从山证v2.3.0拷贝

2024-05-09 14:06:26 +08:00
parent 566ff33259
commit f9d8a256a6
4471 changed files with 1203456 additions and 9 deletions
@@ -0,0 +1,95 @@
+using YLErp.BLL.MarginCalculation;
+using YLErp.DBModels.Abstract;
+using YLErp.DBModels.Consts;
+using YLErp.Modules.CalculationModule;
+using YLErp.Modules.DataProviderModule;
+using YLErp.Plugins.TradeDocGenerator.Abstracts;
+
+namespace YLErp.Modules.TradeModule.DocGenerateModule
+{
+    /// <summary>
+    /// 交易结算生成上下文
+    /// </summary>
+    public class SettlementBillGenerateContext : ConfirmationGenerateContext, ITradeSettleBillGeneratorContext
+    {
+        public SettlementBillGenerateContext(IEnumerable<int> tradeCashIds, IEnumerable<trade> trades, string contractType, OptUserInfo userInfo, DateTime? startDate, DateTime? endDate)
+            : base(tradeCashIds, trades, contractType, userInfo, startDate, endDate) { }
+
+        public SettlementBillGenerateContext(int tradeCashId, trade tradeObj, string contractType, OptUserInfo userInfo)
+            : base(tradeCashId, tradeObj, contractType, userInfo) { }
+
+        public SettlementBillGenerateContext(Client client, List<swap_flow_event> flowEvents, List<swap_flow_event> allFlowEvents, List<trade> trades, List<swap_position> swapPositions, string contractType, OptUserInfo userInfo)
+            :base(client, flowEvents, allFlowEvents, trades, swapPositions, contractType, userInfo)
+        {
+
+        }
+        /// <summary>
+        /// 获取预付金
+        /// </summary>
+        public double? GetMargin(double endPrice)
+        {
+            var req = new RunMarginCalculationReq(UserInfo)
+            {
+                tradeList = new List<trade> { (trade)Trade },
+                settleDate = Trade.UnWindDate.Value,
+                PriceProvider = new SinglePriceProvider(Trade.UnderlyingCode, endPrice)
+            };
+            var tradeSpans = MarginDefault.RunMarginCalculation(req);
+            return tradeSpans?.FirstOrDefault()?.WorstCastClientPayable;
+        }
+
+        //交易确认书对象
+        trade_contract_document _contractDoc;
+
+        /// <summary>
+        /// 获取交易确认书
+        /// </summary>
+        public ITradeContractDocument GetTradeContractDocument(int tradeId, string tradeNumber, bool throwException = true)
+        {
+            if (_contractDoc == null)
+            {
+                var db = DbContextFactory.GetYLDbContext();
+                var query = from contractDoc in db.trade_contract_document
+                            join tcr in db.trade_contract_r on contractDoc.Code equals tcr.ContractCode
+                            where tcr.TradeId == tradeId && contractDoc.Type == ContractTypeEnum.Trade && tcr.Type == ContractTypeEnum.Trade && tcr.IsValid
+                            select contractDoc;
+                _contractDoc = query.FirstOrDefault();
+            }
+
+            if (_contractDoc == null && throwException)
+            {
+                throw new ServiceException($"未找到交易确认书(交易编号:{tradeNumber})");
+            }
+
+            return _contractDoc;
+        }
+
+        public bool OnSettlmentBillGenerated()
+        {
+            return true;
+        }
+
+        public double GetAverageSpotPrice(OtcTradeBase trade, trade_swap trade_swap)
+        {
+            var trades = (from td in DbContext.trade.Where(x => x.ClientId == trade.ClientId && x.UnderlyingCode == trade.UnderlyingCode && x.BuySell == trade.BuySell && x.TradeDate == trade.TradeDate && x.ValidState != "InValid")
+                          join swap in DbContext.trade_swap.Where(x => x.PayLongShort == trade_swap.PayLongShort && x.GetLongShort == trade_swap.GetLongShort)
+                          on td.id equals swap.TradeId
+                          select new { td, swap }).ToList();
+
+            var totalSpotPrice = 0.0;
+            var totalNotional = 0.0;
+            trades.ForEach(x =>
+            {
+                var tradeprice = x.swap.IsGetFloatingProfit ? (x.swap.PayTradePrice ?? 0) : (x.swap.GetTradePrice ?? 0);
+                var notional = x.swap.IsGetFloatingProfit ? (x.swap.GetNotional ?? 0) : (x.swap.PayNotional ?? 0);
+                var longshort = x.swap.IsGetFloatingProfit ? x.swap.GetLongShort : x.swap.PayLongShort;
+                var spotprice = x.swap.IsGetFloatingProfit ? (x.swap.GetSpotPrice ?? 0) : (x.swap.PaySpotPrice ?? 0);
+                var sigleprice = Math.Abs(tradeprice / notional);
+                totalSpotPrice += (spotprice + (longshort == "空头" ? -1 : 1) * sigleprice) * notional;
+                totalNotional += notional;
+            });
+
+            return totalNotional > 0 ? totalSpotPrice / totalNotional : 0;
+        }
+    }
+}