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 +1,147 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+using YLErp.DBModels;
+using YLErp.Modules.BasicDataModule;
+using YLErp.Modules.CalculationModule;
+using YLErp.Modules.TradeMsgOutputModule.Dto;
+
+namespace YLErp.Modules.TradeMsgOutputModule
+{
+    /// <summary>
+    /// 交易持仓PV导出服务
+    /// </summary>
+    public class TradePvOutputService:BaseTradeAfterEodOutputService
+    {
+        public List<TradePositionPV> GetTradePositionPV<T>(DateTime valueDate) where T: EodTradePosition
+        {
+            CheckEodStatus(valueDate);
+
+            var result = new List<TradePositionPV>();
+
+            List<TradePositionPvDto> positionPVList = null;
+            Dictionary<int, TradeDicSimpleDto> tradeDic = null;
+            
+            using (var db = DbContextFactory.GetYLDbContext())
+            {
+                positionPVList = db.Set<T>().Where(p => p.ValueDate == valueDate && p.TradeId > 0).Select(p => new TradePositionPvDto
+                {
+                    TradeId = p.TradeId,
+                    TradeType = p.TradeType,
+                    PV = p.Pv
+                }).ToList();
+                if(positionPVList != null && positionPVList.Count > 0)
+                {
+                    var tradeIds = positionPVList.Select(p => p.TradeId).Distinct().ToList();
+                    tradeDic = GetEodTradeDicSimpleDic(db, valueDate, tradeIds);
+                }
+            }
+            if (positionPVList == null || tradeDic == null || positionPVList.Count == 0 || tradeDic.Count == 0)
+            {
+                return result;
+            }
+            Dictionary<int, AssetUnitDto> assetUnitDic = null;
+            var assertIds = tradeDic.Values.Select(p => p.AssetId).Distinct().ToList();
+            if(assertIds!=null&& assertIds.Count > 0)
+            {
+                assetUnitDic = new AssetUnitDataService(new OptUserInfo(0, "系统", OptUserFrom.System)).GetAssertByAssertIds(assertIds);
+            }
+            if(assetUnitDic== null)
+            {
+                assetUnitDic = new Dictionary<int, AssetUnitDto>();
+            }
+
+            Dictionary<int, double> swapFixedInterestRatePVDic = null;
+            var swapTradeIds = positionPVList.Where(p => ConsGlobal.TradeType.PayoffSwap.Equals(p.TradeType)).Select(p => p.TradeId).ToList();
+            if (swapTradeIds != null && swapTradeIds.Count > 0)
+            {
+                swapFixedInterestRatePVDic = PayoffSwapCalcService.GetFixedInterestRatePV(swapTradeIds, valueDate);
+            }
+            if (swapFixedInterestRatePVDic == null)
+            {
+                swapFixedInterestRatePVDic = new Dictionary<int, double>();
+            }
+
+            positionPVList.ForEach(p =>
+            {
+                if (tradeDic.ContainsKey(p.TradeId))
+                {
+                    var tradeDto = tradeDic[p.TradeId];
+                    var model = new TradePositionPV
+                    {
+                        TradeNumber = tradeDto.TradeNumber,
+                        ValueDate = valueDate,
+                        TradeType = p.TradeType,
+                        PV = p.PV
+                    };
+                    if (ConsGlobal.TradeType.PayoffSwap.Equals(model.TradeType))
+                    {
+                        model.FixedInterestRatePV = swapFixedInterestRatePVDic.ContainsKey(p.TradeId) ? swapFixedInterestRatePVDic[p.TradeId] : 0;
+                        model.EquitySubjectPV = model.PV - model.FixedInterestRatePV;
+                    }
+                    if (tradeDto.AssetId > 0&&assetUnitDic.ContainsKey(tradeDto.AssetId))
+                    {
+                        model.AssetUnitGroupName = assetUnitDic[tradeDto.AssetId].GroupName;
+                    }
+                    result.Add(model);
+                }
+            });
+
+            return result;
+        }
+
+        private Dictionary<int, double> GetFixedInterestRatePV(List<int> tradeIds, DateTime valueDate)
+        {
+            var result = new Dictionary<int, double>();
+            List<trade_swap> tradeSwapList = null;
+            List<trade_cash> tradeCashList = null;
+            List<trade_cash_swap> tradeCashSwapList = null;
+            using (var db = DbContextFactory.GetYLDbContext())
+            {
+                tradeSwapList = db.trade_swap.AsNoTracking().Where(p => tradeIds.Contains(p.TradeId)).ToList();
+                tradeCashList = db.trade_cash.AsNoTracking().Where(y => tradeIds.Contains(y.TradeId) && y.Action == "系统操作-互换" && y.ValidState != "InValid" && !y.IsDeleted && y.ValueDate <= valueDate).ToList();
+                tradeCashSwapList = db.trade_cash_swap.AsNoTracking().Where(p => tradeIds.Contains(p.TradeId)).ToList();
+            }
+            if (tradeSwapList == null)
+            {
+                tradeSwapList = new List<trade_swap>();
+            }
+            if (tradeCashList == null)
+            {
+                tradeCashList = new List<trade_cash>();
+            }
+            if (tradeCashSwapList == null)
+            {
+                tradeCashSwapList = new List<trade_cash_swap>();
+            }
+            tradeIds.ForEach(p =>
+            {
+                var tradeSwap = tradeSwapList.FirstOrDefault(d => d.TradeId == p);
+                if (tradeSwap != null)
+                {
+                    var tradeCashIds = tradeCashList.Where(d => d.TradeId == p).Select(d => d.id).ToList();
+                    if (tradeCashIds != null && tradeCashIds.Count > 0)
+                    {
+                        double amount = 0;
+                        if (!tradeSwap.IsGetFloatingProfit)
+                        {
+                            amount = tradeCashSwapList.Where(d => tradeCashIds.Contains(d.TradeCashId)).Sum(d => (double)d.GetAmount);
+                        }
+                        if (!tradeSwap.IsPayFloatingProfit)
+                        {
+                            amount= -tradeCashSwapList.Where(d => tradeCashIds.Contains(d.TradeCashId)).Sum(d => (double)d.PayAmount);
+                        }
+                        result.Add(p, amount);
+                    }
+                }
+
+            });
+
+            return result;
+        }
+
+
+    }
+}