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 +1,360 @@
+using System.Data;
+using System.Linq.Expressions;
+using System.Text.Json.Serialization;
+using YLErp.Enums;
+using YLErp.Office.ExcelModule;
+
+namespace YLErp.Modules.TradeModule.SwapModule
+{
+    public class SwapMultiCloseService : YLBaseService
+    {
+        public SwapMultiCloseService(OptUserInfo userInfo) : base(userInfo)
+        {
+        }
+
+        /// <summary>
+        /// 获取分页数据(互换 -- 目前只有国君定制化的)
+        /// </summary>
+        public IPagedList<TradeSwapFlowMultiCloseResultModel> GetPagedDatas(TradeMultiCloseQueryModel queryModel)
+        {
+            if (queryModel is null)
+            {
+                throw new ArgumentNullException(nameof(queryModel));
+            }
+
+            BuildPredicate(queryModel, out var tdPredicate, out var tcPredicate);
+            var basicQuery = DbContext.trade.Where(tdPredicate);
+
+            var query = from t in basicQuery.Where(tdPredicate)
+                        join tc in DbContext.trade_cash.Where(tcPredicate) on t.id equals tc.TradeId
+                        join optc in DbContext.trade_cash.Where(x => x.ValidState != "InValid" && !x.IsDeleted && x.Action == "系统操作-期权费") on t.id equals optc.TradeId
+                        join sw in DbContext.trade_swap on t.id equals sw.TradeId
+                        join tcsw in DbContext.trade_cash_swap on tc.id equals tcsw.TradeCashId
+                        select new TradeSwapFlowMultiCloseResultModel
+                        {
+                            id = t.id,
+                            TradeNumber = t.TradeNumber,
+                            TraderName = t.TraderName,
+                            AssetBookName = t.AssetBookName,
+                            ClientName = t.ClientName,
+                            TradeDate = t.TradeDate,
+                            StartDate = t.StartDate,
+                            ExerciseDate = t.ExerciseDate,
+                            SettlementDate = t.SettlementDate,
+                            CloseDate = tc.ValueDate,
+                            OriginalNotional = t.OriginalNotional ?? 0,
+                            Notional = tc.Notional - (tc.UnwindNotional ?? 0),
+                            UnWindNotional = tc.UnwindNotional ?? 0,
+                            UnderlyingCode = t.UnderlyingCode,
+                            SpotPrice = t.SpotPrice,
+                            TradeCommission = sw.GetTradePrice ?? (-sw.PayTradePrice) ?? 0,
+                            //导入的期末价格使用的是UnwindPrice
+                            UnwindPrice = tc.UnwindPrice ?? tc.FinalPrice ?? 0,
+                            TradeCashId = tc.id,
+                            CloseType = tc.Action,
+                            Amount = tc.Amount,
+                            RealizedPnl = tc.Amount + optc.Amount * (tc.UnwindPercentRate ?? 0),
+                            QuoteRealizedPnl = (tc.QuoteAmount ?? tc.Amount) + (optc.QuoteAmount ?? optc.Amount) * (tc.UnwindPercentRate ?? 0),
+                            OpenCurrencyRate = optc.CurrencyRate ?? 1,
+                            CloseCurrencyRate = tc.CurrencyRate ?? 1,
+                            trade_swap = sw
+                        };
+
+            if (queryModel.UnWindTimes != null && queryModel.UnWindTimes >= 0)
+            {
+                var qgp = (from f in query
+                           group f by f.id into fgp
+                           where fgp.Count() == queryModel.UnWindTimes
+                           select fgp.Key).ToList();
+                query = query.Where(q => qgp.Contains(q.id));
+            }
+
+            if (!string.IsNullOrWhiteSpace(queryModel.UnWindType) && queryModel.UnWindType != "全部")
+            {
+                if (queryModel.UnWindType == "终止")
+                {
+                    query = query.Where(x => x.CloseType == ClientCashInCashOut.系统操作_平仓费);
+                }
+                else if (queryModel.UnWindType == "到期")
+                {
+                    query = query.Where(x => x.CloseType == ClientCashInCashOut.系统操作_互换 && x.CloseDate == x.ExerciseDate);
+                }
+                else if (queryModel.UnWindType == "互换")
+                {
+                    query = query.Where(x => x.CloseType == ClientCashInCashOut.系统操作_互换 && x.CloseDate < x.ExerciseDate);
+                }
+            }
+
+            if (string.IsNullOrEmpty(queryModel.SortExpression))
+            {
+                query = query.OrderByDescending(x => x.CloseDate).ThenBy(x => x.TradeCashId);
+            }
+            var pagedList = query.ToPagedList(queryModel);
+
+            TradeSwapFlowMultiCloseResultModel preData = null;
+            foreach (var data in pagedList)
+            {
+                var underlying = DataCacheModule.DataCacheManager.GetUnderlyingDataSource().GetData(data.UnderlyingCode);
+                underlying.Variety = DataCacheModule.DataCacheManager.GetVarietyDataSource().GetData(underlying.CommodityCode);
+                data.QuoteCurrency = underlying.Variety.QuoteCurrency ?? ConsGlobal.Currency.CNY;
+                data.CountRatio = underlying?.CountRatio ?? 1;
+                data.UnderlyingName = underlying?.UnderlyingName;
+
+                if (preData?.id == data.id)
+                {
+                    data.CloseSeq = preData.CloseSeq + 1;
+                }
+                preData = data;
+
+                if (data.trade_swap.IsGetFloatingProfit)
+                {
+                    data.trade_swap.GetOpenPrice = data.trade_swap.GetSpotPrice + (data.trade_swap.GetLongShort == "多头" ? 1 : -1) * ((data.trade_swap.PaySingleFee ?? 0) / underlying.ContractSize + (data.trade_swap.GetSpotPrice * data.trade_swap.PayUnAnnualRate ?? 0));
+                }
+                else
+                {
+                    data.trade_swap.PayOpenPrice = data.trade_swap.PaySpotPrice + (data.trade_swap.PayLongShort == "多头" ? 1 : -1) * ((data.trade_swap.GetSingleFee ?? 0) / underlying.ContractSize + (data.trade_swap.PaySpotPrice * data.trade_swap.GetUnAnnualRate ?? 0));
+                }
+                data.OpenPrice = data.trade_swap.GetOpenPrice ?? data.trade_swap.PayOpenPrice ?? 0;
+
+                data.OriginalStockEqvNotional = data.OpenPrice * data.OriginalNotional * data.OpenCurrencyRate;
+                data.StockEqvNotional = data.OpenPrice * data.Notional * data.OpenCurrencyRate;
+                data.CloseStockEqvNotional = data.OpenPrice * (data.UnWindNotional ?? 0) * data.OpenCurrencyRate;
+
+                var details = DbContext.trade_cash_detail.Where(x => x.TradeCashId == data.TradeCashId);
+                data.FixedIncome = details.Where(x => x.TradeCashType == TradeCashTypeEnum.利息.ToString()).Sum(x => x.Amount);
+                data.UnwindFee = details.Where(x => x.TradeCashType == TradeCashTypeEnum.了结手续费.ToString()).Sum(x => x.QuoteAmount);
+                data.FloatIncome = data.Amount - data.FixedIncome;
+
+                if (data.trade_swap.IsGetFloatingProfit)
+                {
+                    data.ClosePrice = data.UnwindPrice + ((data.trade_swap.GetLongShort == "多头" ? -1 : 1) * (-data.UnwindFee ?? 0) / data.UnWindNotional).Normalize();
+                }
+                else
+                {
+                    data.ClosePrice = data.UnwindPrice + ((data.trade_swap.PayLongShort == "多头" ? -1 : 1) * (data.UnwindFee ?? 0) / data.UnWindNotional).Normalize();
+                }
+
+                if (data.CloseType == "系统操作-互换")
+                {
+                    if (data.CloseDate == data.ExerciseDate)
+                    {
+                        data.CloseType = "到期";
+                    }
+                    else
+                    {
+                        data.CloseType = "互换";
+                    }
+                }
+                else if (data.CloseType == "系统操作-平仓费")
+                {
+                    data.CloseType = "终止";
+                }
+            }
+
+            return pagedList;
+        }
+
+        private void BuildPredicate(TradeMultiCloseQueryModel queryModel, out Expression<Func<trade, bool>> tdPredicate, out Expression<Func<trade_cash, bool>> tcPredicate)
+        {
+            tdPredicate = PredicateBuilder.Create<trade>(t => t.ValidState != ConsGlobal.InValid && t.TradeType == "收益互换");
+
+            if (queryModel.UserAssets != null && queryModel.UserClients != null)
+            {
+                tdPredicate = tdPredicate.And(n => queryModel.UserAssets.Contains(n.AssetId) || queryModel.UserClients.Contains(n.ClientId));
+            }
+
+            if (!string.IsNullOrWhiteSpace(queryModel.TradeNumber))
+            {
+                var TradeNumber = queryModel.TradeNumber.Trim();
+                tdPredicate = tdPredicate.And(n => n.TradeNumber.Contains(TradeNumber));
+            }
+
+            if (!string.IsNullOrEmpty(queryModel.TraderNames))
+            {
+                tdPredicate = tdPredicate.And(d => queryModel.TraderNamesList.Contains(d.TraderId));
+            }
+
+            if (queryModel.AssetIdList.Any())
+            {
+                tdPredicate = tdPredicate.And(d => queryModel.AssetIdList.Contains(d.AssetId));
+            }
+
+            if (queryModel.ClientIdList.Any())
+            {
+                tdPredicate = tdPredicate.And(n => queryModel.ClientIdList.Contains(n.ClientId));
+            }
+
+            if (queryModel.TradeDateStart != null)
+            {
+                tdPredicate = tdPredicate.And(n => n.TradeDate >= queryModel.TradeDateStart.Value);
+            }
+            if (queryModel.TradeDateEnd != null)
+            {
+                tdPredicate = tdPredicate.And(n => n.TradeDate <= queryModel.TradeDateEnd.Value);
+            }
+
+            if (queryModel.ExerciseDateStart != null)
+            {
+                tdPredicate = tdPredicate.And(n => n.ExerciseDate >= queryModel.ExerciseDateStart.Value);
+            }
+            if (queryModel.ExerciseDateEnd != null)
+            {
+                tdPredicate = tdPredicate.And(n => n.ExerciseDate <= queryModel.ExerciseDateEnd.Value);
+            }
+
+            if (queryModel.AssetUnitIds != null && queryModel.AssetUnitIds.Any(a => a > 0))
+            {
+                tdPredicate = tdPredicate.And(n => queryModel.AssetUnitIds.Contains(n.AssetId));
+            }
+
+            var underlyids = queryModel.UnderlyingIdList.ToList();
+            if (!string.IsNullOrWhiteSpace(queryModel.UnderlyingName))
+            {
+                var _underlyids = DbContext.underlying_manager.Where(x => x.UnderlyingName.Contains(queryModel.UnderlyingName)).Select(x => x.id).ToHashSet();
+                if (underlyids.Count() > 0)
+                {
+                    underlyids = underlyids.Intersect(_underlyids).Distinct().ToList();
+                }
+                else
+                {
+                    underlyids = _underlyids.ToList();
+                }
+            }
+            if (queryModel.UnderlyingIdList.Any(n => n > 0) || !string.IsNullOrWhiteSpace(queryModel.UnderlyingName))
+            {
+                tdPredicate = tdPredicate.And(n => underlyids.Contains(n.UnderlyingId));
+            }
+
+            if (!string.IsNullOrWhiteSpace(queryModel.TradeStatus))
+            {
+                var statuses = queryModel.TradeStatus.Split(',').ToList();
+                tdPredicate = tdPredicate.And(n => statuses.Contains(n.TradeStatus));
+            }
+
+            tcPredicate = PredicateBuilder.Create<trade_cash>(tc => tc.ValidState != "InValid" && !tc.IsDeleted && (tc.Action == "系统操作-行权费" || tc.Action == "系统操作-平仓费" || tc.Action == "系统操作-互换"));
+
+            if (queryModel.UnwindDateStart != null)
+            {
+                tcPredicate = tcPredicate.And(n => n.ValueDate >= queryModel.UnwindDateStart.Value);
+            }
+            if (queryModel.UnwindDateEnd != null)
+            {
+                tcPredicate = tcPredicate.And(n => n.ValueDate <= queryModel.UnwindDateEnd.Value);
+            }
+
+            if (queryModel.TradeCashIdList.Any())
+            {
+                tcPredicate = tcPredicate.And(x => queryModel.TradeCashIdList.Contains(x.id));
+            }
+        }
+
+        /// <summary>
+        /// 导出所有字段
+        /// </summary>
+        public byte[] ExportAllFieldsToExcel(TradeMultiCloseQueryModel queryModel)
+        {
+            var list = GetPagedDatas(queryModel);
+            var results = new List<Dictionary<string, string>>(list.Count());
+            var templateFile = OtcAppContext.MapPath("~/App_Docs/导出模板/国君互换了结导出模板.xlsx");
+            return ExcelGenerator.UseTemplateGenerator(templateFile).AddVariable(new { list = list }).GenerateBytes();
+        }
+    }
+
+    public class TradeSwapFlowMultiCloseResultModel : OtcTradeBase
+    {
+        /// <summary>
+        /// 了结日期
+        /// </summary>
+        public DateTime? CloseDate { get; set; }
+
+        /// <summary>
+        /// 了结序号
+        /// </summary>
+        public int CloseSeq { get; set; } = 1;
+
+        /// <summary>
+        /// 了结方式
+        /// </summary>
+        public string CloseType { get; set; }
+
+        /// <summary>
+        /// 互换类型  -- 固定为“普通”
+        /// </summary>
+        public string SwapType { get; set; } = "普通";
+
+        /// <summary>
+        /// 了结名义本金
+        /// </summary>
+        public double CloseStockEqvNotional { get; set; }
+
+        /// <summary>
+        /// 开仓标的价格（费后）
+        /// </summary>
+        public double OpenPrice { get; set; }
+
+        /// <summary>
+        /// 了结标的价格（费后）
+        /// </summary>
+        public double ClosePrice { get; set; }
+
+        /// <summary>
+        /// 平仓费用
+        /// </summary>
+        public double? UnwindFee { get; set; }
+
+        /// <summary>
+        /// 了结标的价格
+        /// </summary>
+        public double UnwindPrice { get; set; }
+
+        /// <summary>
+        /// 浮动收益
+        /// </summary>
+        public double? FloatIncome { get; set; }
+
+        /// <summary>
+        /// 固定收益
+        /// </summary>
+        public double? FixedIncome { get; set; }
+
+        /// <summary>
+        /// 平仓总额
+        /// </summary>
+        public double? Amount { get; set; }
+
+        /// <summary>
+        /// 实现盈亏
+        /// </summary>
+        public double RealizedPnl { get; set; }
+
+        /// <summary>
+        /// 实现盈亏（结算）
+        /// </summary>
+        public double QuoteRealizedPnl { get; set; }
+
+        [JsonIgnore]
+        public int TradeCashId { get; set; }
+
+        /// <summary>
+        /// 成交手续费(了结部分所占的开仓总费用)
+        /// </summary>
+        public double TradeCommission { get; set; }
+
+        /// <summary>
+        /// 标的名称
+        /// </summary>
+        public string UnderlyingName { get; set; }
+
+        /// <summary>
+        /// 开仓汇率
+        /// </summary>
+        public double OpenCurrencyRate { get; set; }
+
+        /// <summary>
+        /// 结算汇率
+        /// </summary>
+        public double CloseCurrencyRate { get; set; }
+
+        public trade_swap trade_swap { get; set; }
+    }
+}