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 +1,143 @@
+using YLErp.DBModels.Consts;
+using YLErp.Models;
+using YLErp.Modules.TradeModule.DealModule;
+using YLErp.Modules.UnderlyingModule;
+
+namespace YLErp.Modules.EodModule.SettlementModule
+{
+    /// <summary>
+    /// 篮子标的日终结算价格保存服务
+    /// </summary>
+    class EodBasketPriceSaveService : EodSettleServiceBase
+    {
+        public const string Step = "合成篮子标的价格";
+
+        public EodBasketPriceSaveService(EodSettlementContextBase context) : base(context)
+        {
+
+        }
+
+        /// <summary>
+        /// 保存篮子标的日终结算价格
+        /// </summary>
+        public void Execute()
+        {
+            //取出来未在结算价表中的篮子标的
+            //如果篮子标的已禁用并且未在交易中使用则可以忽略合成
+
+            var settleDate = _context.SettleDate;
+            var eodStockQuery = DbContext.eod_stock_price.Where(c => c.ValueDate == settleDate);
+            var eodCommodityQuery = DbContext.eod_commodity_future_price.Where(c => c.ValueDate == settleDate);
+            var umQuery = from um in DbContext.underlying_manager.AsNoTracking()
+                          where um.CommodityCode == "篮子标的" && um.OpenDate <= settleDate
+                          && !eodStockQuery.Any(n => n.UnderlyingCode == um.UnderlyingCode)
+                          && !eodCommodityQuery.Any(n => n.UnderlyingCode == um.UnderlyingCode)
+                          select new
+                          {
+                              um.id,
+                              um.UnderlyingCode,
+                              um.SubData,
+                              um.LaunchState
+                          };
+
+            var basketUmList = umQuery.ToArray();
+
+            if (!basketUmList.Any())
+            {
+                return;
+            }
+            #region 增加客户筛选 tw
+            var edQuery = DbContext.eod_trade_position.Where(d => d.ValueDate == _context.PreSettleDate&& d.TradeType != "自定义交易");
+            var tdQuery = DbContext.trade.Where(t => t.TradeDate == settleDate && t.ValidState != ConsGlobal.InValid && t.TradeType != "自定义交易");
+            if (_context.Request.ClientIds != null)
+            {
+                edQuery = edQuery.Where(t => _context.Request.ClientIds.Contains(t.ClientId));
+                tdQuery = tdQuery.Where(t => _context.Request.ClientIds.Contains(t.ClientId));
+            }
+            var edCodeQuery = edQuery.Select(n => n.UnderlyingCode);
+            var tdCodeQuery = tdQuery.Select(n => n.UnderlyingCode);
+            #endregion
+
+            var usedCodes = edCodeQuery.Union(tdCodeQuery).ToHashSet(StringComparer.OrdinalIgnoreCase);
+
+            var ids = basketUmList.Select(O => O.id);
+
+            var hisDic = new DbRecordChangesService<UnderlyingChanges>(this)
+                .GetValueOfLatest(ConsInfoChangeType.Dividend, ids, nameof(underlying_manager.SubData), settleDate.AddDays(-1))
+                .ToDictionary(K => K.RecordId, V => V.FieldValue);
+
+            var eodPriceProvider = _context.GetEodPriceProvider();
+
+            foreach (var basketUm in basketUmList)
+            {
+                if (!usedCodes.Contains(basketUm.UnderlyingCode))
+                {
+                    continue;
+                }
+
+                if (!hisDic.TryGetValue(basketUm.id, out var subData))
+                {
+                    subData = basketUm.SubData;
+                }
+
+                var result = BasketUnderlyingHelper.GetBasketPrice(subData, eodPriceProvider, false);
+
+                if (result.HasError)
+                {
+                    _context.RaiseError(Step, $"篮子标的'{basketUm.UnderlyingCode}'合成价格失败，标的价格未找到:{string.Join(",", result.ErrorCodeList)}");
+                }
+
+                var eodPrice = new eod_stock_price
+                {
+                    ValueDate = settleDate,
+                    UnderlyingCode = basketUm.UnderlyingCode,
+                    UnderlyingStatus = null,
+
+                    ClosePrice = result.Price,
+                    SettlePrice = result.SettlePrice,
+
+                    ReferencePrice = null,
+                    LowPrice = null,
+                    HighPrice = null,
+
+                    OptDate = DateTime.Now,
+                    OptId = 0,
+                    OptName = ConsGlobal.XiTong,
+                    DataSource = ConsGlobal.XiTong
+                };
+
+                DbContext.eod_stock_price.Add(eodPrice);
+
+                var eodPrice2 = new EodPrice
+                {
+                    IsStock = true,
+
+                    ValueDate = settleDate,
+                    UnderlyingId = basketUm.id,
+                    UnderlyingCode = basketUm.UnderlyingCode,
+                    UnderlyingStatus = null,
+
+                    ClosePrice = result.Price,
+                    SettlePrice = result.SettlePrice,
+                    ReferencePrice = null,
+                    LowPrice = null,
+                    HighPrice = null
+                };
+
+                eodPriceProvider.SetPrice(eodPrice2);
+            }
+
+            var changes = DbContext.SaveChanges(_context.CancellationToken);
+
+            //直接使用MYSQL语句做了昨日收盘价的处理
+            if (_context.IsCurrentDay)
+            {
+                var sql = $@"
+update underlying_manager um join eod_stock_price ep on um.UnderlyingCode=ep.StockId
+set um.PrevClosePrice=ep.ClosePrice,um.Price=ep.ClosePrice 
+where um.CommodityCode='篮子标的' and ep.ValueDate='{settleDate:yyyy-MM-dd}'";
+                DbContext.Database.ExecuteSqlRaw(sql);
+            }
+        }
+    }
+}