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Merge branch 'hotfix/zs_trs'

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吴方海
2025-04-22 10:41:52 +08:00
parent 5ba29de3ed 08682b28c4
commit 6667ad751e
22 changed files with 459 additions and 131 deletions
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UnitTestProject/Modules/CalcModules/CalculationTest.cs
+10 -1
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@@ -135,7 +135,16 @@ namespace YLErp.Modules.CalcModules
Assert.AreEqual(date20190708, QdpCalendarHelper.GetNonHolidayDefore(date20190708));
#endregion
}
[TestMethod]
public void CalendarBLLGetNonHolidayDeforeTest()
{
var date20250421 = new DateTime(2025, 04, 21);
var date20250418 = new DateTime(2025, 04, 18);
var cudate = QdpCalendarHelper.GetNonHolidayDefore(date20250421.AddDays(0));
var preDate = QdpCalendarHelper.GetNonHolidayDefore(date20250421.AddDays(-1));
Assert.AreEqual(date20250421, cudate);
Assert.AreEqual(date20250418, preDate);
}
[TestMethod]
public void GetObservationDateStringTest()
{
YLErpDAL/BLL/EodSettlement/ClientBalanceUtility.cs
+4 -22
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@@ -357,8 +357,8 @@ namespace YLErp.BLL.EodSettlement
balance.NeedAddMargin = balance.SwapMarketAmount < balance.MaintenanceMargin;
// 追保金额=初始保证金金额-盯市金额
balance.MarginByPayableMarginTotal = balance.NeedAddMargin ? (balance.MySideMargin - balance.SwapMarketAmount):0;
// 可取资金=期末结存-min(持仓盈亏，0)-初始保证金
balance.DesirableFund = balance.MarginBalance + Math.Min(balance.RoundedPositionPnl, 0);
// 可取资金=Math.Max(期末结存-min(持仓盈亏，0)-初始保证金,0)
balance.DesirableFund = Math.Max(balance.MarginBalance + Math.Min(balance.RoundedPositionPnl, 0),0);
}
}
@@ -582,14 +582,7 @@ namespace YLErp.BLL.EodSettlement
DicTotal.TotalMarginTotal = DicTotal.TotalMargin;
DicTotal.RoundedTotalAmountTotal = DicTotal.RoundedTotalAmount;
DicTotal.TotalAmountTotal = DicTotal.TotalAmount;
if (PS.Config.Is湘财)
{
DicTotal.MarginByPayableMarginTotal = Math.Max(-DicTotal.AvailableAmount, 0);
}
else
{
DicTotal.MarginByPayableMarginTotal = DicTotal.MarginByPayableMargin;
}
DicTotal.MarginByPayableMarginTotal = DicTotal.MarginByPayableMarginTotal;
//if (PS.Config.Is广期资本)
//{
// DicTotal.MarginByPayableMarginTotal = Math.Max(-DicTotal.AvailableAmount, 0);
@@ -637,18 +630,7 @@ namespace YLErp.BLL.EodSettlement
DicTotal.RoundedTotalAmountTotal += dc.Value.RoundedTotalAmount;
DicTotal.TotalAmountTotal += dc.Value.TotalAmount;
if (PS.Config.Is湘财)
{
DicTotal.MarginByPayableMarginTotal += Math.Max(-dc.Value.AvailableAmount, 0);
}
else
{
DicTotal.MarginByPayableMarginTotal += dc.Value.MarginByPayableMargin;
}
//if (PS.Config.Is广期资本)
//{
// DicTotal.MarginByPayableMarginTotal = Math.Max(-DicTotal.AvailableAmount, 0);
//}
DicTotal.MarginByPayableMarginTotal += dc.Value.MarginByPayableMarginTotal;
DicTotal.ClosedTradePayableFundTotal += dc.Value.ClosedTradePayableFund;
DicTotal.PositionTradePayableFundTotal += dc.Value.PositionTradePayableFund;
YLErpDAL/BLL/EodSettlement/RealTimeClientBanlanceService.cs
+5 -5
View File
@@ -259,7 +259,7 @@ namespace YLErp.BLL.Eod
item.LastDayRemainFundWithProduct = item.LastDayRemainFund + item.LastGuaranteesTotalAmount;
//当前账号资金
item.AmountFund = item.AmountFund + item.NetFund + item.OtherFund + item.OptionPremium + item.OptionPremiumSwap + item.SwapBalance + item.SettlementBalance;
item.AmountFund = item.AmountFund + item.NetFund + item.OtherFund + item.OptionPremium + item.OptionPremiumSwap + item.SwapBalance + item.SettlementBalance+item.VmFundSum;
item.WinLoss += item.WinLoss2;
@@ -279,8 +279,8 @@ namespace YLErp.BLL.Eod
item.NeedAddMargin = item.SwapMarketAmount < item.MaintenanceMargin;
// 追保金额=初始保证金金额-盯市金额
item.MarginByPayableMarginTotal = item.NeedAddMargin ? (item.MySideMargin - item.SwapMarketAmount) : 0;
// 可取资金=期末结存-min(持仓盈亏，0)-初始保证金
item.DesirableFund = item.MarginBalance + Math.Min(item.RoundedPositionPnl, 0);
// 可取资金=max(期末结存+min(持仓盈亏，0)-初始保证金,0)
item.DesirableFund =Math.Max( item.MarginBalance - item.FrozenMarginMoney + Math.Min(item.RoundedPositionPnl, 0),0);
}
return _clientBalanceDic.Values;
@@ -1314,8 +1314,8 @@ namespace YLErp.BLL.Eod
balance.UpdateDate = balance.UpdateDate > lastEodSwap.OptTime ? balance.UpdateDate : lastEodSwap.OptTime;
}
balance.WinLoss += Convert.ToDouble(tdRealizedPnL) * -1;
balance.PositionPnl += Convert.ToDouble(pnl);
balance.RoundedPositionPnl += Math.Round(Convert.ToDouble(pnl), 2);
balance.PositionPnl += Convert.ToDouble(pnl) * -1;
balance.RoundedPositionPnl += Math.Round(Convert.ToDouble(pnl), 2) * -1;
//期权空头浮动盈利=∑max(期权空头持仓*(期权合约成本价-期权合约现价), 0) 从客户角度看的
balance.ClientSellPositionPnl += Convert.ToDouble(lastEodSwap.FloatingPnL) * -1;
}
YLErpDAL/Modules/ClientModule/ClientBlackService.cs
+19 -2
View File
@@ -1,6 +1,10 @@
using BaseOUDAL;
using Microsoft.Extensions.DependencyInjection;
using Org.BouncyCastle.Crypto.Tls;
using Qdp.Foundation.Utilities;
using System.Data;
using YieldChain.Commons;
using YLErp.Abstract;
using YLErp.Commons;
using YLErp.Model;
using YLErp.Models.Tag;
@@ -14,9 +18,10 @@ namespace YLErp.Modules.ClientModule
/// </summary>
public class ClientBlackService : ClientBaseService
{
private IKafkaProduce _kafkaProduce;
public ClientBlackService(OptUserInfo userInfo) : base(userInfo)
{
_kafkaProduce = YLServiceLocator.ServiceProvider.GetService<IKafkaProduce>();
}
/// <summary>
@@ -188,6 +193,8 @@ namespace YLErp.Modules.ClientModule
throw new ServiceException(msg);
}
}
// 在外部定义列表来保存需要通知的客户对
var clientsToNotify = new List<(Client oldClient, Client newClient)>();
foreach (var item in list)
{
if (string.IsNullOrWhiteSpace(item.Name))
@@ -205,6 +212,7 @@ namespace YLErp.Modules.ClientModule
var dt = DateTime.Now;
if (clientexistence.ProcessStatus == "已开户")
{
var oldClient= clientexistence.Clone();
clientexistence.ProcessOrderId = -4;
clientexistence.ProcessStatus = "已休眠";
clientexistence.OptId = UserId;
@@ -221,6 +229,11 @@ namespace YLErp.Modules.ClientModule
OptName = UserName,
OptDate = dt
});
// 如果原有状态是已开户，添加到通知列表
if (oldClient != null)
{
clientsToNotify.Add((oldClient, clientexistence));
}
}
///日志记录
DbContext.ClientAuditLog.Add(new ClientAuditLog
@@ -242,7 +255,11 @@ namespace YLErp.Modules.ClientModule
}
DbContext.client_black.AddRange(list);
DbContext.SaveChanges();
// 发送Kafka消息
foreach (var (oldClient, newClient) in clientsToNotify)
{
new ClientKafkaService(_kafkaProduce).Send(newClient, oldClient);
}
var importHasTagClientNames = list.Where(p => p.Tags != null && p.Tags.Count > 0).Select(p => p.Name).Distinct().ToList();
if (importHasTagClientNames != null && importHasTagClientNames.Count > 0)
{
YLErpDAL/Modules/EodModule/SettlementModule/EodCheckSwapFlow.cs
+5 -1
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@@ -20,8 +20,12 @@ namespace YLErp.Modules.EodModule.SettlementModule
public void Execute()
{
var settleDate = _context.SettleDate;
var clienIds = _context.Request.ClientIds;
var swapFlowList = DbContext.swap_flow.Where(x=>x.OccurTime==settleDate&&x.DataState==(int)SwapFlowDateStateEnum.等待完成);
if (clienIds != null && clienIds.Any())
{
swapFlowList = swapFlowList.Where(x => clienIds.Contains(x.ClientId ?? 0));
}
if (swapFlowList.Any())
{
_context.RaiseError(Step, $"{settleDate:yyyy-MM-dd}有未簿记的流水未处理");
YLErpDAL/Modules/ReportModule/SettlementReportModule/SettlementReportFotShanXiService.cs
+1 -1
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@@ -317,7 +317,7 @@ namespace YLErp.Modules.ReportModule.SettlementReportModule
WinLoss = clientBalance?.WinLoss ?? 0,
ClosedTradeFundGap = clientBalance?.ClosedTradeFundGap ?? 0,
ClosedTradePayableFund = clientBalance?.ClosedTradePayableFundTotal ?? 0,
PositionTradePayableFund = clientBalance?.PositionTradePayableFundTotal ?? 0,
PositionTradePayableFund = clientBalance?.MarginByPayableMarginTotal ?? 0,
DesirableFund = clientBalance?.DesirableFundTotal ?? 0,
PayableFund = emailData.PayableFund >= 0 ? emailData.PayableFund : (clientBalance?.PayableFundTotal ?? 0),
PositionPv = PS.Config.IsPVRounded ? (clientBalance?.RoundedPositionPv ?? 0) : (clientBalance?.PositionPv ?? 0),
YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs
+16 -19
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@@ -135,19 +135,17 @@ namespace YLErp.Modules.SwapModule
{
throw new Exception($"交易【{td.TradeNumber}】到期扔有持仓信息");
}
//实际自动互换数据开头已删除
var longEventTypes = eventTyps;
longEventTypes.Add((int)SwapFlowEventTypeEnum.开仓);
var flowEvents = new List<swap_flow_event>();
Expression<Func<swap_flow_event, bool>> eventExpression = x => x.SwapTradeId == td.id && x.DataState == (int)SwapFlowDateStateEnum.完成 && longEventTypes.Contains(x.EventType);
if (settleDate == td.TradeDate)
{
eventExpression = eventExpression.And(x => x.EventDate == settleDate);
}
else
{
eventExpression = eventExpression.And(x => x.UnwindDate == settleDate);
}
Expression<Func<swap_flow_event, bool>> eventExpression = x => x.SwapTradeId == td.id && x.DataState == (int)SwapFlowDateStateEnum.完成;
eventExpression = eventExpression.And(x => (x.EventDate == settleDate && x.EventType == (int)SwapFlowEventTypeEnum.开仓) || (x.UnwindDate == settleDate && eventTyps.Contains(x.EventType)));
//if (settleDate == td.TradeDate)
//{
// eventExpression = eventExpression.And(x => x.EventDate == settleDate);
//}
//else
//{
// eventExpression = eventExpression.And(x => x.UnwindDate == settleDate);
//}
flowEvents = DbContext.swap_flow_event.Where(eventExpression).ToList();
var preDealDate = GetPreDealDate(td.id, settleDate, eventTyps);//上一次平仓/互换/自动互换处理日期
List<swap_flow_event> autoInterests = new List<swap_flow_event>();//自动互换利息腿信息
@@ -1349,16 +1347,15 @@ namespace YLErp.Modules.SwapModule
curretEod.PosiTradingFee = position.PosiTradingFee;
curretEod.UnderlyingPrice = UnderlyingCodePrice(position.UnderlyingCode, dealDate, out decimal vobp);
SetPriceInfoByFlowEvent(eod, curretEod, unwindEvents, position);
if (settleDate == td.TradeDate)
{
curretEod.UnderlyingPrice = curretEod.PosiGrossPrice;
curretEod.TdCloseMtmPnl = 0;
curretEod.TdCloseFee = 0;
}
curretEod.TdCloseDividend = curretEod.TdPosiDividend;
curretEod.UnderlyingMarketValue = curretEod.UnderlyingPrice * curretEod.PosiQuantity * curretEod.ContractSize * shortRatio;
curretEod.PosiMtmPnL = (curretEod.UnderlyingPrice - curretEod.PosiGrossPrice) * curretEod.PosiQuantity * curretEod.ContractSize * shortRatio * directionRatio;
if (settleDate == td.TradeDate)
{
curretEod.PosiMtmPnL = 0;
//curretEod.TdCloseMtmPnl = 0;
//curretEod.TdCloseFee = 0;
}
curretEod.PosiDividendSum = curretEod.TdPosiDividend;
curretEod.PosiProfitSum = curretEod.PosiMtmPnL + curretEod.PosiDividendSum + curretEod.VTradingFee;
curretEod.RealizedMtmPnL = curretEod.TdCloseMtmPnl;
curretEod.RealizedDividend = curretEod.TdCloseDividend;
YLErpDAL/Modules/SwapModule/SwapFlowService.cs
+95
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@@ -28,6 +28,101 @@ namespace YLErp.Modules.SwapModule
{
}
/// <summary>
/// 查询今天是否有FR007的数据
/// </summary>
/// <returns></returns>
public eod_commodity_future_price SearchTodayFRData(DateTime dateTime)
{
var data = DbContext.eod_commodity_future_price.Where(a => a.ValueDate == dateTime).FirstOrDefault();
if (data == null)
{
data = new eod_commodity_future_price();
}
return data;
}
/// <summary>
/// 查询选择的时间是否拥有FR007的数据
/// </summary>
/// <returns></returns>
public List<eod_commodity_future_price> SearchdateFRData(List<DateTime> date)
{
var datafr007 = DbContext.eod_commodity_future_price.Where(a => date.Contains(a.ValueDate)).ToList();
return datafr007;
}
/// <summary>
/// 删除的RF007数据
/// </summary>
/// <param name="id">要删除的RF007数据Id</param>
/// <exception cref="ServiceException"></exception>
public bool DeleteFRData(int id)
{
var frdata = DbContext.eod_commodity_future_price.Find(id);
if (frdata == null)
{
throw new ServiceException("未找到FR007流水");
}
DbContext.eod_commodity_future_price.Remove(frdata);
DbContext.SaveChanges();
return true;
}
/// <summary>
/// 新增或者修改FR007数据
/// </summary>
/// <param name="price">FR007价格</param>
/// <param name="dateTime">新增或者修改时间</param>
/// <exception cref="ServiceException"></exception>
public bool AddOrUpdateFRdata(Double price, DateTime dateTime)
{
string beforedate = "";
var frdata = DbContext.eod_commodity_future_price.Where(a => a.ValueDate == dateTime).FirstOrDefault();
if (frdata == null)
{
frdata = new eod_commodity_future_price();
}
//修改
if (frdata != null && frdata?.UnderlyingCode != null)
{
frdata.ValueDate = dateTime;
frdata.HighPrice = 0;
frdata.LowPrice = 0;
beforedate = JsonHelper.Serialize(frdata);
}
else
{
//新增
var newestdata = DbContext.eod_commodity_future_price.OrderByDescending(a => a.ValueDate).FirstOrDefault();
if (newestdata == null)
{
var underlyingCode = DbContext.underlying_manager.Where(a => a.UnderlyingCode == "FR007").FirstOrDefault();
if (underlyingCode == null)
{
throw new ServiceException("找不到FR007的标的");
}
newestdata = new eod_commodity_future_price();
newestdata.UnderlyingId = underlyingCode.id;
}
frdata.ValueDate = dateTime;
frdata.UnderlyingCode = "FR007";
frdata.UnderlyingId = newestdata.UnderlyingId;
frdata.DataSource = "人工";
DbContext.Add(frdata);
}
frdata.ClosePrice = Math.Round(price, 4);
frdata.SettlePrice = Math.Round(price, 4);
frdata.ReferencePrice = Math.Round(price, 4);
frdata.OptId = UserInfo.UserId;
frdata.OptName = UserInfo.UserName;
frdata.OptDate = DateTime.Now;
DbContext.SaveChanges();
return true;
}
/// <summary>
/// 查询互换流水导入
/// </summary>
YLErpDAL/Modules/SwapModule/SwapRateService.cs
+36 -14
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@@ -107,8 +107,8 @@ namespace YLErp.Modules.SwapModule
swapRate.DiscountRateIsPercent = req.DiscountRateIsPercent;
swapRate.DiscountRate = req.DiscountRate;
swapRate.FrontDeskCharge = req.FrontDeskCharge;
swapRate.FrontDeskChargeIsPercent=req.FrontDeskChargeIsPercent;
swapRate.BackDeskCharge=req.BackDeskCharge;
swapRate.FrontDeskChargeIsPercent = req.FrontDeskChargeIsPercent;
swapRate.BackDeskCharge = req.BackDeskCharge;
swapRate.BackDeskChargeIsPercent = req.BackDeskChargeIsPercent;
swapRate.SetOpt(UserId, UserName);
}
@@ -227,34 +227,55 @@ namespace YLErp.Modules.SwapModule
var tempRate = reader.GetString("临时费率");
if (!string.IsNullOrEmpty(tempRate))
{
decimal rate = 0;
if (tempRate.EndsWith("%"))
{
swapRate.TempRateIsPercent = true;
tempRate = tempRate.Replace("%", "");
decimal.TryParse(tempRate, out rate);
rate = rate / 100;
}
else
{
swapRate.TempRateIsPercent = false;
decimal.TryParse(tempRate, out rate);
}
decimal.TryParse(tempRate, out var rate);
swapRate.TempRate = rate;
}
var baseRate = reader.GetString("基础费率");
if (!string.IsNullOrEmpty(baseRate))
{
decimal rate = 0;
if (baseRate.EndsWith("%"))
{
swapRate.BaseRateIsPercent = true;
baseRate = baseRate.Replace("%", "");
decimal.TryParse(baseRate, out rate);
rate = rate / 100;
}
else
{
swapRate.BaseRateIsPercent = false;
decimal.TryParse(baseRate, out rate);
}
decimal.TryParse(baseRate, out var rate);
swapRate.BaseRate = rate;
}
var disAccRate = reader.GetString("优惠费率");
if (!string.IsNullOrEmpty(disAccRate))
{
decimal rate = 0;
if (disAccRate.EndsWith("%"))
{
swapRate.DiscountRateIsPercent = true;
disAccRate = disAccRate.Replace("%", "");
decimal.TryParse(disAccRate, out rate);
rate = rate / 100;
}
else
{
swapRate.DiscountRateIsPercent = false;
decimal.TryParse(disAccRate, out rate);
}
decimal.TryParse(disAccRate, out var rate);
swapRate.DiscountRate = rate;
}
var frontRate = reader.GetString("现券对冲交易费用");
@@ -265,7 +286,8 @@ namespace YLErp.Modules.SwapModule
swapRate.FrontDeskChargeIsPercent = true;
frontRate = frontRate.Replace("‱", "");
}
decimal.TryParse(frontRate, out var rate);
decimal.TryParse(frontRate, out var rate);
swapRate.FrontDeskCharge = rate * 0.0001m;
}
var backRate = reader.GetString("现券对冲结算费用");
@@ -277,7 +299,7 @@ namespace YLErp.Modules.SwapModule
backRate = backRate.Replace("‱", "");
}
decimal.TryParse(backRate, out var rate);
swapRate.BackDeskCharge = rate*0.0001m;
swapRate.BackDeskCharge = rate * 0.0001m;
}
swapRate.DiscountAccDown = reader.GetDecimal("优惠累计量下限");
ValidateSwapRate(swapRate);
@@ -321,7 +343,7 @@ namespace YLErp.Modules.SwapModule
exportModel.TempRate = item.TempRateIsPercent ? item.TempRate.OtcFormatPercent(4) : item.TempRate.OtcFormatMoney(true);
exportModel.DiscountRate = item.DiscountRateIsPercent ? item.DiscountRate.OtcFormatPercent(4) : item.DiscountRate.OtcFormatMoney(true);
exportModel.DiscountAccDown = item.DiscountAccDown.OtcFormatMoney(true);
exportModel.FrontDeskCharge= item.FrontDeskChargeIsPercent==true ? item.FrontDeskCharge.OtcFormatTenThousandsPercent(4) : item.FrontDeskCharge.OtcFormatMoney(true);
exportModel.FrontDeskCharge = item.FrontDeskChargeIsPercent == true ? item.FrontDeskCharge.OtcFormatTenThousandsPercent(4) : item.FrontDeskCharge.OtcFormatMoney(true);
exportModel.BackDeskCharge = item.BackDeskChargeIsPercent == true ? item.BackDeskCharge.OtcFormatTenThousandsPercent(4) : item.BackDeskCharge.OtcFormatMoney(true);
list.Add(exportModel);
}
@@ -363,11 +385,11 @@ namespace YLErp.Modules.SwapModule
var posiNotionalValueGroup = DbContext.trade.Where(x => x.TradeDate >= monthStart
&& x.ValidState != ConsGlobal.InValid
&& x.TradeType == "收益互换"
&& ConsTrade.TradeStatusCustomexport.Contains(x.TradeStatus)).ToList().GroupBy(x=>x.ClientId);
&& ConsTrade.TradeStatusCustomexport.Contains(x.TradeStatus)).ToList().GroupBy(x => x.ClientId);
foreach (var swapRate in swapRates)
{
var clientPosiNotional = posiNotionalValueGroup.FirstOrDefault(x=>x.Key== swapRate.ClientId).ToList().Sum(s=>s.OriginalStockEqvNotional??0);
SendToKafka(swapRate, clientPosiNotional);
var clientPosiNotional = posiNotionalValueGroup.FirstOrDefault(x => x.Key == swapRate.ClientId).ToList().Sum(s => s.OriginalStockEqvNotional ?? 0);
SendToKafka(swapRate, clientPosiNotional);
}
}
/// <summary>
@@ -398,13 +420,13 @@ namespace YLErp.Modules.SwapModule
swapRateKafkaModel.isRate = swapRate.BaseRateIsPercent;
swapRateKafkaModel.rate = swapRate.BaseRate ?? 0;
swapRateKafkaModel.disRateDown = swapRate.DiscountAccDown ?? 0;
if (swapRate.DiscountAccDown.HasValue&&Convert.ToDecimal(clientPosiNotional)>= swapRateKafkaModel.disRateDown)
if (swapRate.DiscountAccDown.HasValue && Convert.ToDecimal(clientPosiNotional) >= swapRateKafkaModel.disRateDown)
{
swapRateKafkaModel.isDisRate = swapRate.DiscountRateIsPercent;
swapRateKafkaModel.disRate= swapRate.DiscountRate ?? 0;
swapRateKafkaModel.disRate = swapRate.DiscountRate ?? 0;
swapRateKafkaModel.rate = swapRateKafkaModel.disRate;
}
}
kafkaProduceHelper.Produce(Environment.GetEnvironmentVariable("KafkaConfig_ClientRateTopic"), JsonConvert.SerializeObject(swapRateKafkaModel));
}
YLErpDAL/Modules/SwapModule/SwapTradeService.cs
+4 -1
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@@ -1350,8 +1350,11 @@ namespace YLErp.Modules.SwapModule
position.UnderlyingInstrumentType = swap.UnderlyingInstrumentType;
position.PosiDirection = swap.PosiDirection;
position.PosiGrossPrice = swap.PosiGrossPrice;
position.PosiNetPrice = swap.PosiQuantity == 0 ? 0 : (swap.PosiGrossPrice + (position.PosiTradingFee / swap.PosiQuantity) * ratio);
position.PosiNetPrice = swap.PosiQuantity == 0 ? 0 : (swap.PosiGrossPrice + (position.PosiTradingFeePending / swap.PosiQuantity) * ratio);
position.PosiNetPrice = Math.Round(position.PosiNetPrice, ConsGlobal.PriceRound, MidpointRounding.AwayFromZero);
position.PosiNetNoFeePrice = swap.PosiNetNoFeePrice;
position.PosiNetFeePrice = swap.PosiQuantity == 0 ? 0 : (swap.PosiNetNoFeePrice + (position.PosiTradingFeePending / swap.PosiQuantity) * ratio);
position.PosiNetFeePrice = Math.Round(position.PosiNetFeePrice??0, ConsGlobal.PriceRound, MidpointRounding.AwayFromZero);
position.PosiNotionalValue = position.PosiGrossPrice * swap.PosiQuantity * swap.ContractSize;
position.PosiQuantity = swap.PosiQuantity;
position.InterestDirection = swap.InterestDirection;
YLErpWeb/App_Docs/导入模板/阶梯费率导入模板.xlsx
BIN
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Binary file not shown.
YLErpWeb/Controllers/SwapTrade2Controller.cs
+41
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@@ -2,6 +2,7 @@
using BaseOUDAL;
using CsvHelper;
using DocumentFormat.OpenXml.Spreadsheet;
using Microsoft.AspNetCore.Authorization;
using System.Collections.Concurrent;
using System.Linq;
using System.Web.Mvc;
@@ -712,6 +713,44 @@ namespace YLErp.Web.Controllers
}
#endregion
#endregion
#region fr007
/// <summary>
/// 查询最新一条FR007数据
/// </summary>
/// <returns></returns>
public JsonResult SearchTodayWhetherFRData(DateTime dateTime)
{
var service = new SwapFlowService(CurUser);
var data = service.SearchTodayFRData(dateTime);
return Json(data);
}
/// <summary>
/// 删除FR007数据
/// </summary>
/// <param name="id">要删除的RF007数据Id</param>
/// <returns></returns>
public JsonResult DeleteFRData(int id)
{
var service = new SwapFlowService(CurUser);
bool flag = service.DeleteFRData(id);
return Json(flag);
}
/// <summary>
/// 新增或者修改FR007数据
/// </summary>
/// <param name="id">新增为空 修改时是要修改的FR007数据</param>
/// <param name="price">FR007价格</param>
/// <param name="dateTime">新增或者修改时间</param>
[AllowAnonymous]
public JsonResult AddOrUpdateFRData(double price, DateTime dateTime)
{
var service = new SwapFlowService(CurUser);
bool flag = service.AddOrUpdateFRdata(price, dateTime);
return Json(flag);
}
#endregion
#endregion
#region 估值
#region 风险控制-日终持仓
@@ -1039,5 +1078,7 @@ namespace YLErp.Web.Controllers
var result = service.SendConfirmEamil(contractCode);
return JsonSuccess(result);
}
}
}
YLErpWeb/Controllers/clientController.cs
+1 -1
View File
@@ -625,7 +625,7 @@ namespace YLErp.Web.Controllers
x.HoldingDepositB = -clientBalance.PayableMarginB;
x.SwapPayableMargin = -clientBalance.SwapPayableMargin;
x.AvailableAmount = clientBalance.AvailableAmount;
x.InsuredAmount = clientBalance.PositionTradePayableFundTotal;
x.InsuredAmount = clientBalance.MarginByPayableMarginTotal;
x.MarginMonitoringTime = clientBalance.UpdateDate ?? DateTime.Now;
x.FreezePremium = clientBalance.FreezePremium;
x.ReceivablesPremium = clientBalance.ReceivablesPremium;
YLErpWeb/Views/SwapTrade2/SwapflowList.cshtml
+115 -23
View File
@@ -15,6 +15,7 @@
@section CSS{
<link rel="stylesheet" href="~/Style/Css/step.css?v=@(HtmlUtil.JsVersion)" />
<style>
.layui-progress {
position: relative;
height: 6px;
@@ -52,6 +53,44 @@
.bootstrap-select{
width:140px !important;
}
.clickable-icon {
cursor: pointer;
padding: 5px;
font-size: 16px;
}
.clickable-icon:hover {
opacity: 0.8;
}
.input-fr007 {
text-align: right;
padding-right: 25px !important;
}
.icon-box {
font-size: 20px;
}
.confirm-icon {
color: #4282ff;
}
.warning-icon {
color: #ffb84a;
}
.tips-icon {
display: contents;
}
.input-box {
position: relative;
}
.input-unit {
position: absolute;
right: 17px;
top: 0;
}
</style>
}
@section JS{
@@ -72,34 +111,87 @@
<div id="steps"></div>
</div>
<div class="searchdiv">
<div style="display:flex;height:40px;">
<a v-on:click="refreshTradeFlow(false)" href="#" style="margin-left:30px;"><span class="glyphicon glyphicon-refresh" v-show="step==1">刷新交易端流水</span></a>
@if (CurUser.结算管理_成交簿记流水新增)
{
<button class="btn btn-primary" v-on:click="addNew" style="margin-left:30px;" v-show="step==1">添加流水</button>
<button class="btn btn-primary" v-on:click="showImportSwapflow" style="margin-left:30px;" v-show="step==1">导入流水</button>
}
<button class="btn btn-primary" v-on:click="getList"><span class="glyphicon glyphicon-search"></span>查询</button>
@*<button class="btn btn-primary" v-on:click="summaryStep" style="margin-left:30px;" v-show="step==1">汇总</button>*@
<div style="position:absolute;right:17px;">
@Html.MyAceDropdownInput("SearchClientId", "客户名称", ClientDataModel.GetAllOpenClient(),multiple:false,appendEmptyAll:false)
<label>标的代码</label>
<select class="" data-placeholder="请选择 标的代码" id="UnderlyingCode" name="UnderlyingCode" data-actions-box="true" data-live-search="true" style="width:180px;"></select>
<label style="margin-left:10px;">清算日期</label>
<vue-datepicker :holiday="1" v-model="tradeDate" id="tradeDate" ></vue-datepicker>
@if (CurUser.结算管理_成交簿记流水重置)
<div style="display: flex; height: auto; flex-wrap: wrap; align-items: center; gap: 8px; padding: 8px 0;">
<!-- 左侧操作按钮组 -->
<div style="display: flex; flex-wrap: wrap; gap: 8px;">
<a v-on:click="refreshTradeFlow(false)" href="#" style="text-decoration: none;">
<span class="glyphicon glyphicon-refresh" v-show="step==1">刷新交易端流水</span>
</a>
@if (CurUser.结算管理_成交簿记流水新增)
{
<button class="btn btn-primary" id="resetBtn" style="margin-left:16px;">重置</button>
}
@if (CurUser.结算管理_成交簿记流水簿记)
{
<button class="btn btn-primary" id="combookingBtn" style="margin-left:16px;">确定簿记</button>
<button class="btn btn-primary" v-on:click="addNew" v-show="step==1">添加流水</button>
<button class="btn btn-primary" v-on:click="showImportSwapflow" v-show="step==1">导入流水</button>
}
<button class="btn btn-primary" v-on:click="getList">
<span class="glyphicon glyphicon-search"></span> 查询
</button>
</div>
<!-- 右侧输入控件组 -->
<div style="display: flex; flex-wrap: wrap; gap: 8px; margin-left: auto;">
<!-- FR007 输入组 -->
<div style="display: flex; align-items: center; gap: 8px;">
<span>FR007</span>
<div style="position: relative;">
<input type="text" v-model="FRData.value" class="form-control input-fr007"
style="width: 90px; padding-right: 25px;"
v-bind:disabled="!isFromArtifical"
v-on:focus="editFRData">
<span class="input-unit" style="position: absolute; right: 8px; top: 50%; transform: translateY(-50%);">%</span>
</div>
<i v-if="isShowWarning" class="fa fa-exclamation-triangle warning-icon" v-bind:title="frTips" aria-hidden="true"></i>
<template v-if="!isShowWarning && isFromArtifical">
<i class="fa fa-pencil-square-o clickable-icon"
v-show="!isAddOrEditFRData"
v-on:click="editFRData"></i>
<div v-show="isAddOrEditFRData" style="display: flex; gap: 4px;">
<i class="fa fa-check-circle clickable-icon text-success"
v-on:click="commitFRData"></i>
<i class="fa fa-times-circle clickable-icon text-danger"
v-on:click="deleteFRData"></i>
</div>
</template>
</div>
<!-- 日期选择组 -->
<div style="display: flex; align-items: center; gap: 8px;">
<span>日期</span>
<vue-datepicker :holiday="1" v-model="FRData.date" id="FRDataDate"
style="width: 140px;"
v-on:input="getFRData"></vue-datepicker>
<span>客户名称</span>
<input type="text" class="text-box" id="SearchClientId" />
</div>
<!-- 标的代码和清算日期 -->
<div style="display: flex; align-items: center; gap: 8px;">
<div class="form-group" style="margin: 0;">
<label>标的代码</label>
<select class="form-control selectpicker" data-placeholder="请选择 标的代码" id="UnderlyingCode" name="UnderlyingCode" data-actions-box="true" data-live-search="true" style="width: 180px; max-width: 100%;"></select>
</div>
<div class="form-group" style="margin: 0;">
<label>清算日期</label>
<vue-datepicker :holiday="1" v-model="tradeDate" id="tradeDate"
style="width: 140px;"></vue-datepicker>
</div>
</div>
<!-- 右侧操作按钮 -->
<div style="display: flex; gap: 8px;">
@if (CurUser.结算管理_成交簿记流水重置)
{
<button class="btn btn-primary" id="resetBtn">重置</button>
}
@if (CurUser.结算管理_成交簿记流水簿记)
{
<button class="btn btn-primary" id="combookingBtn">确定簿记</button>
}
</div>
</div>
@* <button class="btn btn-primary" v-on:click="unwindStep" style="margin-left:30px;" v-show="step==2">执行开平仓事件</button>
<button class="btn btn-primary" v-on:click="composeUnwindStep" style="margin-left:30px;" v-show="step==3">合成持仓</button>*@
</div>
</div>
<div id="tableContent" class="yc-panel my-0 p-0">
@Html.Raw(JqGridSimple.OutTable())
</div>
YLErpWeb/Views/clientbalance/TradeMarketReport.cshtml
+1 -1
View File
@@ -130,7 +130,7 @@
<td>其他收支</td>
<td id="OtherFund"></td>
<td style="font-weight: bold;">追保金额</td>
<td id="PositionTradePayableFund"></td>
<td id="MarginByPayableMargin"></td>
<td></td>
<td></td>
</tr>
YLErpWeb/Views/entryexit/entryexitList.cshtml
+3 -21
View File
@@ -675,28 +675,14 @@
</script>
}
<div class="tabbable">
@*<div class="tabbable">
<ul id="myTab" class="nav nav-tabs nav-main">
<li class="nav-item">
<a class="nav-link @(isCompanyCash?"":"active")" href="/entryexit/entryexitList">客户资金</a>
</li>
@if (PS.Config.ErpElement.IsShowCompanyCash)
{
<li class="nav-item">
<a class="nav-link @(isCompanyCash?"active":"")" href="/entryexit/entryexitList?isCompanyCash=1">公司资金</a>
</li>
}
<li class="nav-item">
<a class="nav-link" href="/clientcashincashout_product/clientcashincashout_productList">抵押品</a>
</li>
@if (PS.Config.ErpElement.IsShowOtherClientCash)
{
<li class="nav-item">
<a class="nav-link" href="/client_cash_other/client_cash_otherList">其他资金</a>
</li>
}
</ul>
</div>
</div>*@
<div class="searchdiv mt-0">
@Html.SearchDateRange("HappenDate", "发生时间")
@@ -743,10 +729,6 @@
@MyControls.Btn("拒绝", "setReject()")
}
}
@if (PS.Config.Company == CompanyEnum.中金)
{
@MyControls.Btn("南向资金全量", "downloadCashInfo()")
}
</div>
</div>
</div>
YLErpWeb/Views/variety/varietyList.cshtml
-5
View File
@@ -18,11 +18,6 @@
@MyControls.Btn("导入", "importVariety()")
}
@MyControls.Btn("导出", "downloadExcel()")
@if (CurUser.基础参数管理.标的品种编辑)
{
@MyControls.Btn("预付金参数导入", "importMarginParams()")
}
<a href="/variety/ExportMarginParams" class="btn btn-primary" target="_blank">预付金参数导出</a>
</div>
@Html.Raw(JqGridSimple.OutTable())
YLErpWeb/appsettings.local.json
+1 -1
View File
@@ -67,7 +67,7 @@
"YiLian_SwapFlowGroup": "YiLian_SwapFlowGroup1" //交易端同步流水消费组
},
"BondOmsInterface": {
"BaseUrl": "http://git.yiliantech.com:8887"
"BaseUrl": "http://trs.yiliantech.com:8080/trs_hub_api"
},
"OrcaleDatabaseConfig": {
"Schema": "APEX_040000"
YLErpWeb/wwwroot/Scripts/app/client/tradeMarketReport.js
+1 -1
View File
@@ -312,7 +312,7 @@ function SearchClientBalance() {
$("#VmFundSum").text(numFormart(data.VmFundSum));
$("#AvailableFund").text(numFormart(data.AvailableAmount));
$("#OtherFund").text(numFormart(data.OtherFund));
$("#PositionTradePayableFund").text(numFormart(data.PositionTradePayableFundTotal));
$("#MarginByPayableMargin").text(numFormart(data.MarginByPayableMarginTotal));
$("#ToDayRemainFund").text(numFormart(data.AmountFund));
$("#DesirableFund").text(numFormart(data.DesirableFundTotal));
});
YLErpWeb/wwwroot/Scripts/app/risk/quotaMonitor.js
-10
View File
@@ -1537,16 +1537,6 @@ var colModel_client = [
formatter: function (cellvalue, options, rowObject) {
return !cellvalue || cellvalue == "NaN" ? "" : cellvalue.toLocaleString();
}
}, {
name: 'Credit',
label: '授信额度',
index: 'Credit',
width: 120,
align: 'right',
sortable: false,
formatter: function (cellvalue, options, rowObject) {
return !cellvalue || cellvalue == "NaN" ? "" : cellvalue.toLocaleString();
}
}
];
YLErpWeb/wwwroot/Scripts/app/swaptrade/SwapflowList.js
+100 -1
View File
@@ -2,6 +2,7 @@
const inputFormatTradePrice = Object.freeze({ precision: otcformat.trading.tradeSinglePrice.precision, negative: true, append: '' });
const inputFormatTradeAmount = Object.freeze({ precision: otcformat.trading.notional.precision, append: '' });
const inputFormatMarginRate = Object.freeze({ precision: otcformat.trading.marginRateP.precision, append: '%' });
var clients = ylotc.clients;
const consUnderlyingFlag = (function () {
let unSelFlag = tradeHelper.UnderlyingSelectFlag;
return unSelFlag.UseForTrading | unSelFlag.IncludeMatured | unSelFlag.UsePinYinFilter | unSelFlag.IncludeBasket | unSelFlag.IncludeSynthetic | unSelFlag.CheckLaunch;
@@ -186,6 +187,9 @@ $(function () {
document.onkeydown = keyEnter;
let underlyingCtrl = new tradeHelper.UnderlyingSelectCtrl('#UnderlyingCode', { UseCodeAsId: true }).setFlag(tradeHelper.UnderlyingSelectFlag.OtcTrade);
let autoClientNumber_0 = FastVue.autocomplete(document.getElementById('SearchClientId'), {
nameField: 'Name', valueField: 'id', searchField: ['Number', 'Name'], lookup: clients
});
CombookingHub();
ResetHub();
});
@@ -868,7 +872,16 @@ var vue = new Vue({
step: 1,
tradeDate: "",
UnderlyingCode: "",
ClientId:null
ClientId: null,
isAddOrEditFRData: false,
isShowWarning: true,
isFromArtifical: false,
FRData: {
oldValue: null,
value: "",
id: "",
date: ""
},
},
mounted: function () {
autoClient = FastVue.autocomplete(document.getElementById('ClientId'), {
@@ -881,12 +894,17 @@ var vue = new Vue({
this.initStep(this.step);
//intiGrid(this.step)
this.refreshTradeFlow(false);
this.FRData.date = this.getToday()
this.getFRData();
},
computed: {
maxTradeDate() {
var now = this.getCurrentDate();
return now;
},
frTips() {
return `${this.FRData.date}无FR007，请补充。`;
}
},
methods: {
initStep(index) {
@@ -903,6 +921,87 @@ var vue = new Vue({
intiGrid(thisObj.step)
});
},
getToday() {
const today = new Date();
const year = today.getFullYear();
const month = today.getMonth() + 1; // getMonth() 返回的月份是从 0 开始的
const day = today.getDate();
// 如果需要格式化为 YYYY-MM-DD 字符串
const formattedToday = `${year}-${month.toString().padStart(2, '0')}-${day.toString().padStart(2, '0')}`;
return formattedToday
},
getFRData() {
const thisObj = this;
main.post(`/swapTrade2/SearchTodayWhetherFRData?dateTime=${this.FRData.date}`).done(function (resp) {
if (resp.UnderlyingCode) { // 如果这天有fr007获取值和id，隐藏警告
thisObj.FRData.value = (resp.ReferencePrice * 100).toFixed(4);
thisObj.FRData.oldValue = (resp.ReferencePrice * 100).toFixed(4);
thisObj.FRData.id = resp.id;
thisObj.isShowWarning = false
thisObj.isFromArtifical = resp.DataSource === "人工"
} else {
thisObj.FRData.value = "";
thisObj.FRData.id = "";
thisObj.isShowWarning = true;
thisObj.isFromArtifical = true;// 如果没有fr007，fr007来源默认设置为人工，用于新增
}
});
},
editFRData() {
this.isAddOrEditFRData = true
this.isShowWarning = false
},
cancelEditFRData() {
this.FRData.value = "";
this.isAddOrEditFRData = false
const today = this.getToday();
if (this.FRData.date !== today) {
this.isShowWarning = true;
} else {
this.isShowWarning = false
}
},
commitFRData() {
if (this.FRData.value) {
const value = Number(this.FRData.value)
if (!Number.isNaN(value)) {
// 用字符串四舍五入
const price = main.toNumber(value / 100, 6);
// 新增时不传id
const url = this.FRData.date ? `/swapTrade2/AddOrUpdateFRData?dateTime=${this.FRData.date}&price=${price}` : `/swapTrade2/AddOrUpdateFRData?price=${price}`
const thisObj = this;
main.post(url).done(function (resp) {
if (resp) {
thisObj.isAddOrEditFRData = false
thisObj.getFRData()
}
});
}
} else if (this.isShowWarning) { // 当日无fr007不做改动
this.isAddOrEditFRData = false
this.getFRData()
} else if (this.FRData.id) { // 当日有fr007删除fr007
const thisObj = this;
main.post(`/swapTrade2/DeleteFRData?id=${thisObj.FRData.id}`).done(function (resp) {
if (resp) {
thisObj.isAddOrEditFRData = false
thisObj.getFRData()
}
});
} else {
this.isAddOrEditFRData = false
this.isShowWarning = true;
}
},
deleteFRData() {
if (this.FRData.id) {
this.FRData.value = this.FRData.oldValue
this.isAddOrEditFRData = false
} else {
this.cancelEditFRData()
}
},
setStep(st) {
this.step = st;
},
YLErpWeb/wwwroot/Scripts/app/system/Approvalprocess.js
+1 -1
View File
@@ -47,7 +47,7 @@ var app = new Vue({
{ text: '客户开户', value: '1' },
{ text: '客户信息修改', value: '5' },
{ text: '交易', value: '2' },
{ text: '资信与授信', value: '3' },
/* { text: '资信与授信', value: '3' },*/
{ text: '出金', value: '4' }
],