从山证v2.3.0拷贝
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吴方海
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using BaseOUDAL;
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using YLErp.DBModels.Enums;
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using YLErp.DBModels.Helpers;
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using YLErp.Model.Enum;
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namespace YLErp.Modules.ExchangeTradeModule
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{
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/// <summary>
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/// 标的交易保存服务
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/// </summary>
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public class ExchangeTradeSaveService : ExchangeTradeSaveServiceBase
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{
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public ExchangeTradeSaveService(YLBaseService baseService) : base(baseService)
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{
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}
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public ExchangeTradeSaveService(OptUserInfo userInfo) : base(userInfo)
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{
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}
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public ExchangeTrade Save(ExchangeTrade req, TradeSourceEnum source)
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{
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var isAddNew = req.id == 0;
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Prepare(req, source, isAddNew);
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if (isAddNew)
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{
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DbContext.ExchangeTrade.Add(req);
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SaveExchangeTradePosition(req, null);
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DbContext.SaveChanges();
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return req;
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}
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else
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{
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var dbTrade = DbContext.ExchangeTrade.Find(req.id);
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if (dbTrade == null)
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{
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throw new ServiceException("保存失败,数据不存在");
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}
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req.CreateTime = dbTrade.CreateTime;
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req.TradeNumber = dbTrade.TradeNumber;
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if (req.IsValid)
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{
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SaveExchangeTradePosition(req, dbTrade);
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}
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else
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{
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InValidTrade(req.id);
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}
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UpdateEntity(dbTrade, req);
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DbContext.SaveChanges();
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return dbTrade;
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}
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}
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private void Prepare(ExchangeTrade req, TradeSourceEnum source, bool isAddNew)
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{
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if (string.IsNullOrWhiteSpace(req.TradeType))
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{
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throw new ServiceException("交易类型 必须填写");
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}
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if (!ConsTrade.TradeTypesForHedge.Contains(req.TradeType)&&!ConsTrade.BondTypeList.Contains(req.TradeType))
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{
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throw new ServiceException("程序错误,标的交易类型不支持:" + req.TradeType);
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}
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//准备交易保存
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PrepareSave(req);
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req.OptId = UserId;
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req.OptName = UserName;
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req.OptDate = OptDate;
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if (isAddNew)
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{
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req.TradeSource = source.ToString();
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if (string.IsNullOrWhiteSpace(req.TradeNumber))
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{
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req.TradeNumber = DateTime.Now.ToString("yyyyMMddHHmmssfff");
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}
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req.IsValid = true;
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req.CreateTime = DateTime.Now;
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}
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}
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//准备交易基础信息(标的、簿记、交易日期)
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private void PrepareSave(ExchangeTrade req)
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{
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if (req.TradeDate.Year < 2000)
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{
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throw new ServiceException("交易日期 填写错误:" + req.TradeDate.ToString("yyyy-MM-dd"));
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}
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ExchangeListOption exOption = null;
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if (req.TradeType == "场内期权")
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{
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SetTradeOptionInfo(req, req.OptionCode, out exOption);
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}
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//标的信息
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SetTradeUnderlyingInfo(req, req.UnderlyingCode, out var um);
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//--------------------------------------
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// 簿记帐户
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//--------------------------------------
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if (req.AssetBookId < 1)
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{
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throw new ServiceException("请选择簿记账户");
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}
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var assetUnit = DbContext.assetunit.Where(n => n.id == req.AssetBookId)
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.Select(n => new AssetUnitDto { id = n.id, Name = n.Name, TraderIds = n.TraderIds, UserGroup = n.UserGroup }).FirstOrDefault();
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if (assetUnit == null)
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{
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throw new ServiceException("簿记账户不存在");
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}
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//--------------------------------------
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// 交易员信息
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//--------------------------------------
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//有交易员id，通过id查名字
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if (req.TraderId > 0)
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{
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req.TraderName = UserBLL.GetNameById(req.TraderId);
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}
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else
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{
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//当前登录用户作为交易员
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req.TraderId = UserId;
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req.TraderName = UserName;
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}
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//--------------------------------------
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// 对冲帐户
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//--------------------------------------
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if (req.ExchangeAccountId > 0)
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{
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req.ExchangeAccountCode = DbContext.exchange_account.Where(n => n.id == req.ExchangeAccountId).Select(n => n.AccountCode).FirstOrDefault();
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}
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//--------------------------------------
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// 检查交易权限
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//--------------------------------------
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if (req.TraderId < 1)
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{
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throw new ServiceException("请选择交易员");
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}
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//不检查:必须是交易员角色
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//不检查:交易用户组必须和簿记账户一致
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//不检查:交易员不在所选簿记中,请重新选择簿记
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//不检查:交易员具有交易标的的交易权限
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//--------------------------------------
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// 手续费
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//--------------------------------------
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switch (req.CommissionType)
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{
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case CommissionType.不收取:
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case CommissionType.系统计算:
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req.Commission = 0;
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break;
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default:
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if (req.Commission < 0)
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{
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throw new ServiceException("请填写有效的交易手续费");
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}
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break;
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}
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//2020-09-11 改为以TradeAmount为主
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if (req.TradeAmount < 1e-5)
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{
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throw new ServiceException("交易数量必须大于0");
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}
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if (req.TradeType != "场内期权")
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{
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req.Notional = req.TradeAmount * um.CountRatio;
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req.TradeLots = req.Notional / um.ContractSize;
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}
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else
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{
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req.Notional = req.TradeAmount;
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req.TradeLots = req.Notional / (exOption.ContractSize < 1 ? um.ContractSize : exOption.ContractSize);
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}
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//验证股票结构类型，只能股票标的，商品期货只能期货
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switch (req.TradeType)
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{
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case "股票":
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if (!um.CalcTypeIsStock())
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{
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throw new ServiceException("股票交易类型必须使用股票标的");
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}
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break;
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case "商品期货":
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if (!um.IsFutures())
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{
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throw new ServiceException("商品期货交易类型必须填写期货标的");
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}
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break;
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case "商品现货":
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if (!um.IsCommoditySpot())
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{
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throw new ServiceException("商品现货交易类型必须填写商品现货标的");
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}
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break;
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case "场内期权":
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break;
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}
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if (req.TradeType != "场内期权")
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{
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req.OptionType = string.Empty;
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}
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}
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/// <summary>
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/// 删除交易
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/// </summary>
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public void InValidTrade(int id)
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{
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var dbTrade = DbContext.ExchangeTrade.Find(id);
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if (dbTrade == null)
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{
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throw new ServiceException("找不到交易信息");
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}
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dbTrade.IsValid = false;
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//清除对冲交易持仓
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var para = PrepareTradePositionParam(dbTrade);
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var dbPosition = DbContext.TradePosition.FirstOrDefault(para.predicate);
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if (dbPosition != null)
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{
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var dbNotional = TradeHelper.GetPositionNotional(para.tradeSide, dbTrade.Notional);
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dbPosition.Position -= dbNotional;
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dbPosition.PositionCost -= dbNotional * dbTrade.TradeSinglePrice;
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dbPosition.UpdateTime = OptDate;
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}
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DbContext.SaveChanges();
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}
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}
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}
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