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TRS-ZS-564 月报

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吴方海
2025-08-15 17:42:58 +08:00
parent f6533cd3f2
commit d8643aab26
10 changed files with 436 additions and 164 deletions
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YLErpDAL/Modules/SuperviseReportModule/ExtendReport/ExtendReportBaseService.cs
+4
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@@ -3,6 +3,7 @@ using YLErp.Model;
using YLErp.Modules.SuperviseReportModule.ExtendReport.Common;
using YLErp.Modules.SuperviseReportModule.ExtendReport.GeLin;
using YLErp.Modules.SuperviseReportModule.ExtendReport.ZheQi;
using YLErp.Modules.SuperviseReportModule.ExtendReport.ZheShang;
namespace YLErp.Modules.SuperviseReportModule.ExtendReport
{
@@ -48,6 +49,9 @@ namespace YLErp.Modules.SuperviseReportModule.ExtendReport
case "客户资金记录报表":
service = new CustomerFundsReport(optUser, req);
break;
case "月报基础数据债券收益互换":
service = new SwapTradeMothReport(optUser, req);
break;
default:
throw new ServiceException("报表未实现");
}
YLErpDAL/Modules/SuperviseReportModule/ExtendReport/ZheShang/SwapTradeMothReport.cs
+149
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@@ -0,0 +1,149 @@
using BaseOUDAL;
using CsvHelper;
using Org.BouncyCastle.Ocsp;
using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using YLErp.DBModels;
using YLErp.DBModels.Consts;
using YLErp.DBModels.Enums;
using YLErp.Model;
using YLErp.Modules.SuperviseReportModule.ExtendReport.ZheQi;
namespace YLErp.Modules.SuperviseReportModule.ExtendReport.ZheShang
{
public class SwapTradeMothReport: SimpleExtendReportBaseService
{
public SwapTradeMothReport(OptUserInfo userInfo, SuperviseReportReq req) : base(userInfo, req)
{
}
public override string TemplateName => "月报基础数据债券收益互换.xlsx";
public override string TargetFileName => "月报基础数据债券收益互换"+ base.RequestInfo.ValueDate.ToString("yyyyMM") +".xlsx";
public override string[] SheetNames => new[] { "本月末存量业务明细" };
public override object SearchReportInfo(string sheetName)
{
var dealList = new List<SwapTradeMothReportModel>();
var predicate = PredicateBuilder.Create<eod_swap_position>(n => !n.Invalid && n.PosiQuantity > 0);
var tradePredicate = PredicateBuilder.Create<trade>(n => n.TradeType=="收益互换"
&& n.ValidState != "InValid");
// 获取当月最后一次日期
var currentMonth = new DateTime(base.RequestInfo.ValueDate.Year, base.RequestInfo.ValueDate.Month, 1);
var nextMonth = currentMonth.AddMonths(1);
var valueDate = DbContext.eodStatus
.Where(t => t.Status == "已收盘" && t.ValueDate >= currentMonth && t.ValueDate < nextMonth)
.OrderByDescending(t => t.ValueDate)
.Select(t => t.ValueDate)
.FirstOrDefault();
// 如果没有找到当月的收盘日期，则使用请求中的日期
if (valueDate == default(DateTime))
{
valueDate = base.RequestInfo.ValueDate;
}
predicate = predicate.And(x => x.ValueDate == valueDate);
tradePredicate = tradePredicate.And(x => valueDate >= x.StartDate);
var positionQuery = DbContext.eod_swap_position.Where(predicate);
var tradeQuery = DbContext.trade.Where(tradePredicate);
var query = from position in positionQuery
join td in tradeQuery on position.SwapTradeId equals td.id
join tcrConfirm in DbContext.trade_contract_r.Where(O => O.Type == ContractTypeEnum.Trade && O.IsValid) on td.id equals tcrConfirm.TradeId into tcrConfirms
from tcrConfirm in tcrConfirms.DefaultIfEmpty()
select new EodSwapPositionResponse
{
position = position,
ClientName = td.ClientName,
ConfrimNo = tcrConfirm.ContractCode,
TradeNumber = td.TradeNumber,
StructureType = td.StructureType,
UnwindDate = td.UnWindDate,
TradeStatus = td.TradeStatus
};
var list= query.ToList();
var eodSwapList= DbContext.eod_swap.Where(s=>s.ValueDate==valueDate).AsNoTracking().ToList();
foreach (var item in list)
{
var obj = new SwapTradeMothReportModel();
// 获取标的名称
string underlyingName = "";
if (!string.IsNullOrEmpty(item.position?.UnderlyingCode))
{
var underlying = DbContext.underlying_manager.FirstOrDefault(s => s.UnderlyingCode == item.position.UnderlyingCode);
underlyingName = underlying?.UnderlyingName ?? "";
}
// 填充 SwapTradeMothReportModel 对象
obj.NameOfSecuritiesCompany = ""; // 报送机构名称
obj.NameOfCounterparty = item.ClientName; // 交易对手方名称
obj.NameOfCounterpartyProduct = ""; // 交易对手产品名称，如果有需要从其他地方获取
obj.TransactionConfirmationNumber = item.ConfrimNo; // 交易确认书编号
var eodSwap= eodSwapList.FirstOrDefault(s => s.SwapTradeId == item.position.SwapTradeId);
obj.NotionalPrincipalAmountL = eodSwap.NotionalValueLong;
obj.SNotionalPrincipalAmount = eodSwap.NotionalValueShort;
obj.BusinessType = obj.NotionalPrincipalAmountL>0? "11":"12";
obj.LongPositionContractValue = obj.NotionalPrincipalAmountL > 0? eodSwap.PostionValue:0;
obj.ShortPositionContractValue = obj.SNotionalPrincipalAmount > 0 ? eodSwap.PostionValue:0;
// 设置维持保证金比例
var maitainMargin = eodSwap.PostionMarginGain+ eodSwap.PostionMarginLoss;
var MaitainMarginRation= eodSwap.NotionalValue==0?0: maitainMargin / eodSwap.NotionalValue;
obj.MaitainMarginRation =Math.Round(MaitainMarginRation*100,2,MidpointRounding.AwayFromZero).ToString()+"%"; // 需要从其他地方获取维持保证金比例
/**
* 校验规则：
当选择“场外期权”时,“期权费(非年化)”、“期权标的小类(场外期权填写)” 和“期权类型” 三项必填；
当选择“收益互换”类型时,“收益互换标的小类(收益互换填写)”必填
11：收益互换(客户多头)
12：收益互换(客户空头)
13：多空组合收益互换
14：其他收益互换
02：场外期权
*/
// 名义本金/多头名义本金和空头名义本金
if (item.position != null)
{
// 设置起始日和到期日
obj.StartDay = item.position.PosiStartDate.ToString("yyyy-MM-dd");
obj.DueDate = item.position.PosiMatuirityDate.Value.ToString("yyyy-MM-dd");
// 设置标的信息
obj.UndrlygAssetCode = item.position.UnderlyingCode;
obj.UndrlygAssetName = underlyingName; // 使用前面获取的标的名称
obj.SumInvestmentTargetType = ""; // 标的类型，可能需要根据实际情况调整
obj.UndrlygAssetTradgPlc = ""; // 标的交易场所，可能需要根据实际情况调整
/**
* 校验规则：当“业务类型”为“收益互换”时，必填
0：股票
1：股指
2：北交所/新三板挂牌股票
3：香港股票
4：香港股指
5：基金及基金专户
6：债券
7：黄金期货
8：国债期货
9：股指期货
10：其他期货
11：黄金现货
12：其他现货
13：境外期货
14：境外现货
15：境外股票
16：境外股指
17：汇率
18：利率
99：其他标的
*/
obj.ExchangeSumInvestmentTargetType = "6"; // 收益互换标的小类
}
dealList.Add(obj);
}
return new
{
DataDate = RequestInfo.ValueDate.ToString("yyyy-MM"),
DealList = dealList
};
}
}
}
YLErpDAL/Modules/SuperviseReportModule/ExtendReport/ZheShang/SwapTradeMothReportModel.cs
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@@ -0,0 +1,116 @@
using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
namespace YLErp.Modules.SuperviseReportModule.ExtendReport.ZheShang
{
public class SwapTradeMothReportModel
{
/// <summary>
/// 报送机构名称(全称)
/// </summary>
public string NameOfSecuritiesCompany { get; set; }
/// <summary>
/// 交易对手方名称(全称)
/// </summary>
public string NameOfCounterparty { get; set; }
/// <summary>
/// 交易对手产品名称
/// </summary>
public string NameOfCounterpartyProduct { get; set; }
/// <summary>
/// 交易确认书编号(报告库编号)
/// </summary>
public string TransactionConfirmationNumber { get; set; }
/// <summary>
/// 业务类型 (如场外期权/收益互换)
/// </summary>
public string BusinessType { get; set; }
/// <summary>
/// 名义本金/多头名义本金 (元)
/// </summary>
public decimal NotionalPrincipalAmountL { get; set; }
/// <summary>
/// 空头名义本金(元) (多空组合填写)
/// </summary>
public decimal? SNotionalPrincipalAmount { get; set; }
/// <summary>
/// 起始日(T日)
/// </summary>
public string StartDay { get; set; }
/// <summary>
/// 到期日
/// </summary>
public string DueDate { get; set; }
/// <summary>
/// 标的类型
/// </summary>
public string SumInvestmentTargetType { get; set; }
/// <summary>
/// 标的名称
/// </summary>
public string UndrlygAssetName { get; set; }
/// <summary>
/// 标的编码
/// </summary>
public string UndrlygAssetCode { get; set; }
/// <summary>
/// 标的交易场所
/// </summary>
public string UndrlygAssetTradgPlc { get; set; }
/// <summary>
/// 场外期权标的小类 (当业务类型为场外期权时填写)
/// </summary>
public string OptionSumInvestmentTargetType { get; set; }
/// <summary>
/// 收益互换标的小类 (当业务类型为收益互换时填写)
/// </summary>
public string ExchangeSumInvestmentTargetType { get; set; }
/// <summary>
/// 期权费(非年化)(%) (场外期权填写)
/// </summary>
public decimal? OptionFee { get; set; }
/// <summary>
/// 期权类型 (场外期权填写)
/// </summary>
public string OptionType { get; set; }
/// <summary>
/// 本月末维持保证金比例(%)
/// </summary>
public string MaitainMarginRation { get; set; }
/// <summary>
/// 标的相关系数 (特殊字段，根据备注"不填"处理)
/// </summary>
public decimal? CorrelationCoefficient { get; set; } = null;
/// <summary>
/// 多头合约价值(元)
/// </summary>
public decimal LongPositionContractValue { get; set; }
/// <summary>
/// 空头合约价值(元)
/// </summary>
public decimal ShortPositionContractValue { get; set; }
}
}