从山证v2.3.0拷贝

2024-05-09 14:06:26 +08:00
parent 566ff33259
commit f9d8a256a6
4471 changed files with 1203456 additions and 9 deletions
@@ -0,0 +1,156 @@
+namespace YLErp.Modules.EodModule.QueryModule
+{
+    /// <summary>
+    /// 日终清算--了结信息流水
+    /// </summary>
+    public class EodCloseInfoQueryService : YLBaseService<EodSettleInfoQueryContext>
+    {
+        public EodCloseInfoQueryService(EodSettleInfoQueryContext context) : base(context)
+        {
+
+        }
+
+        public IEnumerable<EodCloseInfoField> GetEodCloseInfoList(DateTime valueDate, List<int> clientIdsOfInside = null)
+        {
+            valueDate = valueDate.Date;
+
+            var tradeQuery = DbContext.trade.AsQueryable();
+            if (clientIdsOfInside != null)
+            {
+                tradeQuery = tradeQuery.Where(a => !clientIdsOfInside.Contains(a.ClientId));
+            }
+
+            var query = from tc in DbContext.trade_cash
+                        join td in tradeQuery on tc.TradeId equals td.id
+                        //join tcSwap in DbContext.trade_cash_swap on tc.id equals tcSwap.TradeId into tcSwap_t
+                        //from tcSwap in tcSwap_t.DefaultIfEmpty()
+                        where tc.ValueDate == valueDate && tc.ValidState != ConsGlobal.InValid && !tc.IsDeleted
+                            && (tc.Action == ClientCashInCashOut.系统操作_行权费 || tc.Action == ClientCashInCashOut.系统操作_平仓费
+                                || tc.Action == ClientCashInCashOut.系统操作_票息 && tc.IsLastAction)
+                            && td.ValidState != ConsGlobal.InValid && td.IsGroup != 2
+                        select new
+                        {
+                            td.ClientId,
+                            td.TradeNumber,
+                            td.TradeType,
+                            td.StructureType,
+                            td.TradePrice,
+                            td.BuySell,
+
+                            td.TradeDate,
+                            td.OptionType,
+                            td.UnderlyingCode,
+
+                            tcAction = tc.Action,
+                            tcAmount = tc.Amount,
+                            tc.UnwindPercentRate
+                        };
+
+            var datas = query.ToArray();
+
+            var list = new List<EodCloseInfoField>(datas.Length);
+            var tradeNumberList = datas.Where(O => O.TradeType == "收益互换").Select(O => O.TradeNumber).ToHashSet();
+            var swapDict = (from t in DbContext.trade
+                            join ts in DbContext.trade_swap
+                            on t.id equals ts.TradeId
+                            where tradeNumberList.Contains(t.TradeNumber)
+                            select new
+                            {
+                                t.TradeNumber,
+                                LongShort = ts.IsGetFloatingProfit ? ts.GetLongShort : ts.PayLongShort,
+                            }).ToDictionary(K => K.TradeNumber, V => V.LongShort);
+
+            foreach (var n in datas)
+            {
+                var um = DataCacheProvider.GetUnderlyingDataSource().GetData(n.UnderlyingCode);
+
+                var f = new EodCloseInfoField
+                {
+                    TradeNumber = n.TradeNumber,
+                    TradeType = n.TradeType,
+                    StructureType = n.StructureType,
+                    TradeSide = n.BuySell,
+                    TradeDate = n.TradeDate.OtcFormatDate(),
+                    CallPut = n.TradeType == "收益互换" && swapDict.ContainsKey(n.TradeNumber) ? swapDict[n.TradeNumber] : ConsGlobal.CallPut.IsCall(n.OptionType) ? "多头" : "空头",
+                    UnderlyingCode = n.UnderlyingCode,
+                    UnderlyingName = um?.UnderlyingName,
+                    CloseFee = 0,
+
+                    ClientNumber = null,
+
+                    CloseProfit = CalculationModule.TradeCalcHelper.CalcWinLoss(tradeType: n.TradeType, buySell: n.BuySell, tradePrice: n.TradePrice ?? 0, tcUnwindPercent: n.UnwindPercentRate ?? 0, tcAmount: n.tcAmount)
+                };
+
+                if (_context.TryGetClientInfo(n.ClientId, out var clientInfo))
+                {
+                    f.ClientNumber = clientInfo.Number;
+                }
+
+                list.Add(f);
+            }
+
+            return list;
+        }
+    }
+
+    /// <summary>
+    /// 日终清算--了结信息流水
+    /// </summary>
+    public class EodCloseInfoField
+    {
+        /// <summary>
+        /// 交易编号
+        /// </summary>
+        public string TradeNumber { get; set; }
+
+        /// <summary>
+        /// 子账户编码
+        /// </summary>
+        public string ClientNumber { get; set; }
+
+        /// <summary>
+        /// 交易类型
+        /// </summary>
+        public string TradeType { get; set; }
+
+        /// <summary>
+        /// 交易日期
+        /// </summary>
+        public string TradeDate { get; set; }
+
+        /// <summary>
+        /// 交易方向
+        /// </summary>
+        public string TradeSide { get; set; }
+
+        /// <summary>
+        /// 看涨看跌
+        /// </summary>
+        public string CallPut { get; set; }
+
+        /// <summary>
+        /// 标的代码
+        /// </summary>
+        public string UnderlyingCode { get; set; }
+
+        /// <summary>
+        /// 标的名称
+        /// </summary>
+        public string UnderlyingName { get; set; }
+
+        /// <summary>
+        /// 结构类型
+        /// </summary>
+        public string StructureType { get; set; }
+
+        /// <summary>
+        /// 平仓盈亏
+        /// </summary>
+        public double CloseProfit { get; set; }
+
+        /// <summary>
+        /// 手续费
+        /// </summary>
+        public double CloseFee { get; set; }
+    }
+}