张名锐
582cb2c7c5
# Conflicts: # YLErpDAL/Modules/EodModule/BondPaymentService.cs # YLErpDAL/Modules/SwapModule/SwapDealService.cs
254 lines
12 KiB
C#
254 lines
12 KiB
C#
using BaseOUDAL;
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using DocumentFormat.OpenXml.Bibliography;
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using ExcelDataReader.Log;
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using YLErp.DBModels;
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using YLErp.Helpers;
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namespace YLErp.Modules.EodModule
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{
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/// <summary>
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/// 债券期间付息服务
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/// </summary>
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public class BondPaymentService : YLBaseService
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{
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private static IYcLogger Log = LogFactory.GetLogger(nameof(BondPaymentService));
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public BondPaymentService(OptUserInfo userInfo) : base(userInfo)
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{
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}
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public SearchListResult<BondPaymentDto> SearchList(BondPaymentReq req)
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{
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var valueDtStart = req.ValueDateStart.Year > 2000 ? req.ValueDateStart : DateTime.Today.AddYears(-1);
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var valueDtEnd = req.ValueDateEnd.Year > 2000 ? req.ValueDateEnd.AddDays(1) : DateTime.Today.AddYears(1);
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var predicatUn = PredicateBuilder.Create<underlying_manager>(d => d.LaunchState == "1");
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var predicatEoc = PredicateBuilder.Create<BondPayment>(source => source.payment_date >= valueDtStart && source.payment_date < valueDtEnd);
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if (!string.IsNullOrEmpty(req.DataSource))
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{
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predicatEoc = predicatEoc.And(d => d.channel_source.Contains(req.DataSource));
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}
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if (!string.IsNullOrEmpty(req.MarketName))
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{
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predicatUn = predicatUn.And(d => d.MarketName == req.MarketName);
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}
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if (!string.IsNullOrEmpty(req.UnderlyingCode))
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{
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predicatEoc = predicatEoc.And(d => d.underlyingCode.Contains(req.UnderlyingCode));
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}
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if (string.IsNullOrEmpty(req.sidx))
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{
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req.sidx = "payment_date";
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req.sord = "desc";
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}
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var queryUn = DbContext.underlying_manager.Where(predicatUn).Select(n => new { n.id, n.MarketName, n.UnderlyingCode, n.UnderlyingName, n.UnderlyingInstrumentType, n.InnerCode });
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var query = from un in queryUn
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join source in DbContext.bondPayment.Where(predicatEoc) on un.UnderlyingCode equals source.underlyingCode
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select new BondPaymentDto
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{
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id = source.id,
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channel_source = source.channel_source,
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MarketName = un.MarketName,
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security_id = un.UnderlyingCode,
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symbol = un.UnderlyingName,
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coupon_rate = source.coupon_rate,
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payment_date = source.payment_date,
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payment_interest = source.payment_interest,
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payment_parvalue = source.payment_parvalue,
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create_time = source.create_time,
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update_time = source.update_time
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};
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var result = query.ToSearchList(req);
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return result;
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}
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public BondPayment SaveBondPayment(BondPayment 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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BondPayment dbmodel;
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if (req.id == 0)
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{
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DbContext.bondPayment.Add(dbmodel = req);
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}
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else
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{
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dbmodel = DbContext.bondPayment.Find(req.id);
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if (dbmodel == null)
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{
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throw new ServiceException("数据不存在");
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}
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UpdateChanges(dbmodel, req);
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}
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dbmodel.update_time = DateTime.Now;
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DbContext.SaveChanges();
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return dbmodel;
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}
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/// <summary>
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/// 获取某债券的期间付息情况集合
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/// </summary>
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/// <param name="underylingCode"></param>
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/// <param name="startDate"></param>
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/// <param name="endDate"></param>
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/// <returns></returns>
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public List<BondPayment> GetBondPayments(string underlyingCode, DateTime startDate, DateTime endDate)
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{
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// GLMS-20260105-0006：票息归属按债权登记日(reg_date)判定，而非支付日(pay_date_PL/pay_date_act)。
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// 登记日当天 EOD 即应计提；原按支付日口径会让"登记日≠支付日"的债券漏计（二者恰差一工作日时缺陷被掩盖）。
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var result = QueryBondPayments(underlyingCode)
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.Where(x => x.reg_date > startDate && x.reg_date <= endDate)
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.AsNoTracking().ToList();
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Log.Info($"[分红-登记日口径] GetBondPayments underlyingCode={underlyingCode} 区间=({startDate:yyyy-MM-dd},{endDate:yyyy-MM-dd}] 按reg_date过滤, 命中 {result.Count} 条: " +
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string.Join(",", result.Select(r => r.reg_date?.ToString("yyyy-MM-dd"))));
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// 让 Copy/Update EOD 始终只依赖 BondPaymentService，而不必在收盘链路直接累加 ex_dividend_info。
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// 口径约定：bond_payment_info.payment_interest 对 Stock/Fund 统一按“每 10 份派现金额”存储，
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// 即直接存 ex_dividend_info.GiveCashAmount 原值，不做 /10；
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// 最后的 /10 由 CalcPayment 非债券分支完成。
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// 去重：镜像任务完成后的正式记录带 jsid = -dividend.id；此处先按该负号标记，
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// 或用“同一实际付息日 + 同一派现金额”兜底去重，避免镜像完成后重复计息。
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var corporatePayments = (from dividend in DbContext.ex_dividend_info.AsNoTracking()
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join underlying in DbContext.underlying_manager.AsNoTracking()
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on dividend.UnderlyingCode equals underlying.UnderlyingCode
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where dividend.ValidStatus
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&& dividend.EffectiveDate.HasValue
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&& dividend.EffectiveDate.Value > startDate
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&& dividend.EffectiveDate.Value <= endDate
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&& dividend.GiveCashAmount != 0
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&& dividend.UnderlyingCode == underlyingCode
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&& (underlying.UnderlyingInstrumentType == ConsGlobal.InstrumentType.Stock
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|| underlying.UnderlyingInstrumentType == ConsGlobal.InstrumentType.Fund)
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select dividend).ToList();
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foreach (var dividend in corporatePayments)
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{
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// 按“每 10 份派现金额”口径，直接存 GiveCashAmount 原值，与同步任务/CalcPayment 保持一致。
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var paymentInterest = dividend.GiveCashAmount;
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var hasMirroredPayment = result.Any(payment =>
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payment.jsid == -dividend.id
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|| (payment.payment_date.HasValue
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&& payment.payment_date.Value.Date == dividend.EffectiveDate.Value.Date
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&& payment.payment_interest == paymentInterest));
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if (hasMirroredPayment)
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{
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continue;
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}
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result.Add(new BondPayment
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{
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underlyingCode = dividend.UnderlyingCode,
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payment_date_pl = dividend.EffectiveDate,
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payment_date = dividend.EffectiveDate,
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payment_interest = paymentInterest,
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paying_price = paymentInterest,
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channel_source = ExDividendDataSources.Manual,
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jsid = -dividend.id,
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create_time = dividend.OptDate,
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update_time = dividend.OptDate
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});
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}
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return result;
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}
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/// <summary>
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/// 可测性 seam：返回某债券的全部付息记录（未做日期过滤）。测试可 override 注入内存数据，
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/// 以验证日期口径（GLMS-20260105-0006：应按债权登记日 reg_date 而非支付日 pay_date_PL/pay_date_act 判定）。
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/// </summary>
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protected virtual IQueryable<BondPayment> QueryBondPayments(string underlyingCode)
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=> DbContext.bondPayment.Where(x => x.underlyingCode == underlyingCode);
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public List<BondPayment> GetTargetDatePayments(string underlyingCode, DateTime targetDate)
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{
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var startDate = targetDate.Date;
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var endDate = startDate.AddDays(1);
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return DbContext.bondPayment.AsNoTracking().Where(x => x.underlyingCode == underlyingCode && x.payment_date >= startDate && x.payment_date < endDate).ToList();
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}
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/// <summary>
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/// 计算某债券某段时间的期间付息
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/// </summary>
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/// <param name="underylingCode">债券代码</param>
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/// <param name="startDate">计息开始日</param>
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/// <param name="endDate">计息结束日</param>
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/// <param name="qty">持仓数量</param>
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/// <param name="longRatio">多空方向</param>
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/// <param name="payDirection">收支方向</param>
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/// <returns></returns>
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public decimal CalcPayment(
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string underlyingCode,
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DateTime startDate,
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DateTime endDate,
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decimal qty,
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decimal longRatio,
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decimal payDirection,
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bool useBondPriceScale = true)
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{
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var payments = GetBondPayments(underlyingCode, startDate, endDate);
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return CalcPayment(payments, qty, longRatio, payDirection, useBondPriceScale);
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}
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/// <summary>
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/// 计算某标的期间现金流。债券与 Stock/Fund 公司行为共用 bond_payment_info，
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/// 但通过 useBondPriceScale 明确区分两种入库金额单位。
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/// </summary>
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/// <param name="payments">期间付息集合</param>
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/// <param name="qty">持仓数量</param>
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/// <param name="longRatio">多空方向</param>
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/// <param name="payDirection">收支方向</param>
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/// <param name="useBondPriceScale">
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/// 是否按债券报价的百分比口径换算。债券的 payment_interest 是每 100 元面值的票息，
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/// 需要继续通过 BondPriceConverter 转成入库金额；Fund/Stock 的公司行为现金分红
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/// 在 bond_payment_info 中按“每 10 份派现金额”存储，payment_interest * qty / 10 才是实际现金，
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/// 不能再套债券的 /100。默认 true 是为了保持所有历史债券调用方的原有口径。
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/// </param>
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/// <returns></returns>
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public decimal CalcPayment(
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List<BondPayment> payments,
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decimal qty,
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decimal longRatio,
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decimal payDirection,
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bool useBondPriceScale = true)
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{
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var interest = payments.Sum(s => s.payment_interest ?? 0);
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var paymentAmount = interest * qty;
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// 债券：interest 为每 100 元面值的票息，×qty 后需 ÷100 转为实际金额。
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// Fund/Stock 公司行为：payment_interest 存的是“每 10 份派现金额”（GiveCashAmount 原值），
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// interest × qty 得到“每 10 份派现额 × 持仓份数”，需再 ÷10 才是实际现金；
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// 既不能套债券的 /100，也不能直接返回 paymentAmount（那样会放大 10 倍）。
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var actualAmount = useBondPriceScale
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? BondPriceConverter.ToStorage(paymentAmount)
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: paymentAmount / 10;
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return actualAmount * longRatio * payDirection;
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}
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}
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/// <summary>
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///
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/// </summary>
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public class BondPaymentReq : BaseSearchReq
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{
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/// <summary>
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/// 数据来源
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/// </summary>
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public string DataSource { get; set; }
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/// <summary>
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/// 标的代码
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/// </summary>
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public string UnderlyingCode { get; set; }
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public DateTime ValueDateStart { get; set; }
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public DateTime ValueDateEnd { get; set; }
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// 市场
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public string MarketName { get; set; }
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}
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public class BondPaymentDto : BondPayment
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{
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public string MarketName { get; set; }
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}
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}
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