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浙商确认书

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汤旺
2024-05-23 15:43:29 +08:00
parent 43629190e1
commit 63a40b299f
13 changed files with 702 additions and 1 deletions
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Plugins/YLErp.Plugins.ZheShang/DocumentGenerator/TradeConfirmationGenerator.cs
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using Newtonsoft.Json.Linq;
using System.Text.RegularExpressions;
using YLErp.Core.Helpers;
using YLErp.DBModels;
using YLErp.DBModels.Consts;
using YLErp.Enums;
using YLErp.Plugins.TradeDocGenerator;
using YLErp.Plugins.TradeDocGenerator.Abstracts;
namespace YLErp.Plugins.ShanXi.DocumentGenerator
{
internal class TradeConfirmationGenerator : BaseConfirmationGenerator, 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\\交易确认书\\收益互换交易确认书（DMA）模板.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>
/// 检查是否存在扩展模板
/// </summary>
/// <returns></returns>
private string CheckTemplateFilePath(string templateFilePath, OtcTradeBase t)
{
bool check(string pathStr, string tempName, string suffix, out string nPath)
{
nPath = $"{pathStr}{tempName}{suffix}";
return File.Exists(nPath);
};
var fix = Path.GetExtension(templateFilePath);
var path = $"{Path.GetDirectoryName(templateFilePath)}\\{Path.GetFileNameWithoutExtension(templateFilePath)}";
if (check(path, t.OptionType, fix, out var newPath))
{
templateFilePath = newPath;
}
return templateFilePath;
}
/// <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;
if (trade.StructureType == "普通债券类收益互换" || trade.StructureType == "普通收益互换")
{
SetSingleSwap(dic);
}
else
{
SetLongShort(dic);
}
}
private void SetSingleSwap(Dictionary<string, JToken> dic)
{
var client = Context.GetClient();
var trade = Context.Trade;
var bank = Context.GetClientBankCard(false);
var clientduties = Context.GetClientDuties();
var swapPositions = Context.GetSwapPositions(trade.id, true);
var swapPosition = swapPositions.Where(x => x.PositionType == 1 || x.PositionType == 2).FirstOrDefault();
var interestMargin = swapPositions.Where(x => ConsTrade.InterestModels.Contains(x.InterestMode)).FirstOrDefault();
var initialMarginQuery = swapPositions.Where(x => x.InterestMode == 5);
var additionMarginQuery = swapPositions.Where(x => x.InterestMode == 6);
var underlyingCode = swapPosition?.UnderlyingCode;
var table1 = new JArray();
var table2 = new JArray();
var clientMarginRate = Context.GetClientMarginRate(client.id);
dic["交易编号"] = trade.TradeNumber;
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;
FormatToDict("名义本金", trade.StockEqvNotionalReal, dic);
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"] = trade.ExerciseDate?.ToString("【yyyy】年【M】月【d】日");
dic["成交日期2"] = trade.TradeDate?.ToString("【yyyy】年【M】月【d】日");
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;
FormatToDict("期初标的交割全价", (double)((swapPosition?.PosiGrossPrice) ?? 0) * 100, dic);
FormatToDict("期初标的交割净价", (double)((swapPosition?.PosiNetNoFeePrice) ?? 0) * 100, dic);
dic["利差"] = ((interestMargin?.InterestRateDefault) ?? 0) * 100;
var basicFee = trade.StockEqvNotionalReal == 0 ? 0 : ((double)((swapPosition?.PosiTradingFeePending) ?? 0) / trade.StockEqvNotionalReal) * 100;
dic["基本费率"] = (basicFee * 2).ToString("f4");
var initialMarginSum = initialMarginQuery.Sum(x =>
x.InterestDirection == 2 ? x.InterestPrincipalFix * -1 : x.InterestPrincipalFix);
FormatToDict("交易费用", (double)((swapPosition?.PosiTradingFeePending * 2) ?? 0), dic);
dic["交易费率"] = dic["基本费率"];
FormatToDict("期初预付金", (double)initialMarginSum, dic);
dic["期初预付金利率"] = ((initialMarginQuery.FirstOrDefault()?.InterestRateDefault) ?? 0) * 100;
dic["追加预付金返息率"] = ((clientMarginRate?.AddToMarginRebateRate) ?? 0) * 100;
dic["标的代码"] = underlyingCode;
dic["标的名称"] = Context.GetTradeUnderlying(underlyingCode).UnderlyingName;
var bond = JsonHelper.Deserialize<UnderlyingBond>(Context.GetTradeUnderlying(underlyingCode).ExJson) ??
new UnderlyingBond();
dic["标的发行人"] = bond.UnderlyingIssuer;
clientduties = clientduties.Where(x=> x.ContactTypeId.Contains("3")).OrderBy(o=>o.id).ToList();//交易下达人
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["table2"] = table2;
}
private void SetLongShort(Dictionary<string, JToken> dic)
{
var client = Context.GetClient();
var trade = Context.Trade;
var swapPositions = Context.GetSwapPositions(trade.id, true);
var swapFlowDeals = Context.GetSwapFlowDeals(trade.id);
swapFlowDeals = swapFlowDeals.Where(x => x.OpenFlag==(int)OpenCloseEnum.开仓).ToList();
var table1 = new JArray();
var table2 = new JArray();
dic["交易编号"] = trade.TradeNumber;
dic["交易对手方全称"] = client.Name;
dic["主协议编号"] = client.MainProtocolCode;
dic["定义文件编号"] = client.SettleFileNumber;
//FormatToDict("名义本金", trade.StockEqvNotionalReal, dic);
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"] = trade.ExerciseDate?.ToString("yyyy年M月d日");
var count = 0;
var count2 = 0;
var interestMode = new int[] { 1, 2, 7, 8 };
var list = swapPositions.Where(x => x.PositionType > 0 && x.PosiQuantity > 0);
var fixLong = swapPositions.Where(x => x.InterestMode == 7).FirstOrDefault();
var fixShort = swapPositions.Where(x => x.InterestMode == 8).FirstOrDefault();
dic["固定多头"] = ((double)(fixLong?.InterestRateDefault * 100 ?? 0)).ToString("0.####") + "%";
dic["浮动多头"] = !string.IsNullOrWhiteSpace(fixLong?.FloatRateUnderlyingCode) ? "适用" : "不适用";
dic["固定空头"] = ((double)(fixShort?.InterestRateDefault * 100 ?? 0)).ToString("0.####") + "%";
dic["浮动空头"] = !string.IsNullOrWhiteSpace(fixShort?.FloatRateUnderlyingCode) ? "适用" : "不适用";
dic["管理人名称"] = client.Manager;
var calculationBasis = "";
if (dic["浮动多头"].ToString() == "适用")
{
calculationBasis = fixLong?.FloatRateUnderlyingCode;
}
else if (dic["浮动空头"].ToString() == "适用")
{
calculationBasis = fixShort?.FloatRateUnderlyingCode;
}
else
{
calculationBasis = "不适用";
}
dic["计算基准"] = calculationBasis;
double totalPosiQuantity = 0;
foreach (var item in list)
{
var row = new JObject();
row["序号"] = ++count;
if (!string.IsNullOrWhiteSpace(item?.UnderlyingCode))
{
var um = Context.GetTradeUnderlying(item?.UnderlyingCode);
row["标的名称"] = um.UnderlyingName;
row["标的代码"] = item?.UnderlyingCode;
decimal multiplier = um.IsBond() ? 100 : 1;
FormatToDict("期初价格", (double)((item?.PosiNetPrice * multiplier) ?? 0), row);
}
else
{
row["标的名称"] = "";
row["标的代码"] = "";
row["期初价格"] = "";
}
FormatToDict("数量", (double)((item?.PosiQuantity) ?? 0), row);
totalPosiQuantity += (double)((item?.PosiQuantity) ?? 0);
FormatToDict("合约乘数", (double)((item?.ContractSize) ?? 0), row);
row["方向"] = item?.PositionType switch
{
1 => "买入",
2 => "卖出",
_ => ""
};
table1.Add(row);
}
FormatToDict("名义本金", totalPosiQuantity, dic);
var underlyingCodes = swapFlowDeals.Select(r => r.UnderlyingCode).ToList();
List<underlying_manager> underlyings = new List<underlying_manager>();
if (underlyingCodes.Count() > 0)
{
underlyings = Context.GetUnderlyings(underlyingCodes);
}
foreach (var item in swapFlowDeals.OrderBy(o => o.UnderlyingCode).ThenBy(t => t.id))
{
var row = new JObject();
row["编号"] = ++count2;
row["标的代码"] = item.UnderlyingCode;
var um = underlyings.FirstOrDefault(x => x.UnderlyingCode == item.UnderlyingCode);
if (um != null)
{
row["标的名称"] = um.UnderlyingName;
if (um.IsBond())
{
item.FullPrice *= ConsGlobal.bondShowPriceMultiple;
item.FullPriceFee *= ConsGlobal.bondShowPriceMultiple;
item.NetPrice *= ConsGlobal.bondShowPriceMultiple;
item.NetPriceFee *= ConsGlobal.bondShowPriceMultiple;
}
}
FormatToDict("成交收益率", (double)(item.Ytm), row);
FormatToDict("成交全价", (double)(item.FullPriceFee), row);
FormatToDict("成交数量", (double)(item.TradingQty), row);
row["成交方向"] = item?.BsType switch
{
1 => "买入",
2 => "卖出",
_ => ""
};
row["交易日期"] = item.OccurDate.ToString("yyyy-MM-dd");
table2.Add(row);
}
dic["table1"] = table1;
dic["flowtable"] = table2;
}
}
}