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 +1,151 @@
+using YLErp.BLL;
+using YLErp.CustomizedBizLogic;
+using YLErp.DBModels.Consts;
+using YLErp.Enums;
+using YLErp.Modules.EodModule;
+using YLErp.Modules.TradeModule.ExoticOptionModule;
+
+namespace YLErp.Modules.TradeModule.DealModule
+{
+    /// <summary>
+    /// 二元期权操作
+    /// 迁移自：trade_binary_optionBLL
+    /// </summary>
+    public class TradeSwapService : TradeCashServiceEx
+    {
+        public TradeSwapService(YLBaseService baseService) : base(baseService)
+        {
+        }
+
+        public TradeSwapService(OptUserInfo userInfo) : base(userInfo)
+        {
+        }
+
+        /// <summary>
+        /// 
+        /// </summary>
+        public void HandleSwapTradeCashPre(DateTime valueDate, System.Collections.Generic.IEnumerable<int> clienIds)
+        {
+            #region  #region 新增客户筛选 tw
+            var tradeCashPres = DbContext.trade_cash_pre.Where(x => x.ValueDate == valueDate && x.ValidState != "InValid" && !x.IsFinished).ToList();
+            var trades = new List<trade>();
+            var tradeIds = new List<int>();
+            if (clienIds != null)
+            {
+                trades = DbContext.trade.Where(l => clienIds.Contains(l.ClientId)).ToList();
+                tradeIds = trades.Select(l => l.id).ToList();
+                tradeCashPres = tradeCashPres.Where(l => tradeIds.Contains(l.TradeId)).ToList();
+            }
+            else
+            {
+                tradeIds = tradeCashPres.Select(x => x.TradeId).ToList();
+                trades = DbContext.trade.Where(x => tradeIds.Contains(x.id)).ToList();
+                tradeIds = trades.Select(x => x.id).ToList();
+                tradeCashPres = tradeCashPres.Where(l => tradeIds.Contains(l.TradeId)).ToList();
+            }
+            #endregion
+            tradeCashPres.ForEach(x =>
+            {
+                var trade = trades.FirstOrDefault(y => y.id == x.TradeId);
+                if (trade.ExerciseDate < valueDate)
+                {
+                    return;//已到期交易不再观察;
+                }
+                var client = DataCacheProvider.GetClientDataSource().GetData(trade.ClientId);
+                var currencyRate = new EodCurrencyRateService(UserInfo).GetCurrencyRate(trade.QuoteCurrency, trade.SettlementCurrency, x.ValueDate);
+                var currencyRateTradeDate = new EodCurrencyRateService(UserInfo).GetCurrencyRate(trade.QuoteCurrency, trade.SettlementCurrency, trade.TradeDate.Value);
+                var tradeCashDetails = DbContext.trade_cash_detail.Where(y => y.TradeCashPreId == x.id).ToList();
+                var costFeeGet = 0.0;
+                var costTradePriceGet = 0.0;
+                var coupon = 0.0;
+                var winloss = 0.0;
+                tradeCashDetails.ForEach(y =>
+                {
+                    if (y.TradeCashType == TradeCashTypeEnum.利息.ToString())
+                    {
+                        y.Amount = y.QuoteAmount * (PS.Config.Company == Configuration.CompanyEnum.中金 && client.BoundSide == BoundSideEnum.南向 ? currencyRateTradeDate : currencyRate);
+                    }
+                    else
+                    {
+                        y.Amount = y.QuoteAmount * currencyRate;
+                    }
+
+                    if (y.TradeCashType == TradeCashTypeEnum.开仓手续费.ToString())
+                    {
+                        costTradePriceGet = y.Amount ?? 0;
+                    }
+                    else if (y.TradeCashType == TradeCashTypeEnum.了结手续费.ToString())
+                    {
+                        costFeeGet = y.Amount ?? 0;
+                    }
+                    else if (y.TradeCashType == TradeCashTypeEnum.利息.ToString())
+                    {
+                        coupon = y.Amount ?? 0;
+                    }
+                    else if (y.TradeCashType == TradeCashTypeEnum.浮动收益.ToString())
+                    {
+                        winloss = y.Amount ?? 0;
+                    }
+                });
+
+                var tradeCashSwap = DbContext.trade_cash_swap.FirstOrDefault(y => y.TradeCashPreId == x.id);
+                tradeCashSwap.PayInitialAmount = -winloss;
+                tradeCashSwap.PayAmount = -winloss;
+                tradeCashSwap.GetExtraAmount = coupon;
+                tradeCashSwap.GetCostFee = costFeeGet + costTradePriceGet;
+                tradeCashSwap.GetAmount = costFeeGet + costTradePriceGet + coupon;
+
+                var tradeCash = new trade_cash()
+                {
+                    OptId = x.OptId,
+                    OptName = x.OptName,
+                    OptDate = DateTime.Now,
+                    ExceciseType = x.ExceciseType,
+                    TradeType = x.TradeType,
+                    CallPut = x.CallPut,
+                    Notional = x.Notional,
+                    TradeAmount = x.TradeAmount,
+                    IsLastAction = x.IsLastAction,
+                    TradeId = x.TradeId,
+                    FinalPrice = x.FinalPrice,
+                    UnwindType = x.UnwindType,
+                    UnwindNotional = x.UnwindNotional,
+                    UnwindTradeAmount = x.UnwindTradeAmount,
+                    UnwindPercentRate = x.UnwindPercentRate,
+                    NotionalPercentRate = x.NotionalPercentRate,
+                    Number = x.Number,
+                    Amount = winloss + coupon + costFeeGet + costTradePriceGet,
+                    QuoteAmount = tradeCashDetails.Sum(y => y.QuoteAmount ?? 0),
+                    CurrencyRate = currencyRate,
+                    Action = x.Action,
+                    Status = x.Status,
+                    ValueDate = x.ValueDate,
+                    HappenedDate = x.HappenedDate,
+                    ValidState = "Valid",
+                    ExerciseWay = TradeCashExerciseWayEnum.到期行权
+                };
+                DbContext.trade_cash.Add(tradeCash);
+
+                x.IsFinished = true;
+
+                DbContext.SaveChanges();
+                if (PS.Config.Company == Configuration.CompanyEnum.招证)
+                {
+                    new BizLogicZhaoZheng().GenerateZhaoZhengDealNumber(trade, tradeCash);
+                }
+                if (PS.Config.Company == Configuration.CompanyEnum.物产中大)
+                {
+                    new BizLogicWCZD().GenerateWCZDNumber(DbContext, trade, tradeCash.ValueDate, tradeCash.id);
+                }
+                tradeCashDetails.ForEach(y => y.TradeCashId = tradeCash.id);
+                tradeCashSwap.TradeCashId = tradeCash.id;
+
+                //增加出入金记录 
+                new ClientCashinCashoutBLL(this).CloseTrade_ClientCashInCashOutSave(trade, tradeCash, tradeCash.ValueDate);
+            });
+
+            //更新数据库
+            DbContext.SaveChanges();
+        }
+    }
+}