zszq-trs/YLErpDAL/Modules/EodModule/SettlementModule/EodCheckVolService.cs

namespace YLErp.Modules.EodModule.SettlementModule
{
    /// <summary>
    /// 日终结算检查
    /// </summary>
    class EodCheckVolService : EodSettleServiceBase
    {
        public const string Step = "日终结算检查";

        public EodCheckVolService(EodSettlementContextBase context) : base(context)
        {
            ResetDbContext();
        }

        public void Execute()
        {
            var clienIds = _context.Request.ClientIds;
            //光大光子需要检查场内期权是否设置了波动率
            if (PS.Config.Company == Configuration.CompanyEnum.光大光子)
            {
                var preDate = _context.PreSettleDate;

                var query1 = from a in DbContext.ExchangeTrade
                             where a.TradeDate == _context.SettleDate && a.IsValid && a.TradeType == "场内期权"
                             group a by a.OptionCode into aa
                             select new { OptionCode = aa.Key };

                var eodPosition = DbContext.eod_trade_position.AsEnumerable();
                #region 新增客户筛选 tw
                if (clienIds != null)
                {
                    eodPosition = eodPosition.Where(l => clienIds.Contains(l.ClientId));
                }
                #endregion
                var query2 = from b in eodPosition
                             where b.ValueDate == preDate && b.TradeType == "场内期权"
                             group b by b.ExchangeOptionCode into bb
                             select new { OptionCode = bb.Key };

                var query = from a in query1.ToList().Union(query2.ToList())
                            where !DbContext.exchange_option_vol.Any(n => n.OptionCode == a.OptionCode && n.UseFlag == DBModels.ExchangeOptionVolUseFlag.FixedValue)
                            select a.OptionCode;

                var codes = query.ToHashSet();

                if (codes.Any())
                {
                    var str = string.Join("、", codes);

                    _context.RaiseError(Step, $"请设置场内期权{str}的对冲波动率！");
                }
            }
        }
    }
}