zszq-trs/YLErpDAL/Modules/TradeModule/ForwardModule/TradeForwardUnwindService.cs

using YLErp.BLL;
using YLErp.DBModels.Converts;

namespace YLErp.Modules.TradeModule.ForwardModule
{
    /// <summary>
    /// 远期交易平仓服务
    /// </summary>
    public class TradeForwardUnwindService : TradeServiceBase
    {
        public TradeForwardUnwindService(OptUserInfo userInfo) : base(userInfo)
        {

        }

        /// <summary>
        /// from fowardTradeController.TradeUnwind
        /// </summary>
        public PrepareForwardUnwindResult PrepareUnwind(int tradeId, bool isUseApproval = false)
        {
            var result = new PrepareForwardUnwindResult();

            var td = DbContext.trade.Find(tradeId);

            var tc = new trade_cash();

            if (td == null)
            {
                throw new ServiceException("找不到现金交割交易");
            }

            var um = DataCacheProvider.GetUnderlyingDataSource().GetData(td.UnderlyingCode);
            result.HasProcess = HasTradeProcess();

            if (((valuedateBLL.SystemDate.CloseReCheck == 1) || (valuedateBLL.SystemDate.CloseReApprove == 1 && result.HasProcess)) && td.TradeStatus == ConsTrade.平仓待复核)
            {
                tc = DbContext.trade_cash.FirstOrDefault(t => t.TradeId == tradeId && t.Action == ClientCashInCashOut.系统操作_平仓费 && t.ValidState == ConsGlobal.InValid && !t.IsDeleted);

                if (tc == null)
                {
                    throw new ServiceException("该笔交易状态为平仓待复核，而trade_cash表没有相关记录，请检查该笔交易是否有效");
                }
            }
            else
            {
                tc = SetTradeUnwind(td, um);
            }

            tc.InitialSpotPrice = td.SpotPrice ?? 0;
            tc.UnderlyingCode = um.UnderlyingCode;
            tc.UnderlyingId = um.id;
            tc.TradeOriginalAmount = td.OriginalNotional / um.CountRatio;
            tc.UnderlyingInstrumentType = td.UnderlyingInstrumentType;
            tc.BondType = td.TradeType;
            tc.TradeType = BuySellConvert.GetClientBuySell(td.BuySell);
            tc.UnwindType = string.IsNullOrEmpty(tc.UnwindType) ? "全部平仓" : tc.UnwindType;

            if (!isUseApproval)
            {
                tc.TradeAmount = td.TradeAmount;
                tc.UnwindPrice = 0;
            }

            result.Trade = td;
            result.TradeCash = tc;

            result.OtcTradeForward = new TradeForwardService(OptUser).GetDetail(tradeId);

            if (!string.IsNullOrEmpty(td.PairTrade))
            {
                var pid = Convert.ToInt32(td.PairTrade);
                result.PairTrade = DbContext.trade.Find(pid);
            }

            result.Underlying = um;
            result.Variety = new VarietyBasic
            {
                CountRatio = um.CountRatio,
                TradeUnitValue = um.ContractSize,
                VarietyCode = um.CommodityCode
            };

            //在当日收盘前部分了解，预付金成本累加获取
            //远期交易最后一笔平仓时的预付金成本特殊情况处理： 触发条件:
            //1.最后一笔平仓
            //2.当前交易日和前一个交易日中间有假期
            //  处理规则：
            //  预付金成本 = 这笔平仓上一交易日预付金成本 + 这笔平仓假期日的预付金成本 
            var valueDate = valuedateBLL.ValueDate;

            if (valueDate > td.ExerciseDate)
            {
                valueDate = td.ExerciseDate.Value;
            }

            var lastMarginRecord = DbContext.eod_forward_margin.Where(f => f.TradeId == tc.TradeId && f.ValueDate < valueDate).OrderByDescending(x => x.ValueDate).FirstOrDefault();
            result.MaxUnwindDate = td.ExerciseDate.Value;
            if (td.ExerciseDate.Value > valuedateBLL.ValueDate)
            {
                result.MaxUnwindDate = valuedateBLL.ValueDate;
            }

            if (!isUseApproval)
            {
                result.TradeCash.ValueDate = valuedateBLL.ValueDate <= td.ExerciseDate ? valuedateBLL.ValueDate : td.ExerciseDate.Value;
            }

            if (lastMarginRecord != null)
            {
                //这段代码注释掉,在前端平仓页面使用MaxUnwindDate限制最大平仓日期选择
                //var lastSettleDate = QdpCalendarHelper.GetNonHolidayDefore(valueDate.AddDays(-1));
                //if (lastSettleDate != lastMarginRecord.ValueDate)
                //{
                //    throw new ServiceException($"请确保上一交易日({lastSettleDate:yyyy-MM-dd})已结算收盘!请尝试从{lastMarginRecord.ValueDate}之后，开始收盘！");
                //}
                var totaldays = (valuedateBLL.ValueDate.Date - lastMarginRecord.ValueDate.Date).TotalDays;
                result.HolidayMargin = lastMarginRecord.SettlePrice * lastMarginRecord.MarginRate * lastMarginRecord.AnnualRate * totaldays / 365;
                result.LastMarginRecord = lastMarginRecord;
            }
            else
            {
                //交易日当天
                result.HolidayMargin = 0;
                result.LastMarginRecord = new eod_forward_margin();
            }

            return result;
        }

        private trade_cash SetTradeUnwind(trade td, underlying_manager um)
        {
            var r = new trade_cash
            {
                TradeId = td.id,
                FinalPrice = um.Price ?? 0,
                ExceciseType = "现金",
                CallPut = td.CallPut,
                Strike = td.Strike,
                Notional = td.Notional,
                InitialSpotPrice = td.SpotPrice ?? 0,
                UnderlyingInstrumentType = td.UnderlyingInstrumentType,
                StockEqvNotional = td.StockEqvNotional,
                UnwindNotional = td.Notional,
                Amount = 0,
                ValueDate = valuedateBLL.ValueDate <= td.ExerciseDate ? valuedateBLL.ValueDate : td.ExerciseDate.Value,
                TradeType = BuySellConvert.GetClientBuySell(td.BuySell)
            };
            r.TradeAmount = r.Notional / um.CountRatio;
            r.UnwindTradeAmount = r.UnwindNotional / um.CountRatio;
            return r;
        }
    }

    public class PrepareForwardUnwindResult
    {
        public trade Trade { get; set; }

        public trade_cash TradeCash { get; set; }

        public OtcTradeForward OtcTradeForward { get; set; }

        public trade PairTrade { get; set; }

        public underlying_manager Underlying { get; set; }

        public VarietyBasic Variety { get; set; }

        public double HolidayMargin { get; set; }

        public eod_forward_margin LastMarginRecord { get; set; }

        public DateTime MaxUnwindDate { get; set; }

        /// <summary>
        /// 是否有审批步骤
        /// </summary>
        public bool HasProcess { get; set; }

    }
}