从山证v2.3.0拷贝
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吴方海
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using System.Linq.Expressions;
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using YLErp.BLL;
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using YLErp.Modules.DataProviderModule;
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using YLErp.QdpModule;
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namespace YLErp.Modules.EodModule
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{
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/// <summary>
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/// 日终结算服务
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/// </summary>
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public class EodSettlementService : YLBaseService
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{
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public EodSettlementService(YLBaseService baseService) : base(baseService)
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{
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}
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public EodSettlementService(OptUserInfo userInfo) : base(userInfo)
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{
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}
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public EodSettlementService(OptUserInfo userInfo, YLContext dbContext) : base(userInfo, dbContext)
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{
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}
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/// <summary>
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/// 获取日终持仓数据
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/// </summary>
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public IEnumerable<T> GetEodTradePosition<T>(DateTime settleDate, Expression<Func<T, bool>> predicate = null)
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where T : EodTradePosition
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{
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var bodDate = QdpCalendarHelper.GetNonHoliday(settleDate.AddDays(1));
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if (predicate == null)
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{
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predicate = PredicateBuilder.Create<T>(n => n.ValueDate == settleDate);
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}
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else
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{
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predicate = PredicateBuilder.Create<T>(n => n.ValueDate == settleDate).And(predicate);
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}
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var query = from eod in DbContext.Set<T>().Where(predicate)
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join bod in DbContext.BodTradePosition.Where(n => n.ValueDate == bodDate)
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on new { eod.BookId, eod.TradeType, eod.PositionType, eod.UnderlyingCode, ExchangeOptionCode = eod.ExchangeOptionCode ?? string.Empty }
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equals new { bod.BookId, bod.TradeType, bod.PositionType, bod.UnderlyingCode, ExchangeOptionCode = bod.ExchangeOptionCode ?? string.Empty } into t_bod
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from bod in t_bod.DefaultIfEmpty()
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join dividend in DbContext.ex_dividend_info.Where(O => O.ExDividendDate == settleDate && O.ValidStatus)
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on eod.UnderlyingCode equals dividend.UnderlyingCode into t_dividend
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from dividend in t_dividend.DefaultIfEmpty()
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select new
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{
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eod,
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bod = bod == null ? null : new
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{
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bod.Amount,
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bod.Cost,
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//bod.AveragePrice
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},
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dividend
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};
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var datas = query.ToArray();
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var diviService = new TradeModule.DealModule.DividendService(OptUser);
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var eodPriceProvider = new EodPriceProvider(settleDate);
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return datas.Select(data =>
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{
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var eod = data.eod;
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var bod = data.bod;
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if (data.dividend != null)
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{
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if (data.eod.TradeType == "股票")
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{
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var SettlePrice = eodPriceProvider.GetPrice(data.eod.UnderlyingCode, SettlementTypeEnum.ClosePrice);
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SettlePrice = diviService.GetPrice(SettlePrice, data.dividend);
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var amount = diviService.GetPositionAmount(data.eod.Amount, data.dividend);
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eod.Pv = eod.Pv > 0 ? Math.Abs(amount * SettlePrice) : -Math.Abs(amount * SettlePrice);
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}
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}
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if (bod != null)
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{
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eod.Amount = bod.Amount;
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//eod.AveragePrice = bod.AveragePrice;
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eod.Cost = bod.Cost;
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}
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return eod;
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}).ToArray();
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}
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/// <summary>
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/// 获取日终持仓数据
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/// </summary>
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public IEnumerable<EodTradePositionAndRisk> GetEodTradePosition<TPos, TRisk>(DateTime settleDate, Expression<Func<TPos, bool>> predicate = null)
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where TPos : EodTradePosition
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where TRisk : EodTradeRisk
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{
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var bodDate = QdpCalendarHelper.GetNonHoliday(settleDate.AddDays(1));
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if (predicate == null)
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{
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predicate = PredicateBuilder.Create<TPos>(n => n.ValueDate == settleDate);
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}
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else
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{
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predicate = PredicateBuilder.Create<TPos>(n => n.ValueDate == settleDate).And(predicate);
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}
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var query = from eod in DbContext.Set<TPos>().AsNoTracking().Where(predicate)
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join bod in DbContext.BodTradePosition.Where(n => n.ValueDate == bodDate)
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on new { eod.BookId, eod.TradeType, eod.PositionType, eod.UnderlyingCode, ExchangeOptionCode = eod.ExchangeOptionCode ?? string.Empty }
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equals new { bod.BookId, bod.TradeType, bod.PositionType, bod.UnderlyingCode, ExchangeOptionCode = bod.ExchangeOptionCode ?? string.Empty } into t_bod
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from bod in t_bod.DefaultIfEmpty()
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join dividend in DbContext.ex_dividend_info.AsNoTracking().Where(O => O.ExDividendDate == settleDate && O.ValidStatus)
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on eod.UnderlyingCode equals dividend.UnderlyingCode into t_dividend
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from dividend in t_dividend.DefaultIfEmpty()
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join risk in DbContext.Set<TRisk>().AsNoTracking().Where(n => n.ValueDate == settleDate && n.TradeId > 0) on new { eod.ValueDate, eod.TradeId } equals new { risk.ValueDate, risk.TradeId } into risk_t
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from risk in risk_t.DefaultIfEmpty()
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select new
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{
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eod,
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bod = bod == null ? null : new
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{
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bod.Amount,
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bod.Cost,
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//bod.AveragePrice
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},
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dividend,
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risk
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};
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var datas = query.ToArray();
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var diviService = new TradeModule.DealModule.DividendService(OptUser);
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var eodPriceProvider = new EodPriceProvider(settleDate);
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return datas.Select(data =>
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{
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var pos = data.eod;
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var bod = data.bod;
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if (data.dividend != null)
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{
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if (data.eod.TradeType == "股票")
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{
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var settlePrice = eodPriceProvider.GetPrice(data.eod.UnderlyingCode, SettlementTypeEnum.ClosePrice);
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settlePrice = diviService.GetPrice(settlePrice, data.dividend);
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var amount = diviService.GetPositionAmount(data.eod.Amount, data.dividend);
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pos.Pv = pos.Pv > 0 ? Math.Abs(amount * settlePrice) : -Math.Abs(amount * settlePrice);
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}
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}
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if (bod != null)
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{
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pos.Amount = bod.Amount;
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pos.Cost = bod.Cost;
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}
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return new EodTradePositionAndRisk(pos, data.risk);
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}).ToArray();
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}
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}
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}
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