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交易确认书模板替换（过度方案）

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嬴政 时
2026-05-09 17:48:53 +08:00
parent 95686f4c4d
commit 5f9b628569
14 changed files with 3 additions and 690 deletions
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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
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Plugins/YLErp.Plugins.GuoLian/DocumentGenerator/TradeConfirmationGenerator.cs
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@@ -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<UnderlyingBond>(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();
Plugins/YLErp.Plugins.ZheShang/App_Docs/contract_template/swap_01.docx
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Plugins/YLErp.Plugins.ZheShang/App_Docs/settlement_template/nodma_01.xlsx
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Plugins/YLErp.Plugins.ZheShang/DocumentGenerator/TradeConfirmationGenerator.cs
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@@ -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<string, JToken> dic)
{
var trade = Context.Trade;
switch (trade.IsGroup == 1 ? trade.StructureType : trade.TradeType)
{
case "收益互换":
SetSwapData(dic);
break;
default:
break;
}
}
/// <summary>
/// 山证收益互换模板数据填充
/// </summary>
/// <param name="dic"></param>
public void SetSwapData(Dictionary<string, JToken> dic)
{
var trade = Context.Trade;
SetSingleSwap(dic);
}
private void SetSingleSwap(Dictionary<string, JToken> 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<UnderlyingBond>(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;
}
}
}
Plugins/YLErp.Plugins.ZheShang/DocumentGenerator/TradeSettleBillGenerator.cs
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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<string, object> 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<ExcelReportModel> table = new List<ExcelReportModel>();
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<UnwindData>(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<string, JToken> 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";
}
}
}
Plugins/YLErp.Plugins.ZheShang/DocumentGenerator/TradeUnwindReportGenerator.cs
-135
View File
@@ -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<string, JToken> dic)
{
var table1 = new JArray();
var trade = Context.Trade;
var client = Context.GetClient();
var valuetimelist = new List<DateTime>();
var underlying = Context.GetTradeUnderlying();
var variety = Context.GetUnderlyingVariety();
var tradeCash = Context.GetTradeCash();
var instrumentTypeArr = new List<string>() { 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()}";
}
}
}
Plugins/YLErp.Plugins.ZheShang/YLErp.Plugins.ZheShang.csproj
-42
View File
@@ -1,42 +0,0 @@
<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<TargetFramework>net6.0</TargetFramework>
<ImplicitUsings>enable</ImplicitUsings>
<Nullable>enable</Nullable>
<BaseOutputPath>..\build\ZheShang\</BaseOutputPath>
</PropertyGroup>
<ItemGroup>
<ProjectReference Include="..\..\Framework\YLErp.Core\YLErp.Core.csproj" />
<ProjectReference Include="..\..\YLErpDAL\YLErpDAL.csproj" />
</ItemGroup>
<ItemGroup>
<None Update="App_Docs\交易确认书\客户多头交易确认书模板.docx">
<CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
</None>
<None Update="App_Docs\交易确认书\客户空头交易确认书模板.docx">
<CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
</None>
<None Update="App_Docs\交易确认书\收益互换交易确认书（DMA）模板.docx">
<CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
</None>
<None Update="App_Docs\contract_template\swap_01.docx">
<CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
</None>
<None Update="App_Docs\contract_template\swap_01.docx">
<CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
</None>
<None Update="App_Docs\settlement_template\dma_01.docx">
<CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
</None>
<None Update="App_Docs\settlement_template\settle_01.docx">
<CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
</None>
<None Update="App_Docs\settlement_template\nodma_01.xlsx">
<CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
</None>
</ItemGroup>
</Project>
YLerpbase.sln
-7
View File
@@ -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