zszq-trs/Tools/YLTestTool/Forms/FormDebugTradeRisk.cs

using CsvHelper;
using System.Globalization;
using YLErp.BLL;
using YLErp.DBModels;
using YLErp.Modules.EodModule;
using YLErp.Modules.TradeRiskCalcModule;

namespace YLErp.Forms
{
    public partial class FormDebugTradeRisk : Form
    {
        public FormDebugTradeRisk()
        {
            InitializeComponent();
        }

        private void btnSelectClient_Click(object sender, EventArgs e)
        {
            var form = new FormSelectClient { StartPosition = FormStartPosition.CenterScreen };
            if (form.ShowDialog() == DialogResult.OK)
            {
                tbClientName.Text = form.SelectedClient;
            }
        }

        private void btnExecute_Click(object sender, EventArgs e)
        {
            labelExecuteState.Text = "执行状态:执行中";
            labelExecuteState.Update();

            var request = new TradeRiskCalcTestRequest
            {
                IsEodSettle = false,
                ValueDate = valuedateBLL.ValueDate,
                UseClosePrice = true,
                VolType = "对冲",
                TradeNumber = tbTradeNumber.Text.Trim(),
                ClientName = tbClientName.Text.Trim(),
                TradeType = tbTradeType.Text.Trim(),
                UnderlyingCode = tbUnderlyingCode.Text.Trim(),
                IncludeExchange = checkIncludeExchange.Checked,
                Skip_TradeType = tbSkipTradeTypes.Text
            };

            new TradeRiskCalcTest().Execute(request);

            labelExecuteState.Text = "执行状态:执行完成";
        }

        private void btnMultiExecute_Click(object sender, EventArgs e)
        {
            if (btnMultiExecute.Text == "停止执行")
            {
                btnMultiExecute.Text = "执行";
                AppContext.SetSwitch("DisableTradeRiskCalcTaskRunner", true);
            }
            else
            {
                btnMultiExecute.Text = "停止执行";
                int interval = 1000 * (int)numMeInterval.Value;

                Task.Run(() =>
                {
                    while (btnMultiExecute.Text == "停止执行")
                    {
                        try
                        {
                            TradeRiskCalcTaskRunner.Execute(new[] { "对冲" });
                        }
                        catch (Exception ex)
                        {
                            LogFactory.GetLogger("执行实时风险测试").Error(ex);
                        }
                        Thread.Sleep(interval);
                    }
                });
            }
        }

        private void FormDebugTradeRisk_Load(object sender, EventArgs e)
        {
            accDateTimePicker1.Value = valuedateBLL.SystemDate.AccruedTotalPnlStartDate ?? valuedateBLL.ValueDate;
            accDateTimePicker2.Value = valuedateBLL.ValueDate;
        }

        private void btnAccDetail_Click(object sender, EventArgs e)
        {
            var startDate = accDateTimePicker1.Value;
            var endDate = accDateTimePicker2.Value;
            var list = new AccruedTotalPnlService<eod_trade_position_hedgevol>(OptUserInfo.SystemUser).GetFinishedTradePnls(startDate, endDate, accIncludeHedge.Checked);
            var list2 = new AccruedTotalPnlService<eod_trade_position_hedgevol>(OptUserInfo.SystemUser).GetAccruedStartPnls(startDate, true);
            if (!string.IsNullOrWhiteSpace(accTbUnderlyingCode.Text))
            {
                list = list.Where(n => n.UnderlyingCode.StartsWith(accTbUnderlyingCode.Text.Trim(), StringComparison.OrdinalIgnoreCase)).ToArray();
                list2 = list2.Where(n => n.UnderlyingCode.StartsWith(accTbUnderlyingCode.Text.Trim(), StringComparison.OrdinalIgnoreCase)).ToArray();
            }

            string fullPath;
            var fileName = Guid.NewGuid().ToString("N") + ".csv";
            using (var fs = InnerHelper.CreateTempFile(fileName, out fullPath))
            using (var writer = new StreamWriter(fs, System.Text.Encoding.UTF8))
            using (var csv = new CsvWriter(writer, CultureInfo.InvariantCulture))
            {
                foreach (var li in list2)
                {
                    li.Remark = "起算日前";
                }
                csv.WriteHeader<EodPnlStaticsDto>();
                csv.NextRecord();
                csv.WriteRecords(list);
                csv.WriteRecords(list2);
            }

            System.Diagnostics.Process.Start(fullPath);
        }

        private void btnAccSum_Click(object sender, EventArgs e)
        {
            var startDate = accDateTimePicker1.Value;
            var endDate = accDateTimePicker2.Value;
            var list = new AccruedTotalPnlService<eod_trade_position_hedgevol>(OptUserInfo.SystemUser).GetFinishedTradePnls(startDate, endDate, accIncludeHedge.Checked);
            var list2 = new AccruedTotalPnlService<eod_trade_position_hedgevol>(OptUserInfo.SystemUser).GetAccruedStartPnls(startDate, true);
            if (!string.IsNullOrWhiteSpace(accTbUnderlyingCode.Text))
            {
                list = list.Where(n => n.UnderlyingCode.StartsWith(accTbUnderlyingCode.Text.Trim(), StringComparison.OrdinalIgnoreCase)).ToArray();
                list2 = list2.Where(n => n.UnderlyingCode.StartsWith(accTbUnderlyingCode.Text.Trim(), StringComparison.OrdinalIgnoreCase)).ToArray();
            }
            var accruedTotalPnLStartingDic = list2.AsEnumerable().GroupBy(n => n.UnderlyingCode).ToDictionary(g => g.Key, g => g.Sum(n => n.TotalPnl));

            var sumQuery = from g in list.AsEnumerable().GroupBy(n => n.UnderlyingCode)
                           select new
                           {
                               underlyingCode = g.Key,
                               totalPnl = g.Sum(n => n.TotalPnl)
                               - (accruedTotalPnLStartingDic.TryGetValue(g.Key, out var startingPnl) ? startingPnl : 0)
                           };

            var sums = sumQuery.ToArray();

            string fullPath;
            var fileName = Guid.NewGuid().ToString("N") + ".csv";
            using (var fs = InnerHelper.CreateTempFile(fileName, out fullPath))
            using (var writer = new StreamWriter(fs))
            using (var csv = new CsvWriter(writer, CultureInfo.InvariantCulture))
            {
                csv.WriteRecords(sums);
            }

            System.Diagnostics.Process.Start(fullPath);
        }
    }
}