删除山西 证券确认书
This commit is contained in:
吴方海
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using Newtonsoft.Json.Linq;
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using System.Text.RegularExpressions;
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using YLErp.Core.Helpers;
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using YLErp.DBModels;
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using YLErp.DBModels.Consts;
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using YLErp.Enums;
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using YLErp.Plugins.TradeDocGenerator;
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using YLErp.Plugins.TradeDocGenerator.Abstracts;
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namespace YLErp.Plugins.ShanXi.DocumentGenerator
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{
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internal class TradeConfirmationGenerator : BaseConfirmationGenerator, ITradeConfirmationGenerator
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{
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public TradeConfirmationGenerator()
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: base(ContractTypeEnum.Trade)
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{
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}
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protected override string GetTemplateFilePath()
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{
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string templatePath = null;
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var trade = Context.Trade;
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if (trade.TradeType == "收益互换" && trade.StructureType != null)
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{
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if (trade.StructureType == "普通债券类收益互换"|| trade.StructureType == "普通收益互换")
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{
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var swapPosition = Context.GetSwapPositions(trade.id, true).Where(x => x.PositionType>0).FirstOrDefault();
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if (swapPosition != null)
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{
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switch (swapPosition.PositionType)
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{
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case 1:
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templatePath = MosPathHelper.Combine(GlobalConfig.PluginFolder, "App_Docs\\交易确认书\\客户多头交易确认书模板.docx");
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break;
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case 2:
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templatePath = MosPathHelper.Combine(GlobalConfig.PluginFolder, "App_Docs\\交易确认书\\客户空头交易确认书模板.docx");
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break;
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}
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}
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}
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else
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{
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templatePath = MosPathHelper.Combine(GlobalConfig.PluginFolder, "App_Docs\\交易确认书\\收益互换交易确认书（DMA）模板.docx");
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}
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}
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else
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{
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throw new Exception("不支持商品类型");
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}
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return templatePath;
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}
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protected override string GetOutputFileName(string contractNo, string contractIndex)
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{
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var rule = $"收益互换交易确认书{contractNo}";
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return $"{rule}.{DocType.ToLower()}";
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}
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protected override string GetContractNo(out string contractIndex)
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{
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var contractNo = Context.GenerateContractNo(out contractIndex);
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return contractNo;
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}
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protected override void PrepareViewData(Dictionary<string, JToken> dic)
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{
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var trade = Context.Trade;
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switch (trade.IsGroup == 1 ? trade.StructureType : trade.TradeType)
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{
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case "收益互换":
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SetSwapData(dic);
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break;
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default:
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break;
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}
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}
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/// <summary>
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/// 检查是否存在扩展模板
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/// </summary>
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/// <returns></returns>
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private string CheckTemplateFilePath(string templateFilePath, OtcTradeBase t)
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{
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bool check(string pathStr, string tempName, string suffix, out string nPath)
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{
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nPath = $"{pathStr}{tempName}{suffix}";
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return File.Exists(nPath);
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};
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var fix = Path.GetExtension(templateFilePath);
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var path = $"{Path.GetDirectoryName(templateFilePath)}\\{Path.GetFileNameWithoutExtension(templateFilePath)}";
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if (check(path, t.OptionType, fix, out var newPath))
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{
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templateFilePath = newPath;
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}
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return templateFilePath;
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}
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/// <summary>
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/// 山证收益互换模板数据填充
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/// </summary>
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/// <param name="dic"></param>
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public void SetSwapData(Dictionary<string, JToken> dic)
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{
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var trade = Context.Trade;
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if (trade.StructureType == "普通债券类收益互换" || trade.StructureType == "普通收益互换")
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{
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SetSingleSwap(dic);
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}
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else
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{
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SetLongShort(dic);
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}
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}
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private void SetSingleSwap(Dictionary<string, JToken> dic)
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{
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var client = Context.GetClient();
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var trade = Context.Trade;
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var bank = Context.GetClientBankCard(false);
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var clientduties = Context.GetClientDuties();
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var swapPositions = Context.GetSwapPositions(trade.id, true);
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var swapPosition = swapPositions.Where(x => x.PositionType == 1 || x.PositionType == 2).FirstOrDefault();
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var interestMargin = swapPositions.Where(x => ConsTrade.InterestModels.Contains(x.InterestMode)).FirstOrDefault();
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var initialMarginQuery = swapPositions.Where(x => x.InterestMode == 5);
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var additionMarginQuery = swapPositions.Where(x => x.InterestMode == 6);
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var underlyingCode = swapPosition?.UnderlyingCode;
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var table1 = new JArray();
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var table2 = new JArray();
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var clientMarginRate = Context.GetClientMarginRate(client.id);
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dic["交易编号"] = trade.TradeNumber;
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dic["交易对手方全称"] = client.ClientType != "产品" ? client.Name : $"{client.Manager}作为管理人代表{client.Name}";
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dic["主协议编号"] = client.MainProtocolCode;
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dic["定义文件编号"] = client.SettleFileNumber;
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FormatToDict("名义本金", trade.StockEqvNotionalReal, dic);
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dic["成交日期"] = trade.TradeDate?.ToString("【yyyy】年【M】月【d】日");
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dic["开始日期"] = trade.StartDate?.ToString("【yyyy】年【M】月【d】日");
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dic["到期日期"] = trade.ExerciseDate?.ToString("【yyyy】年【M】月【d】日");
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dic["成交日期2"] = trade.TradeDate?.ToString("【yyyy】年【M】月【d】日");
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dic["户名"] = bank?.ClientName;
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dic["银行账号"] = bank?.Card;
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dic["开户行"] = bank?.Bank;
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dic["大额行号"] = bank?.Payment;
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FormatToDict("期初标的交割全价", (double)((swapPosition?.PosiGrossPrice) ?? 0) * 100, dic);
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FormatToDict("期初标的交割净价", (double)((swapPosition?.PosiNetNoFeePrice) ?? 0) * 100, dic);
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dic["利差"] = ((interestMargin?.InterestRateDefault) ?? 0) * 100;
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var basicFee = trade.StockEqvNotionalReal == 0 ? 0 : ((double)((swapPosition?.PosiTradingFeePending) ?? 0) / trade.StockEqvNotionalReal) * 100;
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dic["基本费率"] = (basicFee * 2).ToString("f4");
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var initialMarginSum = initialMarginQuery.Sum(x =>
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x.InterestDirection == 2 ? x.InterestPrincipalFix * -1 : x.InterestPrincipalFix);
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FormatToDict("交易费用", (double)((swapPosition?.PosiTradingFeePending * 2) ?? 0), dic);
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dic["交易费率"] = dic["基本费率"];
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FormatToDict("期初预付金", (double)initialMarginSum, dic);
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dic["期初预付金利率"] = ((initialMarginQuery.FirstOrDefault()?.InterestRateDefault) ?? 0) * 100;
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dic["追加预付金返息率"] = ((clientMarginRate?.AddToMarginRebateRate) ?? 0) * 100;
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dic["标的代码"] = underlyingCode;
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dic["标的名称"] = Context.GetTradeUnderlying(underlyingCode).UnderlyingName;
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var bond = JsonHelper.Deserialize<UnderlyingBond>(Context.GetTradeUnderlying(underlyingCode).ExJson) ??
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new UnderlyingBond();
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dic["标的发行人"] = bond.UnderlyingIssuer;
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clientduties = clientduties.Where(x=> x.ContactTypeId.Contains("3")).OrderBy(o=>o.id).ToList();//交易下达人
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if (clientduties.Count>0)
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{
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var clientduty= clientduties.First();
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var row = new JObject();
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row["姓名"] = clientduty.ContactName;
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row["身份证号"] = clientduty.IdCardNo;
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row["联系电话"] = clientduty.PhoneNumber;
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row["电子邮箱"] = clientduty.Email;
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row["传真"] = clientduty.Fax;
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table2.Add(row);
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}
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dic["table2"] = table2;
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}
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private void SetLongShort(Dictionary<string, JToken> dic)
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{
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var client = Context.GetClient();
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var trade = Context.Trade;
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var swapPositions = Context.GetSwapPositions(trade.id, true);
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var swapFlowDeals = Context.GetSwapFlowDeals(trade.id);
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swapFlowDeals = swapFlowDeals.Where(x => x.OpenFlag==(int)OpenCloseEnum.开仓).ToList();
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var table1 = new JArray();
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var table2 = new JArray();
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dic["交易编号"] = trade.TradeNumber;
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dic["交易对手方全称"] = client.Name;
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dic["主协议编号"] = client.MainProtocolCode;
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dic["定义文件编号"] = client.SettleFileNumber;
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//FormatToDict("名义本金", trade.StockEqvNotionalReal, dic);
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dic["成交日期"] = trade.TradeDate?.ToString("yyyy年M月d日");
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dic["开始日期"] = trade.StartDate?.ToString("yyyy年M月d日");
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dic["到期日期"] = trade.ExerciseDate?.ToString("yyyy年M月d日");
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var count = 0;
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var count2 = 0;
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var interestMode = new int[] { 1, 2, 7, 8 };
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var list = swapPositions.Where(x => x.PositionType > 0 && x.PosiQuantity > 0);
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var fixLong = swapPositions.Where(x => x.InterestMode == 7).FirstOrDefault();
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var fixShort = swapPositions.Where(x => x.InterestMode == 8).FirstOrDefault();
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dic["固定多头"] = ((double)(fixLong?.InterestRateDefault * 100 ?? 0)).ToString("0.####") + "%";
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dic["浮动多头"] = !string.IsNullOrWhiteSpace(fixLong?.FloatRateUnderlyingCode) ? "适用" : "不适用";
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dic["固定空头"] = ((double)(fixShort?.InterestRateDefault * 100 ?? 0)).ToString("0.####") + "%";
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dic["浮动空头"] = !string.IsNullOrWhiteSpace(fixShort?.FloatRateUnderlyingCode) ? "适用" : "不适用";
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dic["管理人名称"] = client.Manager;
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var calculationBasis = "";
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if (dic["浮动多头"].ToString() == "适用")
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{
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calculationBasis = fixLong?.FloatRateUnderlyingCode;
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}
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else if (dic["浮动空头"].ToString() == "适用")
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{
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calculationBasis = fixShort?.FloatRateUnderlyingCode;
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}
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else
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{
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calculationBasis = "不适用";
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}
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dic["计算基准"] = calculationBasis;
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double totalPosiQuantity = 0;
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foreach (var item in list)
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{
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var row = new JObject();
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row["序号"] = ++count;
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if (!string.IsNullOrWhiteSpace(item?.UnderlyingCode))
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{
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var um = Context.GetTradeUnderlying(item?.UnderlyingCode);
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row["标的名称"] = um.UnderlyingName;
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row["标的代码"] = item?.UnderlyingCode;
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decimal multiplier = um.IsBond() ? 100 : 1;
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FormatToDict("期初价格", (double)((item?.PosiNetPrice * multiplier) ?? 0), row);
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}
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else
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{
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row["标的名称"] = "";
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row["标的代码"] = "";
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row["期初价格"] = "";
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}
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FormatToDict("数量", (double)((item?.PosiQuantity) ?? 0), row);
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totalPosiQuantity += (double)((item?.PosiQuantity) ?? 0);
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FormatToDict("合约乘数", (double)((item?.ContractSize) ?? 0), row);
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row["方向"] = item?.PositionType switch
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{
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1 => "买入",
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2 => "卖出",
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_ => ""
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};
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table1.Add(row);
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}
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FormatToDict("名义本金", totalPosiQuantity, dic);
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var underlyingCodes = swapFlowDeals.Select(r => r.UnderlyingCode).ToList();
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List<underlying_manager> underlyings = new List<underlying_manager>();
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if (underlyingCodes.Count() > 0)
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{
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underlyings = Context.GetUnderlyings(underlyingCodes);
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}
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foreach (var item in swapFlowDeals.OrderBy(o => o.UnderlyingCode).ThenBy(t => t.id))
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{
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var row = new JObject();
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row["编号"] = ++count2;
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row["标的代码"] = item.UnderlyingCode;
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var um = underlyings.FirstOrDefault(x => x.UnderlyingCode == item.UnderlyingCode);
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if (um != null)
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{
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row["标的名称"] = um.UnderlyingName;
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if (um.IsBond())
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{
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item.FullPrice *= ConsGlobal.bondShowPriceMultiple;
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item.FullPriceFee *= ConsGlobal.bondShowPriceMultiple;
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item.NetPrice *= ConsGlobal.bondShowPriceMultiple;
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item.NetPriceFee *= ConsGlobal.bondShowPriceMultiple;
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}
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}
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FormatToDict("成交收益率", (double)(item.Ytm), row);
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FormatToDict("成交全价", (double)(item.FullPriceFee), row);
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FormatToDict("成交数量", (double)(item.TradingQty), row);
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row["成交方向"] = item?.BsType switch
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{
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1 => "买入",
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2 => "卖出",
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_ => ""
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};
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row["交易日期"] = item.OccurDate.ToString("yyyy-MM-dd");
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table2.Add(row);
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}
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dic["table1"] = table1;
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dic["flowtable"] = table2;
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}
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}
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}
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@@ -1,203 +0,0 @@
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using Newtonsoft.Json.Linq;
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using Org.BouncyCastle.Utilities.Zlib;
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using Qdp.Pricing.Base.Enums;
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using Qdp.Pricing.Base.Interfaces;
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using System.Data.Common;
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using System.Diagnostics;
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using YLErp.Core.Helpers;
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using YLErp.DBModels;
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using YLErp.DBModels.Consts;
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using YLErp.DBModels.Enums;
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using YLErp.Models;
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using YLErp.Plugins.TradeDocGenerator;
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using YLErp.Plugins.TradeDocGenerator.Abstracts;
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using YLErp.QdpModule;
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namespace YLErp.Plugins.ShanXi.DocumentGenerator
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{
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class TradeSettleBillGenerator : BaseSettleBillGenerator, ITradeSettleBillGenerator
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{
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protected override string GetContractNo(out string contractIndex)
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{
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var contractNo = Context.GenerateContractNo(out contractIndex);
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return contractNo;
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}
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protected override void PrepareViewData(Dictionary<string, object> dic)
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{
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var client = Context.GetClient();
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var flowEvents = Context.GetFlowEvents();
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var allFlowEvents = Context.GetAllFlowEvents();
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var swapPositions = Context.GetSwapPositions();
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var trades = Context.Trades;
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var tradeIds = trades.Select(t=>t.id).ToList();
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var tradeExtends = Context.GetTrade_Extends(tradeIds);
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List<ExcelReportModel> table = new List<ExcelReportModel>();
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SwapEndConfirmModel outPut = new SwapEndConfirmModel();
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foreach (var flowEventGroup in flowEvents)
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{
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var tradeId = flowEventGroup.SwapTradeId;
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var positions = swapPositions.Where(x => x.SwapTradeId == tradeId&&x.IsInitial).ToList();
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var posi = positions.FirstOrDefault(f => f.id == flowEventGroup.PositionId);
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var unwindFlowEvents = allFlowEvents.Where(x => x.EventId == flowEventGroup.EventId);
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var trade = trades.FirstOrDefault(x => x.id == tradeId);
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var preSettleDate = flowEventGroup.UnwindDate.Value.AddDays(-1);
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var swapEodPositions = Context.GetEodPositions(tradeId, preSettleDate);
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var tradeExtend = tradeExtends.FirstOrDefault(x => x.TradeId == tradeId);
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var ratio = posi.PositionType == (int)PositionTypeFlag.Long ? 1 : -1;
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ExcelReportModel row = new ExcelReportModel();
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var confirmNo = Context.Gettrade_contract_r(tradeId, ContractTypeEnum.Trade);
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if (string.IsNullOrEmpty(confirmNo))
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{
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throw new ServiceException($"{trade.TradeNumber}未生成交易确认书");
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}
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row.TradeNumber = confirmNo;
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row.ClientName = client.Name;
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row.UnderlyingCode = flowEventGroup.UnderlyingCode;
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row.StartDate = trade.StartDate.Value.ToString("yyyy-MM-dd");
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var eventDate = flowEventGroup.UnwindDate.Value;
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row.EventDate = eventDate.ToString("yyyy-MM-dd");
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var payDate = flowEventGroup.PayDate;
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var sr = tradeExtend == null ? 0 : tradeExtend.ExtendObj.SettlementRules;
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if (!payDate.HasValue)
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{
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payDate = QdpCalendarHelper.GetNonHoliday(flowEventGroup.EventDate.AddDays(sr));
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}
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row.PayDate = payDate.Value.ToString("yyyy-MM-dd");
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row.ClosePrice = ((flowEventGroup.TradingAmountAvg) * 100).OtcFormat(OtcFormatFlag.umprice);
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decimal interestRate = unwindFlowEvents.Where(x => ConsTrade.InterestModels.Contains(x.InterestMode)).Sum(s => s.InterestRate);
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row.InterestRate = interestRate.ToString("0.00%");
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var PosiNotionalValue = flowEventGroup.Quantity * flowEventGroup.ContractSize;
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row.PosiNotionalValue = PosiNotionalValue.ToString("0.00");
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row.PosiNetPrice = (posi.PosiGrossPrice * 100).OtcFormat(OtcFormatFlag.umprice);
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//var tradingFee = (flowEventGroup.TradingAmountFeeAvg- posi.PosiNetPrice- flowEventGroup.TradingAmountAvg+ posi.PosiGrossPrice)* PosiNotionalValue* ratio;
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var tradingFee = flowEventGroup.TradingFee + flowEventGroup.TradingFeePending;
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row.Fee = (-tradingFee).ToString("0.00");
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var RateDays = (eventDate - trade.StartDate.Value).Days;
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RateDays = RateDays < 0 ? 0 : RateDays;
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row.RateDays = RateDays.ToString();
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var MarginAmout = positions.Where(x => x.InterestMode==(int)InterestModeEnum.初始预付金).Sum(s => s.InterestPrincipalFix * (s.InterestDirection == (int)SwapDirectionEnum.收取 ? 1 : -1));
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row.MarginAmout = Math.Abs(MarginAmout).ToString("0.00");
|
||||
var MarginRebateRate = positions.Where(x => x.InterestMode == (int)InterestModeEnum.初始预付金).Sum(s => s.InterestRateDefault);
|
||||
row.MarginRebateRate = MarginRebateRate.ToString("0.00%");
|
||||
|
||||
var MarginInterestAmount = unwindFlowEvents.Where(x => ConsTrade.InterestMarginModels.Contains(x.InterestMode)).Sum(s => s.InterestClosePnL);
|
||||
row.MarginInterestAmount = (-MarginInterestAmount).ToString("0.00");
|
||||
|
||||
var InterestAmount = unwindFlowEvents.Where(x => ConsTrade.InterestModels.Contains(x.InterestMode)).Sum(s => s.InterestClosePnL)*-1;
|
||||
row.InterestAmount = InterestAmount.ToString("0.00");
|
||||
|
||||
//var lastInterestAmount= swapEodPositions.Where(x => ConsTrade.InterestModels.Contains(x.InterestMode)).Sum(s => s.InterestIncomeSum);
|
||||
//var lastPosiNotionalValue = swapEodPositions.Sum(s=>s.PosiNotionalValue);
|
||||
//var InterestAmount = lastPosiNotionalValue==0?0: - lastInterestAmount* PosiNotionalValue/ lastPosiNotionalValue;
|
||||
//row.InterestAmount = InterestAmount.ToString("0.00");
|
||||
|
||||
//var lastMarginAmount = swapEodPositions.Where(x => ConsTrade.InterestMarginModels.Contains(x.InterestMode)).Sum(s => s.InterestIncomeSum);
|
||||
//var MarginInterestAmount = lastMarginAmount == 0 ? 0 : -lastMarginAmount * PosiNotionalValue / lastMarginAmount;
|
||||
//row.MarginInterestAmount = MarginInterestAmount.ToString("0.00");
|
||||
|
||||
var r = posi.PosiNetPrice == 0 ? 0 : PosiNotionalValue * posi.PosiNetPrice;
|
||||
var FloatRate = r == 0 ? 0 : InterestAmount / r;
|
||||
row.FloatRate = FloatRate.ToString("0.0000%");
|
||||
var PosiPnl = (-flowEventGroup.MarkClosePnl);
|
||||
row.PosiPnl = PosiPnl.ToString("0.00");
|
||||
var marginBackAmount = unwindFlowEvents.Where(x => ConsTrade.InterestMarginModels.Contains(x.InterestMode)).Sum(s => s.InterestPrincipal);
|
||||
var NetSettleAmout = unwindFlowEvents.Sum(x => x.InterestClosePnL) * -1 + flowEventGroup.MarkClosePnl * -1 + marginBackAmount;
|
||||
row.NetSettleAmout = NetSettleAmout.ToString("0.00");
|
||||
table.Add(row);
|
||||
}
|
||||
outPut.table = table;
|
||||
dic["TRS结算单"] = outPut;
|
||||
|
||||
}
|
||||
|
||||
protected override void PrepareViewData(Dictionary<string, JToken> dic)
|
||||
{
|
||||
var client = Context.GetClient();
|
||||
if (string.IsNullOrEmpty(client.SettleFileNumber))
|
||||
{
|
||||
throw new ServiceException($"{client.Name}未设置定义文件编号");
|
||||
}
|
||||
var flowEvents = Context.GetFlowEvents();
|
||||
var allFlowEvents = Context.GetAllFlowEvents();
|
||||
var swapPositions = Context.GetSwapPositions();
|
||||
var trades = Context.Trades;
|
||||
var eventDate= flowEvents.First().UnwindDate;
|
||||
var td = trades.First();
|
||||
var realPositions = swapPositions.Where(x=>x.PosiQuantity>0&&!x.IsInitial).ToList();
|
||||
var posiNationalValue= realPositions.Sum(x=>x.PosiNotionalValue);
|
||||
var metaDic = Context.GetTradeMetas(td.id);
|
||||
dic["主协议编号"] = metaDic[ConsTradeMetaKey.MainProtocolCode];
|
||||
dic["文件编号"] = client.SettleFileNumber;
|
||||
dic["乙方"] = client.Name;
|
||||
dic["管理人名称"] = client.Manager;
|
||||
var confirmNo = Context.Gettrade_contract_r(td.id, ContractTypeEnum.Trade);
|
||||
if (string.IsNullOrEmpty(confirmNo))
|
||||
{
|
||||
throw new ServiceException($"{td.TradeNumber}未生成交易确认书");
|
||||
}
|
||||
FormatToDict("平仓日期", eventDate,dic);
|
||||
JArray table= new JArray();
|
||||
JArray table2 = new JArray();
|
||||
foreach ( var flowEvent in flowEvents )
|
||||
{
|
||||
var tradeId = flowEvent.SwapTradeId;
|
||||
var positions = swapPositions.Where(x => x.SwapTradeId == tradeId).ToList();
|
||||
var posi = positions.FirstOrDefault(f => f.PositionId == flowEvent.PositionId);
|
||||
JObject row =new JObject();
|
||||
row["交易确认书编号"] = confirmNo;
|
||||
var ratio = flowEvent.PositionType == (int)PositionTypeFlag.Long ?1 : -1;
|
||||
row["多空方向"] = flowEvent.PositionType == (int)PositionTypeFlag.Long ? "多" : "空";
|
||||
FormatToDict("平仓日期", eventDate, row);
|
||||
underlying_manager underlying = Context.GetTradeUnderlying(flowEvent.UnderlyingCode);
|
||||
row["标的代码"] = flowEvent.UnderlyingCode;
|
||||
row["标的名称"] = underlying?.UnderlyingName;
|
||||
var preQty = flowEvent.Quantity + flowEvent.PositionQty ?? 0;
|
||||
FormatToDict("平仓前数量",Convert.ToDouble(preQty) * ratio, row);
|
||||
FormatToDict("平仓数量", Convert.ToDouble(flowEvent.Quantity), row);
|
||||
FormatToDict("平仓后数量", Convert.ToDouble(flowEvent.PositionQty ?? 0) * ratio, row);
|
||||
FormatToDict("平仓成交金额", Convert.ToDouble(flowEvent.Quantity* posi.PosiNetPrice*flowEvent.ContractSize), row);
|
||||
table.Add(row);
|
||||
}
|
||||
JObject row2 = new JObject();
|
||||
row2["交易确认书编号"] = confirmNo;
|
||||
FormatToDict("平仓日期", eventDate, row2);
|
||||
FormatToDict("平仓后名义本金", Convert.ToDouble(posiNationalValue), row2);
|
||||
table2.Add(row2);
|
||||
dic["table"]=table;
|
||||
dic["table2"] = table2;
|
||||
}
|
||||
protected override string GetTemplateFilePath()
|
||||
{
|
||||
var trades = Context.Trades;
|
||||
var templatePath =string.Empty;
|
||||
if (trades.Any(s => s.StructureType == "多空组合"|| s.StructureType == "定义文件型债券收益互换"))
|
||||
{
|
||||
templatePath = MosPathHelper.Combine(GlobalConfig.PluginFolder, "App_Docs\\结算单\\DMA结算单.docx");
|
||||
return templatePath;
|
||||
}
|
||||
templatePath = MosPathHelper.Combine(GlobalConfig.PluginFolder, "App_Docs\\结算单\\非DMA结算单.xlsx");
|
||||
return templatePath;
|
||||
}
|
||||
|
||||
protected override string GetOutputFileName(string contractNo, string contractIndex)
|
||||
{
|
||||
var trades = Context.Trades;
|
||||
var client = Context.GetClient();
|
||||
var flowEvents = Context.GetFlowEvents();
|
||||
var eventDate = flowEvents.FirstOrDefault().UnwindDate.Value;
|
||||
var valueDate = eventDate.ToString("yyyy-MM-dd");
|
||||
var count = Context.GetDMASelttementCount(client.id, eventDate);
|
||||
var countStr = count == 0 ? "" : "-"+(count + 1).ToString();
|
||||
var FullName = $"结算单-{client.Name}-{valueDate}{countStr}";
|
||||
if (trades.Any(s=> s.StructureType == "多空组合" || s.StructureType == "定义文件型债券收益互换"))
|
||||
{
|
||||
FullName = $"{client.Name}-结算确认书-{valueDate}-交易平仓{countStr}";
|
||||
return $"{FullName}.docx";
|
||||
}
|
||||
return $"{FullName}.xlsx";
|
||||
}
|
||||
|
||||
}
|
||||
}
|
||||
@@ -1,135 +0,0 @@
|
||||
using Newtonsoft.Json.Linq;
|
||||
using YLErp.DBModels;
|
||||
using YLErp.Plugins.TradeDocGenerator;
|
||||
using YLErp.Plugins.TradeDocGenerator.Abstracts;
|
||||
|
||||
namespace YLErp.Plugins.ShanXi.DocumentGenerator
|
||||
{
|
||||
class TradeUnwindReportGenerator : BaseUnwindReportGenerator, ITradeUnwindReportGenerator
|
||||
{
|
||||
protected override string GetContractNo(out string contractIndex)
|
||||
{
|
||||
var contractNo = Context.GenerateContractNo(out contractIndex);
|
||||
return contractNo;
|
||||
}
|
||||
|
||||
protected override void PrepareViewData(Dictionary<string, JToken> dic)
|
||||
{
|
||||
var table1 = new JArray();
|
||||
var trade = Context.Trade;
|
||||
var client = Context.GetClient();
|
||||
var valuetimelist = new List<DateTime>();
|
||||
var underlying = Context.GetTradeUnderlying();
|
||||
var variety = Context.GetUnderlyingVariety();
|
||||
var tradeCash = Context.GetTradeCash();
|
||||
var instrumentTypeArr = new List<string>() { ConsGlobal.InstrumentType.Stock, ConsGlobal.InstrumentType.StockIndex, ConsGlobal.InstrumentType.StockIF };
|
||||
var tradelist = Context.Trades.Union(Context.SubTrades).ToList();
|
||||
foreach (var item in Context.Trades)
|
||||
{
|
||||
foreach (var tradeCashs in Context.TradeCashes[item.id])
|
||||
{
|
||||
var settlementprice = (trade.IsUsePremiumRate != null && trade.IsUsePremiumRate.Value ? tradeCashs.UnwindPricePercentRate.OtcFormatPercent() : tradeCashs.UnwindPrice.OtcFormatMoney());
|
||||
var row = new JObject();
|
||||
OtcTradeBase trades = tradelist.Find(O => O.id == tradeCashs.TradeId);
|
||||
row["交易编号"] = trades.TradeNumber;
|
||||
switch (item.BuySell)
|
||||
{
|
||||
case "买入":
|
||||
if (trade.OpponentRole == null || trade.OpponentRole == "乙方")
|
||||
{
|
||||
row["买方"] = $"甲方";
|
||||
}
|
||||
else
|
||||
{
|
||||
row["买方"] = $"乙方";
|
||||
}
|
||||
break;
|
||||
case "卖出":
|
||||
if (trade.OpponentRole == null || trade.OpponentRole == "乙方")
|
||||
{
|
||||
row["买方"] = $"乙方";
|
||||
}
|
||||
else
|
||||
{
|
||||
row["买方"] = $"甲方";
|
||||
}
|
||||
break;
|
||||
default:
|
||||
break;
|
||||
}
|
||||
row["交易日期"] = $"{trades.TradeDate:yyyy/MM/dd}";
|
||||
row["开始日期"] = $"{trades.StartDate:yyyy/MM/dd}-{trades.ExerciseDate:yyyy/MM/dd}";
|
||||
row["名义本金"] = $"{trades.OriginalStockEqvNotional.OtcFormatMoney()}";
|
||||
row["标的代码"] = $"{trades.UnderlyingCode}";
|
||||
row["期权类型"] = $"{trades.TradeType}";
|
||||
row["期初价格"] = $"{trades.TradePrice.OtcFormatMoney()}";
|
||||
row["结算日期"] = $"{tradeCashs.ValueDate:yyyy/MM/dd}";
|
||||
row["结算价格"] = $"{tradeCashs.FinalPrice.OtcFormatMoney()}";
|
||||
row["结算模块"] = $"{(tradeCashs.UnwindPercentRate * trades.OriginalNotional * underlying.CountRatio).OtcFormatMoney()}";
|
||||
row["结算单价"] = $"{settlementprice}";
|
||||
var Amountqrs = -tradeCashs.Amount;
|
||||
var Amountqrs2 = -(tradeCashs.Amount + (trades.TradePrice ?? 0) * (tradeCashs.UnwindPercentRate ?? 0) * ((trades.BuySell == "卖出") ? 1 : -1));
|
||||
|
||||
row["结算期权费"] = $"{Amountqrs.OtcFormatMoney()}";
|
||||
row["结算金额"] = $"{Amountqrs2.OtcFormatMoney()}";
|
||||
table1.Add(row);
|
||||
valuetimelist.Add(tradeCashs.ValueDate);
|
||||
}
|
||||
}
|
||||
dic["合同编号"] = Context.GenerateContractNo(out _);
|
||||
dic["table1"] = table1;
|
||||
dic["合同日期"] = $"{DateTime.Now.ToString("yyyy/MM/dd")}";//ValueDate
|
||||
dic["了结日期1"] = $"{ valuetimelist.Min():yyyy/MM/dd}";
|
||||
dic["了结日期2"] = $"{ valuetimelist.Max():yyyy/MM/dd}";
|
||||
|
||||
#region 甲乙方信息判断
|
||||
|
||||
|
||||
var owner_Info = Context.GetOwner_info("默认");
|
||||
dic["客户名称"] = client != null ? client.Name : "";
|
||||
dic["公司名称"] = owner_Info != null ? owner_Info.FullName != null ? owner_Info.FullName : "" : "";
|
||||
if (trade.OpponentRole == null || trade.OpponentRole == "乙方")
|
||||
{
|
||||
dic["甲方"] = owner_Info != null ? owner_Info.FullName != null ? owner_Info.FullName : "" : "";
|
||||
dic["乙方"] = client != null ? client.Name : "";
|
||||
}
|
||||
else
|
||||
{
|
||||
dic["甲方"] = client != null ? client.Name : "";
|
||||
dic["乙方"] = owner_Info != null ? owner_Info.FullName != null ? owner_Info.FullName : "" : "";
|
||||
}
|
||||
|
||||
#endregion
|
||||
}
|
||||
|
||||
protected override string GetTemplateFilePath()
|
||||
{
|
||||
var templatePath = "";
|
||||
templatePath = Path.Combine(GlobalConfig.PluginFolder, "App_Docs\\结算单\\场外衍生品结算确认书.docx");
|
||||
return templatePath;
|
||||
}
|
||||
|
||||
protected override string GetOutputFileName(string contractNo, string contractIndex)
|
||||
{
|
||||
var client = Context.GetClient();
|
||||
var trade = Context.Trade;
|
||||
var tradelist = Context.Trades.Union(Context.SubTrades).ToList();
|
||||
var owner_Info = Context.GetOwner_info("默认") ?? new Owner_info();
|
||||
var dts = tradelist.Max(m => m.TradeDate);
|
||||
var dte = tradelist.Min(m => m.TradeDate);
|
||||
var date = "";
|
||||
if (dts == dte)
|
||||
{
|
||||
date = trade.TradeDate?.ToString("yyyyMMdd");
|
||||
}
|
||||
else
|
||||
{
|
||||
date = dts?.ToString("yyyyMMdd") + "-" + dte?.ToString("yyyyMMdd");
|
||||
}
|
||||
var FullName = owner_Info != null ? owner_Info.FullName != null ? owner_Info.FullName : "" : "";
|
||||
var rule = $"{FullName }{ trade.TradeType}结算确认书{ date}";
|
||||
Context.GetcontractIndex(rule, out var contractIndex2);
|
||||
return $"{rule}-{contractIndex2}.{DocType.ToLower()}";
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,45 +0,0 @@
|
||||
<Project Sdk="Microsoft.NET.Sdk">
|
||||
|
||||
<PropertyGroup>
|
||||
<TargetFramework>net6.0</TargetFramework>
|
||||
<ImplicitUsings>enable</ImplicitUsings>
|
||||
<BaseOutputPath>..\build\ShanXi\</BaseOutputPath>
|
||||
<NoWarn>NU1803</NoWarn>
|
||||
</PropertyGroup>
|
||||
|
||||
<ItemGroup>
|
||||
<None Remove="DocumentGenerator\TradeSettleBillGenerator.cs~RFb62b2a8.TMP" />
|
||||
</ItemGroup>
|
||||
|
||||
<ItemGroup>
|
||||
<ProjectReference Include="..\..\Framework\YLErp.Core\YLErp.Core.csproj" />
|
||||
</ItemGroup>
|
||||
|
||||
<ItemGroup>
|
||||
<None Update="App_Docs\交易确认书\客户多头交易确认书模板.doc">
|
||||
<CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
|
||||
</None>
|
||||
<None Update="App_Docs\交易确认书\客户多头交易确认书模板.docx">
|
||||
<CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
|
||||
</None>
|
||||
<None Update="App_Docs\交易确认书\客户空头交易确认书模板.doc">
|
||||
<CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
|
||||
</None>
|
||||
<None Update="App_Docs\交易确认书\客户空头交易确认书模板.docx">
|
||||
<CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
|
||||
</None>
|
||||
<None Update="App_Docs\结算单\DMA结算单.docx">
|
||||
<CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
|
||||
</None>
|
||||
<None Update="App_Docs\结算单\场外衍生品结算确认书.docx">
|
||||
<CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
|
||||
</None>
|
||||
<None Update="App_Docs\交易确认书\收益互换交易确认书（DMA）模板.docx">
|
||||
<CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
|
||||
</None>
|
||||
<None Update="App_Docs\结算单\非DMA结算单.xlsx">
|
||||
<CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
|
||||
</None>
|
||||
</ItemGroup>
|
||||
|
||||
</Project>
|
||||
Reference in New Issue
Block a user