TRS-ZS-566、TRS-ZS-568 客户保证金率需求完成

2025-07-18 17:44:58 +08:00
parent 723dc682eb
commit aa26f712bb
27 changed files with 1696 additions and 118 deletions
@@ -437,7 +437,6 @@ namespace YLErp.Modules.SwapModule
            && !ConsTrade.TradeCompleteStatus.Contains(t.TradeStatus)).ToList();
            var swapTradeIds = swaptrades.Select(s => s.id);
            var tradeExtends = DbContext.trade_extend.Where(x => swapTradeIds.Contains(x.TradeId));
-            var clientMarginTemplates = DbContext.client_marginrate.Where(x => x.ValueDate <= valueDate).OrderByDescending(o => o.ValueDate).ToList();
            var restSwapTrades = new List<trade>();
            foreach (var swaptrade in swaptrades)
            {
@@ -454,7 +453,7 @@ namespace YLErp.Modules.SwapModule
            int dealCount = 0;
            foreach (var groupItem in flowquery)
            {
-                MergeRestModelItem(groupItem, restSwapTrades, swapPositions, floatRateQuery, clientMarginTemplates, ref dealCount, action);
+                MergeRestModelItem(groupItem, restSwapTrades, swapPositions, floatRateQuery, ref dealCount, action);
            }
        }
        /// <summary>
@@ -476,14 +475,13 @@ namespace YLErp.Modules.SwapModule
            && !ConsTrade.TradeCompleteStatus.Contains(t.TradeStatus)).ToList();
            var swapTradeIds = swaptrades.Select(s => s.id);
            var swapPositions = DbContext.swap_position.Where(x => swapTradeIds.Contains(x.SwapTradeId) && x.PosiDirection > 0 && !x.IsInitial && x.PosiQuantity > 0 && !x.Invalid).ToList();
-            var clientMarginTemplates = DbContext.client_marginrate.Where(x => x.ValueDate <= valueDate).OrderByDescending(o => o.ValueDate).ToList();
            var matuirityDate = QdpCalendarHelper.GetNonHolidayDefore(valueDate.AddDays(14));
            var floatRatePredicate = PredicateBuilder.Create<SwapFloatRate>(x => x.StartDate <= valueDate && x.EndDate >= matuirityDate);
            var floatRateQuery = DbContext.swap_float_rate.Where(floatRatePredicate);
            int dealCount = 0;
            foreach (var groupItem in flowquery)
            {
-                MergeAvgModelItem(groupItem, swaptrades, swapPositions, floatRateQuery, clientMarginTemplates, ref dealCount, action);
+                MergeAvgModelItem(groupItem, swaptrades, swapPositions, floatRateQuery,  ref dealCount, action);
            }
        }
        public void UpdateSwapFlowState(List<swap_flow> swapFlows)
@@ -507,8 +505,7 @@ namespace YLErp.Modules.SwapModule
        private void MergeRestModelItem(IGrouping<int?, swap_flow_merge> groupItem,
            List<trade> swaptrades,
            List<swap_position> swapPositions,
-            IQueryable<SwapFloatRate> floatRateQuery,
-            List<client_marginrate> client_Marginrates, ref int dealCount, Action<int>? action)
+            IQueryable<SwapFloatRate> floatRateQuery, ref int dealCount, Action<int>? action)
        {
            var clientId = groupItem.Key;
            var client = DataCacheProvider.GetClientDataSource().GetData(clientId ?? 0);
@@ -535,11 +532,6 @@ namespace YLErp.Modules.SwapModule
            {
                throw new ServiceException($"{etradeRule.AssetAccount_0}的簿记账户未设置交易员");
            }
-            var clientMarginTemplate = client_Marginrates.FirstOrDefault(x => x.ClientId == clientId);
-            if (clientMarginTemplate == null)
-            {
-                clientMarginTemplate = client_Marginrates.FirstOrDefault(x => x.ClientId == 0);
-            }
            var underlyingGroup = groupItem.GroupBy(g => g.UnderlyingCode);
            var clientSwapTrades = swaptrades.Where(x => x.ClientId == clientId).ToList();
            var clientSwapTradeIds = clientSwapTrades.Select(s => s.id);
@@ -583,11 +575,11 @@ namespace YLErp.Modules.SwapModule
                }
                if (!hasPayPosition)//没有持仓
                {
-                    DealNoPosition(mergeList, client, asset, underlying, floatRate, clientMarginTemplate, clearingAgency, cashNeedAfter);
+                    DealNoPosition(mergeList, client, asset, underlying, floatRate, clearingAgency, cashNeedAfter);
                }
                else
                {
-                    DealHasPosition(mergeList, client, asset, underlying, floatRate, clientSwapPositionList, clientSwapTrades, clientMarginTemplate, clearingAgency, cashNeedAfter);
+                    DealHasPosition(mergeList, client, asset, underlying, floatRate, clientSwapPositionList, clientSwapTrades,clearingAgency, cashNeedAfter);
                }

            }
@@ -607,8 +599,7 @@ namespace YLErp.Modules.SwapModule
        private void MergeAvgModelItem(IGrouping<int?, swap_flow_merge> groupItem,
            List<trade> swaptrades,
            List<swap_position> swapPositions,
-            IQueryable<SwapFloatRate> floatRateQuery,
-            List<client_marginrate> client_Marginrates, ref int dealCount, Action<int>? action)
+            IQueryable<SwapFloatRate> floatRateQuery,ref int dealCount, Action<int>? action)
        {
            var clientId = groupItem.Key;
            var client = DataCacheProvider.GetClientDataSource().GetData(clientId ?? 0);
@@ -619,11 +610,6 @@ namespace YLErp.Modules.SwapModule
            var clientSwapTrades = swaptrades.Where(x => x.ClientId == clientId).ToList();
            var clientSwapTradeIds = clientSwapTrades.Select(s => s.id);
            var clientSwapPositions = swapPositions.Where(x => clientSwapTradeIds.Contains(x.SwapTradeId));//现有客户持仓
-            var clientMarginTemplate = client_Marginrates.FirstOrDefault(x => x.ClientId == clientId);
-            if (clientMarginTemplate == null)
-            {
-                clientMarginTemplate = client_Marginrates.FirstOrDefault(x => x.ClientId == 0);
-            }
            var underlyingCodes = underlyingGroup.Select(s => s.Key).ToList();
            var underlyings = DataCacheProvider.GetUnderlyingDataSource().AsQueryable(x => underlyingCodes.Contains(x.UnderlyingCode));
            foreach (var underlyingGroupItem in underlyingGroup)
@@ -643,11 +629,11 @@ namespace YLErp.Modules.SwapModule
                if (!hasPayPosition)//没有持仓
                {
                    var bsType = mergeList.OrderBy(o => o.OptTime).First().BsType;
-                    AvgDealNoPosition(mergeList, client, asset, underlying, floatRate, clientMarginTemplate, clearingAgency, bsType);
+                    AvgDealNoPosition(mergeList, client, asset, underlying, floatRate, clearingAgency, bsType);
                }
                else
                {
-                    AvgDealHasPosition(mergeList, client, asset, underlying, floatRate, clientSwapPositionList, clientSwapTrades, clientMarginTemplate, clearingAgency);
+                    AvgDealHasPosition(mergeList, client, asset, underlying, floatRate, clientSwapPositionList, clientSwapTrades,  clearingAgency);
                }

            }
@@ -667,7 +653,6 @@ namespace YLErp.Modules.SwapModule
            AssetUnit asset,
            underlying_manager underlying,
            SwapFloatRate floatRate,
-            client_marginrate clientMarginTemplate,
            string clearingAgency,
            bool cashNeedAfter)
        {
@@ -675,7 +660,7 @@ namespace YLErp.Modules.SwapModule
            swap_flow_merge flowMergeMax = mergeOrderList.First();//先开最早的一条
            swap_flow_merge flowMergeMin = mergeOrderList.Last();
            var swapTradeService = new SwapTradeService(UserInfo);
-            var trade = swapTradeService.NewSwapTrade(flowMergeMax, client, asset, underlying, floatRate, clientMarginTemplate, clearingAgency, cashNeedAfter: cashNeedAfter);
+            var trade = swapTradeService.NewSwapTrade(flowMergeMax, client, asset, underlying, floatRate, clearingAgency, cashNeedAfter: cashNeedAfter);
            flowMergeMax.SwapTradeNo = trade.TradeNumber;
            flowMergeMin.SwapTradeNo = trade.TradeNumber;
            if (mergeList.Count == 2)//有两条流水
@@ -707,7 +692,7 @@ namespace YLErp.Modules.SwapModule
                        var posi = DbContext.swap_position.FirstOrDefault(x => x.SwapTradeId == trade.id && x.PosiDirection > 0 && !x.IsInitial);
                        SetNewOpenData(flowMergeMin, flowMergeClone, posi);
                    }
-                    var trade2 = swapTradeService.NewSwapTrade(flowMergeClone, client, asset, underlying, floatRate, clientMarginTemplate, clearingAgency);
+                    var trade2 = swapTradeService.NewSwapTrade(flowMergeClone, client, asset, underlying, floatRate,  clearingAgency);
                    flowMergeMax.SwapTradeNo = trade2.TradeNumber;
                    flowMergeMin.SwapTradeNo = trade2.TradeNumber;
                }
@@ -728,7 +713,6 @@ namespace YLErp.Modules.SwapModule
            AssetUnit asset,
            underlying_manager underlying,
            SwapFloatRate floatRate,
-            client_marginrate clientMarginTemplate,
            string clearingAgency,
            int byType)
        {
@@ -736,9 +720,9 @@ namespace YLErp.Modules.SwapModule
            var sameFlow = swapFlows.Where(x => x.BsType == byType).FirstOrDefault();
            if (negativeFlow==null)
            {
-                return NewSwapTrade(sameFlow, client, asset, underlying, floatRate, clientMarginTemplate,clearingAgency);
+                return NewSwapTrade(sameFlow, client, asset, underlying, floatRate,clearingAgency);
            }
-           return DealTwoDirectionFlows(sameFlow, negativeFlow, client, asset, underlying, floatRate, clientMarginTemplate, clearingAgency);
+           return DealTwoDirectionFlows(sameFlow, negativeFlow, client, asset, underlying, floatRate, clearingAgency);
        }
        /// <summary>
        /// 当前无持仓，且有2个方向流水合成簿记
@@ -758,7 +742,6 @@ namespace YLErp.Modules.SwapModule
            AssetUnit asset,
            underlying_manager underlying,
            SwapFloatRate floatRate,
-             client_marginrate clientMarginTemplate,
            string clearingAgency)
        {
            var sameQty = sameFlow.TradingQty;
@@ -771,7 +754,7 @@ namespace YLErp.Modules.SwapModule
                sameFlowClone= DataHelper.DeepCopyObject(negativeFlow);
                negaFlowClone = DataHelper.DeepCopyObject(sameFlow);
            }
-            var trade = NewSwapTrade(sameFlowClone, client, asset, underlying, floatRate, clientMarginTemplate, clearingAgency);
+            var trade = NewSwapTrade(sameFlowClone, client, asset, underlying, floatRate,  clearingAgency);
            // 平仓
            new SwapDealService(UserInfo).AuotoSwapUnwind(trade.id,
                negaFlowClone.TradingAmountAvg,
@@ -799,11 +782,10 @@ namespace YLErp.Modules.SwapModule
            AssetUnit asset,
            underlying_manager underlying,
            SwapFloatRate floatRate,
-            client_marginrate clientMarginTemplate,
            string clearingAgency)
        {
            var swapTradeService = new SwapTradeService(UserInfo);
-            var trade = swapTradeService.NewSwapTrade(flowMergeFirst, client, asset, underlying, floatRate, clientMarginTemplate, clearingAgency, LongShortStructType);
+            var trade = swapTradeService.NewSwapTrade(flowMergeFirst, client, asset, underlying, floatRate, clearingAgency, LongShortStructType);
            flowMergeFirst.SwapTradeNo = trade.TradeNumber;
            flowMergeFirst.SwapTradeId = trade.id;
            DbContext.SaveChanges();
@@ -889,17 +871,16 @@ namespace YLErp.Modules.SwapModule
            SwapFloatRate floatRate,
            List<swap_position> clientSwapPositionList,
            List<trade> clientSwapTrades,
-            client_marginrate clientMarginTemplate,
            string clearingAgency,
            bool cashNeedAfter)
        {
            if (mergeList.Count == 1)//只有一条流水情况
            {
-                DealSingleFlow(mergeList, clientSwapPositionList, clientSwapTrades, client, asset, underlying, floatRate, clientMarginTemplate, clearingAgency);
+                DealSingleFlow(mergeList, clientSwapPositionList, clientSwapTrades, client, asset, underlying, floatRate,clearingAgency);
            }
            else
            {
-                DealDoubleFlow(mergeList, clientSwapPositionList, clientSwapTrades, client, asset, underlying, floatRate, clientMarginTemplate, clearingAgency, cashNeedAfter);
+                DealDoubleFlow(mergeList, clientSwapPositionList, clientSwapTrades, client, asset, underlying, floatRate,  clearingAgency, cashNeedAfter);
            }
        }
        /// <summary>
@@ -920,17 +901,16 @@ namespace YLErp.Modules.SwapModule
            SwapFloatRate floatRate,
            List<swap_position> clientSwapPositionList,
            List<trade> clientSwapTrades,
-            client_marginrate clientMarginTemplate,
            string clearingAgency)
        {
            var firstFlow = flowList.First();
            if (flowList.Count==1)//只有一条流水情况
            {
-                AvgDealSingleFlow(firstFlow, clientSwapPositionList, clientSwapTrades, client, asset, underlying, floatRate, clientMarginTemplate, clearingAgency);
+                AvgDealSingleFlow(firstFlow, clientSwapPositionList, clientSwapTrades, client, asset, underlying, floatRate, clearingAgency);
            }
            else
            {
-                AvgDealDoubleFlow(flowList, clientSwapPositionList, clientSwapTrades, client, asset, underlying, floatRate, clientMarginTemplate,clearingAgency);
+                AvgDealDoubleFlow(flowList, clientSwapPositionList, clientSwapTrades, client, asset, underlying, floatRate,clearingAgency);
            }
        }
        /// <summary>
@@ -951,7 +931,6 @@ namespace YLErp.Modules.SwapModule
            AssetUnit asset,
            underlying_manager underlying,
            SwapFloatRate floatRate,
-            client_marginrate clientMarginTemplate,
            string clearingAgency)
        {
            var swapTradeService = new SwapTradeService(UserInfo);
@@ -978,13 +957,13 @@ namespace YLErp.Modules.SwapModule
                    {
                        SetNewOpenData(flowMergeMax, flowMergeClone, dealResult.Item4);
                    }
-                    var trade = swapTradeService.NewSwapTrade(flowMergeClone, client, asset, underlying, floatRate, clientMarginTemplate, clearingAgency);
+                    var trade = swapTradeService.NewSwapTrade(flowMergeClone, client, asset, underlying, floatRate, clearingAgency);
                    flowMergeMax.SwapTradeNo = trade.TradeNumber;
                }
            }
            else //只存在同向交易
            {
-                var trade = swapTradeService.NewSwapTrade(flowMergeMax, client, asset, underlying, floatRate, clientMarginTemplate, clearingAgency);
+                var trade = swapTradeService.NewSwapTrade(flowMergeMax, client, asset, underlying, floatRate, clearingAgency);
                flowMergeMax.SwapTradeNo = trade.TradeNumber;
            }
        }
@@ -1027,7 +1006,6 @@ namespace YLErp.Modules.SwapModule
            AssetUnit asset,
            underlying_manager underlying,
            SwapFloatRate floatRate,
-            client_marginrate clientMarginTemplate,
            string clearingAgency,
            bool cashNeedAfter)
        {
@@ -1049,22 +1027,22 @@ namespace YLErp.Modules.SwapModule
            var negTrades = clientSwapTrades.Where(x => negTradeIds.Contains(x.id)).ToList();//取出与第一条流水方向相反的交易

            //先处理第一条流水的反向持仓
-            var firstTrade = DealDoubleFlowDetial(negTrades, negDirectionPositions, flowMergeFirstClone, client, asset, underlying, floatRate, clientMarginTemplate, clearingAgency, true, cashNeedAfter);
+            var firstTrade = DealDoubleFlowDetial(negTrades, negDirectionPositions, flowMergeFirstClone, client, asset, underlying, floatRate, clearingAgency, true, cashNeedAfter);
            flowMergeFirst.SwapTradeNo = flowMergeFirstClone.SwapTradeNo;

            //再处理第二条流水的反向持仓
-            var lastTrade = DealDoubleFlowDetial(sameTrades, sameDirectionPositions, flowMergeLastClone, client, asset, underlying, floatRate, clientMarginTemplate, clearingAgency, false,false);
+            var lastTrade = DealDoubleFlowDetial(sameTrades, sameDirectionPositions, flowMergeLastClone, client, asset, underlying, floatRate,  clearingAgency, false,false);
            flowMergeLast.SwapTradeNo = flowMergeLastClone.SwapTradeNo;
            if (flowMergeFirstClone.BsType != flowMergeLastClone.BsType && firstTrade != null)
            {
                var trades = new List<trade> { firstTrade };
                var positions = DbContext.swap_position.Where(x => x.SwapTradeId == firstTrade.id && x.PosiDirection > 0 && !x.IsInitial && !x.Invalid).ToList();
-                DealDoubleFlowDetial(trades, positions, flowMergeLastClone, client, asset, underlying, floatRate, clientMarginTemplate, clearingAgency, true,false);
+                DealDoubleFlowDetial(trades, positions, flowMergeLastClone, client, asset, underlying, floatRate, clearingAgency, true,false);
                flowMergeLast.SwapTradeNo = flowMergeLastClone.SwapTradeNo;
            }
            else if (lastTrade==null)
            {
-                 swapTradeService.NewSwapTrade(flowMergeLastClone, client, asset, underlying, floatRate, clientMarginTemplate, clearingAgency);
+                 swapTradeService.NewSwapTrade(flowMergeLastClone, client, asset, underlying, floatRate,  clearingAgency);
            }
        }
        /// <summary>
@@ -1085,7 +1063,6 @@ namespace YLErp.Modules.SwapModule
            AssetUnit asset,
            underlying_manager underlying,
            SwapFloatRate floatRate,
-            client_marginrate clientMarginTemplate,
            string clearingAgency)
        {
            var swapTradeService = new SwapTradeService(UserInfo);
@@ -1097,11 +1074,11 @@ namespace YLErp.Modules.SwapModule
            // 同向新开
            if (flow.BsType== firstPosi.PositionType)
            {
-                NewSwapTrade(flowClone, client, asset, underlying, floatRate, clientMarginTemplate, clearingAgency);
+                NewSwapTrade(flowClone, client, asset, underlying, floatRate,  clearingAgency);
            }
            else //反向先平仓，有剩余开仓
            {
-                AvgDealUnwind(flowClone, clientSwapTrades, swapPositions, client, asset, underlying, floatRate, clientMarginTemplate, clearingAgency);
+                AvgDealUnwind(flowClone, clientSwapTrades, swapPositions, client, asset, underlying, floatRate,  clearingAgency);
            }
        }
        /// <summary>
@@ -1122,7 +1099,6 @@ namespace YLErp.Modules.SwapModule
            AssetUnit asset,
            underlying_manager underlying,
            SwapFloatRate floatRate,
-            client_marginrate clientMarginTemplate,
            string clearingAgency)
        {
            var swapTradeService = new SwapTradeService(UserInfo);
@@ -1137,7 +1113,7 @@ namespace YLErp.Modules.SwapModule
            var flowSameClone = DataHelper.DeepCopyObject(flowSame);
            var flowNegClone = DataHelper.DeepCopyObject(flowNeg);
            //先平反向
-           var trade= AvgDealUnwind(flowNegClone, clientSwapTrades, swapPositions, client, asset, underlying, floatRate, clientMarginTemplate, clearingAgency);
+           var trade= AvgDealUnwind(flowNegClone, clientSwapTrades, swapPositions, client, asset, underlying, floatRate,  clearingAgency);
            var newFlowList = new List<swap_flow>();
            if (trade!=null)
            {
@@ -1162,12 +1138,12 @@ namespace YLErp.Modules.SwapModule
                {
                    flowSameClone.TradingQty = flowQty;
                    flowSameClone.TradingAmount = flowSameClone.TradingQty;
-                    NewSwapTrade(flowSameClone, client, asset, underlying, floatRate, clientMarginTemplate, clearingAgency);
+                    NewSwapTrade(flowSameClone, client, asset, underlying, floatRate, clearingAgency);
                }
            }
            else
            {
-                NewSwapTrade(flowSameClone, client, asset, underlying, floatRate, clientMarginTemplate, clearingAgency);
+                NewSwapTrade(flowSameClone, client, asset, underlying, floatRate, clearingAgency);
            }
        }
        /// <summary>
@@ -1190,7 +1166,6 @@ namespace YLErp.Modules.SwapModule
            AssetUnit asset,
            underlying_manager underlying,
            SwapFloatRate floatRate,
-            client_marginrate clientMarginTemplate,
            string clearingAgency)
        {
            var swapTradeService = new SwapTradeService(UserInfo);
@@ -1227,7 +1202,7 @@ namespace YLErp.Modules.SwapModule
            {
                swapFlow.TradingQty = flowQty;
                swapFlow.TradingAmount = swapFlow.TradingQty* swapFlow.TradingAmountAvg;
-                return NewSwapTrade(swapFlow, client, asset, underlying, floatRate, clientMarginTemplate,clearingAgency);
+                return NewSwapTrade(swapFlow, client, asset, underlying, floatRate, clearingAgency);
            }
            return null;
        }
@@ -1251,7 +1226,6 @@ namespace YLErp.Modules.SwapModule
            AssetUnit asset,
            underlying_manager underlying,
            SwapFloatRate floatRate,
-            client_marginrate clientMarginTemplate,
            string clearingAgency,
            bool needOpen,
            bool cashNeedAfter
@@ -1269,7 +1243,7 @@ namespace YLErp.Modules.SwapModule
                {
                    SetNewOpenData(flowMergeMax, flowMergeSameClone, dealResult.Item4);
                }
-                return swapTradeService.NewSwapTrade(flowMergeSameClone, client, asset, underlying, floatRate, clientMarginTemplate, clearingAgency);
+                return swapTradeService.NewSwapTrade(flowMergeSameClone, client, asset, underlying, floatRate,  clearingAgency);
            }
            return null;

@@ -247,12 +247,12 @@ namespace YLErp.Modules.SwapModule
            AssetUnit asset,
            underlying_manager underlying,
            SwapFloatRate swapFloatRate,
-            client_marginrate clientMarginTemplate,
            string clearingAgency,
            string structureType = "普通债券类收益互换",
            bool cashNeedAfter = false)
        {
-            var td = PrepareTrade(flowMerge, client, asset, underlying, clientMarginTemplate?.SwapEndDays??14, structureType);
+            int SwapEndDays = UnderlyingHelper.GetApplicableMarginRate(client.id,underlying.UnderlyingCode,flowMerge.OccurTime)?.swap_days??14;
+            var td = PrepareTrade(flowMerge, client, asset, underlying, SwapEndDays, structureType);
            PrepareTradeExtend(flowMerge, td, underlying, swapFloatRate);
            td.TradeNumber = BizLogicSingleton.Instance.GenerateTradeNumberBeforeConfirm(td, DbContext);
            flowMerge.SwapTradeNo = td.TradeNumber;