using BaseOUDAL; using NPOI.SS.Formula.Functions; using Qdp.Foundation.Implementations; using Qdp.Pricing.Base.Utilities; using Qdp.Pricing.Library.Base.Utilities; using System.Data; using System.Net; using System.Text.RegularExpressions; using YLErp.BLL; using YLErp.Commons; using YLErp.Configuration; using YLErp.DBModels.Consts; using YLErp.DBModels.Enums; using YLErp.Helpers; using YLErp.Modules.EodModule; using YLErp.Modules.StructureModule; using YLErp.Modules.SuperviseReportModule.SAC.Common; using YLErp.Modules.SuperviseReportModule.SAC.Model; using YLErp.QdpModule; using static YLErp.DBModels.Consts.ConsReport; namespace YLErp.Modules.SuperviseReportModule.SAC.Service { //交易确认书-期权交易确认书 class ReportOptionConfirmationService : ReportBaseService { public ReportOptionConfirmationService(OptUserInfo optUser) : base(optUser) { } protected override string _excelDataSourcePath => "交易相关\\"; protected override string _excelDataSourceFileName => "import_OptionConfirmation_template.xlsx"; protected override DataFlagsEnum BusiDataType => DataFlagsEnum.A1004; private List? _validOperationType = null; public override List ValidOperationType { get { _validOperationType ??= new List() { OptFlagsEnum.A, OptFlagsEnum.U, OptFlagsEnum.D, }; return _validOperationType; } } protected override SuperviseReportTypeEnum ReportType => SuperviseReportTypeEnum.SAC_OptionConfirmation; readonly List noteList = new(); protected override BodyModel GenerateBody(out bool noData, out List fileList) { fileList = new List(); noData = true; var model = new BodyModel(); var dataList = new List(); //if (_reqInfo.DataSource.HasFlag(SAC_ReportDataSourceEnum.Template)) //{ dataList = GetOptionConfirmationModelFromExcel(ref fileList); //} var subsystemDataList = loadSubsystemDataSource(fileList, AddSubsystemNote); if (subsystemDataList != null && subsystemDataList.Count > 0) { dataList.AddRange(subsystemDataList); } fileList = fileList.Distinct().ToList(); noData = dataList.Count == 0; model.OptionConfirmation = dataList; return model; } public bool AddSubsystemNote(OptionConfirmationModel model, List fileList, string tag) { var note = base.GetReportNotes(ReportType, formatInfoTag(model, true)).FirstOrDefault();//参数true要加,要不A和D会查到同一条记录,在D时候,就会和A相同的数据 if (note == null) { note = new SACReportNotes() { InfoCache = $"{{\"NotinalPrincipleAmt\":\"{model.NotinalPrincipleAmt}\",\"DueDate\":\"{model.DueDate}\",\"Tag\":\"{model.ConfirmationNo}\",\"Source\":\"Subsystem\",\"SubFileTag\":\"{tag}\",\"ExceID\":\"{model.ExceID}\"}}", IsValid = true, }; } else//多次U的时候,每次用最新的tag来赋值SubFileTag { switch (model.OperationType) { case OptFlagsEnum.A: return false;//新增数据已报送,跳过 case OptFlagsEnum.U: //多次U的时候,每次用最新的tag来赋值SubFileTag note.InfoCache = $"{{\"NotinalPrincipleAmt\":\"{model.NotinalPrincipleAmt}\",\"DueDate\":\"{model.DueDate}\",\"Tag\":\"{model.ConfirmationNo}\",\"Source\":\"Subsystem\",\"SubFileTag\":\"{tag}\",\"ExceID\":\"{model.ExceID}\"}}"; note.IsValid = true; break; case OptFlagsEnum.D:// note.IsValid = false; break; case OptFlagsEnum.NONE: default: throw new ServiceException("未知操作类型"); } } if (!string.IsNullOrWhiteSpace(model.ComplianceOpinion)) { fileList.Add(model.ComplianceOpinion); } if (!string.IsNullOrWhiteSpace(model.PerformanceGuaranteeAtt)) { fileList.Add(model.PerformanceGuaranteeAtt); } //if (model.ConfirmationAttTuple != null && model.ConfirmationAttTuple.Count > 0) //{ // fileList.AddRange(model.ConfirmationAttTuple.Select(x => x.ConfirmationAtt)); //} model.ExceID = base.formatExceID(); note.id = 0; note.ExceId = model.ExceID; note.CreateTime = DateTime.Now; note.FileTag = FileTag; note.ReportType = ReportType; note.ReportDate = _reqInfo.ReportDate; note.InfoTag = formatInfoTag(model, true); note.OptTime = note.CreateTime; note.RetCode = ""; note.RetMsg = ""; note.ReportResponse = false; note.BizId = ""; note.changeStatus = false; noteList.Add(note); return true; } private List GetOptionConfirmationModelFromExcel(ref List fileList) { var result = new List(); var path = ""; if (_excelDataSource != null && _excelDataSource.Tables.Contains("期权交易确认书明细")) { var sourcePath = Path.Combine(_excelDataSourceRootPath, "附件"); var dt = _excelDataSource.Tables["期权交易确认书明细"]; for (var i = 1; i < dt.Rows.Count; i++) { if (string.IsNullOrWhiteSpace(dt.Rows[i][0]?.ToString())) { //第一列空白说明数据结束了; break; } OptionConfirmationModel model = new OptionConfirmationModel(); model.ConfirmationNo = GetDataSetValue(dt, i, 2); var optType = OptFlagsEnum.NONE; switch (dt.Rows[i][3]?.ToString()) { case "0": case "A": case "首次": optType = OptFlagsEnum.A; break; case "1": case "U": case "变更": optType = OptFlagsEnum.U; break; case "2": case "D": case "废止": optType = OptFlagsEnum.D; ReportStatus.AddCacheInfo($"{DataFlagsEnum.A1018}_D", model.ConfirmationNo); break; } if (optType != _operationType) { continue; } model.OperationType = optType; model.MasterAgrmtNo = GetDataSetValue(dt, i, 0); model.SupAgrmtNo = GetDataSetValue(dt, i, 1); model.ConfirmationType = ConsReport.ReportTypeMap[optType == OptFlagsEnum.A ? "首次" : "变更"]; model.FillParty = ConsReport.FillPartyMap[GetDataSetValue(dt, i, 4)]; model.OptionSeller = ConsReport.OptionTraderMap[GetDataSetValue(dt, i, 5)]; model.OptionDirection = ConsReport.OptionDirectionMap[GetDataSetValue(dt, i, 6)]; model.OptionStructureType = ConsReport.OptionStructureTypeMap[GetDataSetValue(dt, i, 7)]; model.OptionStructure = GetDataSetValue(dt, i, 8); model.ExerciseApproach = ConsReport.ExerciseApproachMap[GetDataSetValue(dt, i, 9)]; model.StartDate = GetDataSetValue(dt, i, 10); model.DueDate = GetDataSetValue(dt, i, 11); model.SettlementDate = GetDataSetValue(dt, i, 12); model.OptionPremium = GetDataSetValue(dt, i, 13); model.AnnualizedDays = GetDataSetValue(dt, i, 14); model.PricingVolatility = GetDataSetValueToDoubleOrNull(dt, i, 15)?.ToString("0.00"); model.RiskFreeInterestRates = GetDataSetValueToDoubleOrNull(dt, i, 16)?.ToString("0.00"); var currencyStr = GetDataSetValue(dt, i, 17); currencyStr = currencyStr == "其他" ? "Other" : currencyStr; if (!Enum.TryParse(currencyStr, out CurrencyEnum currency)) { model.Currency = null; } else { model.Currency = ((int)currency).ToString(); } model.NotinalPrincipleAmt = GetDataSetValueToDoubleOrNull(dt, i, 18)?.ToString("0.00"); model.ClearingAgency = ConsReport.ClearingAgencyMap[GetDataSetValue(dt, i, 19)]; model.TradingPlace = ConsReport.TradingPlaceMap[GetDataSetValue(dt, i, 20)]; model.TradingPlaceOther = GetDataSetValue(dt, i, 21); //model.BusinessModelType = ConsReport.BusinessModelTypeMap[GetDataSetValue(dt, i, 18)]; model.ConfirmationRemark = GetDataSetValue(dt, i, 22); model.UndrlygAssetType = ConsReport.UndrlygAssetTypeMap[GetDataSetValue(dt, i, 23)]; model.UndrlygAssetNo = ConsReport.UndrlygAssetNoMap[GetDataSetValue(dt, i, 24)]; model.ProfitCalculationInfo = GetDataSetValue(dt, i, 25); model.ProfitRemark = GetDataSetValue(dt, i, 26); model.PerformanceGuaranteeType = ConsReport.PerformanceGuaranteeMap[GetDataSetValue(dt, i, 27)]; model.PerformanceCollProvider = ConsReport.PerformanceCollProviderMap[GetDataSetValue(dt, i, 28)]; model.PartyUseColl = ConsReport.BoolMap[GetDataSetValue(dt, i, 29)]; model.CollInstruction = GetDataSetValue(dt, i, 30); model.CalculateCollInterest = ConsReport.BoolMap[GetDataSetValue(dt, i, 31)]; model.PerformanceCollInitialRatio = GetDataSetValue(dt, i, 32); model.PerformanceCollInitialRatioCash = GetDataSetValue(dt, i, 33); model.PerformanceCollAddtlRatio = GetDataSetValue(dt, i, 34); model.PerformanceCollOffsetRatio = GetDataSetValue(dt, i, 35); model.MaintainGuaranteeRatio = GetDataSetValue(dt, i, 36); model.PerformanceGuaranteeRemark = GetDataSetValue(dt, i, 37); model.PerformanceGuaranteeAtt = GetDataSetValue(dt, i, 38); model.Remark = GetDataSetValue(dt, i, 39); model.ValidNotinalPrincipleAmt = GetDataSetValueToDoubleOrNull(dt, i, 40)?.ToString("0.00"); model.ComplianceOpinion = GetDataSetValue(dt, i, 41); model.PtyAPdctName = GetDataSetValue(dt, i, 42); model.PytAPdctCode = GetDataSetValue(dt, i, 43); model.PtyBPdctName = GetDataSetValue(dt, i, 44); model.PytBPdctCode = GetDataSetValue(dt, i, 45); model.CrossBorderTransactions = BoolMap[GetDataSetValue(dt, i, 46)]; model.Blank1 = GetDataSetValue(dt, i, 47); model.Blank2 = GetDataSetValue(dt, i, 48); var notinalPrincipleAmt = GetDataSetValueToDouble(dt, i, 18); var cacheValue = (model.ConfirmationNo ?? "").ToString(); if (cacheValue.IsNullOrWhiteSpace()) { continue; } if (ReportStatus.CheckCacheInfo(CacheKey, cacheValue)) { continue; } var note = base.GetReportNotes(ReportType, formatInfoTag(model)).FirstOrDefault(); if (note == null && _operationType == OptFlagsEnum.A) { note = new SACReportNotes() { IsValid = true, }; } else { if (note == null) { continue; } switch (_operationType) { case OptFlagsEnum.A: continue;//新增数据已报送,跳过 case OptFlagsEnum.U: note.IsValid = true; break; case OptFlagsEnum.D: note.IsValid = false; break; case OptFlagsEnum.NONE: default: throw new ServiceException("未知操作类型"); } if (_operationType == OptFlagsEnum.U) { var reportCacheDic = JsonHelper.ToObject>(note.InfoCache) ?? new Dictionary(); var settleList = base.GetReportNotes(SuperviseReportTypeEnum.SAC_OptionTermination, formatInfoTag(model, false, true)); if (settleList.Count > 0) { if (reportCacheDic.ContainsKey("DueDate") && !reportCacheDic["DueDate"].StartsWith(model.DueDate) && !model.DueDate.StartsWith(reportCacheDic["DueDate"])) { throw new ServiceException("补正时,如果该交易还存在有效的存续期记录,到期日字段不能修改"); } if (reportCacheDic.ContainsKey("NotinalPrincipleAmt") && reportCacheDic["NotinalPrincipleAmt"] != model.NotinalPrincipleAmt && reportCacheDic["NotinalPrincipleAmt"] != notinalPrincipleAmt.ToString("0")) { throw new ServiceException("补正时,如果该交易还存在有效的存续期记录,名义本金额(人民币)字段不能修改"); } } } } if (model.OperationType != OptFlagsEnum.A) { model.ConfirmationID = note.BizId;//确认书编号; } //var confirmationAttTuple = GetDataSetValue(dt, i, 19).Split(','); //foreach (var item in confirmationAttTuple) //{ // if (string.IsNullOrWhiteSpace(item)) // { // continue; // } // model.ConfirmationAttTuple ??= new List(); // model.ConfirmationAttTuple.Add(new ConfirmationAttModel() { ConfirmationAtt = item }); // path = Path.Combine(sourcePath, item); // if (!ReportStatus.CheckFileLength(path)) // { // break; // } // fileList.Add(path); //} model.UndrlygAssetTuple = GetUndrlygAssetModel(model.ConfirmationNo, model.UndrlygAssetNo, model.UndrlygAssetType); model.PerformanceCollTuple = GetPerformanceGuaranteeAttModel(model.ConfirmationNo, model.PerformanceGuaranteeType); SetOptionStructureModelFromExcel(model); path = Path.Combine(sourcePath, model.PerformanceGuaranteeAtt); if (!string.IsNullOrWhiteSpace(model.PerformanceGuaranteeAtt)) { if (!ReportStatus.CheckFileLength(path)) { break; } fileList.Add(path); } if (!string.IsNullOrWhiteSpace(model.ComplianceOpinion)) { path = Path.Combine(sourcePath, model.ComplianceOpinion); if (!ReportStatus.CheckFileLength(path)) { break; } fileList.Add(path); } model.ExceID = base.formatExceID(); result.Add(model); ReportStatus.AddCacheInfo(CacheKey, cacheValue); note.id = 0; note.InfoCache = $"{{\"NotinalPrincipleAmt\":\"{model.NotinalPrincipleAmt}\",\"DueDate\":\"{model.DueDate}\",\"Tag\":\"{model.ConfirmationNo}\",\"Source\":\"Template\"}}"; note.ExceId = model.ExceID; note.CreateTime = DateTime.Now; note.FileTag = FileTag; note.ReportType = ReportType; note.ReportDate = _reqInfo.ReportDate; note.InfoTag = formatInfoTag(model, true); note.OptTime = note.CreateTime; note.RetCode = ""; note.RetMsg = ""; note.ReportResponse = false; note.BizId = ""; note.changeStatus = false; noteList.Add(note); } } return result; } private List GetPerformanceGuaranteeAttModel(string masterAgrmtNo, string performanceGuaranteeType) { var result = new List(); if (_excelDataSource != null && _excelDataSource.Tables.Contains("履约担保品详情明细")) { var dt = _excelDataSource.Tables["履约担保品详情明细"]; for (var i = 1; i < dt.Rows.Count; i++) { if (string.IsNullOrWhiteSpace(dt.Rows[i][0]?.ToString())) { //第一列空白说明数据结束了; break; } if (dt.Rows[i][0]?.ToString().Trim() != masterAgrmtNo) { continue; } var model = new PerformanceGuaranteeAttModel { PerformanceGuaranteeType = performanceGuaranteeType, ConfirmationNo = GetDataSetValue(dt, i, 0), PerformanceCollType = ConsReport.PerformanceCollTypeMap[GetDataSetValue(dt, i, 1)], PerformanceCollRange = ConsReport.PerformanceCollRangeMap[GetDataSetValue(dt, i, 2)], MultiConfirmationID = GetDataSetValue(dt, i, 3), Remarks = GetDataSetValue(dt, i, 4) }; result.Add(model); } } return result; } private List GetUndrlygAssetModel(string masterAgrmtNo, string undrlygAssetNo, string undrlygAssetType) { var result = new List(); if (_excelDataSource != null && _excelDataSource.Tables.Contains("标的详情明细")) { var dt = _excelDataSource.Tables["标的详情明细"]; for (var i = 1; i < dt.Rows.Count; i++) { if (string.IsNullOrWhiteSpace(dt.Rows[i][0]?.ToString())) { //第一列空白说明数据结束了; break; } if (dt.Rows[i][0]?.ToString().Trim() != masterAgrmtNo) { continue; } var model = new UndrlygAssetModel { ConfirmationNo = GetDataSetValue(dt, i, 0), UndrlygAssetDtldType = ConsReport.SwapUndrlygAssetDtldTypeMap[GetDataSetValue(dt, i, 1)], UndrlygAssetName = GetDataSetValue(dt, i, 2), UndrlygAssetTradgPlc = GetDataSetValue(dt, i, 3), UndrlygAssetCode = GetDataSetValue(dt, i, 4), UndrlygAssetAmt = GetDataSetValue(dt, i, 5) }; model.ContractMultiplier = GetDataSetValueToDoubleOrNull(dt, i, 6)?.ToString() ?? ""; model.UndrlygAssetNo = undrlygAssetNo; model.MultiOrderOptionType = MultiOrderOptionTypeMap[GetDataSetValue(dt, i, 7)]; model.UndrlygAssetNotinalPrincipleAmtRMB = GetDataSetValueToDoubleOrNull(dt, i, 8)?.ToString(); model.OpeningPrice = GetDataSetValueToDoubleOrNull(dt, i, 9)?.ToString(); model.UndrlygAssetType = undrlygAssetType; var currencyStr = GetDataSetValue(dt, i, 10); currencyStr = currencyStr == "其他" ? "Other" : currencyStr; if (!Enum.TryParse(currencyStr, out CurrencyEnum currency)) { model.OpeningPriceCurrency = ""; } else { model.OpeningPriceCurrency = ((int)currency).ToString(); } model.Blank1 = GetDataSetValue(dt, i, 11); model.Blank2 = GetDataSetValue(dt, i, 12); result.Add(model); } } return result; } private void SetOptionStructureModelFromExcel(OptionConfirmationModel model) { var tbName = ""; switch (model.OptionStructureType) { case "0": tbName = "期权结构类型详情(香草及其组合)"; break; case "1": tbName = "期权结构类型详情(二元及其组合)"; break; case "2": tbName = "期权结构类型详情(障碍及其组合)"; break; case "3": tbName = "期权结构类型详情(自动赎回)"; break; case "4": tbName = "期权结构类型详情(区间累计)"; break; case "5": tbName = "期权结构类型详情(安全气囊)"; break; case "99": tbName = "期权结构类型详情(其他)"; break; } if (_excelDataSource != null && _excelDataSource.Tables.Contains(tbName)) { DataTable dt = _excelDataSource.Tables[tbName]; for (int i = 1; i < dt.Rows.Count; i++) { if (string.IsNullOrWhiteSpace(dt.Rows[i][0]?.ToString())) { //第一列空白说明数据结束了; break; } if (dt.Rows[i][0]?.ToString().Trim() != model.ConfirmationNo) { continue; } switch (model.OptionStructureType) { case "0": model.VanillaOptionStructureSubclass = VanillaOptionStructureSubclassMap[GetDataSetValue(dt, i, 1)]; model.VanillaStrikePriceCoefficientOne = GetDataSetValue(dt, i, 2); model.VanillaStrikePriceCoefficientTwo = GetDataSetValue(dt, i, 3); model.VanillaStrikePriceCoefficientThree = GetDataSetValue(dt, i, 4); model.VanillaStrikePriceCoefficientFour = GetDataSetValue(dt, i, 5); model.VanillaEngagementRateOne = GetDataSetValue(dt, i, 6); model.VanillaEngagementRateTwo = GetDataSetValue(dt, i, 7); model.VanillaEngagementRateThree = GetDataSetValue(dt, i, 8); model.VanillaEngagementRateFour = GetDataSetValue(dt, i, 9); model.VanillaBackCoverYield = GetDataSetValue(dt, i, 10); model.VanillaCappingYield = GetDataSetValue(dt, i, 11); model.VanillaBlank1 = GetDataSetValue(dt, i, 12); model.VanillaBlank2 = GetDataSetValue(dt, i, 13); break; case "1": model.DigitalOptionStructureSubclass = DigitalOptionStructureSubclassMap[GetDataSetValue(dt, i, 1)]; model.DigitalStrikePriceCoefficientOne = GetDataSetValue(dt, i, 2); model.DigitalStrikePriceCoefficientTwo = GetDataSetValue(dt, i, 3); model.DigitalStrikePriceCoefficientThree = GetDataSetValue(dt, i, 4); model.DigitalEngagementRateOne = GetDataSetValue(dt, i, 5); model.DigitalEngagementRateTwo = GetDataSetValue(dt, i, 6); model.DigitalEngagementRateThree = GetDataSetValue(dt, i, 7); model.DigitalYieldOneNonAnnualized = GetDataSetValue(dt, i, 8); model.DigitalYieldTwoNonAnnualized = GetDataSetValue(dt, i, 9); model.DigitalYieldThreeNonAnnualized = GetDataSetValue(dt, i, 10); model.DigitalYieldFourNonAnnualized = GetDataSetValue(dt, i, 11); model.DigitalBlank1 = GetDataSetValue(dt, i, 12); model.DigitalBlank2 = GetDataSetValue(dt, i, 13); break; case "2": model.BarrierOptionStructureSubclass = BarrierOptionStructureSubclassMap[GetDataSetValue(dt, i, 1)]; model.BarrierStrikePriceCoefficientOne = GetDataSetValue(dt, i, 2); model.BarrierStrikePriceCoefficientTwo = GetDataSetValue(dt, i, 3); model.BarrierEngagementRateOne = GetDataSetValue(dt, i, 4); model.BarrierEngagementRateTwo = GetDataSetValue(dt, i, 5); model.BarrierKnockInPriceCoefficient = GetDataSetValue(dt, i, 6); model.BarrierKnockOutPriceCoefficientOne = GetDataSetValue(dt, i, 7); model.BarrierKnockOutYieldOneNonAnnualized = GetDataSetValue(dt, i, 8); model.BarrierKnockOutPriceCoefficientTwo = GetDataSetValue(dt, i, 9); model.BarrierKnockOutYieldTwoNonAnnualized = GetDataSetValue(dt, i, 10); model.BarrierObservationType = BarrierObservationTypeMap[GetDataSetValue(dt, i, 11)]; model.BarrierBackCoverYield = GetDataSetValue(dt, i, 12); model.BarrierUnknockedYield = GetDataSetValue(dt, i, 13); model.BarrierBlank1 = GetDataSetValue(dt, i, 14); model.BarrierBlank2 = GetDataSetValue(dt, i, 15); break; case "3": model.AutoCallableOptionStructureSubclass = AutoCallableOptionStructureSubclassMap[GetDataSetValue(dt, i, 1)]; model.AutoCallableEngagementRate = GetDataSetValueToDouble(dt, i, 2).ToString(); model.AutoCallableStrikePriceCoefficient = GetDataSetValue(dt, i, 3); model.AutoCallableKnockOutPriceCoefficient = AddBrackets(GetDataSetValue(dt, i, 4)); model.AutoCallableKnockOutYieldAnnualized = AddBrackets(GetDataSetValue(dt, i, 5)); model.AutoCallableKnockOutObservationDay = AddBrackets(GetDataSetValue(dt, i, 6)); model.AutoCallableKnockOutSettlementDay = AddBrackets(GetDataSetValue(dt, i, 7)); model.AutoCallableKnockInPriceCoefficient = AddBrackets(GetDataSetValue(dt, i, 8)); model.AutoCallableKnockInObservationDay = AddBrackets(GetDataSetValue(dt, i, 9)); model.AutoCallableDividendYieldAnnualized = GetDataSetValue(dt, i, 10); model.AutoCallableMinimumYieldAnnualized = GetDataSetValue(dt, i, 11); model.AutoCallableMinimumPrincipalProtectionRatio = GetDataSetValueToDouble(dt, i, 12).ToString(); model.AutoCallableWhetherDiscountedWarehouseType = AutoCallableWhetherDiscountedWarehouseTypeMap[GetDataSetValue(dt, i, 13)]; model.AutoCallableWhetherRevenueEnhancedType = AutoCallableWhetherRevenueEnhancedTypeMap[GetDataSetValue(dt, i, 14)]; model.AutoCallableWhetherFixedCouponNote = AutoCallableWhetherRevenueEnhancedTypeMap[GetDataSetValue(dt, i, 15)]; model.AutoCallableWhetherKnockInPriceCoefficientIsVariable = AutoCallableWhetherKnockInPriceCoefficientIsVariableMap[GetDataSetValue(dt, i, 16)]; model.AutoCallableWhetherKnockOutPriceCoefficientIsVariable = AutoCallableWhetherKnockOutPriceCoefficientIsVariableMap[GetDataSetValue(dt, i, 17)]; model.AutoCallableWhetherKnockOutYieldIsVariable = AutoCallableWhetherKnockOutYieldIsVariableMap[GetDataSetValue(dt, i, 18)]; model.AutoCallableWhetherDividendYieldIsVariable = AutoCallableWhetherDividendYieldIsVariableMap[GetDataSetValue(dt, i, 19)]; model.AutoCallableBlank1 = GetDataSetValue(dt, i, 20); model.AutoCallableBlank2 = GetDataSetValue(dt, i, 21); break; case "4": model.RangeAccrualOptionStructureSubclass = RangeAccrualOptionStructureSubclassMap[GetDataSetValue(dt, i, 1)]; model.RangeAccrualStrikePriceCoefficientOne = GetDataSetValue(dt, i, 2); model.RangeAccrualStrikePriceCoefficientTwo = GetDataSetValue(dt, i, 3); model.RangeAccrualStrikePriceCoefficientThree = GetDataSetValue(dt, i, 4); model.RangeAccrualStrikePriceCoefficientFour = GetDataSetValue(dt, i, 5); model.RangeAccrualEngagementRate = GetDataSetValue(dt, i, 6); model.RangeAccrualOneNonAnnualized = GetDataSetValue(dt, i, 7); model.RangeAccrualTwoNonAnnualized = GetDataSetValue(dt, i, 8); model.RangeAccrualThreeNonAnnualized = GetDataSetValue(dt, i, 9); model.RangeAccrualFourNonAnnualized = GetDataSetValue(dt, i, 10); //model.RangeAccrualMinimumYieldAnnualized = GetDataSetValue(dt, i, 11); model.RangeAccrualBlank1 = GetDataSetValue(dt, i, 11); model.RangeAccrualBlank2 = GetDataSetValue(dt, i, 12); break; case "5": model.AirbagOptionStructureSubclass = AirbagOptionStructureSubclassMap[GetDataSetValue(dt, i, 1)]; model.AirbagStrikePriceCoefficientOne = GetDataSetValue(dt, i, 2); model.AirbagStrikePriceCoefficientTwo = GetDataSetValue(dt, i, 3); model.AirbagStrikePriceCoefficientThree = GetDataSetValue(dt, i, 4); model.AirbagStrikePriceCoefficientFour = GetDataSetValue(dt, i, 5); model.AirbagEngagementRateOne = GetDataSetValue(dt, i, 6); model.AirbagEngagementRateTwo = GetDataSetValue(dt, i, 7); model.AirbagEngagementRateThree = GetDataSetValue(dt, i, 8); model.AirbagKnockInPriceCoefficient = GetDataSetValue(dt, i, 9); model.AirbagBackCoverYield = GetDataSetValue(dt, i, 10); model.AirbagCappingYield = GetDataSetValue(dt, i, 11); model.AirbagBlank1 = GetDataSetValue(dt, i, 12); model.AirbagBlank2 = GetDataSetValue(dt, i, 13); break; case "99": model.OthersOptionStructureSubclass = GetDataSetValue(dt, i, 1); model.OthersStrikePriceCoefficientOne = GetDataSetValue(dt, i, 2); model.OthersStrikePriceCoefficientTwo = GetDataSetValue(dt, i, 3); model.OthersStrikePriceCoefficientThree = GetDataSetValue(dt, i, 4); model.OthersStrikePriceCoefficientFour = GetDataSetValue(dt, i, 5); model.OthersEngagementRateOne = GetDataSetValue(dt, i, 6); model.OthersEngagementRateTwo = GetDataSetValue(dt, i, 7); model.OthersEngagementRateThree = GetDataSetValue(dt, i, 8); model.OthersEngagementRateFour = GetDataSetValue(dt, i, 9); model.OthersBarrierPricesCoefficientOne = GetDataSetValue(dt, i, 10); model.OthersBarrierPricesCoefficientTwo = GetDataSetValue(dt, i, 11); model.OthersBackCoverYield = GetDataSetValue(dt, i, 12); model.OthersCappingYield = GetDataSetValue(dt, i, 13); model.OthersBlank1 = GetDataSetValue(dt, i, 14); model.OthersBlank2 = GetDataSetValue(dt, i, 15); break; } } } } private string formatInfoTag(OptionConfirmationModel model, bool suffixType = false, bool isSettlement = false) { var result = $"{(isSettlement ? "" : BusiDataType.ToString())}_{model.ConfirmationNo.Replace("_", "-")}_{(isSettlement ? "" : "成交_")}"; if (suffixType) { result = $"{result}{_operationType}"; } return result; } protected override string _changeCodeOfInfoTag(string infoTag, string newCode, out string originalCode) { var arr = infoTag.Split('_'); if (arr.Length != 4) { throw new ServiceException($"InfoTag信息不匹配:{infoTag}"); } originalCode = arr[1]; arr[1] = newCode.Replace("_", "-"); return string.Join("_", arr); } protected override List CheckBodyValue(BodyModel model, out bool checkStatus) { var result = new List(); if (model?.OptionConfirmation != null) { var helper = new Common.CheckHelper(); //var cAttHelper = new Common.CheckHelper(); var undrlygHelper = new Common.CheckHelper(); var pAttHelper = new Common.CheckHelper(); for (var i = 0; i < model.OptionConfirmation.Count; i++) { var listRoot = new List(); var item = model.OptionConfirmation[i]; if (item.IgnoreCheck) { continue; } helper.ExecuteCheck(item, (name, value, msg) => { listRoot.Add(new SacInfo(name, value, msg)); }); if (item.UndrlygAssetTuple != null) { for (var j = 0; j < item.UndrlygAssetTuple.Count; j++) { var listItem = new List(); var undrlygItem = item.UndrlygAssetTuple[j]; undrlygHelper.ExecuteCheck(undrlygItem, (name, value, msg) => { listItem.Add(new SacInfo(name, value, msg)); }); if (listItem.Count > 0) { var temp = new SacInfo("UndrlygAssetTuple", j) { SubMaps = new List(listItem) }; listRoot.Add(temp); } } } if (item.PerformanceCollTuple != null) { for (var j = 0; j < item.PerformanceCollTuple.Count; j++) { var listItem = new List(); var pItem = item.PerformanceCollTuple[j]; pAttHelper.ExecuteCheck(pItem, (name, value, msg) => { listItem.Add(new SacInfo(name, value, msg)); }); if (listItem.Count > 0) { var temp = new SacInfo("PerformanceCollTuple", j) { SubMaps = new List(listItem) }; listRoot.Add(temp); } } } if (listRoot.Count > 0) { var errMsg = new SacInfo("OptionConfirmation", i) { FieldValue = item.ConfirmationNo, SubMaps = new List(listRoot) }; result.Add(errMsg); } } } checkStatus = result.Count > 0; return result; } public override bool BeforeOfGenerated(out string errMsg) { errMsg = ""; foreach (var file in xmlAttachmentList) { try { File.Delete(file); } catch (Exception e) { LogFactory.GetLogger().Error(e); }; } for (var i = 0; i < noteList.Count; i++) { base.SaveReportNotes(noteList[i]); } return true; } //写一个方法,判断字符串前面是否存在括号,如果不存在,就在前面加上括号,后面同理 private string AddBrackets(string str) { if (str.IsNullOrWhiteSpace()) { return str; } string result = str; if (!str.StartsWith("(")) { result = "(" + result; } if (!str.EndsWith(")")) { result += ")"; } return result; } } }