using Newtonsoft.Json;
using System;
using System.Collections.Generic;
using System.Globalization;
using System.Linq;
using System.Linq.Expressions;
using System.Text;
using System.Threading.Tasks;
using YLErp.DBModels;
namespace YLErp.Modules.SwapModule
{
public class SwapEventService : SwapTradeBaseService
{
public SwapEventService(OptUserInfo optUser) : base(optUser)
{
}
public SwapEventService(YLBaseService baseService) : base(baseService)
{
}
///
/// 生成事件
///
/// 日期
/// 互换交易码
/// 事件类型
/// json数据
/// 是否保存
///
///
/// 是否无效
///
public swap_event AddSwapEventDate(DateTime tradeDate, int tradeId, int eventType, string data, int clientCashId, bool save = false,string eventRession="",bool invalid=false)
{
var swap_Event = new swap_event()
{
EventType = eventType,
EventData = data,
EventReason= eventRession,
SwapTradeId = tradeId,
ClientCashId = clientCashId,
Invalid = invalid,
ValueDate = tradeDate,
};
UpdateDbOption(swap_Event);
DbContext.swap_event.Add(swap_Event);
if (save)
{
DbContext.SaveChanges();
}
return swap_Event;
}
public swap_event UpdateSwapEvent()
{
var swapEvent= DbContext.swap_event.Where(x=>x.EventType== (int)SwapEventTypeEnum.新增交易 || x.EventType == (int)SwapEventTypeEnum.修改交易).OrderByDescending(o=>o.id).FirstOrDefault();
if (swapEvent!=null)
{
swapEvent.Invalid= false;
DbContext.SaveChanges();
}
return swapEvent;
}
///
/// 获取上一日终归档日期
///
/// 当前清算日期
///
public DateTime GetSwapEventDate(DateTime tradeDate, int tradeId, int? eventType)
{
Expression> expression = x => x.SwapTradeId == tradeId && x.ValueDate < tradeDate && !x.Invalid;
if (eventType.HasValue)
{
expression = expression.And(x => x.EventType == eventType);
}
var swapEvent = DbContext.swap_event.Where(expression).OrderByDescending(o => o.ValueDate).FirstOrDefault();
if (swapEvent != null)
{
return swapEvent.ValueDate;//上一日终归档日期
}
else//不存在归档日期
{
return tradeDate;
}
}
///
/// 保存展期信息
///
///
///
///
public swap_event SaveExtensionTime(swap_event swap_Event)
{
var obj = DbContext.swap_event.Where(O => O.id == swap_Event.id).FirstOrDefault();
var trade = DbContext.trade.Where(O => O.id == swap_Event.SwapTradeId).FirstOrDefault();
if (trade == null)
{
throw new ServiceException("未找到交易,请刷新页面后再次尝试!");
}
var oldMaturityDate = trade.ExerciseDate.Value;
if (obj != null && !string.IsNullOrEmpty(obj.EventData))
{
oldMaturityDate = JsonConvert.DeserializeObject(obj.EventData).OldMaturityDate;
}
if (swap_Event.extenstionData.NewMaturityDate <= oldMaturityDate)
{
throw new ServiceException("新到期日应晚于原到期日!");
}
if (obj != null && obj.ValueDate >= swap_Event.ValueDate)
{
throw new ServiceException("新展期日应晚于原展期日!");
}
if (swap_Event.extenstionData.NewMaturityDate< trade.StartDate)
{
throw new ServiceException("新到期日不应早于交易开始日期!");
}
swap_Event.extenstionData.OldMaturityDate = oldMaturityDate;
string data = JsonConvert.SerializeObject(swap_Event.extenstionData);
if (obj != null)
{
obj.Invalid = true;
}
swap_Event.EventReason = "交易展期";
trade.ExerciseDate = swap_Event.extenstionData.NewMaturityDate;
//修改互换观察日到期日
new SwapTradeService(this).UpdateObservationDay(trade.id, swap_Event.extenstionData.OldMaturityDate, trade.ExerciseDate.Value);
swap_Event = AddSwapEventDate(swap_Event.ValueDate, swap_Event.SwapTradeId, (int)SwapEventTypeEnum.展期, data, 0,false, swap_Event.EventReason);
DbContext.SaveChanges();
return swap_Event;
}
///
/// 删除 展期
///
///
///
public void DeleteExtensionTime(long id)
{
var obj = DbContext.swap_event.Where(O => O.id == id).FirstOrDefault();
if (obj==null)
{
throw new ServiceException("未找到展期记录,请刷新页面后再次尝试!");
}
var trade = DbContext.trade.Where(O => O.id == obj.SwapTradeId).FirstOrDefault();
obj.Invalid = true;
obj.EventReason = "交易展期撤销";
if (!string.IsNullOrEmpty(obj.EventData))
{
obj.extenstionData = JsonConvert.DeserializeObject(obj.EventData);
//修改到期日,互换观察日
new SwapTradeService(this).UpdateObservationDay(trade.id, trade.ExerciseDate.Value, obj.extenstionData.OldMaturityDate);
trade.ExerciseDate = obj.extenstionData.OldMaturityDate;
}
DbContext.SaveChanges();
}
///
/// 获取当前展期记录
///
///
///
public swap_event GetExtensionTime(int tradeId)
{
var trade = DbContext.trade.Where(O => O.id == tradeId).FirstOrDefault();
if (trade == null)
{
throw new ServiceException("未找到交易,请刷新页面后再次尝试!");
}
var extension = DbContext.swap_event.Where(x => !x.Invalid && x.SwapTradeId == tradeId && x.EventType == (int)SwapEventTypeEnum.展期).FirstOrDefault();
if (extension==null)
{
extension = new swap_event();
extension.SwapTradeId = tradeId;
extension.ValueDate = DateTime.Now;
extension.extenstionData = new ExtenstionData()
{
OldMaturityDate = trade.ExerciseDate.Value,
NewMaturityDate=DateTime.Now
};
}
else
{
if (!string.IsNullOrEmpty(extension.EventData))
{
extension.extenstionData = JsonConvert.DeserializeObject(extension.EventData);
}
}
extension.SwapTradeNumber = trade.TradeNumber;
return extension;
}
///
/// 获取历史展期信息
///
///
///
public List GetExtenstionTimeEvents(int tradeId)
{
var events= DbContext.swap_event.Where(x => x.Invalid && x.SwapTradeId == tradeId&&x.EventType==(int)SwapEventTypeEnum.展期).OrderByDescending(o => o.ValueDate).ToList();
events.ForEach(x =>
{
if (!string.IsNullOrEmpty(x.EventData))
{
x.extenstionData = JsonConvert.DeserializeObject(x.EventData);
}
});
return events;
}
///
/// 获取交易操作历史。登记日创建的待生效公司行为仍保留在审计数据中,
/// 但在 EffectiveDate 将其更新为 Applied=true 前不对操作历史展示。
///
/// 交易id
///
public List GetOpreationHistorys(int tradeId)
{
List list = DbContext.swap_event
.Where(x => x.SwapTradeId == tradeId)
.OrderByDescending(o => o.id)
.ToList();
return FilterOperationHistory(list);
}
///
/// 过滤尚未生效的公司行为事件。非公司行为、已生效事件和无法识别的历史事件均保留,
/// 避免过滤条件误伤既有操作记录。
///
private static List FilterOperationHistory(IEnumerable events)
{
if (events == null)
{
return new List();
}
return events
.Where(x => !IsPendingCorporateActionEvent(x))
.ToList();
}
private static bool IsPendingCorporateActionEvent(swap_event swapEvent)
{
return swapEvent?.EventType == (int)SwapEventTypeEnum.公司行为
&& TryDeserializeCorporateActionEventData(swapEvent, out var data)
&& !data.Applied;
}
///
/// 将 swap_event.EventData 安全反序列化为公司行为快照。事件为空、EventData
/// 为空白或 JSON 格式不匹配时返回 false 并将 data 置 null,调用方据此保留旧格式记录。
///
public static bool TryDeserializeCorporateActionEventData(
swap_event swapEvent,
out CorporateActionEventData data)
{
data = null;
if (swapEvent == null || string.IsNullOrWhiteSpace(swapEvent.EventData))
{
return false;
}
try
{
data = JsonConvert.DeserializeObject(swapEvent.EventData);
return data != null;
}
catch (JsonException)
{
return false;
}
}
///
/// 公司行为说明仅展示调整前后的名义本金、期初标的价格和持仓数量,
/// 便于操作历史直接比对持仓基线。
///
public static string BuildCorporateActionEventReason(CorporateActionEventData data)
{
if (data == null)
{
return "公司行为快照为空";
}
// 使用 InvariantCulture 固定小数和日期格式,说明文本不随服务器区域设置变化。
string D(decimal value) => value.ToString(CultureInfo.InvariantCulture);
string Date(DateTime? value) => value.HasValue
? value.Value.ToString("yyyy-MM-dd", CultureInfo.InvariantCulture)
: "";
string ActionDescription()
{
if (data.RationedSharesAmount != 0m)
{
return "配股";
}
if (data.GiveShareAmount != 0m)
{
return "送股";
}
if (data.Split.HasValue && data.Split.Value != 1m)
{
return "拆分";
}
if (data.GiveCashAmount != 0m)
{
// return $"产生分红:{D(data.CashFlowChange)}";
return $"产生分红";
}
return "公司行为";
}
return $"股权登记日:{Date(data.ExDividendDate)} 发生公司行为({ActionDescription()})"
+ Environment.NewLine
+ $"调整前:名义本金:{D(data.BeforeNotional)} 期初标的价格:{D(data.BeforePrice)} 持仓数量:{D(data.BeforeQuantity)}"
+ Environment.NewLine
+ $"调整后:名义本金:{D(data.AfterNotional)} 期初标的价格:{D(data.AfterPrice)} 持仓数量:{D(data.AfterQuantity)}";
}
public void DeleteEvent(int tradeId)
{
var events = DbContext.swap_event.Where(x => x.Invalid && x.SwapTradeId == tradeId).ToList();
var flowEvents= DbContext.swap_flow_event.Where(x => x.DataState>0 && x.SwapTradeId == tradeId).ToList();
events.ForEach((x) =>
{
x.Invalid = true;
});
flowEvents.ForEach((x) =>
{
x.DataState = (int)SwapFlowDateStateEnum.废弃;
});
DbContext.SaveChanges();
}
}
}