Jaymr/zszq-trs
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Merge branch 'main' of http://git.yiliantech.com/gitlab/otc-dev/zszq-trs

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This commit is contained in:
吴方海
2024-06-04 18:20:10 +08:00
parent acbd2e7678 60244b6cd9
commit 8a972ad8c9
5 changed files with 25 additions and 55 deletions
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YLErpDAL/Modules/SwapModule/SwapTradeAutoService.cs
+2 -2
View File
@@ -34,7 +34,7 @@ namespace YLErp.Modules.SwapModule
public class SwapTradeAutoService : YLBaseService
{
protected static IYcLogger Log = LogFactory.GetLogger(typeof(SwapTradeAutoService).FullName);
private static string LongShortStructType = "定义文件型债券收益互换";
private static string LongShortStructType = "普通债券类收益互换";
public SwapTradeAutoService(OptUserInfo optUser) : base(optUser)
{
@@ -450,7 +450,7 @@ namespace YLErp.Modules.SwapModule
{
return;
}
var swaptrades = DbContext.trade.Where(t => t.StructureType == "定义文件型债券收益互换"
var swaptrades = DbContext.trade.Where(t => t.TradeType == "收益互换"
&& t.TradeDate <= valueDate
&& t.ValidState != ConsGlobal.InValid
&& !ConsTrade.TradeCompleteStatus.Contains(t.TradeStatus)).ToList();
YLErpDAL/Modules/SwapModule/SwapTradeService.cs
+4 -23
View File
@@ -1556,17 +1556,9 @@ namespace YLErp.Modules.SwapModule
throw new ServiceException("交易不存在");
}
bool backToBegin = td.TradeDate == valueDate;
bool longshort = td.StructureType == ClientMarginTypeEnum.多空组合.ToString();
var swapPositions = DbContext.swap_position.Where(x => x.SwapTradeId == tradeId && !x.Invalid).ToList();
td.trade_extend = DbContext.trade_extend.FirstOrDefault(x => x.TradeId == td.id);
if (longshort)
{
var anyTrade = DbContext.trade.FirstOrDefault(x => x.StructureType == ClientMarginTypeEnum.多空组合.ToString() && x.TradeStatus == "确认成交" && x.ValidState != ConsGlobal.InValid && x.id != tradeId && x.ClientId == td.ClientId);
if (anyTrade != null)
{
throw new ServiceException($"{td.ClientName}存在存续期多空组合框架合约，不能回退");
}
}
//展期
var swapEvent = DbContext.swap_event.Where(x => x.SwapTradeId == tradeId && x.EventType == (int)SwapEventTypeEnum.展期 && !x.Invalid && x.ValueDate <= valueDate).OrderByDescending(o => o.ValueDate).FirstOrDefault();
var trans = DbContext.Database.BeginTransaction();
@@ -1581,22 +1573,11 @@ namespace YLErp.Modules.SwapModule
td.StockEqvNotional = td.OriginalStockEqvNotional ?? 0;
td.UnWindDate = null;
td.HasPartialUnWind = null;
if (!longshort)
{
SingleTradeBackToBegin(td, swapPositions);
}
else
{
LongshortTradeBackToBegin(swapPositions);
}
SingleTradeBackToBegin(td, swapPositions);
}
else
{
TradeBackByDate(td, valueDate, swapPositions, longshort);
}
if (longshort)
{
new SwapFlowService(this).ResetFlows(td.ClientId, valueDate);
TradeBackByDate(td, valueDate, swapPositions);
}
if (swapEvent != null)//展期
{
@@ -1727,7 +1708,7 @@ namespace YLErp.Modules.SwapModule
/// </summary>
/// <param name="td"></param>
/// <param name="swapEvent"></param>
private void TradeBackByDate(trade td, DateTime valueDate, List<swap_position> swapPositions, bool longshort)
private void TradeBackByDate(trade td, DateTime valueDate, List<swap_position> swapPositions)
{
SwapEodPositionService eodPositionService = new SwapEodPositionService(this);
SwapDealService swapDealService = new SwapDealService(this);