81 lines
3.9 KiB
C#
81 lines
3.9 KiB
C#
using YLErp.Model.Enum;
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using YLErp.Modules.DataProviderModule;
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namespace YLErp.Modules.TradeModule.DealModule
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{
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/// <summary>
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/// 收益互换数据验证
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/// </summary>
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public static class SwapTradeValidator
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{
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/// <summary>
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/// 收益互换预付金校验
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/// </summary>
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public static string Validate(trade req)
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{
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var errorMsg = string.Empty;
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var client = DataCacheProvider.GetClientDataSource().GetData(req.ClientId);
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if (client.DerivativesInvestmentVarieties == null || !client.DerivativesInvestmentVarieties.Contains((int)DerivativesInvestmentVarietiesEnum.场外互换 + ""))
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{
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return $"客户:{client.Name}未设置交易种类“场外互换”，无法生成互换交易！";
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}
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//收益互换初始预付金校验
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//errorMsg = checkMarginRate(req.trade_swap);
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return errorMsg;
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}
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private static string checkMarginRate(trade_swap tradeSwap)
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{
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var errorMsg = "";
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//多空组合
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if (ClientMarginTypeEnum.多空组合.ToString().Equals(tradeSwap.SwapType))
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{
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if (tradeSwap.GetMarginRate < 0.25)
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{
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errorMsg = $"根据监管要求权益类多空组合型收益互换预付金不得低于25%,当前交易预付金率为:{ tradeSwap.GetMarginRate * 100}%,不符合监管要求！";
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}
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}
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else
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{
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//获取标的品种
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var underlingData = new UnderlyingDataProvider();
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var underlyingCode = tradeSwap.PayUnderlyingCode;
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if (tradeSwap.IsGetFloatingProfit)
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{
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underlyingCode = tradeSwap.GetUnderlyingCode;
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}
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var underlying = underlingData.GetUnderlying(underlyingCode);
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var variety = underlingData.GetVariety(underlying.UnderlyingTypeId);
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if (variety == null)
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{
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errorMsg = $"所设置标的未对应品种，请设置对应品种后再进行交易！";
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}
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else
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{
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//股票、窄基股票指数及其产品、信用债 初始预付金比率 必须大于等于100%
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if ((variety.AssetType == "个股" || (variety.AssetType == "指数" && "窄基指数".Equals(variety.IndexType))) && tradeSwap.GetMarginRate < 1)
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{
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errorMsg = $"所交易标的为股票或窄基指数及其产品、信用债，初始预付金比例不得低于100%!,当前交易预付金率为:{ tradeSwap.GetMarginRate * 100}%,不符合监管要求！";
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}
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else if ((variety.AssetType == "指数" && "宽基指数".Equals(variety.IndexType)) && tradeSwap.GetMarginRate < 0.5)
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{
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//挂钩宽基股票指数及其产品，无对应期货品种的 向单一交易对手方收取的预付金比例不得低于50%
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errorMsg = $"所交易标的挂钩宽基股票指数及其产品，无对应期货品种的，初始预付金比例不得低于50%!,当前交易预付金率为:{ tradeSwap.GetMarginRate * 100}%,不符合监管要求！";
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}
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else if (tradeSwap.GetMarginRate < (variety.Margin ?? 0.0))
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{
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//有对应期货或集中交易品种的 不得低于品种设置的最低预付金比例
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errorMsg = $"所交易标的对应期货或集中交易品种的，初始预付金比例不得低于品种[{ variety.VarietyName}]所设置最低预付金比例{variety.Margin * 100}%!,当前交易预付金率为:{ tradeSwap.GetMarginRate * 100}%,不符合监管要求！";
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}
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}
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}
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return errorMsg;
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}
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}
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}
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