从山证v2.3.0拷贝
This commit is contained in:
吴方海
@@ -0,0 +1,937 @@
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using System.Text;
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using YLErp.Configuration;
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using YLErp.Modules.EodFileModule;
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using YLErp.Modules.EodModule.CompanySpecial;
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using YLErp.Modules.ExchangeOptionTradeModule;
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using YLErp.Modules.RiskModule;
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using YLErp.Modules.SystemModule;
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using YLErp.Modules.TradeDalModule;
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using YLErp.Modules.TradeModule.DealModule;
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namespace YLErp.Modules.EodModule.SettlementModule
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{
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/// <summary>
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///
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/// </summary>
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public static class EodTaskRunner
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{
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[ThreadStatic]
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static string TaskStep;
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static InnerRunner _runner;
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static readonly EodTaskReportInner _report;
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static EodTaskRunner()
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{
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_report = new EodTaskReportInner();
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}
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/// <summary>
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/// 锁定对象
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/// </summary>
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public static object LockObj => _report;
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/// <summary>
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/// 最后一次执行的任务
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/// </summary>
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public static EodTask LastTask => _report.EodTask;
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/// <summary>
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/// 定时计划任务调用
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/// </summary>
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public static void Execute()
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{
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lock (_report)
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{
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if (_runner != null && _runner?.StopCountDown() > 0)
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{
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return;
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}
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_runner = new InnerRunner();
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}
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try
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{
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using (var db = DbContextFactory.GetYLDbContext())
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{
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EodTask t;
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var table = db.GetTableName<EodTask>();
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var startDate = DateTime.Today.AddDays(-3);
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var startDateStr = startDate.ToString(ConsGlobal.DateFormat);
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if (db.EodTask.Any(n => n.TaskStartTime > startDate && (n.TaskState == EodTaskState.running || n.TaskState == EodTaskState.canceling)))
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{
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var sql = $@"
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update {table} set {nameof(t.TaskState)}={(int)EodTaskState.canceled}
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where {nameof(t.TaskStartTime)}>'{startDateStr}' and {nameof(t.TaskState)}={(int)EodTaskState.canceling};
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update {table} set {nameof(t.TaskState)}={(int)EodTaskState.interrupted}
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where {nameof(t.TaskStartTime)}>'{startDateStr}' and {nameof(t.TaskState)}={(int)EodTaskState.running};";
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db.Database.ExecuteSqlRaw(sql);
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}
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}
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_runner.Execute();
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}
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catch (Exception ex)
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{
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LogFactory.GetLogger("日终结算").Error(ex);
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}
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finally
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{
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var runner = _runner;
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_runner = null;
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runner?.Dispose();
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}
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}
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/// <summary>
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/// 调试状态下调用
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/// </summary>
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public static Task ExecuteDebugAsync(EodTask eodTask)
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{
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if (eodTask is null)
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{
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throw new ArgumentNullException(nameof(eodTask));
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}
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lock (_report)
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{
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if (_runner != null && _runner?.StopCountDown() > 0)
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{
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throw new ServiceException("正在执行中");
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}
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_runner = new InnerRunner();
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}
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return Task.Run(() =>
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{
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_runner.Execute(eodTask);
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}).ContinueWith(t =>
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{
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if (t.Exception != null)
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{
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LogFactory.GetLogger("日终结算").Error(t.Exception);
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}
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var runner = _runner;
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_runner = null;
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runner?.Dispose();
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});
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}
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/// <summary>
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/// 停止正在执行的任务
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/// </summary>
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public static bool Stop(long taskId)
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{
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if (_runner != null && _runner.CurTask?.id == taskId)
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{
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_runner.Stop();
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return true;
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}
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return false;
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}
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#region----任务运行报告----
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class EodTaskReportInner
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{
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EodTask _eodTask;
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readonly List<EodTaskDetail> _details;
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public EodTaskReportInner()
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{
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_details = new List<EodTaskDetail>();
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}
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public EodTask EodTask
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{
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get
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{
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if (_eodTask == null/* || _eodTask.TaskStartTime < DateTime.Today*/)
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{
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return null;
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}
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var clone = _eodTask;
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if (clone.TaskState == EodTaskState.running)
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{
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clone = _eodTask.Clone();
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clone.TaskEndTime = DateTime.Now;
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StopTaskDetail();
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}
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clone.Details = _details.Count < 5 ? _details.AsEnumerable() : _details.Skip(_details.Count - 4).ToArray();
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return clone;
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}
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}
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private void StopTaskDetail()
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{
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if (_details.Count > 0)
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{
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var last = _details.Last();
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last.ElapsedMilliseconds = (int)(DateTime.Now - last.StartTime).TotalMilliseconds;
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}
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}
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public void StartEodTask(EodTask eodTask)
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{
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if (eodTask != null)
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{
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_eodTask = eodTask;
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_details.Clear();
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}
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}
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public void StartTaskDetail(EodTaskDetail detail)
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{
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StopTaskDetail();
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_details.Add(detail.Clone());
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}
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public void SetErrorTips(string errorTips)
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{
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if (_eodTask != null && !string.IsNullOrWhiteSpace(errorTips))
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{
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_eodTask.ErrorTips += errorTips;
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}
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}
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public void StopEodTask()
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{
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if (_eodTask != null)
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{
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StopTaskDetail();
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_eodTask = _eodTask.Clone();
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}
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}
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}
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#endregion
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#region----执行批量收盘----
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class InnerRunner : YLBaseService
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{
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readonly CancellationTokenSource _cancellationTokenSource;
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int _stopCountDown = int.MaxValue;
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public InnerRunner() : base(OptUserInfo.SystemUser)
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{
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_cancellationTokenSource = new CancellationTokenSource();
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}
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/// <summary>
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/// 正在运行的任务
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/// </summary>
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public EodTask CurTask { get; private set; }
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/// <summary>
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/// 停止倒数计数
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/// </summary>
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/// <returns></returns>
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public int StopCountDown()
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{
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return _stopCountDown--;
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}
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/// <summary>
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/// 停止
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/// </summary>
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public void Stop()
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{
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if (CurTask != null && CurTask.TaskState < EodTaskState.completed)
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{
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CurTask.TaskState = EodTaskState.canceling;
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DbContext.SaveChanges();
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}
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_stopCountDown = 600;
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try
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{
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//可能有ObjectDisposedException异常
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_cancellationTokenSource.Cancel();
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}
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catch { }
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}
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/// <summary>
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/// 执行
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/// </summary>
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public void Execute(EodTask eodTask = null)
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{
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if (eodTask == null)
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{
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eodTask = QueryFirstAvailableTask();
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}
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CurTask = eodTask;
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if (eodTask == null)
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{
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return;
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}
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_report.StartEodTask(eodTask);
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try
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{
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if (eodTask.ValueDate < eodTask.StartDate)
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{
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eodTask.ValueDate = eodTask.StartDate;
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}
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eodTask.TaskStartTime = DateTime.Now;
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eodTask.TaskState = EodTaskState.running;
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var settlementConfig = PS.Config.GetSettlementConfig();
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if (settlementConfig.SkipLastPvCheck)
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{
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eodTask.StepFlag = 1;
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}
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if (!string.IsNullOrWhiteSpace(eodTask.ClientIds))
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{
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eodTask.ListClientId = eodTask.ClientIds.Split(',').Select(l => int.Parse(l)).ToList();
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eodTask.ClientNameStr = String.Join(",", ClientDataModelV1.GetAllOpenClient(isContainClosed: true).Where(l => eodTask.ListClientId.Contains(int.Parse(l.Value))).Select(l => l.Text));
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}
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RunEodTask(eodTask, settlementConfig);
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}
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catch (Exception ex)
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{
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try
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{
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//可能有ObjectDisposedException异常
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_cancellationTokenSource.Cancel();
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}
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catch { }
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eodTask.SetFailure(ex.Messages());
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LogFactory.GetLogger("收盘报错").Error(ex);
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}
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finally
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{
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if (eodTask.TaskState < EodTaskState.completed)
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{
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eodTask.TaskState = EodTaskState.completed;
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}
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else if (eodTask.TaskState == EodTaskState.canceling)
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{
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eodTask.TaskState = EodTaskState.canceled;
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}
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eodTask.TaskEndTime = DateTime.Now;
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DbContext.SaveChanges();
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_report.StopEodTask();
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}
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}
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//根据波动率和价格模式进行步骤分解
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private void RunEodTask(EodTask eodTask, SettlementConfig settlementConfig)
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{
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var userInfo = new OptUserInfo(eodTask.OptId, eodTask.OptName, OptUserFrom.System);
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var request = new EodSettlementRequest(userInfo)
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{
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VolType = null,
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UseClosePrice = true,
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SettleDate = eodTask.ValueDate,
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ClientIds = eodTask.ListClientId,
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};
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request.IsDelayTrade = eodTask.IsDelayTrade;
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if (!string.IsNullOrWhiteSpace(eodTask.PartFlag) && eodTask.PartFlag != "全部")
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{
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request.IsSettleOtcTrades = eodTask.PartFlag == "场外";
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request.IsSettleExchangeTrades = !request.IsSettleOtcTrades;
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}
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var priceTypes = new[] { EodSettlePriceType.ClosePrice, EodSettlePriceType.SettlePrice };
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//从开始日期递增执行到结束日期
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for (var i = 0; i < 10000; i++)
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{
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_cancellationTokenSource.Token.ThrowIfCancellationRequested();
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eodTask.ValueDate = BLL.valuedateBLL.GetNonHoliday(eodTask.ValueDate);
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if (eodTask.ValueDate > eodTask.EndDate)
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{
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break;
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}
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DbContext.SaveChanges();
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//检查任务是否可以正确执行
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var cloneTask = eodTask.Clone();
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cloneTask.StartDate = eodTask.ValueDate;
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var result = new EodTaskSaveService(this).CheckEodTask(cloneTask);
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if (result.HasError)
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{
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eodTask.SetError(result.IsFatalError, result.ErrorMsg);
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return;
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}
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//准备执行
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request.SettleDate = eodTask.ValueDate;
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if (request.IsDelayTrade)
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{
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request.DelayUnderlyIds = new TradeDelaySettlementService(userInfo).GetDelayUnderlyIds(eodTask.ValueDate);
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}
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else
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{
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request.DelayUnderlyIds = new List<int>();
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}
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//任务明细
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var detail = new EodTaskDetail
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{
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TaskId = eodTask.id,
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ValueDate = eodTask.ValueDate,
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StartTime = DateTime.Now,
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ElapsedMilliseconds = 0
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};
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_report.StartTaskDetail(detail);
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if (eodTask.id > 0)
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{
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DbContext.EodTaskDetail.Add(detail);
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}
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foreach (var priceType in priceTypes)
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{
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if (eodTask.PriceType.HasFlag(priceType))
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{
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foreach (var volType in result.VolTypes)
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{
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request.VolType = volType;
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request.UseClosePrice = priceType == EodSettlePriceType.ClosePrice;
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var runner = new InnerTaskRunner(request.Clone(true), settlementConfig, _cancellationTokenSource);
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runner.Execute(out var elapsedMilliseconds);
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detail.ElapsedMilliseconds += (int)elapsedMilliseconds;
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}
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}
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}
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new EodFileService(this.OptUser).GenerateFileAfterEod(eodTask.ValueDate);
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//执行下一日
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eodTask.ValueDate = eodTask.ValueDate.AddDays(1);
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eodTask.TaskEndTime = DateTime.Now;
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}
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}
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/// <summary>
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/// 查找第一个可用的任务
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/// </summary>
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private EodTask QueryFirstAvailableTask()
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{
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var startDate = DateTime.Today.AddDays(-3);
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return DbContext.EodTask.Where(n => n.TaskStartTime > startDate && n.TaskState < EodTaskState.completed)
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.OrderBy(n => n.StartDate).ThenBy(n => n.id).FirstOrDefault();
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}
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}
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#endregion
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#region----执行每日收盘----
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class InnerTaskRunner : IAsyncTaskManager
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{
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readonly EodSettlementRequest _request;
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readonly EodSettlementContextV2 _context;
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readonly CancellationTokenSource _cancellationTokenSource;
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public InnerTaskRunner(EodSettlementRequest request, SettlementConfig settlementConfig, CancellationTokenSource cancellationTokenSource)
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{
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_request = request ?? throw new ArgumentNullException(nameof(request));
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_cancellationTokenSource = cancellationTokenSource ?? throw new ArgumentNullException(nameof(cancellationTokenSource));
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_context = new EodSettlementContextV2(request, settlementConfig, _cancellationTokenSource.Token);
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}
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public void Execute(out long elapsedMilliseconds)
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{
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var sw = new System.Diagnostics.Stopwatch();
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_context.LogInfo("!!!!!!收盘!!!!!!");
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_context.LogInfo($"开始收盘:{_request.SettleDate:yyyy-MM-dd} + {_request.VolType} + {_request.GetPriceType()}");
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sw.Start();
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if (!_request.IsPartialSettlement)
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{
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AddOrUpdateEodStatus(_request, true);
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}
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else
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{
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UpdateEodCheckStatus(_request);
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}
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var execBasicTask = _request.VolType == "持仓" && _request.UseClosePrice;
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Task[] tasks;
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if (execBasicTask)
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{
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SetTaskStep("检查日终汇率");
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if (PS.Config.ErpElement.SupportMultiCurrency)
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{
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new EodCheckCurrency(_context).Execute();
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}
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tasks = new Task[3];
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tasks[0] = Task.Run(() =>
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{
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SetTaskStep("检查标的到期日");
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new EodCheckMaturityDate(_context).Execute();//t
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SetTaskStep("合成篮子标的价格");
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new EodBasketPriceSaveService(_context).Execute();//t
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if (PS.Config.ErpElement.SupportMultiCalendar)
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{
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SetTaskStep("为处于节假日的交易标的复制上日收盘价");
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new EodCopyPreSettlePrice(_context).Execute();
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}
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SetTaskStep("检查标的结算价格缺失");
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new EodCheckSettlePrice(_context).Execute();//t
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if (PS.Config.Is厦门象屿)
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{
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SetTaskStep("检查标的参考价格缺失");
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new EodCheckReferencePrice(_context).Execute();//t
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}
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});
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if (_request.IsSettleOtcTrades)
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{
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tasks[1] = Task.Run(() =>
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{
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//SetTaskStep("合成多空组合流水");
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//new EodHandleSwapFlowService(_context).Execute();
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SetTaskStep("检查当日交易");
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new EodCheckNewTrade(_context).Execute();//t
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SetTaskStep("日终结算检查");
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new EodCheckVolService(_context).Execute();//t
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SetTaskStep("合成互换交易");
|
||||
new TradeSwapFlowMoreCheck(_context).Execute();//t
|
||||
});
|
||||
}
|
||||
|
||||
if (_request.IsSettleOtcTrades)
|
||||
{
|
||||
tasks[2] = Task.Run(() =>
|
||||
{
|
||||
SetTaskStep("汇率收盘结算");
|
||||
new EodCurrencyRateService(_request.UserInfo).HandleAmountByCurrencyRate(_context.SettleDate, _context.Request.ClientIds);//t
|
||||
});
|
||||
}
|
||||
|
||||
WaitTasks(tasks);
|
||||
if (_request.IsSettleOtcTrades)
|
||||
{
|
||||
tasks = new[]
|
||||
{
|
||||
Task.Run(() =>
|
||||
{
|
||||
SetTaskStep("检查期权观察状态1");
|
||||
new EodCheckMonitoredTrade(_context).ExecuteTask1(SetTaskStep);//t
|
||||
}),
|
||||
Task.Run(() =>
|
||||
{
|
||||
SetTaskStep("检查期权观察状态2");
|
||||
new EodCheckMonitoredTrade(_context).ExecuteTask2(SetTaskStep);//t
|
||||
}),
|
||||
// Task.Run(() =>
|
||||
//{
|
||||
// SetTaskStep("定期结算互换收益");
|
||||
// new EodCheckMonitoredTrade(_context).ExecuteBalanceSwapProfit(SetTaskStep);//t
|
||||
//})
|
||||
Task.Run(() =>
|
||||
{
|
||||
SetTaskStep("定期归档收益互换");
|
||||
new EodCheckMonitoredTrade(_context).ExecuteEodSwapPosition(SetTaskStep);//t
|
||||
})
|
||||
};
|
||||
|
||||
WaitTasks(tasks);
|
||||
|
||||
SetTaskStep("自动延期结算");
|
||||
new EodDelaySettlementTrade(_context).Execute(_report.SetErrorTips);//t
|
||||
|
||||
SetTaskStep("检查当日到期交易");
|
||||
new EodCheckMaturityTrade(_context).Execute();//t
|
||||
}
|
||||
if (PS.Config.Is山西固收)
|
||||
{
|
||||
new EodCheckMonitoredTrade(_context).CalculateMargin();
|
||||
new EodCheckMonitoredTrade(_context).ExecuteEodSwap();
|
||||
}
|
||||
tasks = new Task[4];
|
||||
|
||||
if (_request.IsSettleExchangeTrades)
|
||||
{
|
||||
//tasks[0] = Task.Run(() =>
|
||||
//{
|
||||
// if (_context.Request.ClientIds == null)
|
||||
// {
|
||||
// SetTaskStep("场内期权结算");
|
||||
// new ExchangeOptionSettlementService(_context.UserInfo).Execute(_context.SettleDate); //t
|
||||
// }
|
||||
//});
|
||||
|
||||
|
||||
}
|
||||
|
||||
if (_request.IsSettleOtcTrades)
|
||||
{
|
||||
tasks[0] = Task.Run(() =>
|
||||
{
|
||||
SetTaskStep("备份场外交易");
|
||||
SaveEodTrade(_context, _cancellationTokenSource.Token);//t
|
||||
});
|
||||
tasks[1] = Task.Run(() =>
|
||||
{
|
||||
SetTaskStep("检查权利金应付日");
|
||||
new EodCheckPremiumPayDate(_context).Execute();//t
|
||||
});
|
||||
|
||||
if (_context.SettlementConfig.CalcForwradMargin)
|
||||
{
|
||||
tasks[2] = Task.Run(() =>
|
||||
{
|
||||
SetTaskStep("远期预付金成本结算");
|
||||
new EodForwardMarginSettlement(_context).Execute();//t
|
||||
});
|
||||
}
|
||||
}
|
||||
|
||||
//敏感数据计算
|
||||
|
||||
|
||||
WaitTasks(tasks);
|
||||
}
|
||||
|
||||
SetTaskStep("日终持仓结算");
|
||||
|
||||
var eodPositionService = new EodPositionSettleService(_context);
|
||||
|
||||
eodPositionService.Execute(_request.VolType, _request.UseClosePrice, this);//t?
|
||||
|
||||
_context.LogInfo("结束任务:日终持仓结算");
|
||||
if (_request.IsSettleExchangeTrades)
|
||||
{
|
||||
if (_context.Request.ClientIds == null || !_context.Request.ClientIds.Any())
|
||||
{
|
||||
SetTaskStep("场内期权结算");
|
||||
new ExchangeOptionSettlementService(_context.UserInfo).Execute(_context.SettleDate); //t
|
||||
}
|
||||
}
|
||||
|
||||
if (execBasicTask)
|
||||
{
|
||||
//交易员结算:按簿记账户计算资金和盈亏等信息
|
||||
//new EodBookBalanceCalc(context).BookBalanceCalc();
|
||||
|
||||
SetTaskStep("结算客户资金");
|
||||
new EodClientBalanceCalc(_context).ClientBalanceCalc();
|
||||
|
||||
//客户资金买卖权分开算
|
||||
if (_context.SettlementConfig.CalcBuySell)
|
||||
{
|
||||
new EodClientBalanceCalcBS(_context.UserInfo).ClientBalanceByDay(_context.SettleDate, null);
|
||||
}
|
||||
_context.LogInfo("结束任务:结算客户资金");
|
||||
|
||||
if (PS.Config.ErpElement.UseSettleDataAcquisition)
|
||||
{
|
||||
SetTaskStep("配合数据采集,限额监控数据落地");
|
||||
var service = new QuotaMonitorService(_context.UserInfo);
|
||||
if (_context.IsCurrentDay)
|
||||
{
|
||||
service.EodSettlementExecute(_context.SettleDate);
|
||||
}
|
||||
|
||||
service.EodSensitiveDataCalc(_context);
|
||||
|
||||
_context.LogInfo("结束任务:限额监控数据落地");
|
||||
}
|
||||
|
||||
//todo:客户日终结算完成发送行权到期邮件提醒
|
||||
|
||||
tasks = new Task[2];
|
||||
|
||||
if (_request.IsSettleExchangeTrades)
|
||||
{
|
||||
tasks[0] = Task.Run(() =>
|
||||
{
|
||||
SetTaskStep("准备次日数据");
|
||||
new EodDividenService(_context).Execute(eodPositionService.EodTradePositions);//t
|
||||
});
|
||||
}
|
||||
|
||||
if (_request.IsSettleOtcTrades)
|
||||
{
|
||||
tasks[1] = Task.Run(() =>
|
||||
{
|
||||
SetTaskStep("除权除息");
|
||||
var otcTrades = _context.OtcTrades.Where(t => !ConsTrade.TradeCompleteStatus.Contains(t.TradeStatus)).ToList();
|
||||
var tradeIds = otcTrades.Select(O => O.id);
|
||||
var parentTradeIds = otcTrades.Where(O => O.ParentTradeId > 0 && !tradeIds.Contains(O.ParentTradeId)).Select(O => O.ParentTradeId).ToHashSet();
|
||||
if (parentTradeIds.Any())
|
||||
{
|
||||
using var db = DbContextFactory.GetYLDbContext();
|
||||
var parentTrades = new TradeDalService(_context.UserInfo).GetTradeOrEodTrade(parentTradeIds, _context.SettleDate);
|
||||
otcTrades.AddRange(parentTrades);
|
||||
}
|
||||
new EodDividenService(_context).Execute(otcTrades);
|
||||
|
||||
});
|
||||
}
|
||||
|
||||
WaitTasks(tasks);
|
||||
}
|
||||
|
||||
_cancellationTokenSource.Token.ThrowIfCancellationRequested();
|
||||
|
||||
//if (!_request.IsPartialSettlement)
|
||||
//{
|
||||
AddOrUpdateEodStatus(_request);
|
||||
//}
|
||||
|
||||
//兴证日终持仓数据上传数据中心的FTP服务器
|
||||
if (PS.Config.Company == CompanyEnum.兴证 && _context.IsCurrentDay)
|
||||
{
|
||||
Task.Run(() => XingZhengService.EodExecute(_context));
|
||||
}
|
||||
|
||||
//日终数据采集
|
||||
if (PS.Config.Company == CompanyEnum.长江)
|
||||
{
|
||||
Task.Run(() => ChangJiangService.EodExecute(_context, _request.VolType, _request.UseClosePrice ? "收盘价" : "结算价"));
|
||||
}
|
||||
|
||||
//东证
|
||||
if (PS.Config.Company == CompanyEnum.润和)
|
||||
{
|
||||
Task.Run(() => DongZhengService.EodExecute(_context));
|
||||
}
|
||||
|
||||
|
||||
//广发商贸
|
||||
if (PS.Config.Company == CompanyEnum.广发商贸 && _request.VolType == "对冲" && _request.UseClosePrice)
|
||||
{
|
||||
Task.Run(() => GuangFaService.EodExecute(_context));
|
||||
}
|
||||
|
||||
sw.Stop();
|
||||
|
||||
elapsedMilliseconds = sw.ElapsedMilliseconds;
|
||||
|
||||
_context.LogInfo($"结束收盘:{_request.SettleDate:yyyy-MM-dd} + {_request.VolType} + {_request.GetPriceType()},用时:{elapsedMilliseconds}毫秒");
|
||||
}
|
||||
|
||||
public void SetTaskStep(string step)
|
||||
{
|
||||
TaskStep = step;
|
||||
|
||||
_context.LogInfo("开始任务:" + step);
|
||||
|
||||
_cancellationTokenSource.Token.ThrowIfCancellationRequested();
|
||||
}
|
||||
|
||||
public void WaitTasks(params Task[] tasks)
|
||||
{
|
||||
if (tasks is null || tasks.Length < 1)
|
||||
{
|
||||
return;
|
||||
}
|
||||
|
||||
if (tasks.Any(n => n == null))
|
||||
{
|
||||
tasks = tasks.Where(n => n != null).ToArray();
|
||||
|
||||
if (tasks.Length < 1)
|
||||
{
|
||||
return;
|
||||
}
|
||||
}
|
||||
|
||||
foreach (var task in tasks)
|
||||
{
|
||||
task.ContinueWith(t =>
|
||||
{
|
||||
//!t.Exception.InnerExceptions.All(n => n is OperationCanceledException)
|
||||
if (t.Exception != null)
|
||||
{
|
||||
_cancellationTokenSource.Cancel();
|
||||
LogFactory.GetLogger("日终结算").Error(t.Exception, TaskStep);
|
||||
}
|
||||
|
||||
_context.LogInfo("结束任务:" + TaskStep);
|
||||
});
|
||||
}
|
||||
|
||||
_cancellationTokenSource.Token.ThrowIfCancellationRequested();
|
||||
|
||||
Task.WaitAll(tasks);
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// 保存日终场外交易数据
|
||||
/// </summary>
|
||||
private static void SaveEodTrade(EodSettlementContextV2 context, CancellationToken cancellationToken)
|
||||
{
|
||||
//在context中取OtcTrades时存在隐含赋值 MetaDic["from_eod_trade"] = "true"
|
||||
var otcTrades = context.InitOtcTrades(true);
|
||||
|
||||
var trades = otcTrades.Where(t => !t.MetaDic.ContainsKey("from_eod_trade")).ToList();
|
||||
var parentTradeIds = otcTrades.Where(x => x.ParentTradeId > 0).Select(x => x.ParentTradeId).ToHashSet();
|
||||
//解决测试环境中存在的交易重复问题(比如新功能的增加导致前置逻辑未来得及处理)
|
||||
foreach (var t in trades)
|
||||
{
|
||||
parentTradeIds.Remove(t.id);
|
||||
}
|
||||
using var db = DbContextFactory.GetYLDbContext();
|
||||
var eodGroupTradeIds = db.eod_trade.Where(x => parentTradeIds.Contains(x.TradeId) && x.ValueDate == context.SettleDate).Select(x => x.TradeId);
|
||||
var groupTrades = db.trade.AsNoTracking().Where(x => parentTradeIds.Contains(x.id) && !eodGroupTradeIds.Contains(x.id)).ToList();
|
||||
groupTrades.ForEach(x =>
|
||||
{
|
||||
EodSettleDataQueryService.ProcessTrade(context.SettleDate, new DataProviderModule.TradeCashDataProvider(), new DataProviderModule.TradeCashPreDataProvider(), x);
|
||||
});
|
||||
trades.AddRange(groupTrades);
|
||||
var tradeIds = trades.Select(O => O.id);
|
||||
//移除修改了分红率或无风险利率的交易,以更新收盘数据;
|
||||
db.eod_trade.RemoveRange(db.eod_trade.Where(O => tradeIds.Contains(O.TradeId) && O.ValueDate == context.SettleDate));
|
||||
|
||||
var sql = new StringBuilder("delete from ").Append(db.GetTableName<eod_trade>())
|
||||
.AppendFormat(" where ValueDate='{0}'", context.SettleDateStr)
|
||||
.Append(" and not exists(select * from trade where id=TradeId)");
|
||||
|
||||
db.Database.ExecuteSqlRaw(sql.ToString());
|
||||
|
||||
foreach (var t in trades)
|
||||
{
|
||||
if (!t.MetaDic.ContainsKey("from_eod_trade"))
|
||||
{
|
||||
db.eod_trade.Add(new eod_trade
|
||||
{
|
||||
ValueDate = context.SettleDate,
|
||||
TradeId = t.id,
|
||||
TradeNumber = t.TradeNumber,
|
||||
ClientId = t.ClientId,
|
||||
AssetId = t.AssetId,
|
||||
UnderlyingId = t.UnderlyingId,
|
||||
UnderlyingCode = t.UnderlyingCode,
|
||||
TradeStatus = t.TradeStatus,
|
||||
ParentTradeId = t.ParentTradeId,
|
||||
TradeType = t.TradeType,
|
||||
TradeJson = t.Serialize(context.SettleDate),
|
||||
OptDate = DateTime.Now
|
||||
});
|
||||
}
|
||||
}
|
||||
|
||||
db.SaveChanges(cancellationToken);
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// 新增或更新EodStatus表(重新执行收盘前重置)
|
||||
/// </summary>
|
||||
private static void AddOrUpdateEodStatus(EodSettlementRequest request, bool reset = false)
|
||||
{
|
||||
using var db = DbContextFactory.GetYLDbContext();
|
||||
var eodStatus = db.eodStatus.FirstOrDefault(n => n.ValueDate == request.SettleDate);
|
||||
|
||||
if (eodStatus == null)
|
||||
{
|
||||
eodStatus = new EodStatus
|
||||
{
|
||||
ValueDate = request.SettleDate,
|
||||
IsHoliday = true,
|
||||
OptDate = DateTime.Now,
|
||||
OptId = request.UserInfo.UserId,
|
||||
OptName = request.UserInfo.UserName,
|
||||
Status = string.Empty,
|
||||
StepStatus = string.Empty,
|
||||
VolTypeFlag = VolTypeFlagEnum.None,
|
||||
VolTypeFlag_S = VolTypeFlagEnum.None
|
||||
};
|
||||
db.eodStatus.Add(eodStatus);
|
||||
}
|
||||
if (request.VolType == "持仓" && request.UseClosePrice)
|
||||
{
|
||||
eodStatus.Status = String.Empty;
|
||||
}
|
||||
|
||||
eodStatus.OptDate = DateTime.Now;
|
||||
eodStatus.OptId = request.UserInfo.UserId;
|
||||
eodStatus.OptName = request.UserInfo.UserName;
|
||||
eodStatus.CheckStatus = null;
|
||||
eodStatus.CheckDate = null;
|
||||
|
||||
var volTypeFlag = VolTypeFlagEnumHelper.GetVolTypeFlag(request.VolType);
|
||||
|
||||
if (reset)
|
||||
{
|
||||
volTypeFlag = (eodStatus.VolTypeFlag | volTypeFlag) ^ volTypeFlag;
|
||||
|
||||
if (request.UseClosePrice)
|
||||
{
|
||||
eodStatus.VolTypeFlag = volTypeFlag;
|
||||
}
|
||||
else
|
||||
{
|
||||
eodStatus.VolTypeFlag_S = volTypeFlag;
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
eodStatus.Status = "已收盘";
|
||||
|
||||
if (request.UseClosePrice)
|
||||
{
|
||||
eodStatus.VolTypeFlag |= volTypeFlag;
|
||||
}
|
||||
else
|
||||
{
|
||||
eodStatus.VolTypeFlag_S |= volTypeFlag;
|
||||
}
|
||||
}
|
||||
|
||||
db.SaveChanges();
|
||||
}
|
||||
|
||||
private static void UpdateEodCheckStatus(EodSettlementRequest request)
|
||||
{
|
||||
using var db = DbContextFactory.GetYLDbContext();
|
||||
var eodStatus = db.eodStatus.FirstOrDefault(n => n.ValueDate == request.SettleDate);
|
||||
if (eodStatus != null)
|
||||
{
|
||||
eodStatus.CheckStatus = null;
|
||||
eodStatus.CheckDate = null;
|
||||
|
||||
db.SaveChanges();
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
#endregion
|
||||
}
|
||||
}
|
||||
Reference in New Issue
Block a user