470 lines
22 KiB
C#
470 lines
22 KiB
C#
using BaseOUDAL;
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using Org.BouncyCastle.Ocsp;
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using Qdp.Pricing.Library.Base.Utilities;
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using System;
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using System.Collections.Generic;
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using System.Data;
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using System.Linq;
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using System.Linq.Dynamic.Core;
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using YLErp.Helpers;
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using YLErp.Model;
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using YLErp.Office;
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using Newtonsoft.Json;
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using OfficeOpenXml;
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using YieldChain.Commons;
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using YLErp.Abstract;
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using Microsoft.Extensions.DependencyInjection;
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namespace YLErp.Modules.SwapModule
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{
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public class SwapRateService : YLBaseService
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{
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IKafkaProduce kafkaProduceHelper;
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public SwapRateService(OptUserInfo userInfo) : base(userInfo)
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{
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kafkaProduceHelper = YLServiceLocator.ServiceProvider.GetService<IKafkaProduce>();
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}
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/// <summary>
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/// 查询阶梯费率
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/// </summary>
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public SearchListResult<SwapRate> SearchList(SwapRateSearchRequest req)
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{
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var predicate = PredicateBuilder.Create<SwapRate>(n => 1 == 1);
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if (req.OptDateStart.HasValue)
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{
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predicate = predicate.And(n => n.opt_time >= req.OptDateStart.Value);
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}
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if (req.OptDateEnd.HasValue)
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{
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predicate = predicate.And(n => n.opt_time <= req.OptDateEnd.Value);
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}
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if (req.ClientIds.Count > 0)
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{
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predicate = predicate.And(n => req.ClientIds.Contains(n.ClientId));
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}
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if (!string.IsNullOrEmpty(req.ClientNumber))
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{
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predicate = predicate.And(x => x.ClientNumber.Contains(req.ClientNumber.Trim()));
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}
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if (req.TakeEffectDate.HasValue)
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{
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predicate = predicate.And(n => n.TakeEffectDate == req.TakeEffectDate);
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}
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if (!string.IsNullOrEmpty(req.OptName))
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{
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predicate = predicate.And(n => n.opt_name == req.OptName);
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}
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var rateQuery = DbContext.swap_rate.Where(predicate);
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var clientQuery = DataCacheProvider.GetClientDataSource().AsQueryable();
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if (string.IsNullOrEmpty(req.sidx))
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{
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req.sidx = "create_time";
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req.sord = "desc";
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}
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var retListResult = rateQuery.ToSearchList(req);
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foreach (var item in retListResult.rows)
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{
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var client = clientQuery.FirstOrDefault(x => x.id == item.ClientId);
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item.ClientName = client?.Name;
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}
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return retListResult;
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}
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/// <summary>
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/// 保存互换费率
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/// </summary>
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/// <param name="req"></param>
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/// <exception cref="Exception"></exception>
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public void SaveSwapRate(SwapRate req)
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{
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var changeClient = DataCacheProvider.GetClientDataSource().GetData(req.ClientId);
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req.ClientNumber = changeClient?.Number;
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req.ClientName = changeClient?.Name;
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ValidateSwapRate(req);
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string changeStr = string.Empty;
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string changeTitle = "新增";
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if (req.id > 0)
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{
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var swapRate = DbContext.swap_rate.Find(req.id);
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if (swapRate == null)
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{
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throw new ServiceException("未找到该阶梯费率");
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}
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var client = DataCacheProvider.GetClientDataSource().GetData(swapRate.ClientId);
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swapRate.ClientNumber = client?.Number;
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swapRate.ClientName = client?.Name;
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var changeList = DataChangeHelper.GetDataChanges(swapRate, req);
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changeStr = changeList.ToJson();
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changeTitle = "编辑";
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swapRate.ClientId = req.ClientId;
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swapRate.ClientNumber = req.ClientNumber;
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swapRate.TakeEffectDate = req.TakeEffectDate;
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swapRate.TempRateIsPercent = req.TempRateIsPercent;
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swapRate.TempRate = req.TempRate;
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swapRate.BaseRate = req.BaseRate;
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swapRate.BaseRateIsPercent = req.BaseRateIsPercent;
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swapRate.DiscountAccDown = req.DiscountAccDown;
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swapRate.DiscountRateIsPercent = req.DiscountRateIsPercent;
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swapRate.DiscountRate = req.DiscountRate;
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swapRate.FrontDeskCharge = req.FrontDeskCharge;
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swapRate.FrontDeskChargeIsPercent = req.FrontDeskChargeIsPercent;
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swapRate.BackDeskCharge = req.BackDeskCharge;
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swapRate.BackDeskChargeIsPercent = req.BackDeskChargeIsPercent;
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swapRate.OfflineRate = req.OfflineRate;
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swapRate.SetOpt(UserId, UserName);
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}
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else
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{
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req.SetCreator(UserId, UserName);
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req.SetOpt(UserId, UserName);
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DbContext.swap_rate.Add(req);
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}
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DbContext.SaveChanges();
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new SwapRateLogService(UserInfo).AddSwapRateLog(0, req.id, changeTitle, changeStr, null);
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}
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/// <summary>
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/// 校验数据
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/// </summary>
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/// <param name="req"></param>
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/// <exception cref="ServiceException"></exception>
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private void ValidateSwapRate(SwapRate req)
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{
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if (req.BaseRate == null && req.TempRate == null)
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{
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throw new ServiceException("临时费率或基础费率不能为空");
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}
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if (req.DiscountRate.HasValue && req.DiscountAccDown == null)
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{
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throw new ServiceException("优惠累计量下限不能为空");
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}
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if (!req.DiscountRate.HasValue && req.DiscountAccDown.HasValue)
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{
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throw new ServiceException("优惠累计量下限有值的情况，优惠汇率不能为空");
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}
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if (DbContext.swap_rate.Any(x => x.ClientId == req.ClientId && x.id != req.id && x.TakeEffectDate == req.TakeEffectDate))
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{
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throw new ServiceException($"该客户在{req.TakeEffectDate:D}已经存在阶梯费率");
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}
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}
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/// <summary>
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/// 删除阶梯费率
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/// </summary>
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/// <param name="id"></param>
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/// <exception cref="Exception"></exception>
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public int DeleteSwapRate(int id)
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{
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var swapRate = DbContext.swap_rate.Find(id);
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if (swapRate == null)
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{
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throw new ServiceException("未找到该阶梯费率");
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}
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DbContext.swap_rate.Remove(swapRate);
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DbContext.SaveChanges();
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return swapRate.ClientId;
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}
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/// <summary>
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/// 获取详细
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/// </summary>
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/// <param name="id"></param>
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/// <returns></returns>
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/// <exception cref="ServiceException"></exception>
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public SwapRate GetSwapRate(int id)
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{
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var swapRate = DbContext.swap_rate.Find(id);
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if (swapRate == null)
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{
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throw new ServiceException("未找到该阶梯费率");
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}
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var client = DataCacheProvider.GetClientDataSource().GetData(swapRate.ClientId);
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swapRate.ClientName = client?.Name;
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swapRate.ClientNumber = client?.Number;
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return swapRate;
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}
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/// <summary>
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/// 阶梯费率导入 excel
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/// </summary>
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/// <param name="streamIn">上传的文件</param>
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/// <param name="totalNum">总条数</param>
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/// <param name="successNum">成功条数</param>
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public List<int> ImportSwapRateFromExcel(Stream streamIn, out int totalNum, out int successNum)
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{
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totalNum = 0;
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successNum = 0;
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var rowIndex = 0;
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List<int> clientIds = new List<int>();
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var trans = DbContext.Database.BeginTransaction();
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try
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{
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var ds = Office.ExcelHelper.ReadExcelAsDataSet(streamIn, new[] { 0 }, 0);
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if (ds.Tables.Count < 1 || ds.Tables[0].Rows.Count < 2)
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{
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throw new ServiceException("读取导入数据失败:数据为空") { Tag = "111" };
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}
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var table = ds.Tables[0];
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var reader = new DataRowReaderHelper(table);
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rowIndex = 1;
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totalNum = table.Rows.Count - rowIndex;
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var clientList = DataCacheProvider.GetClientDataSource().AsQueryable().ToList();
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foreach (var row in table.Rows.Cast<DataRow>().Skip(rowIndex))
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{
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rowIndex++;
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if (row.ItemArray.All(n => string.IsNullOrWhiteSpace(n?.ToString())))
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{
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totalNum--;
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continue;
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}
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reader.SetDataRow(row, rowIndex);
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var swapRate = new SwapRate();
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swapRate.ClientNumber = reader.GetString("客户编号", true);
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swapRate.TakeEffectDate = reader.GetDate("生效日期", true).Value;
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var client = clientList.FirstOrDefault(x => x.Number == swapRate.ClientNumber);
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if (client == null)
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{
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throw new ServiceException($"找不到客户编号为{swapRate.ClientNumber}的客户");
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}
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swapRate.ClientId = client.id;
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clientIds.Add(client.id);
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var tempRate = reader.GetString("临时费率");
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if (!string.IsNullOrEmpty(tempRate))
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{
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decimal rate = 0;
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if (tempRate.EndsWith("%"))
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{
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swapRate.TempRateIsPercent = true;
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tempRate = tempRate.Replace("%", "");
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decimal.TryParse(tempRate, out rate);
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rate = rate / 100;
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}
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else
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{
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swapRate.TempRateIsPercent = false;
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decimal.TryParse(tempRate, out rate);
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}
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swapRate.TempRate = rate;
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}
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var baseRate = reader.GetString("基础费率");
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if (!string.IsNullOrEmpty(baseRate))
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{
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decimal rate = 0;
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if (baseRate.EndsWith("%"))
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{
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swapRate.BaseRateIsPercent = true;
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baseRate = baseRate.Replace("%", "");
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decimal.TryParse(baseRate, out rate);
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rate = rate / 100;
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}
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else
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{
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swapRate.BaseRateIsPercent = false;
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decimal.TryParse(baseRate, out rate);
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}
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swapRate.BaseRate = rate;
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}
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var disAccRate = reader.GetString("优惠费率");
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if (!string.IsNullOrEmpty(disAccRate))
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{
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decimal rate = 0;
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if (disAccRate.EndsWith("%"))
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{
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swapRate.DiscountRateIsPercent = true;
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disAccRate = disAccRate.Replace("%", "");
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decimal.TryParse(disAccRate, out rate);
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rate = rate / 100;
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}
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else
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{
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swapRate.DiscountRateIsPercent = false;
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decimal.TryParse(disAccRate, out rate);
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}
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swapRate.DiscountRate = rate;
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}
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var frontRate = reader.GetString("现券对冲交易费用");
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if (!string.IsNullOrEmpty(frontRate))
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{
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if (frontRate.EndsWith("‱"))
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{
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swapRate.FrontDeskChargeIsPercent = true;
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frontRate = frontRate.Replace("‱", "");
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}
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decimal.TryParse(frontRate, out var rate);
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swapRate.FrontDeskCharge = rate * 0.0001m;
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}
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var backRate = reader.GetString("现券对冲结算费用");
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if (!string.IsNullOrEmpty(backRate))
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{
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if (backRate.EndsWith("‱"))
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{
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swapRate.BackDeskChargeIsPercent = true;
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backRate = backRate.Replace("‱", "");
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}
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decimal.TryParse(backRate, out var rate);
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swapRate.BackDeskCharge = rate * 0.0001m;
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}
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swapRate.DiscountAccDown = reader.GetDecimal("优惠累计量下限");
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ValidateSwapRate(swapRate);
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swapRate.SetCreator(UserId, UserName);
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swapRate.SetOpt(UserId, UserName);
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DbContext.swap_rate.Add(swapRate);
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DbContext.SaveChanges();
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new SwapRateLogService(UserInfo).AddSwapRateLog(0, swapRate.id, "新增", null, "导入");
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successNum++;
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}
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trans.Commit();
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trans.Dispose();
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return clientIds;
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}
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catch (Exception ex)
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{
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trans.Rollback();
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trans.Dispose();
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LogFactory.GetLogger("导入阶梯费率").Error(ex);
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throw new ServiceException($"第{rowIndex}行,发生错误:{ex.Message}");
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}
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}
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/// <summary>
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/// 阶梯费率导出
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/// </summary>
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/// <param name="req"></param>
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/// <returns></returns>
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/// <exception cref="ServiceException"></exception>
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public byte[] exprotSwapRateExcel(SwapRateSearchRequest req)
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{
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//获取数据
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var ret = SearchList(req);
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List<SwapRateExportModel> list = new List<SwapRateExportModel>();
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foreach (var item in ret.rows)
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{
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SwapRateExportModel exportModel = new SwapRateExportModel();
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exportModel.ClientNumber = item.ClientNumber;
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exportModel.ClientName = item.ClientName;
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exportModel.TakeEffectDate = item.TakeEffectDate.OtcFormatDate();
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exportModel.BaseRate = item.BaseRateIsPercent ? item.BaseRate.OtcFormatPercent(4) : item.BaseRate.OtcFormatMoney(true);
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exportModel.TempRate = item.TempRateIsPercent ? item.TempRate.OtcFormatPercent(4) : item.TempRate.OtcFormatMoney(true);
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exportModel.DiscountRate = item.DiscountRateIsPercent ? item.DiscountRate.OtcFormatPercent(4) : item.DiscountRate.OtcFormatMoney(true);
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exportModel.DiscountAccDown = item.DiscountAccDown.OtcFormatMoney(true);
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exportModel.FrontDeskCharge = item.FrontDeskChargeIsPercent == true ? item.FrontDeskCharge.OtcFormatTenThousandsPercent(4) : item.FrontDeskCharge.OtcFormatMoney(true);
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exportModel.BackDeskCharge = item.BackDeskChargeIsPercent == true ? item.BackDeskCharge.OtcFormatTenThousandsPercent(4) : item.BackDeskCharge.OtcFormatMoney(true);
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exportModel.OfflineRate = item.OfflineRate.OtcFormatTenThousandsPercent(4);
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list.Add(exportModel);
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}
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var tplFilePath = OtcAppContext.MapPath("/App_Docs");
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var sourceFileName = Path.Combine(tplFilePath, "导出模板", "阶梯费率导出模板.xlsx");
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var modelDict = new Dictionary<string, object>();
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var model = new { list = list };
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modelDict.Add("Sheet1", model);
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ExcelPackage.LicenseContext = LicenseContext.NonCommercial;
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return new ExcelTemplateGenerator().SetTemplateFile(sourceFileName).SetTemplateData(modelDict).Output();
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}
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/// <summary>
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/// 将最新的费率发送到kafka
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/// </summary>
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/// <param name="clientId"></param>
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/// <param name="kafkaProvider"></param>
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public void SendSwapRateToKafka(int clientId)
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{
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var swapRate = GetClientSwapRate(clientId);
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if (swapRate == null)
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{
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swapRate = new SwapRate()
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{
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ClientId = clientId,
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};
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}
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var monthStart = GetMonthStart();
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var clientPosiNotional = DbContext.trade.Where(x => x.TradeDate >= monthStart
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&& x.ValidState != ConsGlobal.InValid
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&& x.TradeType == "收益互换"
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&& x.ClientId == clientId
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&& ConsTrade.TradeStatusCustomexport.Contains(x.TradeStatus)).ToList().Sum(s => s.OriginalStockEqvNotional ?? 0);
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SendToKafka(swapRate, clientPosiNotional);
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}
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public void SendAllSwapRateToKafka()
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{
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var swapRates = DbContext.swap_rate.Where(x => x.TakeEffectDate <= DateTime.Now.Date).ToList().GroupBy(g => g.ClientId).Select(g => g.OrderByDescending(o => o.TakeEffectDate).FirstOrDefault()).ToList();
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var swapRateAll = DbContext.swap_rate
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.Where(x => x.ClientId == 0 && x.TakeEffectDate <= DateTime.Now.Date)
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.OrderByDescending(o => o.TakeEffectDate)
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.FirstOrDefault();
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var monthStart = GetMonthStart();
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// 预计算客户持仓总额（在数据库端完成聚合）
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var posiNotionalValues = DbContext.trade
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.Where(x => x.TradeDate >= monthStart &&
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x.ValidState != ConsGlobal.InValid &&
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x.TradeType == "收益互换" &&
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ConsTrade.TradeStatusCustomexport.Contains(x.TradeStatus))
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.GroupBy(x => x.ClientId)
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.Select(g => new
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{
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ClientId = g.Key,
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Total = g.Sum(s => s.OriginalStockEqvNotional ?? 0)
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})
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.AsNoTracking()
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.ToDictionary(x => x.ClientId, x => x.Total);
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using ClientDBContext clientDBContext = new ClientDBContext();
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var clients = clientDBContext.client.Where(x => x.ProcessStatus == "已开户").AsQueryable().ToList();
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foreach (var client in clients)
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{
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SwapRate swapRate = swapRates.FirstOrDefault(s => s.ClientId == client.id);
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if (swapRate == null)
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{
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swapRate = swapRateAll;
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}
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if (swapRate == null)
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{
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swapRate = new SwapRate() { ClientId = client.id };
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}
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else
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{
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swapRate.ClientId= client.id;
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}
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posiNotionalValues.TryGetValue(client.id, out var clientPosiNotional);
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SendToKafka(swapRate,clientPosiNotional);
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}
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}
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/// <summary>
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/// 获取月初
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/// </summary>
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/// <returns></returns>
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private DateTime GetMonthStart()
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{
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DateTime currentDate = DateTime.Today; // 获取当前日期（包括当前年月日）
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DateTime monthStart = new DateTime(currentDate.Year, currentDate.Month, 1);
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return monthStart;
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}
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private void SendToKafka(SwapRate swapRate, double clientPosiNotional)
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{
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SwapRateKafkaModel swapRateKafkaModel = new SwapRateKafkaModel();
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swapRateKafkaModel.clientId = swapRate.ClientId;
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swapRateKafkaModel.frontDeskCharge = swapRate.FrontDeskCharge ?? 0;
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swapRateKafkaModel.isFrontDeskChargePercent = swapRate.FrontDeskChargeIsPercent ?? true;
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swapRateKafkaModel.backDeskCharge = swapRate.BackDeskCharge ?? 0;
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swapRateKafkaModel.isBackDeskChargePercent = swapRate.BackDeskChargeIsPercent ?? true;
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if (swapRate.TempRate.HasValue)
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{
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swapRateKafkaModel.isRate = swapRate.TempRateIsPercent;
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swapRateKafkaModel.rate = swapRate.TempRate ?? 0;
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}
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else
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{
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swapRateKafkaModel.isRate = swapRate.BaseRateIsPercent;
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swapRateKafkaModel.rate = swapRate.BaseRate ?? 0;
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swapRateKafkaModel.disRateDown = swapRate.DiscountAccDown ?? 0;
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if (swapRate.DiscountAccDown.HasValue && Convert.ToDecimal(clientPosiNotional) >= swapRateKafkaModel.disRateDown)
|
|
{
|
|
swapRateKafkaModel.isDisRate = swapRate.DiscountRateIsPercent;
|
|
swapRateKafkaModel.disRate = swapRate.DiscountRate ?? 0;
|
|
swapRateKafkaModel.rate = swapRateKafkaModel.disRate;
|
|
}
|
|
|
|
}
|
|
kafkaProduceHelper.Produce(Environment.GetEnvironmentVariable("KafkaConfig_ClientRateTopic"), JsonConvert.SerializeObject(swapRateKafkaModel));
|
|
}
|
|
private SwapRate GetClientSwapRate(int clientId)
|
|
{
|
|
return DbContext.swap_rate.Where(x => x.ClientId == clientId && x.TakeEffectDate <= DateTime.Now.Date).OrderByDescending(o => o.TakeEffectDate).FirstOrDefault();
|
|
}
|
|
}
|
|
}
|