张名锐
2eba4ce2a9
- 在ConsGlobal中为所有标的类型常量添加中文注释说明 - 新增UseStockPriceTable方法用于判断标的类型是否使用股票价格表 - 修改SettlementPriceImportService中的价格表分流逻辑 - 添加单元测试验证股指期货、基金等进入股票价格表的逻辑 - 确保Shibor、利率收益率和债券指数进入正确的商品期货价格表
251 lines
9.9 KiB
C#
251 lines
9.9 KiB
C#
using System.Data;
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using YLErp.Commons;
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using YLErp.Model;
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namespace YLErp.Modules.EodModule
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{
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/// <summary>
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/// 结算价导入服务
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/// </summary>
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public class SettlementPriceImportService : YLBaseService
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{
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public SettlementPriceImportService(OptUserInfo userInfo) : base(userInfo)
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{
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}
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public static bool UseStockPriceTable(string instrumentType)
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{
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return ConsGlobal.InstrumentType.EquityTypes().Contains(instrumentType)
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|| instrumentType == ConsGlobal.InstrumentType.Fund;
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}
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/// <summary>
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/// 导入xlsx数据
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/// </summary>
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public ImportResultModel ImportxlsxDatas(Stream stream)
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{
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var importModels = Enumerable.Empty<ImportModel>();
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var rowIndex = 0;
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try
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{
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var ds = Office.ExcelHelper.ReadExcelAsDataSet(stream);
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if (ds.Tables.Count < 1 || ds.Tables[0].Rows.Count < 1)
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{
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throw new ServiceException("读取导入数据失败:数据为空") { Tag = "111" };
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}
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var table = ds.Tables[0];
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var reader = new DataRowReader(table);
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var list = new List<ImportModel>();
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rowIndex = 1;
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foreach (DataRow row in table.Rows)
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{
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rowIndex++;
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if (row.ItemArray.All(n => string.IsNullOrWhiteSpace(n?.ToString())))
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{
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continue;
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}
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reader.SetDataRow(row);
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var model = new ImportModel
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{
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date = reader.GetDate("日期", true).Value,
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code = reader.GetString("代码", true),
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closePrice = reader.GetDouble("收盘价", false),
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settlePrice = reader.GetDouble("结算价", false),
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ReferencePrice = reader.GetDouble("参考价", false)
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};
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model.underlying = DataCacheProvider.GetUnderlyingDataSource().GetData(model.code);
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if (model.underlying == null)
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{
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throw new ServiceException("标的代码不存在:" + model.code) { Tag = "111" };
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}
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list.Add(model);
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}
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importModels = list.ToArray();
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}
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catch (ServiceException se)
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{
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if (se.Tag != null) throw;
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throw new ServiceException($"第{rowIndex}行,发生错误:{se.Message}");
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}
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catch (Exception ex)
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{
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LogFactory.GetLogger("导入场内交易").Error(ex);
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throw new ServiceException($"第{rowIndex}行,发生错误:{ex.Message}", ex);
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}
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if (!importModels.Any())
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{
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throw new ServiceException("没有可导入的数据");
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}
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var result = new ImportResultModel
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{
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TotalCount = importModels.Count()
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};
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var dates = new HashSet<DateTime>();
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var uniqSet = new HashSet<string>(StringComparer.OrdinalIgnoreCase);
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foreach (var item in importModels)
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{
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var underlying = item.underlying;
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if (underlying.IsBond())
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{
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var eodPrice = DbContext.china_bond_valuation
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.FirstOrDefault(p => p.valuation_date == item.date && p.bond_id == underlying.UnderlyingCode);
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if (eodPrice == null)
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{
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var datestr = item.date.ToString("yyyyMMdd");
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if (uniqSet.Add(datestr + "^" + item.code))
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{
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eodPrice = new ChinaBondValuation();
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eodPrice.credibility = 1;
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DbContext.china_bond_valuation.Add(eodPrice);
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}
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else
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{
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result.Errors.Add($"重复数据,忽略: {datestr},{item.code}");
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continue;
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}
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}
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eodPrice.valuation_date = item.date;
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eodPrice.bond_id = underlying.UnderlyingCode;
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if (item.closePrice.HasValue)
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eodPrice.dirty_price_close =Convert.ToDecimal(item.closePrice ?? 0);
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if (item.settlePrice.HasValue)
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eodPrice.net_price = Convert.ToDecimal(item.settlePrice ?? 0);
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if (item.ReferencePrice.HasValue)
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eodPrice.yield = Convert.ToDecimal(item.ReferencePrice);
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eodPrice.update_time = DateTime.Now;
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// 手工上传也是登录用户的人工动作，戳操作人到已有列(create_user/update_user)，
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// 使列表来源列显示上传人姓名(与 SaveBondPrice 口径一致)；聚源/中债自动同步(外部ETL)不写这两列。
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// eodPrice.id==0 表示本次新增(尚未落库)，非0为命中已有行的更新。
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EodPriceService.StampBondOperator(eodPrice, UserId, eodPrice.id == 0);
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result.SuccessCount++;
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}
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else if (!UseStockPriceTable(underlying.UnderlyingInstrumentType))
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{
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var eodPrice = DbContext.eod_commodity_future_price
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.FirstOrDefault(p => p.ValueDate == item.date && p.UnderlyingCode == underlying.UnderlyingCode);
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if (eodPrice == null)
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{
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var datestr = item.date.ToString("yyyyMMdd");
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if (uniqSet.Add(datestr + "^" + item.code))
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{
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eodPrice = new eod_commodity_future_price();
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DbContext.eod_commodity_future_price.Add(eodPrice);
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}
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else
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{
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result.Errors.Add($"重复数据,忽略: {datestr},{item.code}");
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continue;
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}
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}
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eodPrice.ValueDate = item.date;
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eodPrice.UnderlyingCode = underlying.UnderlyingCode;
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eodPrice.UnderlyingId = underlying.id;
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// 入库前强制 UnderlyingId 与 UnderlyingCode(FutureContractId) 一致，避免网页/结算两套 JOIN 失同步。
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EodPriceService.SyncUnderlyingIdFromCode(DbContext, eodPrice);
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if (item.closePrice.HasValue)
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eodPrice.ClosePrice = item.closePrice ?? 0;
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if (item.settlePrice.HasValue)
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eodPrice.SettlePrice = item.settlePrice ?? 0;
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if (item.ReferencePrice.HasValue)
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eodPrice.ReferencePrice = item.ReferencePrice;
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eodPrice.OptId = UserId;
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eodPrice.OptName = UserName;
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eodPrice.OptDate = DateTime.Now;
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eodPrice.DataSource = EodPriceBase.人工;
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result.SuccessCount++;
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}
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else
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{
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var stockPrice = DbContext.eod_stock_price
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.FirstOrDefault(p => p.ValueDate == item.date && p.UnderlyingCode == underlying.UnderlyingCode);
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if (stockPrice == null)
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{
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var datestr = item.date.ToString("yyyyMMdd");
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if (uniqSet.Add(datestr + "^" + item.code))
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{
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stockPrice = new eod_stock_price();
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DbContext.eod_stock_price.Add(stockPrice);
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}
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else
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{
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result.Errors.Add($"重复数据,忽略: {datestr},{item.code}");
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continue;
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}
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}
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stockPrice.ValueDate = item.date;
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stockPrice.UnderlyingCode = underlying.UnderlyingCode;
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if (item.closePrice.HasValue)
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stockPrice.ClosePrice = item.closePrice ?? 0;
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if (item.ReferencePrice.HasValue)
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stockPrice.ReferencePrice = item.ReferencePrice;
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stockPrice.OptDate = DateTime.Now;
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stockPrice.DataSource = EodPriceBase.人工;
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result.SuccessCount++;
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}
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//else
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//{
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// result.Errors.Add("未导入,标的不属于商品或股票:" + item.code);
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//}
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dates.Add(item.date.Date);
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}
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DbContext.SaveChanges();
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if (dates.Contains(BLL.valuedateBLL.ValueDate))
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{
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var sql = $@"
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update underlying_manager um join eod_commodity_future_price eod on um.UnderlyingCode = eod.FutureContractId
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set um.Price = eod.ClosePrice where eod.ValueDate='{BLL.valuedateBLL.ValueDate:yyyy-MM-dd}';
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update underlying_manager um join eod_stock_price eod on um.UnderlyingCode = eod.StockId
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set um.Price = eod.ClosePrice where eod.ValueDate='{BLL.valuedateBLL.ValueDate:yyyy-MM-dd}';";
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DbContext.Database.ExecuteSqlRaw(sql);
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}
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return result;
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}
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class ImportModel
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{
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public DateTime date { get; set; }
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public string code { get; set; }
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public double? closePrice { get; set; }
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public double? settlePrice { get; set; }
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public double? ReferencePrice { get; set; }
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public underlying_manager underlying { get; set; }
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}
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}
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}
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