从山证v2.3.0拷贝
This commit is contained in:
吴方海
@@ -0,0 +1,220 @@
|
||||
using YLErp.DBModels.Consts;
|
||||
using YLErp.DBModels.Enums;
|
||||
using YLErp.DBModels.Helpers;
|
||||
using YLErp.Helpers;
|
||||
using YLErp.Modules.DataProviderModule;
|
||||
using YLErp.Modules.TradeModule;
|
||||
using YLErp.Modules.TradeModule.DealModule;
|
||||
using YLErp.QdpModule;
|
||||
|
||||
namespace YLErp.Modules.EodModule.SettlementModule
|
||||
{
|
||||
/// <summary>
|
||||
/// 日终结算除权除息
|
||||
/// </summary>
|
||||
public class EodDividenService : EodSettleServiceBase
|
||||
{
|
||||
public const string Step = "除权除息";
|
||||
|
||||
readonly DateTime _bodDate;
|
||||
|
||||
public EodDividenService(EodSettlementContextBase context) : base(context)
|
||||
{
|
||||
_bodDate = QdpCalendarHelper.GetNonHoliday(SettleDate.AddDays(1));
|
||||
}
|
||||
|
||||
//------------------------------------------------------
|
||||
// 备份次日初持仓数据
|
||||
// 将settleDate未了结的交易，进行除权除息
|
||||
// 将场内部分结果保存到bod_trade_position表和trade_position表
|
||||
// 将场外部分结果保存到trade和bodTrade表
|
||||
// 次日开仓场内持仓数据从bod_trade_position表开始
|
||||
// 次日开仓场外交易数据从trade表开始
|
||||
//------------------------------------------------------
|
||||
|
||||
/// <summary>
|
||||
/// 场内交易除权除息处理
|
||||
/// </summary>
|
||||
public void Execute(IEnumerable<EodTradePosition> eodPositionList)
|
||||
{
|
||||
if (eodPositionList is null || !eodPositionList.Any())
|
||||
{
|
||||
return;
|
||||
}
|
||||
|
||||
var exchangePositionList = eodPositionList.Where(O => ConsTrade.TradeTypesForHedge.Contains(O.TradeType)|| ConsTrade.BondTypeList.Contains(O.TradeType)).ToList();
|
||||
|
||||
var bodTradePositions = new DividendService(OptUser).Execute(_context.SettleDate, exchangePositionList);
|
||||
|
||||
foreach (var item in bodTradePositions)
|
||||
{
|
||||
item.ValueDate = _bodDate;
|
||||
}
|
||||
|
||||
using (var db = DbContextFactory.GetYLDbContext())
|
||||
{
|
||||
db.BodTradePosition.AddRange(bodTradePositions);
|
||||
|
||||
if (_context.IsCurrentDay)
|
||||
{
|
||||
var tpList = ConvertToTradePosition(bodTradePositions);
|
||||
db.TradePosition.AddRange(tpList);
|
||||
db.BulkDelete<TradePosition>("1=1");
|
||||
}
|
||||
|
||||
BodTradePosition t;
|
||||
db.BulkDelete<BodTradePosition>($"{nameof(t.ValueDate)}='{_bodDate:yyyy-MM-dd}'");
|
||||
db.SaveChanges(_context.CancellationToken);
|
||||
}
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// 场外交易除权除息处理
|
||||
/// </summary>
|
||||
public void Execute(IEnumerable<trade> trades)
|
||||
{
|
||||
if (trades is null || !trades.Any())
|
||||
{
|
||||
return;
|
||||
}
|
||||
|
||||
var bodTrades = new DividendService(OptUser).Execute(SettleDate, trades, out var useSaveTrades, out var useSaveUnderlyings);
|
||||
|
||||
foreach (var item in bodTrades)
|
||||
{
|
||||
item.ValueDate = _bodDate;
|
||||
}
|
||||
|
||||
bod_trade t;
|
||||
|
||||
using (var db = DbContextFactory.GetYLDbContext())
|
||||
{
|
||||
db.bod_Trade.AddRange(bodTrades);
|
||||
|
||||
//更新underlying数据
|
||||
if (useSaveUnderlyings.Any())
|
||||
{
|
||||
var service = new DbRecordChangesService<UnderlyingChanges>(UserInfo, db);
|
||||
List<UnderlyingChanges> ucList = new List<UnderlyingChanges>();
|
||||
var ids = useSaveUnderlyings.Select(O => O.id);
|
||||
var dbUm = db.underlying_manager.Where(O => ids.Contains(O.id)).ToArray();
|
||||
foreach (var item in useSaveUnderlyings)
|
||||
{
|
||||
var um = dbUm.FirstOrDefault(O => O.id == item.id);
|
||||
if (um == null)
|
||||
{
|
||||
continue;
|
||||
}
|
||||
var uc = new UnderlyingChanges
|
||||
{
|
||||
ChangeType = ConsInfoChangeType.Dividend,
|
||||
RecordId = um.id,
|
||||
FieldName = nameof(underlying_manager.SubData),
|
||||
FieldValue = um.SubData ?? "",
|
||||
NewValue = item.SubData ?? "",
|
||||
OptDate = SettleDate,
|
||||
Update = DateTime.Now
|
||||
};
|
||||
ucList.Add(uc);
|
||||
um.SubData = item.SubData;
|
||||
}
|
||||
service.Save(ucList, false);
|
||||
}
|
||||
|
||||
//更新trade数据
|
||||
if (useSaveTrades.Any())
|
||||
{
|
||||
var ids = useSaveTrades.Select(O => O.id).ToList();
|
||||
var tradeList = db.trade.Where(O => ids.Contains(O.id)).ToList();
|
||||
new TradeExtendService(UserInfo, db).SetTradeExtend(tradeList, tracking: true);
|
||||
foreach (var item in useSaveTrades)
|
||||
{
|
||||
var td = tradeList.FirstOrDefault(O => O.id == item.id);
|
||||
if (td == null || td.DividendDate >= item.DividendDate
|
||||
|| td.OriginalNotional >= item.OriginalNotional
|
||||
|| Math.Abs((td.OriginalNotional - item.OriginalNotional) ?? 0) < 1e-5)
|
||||
{
|
||||
continue;
|
||||
}
|
||||
|
||||
//var changes = TradeChangeUtil.GetAllChanges(td, item);
|
||||
//var changsStr = TradeChangeUtil.SerializeChanges(changes, out var auditFlag);
|
||||
TradeHelper2.ReduceTradeExt(td);
|
||||
TradeHelper2.ReduceTradeExt(item);
|
||||
var changsStr = DataChangeHelper.GetDataChanges(td, item).ToJson();
|
||||
|
||||
db.TradeAuditLog.Add(new TradeAuditLog
|
||||
{
|
||||
TradeId = td.id,
|
||||
Changes = changsStr,
|
||||
DataType = "C01",
|
||||
OptId = UserId,
|
||||
OptName = UserName,
|
||||
OptDate = OptDate,
|
||||
OptType = "除权除息",
|
||||
AuditFlag = TradeAuditFlag.operation //| auditFlag
|
||||
});
|
||||
|
||||
var changeList = DividendService.GetDividendChanges(td, item);
|
||||
new DbRecordChangesService<TradeChanges>(OptUser, db).Save(changeList, false);
|
||||
|
||||
DividendService.SetDividendTradeData(td, item);
|
||||
}
|
||||
}
|
||||
|
||||
if (_context.ClienIds!=null&& _context.ClienIds.Any())
|
||||
{
|
||||
string strClientWhere=string.Join(",", _context.ClienIds);
|
||||
db.BulkDelete<bod_trade>($"{nameof(t.ValueDate)}='{_bodDate:yyyy-MM-dd}' and ClientId in ({strClientWhere})");
|
||||
}
|
||||
else
|
||||
{
|
||||
db.BulkDelete<bod_trade>($"{nameof(t.ValueDate)}='{_bodDate:yyyy-MM-dd}'");
|
||||
}
|
||||
db.SaveChanges(_context.CancellationToken);
|
||||
}
|
||||
}
|
||||
|
||||
private IEnumerable<TradePosition> ConvertToTradePosition(IEnumerable<BodTradePosition> positions)
|
||||
{
|
||||
var tpList = new List<TradePosition>();
|
||||
|
||||
foreach (var item in positions)
|
||||
{
|
||||
DateTime maturityDate;
|
||||
|
||||
if (item.TradeType == "股票")
|
||||
{
|
||||
maturityDate = DateTime.Today.AddYears(10);
|
||||
}
|
||||
else if (item.TradeType == "场内期权")
|
||||
{
|
||||
ExchangeOptionDataProvider.TryGetMaturityDate(item.ExchangeOptionCode, out var date);
|
||||
maturityDate = date;
|
||||
}
|
||||
else if (!UnderlyingDataProvider.TryGetMaturityDate(item.UnderlyingCode, out maturityDate))
|
||||
{
|
||||
maturityDate = DateTime.Today.AddMonths(1);
|
||||
}
|
||||
|
||||
tpList.Add(new TradePosition
|
||||
{
|
||||
BookId = item.BookId,
|
||||
TradeType = item.TradeType,
|
||||
TradeType1 = TradeHelper.GetTradeType1(item.TradeType),
|
||||
UnderlyingId = item.UnderlyingId,
|
||||
UnderlyingCode = item.UnderlyingCode,
|
||||
PositionType = item.PositionType == "long" ? PositionTypeFlag.Long : PositionTypeFlag.Short,
|
||||
Position = item.Amount,
|
||||
PositionCost = item.Cost,
|
||||
MaturityDate = maturityDate,
|
||||
InstrumentCode = item.ExchangeOptionCode,
|
||||
CreateTime = DateTime.Now,
|
||||
UpdateTime = DateTime.Now
|
||||
});
|
||||
}
|
||||
|
||||
return tpList;
|
||||
}
|
||||
}
|
||||
}
|
||||
Reference in New Issue
Block a user