zszq-trs/YLErpDAL/Modules/ExchangeTradeModule/ExchangeTradeImportService.cs

using System.Data;
using YLErp.BLL;
using YLErp.Commons;
using YLErp.DBModels.Enums;
using YLErp.Modules.CalculationModule;

namespace YLErp.Modules.ExchangeTradeModule
{
    /// <summary>
    /// 场内交易导入服务
    /// </summary>
    public class ExchangeTradeImportService : ExchangeTradeSaveServiceBase
    {
        public ExchangeTradeImportService(OptUserInfo userInfo) : base(userInfo)
        {

        }

        /// <summary>
        /// 导入交易
        /// </summary>
        public int ImportExcel(Stream streamIn, out int TotalNum, out int SuccessNum)
        {
            var rowIndex = 0;

            try
            {
                var ds = Office.ExcelHelper.ReadExcelAsDataSet(streamIn, new[] { 0 }, 1);

                if (ds.Tables.Count < 1 || ds.Tables[0].Rows.Count < 1)
                {
                    throw new ServiceException("读取导入数据失败:数据为空") { Tag = "111" };
                }

                var table = ds.Tables[0];
                var reader = new DataRowReader(table);

                rowIndex = 1;
                TotalNum = table.Rows.Count;
                var tradePositions = new List<ExchangeTrade>();
                foreach (var row in table.Rows.Cast<DataRow>())
                {
                    rowIndex++;

                    if (row.ItemArray.All(n => string.IsNullOrWhiteSpace(n?.ToString())))
                    {
                        continue;
                    }

                    reader.SetDataRow(row);

                    var dto = MapTrade(reader);
                    var td = PrepareSave(dto);
                    DbContext.ExchangeTrade.Add(td);
                    ExchangeTrade tdp;
                    if (string.IsNullOrWhiteSpace(td.OptionCode))
                    {
                        tdp = tradePositions.Where(o => o.AssetBookId == td.AssetBookId && o.TradeType == td.TradeType && o.OptionCode == null && o.UnderlyingCode == td.UnderlyingCode && o.TradeSide.Substring(0, 2) == td.TradeSide.Substring(0, 2)).FirstOrDefault();
                    }
                    else
                    {
                        tdp = tradePositions.Where(o => o.AssetBookId == td.AssetBookId && o.TradeType == td.TradeType && td.OptionCode == o.OptionCode && o.UnderlyingCode == td.UnderlyingCode && o.TradeSide.Substring(0, 2) == td.TradeSide.Substring(0, 2)).FirstOrDefault();
                    }

                    var sign = TradeCalcHelper.GetSign(td.TradeSide);
                    //汇总exchangeTrade
                    if (tdp != null)
                    {
                        tdp.TradeLots = td.TradeLots * sign + tdp.TradeLots;
                        tdp.Notional = td.Notional * sign + tdp.Notional;
                        tdp.TradeSinglePrice += td.TradeLots * td.TradeSinglePrice * sign;
                        tdp.Commission += td.Commission;
                    }
                    else
                    {
                        tdp = td.Clone();
                        tdp.TradeSide = td.TradeSide.StartsWith("多头") ? "多头开仓" : "空头平仓";
                        tdp.TradeLots *= sign;
                        tdp.Notional *= sign;
                        tdp.TradeSinglePrice *= tdp.TradeLots;
                        tradePositions.Add(tdp);
                    }
                }

                foreach (var td in tradePositions)
                {
                    td.TradeSinglePrice = Math.Abs(td.TradeLots) > 1e-5 ? td.TradeSinglePrice / td.TradeLots : 0;
                    SaveExchangeTradePosition(td);
                }

                SuccessNum = TotalNum;

                return DbContext.SaveChanges();
            }
            catch (ServiceException se)
            {
                if (se.Tag != null) throw;
                throw new ServiceException($"第{rowIndex}行,发生错误:{se.Message}");
            }
            catch (Exception ex)
            {
                LogFactory.GetLogger("导入场内交易").Error(ex);
                throw new ServiceException($"第{rowIndex}行,发生错误:{ex.Message}", ex);
            }
        }

        //将req转换交易对象
        private ExchangeTrade PrepareSave(ExchangeTradeDto dto)
        {
            SetDBModelOpt(dto);

            var contractSize = 0d;

            if (dto.TradeType == "场内期权")
            {
                SetTradeOptionInfo(dto, dto.UnderlyingCode, out var option);

                contractSize = option.ContractSize;
            }

            //标的信息
            SetTradeUnderlyingInfo(dto, dto.UnderlyingCode, out var um);

            //验证股票结构类型，只能股票标的，商品期货只能期货
            switch (dto.TradeType)
            {
                case "股票":
                    if (!um.CalcTypeIsStock())
                    {
                        throw new ServiceException("股票交易类型必须使用股票标的");
                    }
                    break;
                case "商品期货":
                    if (!um.IsFutures())
                    {
                        throw new ServiceException("商品期货交易类型必须填写期货标的");
                    }
                    break;
                case "商品现货":
                    if (!um.IsCommoditySpot())
                    {
                        throw new ServiceException("商品现货交易类型必须填写商品现货标的");
                    }
                    break;
                case "信用债":
                case "利率债":
                case "其它债券":
                    if (!um.IsBond())
                    {
                        throw new ServiceException(dto.TradeType+"交易类型必须填写债券标的");
                    }
                    dto.TradeSinglePrice /= 100;
                    break;
            }

            //交易数量
            SetTradeLotsInfo(dto, dto.TradeLots, contractSize < 1 ? um.ContractSize : contractSize, um.UnderlyingTypeId);

            //簿记和对冲账户
            SetAssetAndExchangeAccount(dto, dto.AssetBookName, dto.ExchangeAccountCode, um.UnderlyingTypeId);

            //交易员信息
            dto.TraderId = UserId;
            dto.TraderName = UserName;
            dto.TradeSource = "导入交易";

            dto.IsValid = true;
            dto.CreateTime = DateTime.Now;
            return YLAutoMapper.Map<ExchangeTrade>(dto);
        }

        private ExchangeTradeDto MapTrade(DataRowReader reader)
        {
            var dto = new ExchangeTradeDto
            {
                TradeType = reader.GetString("交易类型", true)
            };

            dto.TradeType = CheckTradeType(dto.TradeType);

            dto.TradeNumber = reader.GetString("交易编号", false);
            if (string.IsNullOrWhiteSpace(dto.TradeNumber))
            {
                dto.TradeNumber = DateTime.Now.ToString("yyyyMMddHHmmssfff");
            }

            dto.AssetBookName = reader.GetString("簿记账户", false);
            dto.ExchangeAccountCode = reader.GetString("对冲账户", false);
            if (string.IsNullOrWhiteSpace(dto.AssetBookName) && string.IsNullOrWhiteSpace(dto.ExchangeAccountCode))
            {
                throw new ServiceException("簿记账户和对冲账户 至少填写一个");
            }

            dto.UnderlyingCode = reader.GetString("交易标的", true).ToUpperInvariant();

            dto.TradeSide = reader.GetString("交易方向", true);
            if (!ConsGlobal.TradeSide.IsValid(dto.TradeSide))
            {
                throw new ServiceException("交易方向未能识别:" + dto.TradeSide);
            }

            dto.TradeDate = reader.GetDate("交易日期", true).Value;
            if (dto.TradeDate > valuedateBLL.ValueDate)
            {
                throw new ServiceException("交易日期 不能大于系统日期:" + valuedateBLL.ValueDate.ToString("yyyy-MM-dd"));
            }

            dto.TradeLots = Math.Abs(reader.GetDouble("成交手数", true).Value);
            dto.TradeSinglePrice = reader.GetDouble("成交单价", true).Value;
            if (dto.TradeLots < 1e-5)
            {
                throw new ServiceException("成交手数 必须大于0:" + dto.TradeLots);
            }

            var commission = reader.GetDouble("手续费", false);
            if (commission.HasValue)
            {
                dto.Commission = commission.Value;
                dto.CommissionType = CommissionType.手动录入;
            }
            else
            {
                dto.CommissionType = CommissionType.系统计算;
            }

            dto.Comments = reader.GetString("备注", false);

            return dto;
        }
    }
}