1213 lines
49 KiB
C#
1213 lines
49 KiB
C#
using BaseOUDAL;
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using Qdp.Foundation.Implementations;
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using YLErp.BLL;
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using YLErp.BLL.EodSettlement;
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using YLErp.CustomizedBizLogic;
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using YLErp.DBModels.Consts;
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using YLErp.Model;
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using YLErp.Model.Enum;
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using YLErp.QdpModule;
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namespace YLErp.Modules.TradeModule.SwapModule
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{
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/// <summary>
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/// 互换交易服务
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/// </summary>
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public class TradeSwapService : YLBaseService
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{
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public TradeSwapService(OptUserInfo userInfo) : base(userInfo)
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{
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}
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/// <summary>
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/// 查询trade
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/// </summary>
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public SearchListResult<trade> SearchList(TradeReq req, out tradeGridSum gsum, bool isUnionToday = false, bool isExerciseDateReport = false, bool isWithStructTrade = false)
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{
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var query = CreateTradeQuery(req, isUnionToday, isExerciseDateReport);
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var resultTrade = query.ToList();
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var todaybalanceStatus = new List<string> { ConsTrade.已到期, ConsTrade.已执行, ConsTrade.已平仓 };
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var observateTrades = new List<trade>();
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if (req.ValueDate != null)
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{
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var dateStr = req.ValueDate?.ToString("yyyy-MM-dd");
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var swapTradeIds = resultTrade.Select(o => o.id).ToList();
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var swapTrades = DbContext.swap_position.Where(t => swapTradeIds.Contains(t.SwapTradeId) && t.InterestDirection > 0 && t.IsInitial&&!t.Invalid).ToList();
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foreach (var r in resultTrade)
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{
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var interests = swapTrades.Where(x => x.SwapTradeId == r.id).ToList();
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if (interests.Any(s => s.SwapIntervalList.Any(x => x.Date == req.ValueDate)))
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{
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observateTrades.Add(r);
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}
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}
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query = observateTrades.AsQueryable();
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}
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var retListResult = query.ToSearchList(req);
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if (req.TabIndex == (int)TradeTabIndexEnum.互换观察日)
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{
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var list = new List<trade>();
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list.AddRange(retListResult.rows.Where(t => !todaybalanceStatus.Contains(t.TradeStatus)));
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list.AddRange(retListResult.rows.Where(t => todaybalanceStatus.Contains(t.TradeStatus)));
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retListResult.rows = list;
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}
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gsum = new tradeGridSum();
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if (query.Any())
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{
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gsum.TradePriceSum = query.Sum(q => q.TradePrice);
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}
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//获取销售提成信息
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foreach (var item in retListResult.rows)
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{
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item.SalesCommission = new SalesModule.SalesCommissionDataService(OptUser).GetTradeCommissionInfo(item.id);
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if (PS.Config.ErpElement.SalesCommissionCalculation == "公式1" && item.SalesCommission?.Commission != null)
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{
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item.SalesCommission.Commission = item.SalesCommission.Commission * item.SalesCommission.SalesIds.Count();
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}
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item.SettlementDate ??= item.ExerciseDate;
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}
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retListResult.Sum = gsum;
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return retListResult;
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}
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/// <summary>
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/// trade_swap_flow
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/// </summary>
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public SearchListResult<trade_swap_flow> SearchFlowList(TradeFlowReq req)
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{
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var query = from source in DbContext.trade_swap_flow select source;
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if (!string.IsNullOrEmpty(req.ClientNumber))
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{
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query = query.Where(d => d.ClientNumber == req.ClientNumber);
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}
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if (!string.IsNullOrEmpty(req.TradeNumber))
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{
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query = query.Where(d => d.TradeNumber == req.TradeNumber);
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}
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if (!string.IsNullOrEmpty(req.UnderlyingCode))
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{
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query = query.Where(d => d.UnderlyingCode.Contains(req.UnderlyingCode));
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}
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if (req.AssetUnitNames != null && req.AssetUnitNames.Count > 0)
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{
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query = query.Where(d => req.AssetUnitNames.Contains(d.AssetUnitName));
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}
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if (req.TradeDateStart != DateTime.MinValue)
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{
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query = query.Where(d => d.TradeDate >= req.TradeDateStart);
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}
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if (req.TradeDateEnd != DateTime.MinValue)
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{
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var TradeDateTemp = req.TradeDateEnd.AddDays(1);
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query = query.Where(d => d.TradeDate < TradeDateTemp);
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}
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if (req.ExerciseDateStart != DateTime.MinValue)
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{
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query = query.Where(d => d.ExerciseDate >= req.ExerciseDateStart);
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}
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if (req.ExerciseDateEnd != DateTime.MinValue)
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{
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var ExerciseDateTemp = req.ExerciseDateEnd.AddDays(1);
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query = query.Where(d => d.ExerciseDate < ExerciseDateTemp);
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}
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if (string.IsNullOrEmpty(req.sidx))
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{
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req.sidx = "TradeDate,id";
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req.sord = "asc";
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}
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var retListResult = query.ToSearchList(req);
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return retListResult;
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}
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/// <summary>
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/// trade_swap_flow
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/// </summary>
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public SearchListResult<trade_flow_history> SearchFlowHistoryList(TradeFlowReq req)
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{
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var query = from source in DbContext.trade_flow_history select source;
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if (req.ClientIds != null && req.ClientIds.Any())
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{
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query = query.Where(d => req.ClientIds.Contains(d.ClientId));
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}
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if (!string.IsNullOrEmpty(req.UnderlyingCode))
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{
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query = query.Where(d => d.UnderlyingCode.Contains(req.UnderlyingCode));
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}
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if (req.TradeDateStart != DateTime.MinValue)
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{
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query = query.Where(d => d.TradeDate >= req.TradeDateStart);
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}
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if (req.TradeDateEnd != DateTime.MinValue)
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{
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query = query.Where(d => d.TradeDate <= req.TradeDateEnd);
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}
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if (string.IsNullOrEmpty(req.sidx))
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{
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req.sidx = "id";
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req.sord = "desc";
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}
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var retListResult = query.ToSearchList(req);
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return retListResult;
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}
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/// <summary>
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/// client_variety_config
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/// </summary>
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public SearchListResult<client_variety_config> SearchClientVarietyConfigList(ClientVarietyConfigReq req)
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{
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var query = from source in DbContext.client_variety_config select source;
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if (req.ClientId > 0)
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{
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query = query.Where(d => d.ClientId == req.ClientId);
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}
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if (req.VarietyId > 0)
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{
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query = query.Where(d => d.VarietyId == req.VarietyId);
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}
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if (string.IsNullOrEmpty(req.sidx))
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{
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req.sidx = "id";
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req.sord = "desc";
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}
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var retListResult = query.ToSearchList(req);
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foreach (var item in retListResult.rows)
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{
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var client = DataCacheProvider.GetClientDataSource().GetData(item.ClientId);
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item.ClientName = client?.Name;
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item.ClientNumber = client?.Number;
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var variety = DataCacheProvider.GetVarietyDataSource().GetData(item.VarietyId);
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item.VarietyCode = variety?.VarietyCode;
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item.VarietyName = variety?.VarietyName;
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}
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return retListResult;
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}
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// isWithStructTrade 是否 查找结构化交易的子交易默认false
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private IQueryable<trade> CreateTradeQuery(TradeReq req, bool isUnionToday = false, bool isExerciseDateReport = false)
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{
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var predicate = PredicateBuilder.Create<trade>(n => n.ValidState != "InValid" && n.TradeType == "收益互换" && n.IsGroup != 2);
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if (req.UserAssets != null && req.UserClients != null)
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{
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predicate = predicate.And(n => req.UserAssets.Contains(n.AssetId) || req.UserClients.Contains(n.ClientId));
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}
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if (req.TagIds != null && req.TagIds.Count > 0)
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{
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var tradeTagIdQuery = from tt in DbContext.trade_tag
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where req.TagIds.Contains(tt.TagId)
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select tt.TradeId;
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predicate = predicate.And(p => tradeTagIdQuery.Contains(p.id));
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}
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var query = DbContext.trade.Where(predicate);
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if (!string.IsNullOrEmpty(req.ContractCode))
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{
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query = from source in query
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join tcrConfirm in DbContext.trade_contract_r.Where(aa => aa.Type == ContractTypeEnum.Trade && aa.IsValid) on new { id = source.ParentTradeId > 0 ? source.ParentTradeId : source.id } equals new { id = tcrConfirm.TradeId } into tcrConfirms
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from tcrConfirm in tcrConfirms.DefaultIfEmpty()
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where tcrConfirm.ContractCode.Contains(req.ContractCode)
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select source;
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}
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var predicate_sw = PredicateBuilder.Create<trade_swap>(x => 1 == 1);
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var issw = false;
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if (!string.IsNullOrEmpty(req.UnderlyingIds))
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{
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predicate_sw = predicate_sw.And(n => req.UnderlyingIdsInt.Contains(n.GetUnderlyingId ?? 0) || req.UnderlyingIdsInt.Contains(n.PayUnderlyingId ?? 0));
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issw = true;
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}
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if (req.UnderlyingId != null)
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{
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predicate_sw = predicate_sw.And(d => d.GetUnderlyingId == req.UnderlyingId || d.PayUnderlyingId == req.UnderlyingId);
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issw = true;
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}
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if (!string.IsNullOrEmpty(req.UnderlyingCode))
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{
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predicate_sw = predicate_sw.And(d => d.GetUnderlyingCode.Contains(req.UnderlyingCode) || d.PayUnderlyingCode.Contains(req.UnderlyingCode));
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issw = true;
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}
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if (req.UnderlyingCodeList != null)
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{
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predicate_sw = predicate_sw.And(d => req.UnderlyingCodeList.Contains(d.GetUnderlyingCode) || req.UnderlyingCodeList.Contains(d.PayUnderlyingCode));
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issw = true;
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}
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if (issw)
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{
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query = from source in query
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join sw in DbContext.trade_swap.Where(predicate_sw) on source.id equals sw.TradeId
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select source;
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}
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if (!string.IsNullOrEmpty(req.UnderlyingAssetClass))
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{
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query = query.Where(d => d.UnderlyingAssetClass.Contains(req.UnderlyingAssetClass));
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}
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if (!string.IsNullOrEmpty(req.ClientIds))
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{
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query = query.Where(d => req.ClientIdsInt.Contains(d.ClientId));
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}
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if (!string.IsNullOrEmpty(req.UnderlyingInstrumentTypes))
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{
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query = query.Where(d => req.UnderlyingInstrumentTypesList.Contains(d.UnderlyingInstrumentType));
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}
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if (!string.IsNullOrEmpty(req.OptIds))
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{
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query = query.Where(d => req.OptIdsList.Contains(d.OptId + ""));
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}
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if (!string.IsNullOrEmpty(req.Comments))
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{
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query = query.Where(d => d.Comments.Contains(req.Comments));
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}
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if (!string.IsNullOrEmpty(req.TradeIds))
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{
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query = query.Where(d => req.TradeIdList.Contains(d.id));
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}
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if (req.AssetIdList.Any())
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{
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query = query.Where(d => req.AssetIdList.Contains(d.AssetId));
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}
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//获取当日成交的数据
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//当日成交包括操作日期和交易日为当前系统日期的数据
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if (req.TabIndex == (int)TradeTabIndexEnum.今日成交)
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{
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var optDateStart = valuedateBLL.ValueDate;
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var optDateEnd = valuedateBLL.ValueDate.AddDays(1);
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var tradeDateStart = valuedateBLL.ValueDate;
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var tradeDateEnd = valuedateBLL.ValueDate.AddDays(1);
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query = query.Where(d => (d.TradeDate >= tradeDateStart && d.TradeDate < tradeDateEnd) || (d.OptDate >= optDateStart && d.OptDate < tradeDateEnd));
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}
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else
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{
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if (req.TradeDateStart != DateTime.MinValue)
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{
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query = query.Where(d => d.TradeDate >= req.TradeDateStart);
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}
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if (req.TradeDateEnd != DateTime.MinValue)
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{
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var TradeDateTemp = req.TradeDateEnd.AddDays(1);
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query = query.Where(d => d.TradeDate < TradeDateTemp);
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}
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if (req.OptDateStart != DateTime.MinValue)
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{
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query = query.Where(d => d.OptDate >= req.OptDateStart);
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}
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if (req.OptDateEnd != DateTime.MinValue)
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{
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var OptDateTemp = req.OptDateEnd.AddDays(1);
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query = query.Where(d => d.OptDate < OptDateTemp);
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}
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}
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//获取当日到期日数据
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if (req.TabIndex == (int)TradeTabIndexEnum.今日到期)
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{
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query = query.Where(d => d.ExerciseDate == valuedateBLL.ValueDate);
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}
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//获取明日到期日数据
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else if (req.TabIndex == (int)TradeTabIndexEnum.明日到期)
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{
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var tommorow = QdpCalendarHelper.GetNonHoliday(valuedateBLL.ValueDate.AddDays(1));
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query = query.Where(d => d.ExerciseDate == tommorow);
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}
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else
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{
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if (req.ExerciseDateEnd == null)
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{
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req.ExerciseDateEnd = DateTime.MaxValue;
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}
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if (req.ExerciseDateStart == null)
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{
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req.ExerciseDateStart = DateTime.MinValue;
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}
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if (isExerciseDateReport)
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{
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query = query.Where(d => d.ExerciseDate >= req.ExerciseDateStart && d.ExerciseDate <= req.ExerciseDateEnd);
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}
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else
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{
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query = query.Where(d => d.ExerciseDate == null || (d.ExerciseDate >= req.ExerciseDateStart && d.ExerciseDate <= req.ExerciseDateEnd));
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}
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}
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if (req.SettlementDateEnd != null && req.SettlementDateEnd != DateTime.MinValue)
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{
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var TradeDateTemp = req.SettlementDateEnd.Value.AddDays(1);
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query = query.Where(d => (d.SettlementDate ?? d.ExerciseDate) < TradeDateTemp);
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}
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if (req.SettlementDateStart != null && req.SettlementDateStart != DateTime.MinValue)
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{
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query = query.Where(d => (d.SettlementDate ?? d.ExerciseDate) >= req.SettlementDateStart);
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}
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if (!string.IsNullOrEmpty(req.TraderNames))
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{
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query = query.Where(d => req.TraderNamesList.Contains(d.TraderId));
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}
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if (!string.IsNullOrEmpty(req.TradeNumber))
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{
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var tradequery = DbContext.trade.Where(t => t.TradeNumber.Equals(req.TradeNumber));
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query = query.Where(d => d.TradeNumber.Contains(req.TradeNumber) || tradequery.Select(x => x.ParentTradeId).Contains(d.id) || (tradequery.Select(x => x.ParentTradeId).Contains(d.ParentTradeId) && d.ParentTradeId > 0));
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}
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if (req.ClientId != null)
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{
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query = query.Where(d => d.ClientId == req.ClientId);
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}
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if (!string.IsNullOrEmpty(req.ClientName))
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{
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query = query.Where(d => d.ClientName.Contains(req.ClientName));
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}
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if (!string.IsNullOrEmpty(req.BuySell))
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{
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query = query.Where(d => d.BuySell.Contains(req.BuySell));
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}
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if (!string.IsNullOrEmpty(req.OptionType))
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{
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query = query.Where(d => d.OptionType == req.OptionType);
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}
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if (req.StartDateStart != DateTime.MinValue)
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{
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query = query.Where(d => d.StartDate >= req.StartDateStart);
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}
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if (req.StartDateEnd != DateTime.MinValue)
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{
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var StartDateTemp = req.StartDateEnd.AddDays(1);
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query = query.Where(d => d.StartDate < StartDateTemp);
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}
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//过滤已平仓，已到期，已执行数据
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else if (req.TabIndex == (int)TradeTabIndexEnum.今日到期 || req.TabIndex == (int)TradeTabIndexEnum.明日到期)
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{
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query = query.Where(d => d.TradeStatus != ConsTrade.已平仓 && d.TradeStatus != ConsTrade.已到期 && d.TradeStatus != ConsTrade.已执行);
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}
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if (!string.IsNullOrEmpty(req.TradeStatus))
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{
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var statuses = req.TradeStatus.Split(',').ToList();
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query = query.Where(d => statuses.Contains(d.TradeStatus));
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}
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if (req.TradeStatusList != null)
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{
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query = query.Where(d => req.TradeStatusList.Contains(d.TradeStatus));
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}
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if (req.AssetIdList.Any())
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{
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query = query.Where(d => req.AssetIdList.Contains(d.AssetId));
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}
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if (req.ClientIdsInt.Any())
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{
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query = query.Where(d => req.ClientIdsInt.Contains(d.ClientId));
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}
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if (req.SettlementFlags != null && req.SettlementFlags.Any())
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{
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query = query.Where(d => req.SettlementFlags.Contains(d.SettlementFlag));
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}
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if (!string.IsNullOrEmpty(req.OptName))
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{
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query = query.Where(d => d.OptName.Contains(req.OptName));
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}
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query = query.Where(d => !d.ValidState.Equals("InValid"));
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if (string.IsNullOrEmpty(req.sidx))
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{
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req.sidx = "id";
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req.sord = "desc";
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}
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if (isUnionToday)
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{
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var todaybalanceStatus = new List<string> { "已到期", "已执行", "已平仓" };
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var curDate = valuedateBLL.ValueDate;
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//+ trade今天被exercise/expire的option. 排序按照optDate，从新到旧排
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query = query.Union(from s in DbContext.trade where s.ClientId == req.ClientId && todaybalanceStatus.Contains(s.TradeStatus) && s.OptDate >= curDate select s);
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}
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query = query.OrderByDescending(s => s.OptDate);
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return query;
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}
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public void DeleteTradeFlowOnly(int id)
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{
|
|
var tradeSwapFlow = DbContext.trade_swap_flow.Find(id);
|
|
DbContext.trade_swap_flow.Remove(tradeSwapFlow);
|
|
DbContext.SaveChanges();
|
|
}
|
|
|
|
public void DeleteTradeFlow(int id)
|
|
{
|
|
using var trans = BeginTransaction();
|
|
var tradeSwapFlow = DbContext.trade_swap_flow.Find(id);
|
|
new SwapTradeFlowImportService(this).BackSwapTradeByTradeFlow(tradeSwapFlow);
|
|
|
|
var tradeSwapFlows = DbContext.trade_swap_flow.Where(x => x.UnderlyingCode == tradeSwapFlow.UnderlyingCode && x.ClientNumber == tradeSwapFlow.ClientNumber && ((x.id > tradeSwapFlow.id && x.TradeDate == tradeSwapFlow.TradeDate) || x.TradeDate > tradeSwapFlow.TradeDate)).OrderBy(x => x.TradeDate).ThenBy(x => x.id).ToList();
|
|
tradeSwapFlows.ForEach(x =>
|
|
{
|
|
new SwapTradeFlowImportService(this).HandleSwapTrade(x);
|
|
|
|
x.Status = "已完成";
|
|
});
|
|
|
|
DbContext.trade_swap_flow.Remove(tradeSwapFlow);
|
|
DbContext.SaveChanges();
|
|
|
|
trans.Commit();
|
|
}
|
|
|
|
public void ComposeTrade(List<int> ids)
|
|
{
|
|
var service = new SwapTradeFlowImportService(UserInfo);
|
|
var flows = DbContext.trade_swap_flow.Where(x => ids.Contains(x.id)).ToList();
|
|
|
|
if (flows.Any(x => x.Status == "已完成"))
|
|
{
|
|
throw new ServiceException("存在已完成的交易流水，不能重复合成");
|
|
}
|
|
|
|
if (true)
|
|
{
|
|
var flowGroups = flows.GroupBy(x => new { x.ClientNumber, x.UnderlyingCode, x.BuySell, x.TradeDate }).Select(x => new trade_swap_flow()
|
|
{
|
|
id = x.Min(y => y.id),
|
|
ClientNumber = x.Key.ClientNumber,
|
|
UnderlyingCode = x.Key.UnderlyingCode,
|
|
BuySell = x.Key.BuySell,
|
|
AssetUnitName = x.FirstOrDefault().AssetUnitName,
|
|
ClearingAgency = x.FirstOrDefault().ClearingAgency,
|
|
ClientShortName = x.FirstOrDefault().ClientShortName,
|
|
Comments = "",
|
|
ExerciseDate = x.Max(y => y.ExerciseDate),
|
|
IsNight = x.FirstOrDefault().IsNight,
|
|
IsTradePriceWhenOpen = x.FirstOrDefault().IsTradePriceWhenOpen,
|
|
Lots = x.Sum(y => y.Lots),
|
|
NeedCostFee = x.FirstOrDefault().NeedCostFee,
|
|
Number = "",
|
|
UnAnnualRate = x.FirstOrDefault().UnAnnualRate,
|
|
QuoteCurrency = x.FirstOrDefault().QuoteCurrency,
|
|
SettlementDate = x.FirstOrDefault().SettlementDate,
|
|
SingleFee = x.FirstOrDefault().SingleFee,
|
|
SpotPrice = x.Sum(y => y.SpotPrice * y.Lots) / x.Sum(y => y.Lots),
|
|
StartDate = x.FirstOrDefault().StartDate,
|
|
TradeDate = x.Key.TradeDate,
|
|
OptDate = DateTime.Now,
|
|
OptName = UserName,
|
|
OptId = UserId
|
|
}).OrderBy(x => x.id).ToList();
|
|
|
|
flowGroups.ForEach(x =>
|
|
{
|
|
service.HandleSwapTrade(x);
|
|
});
|
|
}
|
|
else
|
|
{
|
|
//flows.ForEach(x =>
|
|
//{
|
|
// service.HandleSwapTrade(x);
|
|
//});
|
|
}
|
|
|
|
flows.ForEach(x =>
|
|
{
|
|
x.Status = "已完成";
|
|
x.OptDate = DateTime.Now;
|
|
x.OptName = UserName;
|
|
x.OptId = UserId;
|
|
});
|
|
DbContext.SaveChanges();
|
|
}
|
|
|
|
public void FIFOTradeFlow()
|
|
{
|
|
using var trans = BeginTransaction();
|
|
var tradeSwapFlows = DbContext.trade_swap_flow.Where(x => x.TradeDate == valuedateBLL.ValueDate && x.Status != "已完成").OrderBy(x => x.id).ToList();
|
|
tradeSwapFlows.ForEach(x =>
|
|
{
|
|
if (string.IsNullOrEmpty(x.TradeNumber))
|
|
{
|
|
new SwapTradeFlowImportService(this).HandleSwapTrade(x);
|
|
x.Status = "已完成";
|
|
}
|
|
});
|
|
DbContext.SaveChanges();
|
|
|
|
trans.Commit();
|
|
}
|
|
|
|
public trade_swap_flow SaveTradeFlow(trade_swap_flow req)
|
|
{
|
|
if (req.UnAnnualRate != null)
|
|
{
|
|
req.UnAnnualRate /= 100;
|
|
}
|
|
|
|
if (req is null)
|
|
{
|
|
throw new ArgumentNullException(nameof(req));
|
|
}
|
|
|
|
if (req.id > 0)
|
|
{
|
|
return UpdateTradeFlow(req);
|
|
}
|
|
else
|
|
{
|
|
return AddTradeFlow(req);
|
|
}
|
|
}
|
|
|
|
public trade_swap_flow AddOrUpdateTradeFlowOnly(trade_swap_flow req)
|
|
{
|
|
req.UnAnnualRate /= 100;
|
|
|
|
if (string.IsNullOrEmpty(req.TradeNumber) && string.IsNullOrEmpty(req.ClientNumber))
|
|
{
|
|
throw new ServiceException($"普通互换客户编号不能为空");
|
|
}
|
|
|
|
if (string.IsNullOrEmpty(req.TradeNumber) && string.IsNullOrEmpty(req.AssetUnitName))
|
|
{
|
|
throw new ServiceException($"普通互换簿记账户不能为空");
|
|
}
|
|
|
|
if (req.ExerciseDate == null)
|
|
{
|
|
//标的代码(必需)
|
|
var underlying = DataCacheProvider.GetUnderlyingDataSource().GetData(req.UnderlyingCode);
|
|
if (underlying == null)
|
|
{
|
|
throw new ServiceException($"该标的代码[{req.UnderlyingCode}]在系统中不存在");
|
|
}
|
|
else
|
|
{
|
|
req.ExerciseDate = underlying.MaturityDate;
|
|
}
|
|
}
|
|
|
|
var variety = DataCacheProvider.GetVariety(req.UnderlyingCode);
|
|
if (variety == null)
|
|
{
|
|
throw new Exception($"该标的[{req.UnderlyingCode}]对应的品种在系统中不存在");
|
|
}
|
|
else
|
|
{
|
|
if (string.IsNullOrWhiteSpace(variety.QuoteCurrency) && DbContext.currency.Any())
|
|
{
|
|
throw new Exception($"标的代码[{req.UnderlyingCode}]对应的品种币种不能为空");
|
|
}
|
|
else
|
|
{
|
|
req.QuoteCurrency = variety.QuoteCurrency;
|
|
}
|
|
}
|
|
|
|
if (req.ExerciseDate == null)
|
|
{
|
|
throw new Exception($"客户编号[{req.ClientNumber}]标的代码[{req.UnderlyingCode}]到期日不能为空");
|
|
}
|
|
|
|
if (req.SettlementDate != null && req.SettlementDate < req.ExerciseDate)
|
|
{
|
|
throw new Exception($"客户编号[{req.ClientNumber}]标的代码[{req.UnderlyingCode}]的结算日期不应该小于到期日");
|
|
}
|
|
|
|
if (string.IsNullOrEmpty(req.Number) && PS.Config.Company == Configuration.CompanyEnum.中金)
|
|
{
|
|
req.Number = new BizLogicZJ().GenerateFlowNumber(req, DbContext);
|
|
}
|
|
|
|
var flow = new trade_swap_flow();
|
|
if (req.id > 0)
|
|
{
|
|
flow = DbContext.trade_swap_flow.Find(req.id);
|
|
flow.ClientNumber = req.ClientNumber;
|
|
flow.UnderlyingCode = req.UnderlyingCode;
|
|
flow.TradeNumber = req.TradeNumber;
|
|
flow.Number = req.Number;
|
|
flow.AssetUnitName = req.AssetUnitName;
|
|
flow.ClientShortName = req.ClientShortName;
|
|
flow.SpotPrice = req.SpotPrice;
|
|
flow.Lots = req.Lots;
|
|
flow.BuySell = req.BuySell;
|
|
flow.TradeDate = req.TradeDate;
|
|
flow.StartDate = req.StartDate;
|
|
flow.ExerciseDate = req.ExerciseDate;
|
|
flow.SettlementDate = req.SettlementDate;
|
|
flow.SingleFee = req.SingleFee;
|
|
flow.UnAnnualRate = req.UnAnnualRate;
|
|
flow.IsTradePriceWhenOpen = req.IsTradePriceWhenOpen;
|
|
flow.NeedCostFee = req.NeedCostFee;
|
|
flow.IsNight = req.IsNight;
|
|
flow.Comments = req.Comments;
|
|
flow.ClearingAgency = req.ClearingAgency;
|
|
flow.Status = "已修改";
|
|
}
|
|
else
|
|
{
|
|
flow = req;
|
|
SetDBModelCreator(flow);
|
|
DbContext.trade_swap_flow.Add(flow);
|
|
}
|
|
|
|
flow.OptId = UserId;
|
|
flow.OptName = UserName;
|
|
flow.OptDate = DateTime.Now;
|
|
|
|
DbContext.SaveChanges();
|
|
|
|
return flow;
|
|
}
|
|
|
|
private trade_swap_flow UpdateTradeFlow(trade_swap_flow req)
|
|
{
|
|
using var trans = BeginTransaction();
|
|
var tradeSwapFlow = DbContext.trade_swap_flow.Find(req.id);
|
|
var originalClientNumber = tradeSwapFlow.ClientNumber;
|
|
var originalUnderlyingCode = tradeSwapFlow.UnderlyingCode;
|
|
var originalTradeDate = tradeSwapFlow.TradeDate;
|
|
var tradeDate = req.TradeDate < tradeSwapFlow.TradeDate ? req.TradeDate : tradeSwapFlow.TradeDate;
|
|
var isDiff = tradeSwapFlow.ClientNumber != req.ClientNumber || tradeSwapFlow.UnderlyingCode != req.UnderlyingCode;
|
|
//相同客户相同标的不同交易日，需要选取小的来进行回退
|
|
if (req.TradeDate != tradeSwapFlow.TradeDate || req.ClientNumber != tradeSwapFlow.ClientNumber || req.UnderlyingCode != tradeSwapFlow.UnderlyingCode || req.BuySell != tradeSwapFlow.BuySell)
|
|
{
|
|
req.Number = new BizLogicZJ().GenerateFlowNumber(req, DbContext);
|
|
}
|
|
if (!isDiff)
|
|
{
|
|
tradeSwapFlow.TradeDate = tradeDate;
|
|
}
|
|
new SwapTradeFlowImportService(this).BackSwapTradeByTradeFlow(tradeSwapFlow);
|
|
|
|
if (isDiff)
|
|
{
|
|
var client = ClientModule.ClientDataQueryService.GetClientByNumber(req.ClientNumber);
|
|
if (client == null)
|
|
{
|
|
throw new ServiceException($"该客户编号[{req.ClientNumber}]在系统中不存在");
|
|
}
|
|
tradeSwapFlow.ClientNumber = req.ClientNumber;
|
|
tradeSwapFlow.UnderlyingCode = req.UnderlyingCode;
|
|
var flow = DbContext.trade_swap_flow.Where(x => x.ClientNumber == req.ClientNumber && x.UnderlyingCode == req.UnderlyingCode && ((x.id > tradeSwapFlow.id && x.TradeDate == req.TradeDate) || x.TradeDate > req.TradeDate)).OrderBy(x => x.TradeDate).ThenBy(x => x.id).FirstOrDefault();
|
|
if (flow != null)
|
|
{
|
|
new SwapTradeFlowImportService(this).BackSwapTradeByTradeFlow(flow);
|
|
}
|
|
}
|
|
|
|
tradeSwapFlow.Number = req.Number;
|
|
tradeSwapFlow.AssetUnitName = req.AssetUnitName;
|
|
tradeSwapFlow.ClientShortName = req.ClientShortName;
|
|
tradeSwapFlow.SpotPrice = req.SpotPrice;
|
|
tradeSwapFlow.Lots = req.Lots;
|
|
tradeSwapFlow.BuySell = req.BuySell;
|
|
tradeSwapFlow.TradeDate = req.TradeDate;
|
|
tradeSwapFlow.StartDate = req.StartDate;
|
|
tradeSwapFlow.ExerciseDate = req.ExerciseDate;
|
|
tradeSwapFlow.SettlementDate = req.SettlementDate;
|
|
tradeSwapFlow.SingleFee = req.SingleFee;
|
|
tradeSwapFlow.UnAnnualRate = req.UnAnnualRate;
|
|
tradeSwapFlow.IsTradePriceWhenOpen = req.IsTradePriceWhenOpen;
|
|
tradeSwapFlow.NeedCostFee = req.NeedCostFee;
|
|
tradeSwapFlow.IsNight = req.IsNight;
|
|
tradeSwapFlow.Comments = req.Comments;
|
|
tradeSwapFlow.ClearingAgency = req.ClearingAgency;
|
|
tradeSwapFlow.OptId = UserId;
|
|
tradeSwapFlow.OptName = UserName;
|
|
tradeSwapFlow.OptDate = DateTime.Now;
|
|
|
|
if (tradeSwapFlow.ExerciseDate == null)
|
|
{
|
|
//标的代码(必需)
|
|
var underlying = DataCacheProvider.GetUnderlyingDataSource().GetData(req.UnderlyingCode);
|
|
if (underlying == null)
|
|
{
|
|
throw new ServiceException($"该标的代码[{req.UnderlyingCode}]在系统中不存在");
|
|
}
|
|
else
|
|
{
|
|
tradeSwapFlow.ExerciseDate = underlying.MaturityDate;
|
|
}
|
|
}
|
|
|
|
if (tradeSwapFlow.ExerciseDate == null)
|
|
{
|
|
throw new ServiceException($"客户编号[{tradeSwapFlow.ClientNumber}]标的代码[{tradeSwapFlow.UnderlyingCode}]到期日不能为空");
|
|
}
|
|
|
|
if (tradeSwapFlow.SettlementDate != null && tradeSwapFlow.SettlementDate < tradeSwapFlow.ExerciseDate)
|
|
{
|
|
throw new ServiceException($"客户编号[{tradeSwapFlow.ClientNumber}]标的代码[{tradeSwapFlow.UnderlyingCode}]的结算日期不应该小于到期日");
|
|
}
|
|
|
|
DbContext.SaveChanges();
|
|
|
|
//同一客户同一标的（可能不同交易日）的场景
|
|
var tradeSwapFlows = DbContext.trade_swap_flow.Where(x => x.UnderlyingCode == tradeSwapFlow.UnderlyingCode && x.ClientNumber == tradeSwapFlow.ClientNumber && ((x.id >= tradeSwapFlow.id && x.TradeDate == tradeDate) || x.TradeDate > tradeDate)).OrderBy(x => x.TradeDate).ThenBy(x => x.id).ToList();
|
|
//不同客户或者不同标的的场景
|
|
if (isDiff)
|
|
{
|
|
//新客户或者标的
|
|
tradeSwapFlows = DbContext.trade_swap_flow.Where(x => x.UnderlyingCode == tradeSwapFlow.UnderlyingCode && x.ClientNumber == tradeSwapFlow.ClientNumber && ((x.id >= tradeSwapFlow.id && x.TradeDate == tradeSwapFlow.TradeDate) || x.TradeDate > tradeSwapFlow.TradeDate)).OrderBy(x => x.TradeDate).ThenBy(x => x.id).ToList();
|
|
//原始客户标的
|
|
tradeSwapFlows.AddRange(DbContext.trade_swap_flow.Where(x => x.UnderlyingCode == originalUnderlyingCode && x.ClientNumber == originalClientNumber && ((x.id >= tradeSwapFlow.id && x.TradeDate == originalTradeDate) || x.TradeDate > originalTradeDate)).OrderBy(x => x.TradeDate).ThenBy(x => x.id).ToList());
|
|
}
|
|
tradeSwapFlows.ForEach(x =>
|
|
{
|
|
new SwapTradeFlowImportService(this).HandleSwapTrade(x);
|
|
|
|
x.Status = "已完成";
|
|
});
|
|
|
|
DbContext.SaveChanges();
|
|
trans.Commit();
|
|
|
|
return tradeSwapFlow;
|
|
}
|
|
|
|
private trade_swap_flow AddTradeFlow(trade_swap_flow req)
|
|
{
|
|
using var trans = BeginTransaction();
|
|
var flow = DbContext.trade_swap_flow.Where(x => x.ClientNumber == req.ClientNumber && x.UnderlyingCode == req.UnderlyingCode && x.TradeDate > req.TradeDate).OrderBy(x => x.TradeDate).ThenBy(x => x.id).FirstOrDefault();
|
|
if (flow != null)
|
|
{
|
|
new SwapTradeFlowImportService(this).BackSwapTradeByTradeFlow(flow);
|
|
}
|
|
|
|
req.Number = new BizLogicZJ().GenerateFlowNumber(req, DbContext);
|
|
|
|
DbContext.trade_swap_flow.Add(req);
|
|
req.OptId = UserId;
|
|
req.OptName = UserName;
|
|
req.OptDate = DateTime.Now;
|
|
req.CreatorId = UserId;
|
|
req.CreatorName = UserName;
|
|
req.CreateDate = DateTime.Now;
|
|
|
|
if (req.ExerciseDate == null)
|
|
{
|
|
//标的代码(必需)
|
|
var underlying = DataCacheProvider.GetUnderlyingDataSource().GetData(req.UnderlyingCode);
|
|
if (underlying == null)
|
|
{
|
|
throw new ServiceException($"该标的代码[{req.UnderlyingCode}]在系统中不存在");
|
|
}
|
|
else
|
|
{
|
|
req.ExerciseDate = underlying.MaturityDate;
|
|
}
|
|
}
|
|
|
|
var variety = DataCacheProvider.GetVariety(req.UnderlyingCode);
|
|
if (variety == null)
|
|
{
|
|
throw new Exception($"该标的[{req.UnderlyingCode}]对应的品种在系统中不存在");
|
|
}
|
|
else
|
|
{
|
|
if (string.IsNullOrWhiteSpace(variety.QuoteCurrency) && DbContext.currency.Any())
|
|
{
|
|
throw new Exception($"标的代码[{req.UnderlyingCode}]对应的品种币种不能为空");
|
|
}
|
|
else
|
|
{
|
|
req.QuoteCurrency = variety.QuoteCurrency;
|
|
}
|
|
}
|
|
|
|
if (req.ExerciseDate == null)
|
|
{
|
|
throw new Exception($"客户编号[{req.ClientNumber}]标的代码[{req.UnderlyingCode}]到期日不能为空");
|
|
}
|
|
|
|
if (req.SettlementDate != null && req.SettlementDate < req.ExerciseDate)
|
|
{
|
|
throw new Exception($"客户编号[{req.ClientNumber}]标的代码[{req.UnderlyingCode}]的结算日期不应该小于到期日");
|
|
}
|
|
|
|
DbContext.SaveChanges();
|
|
|
|
var tradeSwapFlows = DbContext.trade_swap_flow.Where(x => x.UnderlyingCode == req.UnderlyingCode && x.ClientNumber == req.ClientNumber && ((x.id >= req.id && x.TradeDate == req.TradeDate) || x.TradeDate > req.TradeDate)).OrderBy(x => x.TradeDate).ThenBy(x => x.id).ToList();
|
|
|
|
tradeSwapFlows.ForEach(x =>
|
|
{
|
|
new SwapTradeFlowImportService(this).HandleSwapTrade(x);
|
|
|
|
x.Status = "已完成";
|
|
});
|
|
DbContext.SaveChanges();
|
|
|
|
trans.Commit();
|
|
|
|
return req;
|
|
}
|
|
|
|
public client_variety_config SaveClientVarietyConfig(client_variety_config req)
|
|
{
|
|
if (req is null)
|
|
{
|
|
throw new ArgumentNullException(nameof(req));
|
|
}
|
|
|
|
if (DbContext.client_variety_config.Any(x => x.id != req.id && x.ClientId == req.ClientId && x.VarietyId == req.VarietyId && x.ValueDate == req.ValueDate))
|
|
{
|
|
throw new Exception("同一客户同一品种不支持在同一天有多条配置记录");
|
|
}
|
|
|
|
if (req.SingleFee > 0 && req.UnAnnualRate > 0)
|
|
{
|
|
throw new Exception($"按手数收费和按名义本金收费不能同时设置");
|
|
}
|
|
|
|
var clientVarietyConfig = DbContext.client_variety_config.Find(req.id);
|
|
if (clientVarietyConfig == null)
|
|
{
|
|
clientVarietyConfig = new client_variety_config();
|
|
DbContext.client_variety_config.Add(clientVarietyConfig);
|
|
}
|
|
|
|
UpdateChanges(clientVarietyConfig, req);
|
|
|
|
var types = new List<int>();
|
|
if (clientVarietyConfig.SingleFee != 0)
|
|
{
|
|
types.Add(1);
|
|
}
|
|
if (clientVarietyConfig.AnnualRate != 0)
|
|
{
|
|
types.Add(2);
|
|
}
|
|
if (clientVarietyConfig.UnAnnualRate != 0)
|
|
{
|
|
types.Add(3);
|
|
}
|
|
clientVarietyConfig.FeeType = string.Join(",", types);
|
|
|
|
clientVarietyConfig.OptDate = DateTime.Now;
|
|
clientVarietyConfig.OptId = UserId;
|
|
clientVarietyConfig.OptName = UserName;
|
|
|
|
DbContext.SaveChanges();
|
|
|
|
return clientVarietyConfig;
|
|
}
|
|
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#region 交易流水 -- 国君
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/// <summary>
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/// trade_swap_flow_more
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/// </summary>
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public SearchListResult<trade_swap_flow_more> SearchFlowMoreList(TradeFlowMoreReq req)
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{
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var query = from source in DbContext.trade_swap_flow_more.Where(x => !x.IsDelete) select source;
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if (!string.IsNullOrEmpty(req.ClientNumber))
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{
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query = query.Where(d => d.ClientNumber.Contains(req.ClientNumber));
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}
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if (!string.IsNullOrEmpty(req.TradeNumber))
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{
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query = query.Where(d => d.TradeNumber.Contains(req.TradeNumber));
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}
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if (!string.IsNullOrEmpty(req.UnderlyingCode))
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{
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query = query.Where(d => d.UnderlyingCode.Contains(req.UnderlyingCode));
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}
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if (!string.IsNullOrEmpty(req.BuySell))
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{
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query = query.Where(d => d.BuySell == req.BuySell);
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}
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if (req.TradeDateStart != DateTime.MinValue)
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{
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query = query.Where(d => d.TradeDate >= req.TradeDateStart);
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}
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if (req.TradeDateEnd != DateTime.MinValue)
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{
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var TradeDateTemp = req.TradeDateEnd.AddDays(1);
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query = query.Where(d => d.TradeDate < TradeDateTemp);
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}
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if (req.ExerciseDateStart != DateTime.MinValue)
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{
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query = query.Where(d => d.ExerciseDate >= req.ExerciseDateStart);
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}
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if (req.ExerciseDateEnd != DateTime.MinValue)
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{
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var ExerciseDateTemp = req.ExerciseDateEnd.AddDays(1);
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query = query.Where(d => d.ExerciseDate < ExerciseDateTemp);
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}
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if (string.IsNullOrEmpty(req.sidx))
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{
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req.sidx = "TradeDate,id";
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req.sord = "asc";
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}
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var retListResult = query.ToSearchList(req);
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foreach (var item in retListResult.rows)
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{
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item.ClientName = DataCacheProvider.GetClientDataSource().AsQueryable().FirstOrDefault(x => x.Number == item.ClientNumber)?.Name;
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item.UnderlyingName = DataCacheProvider.GetUnderlyingDataSource().GetData(item.UnderlyingCode)?.UnderlyingName;
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}
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return retListResult;
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}
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public trade_swap_flow_more SaveTradeFlowMore(trade_swap_flow_more req)
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{
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if (req is null)
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{
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throw new ArgumentNullException(nameof(req));
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}
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using var trans = BeginTransaction();
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var client = DataCacheProvider.GetClientDataSource().AsQueryable().FirstOrDefault(n => req.ClientNumber.Equals(n.Number, StringComparison.OrdinalIgnoreCase));
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if (client == null)
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{
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throw new ServiceException($"该客户编号[{req.ClientNumber}]在系统中不存在");
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}
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var underlying = DataCacheProvider.GetUnderlyingDataSource().GetData(req.UnderlyingCode);
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if (underlying == null)
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{
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throw new ServiceException($"该标的代码[{req.UnderlyingCode}]在系统中不存在");
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}
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var swapFlow = DbContext.trade_swap_flow_more.Find(req.id);
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if (req.BuySell == "开仓")
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{
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if (DbContext.trade.Where(x => x.TradeNumber == req.TradeNumber && x.ValidState != "InValid" && x.id != swapFlow.id).Any())
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{
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throw new ServiceException($"该交易已存在,编号[{req.TradeNumber}]");
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}
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if (DbContext.trade_swap_flow_more.Where(x => x.TradeNumber == req.TradeNumber && x.BuySell == "开仓" && !x.IsDelete && x.id != swapFlow.id).Any())
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{
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throw new ServiceException($"开仓流水已存在该交易编号,编号[{req.TradeNumber}]");
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}
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}
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var traders = UserBLL.GetUsersByPosition().FirstOrDefault(x => x.Id == req.TraderId);
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swapFlow.TraderId = traders.Id;
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swapFlow.TraderName = traders.Name;
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var assetUnit = DataCacheProvider.GetAssetUnitDataSource().AsQueryable().FirstOrDefault(x => x.Name == req.AssetBookName);
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if (!("," + assetUnit.TraderIds + ",").Contains("," + swapFlow.TraderId + ","))
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{
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throw new ServiceException($"该交易员[{swapFlow.TraderName}]不在簿记账户[{req.AssetBookName}]中");
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}
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swapFlow.AssetId = assetUnit.id;
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swapFlow.AssetBookName = assetUnit.Name;
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swapFlow.ClientNumber = req.ClientNumber;
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swapFlow.ClientId = client.id;
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swapFlow.UnderlyingCode = req.UnderlyingCode;
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var longShort = req.Notional > 0 ? "多头" : "空头";
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swapFlow.LongShort = longShort;
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swapFlow.Notional = req.Notional;
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swapFlow.BuySell = req.BuySell; ;
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swapFlow.TradeNumber = req.TradeNumber;
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swapFlow.TradeDate = req.TradeDate;
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swapFlow.ExerciseDate = req.ExerciseDate;
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swapFlow.Price = req.Price;
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swapFlow.CurrencyRate = req.CurrencyRate;
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swapFlow.AnnualRate = req.AnnualRate;
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swapFlow.TotalFee = req.TotalFee;
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swapFlow.MargeRate = req.MargeRate;
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if (swapFlow.BuySell == "平仓")
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{
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swapFlow.UnwindDate = req.UnwindDate;
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swapFlow.UnwindPrice = req.UnwindPrice;
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swapFlow.UnwindNotional = req.UnwindNotional;
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swapFlow.Amount = req.Amount;
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}
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swapFlow.OptId = UserId;
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swapFlow.OptName = UserName;
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swapFlow.OptDate = DateTime.Now;
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DbContext.SaveChanges();
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trans.Commit();
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return swapFlow;
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}
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public SearchListResult<trade_swap_flow_more> SearchFlowMoreHistory(TradeReq req)
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{
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var query = SearchFlowMoreQuery(req);
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var retListResult = query.ToSearchList(req);
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foreach (var item in retListResult.rows)
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{
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item.ClientName = DataCacheProvider.GetClientDataSource().AsQueryable().FirstOrDefault(x => x.Number == item.ClientNumber)?.Name;
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item.UnderlyingName = DataCacheProvider.GetUnderlyingDataSource().GetData(item.UnderlyingCode)?.UnderlyingName;
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item.LongShort = item.LongShort == "多头" ? "空头" : "多头";
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item.Notional = -item.Notional;
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item.TotalFee = -item.TotalFee;
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item.FixedIncome = -item.FixedIncome;
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item.UnwindNotional = -item.UnwindNotional;
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item.AnnualRate = -item.AnnualRate;
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item.NotionalString = int.TryParse(item.NotionalString, out var n) ? n.ToString() : "0";
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item.UnwindNotional = int.TryParse((item.UnwindNotional ?? 0).ToString(), out var un) ? un : 0;
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item.Amount = -item.Amount ?? 0;
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item.QuoteAmount = (item.CurrencyRate ?? 0) * (item.Amount ?? 0);
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}
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var gsum = new trade_contract_groupGridSum();
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if (query.Any())
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{
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gsum.WinLossSum = retListResult.rows.Where(x => x.BuySell != "开仓").Sum(x => x.Amount.OtcFormatValue(OtcFormatFlag.tradePrice));
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gsum.QuoteWinLossSum = retListResult.rows.Where(x => x.BuySell != "开仓").Sum(x => x.QuoteAmount.OtcFormatValue(OtcFormatFlag.tradePrice));
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}
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retListResult.Sum = gsum;
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return retListResult;
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}
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public List<trade_swap_flow_more> SearchFlowMoreHistoryList(TradeReq req)
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{
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var query = SearchFlowMoreQuery(req);
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var list = query.ToList();
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foreach (var item in list)
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{
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item.ClientName = DataCacheProvider.GetClientDataSource().AsQueryable().FirstOrDefault(x => x.Number == item.ClientNumber)?.Name;
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item.LongShort = item.LongShort == "多头" ? "空头" : "多头";
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item.Notional = -item.Notional;
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item.TotalFee = -item.TotalFee;
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item.FixedIncome = -item.FixedIncome;
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item.UnwindNotional = -item.UnwindNotional;
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item.AnnualRate = -item.AnnualRate;
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item.NotionalString = int.TryParse(item.NotionalString, out var n) ? n.ToString() : "0";
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item.UnwindNotional = int.TryParse((item.UnwindNotional ?? 0).ToString(), out var un) ? un : 0;
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item.Amount = -item.Amount ?? 0;
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item.QuoteAmount = (item.CurrencyRate ?? 0) * (item.Amount ?? 0);
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}
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return list;
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}
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private IQueryable<trade_swap_flow_more> SearchFlowMoreQuery(TradeReq req)
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{
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var query = from source in DbContext.trade_swap_flow_more.Where(x => !x.IsDelete && x.IsCompose)
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select source;
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if (req.ClientId != null && req.ParentFlag)
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{
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var lists = ClientBalanceUtility.GetSubclientId(req.ClientId.Value);
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query = query.Where(d => lists.Contains(d.ClientId));
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}
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else if (req.ClientId != null && !req.ParentFlag)
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{
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query = query.Where(x => x.ClientId == req.ClientId);
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}
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if (req.ValueDateStart.Year > 2000)
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{
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query = query.Where(x => (x.BuySell == "开仓" && x.TradeDate >= req.ValueDateStart) || (x.BuySell == "平仓" && x.UnwindDate >= req.ValueDateStart));
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}
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if (req.ValueDateEnd.Year > 2000)
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{
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var TradeDateTemp = req.ValueDateEnd.AddDays(1);
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query = query.Where(x => (x.BuySell == "开仓" && x.TradeDate < TradeDateTemp) || (x.BuySell == "平仓" && x.UnwindDate < TradeDateTemp));
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}
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if (string.IsNullOrEmpty(req.sidx))
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{
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req.sidx = "TradeDate,id";
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req.sord = "asc";
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}
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return query;
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}
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public int SearchFlowMoreCount(int clientId, DateTime ValueDateStart, DateTime ValueDateEnd)
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{
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var query = from source in DbContext.trade_swap_flow_more select source;
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if (clientId > 0)
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{
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query = query.Where(x => x.ClientId == clientId);
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}
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if (ValueDateStart.Year > 2000)
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{
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query = query.Where(x => (x.BuySell == "开仓" && x.TradeDate >= ValueDateStart) || (x.BuySell == "平仓" && x.UnwindDate >= ValueDateStart));
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}
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if (ValueDateEnd.Year > 2000)
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{
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var TradeDateTemp = ValueDateEnd.AddDays(1);
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query = query.Where(x => (x.BuySell == "开仓" && x.TradeDate < TradeDateTemp) || (x.BuySell == "平仓" && x.UnwindDate < TradeDateTemp));
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}
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var result = query.Count();
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return result;
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}
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public void FlowMoreComposeTrade()
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{
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var service = new SwapTradeFlowMoreImportService(UserInfo);
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var tradeNumbers = DbContext.trade_swap_flow_more.Where(x => !x.IsCompose && !x.IsDelete).Select(x => x.TradeNumber).Distinct().ToList();
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tradeNumbers.ForEach(x =>
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{
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service.HandleSwapTrade(x);
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});
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}
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#endregion
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}
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}
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