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 +1,144 @@
+using System.Linq;
+using System.Linq.Dynamic.Core;
+using YLErp.Modules.DataProviderModule;
+
+namespace YLErp.Modules.EodModule.SettlementModule
+{
+    /// <summary>
+    /// 检查当日结算价，是否全部进系统。 
+    /// </summary>
+    class EodCheckSettlePrice : EodSettleServiceBaseV2
+    {
+        public const string Step = "检查标的结算价格缺失";
+
+        public EodCheckSettlePrice(EodSettlementContextV2 context) : base(context)
+        {
+            ResetDbContext();
+            //DbContext.SetDebugLog();
+        }
+
+        /// <summary>
+        /// 检查收盘价
+        /// </summary>
+        public void Execute()
+        {
+            if (!_context.OtcTrades.Any()&& !hasSwaptrade())
+            {
+                return;
+            }
+
+            var request = _context.Request;
+            var settleDate = _context.SettleDate;
+            var clienIds = _context.Request.ClientIds;
+
+            IQueryable<string> allQuery = null;
+
+            //判断当日结算价是否已经入库
+            if (!EodPriceQueryService.CheckDbExists(_context.SettleDate,_context.PreSettleDate))
+            {
+                _context.RaiseError(Step, "结算价格未入库");
+            }
+
+            //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 != "自定义交易"&&t.TradeType!="收益互换" && t.UnderlyingCode != null);
+                
+                //新增客户筛选 tw
+                if (clienIds != null)
+                {
+                    tradePredicate = tradePredicate.And(l => clienIds.Contains(l.ClientId));
+                }
+                
+                allQuery = DbContext.trade.Where(tradePredicate).Select(n => n.UnderlyingCode).Distinct();
+
+                var clientProductPredicate = _context.PredicateBuilder.GetClientProductPredicate();
+                
+                //新增客户筛选 tw
+                if (clienIds != null)
+                {
+                    clientProductPredicate = clientProductPredicate.And(l => clienIds.Contains(l.ClientId));
+                }
+                
+                var clientProductQuery = from t in DbContext.clientcashincashout_product.Where(clientProductPredicate)
+                                         join um in DbContext.underlying_manager on t.UnderlyingId equals um.id
+                                         select um.UnderlyingCode;
+
+                allQuery = allQuery.Union(clientProductQuery.Distinct());
+            }
+
+            //检查场内标的
+            //if (request.IsSettleExchangeTrades)
+            //{
+            //    var exTradePredicate = _context.PredicateBuilder.GetExchangeTradePredicate();
+
+            //    var exTradeQuery = DbContext.ExchangeTrade.Where(exTradePredicate).Select(n => n.UnderlyingCode);
+
+            //    allQuery = allQuery == null ? exTradeQuery.Distinct() : allQuery.Union(exTradeQuery.Distinct());
+
+            //    var preSettleDate = _context.PreSettleDate;
+            //    //最后一个交易日持仓信息
+            //    var futureTypes = ConsGlobal.InstrumentType.GetFutureTypes();
+            //    var positionQuery = from t in DbContext.eod_trade_position
+            //                        join um in DbContext.underlying_manager on t.UnderlyingCode equals um.UnderlyingCode
+            //                        where t.ValueDate == preSettleDate && t.Amount != 0
+            //                            && ConsTrade.TradeTypesForHedge.Contains(t.TradeType)
+            //                            && (!futureTypes.Contains(um.UnderlyingInstrumentType) || um.MaturityDate >= settleDate)
+            //                        select t.UnderlyingCode;
+
+            //    allQuery = allQuery.Union(positionQuery.Distinct());
+            //}
+
+            if (allQuery == null)
+            {
+                return;
+            }
+
+            //检查是否所有标的都在结算日有结算价格
+
+            var umCodeArr = allQuery.ToArray();
+            var swapUmCodeArr = GetSwapUnderlyingCodes();
+            var eodPriceProvider = _context.GetEodPriceProvider().Initialize(umCodeArr);
+            var preEodPriceProvidaer = _context.GetPreEodPriceProvider().Initialize(swapUmCodeArr);
+            var umCodes = umCodeArr.Where(n => !string.IsNullOrEmpty(n) && !eodPriceProvider.HasValue(n)).ToHashSet(StringComparer.OrdinalIgnoreCase);
+            var swapUmCodes= swapUmCodeArr.Where(n => !string.IsNullOrEmpty(n) && !preEodPriceProvidaer.HasValue(n)).ToHashSet(StringComparer.OrdinalIgnoreCase);
+            umCodes= umCodes.Concat(swapUmCodes).ToHashSet();
+            //排除掉节假日不需要结算的交易
+            foreach (var t in _context.HolidayTrades)
+            {
+                if (!string.IsNullOrEmpty(t.UnderlyingCode))
+                {
+                    umCodes.Remove(t.UnderlyingCode);
+                }
+            }
+
+            if (umCodes.Any())
+            {
+                var codes = string.Join(", ", umCodes);
+
+                _context.RaiseError(Step, "标的代码:" + codes);
+            }
+        }
+        /// <summary>
+        /// 获取互换标的
+        /// </summary>
+        /// <returns></returns>
+        private string[] GetSwapUnderlyingCodes()
+        {
+            var tradePredicate = _context.PredicateBuilder.GetOtcSwapTradePredicate();
+            var query = from t in DbContext.trade.Where(tradePredicate)
+                        join p in DbContext.swap_position on t.id equals p.SwapTradeId
+                        where p.IsInitial && !string.IsNullOrEmpty(p.UnderlyingCode)&& !p.Invalid
+                        select p.UnderlyingCode;
+            return query.Distinct().ToArray();
+        }
+        private bool hasSwaptrade()
+        {
+            var tradePredicate = _context.PredicateBuilder.GetOtcSwapTradePredicate();
+            return DbContext.trade.Where(tradePredicate).Any();
+        }
+    }
+}