using BaseOUDAL;
using Newtonsoft.Json.Linq;
using OfficeOpenXml;
using Qdp.Foundation.Utilities;
using Qdp.Pricing.Base.Enums;
using Qdp.Pricing.Library.Common.Interfaces;
using Qdp.Pricing.Library.Options.Products.Asian;
using System;
using System.Collections.Specialized;
using System.Diagnostics.Contracts;
using System.Text;
using System.Web;
using YieldChain.Helpers;
using YLErp.Abstract;
using YLErp.BLL;
using YLErp.BLL.Eod;
using YLErp.BLL.EodSettlement;
using YLErp.BLL.MarginCalculation;
using YLErp.Commons;
using YLErp.Configuration;
using YLErp.DBModels;
using YLErp.DBModels.Abstract;
using YLErp.DBModels.Consts;
using YLErp.DBModels.Enums;
using YLErp.Helpers;
using YLErp.Model;
using YLErp.Models;
using YLErp.Modules.ApiModule.ExportModule;
using YLErp.Modules.CalculationModule;
using YLErp.Modules.DataProviderModule;
using YLErp.Modules.TradeDalModule;
using YLErp.Office;
using YLErp.Office.Converters;
using YLErp.Plugins.TradeDocGenerator;
using YLErp.Plugins.TradeDocGenerator.Abstracts;
using YLErp.QdpModule;
namespace YLErp.Modules.TradeModule.DocGenerateModule
{
public class ConfirmationGenerateContext : YLBaseService, ITradeDocGeneratorContext, ITradeConfirmationGeneratotContext
{
///
/// 生成确认书时，用户选择的资金记录
///
public IEnumerable UserTradeCashIds { get; }
///
/// 同步锁
///
private static readonly object _syncLock = new object();
///
/// 确认书编号缓存 处理 确认书生成出重复编号问题，浙期已修改，如果其他公司有类似问题请参照这次提交代码
/// key 是合约编号
/// value[tradecashid,当前时间] 过期时间1h
/// 汤旺
///
private static Dictionary ContractCodeCache = new Dictionary();
///
/// [必需]交易记录
///
public OtcTradeBase Trade { get; }
public IEnumerable SubTrades { get; }
private readonly trade_cash _tradeCash;
private readonly List _subTradeCashes = new List();
///
/// [必需]合约业务接口
///
public IContractBLL ContractBLL { get; }
///
/// 浮动平仓事件集
///
public readonly List FlowEvents;
///
/// 平仓事件集
///
public readonly List AllFlowEvents = new List();
///
/// 交易持仓腿集合
///
public readonly List SwapPositions = new List();
///
/// [必需]期权数据提供接口
///
public ITradeExtendDataProvider TradeDataProvider { get; }
readonly string _contractType;
public ConfirmationGenerateContext(IEnumerable tradeCashIds, IEnumerable trades, string contractType, OptUserInfo userInfo, DateTime? startDate, DateTime? endDate)
: this(((tradeCashIds?.FirstOrDefault()) ?? 0), trades.First(), contractType, userInfo)
{
Trades = trades.GroupBy(O => O.id).Select(O => O.First()).ToList() ?? throw new ArgumentNullException(nameof(trades));
TradeCashes = trades.GroupBy(O => O.id).ToDictionary(K => K.Key, V => V.Where(O => O.trade_cash != null).Select(O => O.trade_cash).ToList());
var structureTrades = trades.Where(O => O.TradeType == "结构化交易");
var subTrade = new List();
foreach (var item in structureTrades)
{
if (item.SubTrades != null)
{
subTrade.AddRange(item.SubTrades);
var idArr = TradeCashes[item.id].Select(O => O.id);
var obj = item.SubTrades.Where(O => O.trade_cash != null && !idArr.Contains(O.trade_cash.id)).Select(O => O.trade_cash);
TradeCashes[item.id].AddRange(obj);
}
TradeCashes[item.id].RemoveAll(O => O == null);
}
subTrade = subTrade.GroupBy(O => O.id).Select(O => O.FirstOrDefault()).ToList();
if (tradeCashIds == null || tradeCashIds.Count() == 0)
{
tradeCashIds = trades.Select(O => (O.trade_cash?.id) ?? 0).Concat(subTrade.Select(O => (O.trade_cash?.id) ?? 0)).ToArray();
}
SubTrades = subTrade;
UserTradeCashIds = tradeCashIds;
StartDate = startDate;
EndDate = endDate;
}
///
/// 构造函数
///
public ConfirmationGenerateContext(int tradeCashId, trade tradeObj, string contractType, OptUserInfo userInfo)
: base(userInfo)
{
Trade = tradeObj ?? throw new ArgumentNullException(nameof(tradeObj));
Trades = new[] { tradeObj };
if (tradeObj.TradeType == "结构化交易")
{
SubTrades = tradeObj.SubTrades;
if (tradeObj.SubTrades != null)
{
foreach (var trade in tradeObj.SubTrades)
{
_subTradeCashes.Add(trade.trade_cash ?? throw new ArgumentNullException("trade.SubTrades[].trade_cash"));
}
}
var checkCash = _subTradeCashes.GroupBy(O => $"{O.Action}_{O.Notional}_{O.UnwindNotional}").ToDictionary(K => K.Key, V => 1);
if (tradeObj.StructureType == "蝶式组合")
{
var tradecash = _subTradeCashes.GroupBy(o => new { Action = o.Action, TradeType = o.TradeType }).Select(o => new { Action = o.Key.Action, TradeType = o.Key.TradeType, Notional = o.Sum(s => s.Notional), UnwindNotional = o.Sum(s => s.UnwindNotional) });
checkCash = tradecash.GroupBy(O => $"{O.Action}_{O.Notional}_{O.UnwindNotional}").ToDictionary(K => K.Key, V => 1);
}
//浙期存在参与率不一致的组合交易,会导致有效数量不一致,黑箱不参与资金检查，例如子交易有现金流交易notioal为0
if (checkCash.Count > 1 && !PS.Config.Is浙期 && tradeObj.IsGroup != 1 && tradeObj.StructureType != "风险逆转" && tradeObj.TradeType != "三领口") { throw new InvalidOperationException("子交易资金记录不匹配!"); }
if (tradeCashId == 0)
{ tradeCashId = _subTradeCashes.FirstOrDefault()?.id ?? 0; }
_tradeCash = _subTradeCashes.Where(O => O.id == tradeCashId).FirstOrDefault();
if (tradeObj.IsGroup == 1)
{
_tradeCash = tradeObj.trade_cash ?? throw new ArgumentNullException(nameof(trade.trade_cash));
}
}
//else if (tradeObj.TradeType == "结构化交易" && tradeObj.IsGroup == 1)
//{
// _tradeCash = tradeObj.trade_cash ?? throw new ArgumentNullException(nameof(trade.trade_cash));
// if (tradeCashId == 0)
// {
// tradeCashId = tradeObj.trade_cash.id;
// }
// SubTrades = tradeObj.SubTrades;
// foreach (var trade in tradeObj.SubTrades)
// {
// _subTradeCashes.Add(trade.trade_cash ?? throw new ArgumentNullException("trade.SubTrades[].trade_cash"));
// }
// var checkCash = _subTradeCashes.GroupBy(O => $"{O.Action}_{O.Notional}_{O.UnwindNotional}").ToDictionary(K => K.Key, V => 1);
// if (checkCash.Count > 1)
// {
// throw new InvalidOperationException("子交易资金记录不匹配!");
// }
//}
else
{
// _tradeCash = tradeObj.trade_cash ?? throw new ArgumentNullException(nameof(trade.trade_cash));
// if (tradeCashId == 0)
// { tradeCashId = tradeObj.trade_cash.id; }
SubTrades = new List() { Trade };
}
// UserTradeCashIds = new[] { tradeCashId };
_client = DataCacheProvider.GetClientDataSource().GetData(tradeObj.ClientId) ?? throw new ArgumentNullException(nameof(tradeObj.ClientId));
_contractType = contractType ?? throw new ArgumentNullException(nameof(contractType));
ContractBLL = new TradeContractBLL(this);
TradeDataProvider = new TradeExtendDataProvider(this);
// TradeCashes = new Dictionary>() { { tradeObj.id, new List { _tradeCash } } };
// TradeCashes[Trade.id].AddRange(_subTradeCashes);
// TradeCashes[Trade.id].RemoveAll(O => O == null);
string fixing = null;
//亚式期权
if (tradeObj.TradeType == "亚式期权")
{
fixing = AsianOptionFixingService.GetFixingString(tradeObj.trade_cash.ValueDate, tradeObj);
fixing = FixingService.AddOrReplaceLastDateSpotPrice(fixing, tradeObj.trade_cash.ValueDate, tradeObj.trade_cash.FinalPrice ?? 0.0);
if (PS.Config.Is润和 && tradeObj.trade_cash.CreateTime != null && tradeObj.trade_cash.ValueDate.ToString("yyyy-MM-dd").Equals(tradeObj.trade_cash.CreateTime.OtcFormatDate()) && tradeObj.trade_cash.CreateTime.Value.Hour < 15)
{
var index = fixing.IndexOf(tradeObj.trade_cash.ValueDate.ToString("yyyy-MM-dd"));
if (index >= 0)
{
fixing = fixing.Remove(index).TrimEnd(';');
}
}
}
Trade.Fixing = fixing;
}
public ConfirmationGenerateContext(Client client, List flowEvents, List allFlowEvents, List trades, List swapPositions, string contractType, OptUserInfo userInfo) : base(userInfo)
{
_client = client;
_contractType = contractType ?? throw new ArgumentNullException(nameof(contractType));
ContractBLL = new TradeContractBLL(this);
TradeDataProvider = new TradeExtendDataProvider(this);
Trades = trades;
FlowEvents = flowEvents;
AllFlowEvents = allFlowEvents;
SwapPositions = swapPositions;
}
///
/// 获取系统配置接口对象
///
public IErpConfig GetErpConfig()
{
return PS.GetErpConfig();
}
///
/// 转换word文档为pdf文档
///
public void ConvertDocToPDF(string wordDocPath, string targetPdfPath)
{
OfficeFileConverter.ConvertFileFormat(wordDocPath, targetPdfPath);
}
///
/// 根据Excel文档模板生成文档
///
public void GenerateExcelFromTemplate(string templatePath, Dictionary modelDic, string outputFilePath, bool genPdf = true)
{
var templaExt = Path.GetExtension(templatePath);
var outputExt = Path.GetExtension(outputFilePath);
var tmpOutputFilePath = outputFilePath;
if (templaExt == ".xlsx")
{
//特殊处理:使用excel模板生成文档。
tmpOutputFilePath = outputFilePath.Replace(".docx", ".xlsx").Replace(".pdf", ".xlsx");
ExcelPackage.LicenseContext = LicenseContext.NonCommercial;
new ExcelTemplateGenerator()
.SetTemplateFile(templatePath)
.SetTemplateData(modelDic.ToDictionary(n => n.Key, n => (object)n.Value))
.OutputToFile(tmpOutputFilePath);
}
else
{
//new ExcelTemplateGenerator().SetTemplateFile(templatePath).SetTemplateData(modelDic).OutputToFile(outputFilePath);
}
if (genPdf)
{
var outputPdfFile = FileHelper.ReplaceExtension(tmpOutputFilePath, ".pdf");
OfficeFileConverter.ConvertFileFormat(tmpOutputFilePath, outputPdfFile);
}
}
public void GenerateExcelFromTemplate(string templatePath, Dictionary modelDic, string outputFilePath, bool genPdf = true)
{
var templaExt = Path.GetExtension(templatePath);
var outputExt = Path.GetExtension(outputFilePath);
var tmpOutputFilePath = outputFilePath;
if (templaExt == ".xlsx")
{
//特殊处理:使用excel模板生成文档。
tmpOutputFilePath = outputFilePath.Replace(".doc", ".xlsx").Replace(".docx", ".xlsx").Replace(".pdf", ".xlsx");
ExcelPackage.LicenseContext = LicenseContext.NonCommercial;
new ExcelTemplateGenerator()
.SetTemplateFile(templatePath)
.SetTemplateData(modelDic)
.OutputToFile(tmpOutputFilePath);
}
else
{
//new ExcelTemplateGenerator().SetTemplateFile(templatePath).SetTemplateData(modelDic).OutputToFile(outputFilePath);
}
if (genPdf)
{
var outputPdfFile = FileHelper.ReplaceExtension(tmpOutputFilePath, ".pdf");
OfficeFileConverter.ConvertFileFormat(tmpOutputFilePath, outputPdfFile);
}
}
///
/// 根据Word文档模板生成文档
///
public void GenerateDocFromTemplate(string templatePath, Dictionary modelDic, string outputFilePath, bool genPdf = true)
{
//WordHelper.GenerateFromTemplate(templatePath, modelDic, outputFilePath);
var varDic = new JsonVarDic(modelDic);
var _outputFilePath = outputFilePath.Replace(".pdf", ".docx");
LogFactory.GetLogger("Word生成").Info($"生成Word文档：{_outputFilePath}");
OfficeFileConverter.ConvertByUsingDocTemplate(templatePath, _outputFilePath, varDic, false);
var toPDF = outputFilePath.EndsWith(".pdf", StringComparison.OrdinalIgnoreCase);
if (genPdf && toPDF)
{
LogFactory.GetLogger("Word生成").Info($"转换Word文档为PDF：{_outputFilePath}");
ConvertToPdfHelper.ConvertPDFByApi(HttpUtility.UrlEncode(_outputFilePath), HttpUtility.UrlEncode(outputFilePath));
}
}
///
/// 获取合成价差期权的商品标的名称
///
public string GetSyntheticUnderlyingName(string underlyingCode)
{
return synthetic_underlyingBLL.GetUnderlyingTipsInfo(underlyingCode);
}
///
/// 获取亚式期权行权价
///
///
///
public double? GetAsianStrikePrice(OtcTradeBase trade, DateTime valueDate)
{
var t = trade as trade;
if (trade == null)
{
throw new TradeDocGenerateException($"交易信息出错 {trade?.TradeNumber}");
}
if (t.TradeType == "亚式期权" && t.trade_asian_option == null)
{
tradeBLL.SetFieldsByTradeType(new[] { t });
}
if (t.TradeType != "亚式期权" || t.trade_asian_option.StrikeType == StrikeStyle.Fixed.ToString())
{
return trade.IsMoneynessOptionData ? (trade.Strike * trade.SpotPrice) : trade.Strike;
}
t.trade_asian_option.Fixings = AsianOptionFixingService.GetFixingString(valueDate, t);
var QdpTrade = TradeCalcHelper.GetQdpTrade(t);
if (QdpTrade != null && QdpTrade.Instrument != null && QdpTrade.Instrument is IOption opt)
{
var asianOpt = opt as AsianOption;
return asianOpt.ActualStrike;
}
return null;
}
///
/// 获取亚式期权现价
///
///
///
public double? GetAsianFinalPrice(OtcTradeBase trade, trade_asian_option asian_option, DateTime valueDate)
{
if (trade == null || asian_option == null)
{
throw new TradeDocGenerateException($"交易信息出错 {trade?.TradeNumber}");
}
if (trade.TradeType != "亚式期权" || asian_option.StrikeType == StrikeStyle.Fixed.ToString())
{
return trade.IsMoneynessOptionData ? (trade.Strike * trade.SpotPrice) : trade.Strike;
}
asian_option.Fixings = AsianOptionFixingService.GetFixingString(valueDate, trade, asian_option);
var QdpTrade = QdpTradeBuilder.GetAsianOptionTrade(trade, asian_option);
if (QdpTrade != null && QdpTrade.Instrument != null && QdpTrade.Instrument is IOption opt)
{
var asianOpt = opt as AsianOption;
return asianOpt.FinalPrice();
}
return null;
}
public DateTime? GetAveragingPeriodStartDate(OtcTradeBase trade)
{
if (trade.TradeType == "亚式期权")
{
var asianTrade = DbContext.trade_asian_option.Where(O => O.TradeId == trade.id).FirstOrDefault();
if (asianTrade != null)
{
return asianTrade.AveragingPeriodStartDate;
}
}
if (trade.TradeType == "远期")
{
var forwardTrade = DbContext.trade_forward.Where(O => O.TradeId == trade.id).FirstOrDefault();
if (forwardTrade != null)
{
if (string.IsNullOrWhiteSpace(forwardTrade.ObservationDates))
{
//如果为空返回到期日
return trade.ExerciseDate;
}
var observationDates = forwardTrade.ObservationDates.Split(',').OrderBy(o => o);
if (DateTime.TryParse(observationDates.FirstOrDefault(), out var startDate))
{
return startDate;
}
}
}
return null;
}
public void DelContractDocument(ITradeContractDocument contractDoc)
{
var db = DbContextFactory.GetYLDbContext();
var datas = db.trade_contract_r.Where(n => n.ContractCode == contractDoc.Code && n.Type == contractDoc.Type && n.IsValid).ToList();
//db.trade_contract_r.RemoveRange(datas);
datas.ForEach(O => O.IsValid = false);
var contractDocs = db.trade_contract_document.Where(x => x.Code == contractDoc.Code && x.Type == contractDoc.Type).ToArray();
db.trade_contract_document.RemoveRange(contractDocs);
db.SaveChanges();
}
///
/// 保存文档生成数据
///
public ITradeContractDocument SaveContractDocument(string outPutFileName, string contractCode, bool isPdf = false, string outPath = null)
{
var documents = new List();
var savedOutputFileName = isPdf ? outPutFileName : outPutFileName.Replace(".pdf", ".docx");
var fileType = isPdf ? FileTypeEnum.Pdf : FileTypeEnum.Word;
var tradecashDict = _subTradeCashes.Count == 0 ? new Dictionary>() { { Trade.id, new List() { (_tradeCash?.id ?? 0) } } } : _subTradeCashes.GroupBy(O => O.TradeId).ToDictionary(K => K.Key, V => V.Select(O => O.id).ToList());
if (Trade.IsGroup == 1) // 黑箱交易需要传主交易和子交易
{
tradecashDict[Trade.id] = new List() { _tradeCash.id };
}
var trades = new List() { Trade };
if (Trade.TradeType == "结构化交易" && SubTrades.Count() > 1)
{ trades.AddRange(SubTrades); }
documents = SaveContractDocuments(trades, tradecashDict, contractCode, savedOutputFileName, fileType);
ContractCodeCache.Remove(contractCode);
return documents[0];
}
///
/// 保存文档生成数据
///
public List SaveContractDocuments(string outPutFileName, string contractCode, bool isPdf = false, string outPath = null)
{
var documents = new List();
var savedOutputFileName = isPdf ? outPutFileName : outPutFileName.Replace(".pdf", ".xlsx");
var fileType = isPdf ? FileTypeEnum.Pdf : FileTypeEnum.Excel;
//var tradecashDict = TradeCashes.ToDictionary(K => K.Key, V => V.Value.Select(O => O.id).ToList());
var tradecashDict = new Dictionary>();
foreach (var item in TradeCashes)
{
for (var i = 0; i < item.Value.Count; i++)
{
if (!tradecashDict.TryGetValue(item.Value[i].TradeId, out var value))
{
tradecashDict[item.Value[i].TradeId] = new List() { item.Value[i].id };
}
else
{
value.Add(item.Value[i].id);
}
}
}
var trades = Trades.ToList();
var structureTrades = Trades.Where(O => O.TradeType == "结构化交易" && O.IsGroup != 1).ToList();
foreach (trade item in structureTrades)
{ trades.AddRange(item.SubTrades); }
documents = SaveContractDocuments(trades, tradecashDict, contractCode, savedOutputFileName, fileType);
ContractCodeCache.Remove(contractCode);
return documents;
}
///
/// 保存文档生成数据
///
public List SaveContractDocumentsByEventId(string outPutFileName, string contractCode, bool isPdf = false, string outPath = null)
{
var savedOutputFileName = isPdf ? outPutFileName : outPutFileName.Replace(".pdf", ".xlsx");
var fileType = isPdf ? FileTypeEnum.Pdf : FileTypeEnum.Excel;
var documents = SaveContractDocumentsByEventIds(Trades, FlowEvents, contractCode, savedOutputFileName, fileType);
ContractCodeCache.Remove(contractCode);
return documents;
}
///
/// 保存文档生成数据
///
///
///
///
///
///
///
///
private List SaveContractDocuments(IEnumerable trades, Dictionary> tradeCashIds, string contractCode, string fileName, string fileType)
{
lock (_syncLock)
{
var documents = new List();
var firstTrade = trades.First();
var isGJBuyer = firstTrade.BuySell == "买入";
var nowDate = DateTime.Now;
var db = DbContextFactory.GetYLDbContext();
#region 清理历史数据
var tcIds = new List();
foreach (var item in tradeCashIds)
{ tcIds.AddRange(item.Value); }
var tradeIds = trades.Select(x => x.id);
//当生成分组主交易确认书时，没有tradeCashId
if (_contractType == "交易确认书")
{
var datas = db.trade_contract_r.Where(O => tradeIds.Contains(O.TradeId) && O.IsValid && O.Type == _contractType).ToList();
datas.ForEach(O => O.IsValid = false);
}
else
{
var datas = db.trade_contract_r.Where(O => tcIds.Contains(O.TradeCashId ?? 0) && O.IsValid).ToList();
datas.ForEach(O => O.IsValid = false);
}
//db.trade_contract_r.RemoveRange(datas);
//var codes = datas.Select(O => O.ContractCode);
//var contractDocs = db.trade_contract_document.Where(O => codes.Contains(O.Code)).ToArray();
//db.trade_contract_document.RemoveRange(contractDocs);
#endregion
var contractRecord = db.trade_contract_document.Where(O => O.Code == contractCode && O.Type == _contractType).FirstOrDefault();
if (contractRecord == null)
{
contractRecord = new trade_contract_document();
db.trade_contract_document.Add(contractRecord);
}
contractRecord.Code = contractCode;
contractRecord.ValueDate = SystemValueDate;
contractRecord.BuyerId = isGJBuyer ? 0 : firstTrade.ClientId;
contractRecord.BuyerName = isGJBuyer ? (PS.Config.CompanyName ?? "") : firstTrade.ClientName;
contractRecord.SellerId = isGJBuyer ? firstTrade.ClientId : 0;
contractRecord.SellerName = isGJBuyer ? firstTrade.ClientName : (PS.Config.CompanyName ?? "");
contractRecord.FileType = fileType;
contractRecord.Status = ContractStatusEnum.Draft;
contractRecord.SourceType = 1; // 系统生成
contractRecord.Paths = "/App_Docs/contractdoc/output/" + fileName;
contractRecord.FileName = fileName;
contractRecord.StampDocumentFileName = null;
contractRecord.SealErrMsg = null;
contractRecord.SealResult = null;
contractRecord.Comments = null;
contractRecord.DayNumber = null;
contractRecord.ContractVersion = null;
contractRecord.Type = _contractType;
contractRecord.OptId = UserId;
contractRecord.OptName = UserName;
contractRecord.OptDate = nowDate;
contractRecord.ClientId = firstTrade.ClientId;
contractRecord.StampDocumentFileName = null;
contractRecord.SealResult = null;
foreach (var item in trades)
{
if (item.TradeType == "结构化交易" && item.IsGroup == 0)
{
//var cTrade = trades.First(O => O.ParentTradeId == item.id);
//var contractTradeRelation = new trade_contract_r();
//db.trade_contract_r.Add(contractTradeRelation);
//contractTradeRelation.TradeId = item.id;
//contractTradeRelation.TradeNumber = item.TradeNumber;
//contractTradeRelation.ContractCode = contractRecord.Code;
//contractTradeRelation.TradeClearCode = contractRecord.Code;
//contractTradeRelation.Type = _contractType;
//contractTradeRelation.OptId = UserId;
//contractTradeRelation.OptName = UserName;
//contractTradeRelation.OptDate = nowDate;
//contractTradeRelation.TradeCashId = tradeCashIds[cTrade.id][0];
//contractTradeRelation.IsValid = true;
//documents.Add(contractRecord);
continue;
}
else
{
if (tradeCashIds.Any())
{
var tcList = tradeCashIds[item.id].Distinct().ToList();
for (var i = 0; i < tcList.Count; i++)
{
var contractTradeRelation = new trade_contract_r();
db.trade_contract_r.Add(contractTradeRelation);
contractTradeRelation.TradeId = item.id;
contractTradeRelation.TradeNumber = item.TradeNumber;
contractTradeRelation.ContractCode = contractRecord.Code;
contractTradeRelation.TradeClearCode = contractRecord.Code;
contractTradeRelation.Type = _contractType;
contractTradeRelation.OptId = UserId;
contractTradeRelation.OptName = UserName;
contractTradeRelation.OptDate = nowDate;
contractTradeRelation.TradeCashId = tcList[i];
contractTradeRelation.IsValid = true;
documents.Add(contractRecord);
}
}
else
{
var contractTradeRelation = new trade_contract_r();
db.trade_contract_r.Add(contractTradeRelation);
contractTradeRelation.TradeId = item.id;
contractTradeRelation.TradeNumber = item.TradeNumber;
contractTradeRelation.ContractCode = contractRecord.Code;
contractTradeRelation.TradeClearCode = contractRecord.Code;
contractTradeRelation.Type = _contractType;
contractTradeRelation.OptId = UserId;
contractTradeRelation.OptName = UserName;
contractTradeRelation.OptDate = nowDate;
contractTradeRelation.IsValid = true;
documents.Add(contractRecord);
}
}
}
//var parentIds = trades.Where(O => O.TradeType == "结构化交易").Select(O => O.id).ToHashSet();
////解决生成子交易确认书时,主交易编号查询不到的问题,在此使用主交易编号创建一条记录;
//if (parentIds.Any())
//{
// foreach (var item in parentIds)
// {
// OtcTradeBase parentTrade = trades.First(O => O.id == item);
// var contractTradeRelation = new trade_contract_r();
// db.trade_contract_r.Add(contractTradeRelation);
// contractTradeRelation.TradeId = parentTrade.id;
// contractTradeRelation.TradeNumber = parentTrade.TradeNumber;
// contractTradeRelation.ContractCode = contractRecord.Code;
// contractTradeRelation.TradeClearCode = contractRecord.Code;
// contractTradeRelation.Type = _contractType;
// contractTradeRelation.OptId = OptId;
// contractTradeRelation.OptName = OptName;
// contractTradeRelation.OptDate = nowDate;
// contractTradeRelation.TradeCashId = tradeCashIds[item][0];
// documents.Add(contractRecord);
// }
//}
db.SaveChanges();
return documents;
}
}
///
/// 保存文档生成数据
///
///
///
///
///
///
///
///
private List SaveContractDocumentsByEventIds(IEnumerable trades, List flow_Events, string contractCode, string fileName, string fileType)
{
lock (_syncLock)
{
var documents = new List();
var firstTrade = trades.First();
var isGJBuyer = firstTrade.BuySell == "买入";
var nowDate = DateTime.Now;
var db = DbContextFactory.GetYLDbContext();
#region 清理历史数据
var flowEventIds = flow_Events.Select(s => s.id).ToList();
var eventDate = flow_Events.First().UnwindDate.Value;
var tradeIds = trades.Select(x => x.id);
if (_contractType == "交易确认书")
{
var datas = db.trade_contract_r.Where(O => tradeIds.Contains(O.TradeId) && O.IsValid && O.Type == _contractType).ToList();
datas.ForEach(O => O.IsValid = false);
}
else
{
var datas = db.trade_contract_r.Where(O => flowEventIds.Contains(O.SwapFlowEventId ?? 0) && O.IsValid).ToList();
datas.ForEach(O => O.IsValid = false);
}
#endregion
var contractRecord = db.trade_contract_document.Where(O => O.Code == contractCode && O.Type == _contractType).FirstOrDefault();
if (contractRecord == null)
{
contractRecord = new trade_contract_document();
db.trade_contract_document.Add(contractRecord);
}
contractRecord.Code = contractCode;
contractRecord.ValueDate = eventDate;
contractRecord.BuyerId = isGJBuyer ? 0 : firstTrade.ClientId;
contractRecord.BuyerName = isGJBuyer ? (PS.Config.CompanyName ?? "") : firstTrade.ClientName;
contractRecord.SellerId = isGJBuyer ? firstTrade.ClientId : 0;
contractRecord.SellerName = isGJBuyer ? firstTrade.ClientName : (PS.Config.CompanyName ?? "");
contractRecord.FileType = fileType;
contractRecord.Status = ContractStatusEnum.Draft;
contractRecord.SourceType = 1; // 系统生成
contractRecord.Paths = "/App_Docs/contractdoc/output/" + fileName;
contractRecord.FileName = fileName;
contractRecord.StampDocumentFileName = null;
contractRecord.SealErrMsg = null;
contractRecord.SealResult = null;
contractRecord.Comments = null;
contractRecord.DayNumber = null;
contractRecord.ContractVersion = null;
contractRecord.Type = _contractType;
contractRecord.OptId = UserId;
contractRecord.OptName = UserName;
contractRecord.OptDate = nowDate;
contractRecord.ClientId = firstTrade.ClientId;
contractRecord.StampDocumentFileName = null;
contractRecord.SealResult = null;
foreach (var item in flow_Events)
{
var contractTradeRelation = new trade_contract_r();
db.trade_contract_r.Add(contractTradeRelation);
contractTradeRelation.TradeId = item.SwapTradeId;
contractTradeRelation.TradeNumber = item.SwapTradeNo;
contractTradeRelation.ContractCode = contractRecord.Code;
contractTradeRelation.TradeClearCode = contractRecord.Code;
contractTradeRelation.Type = _contractType;
contractTradeRelation.OptId = UserId;
contractTradeRelation.OptName = UserName;
contractTradeRelation.OptDate = nowDate;
contractTradeRelation.SwapFlowEventId = item.id;
contractTradeRelation.IsValid = true;
documents.Add(contractRecord);
}
db.SaveChanges();
return documents;
}
}
///
/// 获取生成文档的输出路径(物理路径)
///
public string GetOutputFilePath(string fileName)
{
var folder = Path.Combine(OtcAppContext.AppDocsPath, "contractdoc", "output");
if (!Directory.Exists(folder))
{
Directory.CreateDirectory(folder);
}
return Path.Combine(folder, fileName);
}
//--------------------------------------
// 方法定义--数据获取
//--------------------------------------
Variety _variety;
underlying_manager _underlying;
Market _market;
ClientBankCard _bankcard;
ClientDuty _clientduty;
Client _client;
Dictionary _tradeMetas;
///
/// 获取交易关联的客户信息
///
public Client GetClient()
{
if (_client == null)
{
_client = DataCacheProvider.GetClientDataSource().GetData(Trade.ClientId);
if (_client == null)
{
throw new ServiceException($"客户(id:{Trade.ClientId},名称:{Trade.ClientName})信息未找到");
}
}
if (_client.IsDocShowParentName == 1 && _client.ParentId > 0)
{
var client = DataCacheProvider.GetClientDataSource().GetData(_client.ParentId);
_client.Name = client.Name;
}
return _client;
}
public Client GetParentClient(int clientId)
{
var parentClient = new Client();
var client = DataCacheProvider.GetClientDataSource().GetData(clientId);
if (client == null)
{
throw new ServiceException($"客户(id:{clientId})信息未找到");
}
if (client.ParentId > 0)
{
parentClient = DataCacheProvider.GetClientDataSource().GetData(client.ParentId);
if (_client == null)
{
throw new ServiceException($"父客户(id:{client.ParentId})信息未找到");
}
}
return parentClient;
}
///
/// 获取交易关联的结算资金信息
///
public ClientSettleBalance GetClientBalance(DateTime date)
{
var client = GetClient();
var clientbalances = ClientBalanceUtility.GetClientBanlances(new List() { client.id }, DateTime.MinValue, date);
return clientbalances.FirstOrDefault();
}
public ClientSettleBalance GetClientBalanceByReal(DateTime date)
{
var client = GetClient();
var clientbalances = new RealTimeClientBanlanceService(UserInfo).GetBanlances(new List() { client.id }, date, calcDate: date);
return clientbalances.FirstOrDefault();
}
///
/// 获取交易关联的标的
///
public underlying_manager GetTradeUnderlying()
{
return GetTradeUnderlying(Trade.UnderlyingCode);
}
///
/// 获取交易关联的标的
///
public underlying_manager GetTradeUnderlying(string underlyingCode)
{
if (_underlying == null || _underlying.UnderlyingCode != underlyingCode)
{
_underlying = DataCacheProvider.GetUnderlyingDataSource().GetData(underlyingCode);
if (_underlying == null)
{
throw new ServiceException("标的资产信息未找到:" + Trade.UnderlyingCode);
}
}
return _underlying;
}
///
/// 获取组合标的信息
///
///
///
public SyntheticUnderlying GetSyntheticUnderlying(string code)
{
return DataCacheProvider.GetUnderlyingDataSource().GetSyntheticUnderlying(code);
}
///
/// 获取交易关联的市场信息
///
///
public Market GetMarketInfo()
{
if (_market == null)
{
var underlying = GetTradeUnderlying();
_market = DbContext.market.Where(O => O.MarketName == underlying.MarketName).FirstOrDefault();
}
if (_market == null)
{
throw new ServiceException($"标的{GetTradeUnderlying().MarketName}对应的市场信息未找到");
}
return _market;
}
///
/// 获取交易关联的标的对应的品种信息
///
public Variety GetUnderlyingVariety()
{
if (_variety == null)
{
var UnderlyingTypeId = GetTradeUnderlying().UnderlyingTypeId;
_variety = DbContext.variety.AsNoTracking().FirstOrDefault(x => x.id == UnderlyingTypeId);
}
if (_variety == null)
{
throw new ServiceException($"标的{GetTradeUnderlying().UnderlyingCode}对应的品种信息未找到");
}
return _variety;
}
///
/// 获取交易关联的标的对应的品种信息
///
public Variety GetUnderlyingVariety(string underlyingCode)
{
_variety = null;
var UnderlyingTypeId = GetTradeUnderlying(underlyingCode).UnderlyingTypeId;
_variety = DbContext.variety.AsNoTracking().FirstOrDefault(x => x.id == UnderlyingTypeId);
if (_variety == null)
{
throw new ServiceException($"标的{GetTradeUnderlying(underlyingCode).UnderlyingCode}对应的品种信息未找到");
}
return _variety;
}
///
/// 获取客户银行卡
///
public ClientBankCard GetClientBankCard(bool throwExceptionIfNotFound = true)
{
var client = GetClient();
if (_bankcard == null)
{
_bankcard = DbContextFactory.GetClientDbContext(OptUser).bankcard.OrderByDescending(x => x.OptDate).FirstOrDefault(x => x.ApprovalOrder < 1 && x.ClientId == client.id && x.ValidState != "InValid");
}
if (_bankcard == null && throwExceptionIfNotFound)
{
throw new ServiceException($"客户{client.Name}对应的银行帐户信息未找到");
}
return _bankcard;
}
///
/// 获取机构客户职责联系人信息
///
public ClientDuty GetClientDuty(bool throwExceptionIfNotFound = true)
{
var client = GetClient();
if (_clientduty == null)
{
_clientduty = DbContextFactory.GetClientDbContext(OptUser).clientduty.OrderBy(x => x.id).FirstOrDefault(x => x.ApprovalOrder < 1 && x.ClientId == client.id && (x.DeadLine == null || x.DeadLine >= valuedateBLL.SystemDate.ValueDate) && x.ContactTypeId.Contains("1"));
}
if (_clientduty == null)
{
_clientduty = DbContextFactory.GetClientDbContext(OptUser).clientduty.OrderBy(x => x.id).FirstOrDefault(x => x.ApprovalOrder < 1 && x.ClientId == client.id && (x.DeadLine == null || x.DeadLine >= valuedateBLL.SystemDate.ValueDate) && x.ContactTypeId.Contains("2"));
}
if (_clientduty == null && throwExceptionIfNotFound)
{
throw new ServiceException($"客户{client.Name}对应的机构联系人信息未找到");
}
return _clientduty;
}
///
/// 获取客户法人/联系人
///
public ClientDuty GetClientDuty(int ContactTypeid)
{
var client = GetClient();
var ClientDuty = DbContextFactory.GetClientDbContext(OptUser).clientduty.Where(x => x.ApprovalOrder < 1 && x.ClientId == client.id && x.ContactTypeId.Contains(ContactTypeid.ToString()) && (x.DeadLine > DateTime.Now || x.DeadLine == null)).FirstOrDefault();
return ClientDuty;
}
///
/// 获取客户法人/联系人
///
public List GetClientDuties()
{
var client = GetClient();
var result = DbContextFactory.GetClientDbContext(OptUser).clientduty.Where(x => x.ApprovalOrder < 1 && x.ClientId == client.id && (x.DeadLine > DateTime.Now || x.DeadLine == null)).ToList();
return result;
}
///
/// 获取工作日天数
///
public int GetWorkDayCount(DateTime from, DateTime to)
{
return QdpCalendarHelper.GetWorkDayCount(from, to);
}
///
/// 获取交易记录元数据
///
///
///
public NameValueCollection GetTradeMetas(int tradeId)
{
if (_tradeMetas == null)
{
_tradeMetas = new Dictionary();
}
if (!_tradeMetas.ContainsKey(tradeId))
{
_tradeMetas[tradeId] = new NameValueCollection();
var datas = DbContext.TradeMeta.Where(n => n.TradeId == tradeId).Select(n => new { n.MetaKey, n.MetaValue }).ToArray();
foreach (var data in datas)
{
_tradeMetas[tradeId][data.MetaKey] = data.MetaValue;
}
}
return _tradeMetas[tradeId];
}
///
/// 获取结构化交易所有行权价
///
///
public double[] GetStructureStrikes()
{
if (Trade.TradeType != "结构化交易")
{
return new double[0];
}
//var arr = DbContext.trade.Where(n => n.ParentTradeId == Trade.id).Select(n => n.Strike).ToArray();
var arr = new TradeDalService(this).GetStructTradeFromTradeOrEodTrade(new[] { Trade.id }, SystemValueDate).Select(n => n.Strike).ToArray();
return arr.Select(n => n ?? 0).OrderBy(O => O).ToArray();
}
///
/// 获取交易的初始预付金
///
public double GetInitialMargin()
{
//好像并没有使用，暂时注释掉代码逻辑，改为抛出异常。在V3.3及以后版本可以删除
throw new NotImplementedException();
//if (Trade.BuySell == "卖出")
//{
// return 0;
//}
//var variety = GetUnderlyingVariety();
//var underlying = GetTradeUnderlying();
//underlying.QuotationDate = Trade.TradeDate;
//var spotPrices = new double[] { Trade.SpotPrice ?? 0 };
//volatility vols = volatilityBLL.GetVols("交易", underlying);
//if (!Trade.NoRiskRate.HasValue)
//{
// Trade.NoRiskRate = (valuedateBLL.SystemDate.RiskFreeRate ?? 0) * 0.01;
//}
//var tradeObj = (trade)Trade;
//if (tradeObj.TradeType == "结构化交易")
//{
// tradeObj.SubTrades = DbContext.trade.Where(n => n.ParentTradeId == Trade.id).ToList();
//}
//VolSurfaceInitializerSingleton.InitializeMarketProxy(underlying, vols.VolSurfaceMode, vols.VolTable, OptId.ToString(), false, 0, vols.InterpolationMethod);
//var optionValue = OptionCalculator.GetOptionValueResult(OptId.ToString(), underlying, tradeObj, spotPrices, preciseTimeMode: true);
////预付金初始价值=期初期权价值+CashDelta(t）*预付金初始比例(预付金初始比例:两个涨跌停版)
////OTC-8856 Start
//var UpLimitValue = variety.UpLimitValue;
////var UpLimitValue = ((Math.Abs(underlying.UpDownLimitValue) > 1e-5) ? underlying.UpDownLimitValue : variety.UpLimitValue);
////End
//return (Trade.TradePrice ?? 0) + Math.Abs(optionValue == null ? 0 : optionValue.DeltaCash) * UpLimitValue;
}
///
/// 确认书文档生成后的处理
///
public bool OnConfirmationGenerated()
{
//var trade = DbContext.trade.Find(Trade.id);
//var childTds = DbContext.trade.Where(x => x.ParentTradeId == Trade.id);
//HasGeneratedConfirmBook 已经转换成 Function 不需要修改数据库 验证后可删除
//TradeDalService service = new TradeDalService(this);
//var trade = service.GetTradeOrEodTrade(new[] { Trade.id }, ValueDate, true).FirstOrDefault();
//var childTds = service.GetStructTradeFromTradeOrEodTrade(new[] { Trade.id }, ValueDate, true);
//trade.HasGeneratedConfirmBook = 1;
//foreach (var child in childTds)
//{
// child.HasGeneratedConfirmBook = 1;
//}
return true;
}
///
/// 获取主交易的资金信息
///
///
public trade_cash GetTradeCash()
{
return _tradeCash;
}
public trade_cash GetTradeCashById(int cashId)
{
return DbContext.trade_cash.Where(O => O.id == cashId).FirstOrDefault();
}
public IEnumerable> GetTradeCashes(int tradeId)
{
//var tradeIds = DbContext.trade.Where(O => O.id == tradeId || O.ParentTradeId == tradeId).Select(O => O.id).ToList();
var tradeIds = new TradeDalService(this).GetTradeOrEodTradeOfTidAPid(new[] { tradeId }, SystemValueDate).Select(O => O.id).ToList();
if (GetErpConfig().Company == CompanyEnum.东莞)
{
var subTrades = GetSubTrades(tradeId);
tradeIds.AddRange(subTrades.Select(n => n.id).ToList());
}
IEnumerable cashes = DbContext.trade_cash.Where(O => tradeIds.Contains(O.TradeId) && O.ValidState != ConsGlobal.InValid && !O.IsDeleted).ToList();
var result = new List>();
var dates = cashes.Select(O => O.ValueDate).ToArray();
foreach (var c in cashes)
{
result.Add(new KeyValuePair(
new TradeDalService(this).GetTradeOrEodTrade(new[] { c.TradeId }, c.ValueDate).First(),
c));
}
return result;
}
public IEnumerable GetSubTrades(int parentTradeId)
{
var trades = new TradeDalService(this).GetStructTradeFromTradeOrEodTrade(new[] { parentTradeId }, SystemValueDate).ToList();
return trades;
}
public OtcTradeBase GetParentTrade(int parentTradeId)
{
return DbContext.trade.Find(parentTradeId);
}
public List GetGroupTradeCashs(int parentTradeCashId)
{
return DbContext.trade_cash.Where(x => x.ParentTradeCashId == parentTradeCashId && x.ValidState != "InValid").ToList();
}
///
/// 累计期权id获取转远期的tradecash记录
///
///
///
public List GetConvForwardTradeCash(int tradeId)
{
var forwardTradeNumberList = DbContext.autocall_observation.Where(n => n.TradeId == tradeId && n.SettlementMode.Contains("转远期")).Select(n => n.ConvTradeNumber).ToList();
var tradeCash = (from cash in DbContext.trade_cash
join trade in DbContext.trade on cash.TradeId equals trade.id
where trade.ValidState != "InValid" && cash.ValidState != "InValid" && forwardTradeNumberList.Contains(trade.TradeNumber)
select cash).ToList();
return tradeCash;
}
///
/// 获取子交易的资金信息
///
///
public IEnumerable GetSubTradeCashes()
{
return _subTradeCashes;
}
public string DateFormat(DateTime date)
{
var month = date.Month.ToString();
if (date.Month == 10)
{
month = "A";
}
else if (date.Month == 11)
{
month = "B";
}
else if (date.Month == 12)
{
month = "C";
}
var day = date.Day.ToString().PadLeft(2, '0');
return month + day;
}
public string DoubleFormat(double? value)
{
if (value == null)
{
return "0";
}
if (Math.Floor(value.Value) == value)
{
return ((int)value).ToString();
}
return value.Value.ToString("f1").Replace('.', 'd');
}
public virtual string GenerateContractNo(out string contractIndex)
{
contractIndex = "";
string contractNo;
#region 移除过期缓存
var guoqitime = DateTime.Now.AddHours(-1).Ticks;
var liststr = new List();
foreach (var ContractCodeCache in ContractCodeCache)
{
if (ContractCodeCache.Value[1] - guoqitime < 0)
{
liststr.Add(ContractCodeCache.Key);
}
}
liststr.ForEach(o => ContractCodeCache.Remove(o));
#endregion
switch (GetErpConfig().Company)
{
case CompanyEnum.长江:
contractNo = GenerateCJContractNo();
break;
case CompanyEnum.宏源:
contractNo = GenerateHYContractNo();
break;
case CompanyEnum.海通:
contractNo = GenerateHTContractNo();
break;
case CompanyEnum.中财资本:
contractNo = GenerateZCContractNo(out contractIndex);
break;
case CompanyEnum.国泰君安:
contractNo = GenerateGTJAContractNo(out contractIndex);
break;
case CompanyEnum.上期资本:
contractNo = GenerateSQContractNo(out contractIndex);
break;
case CompanyEnum.瑞达:
contractNo = GenerateRDXKContractNo();
break;
case CompanyEnum.东方财富:
contractNo = GenerateDFCFContractNo(out contractIndex);
break;
case CompanyEnum.国海:
contractNo = GenerateGHContractNo(out contractIndex);
break;
case CompanyEnum.山西:
contractNo = GenerateSXContractNo(out contractIndex);
break;
case CompanyEnum.东莞:
contractNo = GenerateDongGuanContractNo(out contractIndex);
break;
case CompanyEnum.天风:
contractNo = GenerateTFContractNo(out contractIndex);
break;
case CompanyEnum.广期资本:
contractNo = GenerateGQContractNo(out contractIndex);
break;
case CompanyEnum.中粮:
contractNo = GenerateGTJAContractNo(out contractIndex);
break;
case CompanyEnum.浙期:
contractNo = GenerateZheQiContractNo(out contractIndex);
break;
case CompanyEnum.国信金阳:
contractNo = GenerateGXJYContractNo(out contractIndex);
break;
case CompanyEnum.华安:
contractNo = GenerateHuaAniContractNo();
break;
case CompanyEnum.华西:
contractNo = GenerateHuaXiContractNo();
break;
case CompanyEnum.国贸启润:
contractNo = GenerateGuoMaoContractNo();
break;
case CompanyEnum.物产中大:
contractNo = GenerateWCZDContractNo();
break;
case CompanyEnum.招证:
contractNo = GenerateZhaoZhengContractNo();
break;
case CompanyEnum.默认:
case CompanyEnum.红塔众鑫:
contractNo = "yilian-" + UniqueTimeId.GetStr();
break;
case CompanyEnum.山西固收:
contractNo = GenerateShanXiGuShouContractNo();
break;
case CompanyEnum.浙商:
contractNo = GenerateZheShangContractNo();
break;
case CompanyEnum.国联:
contractNo = GenerateGuolianContractNo();
break;
default:
throw new ContextMarshalException("未实现");
}
return contractNo;
}
///
/// 山西固收交易确认书编号
///
///
private string GenerateShanXiGuShouContractNo()
{
if (_contractType != ContractTypeEnum.Trade)
{
return UniqueTimeId.GetStr();
}
return Trade.TradeNumber;
string prefix = $"SAC-{Trade.TradeDate:yyyyMMdd}-GSTRS-";
string contractNo = string.Empty;
lock (_syncLock)
{
var query = from r in DbContext.trade_contract_r
join t in DbContext.trade on r.TradeId equals t.id
where r.Type == ContractTypeEnum.Trade && r.ContractCode.StartsWith(prefix)
select r;
var codeList = query.Select(s=>s.ContractCode).ToList();
var count = codeList.Count;
do
{
count++;
contractNo = $"{prefix}{count:0000}";
} while (codeList.Contains(contractNo));
}
return contractNo;
}
///
/// 浙商交易确认书编号
///
///
private string GenerateZheShangContractNo()
{
if (_contractType != ContractTypeEnum.Trade)
{
return UniqueTimeId.GetStr();
}
if (Trade.TradeType == "收益互换")
{
var posi = GetSwapPositions(Trade.id, true).FirstOrDefault(p => p.PositionType > 0);
var isLong = posi?.PositionType == (int)PositionTypeFlag.Short ? false : true;
return "GLMS-" + _client.Number + "-" + Trade.TradeDate?.ToString("yyyyMMdd") + (isLong ? "-L" : "-S");
}
return Trade.TradeNumber;
}
private string GenerateGuolianContractNo()
{
if (_contractType != ContractTypeEnum.Trade)
{
return UniqueTimeId.GetStr();
}
if (Trade.TradeType == "收益互换")
{
var posi = GetSwapPositions(Trade.id, true).FirstOrDefault(p => p.PositionType > 0);
var isLong = posi?.PositionType == (int)PositionTypeFlag.Short ? false : true;
return "GLMS-" + _client.Number + "-" + Trade.TradeNumber;
}
return Trade.TradeNumber;
}
///
/// 生成国贸确认书编号
///
///
///
private string GenerateGuoMaoContractNo()
{
var contractNo = "";
var sb = new StringBuilder($"{GetClient().Number}");
var builder = PredicateBuilder.Create(O => true);
switch (_contractType)
{
case ContractTypeEnum.Trade:
sb.Append("-JY-");
sb.Append(Trade.TradeDate.Value.ToString("yyyyMMdd"));
builder = builder.And(O => O.Type == ContractTypeEnum.Trade);
break;
case ContractTypeEnum.UnWind:
case ContractTypeEnum.Clearing:
default:
builder = builder.And(O => O.Type != ContractTypeEnum.Trade);
sb.Append("-JS-");
sb.Append(GetTradeCash().ValueDate.ToString("yyyyMMdd"));
break;
}
var prefix = sb.ToString();
var codeList = DbContext.trade_contract_r.AsNoTracking().Where(builder).Where(O => O.ContractCode.StartsWith(prefix)).Select(O => O.ContractCode).ToList();
var count = codeList.Count;
do
{
count++;
contractNo = $"{prefix}{count:000}";
} while (codeList.Contains(contractNo));
return contractNo;
}
///
/// 生成招证确认书编号
///
///
///
private string GenerateZhaoZhengContractNo()
{
var service = new TradeMetaService(OptUser);
var tc = GetTradeCash();
var contractNo = "";
var suffix = "";
var sb = new StringBuilder($"SAC-{GetClient().Number}-");
var builder = PredicateBuilder.Create(O => true);
switch (_contractType)
{
case ContractTypeEnum.Trade:
sb.Append(Trade.TradeDate.Value.ToString("yyyyMMdd"));
builder = builder.And(O => O.Type == ContractTypeEnum.Trade);
break;
case ContractTypeEnum.UnWind:
case ContractTypeEnum.Clearing:
default:
builder = builder.And(O => O.Type != ContractTypeEnum.Trade);
sb.Append(tc.ValueDate.ToString("yyyyMMdd"));
suffix = "QS";
break;
}
switch (Trade.TradeType)
{
case "收益互换":
sb.Append("SW");
break;
case "远期":
sb.Append("FW");
break;
case "现金流交易":
sb.Append("OT");
break;
default:
sb.Append("OP");
break;
}
var prefix = sb.ToString();
var codeList = DbContext.trade_contract_r.AsNoTracking().Where(builder).Where(O => O.ContractCode.StartsWith(prefix)).Select(O => O.ContractCode).ToList();
var count = codeList.Count;
do
{
count++;
contractNo = $"{prefix}{count:00}{suffix}";
} while (codeList.Contains(contractNo));
//var metaKey = "期货报送成交编号" + tc.id;
//if (service.GetTradeMeta(Trade.id, metaKey).IsNullOrWhiteSpace())
//{
// var dealNumber = GenerateZhaoZhengDealNumber(prefix);
// new TradeMetaService(OptUser).AddTradeMeta(Trade.id, metaKey, dealNumber);
//}
return contractNo;
}
///
/// 生成招证期货报送成交编号
///
///
///
//private string GenerateZhaoZhengDealNumber(string contractNoPrefix)
//{
// var contractNo = "";
// string tradeType = "";
// switch (Trade.TradeType)
// {
// case "收益互换":
// tradeType = "SW";
// break;
// case "远期":
// tradeType = "FW";
// break;
// case "现金流交易":
// tradeType = "OT";
// break;
// default:
// tradeType = "OP";
// break;
// }
// StringBuilder tradeNumberStr = new StringBuilder($"{tradeType}-{GetClient().Number}-");
// switch (_contractType)
// {
// case ContractTypeEnum.Trade:
// tradeNumberStr.Append(Trade.TradeDate.Value.ToString("yyyyMMdd"));
// break;
// case ContractTypeEnum.UnWind:
// case ContractTypeEnum.Clearing:
// default:
// tradeNumberStr.Append(GetTradeCash().ValueDate.ToString("yyyyMMdd"));
// break;
// }
// string prefix = tradeNumberStr.ToString();
// var list = DbContext.TradeMeta.Where(O => O.MetaKey.StartsWith("期货报送成交编号") && O.MetaValue.StartsWith(prefix)).Select(O => O.MetaValue).ToArray();
// var count = DbContext.trade_contract_r.AsNoTracking().Where(O => O.ContractCode.StartsWith(contractNoPrefix)).Count();
// do
// {
// count++;
// contractNo = $"{prefix}{count:0000}";
// } while (list.Contains(contractNo));
// return contractNo;
//}
///
/// 仅支持生成提前终止和到期结算确认书编号
///
///
///
private string GenerateHuaXiContractNo()
{
var contractNo = "";
const string company = "华西证券-";
var year = Trade.TradeDate?.ToString("yyyy") + "-";
var leftPart = "SACOE-" + company + year;
if (Trade.TradeType == "收益互换")
{
leftPart = "SACTE-" + company + year;
}
var rule = Trade.TradeNumber.Split('-')?[3];
var prefix = leftPart + rule;
var contractCode = DbContext.trade_contract_r.Where(O => O.ContractCode.StartsWith(prefix) && O.IsValid).OrderByDescending(x => x.ContractCode)?.FirstOrDefault()?.ContractCode;
var code = contractCode == null ? "0" : contractCode.Substring(contractCode.Length - 1, 1);
var count = Convert.ToInt32(code) + 1;
contractNo = $"{prefix}-{count}";
return contractNo;
}
///
/// 仅支持生成提前终止和到期结算确认书编号
///
///
///
private string GenerateHuaAniContractNo()
{
var client = GetClient();
var prefix = Trade.TradeNumber + "-JS";
var contractNo = "";
var contractCode = DbContext.trade_contract_r.Where(O => O.ContractCode.StartsWith(prefix) && O.IsValid).OrderByDescending(x => x.ContractCode)?.FirstOrDefault()?.ContractCode;
var code = contractCode == null ? "0" : contractCode.Substring(contractCode.Length - 2, 2);
var count = Convert.ToInt32(code) + 1;
contractNo = $"{prefix}{count.ToString().PadLeft(2, '0')}";
return contractNo;
}
///
/// 仅支持生成提前终止和到期结算确认书编号
///
///
///
private string GenerateZheQiContractNo(out string contractIndex)
{
contractIndex = "";
var tradeCash = TradeCashes[Trade.id].FirstOrDefault();
var db = DbContextFactory.GetYLDbContext();
var tradeQuery = db.trade.Where(O => O.ValidState != "InValid" && O.TradeDate == Trade.TradeDate);
var tradeTypeEn = "";
if (Trade.TradeType == "远期")
{
tradeQuery = tradeQuery.Where(O => O.TradeType == "远期");
if (Trade.StructureType == "掉期")
{
tradeTypeEn = "SW";
tradeQuery = tradeQuery.Where(O => O.StructureType == "掉期" || O.TradeType == "收益互换");
}
else
{
tradeTypeEn = "FW";
tradeQuery = tradeQuery.Where(O => O.StructureType != "掉期");
}
}
else if (Trade.TradeType == "收益互换")
{
tradeTypeEn = "SW";
tradeQuery = tradeQuery.Where(O => O.StructureType == "掉期" || O.TradeType == "收益互换");
}
else
{
var tradeTypes = new[] { "远期", "收益互换" };
tradeQuery = tradeQuery.Where(O => !tradeTypes.Contains(O.TradeType));
tradeTypeEn = "OP";
}
var actions = new[] { "系统操作-平仓费", "系统操作-行权费" };
var codeInfos = (from tc in db.trade_cash
join t in tradeQuery
on tc.TradeId equals t.id
join tr in db.trade_contract_r
on tc.id equals tr.TradeCashId into tempTr
from tr in tempTr.DefaultIfEmpty()
where tr.IsValid
&& tc.ValidState != "InValid" && tc.IsDeleted == false
&& tc.id != tradeCash.id && (actions.Contains(tc.Action) || tc.IsLastAction)
select new { tcId = tc.id, ContractCode = tr.ContractCode }).ToArray();
var tradeTag = "";
var client = DataCacheProvider.GetClientDataSource().GetData(Trade.ClientId);
tradeTag = $"{tradeTypeEn}{Trade.TradeDate?.ToString("yyMMdd")}";
var count = codeInfos.Count(O => O.tcId < tradeCash.id);
var tradeNumber = "";
do
{
count++;
tradeNumber = $"{client.Number}{tradeTag}{count.ToString("000")}Q";
} while (codeInfos.Any(O => O.ContractCode == tradeNumber) || ContractCodeCache.ContainsKey(tradeNumber));
var tcId = GetTradeCash().id;
ContractCodeCache[tradeNumber] = new[] { tcId, DateTime.Now.Ticks };
return tradeNumber;
}
///
/// 检查生成的确认书编号是否存在
///
///
///
private bool CheckContractNo(string contractNo)
{
return DbContext.trade_contract_r.Any(O => O.ContractCode == contractNo);
}
private string GenerateRDXKContractNo()
{
var client = GetClient();
if (string.IsNullOrWhiteSpace(client.Code))
{ throw new TradeDocGenerateException("客户代码不应为空"); }
var prefix = $"RDXK-{client.Code}-";
if (Trade.TradeType == "远期")
{
if (Trade.StructureType == "掉期")
{
prefix += "SW-";
}
else
{
prefix += "FW-";
}
}
else if (Trade.TradeType == "亚式期权")
{
prefix += "AS-";
}
prefix += GetTradeCash().ValueDate.ToString("yyyyMMdd") + "-";
var contractNo = "";
var codes = DbContext.trade_contract_r.Where(O => O.ContractCode.StartsWith(prefix) && O.IsValid).Select(O => O.ContractCode).ToHashSet();
var count = codes.Count;
do
{
count++;
contractNo = prefix + count;
} while (codes.Contains(contractNo));
return contractNo;
}
private string GenerateZCContractNo(out string contractIndex)
{
var client = GetClient();
var ruleId = "";
var suffix = "";
switch (_contractType)
{
case ContractTypeEnum.Trade:
ruleId = "ZC";
break;
case ContractTypeEnum.Clearing:
ruleId = "ZCSettlement";
suffix = "S";
break;
case ContractTypeEnum.UnWind:
ruleId = "ZCUnWind";
suffix = " - 01";
break;
default:
break;
}
string code;
do
{
contractIndex = ContractBLL.GetRuleIndex(ruleId).ToString();
contractIndex = contractIndex.ToString().PadLeft(4, '0');
code = $"{client.Number}C{contractIndex}{suffix}";
} while (CheckContractNo(code));
return code;
}
private string GenerateGTJAContractNo(out string contractIndex)
{
var client = GetClient();
var ruleId = "";
var suffix = "";
var instrumentTypeArr = new List() { ConsGlobal.InstrumentType.Stock, ConsGlobal.InstrumentType.StockIF, ConsGlobal.InstrumentType.StockIndex };
if (instrumentTypeArr.Contains(GetTradeUnderlying().UnderlyingInstrumentType) || Trade.TradeType == "雪球期权")
{
var date = GetTradeCash().ValueDate.ToString("yyyyMMdd");
if (StartDate != null && EndDate != null && StartDate != EndDate)
{
date = $"{StartDate.Value.ToString("yyyyMMdd")}-{EndDate.Value.ToString("yyyyMMdd")}";
}
contractIndex = date;
return $"{client.Number}-{date}-0";
}
else
{
switch (_contractType)
{
case ContractTypeEnum.Trade:
ruleId = "GTJA";
break;
case ContractTypeEnum.Clearing:
ruleId = "GTJASettlement";
suffix = "S";
break;
case ContractTypeEnum.UnWind:
ruleId = "GTJAUnWind";
suffix = " - 01";
break;
default:
break;
}
string code;
do
{
contractIndex = ContractBLL.GetRuleIndex(ruleId).ToString();
contractIndex = contractIndex.ToString().PadLeft(4, '0');
code = $"{client.Number}C{contractIndex}{suffix}";
} while (CheckContractNo(code));
return code;
}
}
private string GenerateHTContractNo()
{
string contractNo;
var date = GetTradeCash().ValueDate;
var valueDates = new List();
foreach (var item in TradeCashes.Values)
{ valueDates.AddRange(item.Select(O => O.ValueDate).ToList()); }
if (valueDates.ToHashSet().Count > 1) { throw new ArgumentException((_contractType == ContractTypeEnum.Trade ? "交易" : "结算") + "日期不正确"); }
var prefix = $"{_client.Number}{date:yyyyMMdd}";
switch (_contractType)
{
case ContractTypeEnum.Trade:
prefix += "T";
break;
case ContractTypeEnum.Clearing:
case ContractTypeEnum.UnWind:
prefix += "S";
break;
default:
break;
}
var codes = DbContext.trade_contract_r.Where(O => O.ContractCode.StartsWith(prefix) && O.IsValid).Select(O => O.ContractCode).ToHashSet();
var count = codes.Count;
do
{
count++;
contractNo = prefix + count;
} while (codes.Contains(contractNo));
return contractNo;
}
private string GenerateWCZDContractNo()
{
var prefix = GetClient().Number + "-" + DateTime.Now.ToString("yyyyMMdd");
var contractNo = "";
var contracts = DbContext.trade_contract_r.Where(_ => Trade.id == (_.TradeId) && _.Type == _contractType && _.IsValid);
if (contracts != null && contracts.Any())
{
contractNo = contracts.First().ContractCode;
}
else
{
var codes = DbContext.trade_contract_r.Where(O => O.ContractCode.StartsWith(prefix) && O.IsValid).Select(O => O.ContractCode).ToHashSet();
var count = codes.Count;
do
{
count++;
contractNo = prefix + count.ToString("D3");
} while (codes.Contains(contractNo));
}
return contractNo;
}
public string GenerateWCZDChildrenContractNo(int tId, int tcId)
{
//所有确认书编号都在trademate里面存取
var contractNo = "";
var showcontractNo = "";
var prefix = GetClient().Number + "-";
var endFlag = "";
var contractC = DbContext.trade_contract_r_number.Where(_ => tId == (_.TradeId) && _.TradeConfirmNumber.StartsWith(prefix) && _.TradeConfirmNumberType == "C");
var currentTrade = DbContext.trade.Where(t => t.id == tId).First();
var tParentId = currentTrade.ParentTradeId > 0 ? currentTrade.ParentTradeId : 0;
switch (_contractType)
{
case ContractTypeEnum.Trade:
endFlag = "C";
//是否有父交易
if (currentTrade.ParentTradeId > 0)
{
contractC = DbContext.trade_contract_r_number.Where(_ => tParentId == (_.TradeParentId) && _.TradeConfirmNumber.StartsWith(prefix) && _.TradeConfirmNumberType == "C");
}
if (contractC != null && contractC.Any())
{
contractNo = contractC.First().TradeConfirmNumber;
break;
}
else
{
var endPreFix = "";
//累计转远期特殊处理
if (currentTrade.TradeType == "远期" && (currentTrade.Comments ?? "").Contains("累计期权"))
{
var AcctradeFirst = DbContext.trade.Where(l => l.TradeNumber == currentTrade.Comments.Replace("累计期权:", "")).First();
//获取父数据的交易确认书编号
var AccParent = DbContext.trade_contract_r_number.Where(_ => AcctradeFirst.id == (_.TradeId) && _.TradeConfirmNumberType == endFlag);
if (AccParent != null && AccParent.Any())
{
prefix = AccParent.First().TradeConfirmNumber;
prefix += "-";
if (AcctradeFirst?.ParentTradeId > 0)
{
var legs = DbContext.trade.Where(l => l.ParentTradeId == AcctradeFirst.ParentTradeId && AcctradeFirst.id >= l.id).Count();
endPreFix = "-yleg" + legs;
}
}
else
{
throw new Exception("累计未生成交易确认书，导致远期找不到当前累计确认书编号！");
}
}
var codes = DbContext.trade_contract_r_number.Where(O => O.TradeConfirmNumber.StartsWith(prefix) && O.TradeConfirmNumber.EndsWith(endPreFix) && O.TradeConfirmNumberType == endFlag).Select(O => O.TradeConfirmNumber).ToHashSet();
var count = codes.Any() ? codes.Select(x => new { number = x.Substring(prefix.Length, (endPreFix).Length) }).Max(x => int.TryParse(x.number, out var num) ? num : 0) : 0;
do
{
count++;
contractNo = prefix + (count > 999 ? count.ToString("D4") : count.ToString("D3")) + endPreFix;
} while (codes.Where(c => c.StartsWith(prefix) && c.Contains(contractNo) && c.EndsWith(endPreFix)).Any());
break;
}
case ContractTypeEnum.Clearing:
case ContractTypeEnum.UnWind:
endFlag = _contractType == ContractTypeEnum.Clearing ? "S" : "U";
if (contractC != null && contractC.Any())
{
var contractS_Or_U = DbContext.trade_contract_r_number.Where(O => O.TradeId == tId && O.TradeCashId == tcId && O.TradeConfirmNumber.StartsWith(prefix) && O.TradeConfirmNumberType == endFlag);
//是否有父交易
if (currentTrade.ParentTradeId > 0)
{
contractC = DbContext.trade_contract_r_number.Where(_ => tParentId == (_.TradeParentId) && _.TradeConfirmNumber.StartsWith(prefix) && _.TradeConfirmNumberType == "C");
}
if (contractS_Or_U != null && contractS_Or_U.Any())
{
contractNo = contractS_Or_U.First().TradeConfirmNumber;
showcontractNo = contractS_Or_U.First().ShowTradeConfirmNumber;
break;
}
var tradeCash = GetTradeCash();
if (currentTrade.IsGroup != 2 && currentTrade.ParentTradeId > 0)
{
//全部平仓一腿
var legs = DbContext.trade.Where(l => l.ParentTradeId == currentTrade.ParentTradeId && currentTrade.id >= l.id).Count();
contractNo = contractC.First().TradeConfirmNumber + "-leg" + legs;
}
else
{
contractNo = contractC.First().TradeConfirmNumber;
}
IEnumerable> trade_Cashes = GetTradeCashes(tId).Where(l => ((l.Value.UnwindType ?? "").Contains("部分") || (l.Value.UnwindType ?? "").Contains("全部")) && l.Value.id < tcId).OrderBy(l => l.Value.id);
if (trade_Cashes != null && trade_Cashes.Any())
{
showcontractNo = contractNo + "-" + (trade_Cashes.Count() + 1);
}
else
{
if (currentTrade.ParentTradeId == 0 || GetTradeCashes(tId).Where(l => (l.Value.UnwindType ?? "").Contains("部分")).Any())
{
showcontractNo = contractNo + "-" + 1;
}
else
{
showcontractNo = contractNo;
}
}
}
else
{
throw new Exception("交易确认书未生成！");
}
break;
default:
break;
}
if ((DbContext.trade_contract_r_number.Where(O => O.TradeId == tId && O.TradeParentId == tParentId && O.TradeCashId == tcId && O.TradeConfirmNumberType == endFlag).FirstOrDefault()) == null)
{
var trade_Contract_R_Number = new trade_contract_r_number()
{
TradeId = tId,
TradeCashId = tcId,
TradeConfirmNumber = contractNo,
TradeConfirmNumberType = endFlag,
TradeParentId = tParentId,
ShowTradeConfirmNumber = String.IsNullOrWhiteSpace(showcontractNo) ? contractNo : showcontractNo,
};
trade_Contract_R_Number.SetOpt(UserInfo);
DbContext.trade_contract_r_number.Add(trade_Contract_R_Number);
DbContext.SaveChanges();
}
if (_contractType == "交易确认书")
{
//持仓编号[123,123C],[123,123U]
var metaValue = contractNo;
var legStr = "";
if (currentTrade.ParentTradeId == 0 && !metaValue.Contains("leg"))//)Trade.ParentTradeId == 0 && !Trade.Comments.Contains("累计期权"))
{
if ((currentTrade.Comments ?? "").Contains("累计期权"))
{
legStr += "-yleg1";
}
else
{
legStr += "-leg1";
}
}
else if (currentTrade.ParentTradeId > 0 && !metaValue.Contains("leg"))
{
var legs = DbContext.trade.Where(l => l.ParentTradeId == currentTrade.ParentTradeId && tId >= l.id).Count();
legStr += "-leg" + legs;
}
metaValue += legStr;
TradeMeta meta = null;
if ((meta = DbContext.TradeMeta.Where(O => O.TradeId == tId && O.MetaKey == ConsTradeMetaKey.ContractCode).FirstOrDefault()) == null)
{
meta = new TradeMeta
{
TradeId = tId,
MetaKey = ConsTradeMetaKey.ContractCode,
MetaValue = metaValue,
CreateTime = DateTime.Now
};
DbContext.TradeMeta.Add(meta);
DbContext.SaveChanges();
}
}
return ContractTypeEnum.Trade == _contractType ? contractNo : showcontractNo;
}
public string GetWCZDConfirmNumber(int tId, int tcId, string type)
{
return DbContext.trade_contract_r_number.Where(O => O.TradeId == tId && O.TradeCashId == tcId && O.TradeConfirmNumberType == type).FirstOrDefault().TradeConfirmNumber;
}
private string GenerateHYContractNo()
{
if (string.IsNullOrWhiteSpace(_client.Code))
{
throw new TradeDocGenerateException("生成合同编号失败，请先添加客户代码!");
}
if (string.IsNullOrWhiteSpace(_client.Abbreviation))
{
throw new TradeDocGenerateException("生成合同编号失败，请先添加客户简称!");
}
if (!_client.ProtocolSignDate.HasValue)
{
throw new TradeDocGenerateException("生成合同编号失败，请先添加客户商品类协议签署日期!");
}
var tradeCount =
DbContext.trade
.Where(O =>
O.ClientId == _client.id
&& O.ParentTradeId == 0
&& O.ValidState != "InValid"
&& O.id < Trade.id).Count();
string code;
do
{
tradeCount += 1;
code = $"HL-{_client.Code}-{_client.ProtocolSignDate?.ToString("yyyy")}-{_client.Abbreviation}-SAC-01-1-TC{tradeCount:000}";
} while (CheckContractNo(code));
return code;
}
private string GenerateCJContractNo()
{
var contractNo = "";
var tradeIndex = 1;
var groupIndex = 1;
var tradeId = 0;
var date = DateTime.MinValue;
var unwindCount = "";
var query = DbContext.trade.Where(O => O.ValidState != "InValid");
if (Trade.GroupId.HasValue)
{
var trades = query.Where(O => O.GroupName == Trade.GroupName).OrderBy(O => O.id).ToList();
groupIndex = trades.Where(O => O.id <= Trade.id).Count();
tradeId = trades[0].id;
}
query = query.Where(O => ConsTrade.OptionTradeTypes.Contains(O.TradeType));
switch (_contractType)
{
case ContractTypeEnum.Trade:
date = Trade.TradeDate ?? date;
query = query.Where(O => O.TradeDate == Trade.TradeDate);
break;
case ContractTypeEnum.UnWind:
date = Trade.UnWindDate ?? date;
query = query.Where(O => O.UnWindDate == Trade.UnWindDate);
unwindCount = UnwindCount().ToString();
break;
case ContractTypeEnum.Clearing:
date = Trade.ExerciseDate ?? date;
query = query.Where(O => O.ExerciseDate == Trade.ExerciseDate);
break;
default: return contractNo;
}
var prefixStr = $"CJ{date:yyyyMMdd}";
var codes = DbContext.trade_contract_r.Where(O => O.IsValid).Join(query, TCR => TCR.TradeId, T => T.id, (TCR, T) => TCR.ContractCode).ToList();
codes = codes.Union(DbContext.trade_contract_r.Where(O => O.ContractCode.StartsWith(prefixStr) && O.IsValid).Select(O => O.ContractCode).ToList()).ToList();
var metaKey = $"{date:yyyy-MM-dd}_{_contractType}{unwindCount}";
TradeMeta meta = null;
if ((meta = DbContext.TradeMeta.Where(O => O.TradeId == Trade.id && O.MetaKey == metaKey).FirstOrDefault()) != null)
{ contractNo = meta.MetaValue; }
else
{
meta = new TradeMeta
{
TradeId = Trade.id,
MetaKey = metaKey,
CreateTime = DateTime.Now
};
DbContext.TradeMeta.Add(meta);
}
if (string.IsNullOrWhiteSpace(contractNo) || codes.Contains(contractNo))
{
var prefix = date.ToString("yyyy-MM-dd_");
codes.AddRange(
DbContext.TradeMeta
.Where(O => O.MetaKey.StartsWith(prefix))
.Select(O => O.MetaValue).ToList());
if (query.Where(O => O.id == tradeId).Count() == 0) { tradeId = Trade.id; }
if (Trade.GroupId.HasValue) { query = query.Where(O => O.GroupId != Trade.GroupId); }
query = query.Where(O => O.id < tradeId);
tradeIndex = query.Where(O => O.GroupId != null).AsEnumerable().GroupBy(O => O.GroupId).Count();
tradeIndex += query.Where(O => O.GroupId == null).Count();
do
{
tradeIndex++;
contractNo = $"{prefixStr}{tradeIndex:D2}{groupIndex:D3}";
}
while (codes.Contains(contractNo));
meta.MetaValue = contractNo;
DbContext.SaveChanges();
}
return contractNo;
}
private string GenerateSQContractNo(out string contractIndex)
{
var code = "";
contractIndex = "";
var clientObj = GetClient();
var date = DateTime.MinValue;
var unwindCount = "";
var query = DbContext.trade.Where(O => O.ValidState != "InValid");
switch (_contractType)
{
case ContractTypeEnum.Trade:
date = Trade.TradeDate ?? date;
query = query.Where(O => O.TradeDate == Trade.TradeDate);
break;
case ContractTypeEnum.UnWind:
date = Trade.UnWindDate ?? date;
query = query.Where(O => O.UnWindDate == Trade.UnWindDate);
unwindCount = UnwindCount().ToString();
break;
case ContractTypeEnum.Clearing:
date = Trade.ExerciseDate ?? date;
query = query.Where(O => O.ExerciseDate == Trade.ExerciseDate);
break;
default: return code;
}
var prefix = $"{clientObj.Number}-JY-{date:yyyyMMdd}";
var codes = DbContext.trade_contract_r.Where(O => O.ContractCode.StartsWith(prefix) && O.IsValid).Select(O => O.ContractCode).ToList();
var metaKey = $"{date:yyyy-MM-dd}_{_contractType}{unwindCount}";
TradeMeta meta = null;
if ((meta = DbContext.TradeMeta.Where(O => O.TradeId == Trade.id && O.MetaKey == metaKey).FirstOrDefault()) != null)
{ code = meta.MetaValue; }
else
{
meta = new TradeMeta
{
TradeId = Trade.id,
MetaKey = metaKey,
CreateTime = DateTime.Now
};
DbContext.TradeMeta.Add(meta);
}
if (string.IsNullOrWhiteSpace(code) || codes.Contains(code))
{
var tradeCodes = codes
.Where(O => O.Contains(prefix))
.OrderByDescending(O => O);
var tradeCode = tradeCodes.FirstOrDefault();
if (string.IsNullOrWhiteSpace(tradeCode) || !int.TryParse(tradeCode.Substring(prefix.Length).TrimEnd(), out var tradeCount))
{
tradeCount = 0;
}
do
{
tradeCount++;
contractIndex = tradeCount.ToString("00");
code = $"{prefix}{contractIndex}";
} while (codes.Contains(code));
meta.MetaValue = code;
DbContext.SaveChanges();
}
return code;
}
private string GenerateDFCFContractNo(out string contractIndex)
{
var client = GetClient();
var Abbreviation = client != null ? client.Abbreviation : "";
if (client.ClientType == "产品") Abbreviation = client != null ? client.AdminFullName : "";
var date = DateTime.Now.ToString("yyyy");
var ruleId = "DFCF-" + Abbreviation + "-" + date;
string code;
do
{
contractIndex = ContractBLL.GetRuleIndex(ruleId).ToString();
contractIndex = contractIndex.ToString().PadLeft(3, '0');
code = $"{ruleId}-{contractIndex}";
} while (CheckContractNo(code));
return code;
}
private string GenerateGHContractNo(out string contractIndex)
{
var date = DateTime.Now.ToString("yyyy");
var client = GetClient();
var Abbreviation = client != null ? client.Abbreviation : "";
if (client.ClientType == "产品") Abbreviation = client != null ? client.AdminFullName : "";
var ruleId = "GH-" + Abbreviation + "-" + date;
string code;
do
{
contractIndex = ContractBLL.GetRuleIndex(ruleId).ToString();
contractIndex = contractIndex.ToString().PadLeft(4, '0');
code = $"{ruleId}-{contractIndex}";
} while (CheckContractNo(code));
return code;
}
private string GenerateDongGuanContractNo(out string contractIndex)
{
var code = string.Empty;
var codes = DbContext.trade_contract_r.Where(n => n.TradeId == Trade.id && n.Type == "交易确认书")
.OrderBy(n => n.id).Select(n => new { n.ContractCode, n.IsValid }).ToArray();
if (codes.Length > 0)
{
code = (codes.FirstOrDefault(n => n.IsValid) ?? codes[0]).ContractCode;
var index = code.LastIndexOf('-');
contractIndex = index > 0 ? code.Substring(index + 1) : string.Empty;
}
else
{
var date = DateTime.Now.ToString("yyyy");
var client = GetClient();
var Abbreviation = client != null ? client.Abbreviation : "";
if (client.ClientType == "产品") Abbreviation = client != null ? client.AdminFullName : "";
var ruleId = "DG-" + Abbreviation + "-" + date;
do
{
contractIndex = ContractBLL.GetRuleIndex(ruleId).ToString();
contractIndex = contractIndex.ToString().PadLeft(4, '0');
code = $"{ruleId}-{contractIndex}";
} while (CheckContractNo(code));
}
return code;
}
private string GenerateTFContractNo(out string contractIndex)
{
var date = DateTime.Now.ToString("yyyy");
var client = GetClient();
var Abbreviation = client != null ? client.Abbreviation : "";
if (client.ClientType == "产品") Abbreviation = client != null ? client.AdminFullName : "";
var ruleId = "TF-" + Abbreviation + "-" + date;
string code;
do
{
contractIndex = ContractBLL.GetRuleIndex(ruleId).ToString();
contractIndex = contractIndex.ToString().PadLeft(4, '0');
code = $"{ruleId}-{contractIndex}";
} while (CheckContractNo(code));
return code;
}
private string GenerateSXContractNo(out string contractIndex)
{
var date = DateTime.Now.ToString("yyyy");
var client = GetClient();
var Abbreviation = client != null ? client.Abbreviation : "";
if (client.ClientType == "产品") Abbreviation = client != null ? client.AdminFullName : "";
var ruleId = "SX-" + Abbreviation + "-" + date;
string code;
do
{
contractIndex = ContractBLL.GetRuleIndex(ruleId).ToString();
contractIndex = contractIndex.ToString().PadLeft(4, '0');
code = $"{ruleId}-{contractIndex}";
} while (CheckContractNo(code));
return code;
}
private string GenerateGQContractNo(out string contractIndex)
{
var date = DateTime.Now.ToString("yyyyMMdd");
var ruleId = "GQZB" + date + "FUT";
string code;
do
{
contractIndex = ContractBLL.GetRuleIndex(ruleId).ToString();
contractIndex = contractIndex.ToString().PadLeft(4, '0');
code = $"{ruleId}-{contractIndex}";
} while (CheckContractNo(code));
return code;
}
private string GenerateGXJYContractNo(out string contractIndex)
{
contractIndex = "";
var tc = GetTradeCash();
var date = tc.ValueDate;
if (string.IsNullOrEmpty(_client.MainProtocolCode))
{
throw new ServiceException("找不到该数据主协议编号");
}
var clientMainProtocolCode = _client.MainProtocolCode;
var preTag = clientMainProtocolCode ?? "N";
//合并起来作为获取递增序号的取值条件
var leftPart = preTag;
var fullSize = leftPart.Length + 3;
var db = DbContextFactory.GetYLDbContext();
var tradeNumbers = db.trade.Where(x => x.TradeNumber.StartsWith(leftPart) && x.TradeNumber.Length >= fullSize)
.OrderByDescending(x => x.TradeNumber).Select(n => n.TradeNumber).ToList();
var numberStrings = tradeNumbers.Select(x => x.Substring(leftPart.Length).IndexOf('-') > 0 ? x.Substring(leftPart.Length).Remove(x.Substring(leftPart.Length).IndexOf('-')) : x.Substring(leftPart.Length)).Where(x => int.TryParse(x, out var num));
var number = numberStrings.LongCount() > 0 ? numberStrings.Max(x => int.TryParse(x, out var a) ? a : 0) : 0;
//获取总的该用户最大的交易编号记录
var newNumber = number == 0 ? 1 : (number + 1);
//获取提前终止数量
var tradeUnwindConfirmationNumbers = db.trade_contract_r.Where(l => l.TradeNumber.StartsWith(leftPart) && l.TradeNumber.Length >= fullSize && l.Type == "提前终止确认书" && l.IsValid).Select(n => n.ContractCode).ToList();
var tradeUnwindConfirmationNumberStrings = tradeUnwindConfirmationNumbers.Select(x => x.Contains(leftPart) ? (x.Substring(leftPart.Length).IndexOf('-') > 0 ? x.Substring(leftPart.Length).Remove(x.Substring(leftPart.Length).IndexOf('-')) : x.Substring(leftPart.Length)) : "1").Where(x => int.TryParse(x, out var num));
var tradeUnwindConfirmationCount = tradeUnwindConfirmationNumberStrings.Max(x => x);
if (newNumber > (string.IsNullOrWhiteSpace(tradeUnwindConfirmationCount) ? 0 : (int.Parse(tradeUnwindConfirmationCount) + 1)))
{
return getTradeNumber(newNumber, leftPart, db);
}
else
{
return getTradeNumber(int.Parse(tradeUnwindConfirmationCount) + 1, leftPart, db);
}
}
private string getTradeNumber(int newNumber, string leftPart, YLContext db)
{
if (newNumber < 1e3)
{
var childTradeNumberPart = leftPart + newNumber.ToString("D3");
if (db.trade.Any(x => x.TradeNumber.Contains(childTradeNumberPart) && db.trade_contract_r.Any(l => l.ContractCode.Contains(childTradeNumberPart)) && x.ValidState != "InValid"))
{
return getTradeNumber(newNumber + 1, leftPart, db);
}
else
{
return leftPart + newNumber.ToString("D3");
}
}
else
{
var childTradeNumberPart = leftPart + newNumber;
if (db.trade.Any(x => x.TradeNumber.Contains(childTradeNumberPart) && db.trade_contract_r.Any(l => l.ContractCode.Contains(childTradeNumberPart)) && x.ValidState != "InValid"))
{
return getTradeNumber(newNumber + 1, leftPart, db);
}
else
{
return childTradeNumberPart;
}
}
}
///
/// 获取价差期权 组合标的最大价格
///
///
public double GetDifferenceMaxPrice()
{
var query = DbContext.TradeMeta.Where(O => O.TradeId == Trade.id && O.MetaKey == "组合标的").FirstOrDefault();
var syntheticPrice = JsonHelper.Deserialize(query.MetaValue);
var differenceMaxPrice = syntheticPrice.SuList.Select(l => l.Price * l.Coefficient).Max();
return differenceMaxPrice;
}
public int UnwindCount(trade_cash cash)
{
return UnwindCount(new List() { cash });
}
///
/// 当前了结次数
///
public int UnwindCount(List cashes = null)
{
var num = 0;
if (cashes == null)
{
if (Trade.TradeType != "结构化交易")
{ cashes = new List() { GetTradeCash() }; }
else
{ cashes = GetSubTradeCashes().ToList(); }
}
var action = new List() { "系统操作-平仓费", "系统操作-行权费" };
var cashIds = cashes.Select(O => O.TradeId).ToList();
var query = DbContext.trade_cash
.Where(O => cashIds.Contains(O.TradeId)
&& action.Contains(O.Action)
&& (O.Notional - O.UnwindNotional) > 0.0001
&& O.ValidState != ConsGlobal.InValid && !O.IsDeleted);
if (cashIds.Count > 1)
{
#region 检查子交易资金信息
//if (query.GroupBy(O => O.TradeId).Count() != cashIds.Count)
//{ throw new ArgumentException("子交易资金记录不匹配"); }
var id = cashIds[0];
var tempNum = query.Where(O => O.TradeId == id).Count();
for (var i = 1; i < cashIds.Count; i++)
{
id = cashIds[i];
var n = query.Where(O => O.TradeId == id).Count();
if (tempNum != n)
{ throw new ArgumentException("子交易资金记录不匹配"); }
}
#endregion
}
if (query.Any())
{
var cash = cashes[0];
num = query.Where(O => O.ValueDate <= cash.ValueDate && O.id < cash.id).Count() + 1;
}
return num;
}
public IEnumerable Trades { get; private set; }
///
/// 一笔交易存在多次平仓记录
///
public IReadOnlyDictionary> TradeCashes { get; private set; }
public DateTime? StartDate { get; set; }
public DateTime? EndDate { get; set; }
//public IClient Client => _client;
public List GetClientTrades()
{
var result = new List();
var cash = GetTradeCash();
var query =
from t in DbContext.trade
join tc in DbContext.trade_cash
on t.id equals tc.TradeId
where
t.ClientId == _client.id &&
tc.ValueDate == cash.ValueDate && !tc.IsDeleted
select new { t, tc };
switch (_contractType)
{
case ContractTypeEnum.Trade:
query = query.Where(O => O.tc.Action == "系统操作-期权费");
break;
case ContractTypeEnum.Clearing:
case ContractTypeEnum.UnWind:
var actions = new List() { "系统操作-行权费", "系统操作-平仓费" };
query = query.Where(O => actions.Contains(O.tc.Action));
break;
default:
break;
}
//result = query.Select(O => O.t).ToList().Cast().ToList();
var tradeIds = query.Select(O => O.t.id).Distinct().ToList();//.Cast().ToList();
result = new TradeDalService(this).GetTradeOrEodTrade(tradeIds, SystemValueDate).Cast().ToList();
return result;
}
public BaseSystemUser GetTraderUserInfo()
{
return DbContextFactory.GetErpBaseContext().SystemUsers.Where(O => O.Id == Trade.TraderId).FirstOrDefault();
}
public ClientLevel GetClientLevel()
{
var client = GetClient();
return client == null || client.LevelId == null ? null
: DbContextFactory.GetClientDbContext(OptUser).clientlevel.Where(O => O.id == (client.LevelId ?? 0)).FirstOrDefault();
}
public client_variety_config GetClient_Variety_Config(int ClientId, int varietyId, DateTime valuedate)
{
var config = DbContext.client_variety_config.Where(o => o.ClientId == ClientId && o.VarietyId == varietyId && o.ValueDate <= valuedate).OrderByDescending(o => o.ValueDate).FirstOrDefault();
if (config != null)
{
return config;
}
config = DbContext.client_variety_config.Where(o => o.ClientId == 0 && o.VarietyId == varietyId && o.ValueDate <= valuedate).OrderByDescending(o => o.ValueDate).FirstOrDefault();
if (config != null)
{
return config;
}
throw new ServiceException("该品种在 " + valuedate.ToString("yyyy/MM/dd") + "未维护费率");
}
public List CalcMargin(OtcTradeBase trade, double? price)
{
if (!(trade is trade))
{
throw new DocGenerateException("计算预付金时Trade不存在");
}
var req = new RunMarginCalculationReq(UserInfo)
{
tradeList = new List { (trade)trade },
settleDate = trade.UnWindDate.Value,
PriceProvider = new SinglePriceProvider(trade.UnderlyingCode, price ?? 0)
};
if (trade.IsGroup == 1)
{
req.tradeList = DbContext.trade.Where(x => x.ParentTradeId == trade.id).ToList();
}
return MarginDefault.RunMarginCalculation(req);
}
public trade_cash_swap GetTradecashswap(int tradecashid)
{
var trade_cash_swap = DbContext.trade_cash_swap.Where(c => c.TradeCashId == tradecashid).FirstOrDefault();
return trade_cash_swap;
}
public List GetClient_file()
{
var result = new List();
result = DbContextFactory.GetClientDbContext(OptUser).client_file.Where(m => m.ApprovalOrder < 1 && m.ClientId == Trade.ClientId && (m.FileTypeName == "主协议附件(PDF)" || m.FileTypeName == "补充协议附件(PDF)" || m.FileTypeName == "履约协议附件(PDF)")).ToList();
return result;
}
///
/// 3.15删掉
///
///
[Obsolete]
public trade_swap GetTrade_Swap()
{
trade_swap result;
result = DbContextFactory.GetYLDbContext().trade_swap.Where(m => m.TradeId == Trade.id).FirstOrDefault();
return result;
}
///
/// 3.15删掉
///
///
[Obsolete]
public trade_snowball Gettrade_snowball()
{
trade_snowball result;
result = DbContextFactory.GetYLDbContext().trade_snowball.Where(m => m.TradeId == Trade.id).FirstOrDefault();
return result;
}
///
/// 3.15删掉
///
///
[Obsolete]
public trade_forward Gettrade_forward()
{
trade_forward result;
result = DbContextFactory.GetYLDbContext().trade_forward.Where(m => m.TradeId == Trade.id).FirstOrDefault();
return result;
}
public string Gettrade_contract_r()
{
var r = DbContextFactory.GetYLDbContext().trade_contract_r.Where(m => m.TradeId == Trade.id && m.Type == "交易确认书" && m.IsValid == true).FirstOrDefault();
return r != null ? r.ContractCode : "";
}
public string Gettrade_contract_r(string type)
{
var r = DbContextFactory.GetYLDbContext().trade_contract_r.Where(m => m.TradeId == Trade.id && m.Type == type && m.IsValid == true).FirstOrDefault();
return r != null ? r.ContractCode : "";
}
public string Gettrade_contract_r(int tradeId, string type)
{
var r = DbContextFactory.GetYLDbContext().trade_contract_r.Where(m => m.TradeId == tradeId && m.Type == type && m.IsValid == true).FirstOrDefault();
return r != null ? r.ContractCode : "";
}
public string Gettrade_contract_r(string type, int tradeCashId)
{
var r = DbContextFactory.GetYLDbContext().trade_contract_r.Where(m => m.TradeId == Trade.id && m.TradeCashId == tradeCashId && m.Type == type && m.IsValid == true).FirstOrDefault();
return r != null ? r.ContractCode : "";
}
public Owner_info GetOwner_info(string Condition)
{
try
{
var r = DbContextFactory.GetYLDbContext().Owner_Info.Where(m => m.Condition == Condition).FirstOrDefault();
return r;
}
catch
{
throw new ServiceException("admin页面没配账户信息");
}
}
public void GetcontractIndex(string Rule, out string contractIndex)
{
contractIndex = ContractBLL.GetRuleIndex(Rule).ToString();
contractIndex = contractIndex.ToString().PadLeft(4, '0');
}
///
///
///
/// 规则
/// 返回的数据
/// 结果字符串中的字符数，等于原始字符数加上任何其他填充字符
public void GetcontractIndex01(string Rule, out string contractIndex, int totalWidth = 2)
{
contractIndex = ContractBLL.GetRuleIndex(Rule).ToString();
if (totalWidth == 0)
{
contractIndex = contractIndex.ToString();
}
else
{
contractIndex = contractIndex.ToString().PadLeft(totalWidth, '0');
}
}
public string TransToForeignWord(string CnWord, string Key)
{
var result = DbContextFactory.GetYLDbContext().dicForTranslation.Where(o => o.From == CnWord && o.Key == Key).FirstOrDefault();
if (result != null)
{
return result.To;
}
return CnWord;
}
public Currency GetCurrency(string currencyCode)
{
if (string.IsNullOrWhiteSpace(currencyCode))
{
throw new ServiceException("计价币种或结算币种不能为空！");
}
var currency = DbContext.currency.Where(o => o.CurrencyCode == currencyCode).FirstOrDefault();
return currency;
}
public trade_cash_swap GetTradeCash_Swap(int tradeCashId)
{
if (tradeCashId <= 0)
{
return null;
}
var tcs = DbContext.trade_cash_swap.Where(o => o.TradeCashId == tradeCashId).FirstOrDefault();
return tcs;
}
///
/// 获取货币对汇率
///
/// 计价货币
/// 结算货币
///
public eod_currency_rate GetCurrencyRate(string quoteCurrency, string settlementCurrency, DateTime date)
{
var rate = new EodModule.EodCurrencyRateService(UserInfo).GetEodCurrencyRate(quoteCurrency, settlementCurrency, date);
return rate ?? throw new ServiceException($"未找到货币对'{quoteCurrency}{settlementCurrency}'的结算汇率,取值日期:{date:yyyy/MM/dd}");
}
public List GetTradeCashDetails(int tradeCashId)
{
return DbContext.trade_cash_detail.Where(x => x.TradeCashId == tradeCashId).ToList();
}
public DateTime ShiftTradeDate(DateTime now, int shiftDays, string calendarName, bool NeedBothTradeDay = false)
{
try
{
var date = QdpCalendarHelper.BizDayShift(now, shiftDays, calendarName);
if (NeedBothTradeDay)
{
date = getBothTradeDay(date);
}
return date;
}
catch (Exception e)
{
throw new ServiceException(now.ToShortDateString() + "未在日历中，请维护日历" + calendarName, e);
}
}
private DateTime getBothTradeDay(DateTime now)
{
try
{
var ishoilday = QdpCalendarHelper.IsHoliday(now) || QdpCalendarHelper.IsHoliday(now, "NYB");
if (ishoilday)
{
var tradeDate = now.AddDays(1);
return getBothTradeDay(tradeDate);
}
return now;
}
catch (Exception e)
{
throw new ServiceException(e.Message);
}
}
public ClientMeta GetClientMeta(int ClientId, string MetaKey)
{
return DbContextFactory.GetClientDbContext(OptUser).ClientMeta.FirstOrDefault(o => o.ClientId == ClientId && o.MetaKey == MetaKey);
}
///
/// 3.15删掉
///
///
[Obsolete]
public trade_swap GetTrade_Swap(int tradeId)
{
trade_swap result;
result = DbContextFactory.GetYLDbContext().trade_swap.Where(m => m.TradeId == tradeId).FirstOrDefault();
return result;
}
public List GetDictionaryItemList(string dictName)
{
using (var db = new ErpBaseContext())
{
var query = from i in db.DictionaryItems
join d in db.Dictionaries on i.DictId equals d.Id
where d.Name == dictName
orderby i.IndexNum, i.Name
select new Models.DictionaryItems
{
Name = i.Name,
ShortName = i.ShortName,
IndexNum = i.IndexNum,
};
var list = query.ToList();
return list;
}
}
public trade_swap_flow GetSwapFlow(int flowId)
{
trade_swap_flow result;
result = DbContextFactory.GetYLDbContext().trade_swap_flow.Where(m => m.id == flowId).FirstOrDefault();
return result;
}
///
/// 人民币转大写
/// 该方法直接调用NumberHelper.CmycurD(num)
///
///
///
public string CmycurD(double num)
{
var str = NumberHelper.CmycurD(num);
if (str.EndsWith("整") && !str.EndsWith("元整"))
{
str = str.Remove(str.Length - 1);
}
return str;
}
///
/// 当前所有了结次数，包含全部了结
///
///
///
///
public int AllUnwindCount(List cashes = null)
{
var num = 0;
if (cashes == null)
{
if (Trade.TradeType != "结构化交易")
{ cashes = new List() { GetTradeCash() }; }
else
{ cashes = GetSubTradeCashes().ToList(); }
}
var action = new List() { "系统操作-平仓费", "系统操作-行权费" };
var cashIds = cashes.Select(O => O.TradeId).ToList();
var query = DbContext.trade_cash
.Where(O => cashIds.Contains(O.TradeId)
&& action.Contains(O.Action)
&& O.ValidState != ConsGlobal.InValid && !O.IsDeleted);
if (cashIds.Count > 1)
{
#region 检查子交易资金信息
//if (query.GroupBy(O => O.TradeId).Count() != cashIds.Count)
//{ throw new ArgumentException("子交易资金记录不匹配"); }
var id = cashIds[0];
var tempNum = query.Where(O => O.TradeId == id).Count();
for (var i = 1; i < cashIds.Count; i++)
{
id = cashIds[i];
var n = query.Where(O => O.TradeId == id).Count();
if (tempNum != n)
{ throw new ArgumentException("子交易资金记录不匹配"); }
}
#endregion
}
if (query.Any())
{
var cash = cashes[0];
num = query.Where(O => O.ValueDate <= cash.ValueDate && O.id < cash.id).Count() + 1;
}
return num;
}
///
/// 计算TTM
///
public double CalculateTTMDays(DateTime from, DateTime to, int varietyid, bool precisionOfMinute)
{
return TradeCalcHelper.CalculateTTMDays(from, to, varietyid, precisionOfMinute);
}
///
/// 获取某交易日之后的交易日
///
///
///
public DateTime GetTradeDate(DateTime date)
{
return BLL.valuedateBLL.GetNonHoliday(date);
}
///
/// 获取系统参数配置
///
///
public valuedate GetValuedate()
{
return DbContext.valuedate.FirstOrDefault();
}
public List GetSwapEvents(int tradeId)
{
return DbContext.swap_event.Where(x => x.SwapTradeId == tradeId && x.Invalid == true).ToList();
}
public List GetSwapPositions(int tradeId,bool? IsInitial)
{
var query = DbContext.swap_position.Where(x => x.SwapTradeId == tradeId&&!x.Invalid);
if (IsInitial.HasValue)
{
query = query.Where(x=>x.IsInitial== IsInitial);
}
return query.ToList();
}
public List GetSwapPositions(List tradeIds, bool? IsInitial)
{
var query = DbContext.swap_position.Where(x => tradeIds.Contains(x.SwapTradeId) && !x.Invalid);
if (IsInitial.HasValue)
{
query = query.Where(x => x.IsInitial == IsInitial);
}
return query.ToList();
}
public client_marginrate GetClientMarginRate(int clientId)
{
var clientMarginRateDbSet = DbContext.client_marginrate;
var clientMarginRate = clientMarginRateDbSet.Where(x => x.ClientId == clientId)?.FirstOrDefault();
if (clientMarginRate == null)
{
var client = DataCacheProvider.GetClientDataSource().GetData(clientId);
clientMarginRate = clientMarginRateDbSet.Where(x => x.ClientId == 0)?.FirstOrDefault();
}
return clientMarginRate;
}
public List GetFlowEvents()
{
return FlowEvents;
}
public List GetAllFlowEvents()
{
return AllFlowEvents;
}
public List GetSwapPositions()
{
return SwapPositions;
}
public int GetDMASelttementCount(int clientId, DateTime valueDate)
{
var query = from r in DbContext.trade_contract_r.Where(x => x.Type == ContractTypeEnum.Clearing && x.IsValid == true)
join d in DbContext.trade_contract_document.Where(x => x.ValueDate == valueDate && x.ClientId == clientId) on r.ContractCode equals d.Code
select r.ContractCode;
return query.Distinct().Count();
}
public List GetSwapFlows(int tradeId)
{
return DbContext.swap_flow.Where(x=>x.SwapTradeId==tradeId&&x.DataState==(int)SwapFlowDateStateEnum.完成).AsNoTracking().ToList();
}
public List GetUnderlyings(List underlyingCodes)
{
return DbContext.underlying_manager.Where(x => underlyingCodes.Contains(x.UnderlyingCode)).AsNoTracking().ToList();
}
public List GetTrade_Extends(List tradeIds)
{
return DbContext.trade_extend.Where(x => tradeIds.Contains(x.TradeId)).ToList();
}
public List GetFlowEvents(int tradeId, List eventTypes)
{
return DbContext.swap_flow_event.Where(x => eventTypes.Contains(x.EventType)&&x.SwapTradeId==tradeId&&x.DataState==(int)SwapFlowDateStateEnum.完成).AsNoTracking().ToList();
}
public List GetEodPositions(int tradeId, DateTime valueDate)
{
return DbContext.eod_swap_position.Where(x=> x.SwapTradeId==tradeId && !x.Invalid&&x.ValueDate==valueDate).AsNoTracking().ToList();
}
public List GetSwapFlowDeals(int tradeId)
{
return DbContext.swap_flow_deal.Where(x => x.SwapTradeId == tradeId).AsNoTracking().ToList();
}
public swap_event GetEvent(long eventId)
{
return DbContext.swap_event.FirstOrDefault(x => x.id == eventId);
}
}
}