Merge branch 'feature/p132_74-risk-engine' of https://gitee.glmszq.com/gsty/onederiv/trs into feature/p132_74-risk-engine
This commit is contained in:
ruisu
@@ -4,7 +4,7 @@ CREATE TABLE `glms_risk_rule` (
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`id` int NOT NULL AUTO_INCREMENT COMMENT '主键Id',
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`RuleName` varchar(200) CHARACTER SET utf8 COLLATE utf8_general_ci NOT NULL COMMENT '规则名称',
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`RuleText` varchar(500) CHARACTER SET utf8 COLLATE utf8_general_ci NULL DEFAULT NULL COMMENT '规则文本',
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`ConditionJson` text CHARACTER SET utf8 COLLATE utf8_general_ci NULL COMMENT '条件JSON(结构化模式, FormulaCondition数组)',
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`ConditionJson` text CHARACTER SET utf8 COLLATE utf8_general_ci NULL COMMENT '条件JSON(结构化模式, RuleCondition数组)',
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`RuleExpr` text CHARACTER SET utf8 COLLATE utf8_general_ci NULL COMMENT '规则表达式(自由文本模式, 类C#表达式)',
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`Status` tinyint NOT NULL DEFAULT 1 COMMENT '状态: 1=Active, 2=Disabled, 3=Deleted',
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`Version` int NOT NULL DEFAULT 1 COMMENT '版本号(乐观锁)',
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@@ -5,131 +5,131 @@
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-- 每条规则对应一条应用配置（1:1），定义"何时、对谁、怎么处理"
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-- ControlStrategy: 1=Block(禁止), 2=Approval(审批), 3=Warning(提示)
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-- TriggerPoints: BOOK_CONFIRM=簿记交易确认
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-- ScopeIsGlobal: 1=全局适用, 0=按维度配置（Scope字段为空表示"全部"）
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-- ScopeIsGlobal: 1=全局适用, 0=按维度配置（Scope字段为NULL表示"全部"）
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-- ============================================================
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-- 规则1：挂钩标的集中度超阈值（审批，全局）
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INSERT INTO `glms_risk_rule_application` (`RuleIds`, `Status`, `ControlStrategy`, `TriggerPoints`, `ScopeIsGlobal`, `Version`, `OptId`, `OptName`, `OptDate`)
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INSERT INTO `glms_risk_rule_application` (`RuleIds`, `Status`, `ControlStrategy`, `TriggerPoints`, `ScopeAssetBookIds`, `ScopeClientIds`, `ScopeUnderlyingTypes`, `ScopeTradeTypes`, `ScopeIsGlobal`, `Version`, `OptId`, `OptName`, `OptDate`)
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SELECT
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CAST(r.id AS CHAR), 1, 2, 'BOOK_CONFIRM', 1, 1, 0, 'SYSTEM', NOW()
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CAST(r.id AS CHAR), 1, 2, 'BOOK_CONFIRM', NULL, NULL, NULL, NULL, 1, 1, 0, 'SYSTEM', NOW()
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FROM `glms_risk_rule` r WHERE r.RuleName = '挂钩标的集中度超阈值';
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-- 规则2：挂钩标的到期日小于合约到期日（禁止，全局）
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INSERT INTO `glms_risk_rule_application` (`RuleIds`, `Status`, `ControlStrategy`, `TriggerPoints`, `ScopeIsGlobal`, `Version`, `OptId`, `OptName`, `OptDate`)
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INSERT INTO `glms_risk_rule_application` (`RuleIds`, `Status`, `ControlStrategy`, `TriggerPoints`, `ScopeAssetBookIds`, `ScopeClientIds`, `ScopeUnderlyingTypes`, `ScopeTradeTypes`, `ScopeIsGlobal`, `Version`, `OptId`, `OptName`, `OptDate`)
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SELECT
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CAST(r.id AS CHAR), 1, 1, 'BOOK_CONFIRM', 1, 1, 0, 'SYSTEM', NOW()
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CAST(r.id AS CHAR), 1, 1, 'BOOK_CONFIRM', NULL, NULL, NULL, NULL, 1, 1, 0, 'SYSTEM', NOW()
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FROM `glms_risk_rule` r WHERE r.RuleName = '挂钩标的到期日小于合约到期日';
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-- 规则3：名义本金超阈值（审批，账户/合约类型）
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INSERT INTO `glms_risk_rule_application` (`RuleIds`, `Status`, `ControlStrategy`, `TriggerPoints`, `ScopeIsGlobal`, `Version`, `OptId`, `OptName`, `OptDate`)
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INSERT INTO `glms_risk_rule_application` (`RuleIds`, `Status`, `ControlStrategy`, `TriggerPoints`, `ScopeAssetBookIds`, `ScopeClientIds`, `ScopeUnderlyingTypes`, `ScopeTradeTypes`, `ScopeIsGlobal`, `Version`, `OptId`, `OptName`, `OptDate`)
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SELECT
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CAST(r.id AS CHAR), 1, 2, 'BOOK_CONFIRM', 0, 1, 0, 'SYSTEM', NOW()
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CAST(r.id AS CHAR), 1, 2, 'BOOK_CONFIRM', NULL, NULL, NULL, NULL, 0, 1, 0, 'SYSTEM', NOW()
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FROM `glms_risk_rule` r WHERE r.RuleName = '名义本金超阈值';
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-- 规则4：保证金支付比例超阈值（审批，账户/标的类型）
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INSERT INTO `glms_risk_rule_application` (`RuleIds`, `Status`, `ControlStrategy`, `TriggerPoints`, `ScopeIsGlobal`, `Version`, `OptId`, `OptName`, `OptDate`)
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INSERT INTO `glms_risk_rule_application` (`RuleIds`, `Status`, `ControlStrategy`, `TriggerPoints`, `ScopeAssetBookIds`, `ScopeClientIds`, `ScopeUnderlyingTypes`, `ScopeTradeTypes`, `ScopeIsGlobal`, `Version`, `OptId`, `OptName`, `OptDate`)
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SELECT
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CAST(r.id AS CHAR), 1, 2, 'BOOK_CONFIRM', 0, 1, 0, 'SYSTEM', NOW()
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CAST(r.id AS CHAR), 1, 2, 'BOOK_CONFIRM', NULL, NULL, NULL, NULL, 0, 1, 0, 'SYSTEM', NOW()
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FROM `glms_risk_rule` r WHERE r.RuleName = '保证金支付比例超阈值';
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-- 规则5：保证金利率偏离（审批，账户）
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INSERT INTO `glms_risk_rule_application` (`RuleIds`, `Status`, `ControlStrategy`, `TriggerPoints`, `ScopeIsGlobal`, `Version`, `OptId`, `OptName`, `OptDate`)
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INSERT INTO `glms_risk_rule_application` (`RuleIds`, `Status`, `ControlStrategy`, `TriggerPoints`, `ScopeAssetBookIds`, `ScopeClientIds`, `ScopeUnderlyingTypes`, `ScopeTradeTypes`, `ScopeIsGlobal`, `Version`, `OptId`, `OptName`, `OptDate`)
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SELECT
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CAST(r.id AS CHAR), 1, 2, 'BOOK_CONFIRM', 0, 1, 0, 'SYSTEM', NOW()
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CAST(r.id AS CHAR), 1, 2, 'BOOK_CONFIRM', NULL, NULL, NULL, NULL, 0, 1, 0, 'SYSTEM', NOW()
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FROM `glms_risk_rule` r WHERE r.RuleName = '保证金利率偏离';
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-- 规则6：保证金收取比例低于最低标准（审批，账户/标的类型）
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INSERT INTO `glms_risk_rule_application` (`RuleIds`, `Status`, `ControlStrategy`, `TriggerPoints`, `ScopeIsGlobal`, `Version`, `OptId`, `OptName`, `OptDate`)
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INSERT INTO `glms_risk_rule_application` (`RuleIds`, `Status`, `ControlStrategy`, `TriggerPoints`, `ScopeAssetBookIds`, `ScopeClientIds`, `ScopeUnderlyingTypes`, `ScopeTradeTypes`, `ScopeIsGlobal`, `Version`, `OptId`, `OptName`, `OptDate`)
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SELECT
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CAST(r.id AS CHAR), 1, 2, 'BOOK_CONFIRM', 0, 1, 0, 'SYSTEM', NOW()
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CAST(r.id AS CHAR), 1, 2, 'BOOK_CONFIRM', NULL, NULL, NULL, NULL, 0, 1, 0, 'SYSTEM', NOW()
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FROM `glms_risk_rule` r WHERE r.RuleName = '保证金收取比例低于最低标准';
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-- 规则7：起息日早于当前日期（审批，全局）
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INSERT INTO `glms_risk_rule_application` (`RuleIds`, `Status`, `ControlStrategy`, `TriggerPoints`, `ScopeIsGlobal`, `Version`, `OptId`, `OptName`, `OptDate`)
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INSERT INTO `glms_risk_rule_application` (`RuleIds`, `Status`, `ControlStrategy`, `TriggerPoints`, `ScopeAssetBookIds`, `ScopeClientIds`, `ScopeUnderlyingTypes`, `ScopeTradeTypes`, `ScopeIsGlobal`, `Version`, `OptId`, `OptName`, `OptDate`)
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SELECT
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CAST(r.id AS CHAR), 1, 2, 'BOOK_CONFIRM', 1, 1, 0, 'SYSTEM', NOW()
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CAST(r.id AS CHAR), 1, 2, 'BOOK_CONFIRM', NULL, NULL, NULL, NULL, 1, 1, 0, 'SYSTEM', NOW()
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FROM `glms_risk_rule` r WHERE r.RuleName = '起息日早于当前日期';
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-- 规则8：支付日为银行间交易日（审批，全局）
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INSERT INTO `glms_risk_rule_application` (`RuleIds`, `Status`, `ControlStrategy`, `TriggerPoints`, `ScopeIsGlobal`, `Version`, `OptId`, `OptName`, `OptDate`)
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INSERT INTO `glms_risk_rule_application` (`RuleIds`, `Status`, `ControlStrategy`, `TriggerPoints`, `ScopeAssetBookIds`, `ScopeClientIds`, `ScopeUnderlyingTypes`, `ScopeTradeTypes`, `ScopeIsGlobal`, `Version`, `OptId`, `OptName`, `OptDate`)
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SELECT
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CAST(r.id AS CHAR), 1, 2, 'BOOK_CONFIRM', 1, 1, 0, 'SYSTEM', NOW()
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CAST(r.id AS CHAR), 1, 2, 'BOOK_CONFIRM', NULL, NULL, NULL, NULL, 1, 1, 0, 'SYSTEM', NOW()
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FROM `glms_risk_rule` r WHERE r.RuleName = '支付日为银行间交易日';
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-- 规则9：到期日为银行间交易日（审批，全局）
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INSERT INTO `glms_risk_rule_application` (`RuleIds`, `Status`, `ControlStrategy`, `TriggerPoints`, `ScopeIsGlobal`, `Version`, `OptId`, `OptName`, `OptDate`)
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INSERT INTO `glms_risk_rule_application` (`RuleIds`, `Status`, `ControlStrategy`, `TriggerPoints`, `ScopeAssetBookIds`, `ScopeClientIds`, `ScopeUnderlyingTypes`, `ScopeTradeTypes`, `ScopeIsGlobal`, `Version`, `OptId`, `OptName`, `OptDate`)
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SELECT
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CAST(r.id AS CHAR), 1, 2, 'BOOK_CONFIRM', 1, 1, 0, 'SYSTEM', NOW()
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CAST(r.id AS CHAR), 1, 2, 'BOOK_CONFIRM', NULL, NULL, NULL, NULL, 1, 1, 0, 'SYSTEM', NOW()
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FROM `glms_risk_rule` r WHERE r.RuleName = '到期日为银行间交易日';
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-- 规则10：平仓日为银行间交易日（审批，全局）
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INSERT INTO `glms_risk_rule_application` (`RuleIds`, `Status`, `ControlStrategy`, `TriggerPoints`, `ScopeIsGlobal`, `Version`, `OptId`, `OptName`, `OptDate`)
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INSERT INTO `glms_risk_rule_application` (`RuleIds`, `Status`, `ControlStrategy`, `TriggerPoints`, `ScopeAssetBookIds`, `ScopeClientIds`, `ScopeUnderlyingTypes`, `ScopeTradeTypes`, `ScopeIsGlobal`, `Version`, `OptId`, `OptName`, `OptDate`)
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SELECT
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CAST(r.id AS CHAR), 1, 2, 'BOOK_CONFIRM', 1, 1, 0, 'SYSTEM', NOW()
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CAST(r.id AS CHAR), 1, 2, 'BOOK_CONFIRM', NULL, NULL, NULL, NULL, 1, 1, 0, 'SYSTEM', NOW()
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FROM `glms_risk_rule` r WHERE r.RuleName = '平仓日为银行间交易日';
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-- 规则11：合约期限超阈值（审批，账户）
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INSERT INTO `glms_risk_rule_application` (`RuleIds`, `Status`, `ControlStrategy`, `TriggerPoints`, `ScopeIsGlobal`, `Version`, `OptId`, `OptName`, `OptDate`)
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INSERT INTO `glms_risk_rule_application` (`RuleIds`, `Status`, `ControlStrategy`, `TriggerPoints`, `ScopeAssetBookIds`, `ScopeClientIds`, `ScopeUnderlyingTypes`, `ScopeTradeTypes`, `ScopeIsGlobal`, `Version`, `OptId`, `OptName`, `OptDate`)
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SELECT
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CAST(r.id AS CHAR), 1, 2, 'BOOK_CONFIRM', 0, 1, 0, 'SYSTEM', NOW()
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CAST(r.id AS CHAR), 1, 2, 'BOOK_CONFIRM', NULL, NULL, NULL, NULL, 0, 1, 0, 'SYSTEM', NOW()
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FROM `glms_risk_rule` r WHERE r.RuleName = '合约期限超阈值';
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-- 规则12：债券类净价偏离（审批，全局）
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INSERT INTO `glms_risk_rule_application` (`RuleIds`, `Status`, `ControlStrategy`, `TriggerPoints`, `ScopeIsGlobal`, `Version`, `OptId`, `OptName`, `OptDate`)
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INSERT INTO `glms_risk_rule_application` (`RuleIds`, `Status`, `ControlStrategy`, `TriggerPoints`, `ScopeAssetBookIds`, `ScopeClientIds`, `ScopeUnderlyingTypes`, `ScopeTradeTypes`, `ScopeIsGlobal`, `Version`, `OptId`, `OptName`, `OptDate`)
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SELECT
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CAST(r.id AS CHAR), 1, 2, 'BOOK_CONFIRM', 1, 1, 0, 'SYSTEM', NOW()
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CAST(r.id AS CHAR), 1, 2, 'BOOK_CONFIRM', NULL, NULL, NULL, NULL, 1, 1, 0, 'SYSTEM', NOW()
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FROM `glms_risk_rule` r WHERE r.RuleName = '债券类净价偏离';
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-- 规则13：债券类收益率偏离（审批，全局）
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INSERT INTO `glms_risk_rule_application` (`RuleIds`, `Status`, `ControlStrategy`, `TriggerPoints`, `ScopeIsGlobal`, `Version`, `OptId`, `OptName`, `OptDate`)
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INSERT INTO `glms_risk_rule_application` (`RuleIds`, `Status`, `ControlStrategy`, `TriggerPoints`, `ScopeAssetBookIds`, `ScopeClientIds`, `ScopeUnderlyingTypes`, `ScopeTradeTypes`, `ScopeIsGlobal`, `Version`, `OptId`, `OptName`, `OptDate`)
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SELECT
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CAST(r.id AS CHAR), 1, 2, 'BOOK_CONFIRM', 1, 1, 0, 'SYSTEM', NOW()
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CAST(r.id AS CHAR), 1, 2, 'BOOK_CONFIRM', NULL, NULL, NULL, NULL, 1, 1, 0, 'SYSTEM', NOW()
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FROM `glms_risk_rule` r WHERE r.RuleName = '债券类收益率偏离';
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-- 规则14：非债券类价格偏离（审批，全局）
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INSERT INTO `glms_risk_rule_application` (`RuleIds`, `Status`, `ControlStrategy`, `TriggerPoints`, `ScopeIsGlobal`, `Version`, `OptId`, `OptName`, `OptDate`)
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INSERT INTO `glms_risk_rule_application` (`RuleIds`, `Status`, `ControlStrategy`, `TriggerPoints`, `ScopeAssetBookIds`, `ScopeClientIds`, `ScopeUnderlyingTypes`, `ScopeTradeTypes`, `ScopeIsGlobal`, `Version`, `OptId`, `OptName`, `OptDate`)
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SELECT
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CAST(r.id AS CHAR), 1, 2, 'BOOK_CONFIRM', 1, 1, 0, 'SYSTEM', NOW()
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CAST(r.id AS CHAR), 1, 2, 'BOOK_CONFIRM', NULL, NULL, NULL, NULL, 1, 1, 0, 'SYSTEM', NOW()
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FROM `glms_risk_rule` r WHERE r.RuleName = '非债券类价格偏离';
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-- 规则15：单一交易对手累计标的数量超阈值（审批，对手方）
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INSERT INTO `glms_risk_rule_application` (`RuleIds`, `Status`, `ControlStrategy`, `TriggerPoints`, `ScopeIsGlobal`, `Version`, `OptId`, `OptName`, `OptDate`)
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INSERT INTO `glms_risk_rule_application` (`RuleIds`, `Status`, `ControlStrategy`, `TriggerPoints`, `ScopeAssetBookIds`, `ScopeClientIds`, `ScopeUnderlyingTypes`, `ScopeTradeTypes`, `ScopeIsGlobal`, `Version`, `OptId`, `OptName`, `OptDate`)
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SELECT
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CAST(r.id AS CHAR), 1, 2, 'BOOK_CONFIRM', 0, 1, 0, 'SYSTEM', NOW()
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CAST(r.id AS CHAR), 1, 2, 'BOOK_CONFIRM', NULL, NULL, NULL, NULL, 0, 1, 0, 'SYSTEM', NOW()
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FROM `glms_risk_rule` r WHERE r.RuleName = '单一交易对手累计标的数量超阈值';
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-- 规则16：多头支付固定端利率偏离（审批，账户）
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INSERT INTO `glms_risk_rule_application` (`RuleIds`, `Status`, `ControlStrategy`, `TriggerPoints`, `ScopeIsGlobal`, `Version`, `OptId`, `OptName`, `OptDate`)
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INSERT INTO `glms_risk_rule_application` (`RuleIds`, `Status`, `ControlStrategy`, `TriggerPoints`, `ScopeAssetBookIds`, `ScopeClientIds`, `ScopeUnderlyingTypes`, `ScopeTradeTypes`, `ScopeIsGlobal`, `Version`, `OptId`, `OptName`, `OptDate`)
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SELECT
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CAST(r.id AS CHAR), 1, 2, 'BOOK_CONFIRM', 0, 1, 0, 'SYSTEM', NOW()
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CAST(r.id AS CHAR), 1, 2, 'BOOK_CONFIRM', NULL, NULL, NULL, NULL, 0, 1, 0, 'SYSTEM', NOW()
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FROM `glms_risk_rule` r WHERE r.RuleName = '多头支付固定端利率偏离';
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-- 规则17：空头利率减点借贷加权偏离（审批，账户）
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INSERT INTO `glms_risk_rule_application` (`RuleIds`, `Status`, `ControlStrategy`, `TriggerPoints`, `ScopeIsGlobal`, `Version`, `OptId`, `OptName`, `OptDate`)
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INSERT INTO `glms_risk_rule_application` (`RuleIds`, `Status`, `ControlStrategy`, `TriggerPoints`, `ScopeAssetBookIds`, `ScopeClientIds`, `ScopeUnderlyingTypes`, `ScopeTradeTypes`, `ScopeIsGlobal`, `Version`, `OptId`, `OptName`, `OptDate`)
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SELECT
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CAST(r.id AS CHAR), 1, 2, 'BOOK_CONFIRM', 0, 1, 0, 'SYSTEM', NOW()
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CAST(r.id AS CHAR), 1, 2, 'BOOK_CONFIRM', NULL, NULL, NULL, NULL, 0, 1, 0, 'SYSTEM', NOW()
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FROM `glms_risk_rule` r WHERE r.RuleName = '空头利率减点借贷加权偏离';
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-- 规则18：账户授权收支方向不匹配（禁止，账户）
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INSERT INTO `glms_risk_rule_application` (`RuleIds`, `Status`, `ControlStrategy`, `TriggerPoints`, `ScopeIsGlobal`, `Version`, `OptId`, `OptName`, `OptDate`)
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INSERT INTO `glms_risk_rule_application` (`RuleIds`, `Status`, `ControlStrategy`, `TriggerPoints`, `ScopeAssetBookIds`, `ScopeClientIds`, `ScopeUnderlyingTypes`, `ScopeTradeTypes`, `ScopeIsGlobal`, `Version`, `OptId`, `OptName`, `OptDate`)
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SELECT
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CAST(r.id AS CHAR), 1, 1, 'BOOK_CONFIRM', 0, 1, 0, 'SYSTEM', NOW()
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CAST(r.id AS CHAR), 1, 1, 'BOOK_CONFIRM', NULL, NULL, NULL, NULL, 0, 1, 0, 'SYSTEM', NOW()
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FROM `glms_risk_rule` r WHERE r.RuleName = '账户授权收支方向不匹配';
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-- 规则19：执行价偏离超阈值（审批，账户）
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INSERT INTO `glms_risk_rule_application` (`RuleIds`, `Status`, `ControlStrategy`, `TriggerPoints`, `ScopeIsGlobal`, `Version`, `OptId`, `OptName`, `OptDate`)
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INSERT INTO `glms_risk_rule_application` (`RuleIds`, `Status`, `ControlStrategy`, `TriggerPoints`, `ScopeAssetBookIds`, `ScopeClientIds`, `ScopeUnderlyingTypes`, `ScopeTradeTypes`, `ScopeIsGlobal`, `Version`, `OptId`, `OptName`, `OptDate`)
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SELECT
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CAST(r.id AS CHAR), 1, 2, 'BOOK_CONFIRM', 0, 1, 0, 'SYSTEM', NOW()
|
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CAST(r.id AS CHAR), 1, 2, 'BOOK_CONFIRM', NULL, NULL, NULL, NULL, 0, 1, 0, 'SYSTEM', NOW()
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FROM `glms_risk_rule` r WHERE r.RuleName = '执行价偏离超阈值';
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-- 规则20：希腊字母限额超阈值（提示，账户/标的，预留接口）
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INSERT INTO `glms_risk_rule_application` (`RuleIds`, `Status`, `ControlStrategy`, `TriggerPoints`, `ScopeIsGlobal`, `Version`, `OptId`, `OptName`, `OptDate`)
|
||||
INSERT INTO `glms_risk_rule_application` (`RuleIds`, `Status`, `ControlStrategy`, `TriggerPoints`, `ScopeAssetBookIds`, `ScopeClientIds`, `ScopeUnderlyingTypes`, `ScopeTradeTypes`, `ScopeIsGlobal`, `Version`, `OptId`, `OptName`, `OptDate`)
|
||||
SELECT
|
||||
CAST(r.id AS CHAR), 1, 3, 'BOOK_CONFIRM', 0, 1, 0, 'SYSTEM', NOW()
|
||||
CAST(r.id AS CHAR), 1, 3, 'BOOK_CONFIRM', NULL, NULL, NULL, NULL, 0, 1, 0, 'SYSTEM', NOW()
|
||||
FROM `glms_risk_rule` r WHERE r.RuleName = '希腊字母限额超阈值';
|
||||
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||||
-- 规则21：接近/触发敲入敲出价（提示，全局，预留接口）
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INSERT INTO `glms_risk_rule_application` (`RuleIds`, `Status`, `ControlStrategy`, `TriggerPoints`, `ScopeIsGlobal`, `Version`, `OptId`, `OptName`, `OptDate`)
|
||||
INSERT INTO `glms_risk_rule_application` (`RuleIds`, `Status`, `ControlStrategy`, `TriggerPoints`, `ScopeAssetBookIds`, `ScopeClientIds`, `ScopeUnderlyingTypes`, `ScopeTradeTypes`, `ScopeIsGlobal`, `Version`, `OptId`, `OptName`, `OptDate`)
|
||||
SELECT
|
||||
CAST(r.id AS CHAR), 1, 3, 'BOOK_CONFIRM', 1, 1, 0, 'SYSTEM', NOW()
|
||||
CAST(r.id AS CHAR), 1, 3, 'BOOK_CONFIRM', NULL, NULL, NULL, NULL, 1, 1, 0, 'SYSTEM', NOW()
|
||||
FROM `glms_risk_rule` r WHERE r.RuleName = '接近/触发敲入敲出价';
|
||||
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||||
@@ -21,6 +21,9 @@
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||||
-- 45=期初净价偏离度 46=期初收益率偏离度 47=期初价格偏离度
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||||
-- 48=利息端利率与FR007偏离度 49=利息端利率与借贷加权费率偏离度
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||||
-- 50=执行价偏离度 51=执行价 52=客户品种最低保证金率 53=参考价格
|
||||
--
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||||
-- ConditionJson 精简设计：只存 VariableId/Operator/ThresholdType/Value/ThresholdVariableId
|
||||
-- 展示字段（VariableName/VariableType/Unit/ThresholdVariableName）从变量接口关联获取
|
||||
-- ============================================================
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||||
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||||
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@@ -34,9 +37,8 @@ INSERT INTO `glms_risk_rule` (`RuleName`, `RuleText`, `ConditionJson`, `RuleExpr
|
||||
('挂钩标的集中度超阈值',
|
||||
'挂钩标的集中度超过阈值（默认30%）时触发审批',
|
||||
JSON_ARRAY(JSON_OBJECT(
|
||||
'VariableId', 24, 'VariableName', '挂钩标的集中度', 'VariableType', 'Numeric',
|
||||
'Operator', '>', 'ThresholdType', 'fixed', 'Value', 30,
|
||||
'ThresholdVariableId', JSON_TYPE(NULL), 'ThresholdVariableName', JSON_TYPE(NULL), 'Unit', '%'
|
||||
'VariableId', 24,
|
||||
'Operator', '>', 'ThresholdType', 'Fixed', 'Value', 30
|
||||
)),
|
||||
'calc.UnderlyingConcentration > 30',
|
||||
1, 1, 0, 'SYSTEM', NOW());
|
||||
@@ -47,9 +49,9 @@ INSERT INTO `glms_risk_rule` (`RuleName`, `RuleText`, `ConditionJson`, `RuleExpr
|
||||
('挂钩标的到期日小于合约到期日',
|
||||
'挂钩标的到期日早于合约到期日时禁止交易',
|
||||
JSON_ARRAY(JSON_OBJECT(
|
||||
'VariableId', 22, 'VariableName', '挂钩标的到期日', 'VariableType', 'Date',
|
||||
'Operator', '<', 'ThresholdType', 'variable', 'Value', JSON_TYPE(NULL),
|
||||
'ThresholdVariableId', 3, 'ThresholdVariableName', '合约到期日', 'Unit', JSON_TYPE(NULL)
|
||||
'VariableId', 22,
|
||||
'Operator', '<', 'ThresholdType', 'Variable',
|
||||
'ThresholdVariableId', 3
|
||||
)),
|
||||
'market.UnderlyingMaturityDate < trade.ExerciseDate',
|
||||
1, 1, 0, 'SYSTEM', NOW());
|
||||
@@ -60,9 +62,8 @@ INSERT INTO `glms_risk_rule` (`RuleName`, `RuleText`, `ConditionJson`, `RuleExpr
|
||||
('名义本金超阈值',
|
||||
'合约名义本金超过阈值（默认1亿元）时触发审批',
|
||||
JSON_ARRAY(JSON_OBJECT(
|
||||
'VariableId', 1, 'VariableName', '合约名义本金', 'VariableType', 'Numeric',
|
||||
'Operator', '>', 'ThresholdType', 'fixed', 'Value', 100000000,
|
||||
'ThresholdVariableId', JSON_TYPE(NULL), 'ThresholdVariableName', JSON_TYPE(NULL), 'Unit', '元'
|
||||
'VariableId', 1,
|
||||
'Operator', '>', 'ThresholdType', 'Fixed', 'Value', 100000000
|
||||
)),
|
||||
'trade.StockEqvNotional > 100000000',
|
||||
1, 1, 0, 'SYSTEM', NOW());
|
||||
@@ -73,9 +74,8 @@ INSERT INTO `glms_risk_rule` (`RuleName`, `RuleText`, `ConditionJson`, `RuleExpr
|
||||
('保证金支付比例超阈值',
|
||||
'保证金比例超过阈值（默认50%）时触发审批',
|
||||
JSON_ARRAY(JSON_OBJECT(
|
||||
'VariableId', 13, 'VariableName', '保证金比例', 'VariableType', 'Numeric',
|
||||
'Operator', '>', 'ThresholdType', 'fixed', 'Value', 50,
|
||||
'ThresholdVariableId', JSON_TYPE(NULL), 'ThresholdVariableName', JSON_TYPE(NULL), 'Unit', '%'
|
||||
'VariableId', 13,
|
||||
'Operator', '>', 'ThresholdType', 'Fixed', 'Value', 50
|
||||
)),
|
||||
'trade.MarginRate > 50',
|
||||
1, 1, 0, 'SYSTEM', NOW());
|
||||
@@ -86,9 +86,8 @@ INSERT INTO `glms_risk_rule` (`RuleName`, `RuleText`, `ConditionJson`, `RuleExpr
|
||||
('保证金利率偏离',
|
||||
'保证金利率不在配置区间内（默认2%~5%）时触发审批',
|
||||
JSON_ARRAY(JSON_OBJECT(
|
||||
'VariableId', 12, 'VariableName', '保证金利率', 'VariableType', 'Numeric',
|
||||
'Operator', '不介于', 'ThresholdType', 'fixed', 'Value', JSON_ARRAY(2, 5),
|
||||
'ThresholdVariableId', JSON_TYPE(NULL), 'ThresholdVariableName', JSON_TYPE(NULL), 'Unit', '%'
|
||||
'VariableId', 12,
|
||||
'Operator', '不介于', 'ThresholdType', 'Fixed', 'Value', JSON_ARRAY(2, 5)
|
||||
)),
|
||||
'!(client_marginrate.InitMarginRebateRate >= 2 && client_marginrate.InitMarginRebateRate <= 5)',
|
||||
1, 1, 0, 'SYSTEM', NOW());
|
||||
@@ -99,9 +98,9 @@ INSERT INTO `glms_risk_rule` (`RuleName`, `RuleText`, `ConditionJson`, `RuleExpr
|
||||
('保证金收取比例低于最低标准',
|
||||
'保证金比例低于客户品种最低保证金率时触发审批',
|
||||
JSON_ARRAY(JSON_OBJECT(
|
||||
'VariableId', 13, 'VariableName', '保证金比例', 'VariableType', 'Numeric',
|
||||
'Operator', '<', 'ThresholdType', 'variable', 'Value', JSON_TYPE(NULL),
|
||||
'ThresholdVariableId', 52, 'ThresholdVariableName', '客户品种最低保证金率', 'Unit', '%'
|
||||
'VariableId', 13,
|
||||
'Operator', '<', 'ThresholdType', 'Variable',
|
||||
'ThresholdVariableId', 52
|
||||
)),
|
||||
'trade.MarginRate < config.MinMarginRate',
|
||||
1, 1, 0, 'SYSTEM', NOW());
|
||||
@@ -112,9 +111,9 @@ INSERT INTO `glms_risk_rule` (`RuleName`, `RuleText`, `ConditionJson`, `RuleExpr
|
||||
('起息日早于当前日期',
|
||||
'合约起息日早于当前日期时触发审批',
|
||||
JSON_ARRAY(JSON_OBJECT(
|
||||
'VariableId', 2, 'VariableName', '合约起息日', 'VariableType', 'Date',
|
||||
'Operator', '<', 'ThresholdType', 'variable', 'Value', JSON_TYPE(NULL),
|
||||
'ThresholdVariableId', 21, 'ThresholdVariableName', '当前日期', 'Unit', JSON_TYPE(NULL)
|
||||
'VariableId', 2,
|
||||
'Operator', '<', 'ThresholdType', 'Variable',
|
||||
'ThresholdVariableId', 21
|
||||
)),
|
||||
'trade.StartDate < sys.CurrentDate',
|
||||
1, 1, 0, 'SYSTEM', NOW());
|
||||
@@ -125,9 +124,8 @@ INSERT INTO `glms_risk_rule` (`RuleName`, `RuleText`, `ConditionJson`, `RuleExpr
|
||||
('支付日为银行间交易日',
|
||||
'支付日为银行间交易日时触发审批',
|
||||
JSON_ARRAY(JSON_OBJECT(
|
||||
'VariableId', 38, 'VariableName', '支付日是否银行间交易日', 'VariableType', 'Boolean',
|
||||
'Operator', '是', 'ThresholdType', 'fixed', 'Value', true,
|
||||
'ThresholdVariableId', JSON_TYPE(NULL), 'ThresholdVariableName', JSON_TYPE(NULL), 'Unit', JSON_TYPE(NULL)
|
||||
'VariableId', 38,
|
||||
'Operator', '是', 'ThresholdType', 'Fixed', 'Value', true
|
||||
)),
|
||||
'calc.IsSettlementDateTradingDay == true',
|
||||
1, 1, 0, 'SYSTEM', NOW());
|
||||
@@ -138,9 +136,8 @@ INSERT INTO `glms_risk_rule` (`RuleName`, `RuleText`, `ConditionJson`, `RuleExpr
|
||||
('到期日为银行间交易日',
|
||||
'到期日为银行间交易日时触发审批',
|
||||
JSON_ARRAY(JSON_OBJECT(
|
||||
'VariableId', 36, 'VariableName', '到期日是否银行间交易日', 'VariableType', 'Boolean',
|
||||
'Operator', '是', 'ThresholdType', 'fixed', 'Value', true,
|
||||
'ThresholdVariableId', JSON_TYPE(NULL), 'ThresholdVariableName', JSON_TYPE(NULL), 'Unit', JSON_TYPE(NULL)
|
||||
'VariableId', 36,
|
||||
'Operator', '是', 'ThresholdType', 'Fixed', 'Value', true
|
||||
)),
|
||||
'calc.IsExerciseDateTradingDay == true',
|
||||
1, 1, 0, 'SYSTEM', NOW());
|
||||
@@ -151,9 +148,8 @@ INSERT INTO `glms_risk_rule` (`RuleName`, `RuleText`, `ConditionJson`, `RuleExpr
|
||||
('平仓日为银行间交易日',
|
||||
'平仓日为银行间交易日时触发审批',
|
||||
JSON_ARRAY(JSON_OBJECT(
|
||||
'VariableId', 37, 'VariableName', '平仓日是否银行间交易日', 'VariableType', 'Boolean',
|
||||
'Operator', '是', 'ThresholdType', 'fixed', 'Value', true,
|
||||
'ThresholdVariableId', JSON_TYPE(NULL), 'ThresholdVariableName', JSON_TYPE(NULL), 'Unit', JSON_TYPE(NULL)
|
||||
'VariableId', 37,
|
||||
'Operator', '是', 'ThresholdType', 'Fixed', 'Value', true
|
||||
)),
|
||||
'calc.IsUnwindDateTradingDay == true',
|
||||
1, 1, 0, 'SYSTEM', NOW());
|
||||
@@ -164,9 +160,8 @@ INSERT INTO `glms_risk_rule` (`RuleName`, `RuleText`, `ConditionJson`, `RuleExpr
|
||||
('合约期限超阈值',
|
||||
'合约期限超过阈值（默认365天）时触发审批',
|
||||
JSON_ARRAY(JSON_OBJECT(
|
||||
'VariableId', 26, 'VariableName', '合约期限', 'VariableType', 'Numeric',
|
||||
'Operator', '>', 'ThresholdType', 'fixed', 'Value', 365,
|
||||
'ThresholdVariableId', JSON_TYPE(NULL), 'ThresholdVariableName', JSON_TYPE(NULL), 'Unit', '天'
|
||||
'VariableId', 26,
|
||||
'Operator', '>', 'ThresholdType', 'Fixed', 'Value', 365
|
||||
)),
|
||||
'calc.MaturityDays > 365',
|
||||
1, 1, 0, 'SYSTEM', NOW());
|
||||
@@ -177,9 +172,8 @@ INSERT INTO `glms_risk_rule` (`RuleName`, `RuleText`, `ConditionJson`, `RuleExpr
|
||||
('债券类净价偏离',
|
||||
'期初净价与上一收盘日中债估值净价偏离度超阈值（默认5%）时触发审批',
|
||||
JSON_ARRAY(JSON_OBJECT(
|
||||
'VariableId', 45, 'VariableName', '期初净价偏离度', 'VariableType', 'Numeric',
|
||||
'Operator', '>', 'ThresholdType', 'fixed', 'Value', 5,
|
||||
'ThresholdVariableId', JSON_TYPE(NULL), 'ThresholdVariableName', JSON_TYPE(NULL), 'Unit', '%'
|
||||
'VariableId', 45,
|
||||
'Operator', '>', 'ThresholdType', 'Fixed', 'Value', 5
|
||||
)),
|
||||
'Math.Abs(swap_position.PosiNetNoFeePrice - market.CBValuationNetPrice) / market.CBValuationNetPrice * 100 > 5',
|
||||
1, 1, 0, 'SYSTEM', NOW());
|
||||
@@ -190,9 +184,8 @@ INSERT INTO `glms_risk_rule` (`RuleName`, `RuleText`, `ConditionJson`, `RuleExpr
|
||||
('债券类收益率偏离',
|
||||
'期初收益率与上一收盘日中债估值收益率偏离度超阈值（默认5%）时触发审批',
|
||||
JSON_ARRAY(JSON_OBJECT(
|
||||
'VariableId', 46, 'VariableName', '期初收益率偏离度', 'VariableType', 'Numeric',
|
||||
'Operator', '>', 'ThresholdType', 'fixed', 'Value', 5,
|
||||
'ThresholdVariableId', JSON_TYPE(NULL), 'ThresholdVariableName', JSON_TYPE(NULL), 'Unit', '%'
|
||||
'VariableId', 46,
|
||||
'Operator', '>', 'ThresholdType', 'Fixed', 'Value', 5
|
||||
)),
|
||||
'Math.Abs(trade.InitYtm - market.CBValuationYtm) / market.CBValuationYtm * 100 > 5',
|
||||
1, 1, 0, 'SYSTEM', NOW());
|
||||
@@ -203,9 +196,8 @@ INSERT INTO `glms_risk_rule` (`RuleName`, `RuleText`, `ConditionJson`, `RuleExpr
|
||||
('非债券类价格偏离',
|
||||
'期初价格与上一日收盘价偏离度超阈值（默认5%）时触发审批',
|
||||
JSON_ARRAY(JSON_OBJECT(
|
||||
'VariableId', 47, 'VariableName', '期初价格偏离度', 'VariableType', 'Numeric',
|
||||
'Operator', '>', 'ThresholdType', 'fixed', 'Value', 5,
|
||||
'ThresholdVariableId', JSON_TYPE(NULL), 'ThresholdVariableName', JSON_TYPE(NULL), 'Unit', '%'
|
||||
'VariableId', 47,
|
||||
'Operator', '>', 'ThresholdType', 'Fixed', 'Value', 5
|
||||
)),
|
||||
'Math.Abs(trade.SpotPrice - market.LastClosePrice) / market.LastClosePrice * 100 > 5',
|
||||
1, 1, 0, 'SYSTEM', NOW());
|
||||
@@ -216,9 +208,8 @@ INSERT INTO `glms_risk_rule` (`RuleName`, `RuleText`, `ConditionJson`, `RuleExpr
|
||||
('单一交易对手累计标的数量超阈值',
|
||||
'对手方累计标的数量超过阈值（默认10个）时触发审批',
|
||||
JSON_ARRAY(JSON_OBJECT(
|
||||
'VariableId', 32, 'VariableName', '对手方累计标的数量', 'VariableType', 'Numeric',
|
||||
'Operator', '>', 'ThresholdType', 'fixed', 'Value', 10,
|
||||
'ThresholdVariableId', JSON_TYPE(NULL), 'ThresholdVariableName', JSON_TYPE(NULL), 'Unit', '个'
|
||||
'VariableId', 32,
|
||||
'Operator', '>', 'ThresholdType', 'Fixed', 'Value', 10
|
||||
)),
|
||||
'calc.CounterpartyUnderlyingCount > 10',
|
||||
1, 1, 0, 'SYSTEM', NOW());
|
||||
@@ -230,14 +221,12 @@ INSERT INTO `glms_risk_rule` (`RuleName`, `RuleText`, `ConditionJson`, `RuleExpr
|
||||
'多头方向支付固定端场景下，利息端利率与FR007偏离度超阈值（默认3%）时触发审批',
|
||||
JSON_ARRAY(
|
||||
JSON_OBJECT(
|
||||
'VariableId', 41, 'VariableName', '多空方向为多头', 'VariableType', 'Boolean',
|
||||
'Operator', '是', 'ThresholdType', 'fixed', 'Value', true,
|
||||
'ThresholdVariableId', JSON_TYPE(NULL), 'ThresholdVariableName', JSON_TYPE(NULL), 'Unit', JSON_TYPE(NULL)
|
||||
'VariableId', 41,
|
||||
'Operator', '是', 'ThresholdType', 'Fixed', 'Value', true
|
||||
),
|
||||
JSON_OBJECT(
|
||||
'VariableId', 48, 'VariableName', '利息端利率与FR007偏离度', 'VariableType', 'Numeric',
|
||||
'Operator', '>', 'ThresholdType', 'fixed', 'Value', 3,
|
||||
'ThresholdVariableId', JSON_TYPE(NULL), 'ThresholdVariableName', JSON_TYPE(NULL), 'Unit', '%'
|
||||
'VariableId', 48,
|
||||
'Operator', '>', 'ThresholdType', 'Fixed', 'Value', 3
|
||||
)
|
||||
),
|
||||
'calc.IsLongDirection == true && Math.Abs(calc.InterestRate - market.FR007) / market.FR007 * 100 > 3',
|
||||
@@ -250,14 +239,12 @@ INSERT INTO `glms_risk_rule` (`RuleName`, `RuleText`, `ConditionJson`, `RuleExpr
|
||||
'空头方向场景下，利息端利率与借贷加权费率偏离度超阈值（默认2%）时触发审批',
|
||||
JSON_ARRAY(
|
||||
JSON_OBJECT(
|
||||
'VariableId', 42, 'VariableName', '多空方向为空头', 'VariableType', 'Boolean',
|
||||
'Operator', '是', 'ThresholdType', 'fixed', 'Value', true,
|
||||
'ThresholdVariableId', JSON_TYPE(NULL), 'ThresholdVariableName', JSON_TYPE(NULL), 'Unit', JSON_TYPE(NULL)
|
||||
'VariableId', 42,
|
||||
'Operator', '是', 'ThresholdType', 'Fixed', 'Value', true
|
||||
),
|
||||
JSON_OBJECT(
|
||||
'VariableId', 49, 'VariableName', '利息端利率与借贷加权费率偏离度', 'VariableType', 'Numeric',
|
||||
'Operator', '>', 'ThresholdType', 'fixed', 'Value', 2,
|
||||
'ThresholdVariableId', JSON_TYPE(NULL), 'ThresholdVariableName', JSON_TYPE(NULL), 'Unit', '%'
|
||||
'VariableId', 49,
|
||||
'Operator', '>', 'ThresholdType', 'Fixed', 'Value', 2
|
||||
)
|
||||
),
|
||||
'calc.IsShortDirection == true && Math.Abs(calc.InterestRate - market.BondLendingRate) / market.BondLendingRate * 100 > 2',
|
||||
@@ -269,9 +256,8 @@ INSERT INTO `glms_risk_rule` (`RuleName`, `RuleText`, `ConditionJson`, `RuleExpr
|
||||
('账户授权收支方向不匹配',
|
||||
'保证金收支方向与账户授权方向不匹配时禁止交易',
|
||||
JSON_ARRAY(JSON_OBJECT(
|
||||
'VariableId', 43, 'VariableName', '保证金收支方向为支付', 'VariableType', 'Boolean',
|
||||
'Operator', '是', 'ThresholdType', 'fixed', 'Value', true,
|
||||
'ThresholdVariableId', JSON_TYPE(NULL), 'ThresholdVariableName', JSON_TYPE(NULL), 'Unit', JSON_TYPE(NULL)
|
||||
'VariableId', 43,
|
||||
'Operator', '是', 'ThresholdType', 'Fixed', 'Value', true
|
||||
)),
|
||||
'calc.IsMarginPay == true',
|
||||
1, 1, 0, 'SYSTEM', NOW());
|
||||
@@ -282,9 +268,8 @@ INSERT INTO `glms_risk_rule` (`RuleName`, `RuleText`, `ConditionJson`, `RuleExpr
|
||||
('执行价偏离超阈值',
|
||||
'执行价与参考价格偏离度超阈值（默认5%）时触发审批',
|
||||
JSON_ARRAY(JSON_OBJECT(
|
||||
'VariableId', 50, 'VariableName', '执行价偏离度', 'VariableType', 'Numeric',
|
||||
'Operator', '>', 'ThresholdType', 'fixed', 'Value', 5,
|
||||
'ThresholdVariableId', JSON_TYPE(NULL), 'ThresholdVariableName', JSON_TYPE(NULL), 'Unit', '%'
|
||||
'VariableId', 50,
|
||||
'Operator', '>', 'ThresholdType', 'Fixed', 'Value', 5
|
||||
)),
|
||||
'Math.Abs(trade.StrikePrice - market.ReferencePrice) / market.ReferencePrice * 100 > 5',
|
||||
1, 1, 0, 'SYSTEM', NOW());
|
||||
|
||||
@@ -1,10 +0,0 @@
|
||||
using System.Collections.Generic;
|
||||
|
||||
namespace YLErp.Modules.RiskEngine.Dto
|
||||
{
|
||||
public class FormulaDefinition
|
||||
{
|
||||
public string LogicOperator { get; set; }
|
||||
public List<FormulaCondition> Conditions { get; set; }
|
||||
}
|
||||
}
|
||||
@@ -7,9 +7,6 @@ namespace YLErp.Modules.RiskEngine.Dto
|
||||
{
|
||||
public long Id { get; set; }
|
||||
public string RuleIds { get; set; }
|
||||
public string RuleName { get; set; }
|
||||
public string ConditionJson { get; set; }
|
||||
public string RuleNames { get; set; }
|
||||
public RiskRuleStatus Status { get; set; }
|
||||
public RiskControlStrategy ControlStrategy { get; set; }
|
||||
public string TriggerPoints { get; set; }
|
||||
|
||||
@@ -7,8 +7,6 @@ namespace YLErp.Modules.RiskEngine.Dto
|
||||
{
|
||||
public long Id { get; set; }
|
||||
public string RuleIds { get; set; }
|
||||
public string RuleName { get; set; }
|
||||
public string RuleNames { get; set; }
|
||||
public RiskRuleStatus Status { get; set; }
|
||||
public RiskControlStrategy ControlStrategy { get; set; }
|
||||
public string TriggerPoints { get; set; }
|
||||
|
||||
@@ -0,0 +1,9 @@
|
||||
namespace YLErp.Modules.RiskEngine.Dto
|
||||
{
|
||||
public class RiskRuleSimpleItem
|
||||
{
|
||||
public long Id { get; set; }
|
||||
public string RuleName { get; set; }
|
||||
public string RuleText { get; set; }
|
||||
}
|
||||
}
|
||||
+1
-5
@@ -1,15 +1,11 @@
|
||||
namespace YLErp.Modules.RiskEngine.Dto
|
||||
{
|
||||
public class FormulaCondition
|
||||
public class RuleCondition
|
||||
{
|
||||
public long VariableId { get; set; }
|
||||
public string VariableName { get; set; }
|
||||
public string VariableType { get; set; }
|
||||
public string Operator { get; set; }
|
||||
public string ThresholdType { get; set; }
|
||||
public object Value { get; set; }
|
||||
public long? ThresholdVariableId { get; set; }
|
||||
public string ThresholdVariableName { get; set; }
|
||||
public string Unit { get; set; }
|
||||
}
|
||||
}
|
||||
@@ -79,6 +79,7 @@ using YLErp.Modules.RiskEngine.Dto;
|
||||
GetRuleVersions(long) 获取规则版本历史（从审计日志 SnapshotData 提取版本号）
|
||||
BatchDeleteRules(List<long>) 批量删除规则（逐条保护检查，单事务）
|
||||
GetRuleApplications(long) 获取规则关联的应用配置列表
|
||||
GetAllRuleList() 获取所有启用规则（轻量字段，供应用配置下拉）
|
||||
|
||||
── 应用配置管理（9 个） ───────────────────────────────────────────
|
||||
QueryApplicationList(QueryRiskApplicationReq) 查询应用列表（多条件筛选，内存关联规则名称）
|
||||
@@ -259,25 +260,22 @@ namespace YLErp.Modules.RiskEngine
|
||||
|
||||
private void ValidateConditionJson(string conditionJson)
|
||||
{
|
||||
FormulaDefinition formula;
|
||||
List<RuleCondition> conditions;
|
||||
try
|
||||
{
|
||||
formula = JsonConvert.DeserializeObject<FormulaDefinition>(conditionJson);
|
||||
conditions = JsonConvert.DeserializeObject<List<RuleCondition>>(conditionJson);
|
||||
}
|
||||
catch
|
||||
{
|
||||
throw new ServiceException("公式表达式 JSON 格式不合法");
|
||||
}
|
||||
|
||||
if (formula.Conditions == null || formula.Conditions.Count == 0)
|
||||
if (conditions == null || conditions.Count == 0)
|
||||
throw new ServiceException("公式条件列表不能为空");
|
||||
|
||||
if (formula.LogicOperator != "AND")
|
||||
throw new ServiceException("当前仅支持 AND 逻辑运算符");
|
||||
|
||||
for (int i = 0; i < formula.Conditions.Count; i++)
|
||||
for (int i = 0; i < conditions.Count; i++)
|
||||
{
|
||||
var cond = formula.Conditions[i];
|
||||
var cond = conditions[i];
|
||||
var condLabel = $"条件{i + 1}";
|
||||
|
||||
var variableDef = DbContext.glms_risk_variable
|
||||
@@ -289,7 +287,7 @@ namespace YLErp.Modules.RiskEngine
|
||||
if (!validOperators.Contains(cond.Operator))
|
||||
throw new ServiceException($"{condLabel}：操作符 '{cond.Operator}' 不适用于{GetDataTypeName(variableDef.DataType)}类型变量");
|
||||
|
||||
if (cond.ThresholdType == "fixed")
|
||||
if (cond.ThresholdType == "Fixed")
|
||||
{
|
||||
if (cond.Value == null)
|
||||
throw new ServiceException($"{condLabel}：固定阈值不能为空");
|
||||
@@ -304,7 +302,7 @@ namespace YLErp.Modules.RiskEngine
|
||||
throw new ServiceException($"{condLabel}：日期型变量的阈值必须为合法日期");
|
||||
}
|
||||
}
|
||||
else if (cond.ThresholdType == "variable")
|
||||
else if (cond.ThresholdType == "Variable")
|
||||
{
|
||||
if (!cond.ThresholdVariableId.HasValue)
|
||||
throw new ServiceException($"{condLabel}：变量阈值引用的变量 ID 不能为空");
|
||||
@@ -317,7 +315,7 @@ namespace YLErp.Modules.RiskEngine
|
||||
}
|
||||
else
|
||||
{
|
||||
throw new ServiceException($"{condLabel}：阈值类型 '{cond.ThresholdType}' 不合法，仅支持 fixed/variable");
|
||||
throw new ServiceException($"{condLabel}：阈值类型 '{cond.ThresholdType}' 不合法，仅支持 Fixed/Variable");
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -445,23 +443,15 @@ namespace YLErp.Modules.RiskEngine
|
||||
if (ruleName.Length > 200)
|
||||
throw new ServiceException("规则名称长度不能超过200字符");
|
||||
|
||||
bool hasStructured = !string.IsNullOrWhiteSpace(conditionJson);
|
||||
bool hasFreeText = !string.IsNullOrWhiteSpace(ruleExpr);
|
||||
if (string.IsNullOrWhiteSpace(ruleExpr))
|
||||
throw new ServiceException("规则表达式不能为空");
|
||||
|
||||
if (!hasStructured && !hasFreeText)
|
||||
throw new ServiceException("公式表达式不能为空，请提供结构化条件或自由文本表达式");
|
||||
|
||||
if (hasStructured && hasFreeText)
|
||||
throw new ServiceException("结构化条件和自由文本表达式不能同时提供，请选择其中一种模式");
|
||||
|
||||
if (hasStructured)
|
||||
if (!string.IsNullOrWhiteSpace(conditionJson))
|
||||
{
|
||||
ValidateConditionJson(conditionJson);
|
||||
}
|
||||
else
|
||||
{
|
||||
ValidateRuleExpr(ruleExpr);
|
||||
}
|
||||
|
||||
ValidateRuleExpr(ruleExpr);
|
||||
}
|
||||
|
||||
private List<long> ParseRuleIds(string ruleIds)
|
||||
@@ -823,7 +813,6 @@ namespace YLErp.Modules.RiskEngine
|
||||
{
|
||||
Id = app.id,
|
||||
RuleIds = app.RuleIds,
|
||||
RuleNames = ResolveRuleNames(app.RuleIds),
|
||||
Status = app.Status,
|
||||
ControlStrategy = app.ControlStrategy,
|
||||
TriggerPoints = app.TriggerPoints,
|
||||
@@ -843,6 +832,20 @@ namespace YLErp.Modules.RiskEngine
|
||||
return result;
|
||||
}
|
||||
|
||||
public List<RiskRuleSimpleItem> GetAllRuleList()
|
||||
{
|
||||
return DbContext.glms_risk_rule
|
||||
.Where(r => r.Status == RiskRuleStatus.Active)
|
||||
.OrderBy(r => r.id)
|
||||
.Select(r => new RiskRuleSimpleItem
|
||||
{
|
||||
Id = r.id,
|
||||
RuleName = r.RuleName,
|
||||
RuleText = r.RuleText
|
||||
})
|
||||
.ToList();
|
||||
}
|
||||
|
||||
#endregion
|
||||
|
||||
#region Application Management
|
||||
@@ -875,55 +878,11 @@ namespace YLErp.Modules.RiskEngine
|
||||
&& r.RuleName.Contains(req.RuleName)));
|
||||
}
|
||||
|
||||
var pagedApps = query.OrderByDescending(a => a.UpdateDate)
|
||||
.Select(a => new
|
||||
{
|
||||
a.id,
|
||||
a.RuleIds,
|
||||
a.Status,
|
||||
a.ControlStrategy,
|
||||
a.TriggerPoints,
|
||||
a.ScopeAssetBookIds,
|
||||
a.ScopeClientIds,
|
||||
a.ScopeUnderlyingTypes,
|
||||
a.ScopeTradeTypes,
|
||||
a.ScopeIsGlobal,
|
||||
a.Version,
|
||||
a.OptName,
|
||||
a.OptDate,
|
||||
a.UpdateOptName,
|
||||
a.UpdateDate
|
||||
});
|
||||
|
||||
var pagedResult = pagedApps.ToSearchList(req);
|
||||
|
||||
var allRuleIds = pagedResult.rows
|
||||
.SelectMany(a => a.RuleIds.Split(','))
|
||||
.Select(s => long.TryParse(s.Trim(), out long id) ? id : (long?)null)
|
||||
.Where(id => id.HasValue)
|
||||
.Select(id => id.Value)
|
||||
.Distinct()
|
||||
.ToList();
|
||||
|
||||
var ruleMap = allRuleIds.Count > 0
|
||||
? DbContext.glms_risk_rule
|
||||
.Where(r => allRuleIds.Contains(r.id) && r.Status != RiskRuleStatus.Deleted)
|
||||
.ToDictionary(r => (long)r.id, r => r.RuleName)
|
||||
: new Dictionary<long, string>();
|
||||
|
||||
var resultList = pagedResult.rows.Select(a =>
|
||||
{
|
||||
var names = a.RuleIds.Split(',')
|
||||
.Select(s => long.TryParse(s.Trim(), out long id) ? id : (long?)null)
|
||||
.Where(id => id.HasValue)
|
||||
.Select(id => ruleMap.ContainsKey(id.Value) ? ruleMap[id.Value] : null)
|
||||
.Where(n => n != null);
|
||||
|
||||
return new RiskApplicationListItem
|
||||
var pagedResult = query.OrderByDescending(a => a.UpdateDate)
|
||||
.Select(a => new RiskApplicationListItem
|
||||
{
|
||||
Id = a.id,
|
||||
RuleIds = a.RuleIds,
|
||||
RuleNames = string.Join(", ", names),
|
||||
Status = a.Status,
|
||||
ControlStrategy = a.ControlStrategy,
|
||||
TriggerPoints = a.TriggerPoints,
|
||||
@@ -937,16 +896,10 @@ namespace YLErp.Modules.RiskEngine
|
||||
OptDate = a.OptDate.GetValueOrDefault(),
|
||||
UpdateOptName = a.UpdateOptName,
|
||||
UpdateDate = a.UpdateDate ?? a.OptDate.GetValueOrDefault()
|
||||
};
|
||||
}).ToList();
|
||||
})
|
||||
.ToSearchList(req);
|
||||
|
||||
return new SearchListResult<RiskApplicationListItem>
|
||||
{
|
||||
rows = resultList,
|
||||
records = pagedResult.records,
|
||||
total = pagedResult.total,
|
||||
page = pagedResult.page
|
||||
};
|
||||
return pagedResult;
|
||||
}
|
||||
|
||||
public RiskApplicationDetail GetApplicationDetail(long applicationId)
|
||||
@@ -956,25 +909,10 @@ namespace YLErp.Modules.RiskEngine
|
||||
if (app == null)
|
||||
throw new ServiceException("应用配置不存在或已删除");
|
||||
|
||||
var ruleIds = app.RuleIds.Split(',')
|
||||
.Select(s => long.TryParse(s.Trim(), out long id) ? id : (long?)null)
|
||||
.Where(id => id.HasValue)
|
||||
.Select(id => id.Value)
|
||||
.ToList();
|
||||
|
||||
var rules = DbContext.glms_risk_rule
|
||||
.Where(r => ruleIds.Contains(r.id) && r.Status != RiskRuleStatus.Deleted)
|
||||
.ToList();
|
||||
|
||||
var ruleNames = string.Join(", ", rules.Select(r => r.RuleName));
|
||||
var firstRule = rules.FirstOrDefault();
|
||||
|
||||
return new RiskApplicationDetail
|
||||
{
|
||||
Id = app.id,
|
||||
RuleIds = app.RuleIds,
|
||||
RuleNames = ruleNames,
|
||||
ConditionJson = firstRule?.ConditionJson,
|
||||
Status = app.Status,
|
||||
ControlStrategy = app.ControlStrategy,
|
||||
TriggerPoints = app.TriggerPoints,
|
||||
@@ -1077,7 +1015,7 @@ namespace YLErp.Modules.RiskEngine
|
||||
app.UpdateOptName = UserName;
|
||||
app.UpdateDate = DateTime.Now;
|
||||
|
||||
WriteAuditLog("APPLICATION_UPDATE", "APPLICATION", applicationId, ResolveRuleNames(app.RuleIds),
|
||||
WriteAuditLog("APP_UPDATE", "APPLICATION", applicationId, ResolveRuleNames(app.RuleIds),
|
||||
$"修改应用配置：策略={req.ControlStrategy}, 触发时点={req.TriggerPoints}");
|
||||
DbContext.SaveChanges();
|
||||
|
||||
@@ -1132,7 +1070,7 @@ namespace YLErp.Modules.RiskEngine
|
||||
app.UpdateOptName = UserName;
|
||||
app.UpdateDate = DateTime.Now;
|
||||
|
||||
WriteAuditLog("APPLICATION_DISABLE", "APPLICATION", applicationId, ResolveRuleNames(app.RuleIds), "停用应用配置");
|
||||
WriteAuditLog("APP_DISABLE", "APPLICATION", applicationId, ResolveRuleNames(app.RuleIds), "停用应用配置");
|
||||
DbContext.SaveChanges();
|
||||
|
||||
TryRefreshCache();
|
||||
@@ -1159,7 +1097,7 @@ namespace YLErp.Modules.RiskEngine
|
||||
app.UpdateOptName = UserName;
|
||||
app.UpdateDate = DateTime.Now;
|
||||
|
||||
WriteAuditLog("APPLICATION_BATCH_ENABLE", "APPLICATION", app.id, ResolveRuleNames(app.RuleIds), "批量启用应用配置");
|
||||
WriteAuditLog("APP_BATCH_ENABLE", "APPLICATION", app.id, ResolveRuleNames(app.RuleIds), "批量启用应用配置");
|
||||
}
|
||||
|
||||
DbContext.SaveChanges();
|
||||
@@ -1358,7 +1296,7 @@ namespace YLErp.Modules.RiskEngine
|
||||
variable.UpdateOptName = UserName;
|
||||
variable.UpdateDate = DateTime.Now;
|
||||
|
||||
WriteAuditLog("VARIABLE_UPDATE", "VARIABLE", variableId, req.VariableName, $"修改变量：{variable.VariableName}");
|
||||
WriteAuditLog("VAR_UPDATE", "VARIABLE", variableId, req.VariableName, $"修改变量：{variable.VariableName}");
|
||||
DbContext.SaveChanges();
|
||||
|
||||
InvalidateVariableCache();
|
||||
|
||||
@@ -1,4 +1,5 @@
|
||||
using Qdp.Foundation.Utilities;
|
||||
using YLErp.DBModels;
|
||||
using YLErp.Modules.RiskEngine;
|
||||
using YLErp.Modules.RiskEngine.Dto;
|
||||
|
||||
@@ -208,7 +209,7 @@ namespace YLErp.Web.Controllers
|
||||
{
|
||||
var service = new RiskRuleService(CurUser);
|
||||
var result = service.GetRuleApplications(id);
|
||||
return Json(new { success = true, data = result });
|
||||
return Json(new { success = true, data = new { rows = result, total = result.Count, records = result.Count, page = 1 } });
|
||||
}
|
||||
catch (ServiceException ex)
|
||||
{
|
||||
@@ -221,6 +222,27 @@ namespace YLErp.Web.Controllers
|
||||
}
|
||||
}
|
||||
|
||||
[HttpGet("risk-rules/list")]
|
||||
[MyAuthorize("风控规则查看")]
|
||||
public JsonResult GetAllRiskRules()
|
||||
{
|
||||
try
|
||||
{
|
||||
var service = new RiskRuleService(CurUser);
|
||||
var result = service.GetAllRuleList();
|
||||
return Json(new { success = true, data = new { rows = result, total = result.Count, records = result.Count, page = 1 } });
|
||||
}
|
||||
catch (ServiceException ex)
|
||||
{
|
||||
return Json(new { success = false, message = ex.Message });
|
||||
}
|
||||
catch (Exception ex)
|
||||
{
|
||||
_logger.Error(ex, "查询规则下拉列表");
|
||||
return Json(new { success = false, message = "系统异常，请联系管理员" });
|
||||
}
|
||||
}
|
||||
|
||||
#endregion
|
||||
|
||||
#region Application Management
|
||||
@@ -468,7 +490,7 @@ namespace YLErp.Web.Controllers
|
||||
{
|
||||
var service = new RiskRuleService(CurUser);
|
||||
var result = service.GetAllVariableList();
|
||||
return Json(new { success = true, data = result });
|
||||
return Json(new { success = true, data = new { rows = result, total = result.Count, records = result.Count, page = 1 } });
|
||||
}
|
||||
catch (ServiceException ex)
|
||||
{
|
||||
@@ -546,6 +568,35 @@ namespace YLErp.Web.Controllers
|
||||
|
||||
#endregion
|
||||
|
||||
#region Trade Types
|
||||
|
||||
[HttpGet("trade-types")]
|
||||
[MyAuthorize("风控应用查看")]
|
||||
public JsonResult GetTradeTypes()
|
||||
{
|
||||
try
|
||||
{
|
||||
var rows = ConsTrade.AllTradeTypes.Select(t => new { label = t, value = t }).ToList();
|
||||
var total = rows.Count;
|
||||
return Json(new {
|
||||
success = true,
|
||||
data = new {
|
||||
page = 1,
|
||||
records = total,
|
||||
rows = rows,
|
||||
total = total
|
||||
}
|
||||
});
|
||||
}
|
||||
catch (Exception ex)
|
||||
{
|
||||
_logger.Error(ex, "查询合约类型列表");
|
||||
return Json(new { success = false, message = "系统异常，请联系管理员" });
|
||||
}
|
||||
}
|
||||
|
||||
#endregion
|
||||
|
||||
#region Audit Log
|
||||
|
||||
[HttpGet("risk-audit-logs")]
|
||||
|
||||
Reference in New Issue
Block a user