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 +1,55 @@
+namespace YLErp.Modules.EodModule.SettlementModule
+{
+    /// <summary>
+    /// 日终结算检查
+    /// </summary>
+    class EodCheckVolService : EodSettleServiceBase
+    {
+        public const string Step = "日终结算检查";
+
+        public EodCheckVolService(EodSettlementContextBase context) : base(context)
+        {
+            ResetDbContext();
+        }
+
+        public void Execute()
+        {
+            var clienIds = _context.Request.ClientIds;
+            //光大光子需要检查场内期权是否设置了波动率
+            if (PS.Config.Company == Configuration.CompanyEnum.光大光子)
+            {
+                var preDate = _context.PreSettleDate;
+
+                var query1 = from a in DbContext.ExchangeTrade
+                             where a.TradeDate == _context.SettleDate && a.IsValid && a.TradeType == "场内期权"
+                             group a by a.OptionCode into aa
+                             select new { OptionCode = aa.Key };
+
+                var eodPosition = DbContext.eod_trade_position.AsEnumerable();
+                #region 新增客户筛选 tw
+                if (clienIds != null)
+                {
+                    eodPosition = eodPosition.Where(l => clienIds.Contains(l.ClientId));
+                }
+                #endregion
+                var query2 = from b in eodPosition
+                             where b.ValueDate == preDate && b.TradeType == "场内期权"
+                             group b by b.ExchangeOptionCode into bb
+                             select new { OptionCode = bb.Key };
+
+                var query = from a in query1.ToList().Union(query2.ToList())
+                            where !DbContext.exchange_option_vol.Any(n => n.OptionCode == a.OptionCode && n.UseFlag == DBModels.ExchangeOptionVolUseFlag.FixedValue)
+                            select a.OptionCode;
+
+                var codes = query.ToHashSet();
+
+                if (codes.Any())
+                {
+                    var str = string.Join("、", codes);
+
+                    _context.RaiseError(Step, $"请设置场内期权{str}的对冲波动率！");
+                }
+            }
+        }
+    }
+}