.InterestModels.Contains(x.InterestMode)); - // 计算初始预付金率和维持预付金率(加权) - decimal initialMarginRate = 0; - decimal maintainMarginRate = 0; - var exerciseDate= trades.Select(x => x.ExerciseDate).OrderBy(o=>o).FirstOrDefault(); - foreach (var trade in trades) - { - var swapPositions = Context.GetSwapPositions(trade.id, true); - var swapPosition = swapPositions.Where(x => x.PositionType == 1 || x.PositionType == 2).FirstOrDefault(); - var interestMargins = swapPositions.Where(x => ConsTrade.InterestModels.Contains(x.InterestMode)); - - var initialMarginQuery = swapPositions.Where(x => x.InterestMode == 5); - var additionMarginQuery = swapPositions.Where(x => x.InterestMode == 6); - var underlyingCode = swapPosition?.UnderlyingCode; - var clientMarginRate = YLErp.Modules.UnderlyingModule.UnderlyingHelper.GetApplicableMarginRate(client.id, underlyingCode, trade.TradeDate.Value); - initialMarginRate += (clientMarginRate?.init_rate ?? 0)* Convert.ToDecimal(trade.OriginalStockEqvNotional); - maintainMarginRate += (clientMarginRate?.maintain_rate ?? 0) * Convert.ToDecimal(trade.OriginalStockEqvNotional); - if (count == 0) - { - var interestMargin = allinterestMargins.FirstOrDefault(o => o.interest_rest_days != null); - if (interestMargin == null) - { - interestMargin = allinterestMargins.FirstOrDefault(o => string.IsNullOrWhiteSpace(o.FloatRateUnderlyingCode)); - } - if (interestMargin == null) - { - interestMargin = allinterestMargins.FirstOrDefault(); - } - - dic["成交日期"] = trade.TradeDate?.ToString("yyyy年M月d日"); - dic["开始日期"] = trade.StartDate?.ToString("yyyy年M月d日"); - dic["到期日期"] = exerciseDate?.ToString("yyyy年M月d日"); - bool posiLong = swapPosition?.PositionType == (int)PositionTypeFlag.Short ? false : true; - var interestRate = interestMargin?.InterestRateDefault * 100 ?? 0; - dic["多头约定利率"] = "不适用"; - dic["空头约定利率"] = "不适用"; - if (posiLong) - { - dic["支付方"] = "乙方支付"; - dic["接收方"] = "甲方收取"; - } - else - { - dic["支付方"] = "甲方支付"; - dic["接收方"] = "乙方收取"; - } - if (string.IsNullOrEmpty(interestMargin?.FloatRateUnderlyingCode)) - { - dic["利率类型"] = "固定利率"; - dic["利差"] = ""; - dic["固定利率"] = ((interestMargin?.InterestRateDefault) ?? 0) * 100; - dic["参考利率"] = ""; - dic["重置频率"] = ""; - dic["计算基准"] = ""; - if (posiLong) - { - dic["多头约定利率"] = ((double)interestRate).ToString("0.####") + "%"; - } - else - { - dic["空头约定利率"] = ((double)interestRate).ToString("0.####") + "%"; - } - } - else - { - dic["利率类型"] = "浮动利率"; - dic["利差"] = ((interestMargin?.InterestRateDefault) ?? 0) * 10000; - dic["利差%"] = ((interestMargin?.InterestRateDefault) ?? 0) * 100; - dic["参考利率"] = interestMargin?.FloatRateUnderlyingCode; - dic["固定利率"] = ""; - dic["计算基准"] = interestMargin?.FloatRateUnderlyingCode + (interestMargin?.InterestRateDefault >= 0 ? " + " : "") + ((interestMargin?.InterestRateDefault) ?? 0) * 100 + "%"; - dic["重置频率"] = interestMargin?.interest_rest_days + "天"; - } - dic["初始预付金支付日"] = trade.TradeDate?.ToString("yyyy年M月d日"); - - dic["管理人名称"] = client.Manager; - //var calculationBasis = interestMargin?.FloatRateUnderlyingCode; - //if (!string.IsNullOrEmpty(calculationBasis)) - //{ - // calculationBasis += interestRate > 0 ? " + " + ((double)interestRate).ToString("0.####") + "%" : ((double)interestRate).ToString("0.####") + "%"; - //} - //else - //{ - // calculationBasis = ((double)interestRate).ToString("0.####") + "%"; - //} - - //dic["计算基准"] = calculationBasis; - - //var initialMarginSum = initialMarginQuery.Sum(x => - // x.InterestDirection == 2 ? x.InterestPrincipalFix * -1 : x.InterestPrincipalFix); - //dic["期初预付金".Insert("期初预付金".Length, "2?")] = initialMarginSum.ToString("0.##"); - - } - - var row = new JObject(); - row["序号"] = ++count; - FormatToDict("名义本金", trade.OriginalStockEqvNotional, row); - StockEqvNotionalRealSum += trade.OriginalStockEqvNotional ?? 0; - row["成交日期"] = trade.TradeDate?.ToString("【yyyy】年【M】月【d】日"); - row["开始日期"] = trade.StartDate?.ToString("【yyyy】年【M】月【d】日"); - row["到期日期"] = trade.ExerciseDate?.ToString("【yyyy】年【M】月【d】日"); - row["成交日期2"] = trade.TradeDate?.ToString("【yyyy】年【M】月【d】日"); - row["初始保障金率"] = ((clientMarginRate?.init_rate ?? 0) * 100).ToString("0.####") + "%"; - row["维持保障金率"] = ((clientMarginRate?.maintain_rate ?? 0) * 100).ToString("0.####") + "%"; - FormatToDict("期初标的交割全价", (double)((swapPosition?.PosiGrossPrice) ?? 0) * 100, row); - FormatToDict("期初标的交割净价", (double)((swapPosition?.PosiNetNoFeePrice) ?? 0) * 100, row); - //row["利差"] = ((interestMargin?.InterestRateDefault) ?? 0) * 100; - //var basicFee = trade.StockEqvNotionalReal == 0 ? 0 : ((double)((swapPosition?.PosiTradingFeePending) ?? 0) / trade.StockEqvNotionalReal) * 100; - //row["基本费率"] = (basicFee * 2).ToString("f4"); - PosiTradingFeePending += (double)((swapPosition?.PosiTradingFeePending) ?? 0); - FormatToDict("交易费用", (double)((swapPosition?.PosiTradingFeePending * 2) ?? 0), row); - - row["期初预付金利率"] = ((initialMarginQuery.FirstOrDefault()?.InterestRateDefault) ?? 0) * 100; - //row["追加预付金返息率"] = ((clientMarginRate?.AddToMarginRebateRate) ?? 0) * 100; - if (!string.IsNullOrEmpty(underlyingCode)) - { - var um = Context.GetTradeUnderlying(underlyingCode); - row["标的代码"] = um.UnderlyingCode; - row["标的名称"] = um.UnderlyingName; - var bond = JsonHelper.Deserialize(um.ExJson) ?? - new UnderlyingBond(); - row["标的发行人"] = bond.UnderlyingIssuer; - decimal multiplier = um.IsBond() ? 100 : 1; - FormatToDict("期初价格", (double)((swapPosition?.PosiGrossPrice * multiplier) ?? 0), row); - } - else - { - row["标的名称"] = ""; - row["标的代码"] = ""; - row["期初价格"] = ""; - } - FormatToDict("数量", (double)((swapPosition?.PosiQuantity) ?? 0), row); - totalPosiQuantity += (double)((swapPosition?.PosiQuantity) ?? 0); - FormatToDict("合约乘数", (double)((swapPosition?.ContractSize) ?? 0), row); - row["方向"] = swapPosition?.PositionType switch - { - 1 => "买入", - 2 => "卖出", - _ => "" - }; - table1.Add(row); - } - var basicFee = (StockEqvNotionalRealSum == 0 ? 0 : (PosiTradingFeePending / StockEqvNotionalRealSum * 100)); - dic["基本费率"] = basicFee.ToString("f4"); - dic["交易费率"] = dic["基本费率"]; - dic["交易费用"] = PosiTradingFeePending; - dic["名义本金".Insert("名义本金".Length, "2?")] = StockEqvNotionalRealSum.ToString("0.##"); - - initialMarginRate = initialMarginRate / Convert.ToDecimal(StockEqvNotionalRealSum); - maintainMarginRate= maintainMarginRate / Convert.ToDecimal(StockEqvNotionalRealSum); - dic["初始保障金率"] = (initialMarginRate * 100).ToString("0.##") + "%"; - dic["维持保障金率"] = (maintainMarginRate * 100).ToString("0.##") + "%"; - dic["期初预付金".Insert("期初预付金".Length, "2?")] = (StockEqvNotionalRealSum * Convert.ToDouble(initialMarginRate)).ToString("0.##"); - clientduties = clientduties.Where(x => x.ContactTypeId.Contains("3")).OrderBy(o => o.id).ToList();//交易确认书邮件接收人 - if (clientduties.Count > 0) - { - var clientduty = clientduties.First(); - var row = new JObject(); - row["姓名"] = clientduty.ContactName; - row["身份证号"] = clientduty.IdCardNo; - row["联系电话"] = clientduty.PhoneNumber; - row["电子邮箱"] = clientduty.Email; - row["传真"] = clientduty.Fax; - - table2.Add(row); - } - dic["table1"] = table1; - dic["table2"] = table2; - } - - } -} \ No newline at end of file diff --git a/Plugins/YLErp.Plugins.ZheShang/DocumentGenerator/TradeSettleBillGenerator.cs b/Plugins/YLErp.Plugins.ZheShang/DocumentGenerator/TradeSettleBillGenerator.cs deleted file mode 100644 index f4e2912e..00000000 --- a/Plugins/YLErp.Plugins.ZheShang/DocumentGenerator/TradeSettleBillGenerator.cs +++ /dev/null @@ -1,215 +0,0 @@ -using Newtonsoft.Json.Linq; -using Org.BouncyCastle.Utilities.Zlib; -using Qdp.Pricing.Base.Enums; -using Qdp.Pricing.Base.Interfaces; -using System.Data.Common; -using System.Diagnostics; -using YLErp.Core.Helpers; -using YLErp.DBModels; -using YLErp.DBModels.Consts; -using YLErp.DBModels.Enums; -using YLErp.Models; -using YLErp.Plugins.TradeDocGenerator; -using YLErp.Plugins.TradeDocGenerator.Abstracts; -using YLErp.QdpModule; - -namespace YLErp.Plugins.ShanXi.DocumentGenerator -{ - class TradeSettleBillGenerator : BaseSettleBillGenerator, ITradeSettleBillGenerator - { - protected override string GetContractNo(out string contractIndex) - { - var contractNo = Context.GenerateContractNo(out contractIndex); - return contractNo; - } - - protected override void PrepareViewData(Dictionary dic) - { - var client = Context.GetClient(); - var flowEvents = Context.GetFlowEvents(); - var allFlowEvents = Context.GetAllFlowEvents(); - var swapPositions = Context.GetSwapPositions(); - var trades = Context.Trades; - var tradeIds = trades.Select(t=>t.id).ToList(); - var tradeExtends = Context.GetTrade_Extends(tradeIds); - List table = new List(); - SwapEndConfirmModel outPut = new SwapEndConfirmModel(); - - foreach (var flowEventGroup in flowEvents) - { - var tradeId = flowEventGroup.SwapTradeId; - var positions = swapPositions.Where(x => x.SwapTradeId == tradeId&&x.IsInitial).ToList(); - var posi = positions.FirstOrDefault(f => f.id == flowEventGroup.PositionId); - var unwindFlowEvents = allFlowEvents.Where(x => x.EventId == flowEventGroup.EventId); - var trade = trades.FirstOrDefault(x => x.id == tradeId); - var preSettleDate = flowEventGroup.UnwindDate.Value.AddDays(-1); - var swapEodPositions = Context.GetEodPositions(tradeId, preSettleDate); - var tradeExtend = tradeExtends.FirstOrDefault(x => x.TradeId == tradeId); - var ratio = posi.PositionType == (int)PositionTypeFlag.Long ? 1 : -1; - ExcelReportModel row = new ExcelReportModel(); - var confirmNo = Context.Gettrade_contract_r(tradeId, ContractTypeEnum.Trade); - if (string.IsNullOrEmpty(confirmNo)) - { - throw new ServiceException($"{trade.TradeNumber}未生成交易确认书"); - } - row.TradeNumber = confirmNo; - row.ClientName = client.Name; - row.UnderlyingCode = flowEventGroup.UnderlyingCode; - row.StartDate = trade.StartDate.Value.ToString("yyyy-MM-dd"); - var eventDate = flowEventGroup.UnwindDate.Value; - row.EventDate = eventDate.ToString("yyyy-MM-dd"); - var payDate = flowEventGroup.PayDate; - var sr = tradeExtend == null ? 0 : tradeExtend.ExtendObj.SettlementRules; - if (!payDate.HasValue) - { - payDate = QdpCalendarHelper.GetNonHoliday(flowEventGroup.EventDate.AddDays(sr)); - } - row.PayDate = payDate.Value.ToString("yyyy-MM-dd"); - row.ClosePrice = ((flowEventGroup.TradingAmountAvg) * 100).ToString("0.00000000"); - decimal interestRate = unwindFlowEvents.Where(x => ConsTrade.InterestModels.Contains(x.InterestMode)).Sum(s => s.InterestRate); - row.InterestRate = interestRate.ToString("0.00%"); - var PosiNotionalValue = flowEventGroup.Quantity * flowEventGroup.ContractSize* posi.PosiGrossPrice; - if (flowEventGroup.EventId.HasValue) - { - var swapEvent = Context.GetEvent(flowEventGroup.EventId.Value); - if (swapEvent!=null) - { - swapEvent.unwindData=JsonHelper.Deserialize(swapEvent.EventData); - PosiNotionalValue = swapEvent.unwindData.CloseNotionalValue; - } - } - - row.Quantity= flowEventGroup.Quantity.ToString("0.00"); - row.PosiNotionalValue = PosiNotionalValue.ToString("0.00"); - row.PosiNetPrice = (posi.PosiGrossPrice * 100).ToString("0.00000000"); - //var tradingFee = (flowEventGroup.TradingAmountFeeAvg- posi.PosiNetPrice- flowEventGroup.TradingAmountAvg+ posi.PosiGrossPrice)* PosiNotionalValue* ratio; - var tradingFee = flowEventGroup.TradingFee + flowEventGroup.TradingFeePending; - row.Fee = (-tradingFee).ToString("0.00"); - var RateDays = (eventDate - trade.StartDate.Value).Days; - RateDays = RateDays < 0 ? 0 : RateDays; - row.RateDays = RateDays.ToString(); - var MarginAmout = positions.Where(x => x.InterestMode==(int)InterestModeEnum.初始预付金).Sum(s => s.InterestPrincipalFix * (s.InterestDirection == (int)SwapDirectionEnum.收取 ? 1 : -1)); - row.MarginAmout = Math.Abs(MarginAmout).ToString("0.00"); - var MarginRebateRate = positions.Where(x => x.InterestMode == (int)InterestModeEnum.初始预付金).Sum(s => s.InterestRateDefault); - row.MarginRebateRate = MarginRebateRate.ToString("0.00%"); - - var MarginInterestAmount = unwindFlowEvents.Where(x => ConsTrade.InterestMarginModels.Contains(x.InterestMode)).Sum(s => s.InterestClosePnL); - row.MarginInterestAmount = (-MarginInterestAmount).ToString("0.00"); - - var InterestAmount = unwindFlowEvents.Where(x => ConsTrade.InterestModels.Contains(x.InterestMode)).Sum(s => s.InterestClosePnL)*-1; - row.InterestAmount = InterestAmount.ToString("0.00"); - - //var lastInterestAmount= swapEodPositions.Where(x => ConsTrade.InterestModels.Contains(x.InterestMode)).Sum(s => s.InterestIncomeSum); - //var lastPosiNotionalValue = swapEodPositions.Sum(s=>s.PosiNotionalValue); - //var InterestAmount = lastPosiNotionalValue==0?0: - lastInterestAmount* PosiNotionalValue/ lastPosiNotionalValue; - //row.InterestAmount = InterestAmount.ToString("0.00"); - - //var lastMarginAmount = swapEodPositions.Where(x => ConsTrade.InterestMarginModels.Contains(x.InterestMode)).Sum(s => s.InterestIncomeSum); - //var MarginInterestAmount = lastMarginAmount == 0 ? 0 : -lastMarginAmount * PosiNotionalValue / lastMarginAmount; - //row.MarginInterestAmount = MarginInterestAmount.ToString("0.00"); - var FloatRate = PosiNotionalValue == 0 ? 0 : InterestAmount / PosiNotionalValue; - row.FloatRate = FloatRate.ToString("0.0000%"); - var PosiPnl = -(flowEventGroup.MarkClosePnl- tradingFee-flowEventGroup.DividendIn); - row.PosiPnl = PosiPnl.ToString("0.00"); - var markClosePnl = (-flowEventGroup.MarkClosePnl); - row.MarkClosePnl = markClosePnl.ToString("0.00"); - row.DividendIn = (-flowEventGroup.DividendIn).ToString("0.00"); - var marginBackAmount = unwindFlowEvents.Where(x => ConsTrade.InterestMarginModels.Contains(x.InterestMode)).Sum(s => s.InterestPrincipal); - var NetSettleAmout = unwindFlowEvents.Sum(x => x.InterestClosePnL) * -1 + flowEventGroup.MarkClosePnl * -1 + marginBackAmount; - row.NetSettleAmout = NetSettleAmout.ToString("0.00"); - table.Add(row); - } - outPut.table = table; - dic["TRS结算单"] = outPut; - - } - - protected override void PrepareViewData(Dictionary dic) - { - var client = Context.GetClient(); - if (string.IsNullOrEmpty(client.SettleFileNumber)) - { - throw new ServiceException($"{client.Name}未设置定义文件编号"); - } - var flowEvents = Context.GetFlowEvents(); - var allFlowEvents = Context.GetAllFlowEvents(); - var swapPositions = Context.GetSwapPositions(); - var trades = Context.Trades; - var eventDate= flowEvents.First().UnwindDate; - var td = trades.First(); - var realPositions = swapPositions.Where(x=>x.PosiQuantity>0&&!x.IsInitial).ToList(); - var posiNationalValue= realPositions.Sum(x=>x.PosiNotionalValue); - var metaDic = Context.GetTradeMetas(td.id); - dic["主协议编号"] = metaDic[ConsTradeMetaKey.MainProtocolCode]; - dic["文件编号"] = client.SettleFileNumber; - dic["乙方"] = client.Name; - dic["管理人名称"] = client.Manager; - var confirmNo = Context.Gettrade_contract_r(td.id, ContractTypeEnum.Trade); - if (string.IsNullOrEmpty(confirmNo)) - { - throw new ServiceException($"{td.TradeNumber}未生成交易确认书"); - } - FormatToDict("平仓日期", eventDate,dic); - JArray table= new JArray(); - JArray table2 = new JArray(); - foreach ( var flowEvent in flowEvents ) - { - var tradeId = flowEvent.SwapTradeId; - var positions = swapPositions.Where(x => x.SwapTradeId == tradeId).ToList(); - var posi = positions.FirstOrDefault(f => f.PositionId == flowEvent.PositionId); - JObject row =new JObject(); - row["交易确认书编号"] = confirmNo; - var ratio = flowEvent.PositionType == (int)PositionTypeFlag.Long ?1 : -1; - row["多空方向"] = flowEvent.PositionType == (int)PositionTypeFlag.Long ? "多" : "空"; - FormatToDict("平仓日期", eventDate, row); - underlying_manager underlying = Context.GetTradeUnderlying(flowEvent.UnderlyingCode); - row["标的代码"] = flowEvent.UnderlyingCode; - row["标的名称"] = underlying?.UnderlyingName; - var preQty = flowEvent.Quantity + flowEvent.PositionQty ?? 0; - FormatToDict("平仓前数量",Convert.ToDouble(preQty) * ratio, row); - FormatToDict("平仓数量", Convert.ToDouble(flowEvent.Quantity), row); - FormatToDict("平仓后数量", Convert.ToDouble(flowEvent.PositionQty ?? 0) * ratio, row); - FormatToDict("平仓成交金额", Convert.ToDouble(flowEvent.Quantity* posi.PosiNetPrice*flowEvent.ContractSize), row); - table.Add(row); - } - JObject row2 = new JObject(); - row2["交易确认书编号"] = confirmNo; - FormatToDict("平仓日期", eventDate, row2); - FormatToDict("平仓后名义本金", Convert.ToDouble(posiNationalValue), row2); - table2.Add(row2); - dic["table"]=table; - dic["table2"] = table2; - } - protected override string GetTemplateFilePath() - { - var trades = Context.Trades; - var templatePath =string.Empty; - if (trades.Any(s => s.StructureType == "多空组合"|| s.StructureType == "定义文件型债券收益互换")) - { - templatePath = MosPathHelper.Combine(GlobalConfig.PluginFolder, "App_Docs\\settlement_template\\dma_01.docx"); - return templatePath; - } - templatePath = MosPathHelper.Combine(GlobalConfig.PluginFolder, "App_Docs\\settlement_template\\nodma_01.xlsx"); - return templatePath; - } - - protected override string GetOutputFileName(string contractNo, string contractIndex) - { - var trades = Context.Trades; - var client = Context.GetClient(); - var flowEvents = Context.GetFlowEvents(); - var eventDate = flowEvents.FirstOrDefault().UnwindDate.Value; - var valueDate = eventDate.ToString("yyyy-MM-dd"); - var count = Context.GetDMASelttementCount(client.id, eventDate); - var countStr = count == 0 ? "" : "-"+(count + 1).ToString(); - var FullName = $"结算单-{client.Name}-{valueDate}{countStr}"; - if (trades.Any(s=> s.StructureType == "多空组合" || s.StructureType == "定义文件型债券收益互换")) - { - FullName = $"{client.Name}-结算确认书-{valueDate}-交易平仓{countStr}"; - return $"{FullName}.docx"; - } - return $"{FullName}.xlsx"; - } - - } -} \ No newline at end of file diff --git a/Plugins/YLErp.Plugins.ZheShang/DocumentGenerator/TradeUnwindReportGenerator.cs b/Plugins/YLErp.Plugins.ZheShang/DocumentGenerator/TradeUnwindReportGenerator.cs deleted file mode 100644 index c69ad57b..00000000 --- a/Plugins/YLErp.Plugins.ZheShang/DocumentGenerator/TradeUnwindReportGenerator.cs +++ /dev/null @@ -1,135 +0,0 @@ -using Newtonsoft.Json.Linq; -using YLErp.DBModels; -using YLErp.Plugins.TradeDocGenerator; -using YLErp.Plugins.TradeDocGenerator.Abstracts; - -namespace YLErp.Plugins.ShanXi.DocumentGenerator -{ - class TradeUnwindReportGenerator : BaseUnwindReportGenerator, ITradeUnwindReportGenerator - { - protected override string GetContractNo(out string contractIndex) - { - var contractNo = Context.GenerateContractNo(out contractIndex); - return contractNo; - } - - protected override void PrepareViewData(Dictionary dic) - { - var table1 = new JArray(); - var trade = Context.Trade; - var client = Context.GetClient(); - var valuetimelist = new List(); - var underlying = Context.GetTradeUnderlying(); - var variety = Context.GetUnderlyingVariety(); - var tradeCash = Context.GetTradeCash(); - var instrumentTypeArr = new List() { ConsGlobal.InstrumentType.Stock, ConsGlobal.InstrumentType.StockIndex, ConsGlobal.InstrumentType.StockIF }; - var tradelist = Context.Trades.Union(Context.SubTrades).ToList(); - foreach (var item in Context.Trades) - { - foreach (var tradeCashs in Context.TradeCashes[item.id]) - { - var settlementprice = (trade.IsUsePremiumRate != null && trade.IsUsePremiumRate.Value ? tradeCashs.UnwindPricePercentRate.OtcFormatPercent() : tradeCashs.UnwindPrice.OtcFormatMoney()); - var row = new JObject(); - OtcTradeBase trades = tradelist.Find(O => O.id == tradeCashs.TradeId); - row["交易编号"] = trades.TradeNumber; - switch (item.BuySell) - { - case "买入": - if (trade.OpponentRole == null || trade.OpponentRole == "乙方") - { - row["买方"] = $"甲方"; - } - else - { - row["买方"] = $"乙方"; - } - break; - case "卖出": - if (trade.OpponentRole == null || trade.OpponentRole == "乙方") - { - row["买方"] = $"乙方"; - } - else - { - row["买方"] = $"甲方"; - } - break; - default: - break; - } - row["交易日期"] = $"{trades.TradeDate:yyyy/MM/dd}"; - row["开始日期"] = $"{trades.StartDate:yyyy/MM/dd}-{trades.ExerciseDate:yyyy/MM/dd}"; - row["名义本金"] = $"{trades.OriginalStockEqvNotional.OtcFormatMoney()}"; - row["标的代码"] = $"{trades.UnderlyingCode}"; - row["期权类型"] = $"{trades.TradeType}"; - row["期初价格"] = $"{trades.TradePrice.OtcFormatMoney()}"; - row["结算日期"] = $"{tradeCashs.ValueDate:yyyy/MM/dd}"; - row["结算价格"] = $"{tradeCashs.FinalPrice.OtcFormatMoney()}"; - row["结算模块"] = $"{(tradeCashs.UnwindPercentRate * trades.OriginalNotional * underlying.CountRatio).OtcFormatMoney()}"; - row["结算单价"] = $"{settlementprice}"; - var Amountqrs = -tradeCashs.Amount; - var Amountqrs2 = -(tradeCashs.Amount + (trades.TradePrice ?? 0) * (tradeCashs.UnwindPercentRate ?? 0) * ((trades.BuySell == "卖出") ? 1 : -1)); - - row["结算期权费"] = $"{Amountqrs.OtcFormatMoney()}"; - row["结算金额"] = $"{Amountqrs2.OtcFormatMoney()}"; - table1.Add(row); - valuetimelist.Add(tradeCashs.ValueDate); - } - } - dic["合同编号"] = Context.GenerateContractNo(out _); - dic["table1"] = table1; - dic["合同日期"] = $"{DateTime.Now.ToString("yyyy/MM/dd")}";//ValueDate - dic["了结日期1"] = $"{ valuetimelist.Min():yyyy/MM/dd}"; - dic["了结日期2"] = $"{ valuetimelist.Max():yyyy/MM/dd}"; - - #region 甲乙方信息判断 - - - var owner_Info = Context.GetOwner_info("默认"); - dic["客户名称"] = client != null ? client.Name : ""; - dic["公司名称"] = owner_Info != null ? owner_Info.FullName != null ? owner_Info.FullName : "" : ""; - if (trade.OpponentRole == null || trade.OpponentRole == "乙方") - { - dic["甲方"] = owner_Info != null ? owner_Info.FullName != null ? owner_Info.FullName : "" : ""; - dic["乙方"] = client != null ? client.Name : ""; - } - else - { - dic["甲方"] = client != null ? client.Name : ""; - dic["乙方"] = owner_Info != null ? owner_Info.FullName != null ? owner_Info.FullName : "" : ""; - } - - #endregion - } - - protected override string GetTemplateFilePath() - { - var templatePath = ""; - templatePath = Path.Combine(GlobalConfig.PluginFolder, "App_Docs\\settlement_template\\settle_01.docx"); - return templatePath; - } - - protected override string GetOutputFileName(string contractNo, string contractIndex) - { - var client = Context.GetClient(); - var trade = Context.Trade; - var tradelist = Context.Trades.Union(Context.SubTrades).ToList(); - var owner_Info = Context.GetOwner_info("默认") ?? new Owner_info(); - var dts = tradelist.Max(m => m.TradeDate); - var dte = tradelist.Min(m => m.TradeDate); - var date = ""; - if (dts == dte) - { - date = trade.TradeDate?.ToString("yyyyMMdd"); - } - else - { - date = dts?.ToString("yyyyMMdd") + "-" + dte?.ToString("yyyyMMdd"); - } - var FullName = owner_Info != null ? owner_Info.FullName != null ? owner_Info.FullName : "" : ""; - var rule = $"{FullName }{ trade.TradeType}结算确认书{ date}"; - Context.GetcontractIndex(rule, out var contractIndex2); - return $"{rule}-{contractIndex2}.{DocType.ToLower()}"; - } - } -} diff --git a/Plugins/YLErp.Plugins.ZheShang/YLErp.Plugins.ZheShang.csproj b/Plugins/YLErp.Plugins.ZheShang/YLErp.Plugins.ZheShang.csproj deleted file mode 100644 index ccd9c2fe..00000000 --- a/Plugins/YLErp.Plugins.ZheShang/YLErp.Plugins.ZheShang.csproj +++ /dev/null @@ -1,42 +0,0 @@ - - - - net6.0 - enable - enable - ..\build\ZheShang\ - - - - - - - - - - PreserveNewest - - - PreserveNewest - - - PreserveNewest - - - PreserveNewest - - - PreserveNewest - - - PreserveNewest - - - PreserveNewest - - - PreserveNewest - - - - diff --git a/YLerpbase.sln b/YLerpbase.sln index ab0cdf50..f3cb3153 100644 --- a/YLerpbase.sln +++ b/YLerpbase.sln @@ -33,8 +33,6 @@ Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "YLErp.Jobs", "Framework\YLE EndProject Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "YLErp.Cache", "Framework\YLErp.Cache\YLErp.Cache.csproj", "{5665673C-1157-444F-AABC-2A873D8E4703}" EndProject -Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "YLErp.Plugins.ZheShang", "Plugins\YLErp.Plugins.ZheShang\YLErp.Plugins.ZheShang.csproj", "{C94D2467-B0E8-48CA-B60D-CD660B73AE90}" -EndProject Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "YLErp.Plugins.GuoLian", "Plugins\YLErp.Plugins.GuoLian\YLErp.Plugins.GuoLian.csproj", "{A1B2C3D4-E5F6-7890-ABCD-EF1234567890}" EndProject Global @@ -84,10 +82,6 @@ Global {5665673C-1157-444F-AABC-2A873D8E4703}.Debug|Any CPU.Build.0 = Debug|Any CPU {5665673C-1157-444F-AABC-2A873D8E4703}.Release|Any CPU.ActiveCfg = Release|Any CPU {5665673C-1157-444F-AABC-2A873D8E4703}.Release|Any CPU.Build.0 = Release|Any CPU - {C94D2467-B0E8-48CA-B60D-CD660B73AE90}.Debug|Any CPU.ActiveCfg = Debug|Any CPU - {C94D2467-B0E8-48CA-B60D-CD660B73AE90}.Debug|Any CPU.Build.0 = Debug|Any CPU - {C94D2467-B0E8-48CA-B60D-CD660B73AE90}.Release|Any CPU.ActiveCfg = Release|Any CPU - {C94D2467-B0E8-48CA-B60D-CD660B73AE90}.Release|Any CPU.Build.0 = Release|Any CPU {A1B2C3D4-E5F6-7890-ABCD-EF1234567890}.Debug|Any CPU.ActiveCfg = Debug|Any CPU {A1B2C3D4-E5F6-7890-ABCD-EF1234567890}.Debug|Any CPU.Build.0 = Debug|Any CPU {A1B2C3D4-E5F6-7890-ABCD-EF1234567890}.Release|Any CPU.ActiveCfg = Release|Any CPU @@ -105,7 +99,6 @@ Global {1C55DA41-0DFE-49C1-9811-F4BAEDF7EEE6} = {F315B5D3-F4FE-43E5-AF22-AF92978A71BE} {DB3402A2-7121-4F5A-9F0F-A258EC582370} = {F315B5D3-F4FE-43E5-AF22-AF92978A71BE} {5665673C-1157-444F-AABC-2A873D8E4703} = {F315B5D3-F4FE-43E5-AF22-AF92978A71BE} - {C94D2467-B0E8-48CA-B60D-CD660B73AE90} = {5981434D-792E-4528-AFC8-7EB8AFD9F80C} {A1B2C3D4-E5F6-7890-ABCD-EF1234567890} = {5981434D-792E-4528-AFC8-7EB8AFD9F80C} EndGlobalSection GlobalSection(ExtensibilityGlobals) = postSolution