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 +1,61 @@
+using System.Text;
+
+namespace YLErp.Modules.EodModule.SettlementModule
+{
+    class EodCheckMaturityDate : EodSettleServiceBaseV2
+    {
+        public const string Step = "检查标的到期日";
+
+        public EodCheckMaturityDate(EodSettlementContextV2 context) : base(context)
+        {
+
+        }
+
+        /// <summary>
+        /// 检查收盘价
+        /// </summary>
+        public void Execute()
+        {
+            if (!_context.OtcTrades.Any())
+            {
+                return;
+            }
+
+            var request = _context.Request;
+            var settleDate = _context.SettleDate;
+            var clienIds = _context.Request.ClientIds;
+
+            //检查是否所有待结算交易标的价格都存在
+            //获取所有现存(抵押状态)抵押品信息  增加抵押品价格检查
+
+            if (request.IsSettleOtcTrades)
+            {
+                var tradePredicate = _context.PredicateBuilder.GetOtcTradePredicate().And(t => t.TradeType == "累计期权" && t.UnderlyingCode != null);
+                #region 新增客户筛选 tw
+                if (clienIds != null)
+                {
+                    tradePredicate = tradePredicate.And(l => clienIds.Contains(l.ClientId));
+                }
+                #endregion
+                var allQuery = from td in DbContext.trade.Where(tradePredicate)
+                               join un in DbContext.underlying_manager on td.UnderlyingCode equals un.UnderlyingCode
+                               where un.MaturityDate != null && td.ExerciseDate > un.MaturityDate && un.MaturityDate < settleDate
+                               select new { td.TradeNumber, td.UnderlyingCode, un.MaturityDate };
+                var list = allQuery.ToList();
+                if (list == null || !list.Any())
+                {
+                    return;
+                }
+
+                StringBuilder req = new StringBuilder();
+
+                foreach (var item in list)
+                {
+                    req.Append("交易").Append(item.TradeNumber).Append("，标的").Append(item.UnderlyingCode).Append("已到期（标的到期日：").Append(item.MaturityDate?.ToString("yyyy-MM-dd")).Append("），请及时进行调整！");
+                }
+
+                _context.RaiseError(Step, req.ToString());
+            }
+        }
+    }
+}