chore(swap): 删除格林大华保证金#if DEBUG明显bug分支——Release下case空体误落国泰君安公式组
本部署CompanyEnum=国联(走default→DefaultMarginCalculation),且保证金正在其他分支重写,各家期货公司定制对本分支无意义;格林大华case体整体包在#if DEBUG里,Release编译时空case直接fall-through到国泰君安/光大光子/兴业商贸组——若格林大华环境用Release版,保证金一直在用别家公式。连同DAL的GLDHMarginCalculation.cs与UT下整文件注释的死备份一并删除。dotnet build 0错误
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hjhan
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//using System;
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//using System.Collections.Generic;
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//using System.Linq;
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//using YLErp.DBModels;
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//using YLErp.Model;
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//namespace YLErp.BLL.MarginCalculationBak
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//{
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// /// <summary>
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// /// 格林大华
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// /// </summary>
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// public class GLDHMarginCalculation : MarginCalculationBase
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// {
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// // 定义一个静态变量来保存类的实例
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// public static readonly GLDHMarginCalculation Instance;
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// static GLDHMarginCalculation()
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// {
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// Instance = new GLDHMarginCalculation();
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// }
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// // 定义私有构造函数，使外界不能创建该类实例
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// private GLDHMarginCalculation()
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// {
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// }
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// public override List<trade_span> RunMarginCalculation(int userId, string userName, List<trade> tradeList, DateTime settleDate, Dictionary<int, double> priceDict, bool hasOptionInfo = false, bool isEodSettle = false, bool forSingleTrade = true, string volType = "交易", bool forOtherSide = false)
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// {
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// List<trade_span> tradeSpans = new List<trade_span>();
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// //实际计算的时候没有使用到收盘价格，所以先把取价格的逻辑注释掉;
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// //if (!(priceDict?.Count > 0))
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// //{
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// // var codes = tradeList.Select(O => O.UnderlyingCode).ToArray();
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// // priceDict = base.GetSettlePrice(codes, settleDate);
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// //}
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// //if (priceDict.Count == 0)
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// //{
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// // //如果价格没有传入也没从数据库获取到，就直接返回，没必要往下运行了。但不应该报错;
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// // return tradeSpans;
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// //}
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// if (tradeList != null && tradeList.Count > 0)
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// {
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// var tempStockTradeList = tradeList.Where(t => t.UnderlyingInstrumentType == ConsGlobal.InstrumentType.Stock).ToList();
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// if (tempStockTradeList.Any())
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// {
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// var stockTradeSpanlist = StockMarginCalculation(userId, userName, tempStockTradeList, settleDate, priceDict, hasOptionInfo, isEodSettle);
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// if (stockTradeSpanlist.Count > 0)
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// {
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// tradeSpans.AddRange(stockTradeSpanlist);
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// }
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// }
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// var tempFutureTradeList = tradeList.Where(t => t.UnderlyingInstrumentType == ConsGlobal.InstrumentType.CommodityFutures).ToList();
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// if (tempFutureTradeList.Any())
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// {
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// var futureTradeSpanlist = FutureMarginCalculation(userId, userName, tempFutureTradeList, settleDate, priceDict, hasOptionInfo, isEodSettle);
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// if (futureTradeSpanlist.Count > 0)
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// {
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// tradeSpans.AddRange(futureTradeSpanlist);
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// }
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// }
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// }
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// return tradeSpans;
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// }
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// /// <summary>
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// /// 股票类期权计算保证金
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// /// </summary>
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// /// <param name="userId"></param>
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// /// <param name="userName"></param>
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// /// <param name="tradeList"></param>
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// /// <param name="settleDate"></param>
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// /// <param name="priceDict"></param>
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// /// <returns></returns>
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// public List<trade_span> StockMarginCalculation(int userId, string userName, List<trade> tradeList, DateTime settleDate, Dictionary<int, double> priceDict, bool hasOptionInfo = false, bool isEodSettle = false)
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// {
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// List<trade_span> tradeSpans = new List<trade_span>();
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// if (tradeList != null && tradeList.Count > 0)
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// {
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// using (YLContext db = new YLContext())
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// {
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// var marginRation = valuedateBLL.SystemDate.MarginRatio ?? 0.15;
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// var clientIds = tradeList.Select(t => t.ClientId).ToList();
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// var clientList = (from client in db.client
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// join clientlevel in db.clientlevel
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// on client.LevelId equals clientlevel.id into tempClientlevel
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// from clientlevelTT in tempClientlevel.DefaultIfEmpty()
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// where clientIds.Contains(client.id)
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// select new
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// {
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// client,
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// clientlevel = clientlevelTT
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// }).ToList();
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// if (clientList != null)
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// {
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// tradeList.ForEach(t =>
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// {
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// var client = clientList.FirstOrDefault(c => c.client.id == t.ClientId);
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// if (client != null)
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// {
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// //未设置相关保证金系数默认为1.0
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// var clientRatio = client.clientlevel == null ? 1.0 : (client.clientlevel.Ratio ?? 1.0);
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// //如果是股票去名义本金，如果是期货取：份额 * 即期价格
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// var value = (t.StockEqvNotional ?? (t.Notional * t.SpotPrice ?? 0.0)) * marginRation * (t.BuySell == "买入" ? 1 : (PS.Config.ErpElement.TwoSideMargin && client.client.HasTwoSideMargin == 1 ? -1 : 0)) * clientRatio;
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// var twoSideMargin = (t.StockEqvNotional ?? (t.Notional * t.SpotPrice ?? 0.0)) * marginRation * (t.BuySell == "买入" ? 1 : -1) * clientRatio;
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// tradeSpans.Add(new trade_span
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// {
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// TradeId = t.id,
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// OptDate = DateTime.Now,
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// OptId = userId,
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// OptName = userName,
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// ClientId = client.client.id,
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// UnderlyingId = t.UnderlyingId,
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// UnderlyingCode = t.UnderlyingCode,
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// ValueDate = settleDate,
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// Spv1 = value,
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// Spv2 = value,
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// Spv3 = value,
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// Spv4 = value,
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// WorstCastClientPayable = value,
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// TwoSideMargin = twoSideMargin
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// });
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// }
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// });
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// }
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// }
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// }
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// return tradeSpans;
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// }
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// /// <summary>
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// /// 商品期权计算保证金
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// /// </summary>
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// /// <param name="userId"></param>
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// /// <param name="userName"></param>
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// /// <param name="futureTradeList"></param>
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// /// <param name="settleDate"></param>
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// /// <param name="priceDict"></param>
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// /// <returns></returns>
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// public List<trade_span> FutureMarginCalculation(int userId, string userName, List<trade> futureTradeList, DateTime settleDate, Dictionary<int, double> priceDict, bool hasOptionInfo = false, bool isEodSettle = false)
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// {
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// List<trade_span> tradeSpans = new List<trade_span>();
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// if (futureTradeList != null && futureTradeList.Count > 0)
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// {
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// using (YLContext db = new YLContext())
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// {
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// var marginRation = valuedateBLL.SystemDate.FutureMarginRatio ?? 0.15;
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// var clientIds = futureTradeList.Select(t => t.ClientId).ToList();
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// var clientList = (from client in db.client
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// join clientlevel in db.clientlevel
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// on client.LevelId equals clientlevel.id into tempClientlevel
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// from clientlevelTT in tempClientlevel.DefaultIfEmpty()
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// where clientIds.Contains(client.id)
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// select new
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// {
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// client,
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// clientlevel = clientlevelTT
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// }).ToList();
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// if (clientList != null)
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// {
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// futureTradeList.ForEach(t =>
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// {
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// var client = clientList.FirstOrDefault(c => c.client.id == t.ClientId);
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// if (client != null)
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// {
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// //未设置相关保证金系数默认为1.0
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// var clientRatio = client.clientlevel == null ? 1.0 : (client.clientlevel.Ratio ?? 1.0);
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// //如果是股票去名义本金，如果是期货取：份额 * 即期价格
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// var value = (t.StockEqvNotional ?? (t.Notional * t.SpotPrice ?? 0.0)) * marginRation * (t.BuySell == "买入" ? 1 : (PS.Config.ErpElement.TwoSideMargin && client.client.HasTwoSideMargin == 1 ? -1 : 0)) * clientRatio;
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// var twoSideMargin = (t.StockEqvNotional ?? (t.Notional * t.SpotPrice ?? 0.0)) * marginRation * (t.BuySell == "买入" ? 1 : -1) * clientRatio;
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// tradeSpans.Add(new trade_span
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// {
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// TradeId = t.id,
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// OptDate = DateTime.Now,
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// OptId = userId,
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// OptName = userName,
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// ClientId = client.client.id,
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// UnderlyingId = t.UnderlyingId,
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// UnderlyingCode = t.UnderlyingCode,
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// ValueDate = settleDate,
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// Spv1 = value,
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// Spv2 = value,
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// Spv3 = value,
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// Spv4 = value,
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// WorstCastClientPayable = value,
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// TwoSideMargin = twoSideMargin
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// });
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// }
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// });
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// }
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// }
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// }
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// return tradeSpans;
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// }
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// public override double GetTradeMargin(trade trade, double price, bool isInitialMargin = false, bool hasOptionInfo = false)
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// {
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// using (YLContext db = new YLContext())
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// {
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// if (trade.TradeType == "结构化交易")
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// {
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// trade.SubTrades = db.trade.Where(x => x.ParentTradeId == trade.id).ToList();
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// }
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// }
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// var tradeMargin = RunMarginCalculation(0, "系统", new List<trade> { trade }, isInitialMargin ? (trade.TradeDate ?? valuedateBLL.ValueDate) : valuedateBLL.ValueDate, new Dictionary<int, double> { { trade.UnderlyingId, price } }, hasOptionInfo: hasOptionInfo);
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// if (null != tradeMargin)
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// {
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// return tradeMargin.FirstOrDefault()?.WorstCastClientPayable ?? 0.0;
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// }
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// return 0.0;
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// }
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// }
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//}
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