从山证v2.3.0拷贝
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吴方海
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using Microsoft.EntityFrameworkCore.Storage;
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using Qdp.Foundation.Utilities;
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using YLErp.Commons;
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using YLErp.CustomizedBizLogic;
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using YLErp.DBModels.Consts;
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using YLErp.DBModels.Enums;
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namespace YLErp.Modules.TradeModule
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{
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/// <summary>
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/// 期权交易敲出操作服务
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/// </summary>
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public class OptionTradeKnockoutService : YLBaseService
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{
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public OptionTradeKnockoutService(YLBaseService baseService) : base(baseService)
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{
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}
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/// <summary>
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/// 保存敲出操作资金记录
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/// </summary>
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public OptionTradeKnockoutResult Execute(OtcTradeBase td, trade_accumulator_option tdAcc, OptionTradeKnockoutRequest req, IDbContextTransaction trans = null)
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{
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var innerTrans = trans == null;
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try
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{
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if (innerTrans)
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{
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trans = DbContext.Database.BeginTransaction();
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}
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var result = InnerExecute(td, tdAcc, req);
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//执行事务
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if (innerTrans)
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{
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trans.Commit();
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}
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return result;
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}
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finally
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{
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if (innerTrans)
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{
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trans?.Dispose();
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}
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}
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}
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private OptionTradeKnockoutResult InnerExecute(OtcTradeBase td, trade_accumulator_option tdAcc, OptionTradeKnockoutRequest req)
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{
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const string tcAction = ClientCashInCashOut.系统操作_平仓费;
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//trade action
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var action = CheckAndAddAction(td, req, out var needResettle);
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//client info
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var client = DbContextFactory.GetClientDbContext(UserInfo).client.Where(n => n.id == td.ClientId)
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.Select(n => new { n.id, n.Number, n.Name }).FirstOrDefault();
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if (client == null)
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{
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throw new ServiceException($"{td.TradeType}'{td.TradeNumber}'找不到客户信息,客户id:{td.ClientId}");
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}
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var tradeCashs = DbContext.trade_cash.Where(t => t.TradeId == td.id && t.Action == "系统操作-平仓费" && t.UnwindType == "部分行权" && !t.IsDeleted && t.HappenedDate == req.ValueDate);
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DbContext.trade_cash.RemoveRange(tradeCashs);
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//trade cash
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var tc = new trade_cash
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{
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TradeId = td.id,
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ValueDate = req.ValueDate,
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HappenedDate = req.ValueDate,
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Action = tcAction,
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IsLastAction = true,
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ExerciseWay = TradeCashExerciseWayEnum.提前终止行权,
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Amount = req.PaymentAmount,
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ValidState = null,
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ExceciseType = "现金",
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TradeType = td.BuySell,
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CallPut = td.CallPut,
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Notional = td.Notional,
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TradeAmount = td.TradeAmount,
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UnwindPrice = Math.Abs(td.Notional != 0 ? req.PaymentAmount / td.Notional : 0),
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UnwindPricePercentRate = Math.Abs(td.Notional != 0 && td.SpotPrice != null && td.SpotPrice != 0 ? req.PaymentAmount / td.Notional / td.SpotPrice.Value : 0),
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OptId = UserId,
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OptName = UserName,
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OptDate = DateTime.Now,
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ParentTradeId = 0,
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ParentTradeCashId = 0,
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Status = TradeCashStatusEnum.已执行,
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FinalPrice = req.UnderlyingPrice,
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BarrierPrice = tdAcc.KOBarrier,
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UnwindType = null,
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UnwindNotional = td.Notional,
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UnwindTradeAmount = td.TradeAmount,
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UnwindPercentRate = td.Notional / td.OriginalNotional,
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NotionalPercentRate = td.Notional / td.OriginalNotional,
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AdvanceMoney = 0,
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IsDeleted = false,
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SettleDate = req.ValueDate,
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Comments = null,
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ConfirmDate = DateTime.MinValue,
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CurrencyRate = null,
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ExtraAmount = null,
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Strike = td.Strike,
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SpotPrice = td.SpotPrice,
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TradePremium = 0,
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QuoteAmount = 0,
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UnwindVol = null,
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VolType = null,
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Number = null
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};
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DbContext.trade_cash.Add(tc);
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DbContext.SaveChanges();
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if (PS.Config.SalesCommissionCalculation == "公式1")
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{
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//销售提成
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new SalesModule.SalesCommissionDetailDataService(UserInfo).CalcuSalesCommissionDetail(tc);
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}
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if (PS.Config.Company == Configuration.CompanyEnum.招证)
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{
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new BizLogicZhaoZheng().GenerateZhaoZhengDealNumber(td, tc);
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}
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if (PS.Config.Company == Configuration.CompanyEnum.物产中大)
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{
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new BizLogicWCZD().GenerateWCZDNumber(DbContext, td, tc.ValueDate, tc.id);
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}
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//trade_cash_detail
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var tcd = new trade_cash_detail
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{
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TradeId = tc.TradeId,
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TradeCashId = tc.id,
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Action = tc.Action,
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Amount = tc.Amount,
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ExtraAmount = tc.ExtraAmount,
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SinglePrice = tc.UnwindPrice,
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SinglePricePercentRate = tc.UnwindPricePercentRate,
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ValueDate = tc.ValueDate,
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OptId = tc.OptId,
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OptName = tc.OptName,
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OptDate = DateTime.Now
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};
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DbContext.trade_cash_detail.Add(tcd);
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//client cash
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var cashInOutRecord = new ClientCashInCashOut
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{
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Direction = "应收",
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Number = UniqueTimeId.GetStr(),
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ClientId = client.id,
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ClientNumber = client.Number,
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ClientName = client.Name,
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Money = -tc.Amount,
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HappenDate = req.ValueDate,
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State = ClientCashInCashOut.已确认,
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OptDate = tc.OptDate,
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OptId = tc.OptId,
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OptName = tc.OptName,
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CreateDate = tc.OptDate,
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CreatorId = tc.OptId,
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CreatorName = tc.OptName,
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TradeId = td.id,
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TradeCashId = tc.id,
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Action = tcAction,
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TradeNumber = td.TradeNumber,
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IsGroup = td.IsGroup
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};
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DbContext.ClientCashInCashOut.Add(cashInOutRecord);
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//end
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action.CashId = tc.id;
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DbContext.SaveChanges();
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return new OptionTradeKnockoutResult
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{
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NeedResettle = needResettle,
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TradeCash = tc,
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TradeAction = action
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};
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}
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//检查已有的action并在数据库上下文中添加敲出action(此时action还没有cashid)
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private TradeAction CheckAndAddAction(OtcTradeBase td, OptionTradeKnockoutRequest req, out bool needResettle)
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{
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var tradeId = td.id;
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var sysDate = BLL.valuedateBLL.ValueDate;
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var actions = DbContext.TradeAction.Where(n => n.TradeId == tradeId && n.IsValid).ToArray();
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//存在未审核通过的操作
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if (actions.Any(n => n.CheckFlag > 0 && n.CheckFlag < byte.MaxValue))
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{
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throw new ServiceException($"{td.TradeType}交易'{td.TradeNumber}'存在未审核通过的操作,执行敲出操作失败");
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}
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//在这里敲出了结已经被检查
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if (actions.Any(n => n.ActionFlag == TradeActionHelper.Flag_FullClosed))
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{
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throw new ServiceException($"{td.TradeType}交易'{td.TradeNumber}'已完全了结,执行敲出操作失败");
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}
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//存在后续的资金记录(观察日资金或者了结资金)
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if (!req.IgnoreLaterCashRecords && actions.Any(n => n.ValueDate > req.ValueDate && n.CashId > 0))
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{
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throw new ServiceException($"{td.TradeType}交易'{td.TradeNumber}'存在后续的资金记录,执行敲出操作失败");
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}
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needResettle = false;
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//如果观察日存在转远期的操作行为，这里暂时不进行处理
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//检查观察日是否已经存在资金记录，如果有的话说明曾进行过观察,此时需要进行无效处理
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var tdObActions = actions.Where(n => n.ValueDate == sysDate && n.CashId > 0).ToArray();
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if (tdObActions.Any())
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{
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var existsTradeCashs = new Lazy<IEnumerable<trade_cash>>(
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() => DbContext.trade_cash.Where(t => t.TradeId == tradeId && t.ValueDate == req.ValueDate && t.ValidState != ConsGlobal.InValid && !t.IsDeleted));
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var existsTradeCashDetails = new Lazy<IEnumerable<trade_cash_detail>>(
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() => DbContext.trade_cash_detail.Where(t => t.TradeId == tradeId && t.ValueDate == req.ValueDate));
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var existsClientCashs = new Lazy<IEnumerable<ClientCashInCashOut>>(
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() => DbContext.ClientCashInCashOut.Where(t => t.ClientId == td.ClientId && t.TradeId == tradeId && t.HappenDate >= req.ValueDate && t.ValidState != ConsGlobal.InValid));
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foreach (var a in tdObActions)
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{
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if ((a.ActionType == TradeActionType.ObCoupon || a.ActionType == TradeActionType.ObCash)
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&& a.ActionFlag == TradeActionHelper.Flag_CashAtHit)
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{
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a.IsValid = false;
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var tc = existsTradeCashs.Value.FirstOrDefault(n => n.id == a.CashId.Value);
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if (tc != null)
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{
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needResettle = true;
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tc.ValidState = ConsGlobal.InValid;
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//client cash
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var cc = existsClientCashs.Value.FirstOrDefault(n => n.TradeCashId == tc.id);
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if (cc != null)
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{
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cc.ValidState = ConsGlobal.InValid;
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}
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//trade_cash_detail
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var details = existsTradeCashDetails.Value.Where(n => n.TradeCashId == tc.id).ToArray();
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DbContext.trade_cash_detail.RemoveRange(details);
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}
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}
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}
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}
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return DbContext.TradeAction.Add(new TradeAction
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{
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TradeId = tradeId,
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ValueDate = req.ValueDate,
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ActionRemark = "敲出",
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ActionFlag = TradeActionHelper.Flag_FullClosed,
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ActionType = TradeActionType.KnockOut,
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CashId = 0,
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CreateTime = DateTime.Now,
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IsValid = true,
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OptId = UserId,
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ActionData = null,
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BackId = null,
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CheckFlag = 0
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}).Entity;
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}
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}
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/// <summary>
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/// 期权交易敲出执行请求
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/// </summary>
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public class OptionTradeKnockoutRequest
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{
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/// <summary>
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/// 操作日期
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/// </summary>
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public DateTime ValueDate { get; set; }
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/// <summary>
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/// 标的价格
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/// </summary>
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public double UnderlyingPrice { get; set; }
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/// <summary>
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/// 支付金额
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/// </summary>
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public double PaymentAmount { get; set; }
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/// <summary>
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/// 是否忽略后续资金记录的检查
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/// </summary>
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public bool IgnoreLaterCashRecords { get; set; }
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}
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/// <summary>
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/// 期权交易敲出执行结果
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/// </summary>
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public class OptionTradeKnockoutResult
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{
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/// <summary>
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/// 是否需要重新收盘
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/// </summary>
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public bool NeedResettle { get; set; }
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/// <summary>
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///
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/// </summary>
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public TradeAction TradeAction { get; set; }
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/// <summary>
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///
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/// </summary>
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public trade_cash TradeCash { get; set; }
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}
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}
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