从山证v2.3.0拷贝
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吴方海
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using YLErp.DBModels.Converts;
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using YLErp.Modules.TradeModule.DealModule;
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namespace YLErp.Modules.TradeModule.ApiModule
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{
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/// <summary>
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/// for api/v1/trade/group_options_close_start
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/// </summary>
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public class TradeGroupCloseService : YLBaseService
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{
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public TradeGroupCloseService(OptUserInfo userInfo) : base(userInfo)
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{
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}
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/// <summary>
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/// for api/v1/trade/group_options_close_start
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/// </summary>
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public void ExecuteCloseStart(TradeGroupCloseRequest req)
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{
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if (req is null)
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{
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throw new ArgumentNullException(nameof(req));
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}
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switch (req.UnwindType)
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{
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case "全部平仓":
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case "部分平仓":
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case "全部提前行权":
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case "部分提前行权":
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case "到期行权":
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case "到期":
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break;
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default:
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var message = string.IsNullOrWhiteSpace(req.UnwindType) ? "了结方式 必须填写" : "不支持的了结方式:" + req.UnwindType;
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throw new ServiceException(message);
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}
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if (string.IsNullOrWhiteSpace(req.TradeNumber))
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{
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throw new ServiceException("主交易编号 必须填写");
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}
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var tradeNumbers = new List<string>()
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{
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req.TradeNumber
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};
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if (req.SubTradeNumbers != null && req.SubTradeNumbers.Any())
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{
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tradeNumbers.AddRange(req.SubTradeNumbers);
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}
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var tdList = DbContext.trade
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.Where(n => tradeNumbers.Contains(n.TradeNumber))
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.Select(n => new
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{
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n.id,
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n.TradeNumber,
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n.TradeType,
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n.IsGroup,
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n.IsUsePremiumRate,
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n.BuySell,
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n.Notional,
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n.TradeAmount,
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n.ParentTradeId,
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n.ValidState,
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n.TradeStatus
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}).ToList();
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var td = tdList.FirstOrDefault(n => n.TradeNumber == req.TradeNumber);
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if (td == null)
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{
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throw new ServiceException("交易信息不存在:" + req.TradeNumber);
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}
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if (td.TradeType != "结构化交易" || td.IsGroup != 1)
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{
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throw new ServiceException("所选交易非组合交易主交易，不支持此API调用");
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}
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var tradeIds = tdList.Select(n => n.id).ToList();
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if (tradeNumbers.Count > 1)
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{
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//缺失交易信息的交易编号
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var missings = tradeNumbers.Where(tn => !tdList.Any(t => t.TradeNumber == tn)).ToArray();
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if (missings.Any())
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{
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throw new ServiceException("交易信息不存在:" + string.Join(",", missings));
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}
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var errors = tdList.Select(n =>
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{
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if (n.ParentTradeId != td.id && n != td)
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{
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return $"交易编号:{n.TradeNumber},不属于同一组合;";
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}
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if (!ConsGlobal.IsValid(n.ValidState))
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{
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return $"交易编号:{n.TradeNumber},已被删除;";
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}
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if (n.TradeStatus != "确认成交")
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{
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return $"交易编号:{n.TradeNumber},,交易状态:{n.TradeStatus},确认成交状态下才可做了结操作;";
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}
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return null;
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}).Where(n => n != null).ToArray();
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if (errors.Any())
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{
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throw new ServiceException(string.Join(string.Empty, errors));
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}
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}
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else
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{
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//补全子交易
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var subIds = DbContext.trade.Where(n => n.ParentTradeId == td.id && n.IsGroup == 2 && n.ValidState != ConsGlobal.InValid && n.TradeStatus == "确认成交")
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.Select(n => n.id).ToArray();
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tradeIds.AddRange(subIds);
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}
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if (tradeIds.Count == 1)
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{
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throw new ServiceException("该分组交易没有可以了结操的子交易,不支持此API调用");
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}
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var tc = new trade_cash
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{
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id = 0,
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TradeId = td.id,
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ValueDate = req.ValueDate,
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ExceciseType = null,
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TradeType = BuySellConvert.GetClientBuySell(td.BuySell),
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CallPut = null,
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Strike = null,
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Notional = td.Notional,
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Amount = 0,
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Action = req.UnwindType,
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ValidState = null,
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Status = null,
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FinalPrice = req.UnderlyingPrice,
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UnwindPrice = null,
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UnwindVol = null,
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VolType = null,
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UnwindType = null,
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UnwindNotional = null,
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ExtraAmount = null,
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SettleDate = null,
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Comments = null,
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ExerciseWay = null,
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TradeAmount = td.TradeAmount,
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UnwindTradeAmount = 0,
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UnwindPercentRate = null,
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UnwindPricePercentRate = null,
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BarrierPrice = null,
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HappenedDate = null,
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ConfirmDate = System.DateTime.MinValue,
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ParentTradeId = 0,
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ParentTradeCashId = 0,
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SpotPrice = null,
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NotionalPercentRate = null,
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TradePremium = 0,
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IsDeleted = false,
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AdvanceMoney = 0,
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IsLastAction = false
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};
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if (td.IsUsePremiumRate == true)
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{
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if (req.UnwindAmountFlag == "百分比")
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{
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tc.UnwindPercentRate = req.UnwindAmount * 100;//要乘以100因为进入实际逻辑以后又会除以100
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}
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else if (req.UnwindAmountFlag == "名义本金")
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{
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tc.IsUnwindStockEqvNotional = true;
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tc.UnwindStockEqvNotional = req.UnwindAmount;
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}
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else
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{
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throw new ServiceException("交易是以'名义本金方式'成交的,仅支持以'百分比'和'名义本金'方式平仓");
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}
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}
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else
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{
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if (req.UnwindAmountFlag == "数量")
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{
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tc.UnwindTradeAmount = req.UnwindAmount;
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}
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else
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{
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throw new ServiceException("交易是以'数量方式'成交的,仅支持'数量'方式平仓");
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}
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}
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new TradeUnwindService(this).SaveGroupTradeCash(new Model.SaveGroupTradeCashReq
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{
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trade_cash = tc,
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tradeIds = tradeIds,
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from_group_options_close_start_v1 = true
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});
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}
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}
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}
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