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 +1,64 @@
+using YLErp.Modules.DataProviderModule;
+
+namespace YLErp.Modules.EodModule.SettlementModule
+{
+    public class EodCheckPriceService : YLBaseService
+    {
+        public EodCheckPriceService(OptUserInfo userInfo) : base(userInfo)
+        {
+
+        }
+
+        public List<string> GetNoPriceUnderlyings(DateTime date)
+        {
+            if (date.DayOfWeek == DayOfWeek.Saturday || date.DayOfWeek == DayOfWeek.Sunday)
+            {
+                return null;
+            }
+            var positionStatus = ConsTrade.PositionTradeStatusList;
+            var PreSettleDate = BLL.valuedateBLL.GetNonHolidayDefore(date.AddDays(-1));
+            var predicate = PredicateBuilder.Create<trade>(t => t.ClientId > 0
+                    && t.ExerciseDate >= date && t.TradeDate <= date
+                    && (t.TradeType != "结构化交易" && t.IsGroup != 1 || t.IsGroup == 1 && t.TradeType == "结构化交易") && (t.IsGroup != 2 || t.IsGroup == 2 && t.TradeType == "收益互换")
+                    && t.ValidState != "InValid");
+            var query = (from t in DbContext.trade.Where(predicate) select new { t.id, t.UnderlyingCode, t.TradeStatus }).ToArray();
+            var needCashesTradeId = query.Where(o => !positionStatus.Contains(o.TradeStatus)).Select(o => o.id).ToArray();
+            var tradeCashes = DbContext.trade_cash.Where(o => needCashesTradeId.Contains(o.TradeId) && o.ValueDate < date && o.ValidState != "InValid" && o.UnwindType == "全部平仓");
+            var settledTradeIds = tradeCashes.Select(o => o.TradeId);
+            query = query.Where(t => !settledTradeIds.Contains(t.id)).ToArray();
+            var exStatus = new ExchangeStatus(date, PreSettleDate);
+            var eodPriceProvider = new EodPriceProvider(date, isDiviendPrice: false).Initialize();
+            var codeArr = query.Select(o => o.UnderlyingCode).Where(n => !string.IsNullOrEmpty(n)).Distinct().ToArray();
+            var umCodes = codeArr.Where(n => !eodPriceProvider.HasValue(n)).ToList();
+            var hoildayCodes = new List<string>();
+            foreach (var n in umCodes)
+            {
+                var un = DataCacheProvider.GetUnderlyingDataSource().GetData(n);
+                if (exStatus.IsHoliday(un.MarketCode))
+                {
+                    hoildayCodes.Add(n);
+                }
+            }
+            if (hoildayCodes != null && hoildayCodes.Count > 0)
+            {
+                foreach (var item in hoildayCodes)
+                {
+                    umCodes.Remove(item);
+                }
+            }
+            return umCodes;
+        }
+
+        public Byte[] exportNoPriceUnderlyings(List<KeyValuePair<string, string>> noPriceUnderlyings)
+        {
+            var dc = new List<Commons.ExcelHelper.DataColumnModel>
+            {
+                new Commons.ExcelHelper.DataColumnModel("日期", "Key"),
+                new Commons.ExcelHelper.DataColumnModel("代码", "Value"),
+
+            };
+            new Commons.ExcelHelper().ListToExcel<KeyValuePair<string, string>>(dc.ToArray(), noPriceUnderlyings, "Sheet1", true, out var buffer);
+            return buffer;
+        }
+    }
+}