计算器调用调整

YLErpDAL/BLL/EodSettlement/RealtimePnlCalc.cs

@@ -8,6 +8,7 @@ using NPOI.SS.Formula.Functions;
 using Org.BouncyCastle.Asn1.Ocsp;
 using Org.BouncyCastle.Math.EC.Multiplier;
 using Qdp.Pricing.Base.Implementations;
+using System.IO;
 using System.Security.Cryptography.Xml;
 using YLErp.Abstract;
 using YLErp.Abstract.DataProviders;
@@ -589,7 +590,7 @@ namespace YLErp.BLL.Eod
                         bondDb.SaveChanges();
                         if (clientPosition.deal_full_price_avg > 0 && enableCalcBongd)//发kafka 获取成交收益率
                         {
-                            BondCalcKafka(bondCalcTopic, clientPosition.id, clientPosition.security_id, clientPosition.side, clientPosition.deal_full_price_avg.Value);
+                            CalcBandPrice(clientPosition);
                         }
                     }
                     var sql = $"{nameof(ClientPosition.create_time)}<'{datenow.AddSeconds(-1):yyyy-MM-dd HH:mm:ss}' or  {nameof(ClientPosition.position_qty)}=0";
@@ -633,7 +634,7 @@ namespace YLErp.BLL.Eod
                             //发kafka 获取成交收益率
                             if (clientPosition.deal_full_price_avg > 0 && enableCalcBongd)
                             {
-                                BondCalcKafka(bondCalcTopic, clientPosition.id, clientPosition.security_id, clientPosition.side, clientPosition.deal_full_price_avg.Value);
+                                CalcBandPrice(clientPosition);
                             }
                             else if (clientPosition.id > 0 && (clientPosition.position_qty > 0 || clientPosition.today_profit_loss != 0))
                             {
@@ -710,42 +711,15 @@ namespace YLErp.BLL.Eod
                 }
             }
         }
-        /// <summary>
-        /// 计算互换成交收益率消费任务
-        /// </summary>
-        /// <param name="_kafkaConsumer"></param>
-        public static void ConsumerBondCalcResp(KafkaConsumerHelper _kafkaConsumer)
-        {
-            _kafkaConsumer.Subscribe(msg =>
-            {
-                if (!string.IsNullOrEmpty(msg))
-                {
-                    var result = JsonHelper.Deserialize<BondCalcResp>(msg);
-                    var logid = Convert.ToInt64(result.requestID);
-                    if (result.errCode == "0")
-                    {
-                        using var bondDb = new BondOmsDBContext();
-                        string sqlstr = $"update client_position set deal_yield_avg={result.YTM} where id={logid}";
-                        bondDb.Database.ExecuteSqlRaw(sqlstr);
-                    }
-                }
-            });
-        }
         #region 新互换实时持仓私有方法
-        private static void BondCalcKafka(string topic, long clientPosiId, string underlyingCode, int side, decimal price)
+        private static void BondCalcApi(ClientPosition clientPosition)
         {
-            BondCalcReq req = new BondCalcReq()
+            var resp = BondCalcHepler.BondCalc(clientPosition.security_id, clientPosition.deal_full_price_avg ?? 0, "DP");
+            if (resp!=null)
             {
-                bondId = underlyingCode,
+                clientPosition.deal_yield_avg = resp.ytm* ConsGlobal.bondPriceMultiple;
-                requestId = clientPosiId.ToString(),
+                _yLCache.StringSetWithNoPrefix<CalBondResult>("TRS-BondFullPrice:" + clientPosition.security_id, resp);
-                direction = side.ToString(),
+            }
-                price = price,
-                priceType = "DP",
-                settleType = "0",
-                requestTime = DateTime.Now.ToString("yyyy-MM-dd HH:mm:ss"),
-                valueDate = DateTime.Now.ToString("yyyy-MM-dd")
-            };
-            kafkaProduceHelper.Produce(topic, JsonHelper.Serialize(req));
         }
         /// <summary>
         /// 创建持仓
@@ -892,6 +866,30 @@ namespace YLErp.BLL.Eod
             }
 
         }
+        /// <summary>
+        /// 计算债券价格
+        /// </summary>
+        /// <param name="clientPosition"></param>
+        private static void CalcBandPrice(ClientPosition clientPosition)
+        {
+            if (clientPosition.position_qty <= 0 || _yLCache == null)
+            {
+                return;
+            }
+            try
+            {
+                //TRS-BondDepthMarket:160010.IB-0
+                CalBondResult bondPrice = _yLCache.StringGetWithNoPrefix<CalBondResult>("TRS-BondFullPrice:" + clientPosition.security_id);
+                if (bondPrice?.dirtyPrice != clientPosition.deal_full_price_avg)
+                {
+                    BondCalcApi(clientPosition);
+                }
+            }
+            catch (Exception ex)
+            {
+
+            }
+        }
         #endregion
         /// <summary>
         /// 实时risk计算

YLErpDAL/Helpers/BondCalcHepler.cs

@@ -9,23 +9,22 @@ using YLErp.Model;
 namespace YLErp.Helpers
 {
     /// <summary>
-    /// 衡泰计算器帮助类
+    /// 计算器帮助类
     /// </summary>
-    public class HTCalcHepler
+    public class BondCalcHepler
     {
         /// <summary>
-        /// 衡泰计算器
+        /// 计算器
         /// </summary>
         /// <returns></returns>
-        public static CalBondResult BondCalc(string underlyingCode,int positionType,decimal price,string valueDate)
+        public static CalBondResult BondCalc(string underlyingCode,decimal price,string priceType="DP")
         {
             var baseUrl = Environment.GetEnvironmentVariable("BondOmsInterface_BaseUrl");
             var calculateUrl = "/calc/cal_bond_value";
             CalcBondRequest request = new CalcBondRequest() { 
                 bondId= underlyingCode,
                 price = price.ToString(),
-                valueDate=valueDate,
+                priceType = priceType,
-                direction= positionType.ToString()
             };
             if (!string.IsNullOrEmpty(baseUrl))
             {
@@ -34,7 +33,7 @@ namespace YLErp.Helpers
                 var result = httpHelper.PostRequestNoAuth<CalcBondRequest, CalcBondReponse>(calculateUrl, request).Result;
                 if (result != null && !result.success)
                 {
-                    LogFactory.GetLogger("HTCalcHepler").Info("衡泰计算器计算失败：" + result.message);
+                    LogFactory.GetLogger("BondCalcHepler").Info("计算器计算失败：" + result.message);
                 }
                 else
                 {

YLErpDAL/Model/CalcBondRequest.cs

@@ -15,27 +15,13 @@ namespace YLErp.Model
         /// </summary>
         public string bondId { get; set; }
         /// <summary>
-        /// 买卖方向0买1卖
-        /// </summary>
-        public string direction { get; set; }
-        /// <summary>
         /// 价格
         /// </summary>
         public string price { get; set; }
-        /// <summary>
-        /// 清算速度
-        /// </summary>
-       // public string settleType { get; set; } = "0";
         /// <summary>
         /// 价格类型 必填 DP(全价)CP(净价)YD(到期收益率)
         /// </summary>
         public string priceType { get; set; } = "DP";
-        /// <summary>
-        /// 定价日期
-        /// </summary>
-        public string valueDate { get; set; }
-        //public string requestTime { get; set; }
-        //public string requestId { get; set; }
     }
 
     public class CalcBondRequestList
@@ -61,6 +47,6 @@ namespace YLErp.Model
         /// <summary>
         /// 收益率
         /// </summary>
-        public decimal YTM { get; set; }
+        public decimal ytm { get; set; }
     }
 }

YLErpDAL/Model/HengTaiModel/BondCalcReq.cs

@@ -1,52 +0,0 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
-using System.Text;
-using System.Threading.Tasks;
-
-namespace YLErp.Model.HengTaiModel
-{
-    public class BondCalcReq
-    {
-        /// <summary>
-        ///  债券代码  必填,格式为"券名,资产类型,市场类型" "220210,SPT_BD,X_CNBD"
-        /// </summary>
-        public string bondId { get; set; }
-        /// <summary>
-        /// 定价日 	必填
-        /// </summary>
-        public string valueDate { get; set; }
-        /// <summary>
-        ///  价格类型  必填 DP(全价)CP(净价)YD(到期收益率)
-        /// </summary>
-        public string priceType { get; set; }
-        /// <summary>
-        ///  价格		必填
-        /// </summary>
-        public decimal price { get; set; }
-        /// <summary>
-        /// 清算速度  必填
-        /// </summary>
-        public string settleType { get; set; }
-        /// <summary>
-        ///  请求编号
-        /// </summary>
-        public string requestId { get; set; }
-        /// <summary>
-        /// 请求时间
-        /// </summary>
-        public string requestTime { get; set;}
-        /// <summary>
-        ///  买卖方向
-        /// </summary>
-        public string direction { get; set; }
-        /// <summary>
-        ///  保留字段1
-        /// </summary>
-        public string reserver1 { get; set; }
-        /// <summary>
-        /// 保留字段2
-        /// </summary>
-        public string reserver2 { get; set; } 	
-    }
-}

YLErpDAL/Model/HengTaiModel/BondCalcResp.cs

@@ -1,90 +0,0 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
-using System.Text;
-using System.Threading.Tasks;
-
-namespace YLErp.Model.HengTaiModel
-{
-    public class BondCalcResp
-    {
-        /// <summary>
-        /// 债券代码  
-        /// </summary>
-        public string bondId { get; set; }
-        /// <summary>
-        /// 定价日 		
-        /// </summary>
-        public string valueDate { get; set; }
-        /// <summary>
-        /// 清算速度  
-        /// </summary>
-        public string settleType { get; set; }
-        /// <summary>
-        /// 请求编号
-        /// </summary>
-        public string requestID { get; set; }
-        /// <summary>
-        /// 请求时间
-        /// </summary>
-        public string requestTime { get; set; }
-        /// <summary>
-        /// 买卖方向
-        /// </summary>
-        public string direction { get; set; }
-        /// <summary>
-        /// 保留字段1
-        /// </summary>
-        public string reserver1 { get; set; }
-        /// <summary>
-        /// 保留字段2
-        /// </summary>
-        public string reserver2 { get; set; }
-        /// <summary>
-        ///  全价
-        /// </summary>
-        public decimal dirtyPrice { get; set; }
-        /// <summary>
-        /// 净价
-        /// </summary>
-        public decimal cleanPrice { get; set; }
-        /// <summary>
-        /// 到期收益率
-        /// </summary>
-        public decimal YTM { get; set; }
-        /// <summary>
-        /// 应计利息
-        /// </summary>
-        public decimal Al { get; set; }
-        /// <summary>
-        /// 麦克劳林久期
-        /// </summary>
-        public decimal MD { get; set; }
-        /// <summary>
-        /// 修正久期
-        /// </summary>
-        public decimal AD { get; set; }
-        /// <summary>
-        /// 凸性
-        /// </summary>
-        public decimal CV { get; set; }
-        /// <summary>
-        /// 基点价值
-        /// </summary>
-        public decimal DVBP { get; set; }
-        /// <summary>
-        ///  剩余期限
-        /// </summary>
-        public decimal remainTerm { get; set; }
-        /// <summary>
-        /// 关键基点价值
-        /// </summary>
-        public decimal KDVBP { get; set; }
-        /// <summary>
-        /// 关键久期
-        /// </summary>
-        public decimal KD { get; set; }
-        public string errMsg { get; set; }
-        public string errCode { get; set; }
-    }
-}

YLErpWeb/App_Data/FunctionRight.xml

@@ -105,9 +105,6 @@
 		<FunctionSub Name="机构账号设置" Title="机构账号设置"></FunctionSub>
 		<FunctionSub Name="机构账号设置新增" Title="机构账号设置新增" Type="Operate" Note="是否有机构账号设置新增权限" ></FunctionSub>
 		<FunctionSub Name="机构账号设置编辑" Title="机构账号设置编辑" Type="Operate" Note="是否有机构账号设置编辑权限" ></FunctionSub>
-		<FunctionSub Name="开放API配置" Title="开放API配置"></FunctionSub>
-		<FunctionSub Name="开放API配置新增" Title="开放API配置新增" Type="Operate" Note="是否有开放API配置新增权限" ></FunctionSub>
-		<FunctionSub Name="开放API配置编辑" Title="开放API配置编辑" Type="Operate" Note="是否有开放API配置编辑权限" ></FunctionSub>
 	</FunctionParent>
 	<FunctionParent Name="互换簿记预设" Title="互换簿记预设">
 		<FunctionSub Name="TRS用簿记账户设置" Title="TRS用簿记账户设置"></FunctionSub>

YLErpWeb/App_Data/Menus.txt

@@ -37,8 +37,7 @@
 	{Name:"客户审批",Rights:["客户管理-客户审批"],Url:"clientApproval/openingclientList"},
 	{Name:"资信等级有效期",Rights:["客户管理-资信等级有效期"],Url:"client_rating/List"},
 	{Name:"黑名单客户",Rights:["客户管理-黑名单客户"],Url:"clientblack/clientblacklist"},
-	{Name:"机构账号设置",Rights:["客户管理-机构账号设置"],Url:"v3/client/account"}, 
+	{Name:"机构账号设置",Rights:["客户管理-机构账号设置"],Url:"v3/client/account"}
-	{Name:"开放API配置",Rights:["客户管理-开放API配置"],Url:"v3/client/open-api"},
 	]
 },
 {Name:"互换簿记预设",Rights:["互换簿记预设"],Icon:"menu-icon iconfour"

YLErpWeb/Controllers/BondController.cs

@@ -7,9 +7,9 @@ namespace YLErp.Web.Controllers
     {
 
         [AllowAnonymous]
-        public JsonResult CalcBond(string underlyingCode, int positionType, decimal price, string valueDate)
+        public JsonResult CalcBond(string underlyingCode, decimal price, string priceType)
         {
-            var obj = HTCalcHepler.BondCalc(underlyingCode, positionType, price, valueDate);
+            var obj = BondCalcHepler.BondCalc(underlyingCode, price, priceType);
             if (obj == null)
             {
                 return JsonError("计算价格失败");

YLWinSer/RealTimeCalcPositionService/appsettings.json

@@ -41,7 +41,7 @@
     "OnRspCalcBondTopic": "OnRspCalcBond", //互换成交收益率计算器消费topic
     "OnRspCalcBondTopicGroupId": "OnRspCalcBondConsumer", //互换成交收益率计算器消费topic消费组
     "AutoOffsetReset": 1, //Latest(0),Earliest(1),Error(2)
-    "EnableCalcBongd": false //是否启用kafka计算
+    "EnableCalcBongd": true //是否调用计算器
   },
   "BondOmsInterface": {
     "BaseUrl": "http://trs.yiliantech.com:8080/trs_hub_api",