feat: 新增成交收益率字段

2025-10-11 15:07:44 +08:00
parent bbd3c40575
commit a2962cfc4b
11 changed files with 98 additions and 3 deletions
@@ -15,6 +15,8 @@ using Qdp.Pricing.Base.Implementations;
 using System.Linq;
 using System.Linq.Expressions;
 using System.Reflection;
+using System.Text.Json;
+using System.Text;
 using YLErp.BLL;
 using YLErp.BLL.Calculation;
 using YLErp.BLL.Eod;
@@ -303,6 +305,51 @@ namespace YLErp.Modules.SwapModule
            var swapFlows = DbContext.swap_flow.Where(x => ids.Contains(x.id) && x.DataState == (int)SwapFlowDateStateEnum.等待完成 && x.ClientId > 0).ToList();
            return swapFlows;
        }
+
+        /// <summary>
+        /// 使用不含费全价（加权平均全精度）+日期 来计算
+        /// </summary>
+        /// <param name="swapFlows"></param>
+        public async Task<decimal?> CalcInitYtm(string symbol, DateTime valueDate, decimal tradingAmountAvg)
+        {
+
+            using var client = new HttpClient();
+
+            var payload = new Dictionary<string, object>
+                {
+                    { "bondKey", symbol },
+                    { "settlementDate", valueDate },
+                    { "fullPrice", tradingAmountAvg }
+                };
+
+            string json = System.Text.Json.JsonSerializer.Serialize(payload);
+            var content = new StringContent(json, Encoding.UTF8, "application/json");
+
+            try
+            {
+                HttpResponseMessage response = await client.PostAsync("http://localhost:8080/v1/bond/", content);
+                response.EnsureSuccessStatusCode();
+
+                string responseBody = await response.Content.ReadAsStringAsync();
+                using var doc = JsonDocument.Parse(responseBody);
+                if (doc.RootElement.TryGetProperty("yield", out var yieldElement))
+                {
+                    if (yieldElement.ValueKind == JsonValueKind.Number)
+                    {
+                        double d = yieldElement.GetDouble();
+                        return (decimal)d;
+                    }
+                }
+                return null;
+            }
+            catch (Exception ex)
+            {
+                Console.WriteLine("请求失败: " + ex.Message);
+                return null;
+            }
+        }
+
+
        /// <summary>
        /// 簿记前自动校验
        /// </summary>
@@ -347,7 +394,7 @@ namespace YLErp.Modules.SwapModule
        /// 汇总流水
        /// </summary>
        /// <param name="valueDate"></param>
-        public List<swap_flow_merge> SummaryFlow(List<swap_flow> swapFlows, bool save = true)
+        public async Task<List<swap_flow_merge>> SummaryFlow(List<swap_flow> swapFlows, DateTime valueDate, bool save = true)
        {
            var swapFlowGroup = swapFlows.GroupBy(g => new { g.ClientId, g.OccurTime, g.UnderlyingCode, g.BsType }).ToList();
            List<swap_flow_merge> list = new List<swap_flow_merge>();
@@ -382,6 +429,8 @@ namespace YLErp.Modules.SwapModule
                swap_flow_summary.TradingAmountNetAvg = Math.Round(swap_flow_summary.TradingAmountNetAvg ?? 0, 10);
                swap_flow_summary.TradingAmountNetFeeAvg = swap_flow_summary.TradingQty == 0 ? swap_flow_summary.TradingAmountNetAvg : swap_flow_summary.TradingAmountNetAvg + swap_flow_summary.TradingFeePending * tradeSide / swap_flow_summary.TradingQty;
                swap_flow_summary.TradingAmountNetFeeAvg = Math.Round(swap_flow_summary.TradingAmountNetFeeAvg ?? 0, 10);
+                // 计算收益率
+                swap_flow_summary.InitYtm = await CalcInitYtm(gourpItem.Key.UnderlyingCode, valueDate, swap_flow_summary.TradingAmountAvg);
                swap_flow_summary.SetOpt(UserInfo);
                if (save)
                {
@@ -350,6 +350,7 @@ namespace YLErp.Modules.SwapModule
            td.ValidState = "Valid";
            td.TradeSource = "系统交易";
            td.TradeStatus = ConsTrade.确认成交;
+            td.InitYtm = flowMerge.InitYtm ?? 0;
            return td;
        }
        /// <summary>
@@ -384,7 +385,8 @@ namespace YLErp.Modules.SwapModule
                OptTime = DateTime.Now,
                OptId = UserInfo.UserId,
                OptName = UserInfo.UserName,
-                UnderlyingInstrumentType = underlying.UnderlyingInstrumentType
+                UnderlyingInstrumentType = underlying.UnderlyingInstrumentType,
+                InitYtm = flowMerge.InitYtm ?? 0
            };
            td.swap_positions.Add(floatPosition);
            swap_position interestPosition = new swap_position()