1188 lines
51 KiB
C#
1188 lines
51 KiB
C#
using BaseOUDAL;
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using System.Linq;
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using System.Linq.Expressions;
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using YLErp.BLL;
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using YLErp.BLL.MarginCalculation;
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using YLErp.DBModels.Consts;
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using YLErp.DBModels.Helpers;
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using YLErp.Model;
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using YLErp.Model.Enum;
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using YLErp.Models;
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using YLErp.Modules.RiskModule;
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using YLErp.QdpModule;
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namespace YLErp.Modules.TradeModule
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{
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/// <summary>
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/// 交易查询服务
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/// </summary>
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public class TradeQueryService : YLBaseService
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{
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public TradeQueryService(OptUserInfo userInfo) : base(userInfo)
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{
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}
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public TradeQueryService(YLBaseService baseService) : base(baseService)
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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, TradeQueryRequest req2 = null)
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{
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Dictionary<int, DateTime> settleTcDict = null;
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SubstandardTradeRule rule = null;
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if (req.SubstandardType.HasValue)
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{
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//获取不合规交易的ID
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req.TradeIds = GetSubstandardTradeIds(req.SubstandardType.Value, out settleTcDict, out rule);
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}
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var query = CreateTradeQuery(req, req2);
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var retListResult = query.ToSearchList(req);
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if (req2.GetSum)
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{
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var 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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retListResult.Sum = gsum;
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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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if (req.SubstandardType.HasValue)
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{//用于不合规交易页面,展示不合规项;
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item.MetaDic["IsStrikeOffset"] = (rule?.StrikeOffset == null || item.Strike == null ? false : item.IsMoneynessOptionData ? Math.Abs((item.Strike ?? 0) - 1) > rule.StrikeOffset : Math.Abs((item.Strike ?? 0) / (item.SpotPrice ?? 0) - 1) > rule.StrikeOffset).ToString();
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item.MetaDic["IsMinTradingDay"] = (rule?.MinTradingDay == null ? false : (item.ExerciseDate - item.TradeDate).Value.Days < rule.MinTradingDay).ToString();
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item.MetaDic["IsLockTradingDay"] = (settleTcDict != null && settleTcDict.ContainsKey(item.id)).ToString();
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}
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}
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return retListResult;
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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> SearchListWithGroup(TradeReq req, TradeQueryRequest req2 = null)
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{
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Dictionary<int, DateTime> settleTcDict = null;
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SubstandardTradeRule rule = null;
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if (req.SubstandardType.HasValue)
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{
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//获取不合规交易的ID
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req.TradeIds = GetSubstandardTradeIds(req.SubstandardType.Value, out settleTcDict, out rule);
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//这里让它能选择显示子交易 req添加某值设置
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req2.withGroupChildren = true;
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}
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var query = CreateTradeQueryWithGroup(req, req2);
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if (req.sidx == "TradeOriginalAmount")//页面需要 有效成交数量 排序，TradeOriginalAmount排序报错，所以用OriginalNotional代替
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{
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query = req.sord == "desc" ? query.OrderByDescending(a => a.OriginalNotional) : query.OrderBy(a => a.OriginalNotional);
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req.sidx = null;
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}
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var retListResult = query.ToSearchList(req);
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if (req2.GetSum)
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{
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var 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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retListResult.Sum = gsum;
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}
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if (retListResult == null || retListResult.rows == null || !retListResult.rows.Any())
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{
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return retListResult;
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}
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Dictionary<int, TradeSalesCommissionInfo> dicSaleCommissionList;
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using (var commssionService = new SalesModule.SalesCommissionDataService(OptUser))
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{
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dicSaleCommissionList = commssionService.GetTradeCommissionInfoByTradeIds(retListResult.rows.Select(p => p.id).ToList());
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}
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if (dicSaleCommissionList == null)
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{
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dicSaleCommissionList = new Dictionary<int, TradeSalesCommissionInfo>();
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}
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List<trade_barrier_option> tradeBarrierOptionList = null;
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if (retListResult.rows.Any(p => "障碍期权".Equals(p.TradeType)))
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{
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var barrierTradeIds = retListResult.rows.Where(p => "障碍期权".Equals(p.TradeType)).Select(p => p.id).Distinct().ToList();
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if (barrierTradeIds != null && barrierTradeIds.Any())
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{
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tradeBarrierOptionList = DbContext.trade_barrier_option.AsNoTracking().Where(p => barrierTradeIds.Contains(p.TradeId)).ToList();
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}
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}
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if (tradeBarrierOptionList == null)
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{
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tradeBarrierOptionList = new List<trade_barrier_option>();
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}
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List<trade_double_sharkfin_option> tradeDoublesharkfinOptionList = null;
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if (retListResult.rows.Any(p => "双鲨期权".Equals(p.TradeType)))
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{
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var doubleSharkfinTradeIds = retListResult.rows.Where(p => "双鲨期权".Equals(p.TradeType)).Select(p => p.id).Distinct().ToList();
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if (doubleSharkfinTradeIds != null && doubleSharkfinTradeIds.Any())
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{
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tradeDoublesharkfinOptionList = DbContext.trade_double_sharkfin_option.AsNoTracking().Where(p => doubleSharkfinTradeIds.Contains(p.TradeId)).ToList();
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}
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}
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if (tradeDoublesharkfinOptionList == null)
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{
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tradeDoublesharkfinOptionList = new List<trade_double_sharkfin_option>();
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}
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List<trade_autocall> tradeAutocallList = null;
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if (retListResult.rows.Any(p => "凤凰期权".Equals(p.TradeType)))
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{
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var autocallTradeIds = retListResult.rows.Where(p => "凤凰期权".Equals(p.TradeType)).Select(p => p.id).Distinct().ToList();
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if (autocallTradeIds != null && autocallTradeIds.Any())
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{
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tradeAutocallList = DbContext.trade_autocall.AsNoTracking().Where(p => autocallTradeIds.Contains(p.TradeId)).ToList();
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}
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}
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if (tradeAutocallList == null)
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{
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tradeAutocallList = new List<trade_autocall>();
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}
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List<trade_snowball> tradeSnowballList = null;
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if (retListResult.rows.Any(p => "雪球期权".Equals(p.TradeType)))
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{
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var snowballTradeIds = retListResult.rows.Where(p => "雪球期权".Equals(p.TradeType)).Select(p => p.id).Distinct().ToList();
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if (snowballTradeIds != null && snowballTradeIds.Any())
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{
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tradeSnowballList = DbContext.trade_snowball.AsNoTracking().Where(p => snowballTradeIds.Contains(p.TradeId)).ToList();
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}
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}
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if (tradeSnowballList == null)
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{
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tradeSnowballList = new List<trade_snowball>();
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}
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List<trade_airbag> tradeAirbagList = null;
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if (retListResult.rows.Any(p => "气囊结构".Equals(p.TradeType) || "气囊结构".Equals(p.StructureType)))
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{
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var airbagTradeIds = retListResult.rows.Where(p => "气囊结构".Equals(p.TradeType) || "气囊结构".Equals(p.StructureType)).Select(p => p.id).Distinct().ToList();
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if (airbagTradeIds != null && airbagTradeIds.Any())
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{
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tradeAirbagList = DbContext.trade_airbag.AsNoTracking().Where(p => airbagTradeIds.Contains(p.TradeId)).ToList();
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}
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}
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if (tradeAirbagList == null)
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{
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tradeAirbagList = new List<trade_airbag>();
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}
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List<trade_accumulator_option> tradeAccumulatorOptionList = null;
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if (retListResult.rows.Any(p => "累计期权".Equals(p.TradeType)))
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{
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var accumulatorOptionTradeIds = retListResult.rows.Where(p => "累计期权".Equals(p.TradeType)).Select(p => p.id).Distinct().ToList();
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if (accumulatorOptionTradeIds != null && accumulatorOptionTradeIds.Any())
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{
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tradeAccumulatorOptionList = DbContext.trade_accumulator_option.AsNoTracking().Where(p => accumulatorOptionTradeIds.Contains(p.TradeId)).ToList();
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}
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}
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if (tradeAccumulatorOptionList == null)
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{
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tradeAccumulatorOptionList = new List<trade_accumulator_option>();
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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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if (item.TradeType == "障碍期权")
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{
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//var option = DbContext.trade_barrier_option.FirstOrDefault(x => x.TradeId == item.id);
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var option = tradeBarrierOptionList.FirstOrDefault(d => d.TradeId == item.id);
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item.KnockInOutStatusObservation = option?.KnockInOutStatusCn;
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}
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else if (item.TradeType == "双鲨期权")
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{
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//var option = DbContext.trade_double_sharkfin_option.FirstOrDefault(x => x.TradeId == item.id);
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var option = tradeDoublesharkfinOptionList.FirstOrDefault(d => d.TradeId == item.id);
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item.KnockInOutStatusObservation = option?.KnockInOutStatusCn;
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}
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else if (item.TradeType == "凤凰期权")
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{
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//var option = DbContext.trade_autocall.FirstOrDefault(x => x.TradeId == item.id);
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var option = tradeAutocallList.FirstOrDefault(d => d.TradeId == item.id);
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item.KnockInOutStatusObservation = option?.KnockInOutStatusCn;
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}
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else if (item.TradeType == "雪球期权")
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{
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//var option = DbContext.trade_snowball.FirstOrDefault(x => x.TradeId == item.id);
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var option = tradeSnowballList.FirstOrDefault(d => d.TradeId == item.id);
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item.KnockInOutStatusObservation = option?.KnockInOutStatusCn;
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}
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else if (item.TradeType == "气囊结构" || item.StructureType == "气囊结构")
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{
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//var option = DbContext.trade_airbag.FirstOrDefault(x => x.TradeId == item.id);
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var option = tradeAirbagList.FirstOrDefault(d => d.TradeId == item.id);
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item.KnockInOutStatusObservation = option?.KnockInOutStatusCn;
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}
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else if (item.TradeType == "累计期权")
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{
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//var option = DbContext.trade_accumulator_option.FirstOrDefault(x => x.TradeId == item.id);
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var option = tradeAccumulatorOptionList.FirstOrDefault(d => d.TradeId == item.id);
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item.KnockInOutStatusObservation = option?.KnockInOutStatusCn;
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}
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//item.SalesCommission = new SalesModule.SalesCommissionDataService(OptUser).GetTradeCommissionInfo(item.id);
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if (dicSaleCommissionList.ContainsKey(item.id))
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{
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item.SalesCommission = dicSaleCommissionList[item.id];
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}
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else
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{
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item.SalesCommission = new TradeSalesCommissionInfo { SalesIds = new List<int>() };
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}
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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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if (req.SubstandardType.HasValue)
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{//用于不合规交易页面,展示不合规项;
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item.MetaDic["IsStrikeOffset"] = (rule?.StrikeOffset == null || item.Strike == null ? false : item.IsMoneynessOptionData ? Math.Abs((item.Strike ?? 0) - 1) > rule.StrikeOffset : Math.Abs((item.Strike ?? 0) / (item.SpotPrice ?? 0) - 1) > rule.StrikeOffset).ToString();
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item.MetaDic["IsMinTradingDay"] = (rule?.MinTradingDay == null ? false : (item.ExerciseDate - item.TradeDate).Value.Days < rule.MinTradingDay).ToString();
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item.MetaDic["IsLockTradingDay"] = (settleTcDict != null && settleTcDict.ContainsKey(item.id)).ToString();
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}
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if (item.CountRatio == null)
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{
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item.CountRatio = DataCacheProvider.GetUnderlyingDataSource().GetData(item.UnderlyingCode)?.CountRatio ?? 1;
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}
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item.StockEqvNotionalMax = item.StockEqvNotionalMax.HasValue ? item.StockEqvNotionalMax : item.StockEqvNotional;
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}
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return retListResult;
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}
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public SearchListResult<GroupAction> SearchGroupActionList(TradeReq req)
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{
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var predicate = CreateGroupActionPredicate(req);
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var query = from source in DbContext.trade.AsNoTracking().Where(predicate)
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join tc in DbContext.trade_cash.Where(x => x.ValidState != "InValid" && x.Status == null && x.Action != "系统操作-期权费") on source.id equals tc.TradeId
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select new GroupAction { id = source.id + "_" + tc.id, trade = source, trade_cash = tc };
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if (string.IsNullOrEmpty(req.sidx))
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{
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req.sidx = "trade.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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public List<trade> SearchGroupChildrenList(int id)
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{
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var trades = DbContext.trade.Where(x => x.ParentTradeId == id && x.ValidState != "InValid").ToList();
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return trades;
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}
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public List<GroupAction> SearchGroupActionChildrenList(SearchGroupActionChildrenListReq req)
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{
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var childTradeIds = DbContext.trade_cash_group_action.Where(x => x.ParentTradeCashId == req.TradeCashId).Select(x => x.TradeId).ToList();
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var query = from source in DbContext.trade.AsNoTracking().Where(x => childTradeIds.Contains(x.id))
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join gc in DbContext.trade_cash_group_action.AsNoTracking().Where(x => x.ParentTradeCashId == req.TradeCashId) on source.id equals gc.TradeId
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select new GroupAction { id = source.id + "_" + req.TradeCashId, trade = source, trade_cash_group_action = gc };
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return query.ToList();
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}
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public SearchListResult<TradeMarginTemplate> SearchTradeMarginTemplateList(TradeMarginTemplateReq req)
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{
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var predicate = CreateTradeMarginTmplateQueryWhere(req);
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var query = from trade in DbContext.trade.Where(predicate)
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join tmt in (from t in DbContext.trade_margin_template where t.IsLatest select t) on trade.id equals tmt.TradeId into tmts
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from tmt in tmts.DefaultIfEmpty()
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join mt in DbContext.margin_template_v2 on tmt.MarginTemplateId equals mt.id into mts
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from mt in mts.DefaultIfEmpty()
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select new TradeMarginTemplate()
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{
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TradeId = trade.id,
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ClientId = trade.ClientId,
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TradeNumber = trade.TradeNumber,
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ClientName = trade.ClientName,
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TradeType = trade.ParentTradeId > 0 ? trade.StructureType : trade.TradeType,
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TradeStatus = trade.TradeStatus,
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InitialMargin = trade.InitialMargin,
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MarginTemplateId = tmt == null ? -1 : tmt.MarginTemplateId,
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MarginRuleType = mt == null ? -1 : mt.RuleType,
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MarginTemplateName = mt == null ? "" : mt.Name,
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ValueDate = tmt == null ? DateTime.MinValue : tmt.ValueDate,
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TradeDate = trade.TradeDate,
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BuySell = trade.BuySell,
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UnWindDate = trade.UnWindDate,
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ExerciseDate = trade.ExerciseDate
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};
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if (req.MarginTemplate != null && req.MarginTemplate.Any())
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{
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query = query.Where(x => req.MarginTemplate.Contains((int)x.MarginTemplateId));
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}
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if (req.MarginRuleType != null)
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{
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query = query.Where(x => x.MarginRuleType == req.MarginRuleType);
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}
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if (req.IsDefault != null)
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{
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if (req.IsDefault == 1)
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{
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query = query.Where(x => x.MarginTemplateId <= 0);
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}
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else
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{
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query = query.Where(x => x.MarginTemplateId > 0);
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}
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}
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if (string.IsNullOrEmpty(req.sidx))
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{
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req.sidx = "TradeId";
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req.sord = "desc";
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}
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else
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{
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if ("MarginRuleTypeName".Equals(req.sidx))
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{
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req.sidx = "MarginRuleType";
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}
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}
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SearchListResult<TradeMarginTemplate> retListResult = query.ToSearchList(req);
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return retListResult;
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}
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private Expression<Func<trade, bool>> CreateTradeMarginTmplateQueryWhere(TradeMarginTemplateReq req)
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{
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var predicate = PredicateBuilder.Create<trade>(t => t.ValidState != "InValid" && t.TradeType != "结构化交易");
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if (req.UserAssets != null && req.UserClients != null)
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{
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predicate = predicate.And(t => req.UserAssets.Contains(t.AssetId) || req.UserClients.Contains(t.ClientId));
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}
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if (req.ClientId != null)
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{
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predicate = predicate.And(x => x.ClientId == req.ClientId);
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}
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if (!string.IsNullOrEmpty(req.ClientName))
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{
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predicate = predicate.And(x => x.ClientName.Contains(req.ClientName));
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}
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if (!string.IsNullOrEmpty(req.TradeNumber))
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{
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predicate = predicate.And(x => x.TradeNumber.Contains(req.TradeNumber));
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}
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if (req.DateFromTradeDate != null)
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{
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predicate = predicate.And(x => x.TradeDate >= req.DateFromTradeDate);
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}
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if (req.DateToTradeDate != null)
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{
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req.DateToTradeDate = ((DateTime)req.DateToTradeDate).AddDays(1);
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predicate = predicate.And(x => x.TradeDate < req.DateToTradeDate);
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}
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if (req.DateFromExerciseDate != null)
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{
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predicate = predicate.And(x => x.ExerciseDate >= req.DateFromExerciseDate);
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}
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if (req.DateToExerciseDate != null)
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{
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req.DateToExerciseDate = ((DateTime)req.DateToExerciseDate).AddDays(1);
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predicate = predicate.And(x => x.ExerciseDate < req.DateToExerciseDate);
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}
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|
|
|
if (req.TradeTypes != null && req.TradeTypes.Any())
|
|
{
|
|
predicate = predicate.And(x => req.TradeTypes.Contains(x.TradeType) || req.TradeTypes.Contains(x.StructureType));
|
|
}
|
|
if (req.TradeStatus != null && req.TradeStatus.Any())
|
|
{
|
|
predicate = predicate.And(x => req.TradeStatus.Contains(x.TradeStatus));
|
|
}
|
|
|
|
if (req.DateFromUnwindDate != null)
|
|
{
|
|
predicate = predicate.And(x => x.UnWindDate != null && x.UnWindDate >= req.DateFromUnwindDate);
|
|
}
|
|
if (req.DateToUnwindDate != null)
|
|
{
|
|
req.DateToUnwindDate = ((DateTime)req.DateToUnwindDate).AddDays(1);
|
|
predicate = predicate.And(x => x.UnWindDate != null && x.UnWindDate < req.DateToUnwindDate);
|
|
}
|
|
|
|
if (!string.IsNullOrEmpty(req.BuySell))
|
|
{
|
|
predicate = predicate.And(x => x.BuySell.Equals(req.BuySell));
|
|
}
|
|
|
|
if (req.InitialMargin > 0)
|
|
{
|
|
if (req.InitialMargin == 1)
|
|
{
|
|
predicate = predicate.And(x => x.InitialMargin == 0 || x.InitialMargin == null);
|
|
}
|
|
else
|
|
{
|
|
predicate = predicate.And(x => x.InitialMargin > 0 || x.InitialMargin < 0);
|
|
}
|
|
}
|
|
|
|
return predicate;
|
|
}
|
|
|
|
/// <summary>
|
|
/// 批量设置预付金
|
|
/// </summary>
|
|
/// <param name="req"></param>
|
|
/// <returns></returns>
|
|
public bool BatchSetInitialMargin(TradeMarginTemplateReq req)
|
|
{
|
|
var predicate = CreateTradeMarginTmplateQueryWhere(req);
|
|
|
|
predicate = predicate.And(x => x.InitialMargin == null && x.ClientId > 0 && x.IsGroup != 1);
|
|
var query = from trade in DbContext.trade.Where(predicate)
|
|
join tmt in (from t in DbContext.trade_margin_template where t.IsLatest select t) on trade.id equals tmt.TradeId into tmts
|
|
from tmt in tmts.DefaultIfEmpty()
|
|
join mt in DbContext.margin_template_v2 on tmt.MarginTemplateId equals mt.id into mts
|
|
from mt in mts.DefaultIfEmpty()
|
|
select new TradeMarginTemplate()
|
|
{
|
|
TradeId = trade.id,
|
|
ClientId = trade.ClientId,
|
|
TradeNumber = trade.TradeNumber,
|
|
ClientName = trade.ClientName,
|
|
TradeType = trade.TradeType,
|
|
TradeStatus = trade.TradeStatus,
|
|
InitialMargin = trade.InitialMargin,
|
|
MarginTemplateId = tmt == null ? -1 : tmt.MarginTemplateId,
|
|
MarginRuleType = mt == null ? -1 : mt.RuleType,
|
|
MarginTemplateName = mt == null ? "" : mt.Name,
|
|
ValueDate = tmt == null ? DateTime.MinValue : tmt.ValueDate,
|
|
TradeDate = trade.TradeDate,
|
|
BuySell = trade.BuySell,
|
|
UnWindDate = trade.UnWindDate,
|
|
ExerciseDate = trade.ExerciseDate
|
|
};
|
|
|
|
if (req.MarginTemplate != null && req.MarginTemplate.Any())
|
|
{
|
|
query = query.Where(x => req.MarginTemplate.Contains((int)x.MarginTemplateId));
|
|
}
|
|
|
|
if (req.MarginRuleType != null)
|
|
{
|
|
query = query.Where(x => x.MarginRuleType == req.MarginRuleType);
|
|
}
|
|
|
|
if (req.IsDefault != null)
|
|
{
|
|
if (req.IsDefault == 1)
|
|
{
|
|
query = query.Where(x => x.MarginTemplateId <= 0);
|
|
}
|
|
else
|
|
{
|
|
query = query.Where(x => x.MarginTemplateId > 0);
|
|
}
|
|
}
|
|
|
|
var list = query.ToList();
|
|
if (list == null || list.Count == 0)
|
|
{
|
|
return true;
|
|
}
|
|
var tradeIds = list.Select(p => p.TradeId).Distinct().ToList();
|
|
var tradesWithOutGroup = DbContext.trade.Where(p => tradeIds.Contains(p.id)).ToList();
|
|
tradesWithOutGroup.ForEach(x =>
|
|
{
|
|
x.InitialMargin = MarginDefault.GetInitialMarginWithPreHandle(x);
|
|
});
|
|
DbContext.SaveChanges();
|
|
|
|
//更新组合交易主预付金初始预付金
|
|
var parentTradeIds = tradesWithOutGroup.Where(p => p.ParentTradeId > 0).Select(p => p.ParentTradeId).Distinct().ToList();
|
|
if (parentTradeIds != null && parentTradeIds.Any())
|
|
{
|
|
var tradesGroup = DbContext.trade.Where(x => x.ValidState != "InValid" && parentTradeIds.Contains(x.id)).ToList();
|
|
tradesGroup.ForEach(x =>
|
|
{
|
|
x.InitialMargin = DbContext.trade.Where(y => y.ValidState != "InValid" && y.ParentTradeId == x.id).Sum(y => y.InitialMargin);
|
|
});
|
|
DbContext.SaveChanges();
|
|
}
|
|
return true;
|
|
|
|
|
|
}
|
|
|
|
public List<TradeMarginTemplate> SearchTradeMarginTemplateList(int tradeId)
|
|
{
|
|
var query = from tmt in DbContext.trade_margin_template
|
|
join mt in DbContext.margin_template_v2 on tmt.MarginTemplateId equals mt.id
|
|
select new TradeMarginTemplate()
|
|
{
|
|
TradeId = tmt.TradeId,
|
|
MarginTemplateId = tmt.MarginTemplateId,
|
|
MarginTemplateName = mt.Name,
|
|
ValueDate = tmt.ValueDate,
|
|
MarginRuleType = mt.RuleType,
|
|
MarginType = mt.MarginType,
|
|
Comments = mt.Comments,
|
|
OptDate = tmt.OptDate
|
|
};
|
|
query = query.Where(x => x.TradeId == tradeId);
|
|
var retListResult = query.OrderBy(x => x.ValueDate).ToList();
|
|
|
|
return retListResult;
|
|
}
|
|
class SubstandardTradeDto
|
|
{
|
|
public int id;
|
|
public DateTime? ExerciseDate;
|
|
public DateTime? TradeDate;
|
|
public double? Strike;
|
|
public double SpotPrice;
|
|
public string IsMoneynessOption;
|
|
}
|
|
|
|
private string GetSubstandardTradeIds(int substandardTradeType, out Dictionary<int, DateTime> closeTcDict, out SubstandardTradeRule rule)
|
|
{
|
|
var obj = new SubstandardTradeRuleService(OptUser).QueryCurrentRule();
|
|
rule = obj;
|
|
closeTcDict = null;
|
|
List<int> codes = new List<int>();
|
|
var query = from t in DbContext.trade
|
|
where ConsTrade.TradeStatusAfterConfirmed.Contains(t.TradeStatus)
|
|
&& t.ClientId > 0 && t.TradeType != "远期" && t.TradeType != "收益互换" && (t.TradeType != "结构化交易" || t.IsGroup == 1)
|
|
&& t.ValidState != "InValid"
|
|
select new SubstandardTradeDto()
|
|
{
|
|
id = t.id,
|
|
ExerciseDate = t.ExerciseDate,
|
|
TradeDate = t.TradeDate,
|
|
Strike = t.Strike,
|
|
SpotPrice = t.SpotPrice ?? 0,
|
|
IsMoneynessOption = t.IsMoneynessOption
|
|
};
|
|
if ((substandardTradeType == 0 || substandardTradeType == 1) && obj.StrikeOffset.HasValue)
|
|
{
|
|
codes.AddRange(query.Where(O =>
|
|
O.Strike != null &&
|
|
((O.IsMoneynessOption == "是" && Math.Abs((O.Strike ?? 0) - 1) > obj.StrikeOffset) ||
|
|
(O.IsMoneynessOption != "是" && Math.Abs((O.Strike ?? 0) / O.SpotPrice - 1) > obj.StrikeOffset)))
|
|
.Select(O => O.id).ToList());
|
|
|
|
}
|
|
if ((substandardTradeType == 0 || substandardTradeType == 2) && obj.MinTradingDay.HasValue)
|
|
{
|
|
codes.AddRange(query.ToList().Where(O => (O.ExerciseDate - O.TradeDate) < new TimeSpan(obj.MinTradingDay.Value, 0, 0, 0))
|
|
.Select(O => O.id).ToList());
|
|
}
|
|
if (obj.LockTradingDay.HasValue)
|
|
{
|
|
var queryTc = DbContext.trade_cash.Where(O => O.ValidState != ConsGlobal.InValid && !O.IsDeleted);
|
|
queryTc = TradeHelper.GetSettleTradeCash(queryTc);
|
|
|
|
var query1 = (from openTc in query
|
|
join closeTc in queryTc
|
|
on openTc.id equals closeTc.TradeId
|
|
select new { openTc.id, openDt = openTc.TradeDate, closeDt = closeTc.HappenedDate ?? closeTc.ValueDate })
|
|
.ToList().Where(O => (O.closeDt - O.openDt.Value).Days < obj.LockTradingDay);
|
|
closeTcDict = query1.AsEnumerable().GroupBy(O => O.id).ToDictionary(K => K.Key, V => V.First().closeDt);
|
|
if ((substandardTradeType == 0 || substandardTradeType == 3) && obj.LockTradingDay.HasValue)
|
|
{
|
|
codes.AddRange(query1.Select(O => O.id));
|
|
}
|
|
}
|
|
if (codes.Count == 0)
|
|
{
|
|
codes.Add(0);
|
|
}
|
|
return string.Join(",", codes);
|
|
}
|
|
|
|
protected IQueryable<trade> CreateTradeQuery(TradeReq req, TradeQueryRequest req2)
|
|
{
|
|
var predicate = CreateTradePredicate(req, req2);
|
|
|
|
var query = DbContext.trade.AsNoTracking().Where(predicate);
|
|
|
|
if (!string.IsNullOrEmpty(req.ContractCode))
|
|
{
|
|
query = from source in DbContext.trade
|
|
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
|
|
from tcrConfirm in tcrConfirms.DefaultIfEmpty()
|
|
where tcrConfirm.ContractCode.Contains(req.ContractCode)
|
|
select source;
|
|
}
|
|
|
|
if (req.UnWindTimes != null)
|
|
{
|
|
//根据了结日期，了结次数进行筛选
|
|
var tcGQuery = from tc in DbContext.trade_cash
|
|
where tc.ValidState != "Invalid" && !tc.IsDeleted && (tc.Action == "系统操作-行权费" || tc.Action == "系统操作-平仓费")
|
|
group tc by tc.TradeId into tcg
|
|
select new
|
|
{
|
|
tid = tcg.Key,
|
|
UnWindTimes = tcg.Count()
|
|
};
|
|
|
|
var tcpGQuery = from tc in DbContext.trade_cash
|
|
where tc.ValidState != "Invalid" && !tc.IsDeleted && (tc.Action == "系统操作-行权费" || tc.Action == "系统操作-平仓费")
|
|
group tc by tc.ParentTradeId into tcpg
|
|
select new
|
|
{
|
|
tid = tcpg.Key,
|
|
UnWindTimes = tcpg.Count()
|
|
};
|
|
|
|
if (req.UnWindTimes == 0)
|
|
{
|
|
var tdids = tcGQuery.Where(tg => tg.UnWindTimes >= 1).Select(n => n.tid);
|
|
var tdPids = tcpGQuery.Where(tg => tg.UnWindTimes >= 1).Select(n => n.tid);
|
|
query = query.Where(q => !tdids.Contains(q.id) && !tdPids.Contains(q.id));
|
|
}
|
|
else
|
|
{
|
|
query = from q in query
|
|
join tcg in tcGQuery on q.id equals tcg.tid into tcgs
|
|
from tcg in tcgs.DefaultIfEmpty()
|
|
join tcpg in tcpGQuery on q.id equals tcpg.tid into tcpgs
|
|
from tcpg in tcpgs.DefaultIfEmpty()
|
|
where tcg != null && tcg.UnWindTimes == req.UnWindTimes || tcpg != null && tcpg.UnWindTimes == req.UnWindTimes
|
|
select q;
|
|
}
|
|
}
|
|
|
|
if (string.IsNullOrEmpty(req.sidx))
|
|
{
|
|
req.sidx = "id";
|
|
req.sord = "desc";
|
|
}
|
|
|
|
query = query.OrderByDescending(s => s.OptDate);
|
|
|
|
return query;
|
|
}
|
|
|
|
protected IQueryable<trade> CreateTradeQueryWithGroup(TradeReq req, TradeQueryRequest req2)
|
|
{
|
|
var predicate = CreateTradePredicate(req, req2, true, req2.withGroupChildren);
|
|
|
|
//DbContext.SetDebugLog();
|
|
|
|
var query = DbContext.trade.AsNoTracking().Where(predicate);
|
|
//if (!string.IsNullOrEmpty(req.ContractCode))
|
|
//{
|
|
// query = from source in DbContext.trade
|
|
// 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
|
|
// from tcrConfirm in tcrConfirms.DefaultIfEmpty()
|
|
// where tcrConfirm.ContractCode.Contains(req.ContractCode)
|
|
// select source;
|
|
//}
|
|
|
|
if (req.UnWindTimes != null)
|
|
{
|
|
//根据了结日期，了结次数进行筛选
|
|
var tcGQuery = from tc in DbContext.trade_cash.AsNoTracking()
|
|
where tc.ValidState != "InValid" && !tc.IsDeleted && (tc.Action == "系统操作-行权费" || tc.Action == "系统操作-平仓费")
|
|
group tc by tc.TradeId into tcg
|
|
select new
|
|
{
|
|
tid = tcg.Key,
|
|
UnWindTimes = tcg.Count()
|
|
};
|
|
//var tcGQuery = from t in query
|
|
// join tc in DbContext.trade_cash.AsNoTracking()
|
|
// on t.id equals tc.TradeId
|
|
// where tc.ValidState != "InValid" && !tc.IsDeleted && (tc.Action == "系统操作-行权费" || tc.Action == "系统操作-平仓费")
|
|
// select new
|
|
// {
|
|
// Trade = t,
|
|
// TradeCash = tc
|
|
// };
|
|
|
|
var tcpGQuery = from tc in DbContext.trade_cash.AsNoTracking()
|
|
where tc.ValidState != "InValid" && !tc.IsDeleted && (tc.Action == "系统操作-行权费" || tc.Action == "系统操作-平仓费")
|
|
group tc by tc.ParentTradeId into tcpg
|
|
select new
|
|
{
|
|
tid = tcpg.Key,
|
|
UnWindTimes = tcpg.Count()
|
|
};
|
|
//var tcpGQuery = from t in query
|
|
// join tc in DbContext.trade_cash.AsNoTracking()
|
|
// on t.id equals tc.ParentTradeId
|
|
// where tc.ValidState != "InValid" && !tc.IsDeleted && (tc.Action == "系统操作-行权费" || tc.Action == "系统操作-平仓费")
|
|
// select t;
|
|
|
|
|
|
|
|
|
|
if (req.UnWindTimes == 0)
|
|
{
|
|
var tdids = tcGQuery.Union(tcpGQuery).Select(n => n.tid);
|
|
query = query.Where(q => !tdids.Contains(q.id));
|
|
}
|
|
else
|
|
{
|
|
//var tdids = tcGQuery.Where(tg => tg.UnWindTimes == req.UnWindTimes).Select(n => n.tid).ToHashSet();
|
|
//var tdPids = tcpGQuery.Where(tg => tg.UnWindTimes == req.UnWindTimes).Select(n => n.tid).ToHashSet();
|
|
|
|
query = from t in query
|
|
join tc in tcGQuery.Union(tcpGQuery)
|
|
on t.id equals tc.tid
|
|
where tc.UnWindTimes == req.UnWindTimes
|
|
select t;
|
|
|
|
//var ids = tdids.Union(tdPids).ToSearchList(req).rows.ToHashSet();
|
|
|
|
//query = query.Where(q => ids.Contains(q.id));
|
|
|
|
//query = query.Where(q => tdids.Contains(q.id) || tdPids.Contains(q.id));
|
|
}
|
|
}
|
|
|
|
if (req.TagIds != null && req.TagIds.Count > 0)
|
|
{
|
|
var tradeTagIdQuery = from tt in DbContext.trade_tag
|
|
where req.TagIds.Contains(tt.TagId)
|
|
select tt.TradeId;
|
|
query = query.Where(p => tradeTagIdQuery.Contains(p.id));
|
|
}
|
|
|
|
if (string.IsNullOrEmpty(req.sidx))
|
|
{
|
|
req.sidx = "id";
|
|
req.sord = "desc";
|
|
}
|
|
|
|
query = query.OrderByDescending(s => s.OptDate);
|
|
|
|
return query;
|
|
}
|
|
|
|
protected Expression<Func<trade, bool>> CreateTradePredicate(TradeReq req, TradeQueryRequest req2, bool withGroup = false, bool withGroupChildren = false)
|
|
{
|
|
if (req2 == null)
|
|
{
|
|
req2 = new TradeQueryRequest { };
|
|
}
|
|
|
|
var valueDate = valuedateBLL.ValueDate;
|
|
|
|
var predicate = PredicateBuilder.Create<trade>(t => t.ValidState != "InValid" && t.TradeType != "结构化交易");
|
|
|
|
if (withGroup)
|
|
{
|
|
if (withGroupChildren)
|
|
{
|
|
predicate = PredicateBuilder.Create<trade>(t => t.ValidState != "InValid" && (t.TradeType != "结构化交易" || t.IsGroup == 1));
|
|
}
|
|
else
|
|
{
|
|
predicate = PredicateBuilder.Create<trade>(t => t.ValidState != "InValid" && (t.TradeType != "结构化交易" || t.IsGroup == 1) && t.IsGroup != 2);
|
|
}
|
|
}
|
|
|
|
if (req.UserAssets != null && req.UserClients != null)
|
|
{
|
|
predicate = predicate.And(t => req.UserAssets.Contains(t.AssetId) || req.UserClients.Contains(t.ClientId));
|
|
}
|
|
|
|
//----------------交易ID----------------
|
|
|
|
if (!string.IsNullOrEmpty(req.TradeIds))
|
|
{
|
|
predicate = req2.StructureQueryFlag == StructureTradeQueryFlag.QueryMaster
|
|
? predicate.And(d => req.TradeIdList.Contains(d.id))
|
|
: predicate.And(d => req.TradeIdList.Contains(d.id) || req.TradeIdList.Contains(d.ParentTradeId));
|
|
if (req.onlyTradeIds)
|
|
{
|
|
return predicate;
|
|
}
|
|
}
|
|
|
|
//if (req.ParentTradeId.HasValue)
|
|
//{
|
|
// predicate = predicate.And(q => q.ParentTradeId == req.ParentTradeId.Value);
|
|
//}
|
|
//else
|
|
//{
|
|
// predicate = req2.StructureQueryFlag == StructureTradeQueryFlag.QueryMaster
|
|
// ? predicate.And(t => "结构化交易" != t.TradeType)
|
|
// : predicate.And(t => t.ParentTradeId == null || t.ParentTradeId == 0);
|
|
//}
|
|
|
|
//----------------行权方式----------------
|
|
|
|
if (!string.IsNullOrEmpty(req.ExerciseMode))
|
|
{
|
|
predicate = predicate.And(d => d.ExerciseMode.Contains(req.ExerciseMode));
|
|
}
|
|
|
|
//----------------交易标的----------------
|
|
|
|
if (!string.IsNullOrEmpty(req.UnderlyingAssetClass))
|
|
{
|
|
predicate = predicate.And(d => d.UnderlyingAssetClass.Contains(req.UnderlyingAssetClass));
|
|
}
|
|
|
|
if (!string.IsNullOrEmpty(req.UnderlyingInstrumentTypes))
|
|
{
|
|
predicate = predicate.And(d => req.UnderlyingInstrumentTypesList.Contains(d.UnderlyingInstrumentType));
|
|
}
|
|
|
|
if (req.UnderlyingId != null)
|
|
{
|
|
predicate = predicate.And(d => d.UnderlyingId == req.UnderlyingId);
|
|
}
|
|
|
|
if (!string.IsNullOrEmpty(req.UnderlyingIds))
|
|
{
|
|
predicate = predicate.And(d => req.UnderlyingIdsInt.Contains(d.UnderlyingId));
|
|
}
|
|
|
|
if (!string.IsNullOrEmpty(req.UnderlyingCode))
|
|
{
|
|
predicate = predicate.And(d => d.UnderlyingCode.Contains(req.UnderlyingCode));
|
|
}
|
|
|
|
if (req.UnderlyingCodeList != null && req.UnderlyingCodeList.Any())
|
|
{
|
|
predicate = predicate.And(d => req.UnderlyingCodeList.Contains(d.UnderlyingCode));
|
|
}
|
|
|
|
//--------------------------------
|
|
|
|
if (!string.IsNullOrEmpty(req.TraderNames))
|
|
{
|
|
predicate = predicate.And(d => req.TraderNamesList.Contains(d.TraderId));
|
|
}
|
|
|
|
if (!string.IsNullOrEmpty(req.TradeNumber))
|
|
{
|
|
var tradequery = DbContext.trade.Where(t => t.TradeNumber.Equals(req.TradeNumber));
|
|
predicate = predicate.And(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);
|
|
}
|
|
|
|
if (req.ClientId != null)
|
|
{
|
|
predicate = predicate.And(d => d.ClientId == req.ClientId);
|
|
}
|
|
|
|
if (!string.IsNullOrEmpty(req.ClientName))
|
|
{
|
|
predicate = predicate.And(d => d.ClientName.Contains(req.ClientName));
|
|
}
|
|
|
|
if (!string.IsNullOrEmpty(req.TradeType))
|
|
{
|
|
predicate = predicate.And(d => d.TradeType.Equals(req.TradeType));
|
|
}
|
|
|
|
if (!string.IsNullOrEmpty(req.StructureType))
|
|
{
|
|
predicate = predicate.And(d => d.StructureType.Contains(req.StructureType));
|
|
}
|
|
|
|
if (!string.IsNullOrEmpty(req.BuySell))
|
|
{
|
|
predicate = predicate.And(d => d.BuySell.Contains(req.BuySell));
|
|
}
|
|
|
|
if (!string.IsNullOrEmpty(req.OptionType))
|
|
{
|
|
predicate = predicate.And(d => d.OptionType == req.OptionType);
|
|
}
|
|
|
|
if (req.StartDateStart != DateTime.MinValue)
|
|
{
|
|
predicate = predicate.And(d => d.StartDate >= req.StartDateStart);
|
|
}
|
|
|
|
if (req.StartDateEnd != DateTime.MinValue)
|
|
{
|
|
var StartDateTemp = req.StartDateEnd.AddDays(1);
|
|
predicate = predicate.And(d => d.StartDate < StartDateTemp);
|
|
}
|
|
|
|
if (!string.IsNullOrEmpty(req.OptIds))
|
|
{
|
|
predicate = predicate.And(d => req.OptIdsList.Contains(d.OptId + ""));
|
|
}
|
|
|
|
if (!string.IsNullOrEmpty(req.Comments))
|
|
{
|
|
predicate = predicate.And(d => d.Comments.Contains(req.Comments));
|
|
}
|
|
|
|
if (!string.IsNullOrEmpty(req.GroupNames))
|
|
{
|
|
predicate = predicate.And(d => req.GroupNamesList.Contains(d.GroupName));
|
|
}
|
|
|
|
//---------是否有配对交易---------
|
|
|
|
if (req.IsPairTrade == true)
|
|
{
|
|
predicate = predicate.And(q => !string.IsNullOrEmpty(q.PairTrade));
|
|
}
|
|
else if (req.IsPairTrade == false)
|
|
{
|
|
predicate = predicate.And(q => string.IsNullOrEmpty(q.PairTrade));
|
|
}
|
|
|
|
//---------了结日期---------
|
|
|
|
if (req.UnWindDateStart.HasValue)
|
|
{
|
|
predicate = predicate.And(t => t.UnWindDate >= req.UnWindDateStart);
|
|
}
|
|
|
|
if (req.UnWindDateEnd.HasValue)
|
|
{
|
|
predicate = predicate.And(t => t.UnWindDate <= req.UnWindDateEnd);
|
|
}
|
|
if (req.TagIds != null && req.TagIds.Count > 0)
|
|
{
|
|
var tradeTagIdQuery = from tt in DbContext.trade_tag
|
|
where req.TagIds.Contains(tt.TagId)
|
|
select tt.TradeId;
|
|
predicate = predicate.And(p => tradeTagIdQuery.Contains(p.id));
|
|
}
|
|
//----------------交易类型----------------
|
|
|
|
if (!string.IsNullOrEmpty(req.TradeTypes))
|
|
{
|
|
var typeList = req.TradeTypesList;
|
|
predicate = predicate.And(d => typeList.Contains(d.TradeType) || typeList.Contains(d.StructureType) || (typeList.Contains("黑箱结构") && d.IsGroup == 1));
|
|
}
|
|
|
|
switch (req.TabIndex)
|
|
{
|
|
case (int)TradeTabIndexEnum.今日成交:
|
|
predicate = predicate.And(d => d.ClientId > 0);
|
|
break;
|
|
case (int)TradeTabIndexEnum.场外成交记录:
|
|
predicate = predicate.And(d => d.ClientId > 0 && d.TradeType != "远期" && d.TradeType != "收益互换");
|
|
break;
|
|
case (int)TradeTabIndexEnum.场外衍生品交易:
|
|
predicate = predicate.And(d => d.TradeType == "远期");
|
|
break;
|
|
}
|
|
|
|
//获取当日成交的数据
|
|
//当日成交包括操作日期和交易日为当前系统日期的数据
|
|
if (req.TabIndex == (int)TradeTabIndexEnum.今日成交)
|
|
{
|
|
var optDateStart = valueDate;
|
|
var optDateEnd = valueDate.AddDays(1);
|
|
var tradeDateStart = valueDate;
|
|
var tradeDateEnd = valueDate.AddDays(1);
|
|
|
|
predicate = predicate.And(d => (d.TradeDate >= tradeDateStart && d.TradeDate < tradeDateEnd) || (d.OptDate >= optDateStart && d.OptDate < tradeDateEnd));
|
|
}
|
|
else
|
|
{
|
|
if (req.TradeDateStart > DateTime.MinValue)
|
|
{
|
|
predicate = predicate.And(d => d.TradeDate >= req.TradeDateStart);
|
|
}
|
|
|
|
if (req.TradeDateEnd > DateTime.MinValue)
|
|
{
|
|
var TradeDateTemp = req.TradeDateEnd.AddDays(1);
|
|
predicate = predicate.And(d => d.TradeDate < TradeDateTemp);
|
|
}
|
|
|
|
if (req.OptDateStart > DateTime.MinValue)
|
|
{
|
|
predicate = predicate.And(d => d.OptDate >= req.OptDateStart);
|
|
}
|
|
|
|
if (req.OptDateEnd > DateTime.MinValue)
|
|
{
|
|
var OptDateTemp = req.OptDateEnd.AddDays(1);
|
|
predicate = predicate.And(d => d.OptDate < OptDateTemp);
|
|
}
|
|
}
|
|
|
|
//获取当日到期日数据
|
|
if (req.TabIndex == (int)TradeTabIndexEnum.今日到期)
|
|
{
|
|
predicate = predicate.And(d => d.ExerciseDate == valueDate);
|
|
}
|
|
//获取明日到期日数据
|
|
else if (req.TabIndex == (int)TradeTabIndexEnum.明日到期)
|
|
{
|
|
var tommorow = QdpCalendarHelper.GetNonHoliday(valueDate.AddDays(1));
|
|
predicate = predicate.And(d => d.ExerciseDate == tommorow);
|
|
}
|
|
else
|
|
{
|
|
if (req2.IsExerciseDateReport)
|
|
{
|
|
predicate = predicate.And(d => d.ExerciseDate != null);
|
|
}
|
|
|
|
if (req.ExerciseDateStart.HasValue)
|
|
{
|
|
predicate = predicate.And(d => d.ExerciseDate >= req.ExerciseDateStart);
|
|
}
|
|
|
|
if (req.ExerciseDateEnd.HasValue)
|
|
{
|
|
predicate = predicate.And(d => d.ExerciseDate <= req.ExerciseDateEnd);
|
|
}
|
|
}
|
|
|
|
//过滤已平仓，已到期，已执行数据
|
|
if (req.TabIndex == (int)TradeTabIndexEnum.今日到期 || req.TabIndex == (int)TradeTabIndexEnum.明日到期)
|
|
{
|
|
predicate = predicate.And(d => d.TradeStatus != ConsTrade.已平仓 && d.TradeStatus != ConsTrade.已到期 && d.TradeStatus != ConsTrade.已执行);
|
|
}
|
|
else if (!string.IsNullOrEmpty(req.TradeStatus))
|
|
{
|
|
var statuses = req.TradeStatus.Split(',').ToList();
|
|
predicate = predicate.And(d => statuses.Contains(d.TradeStatus));
|
|
}
|
|
else if (req.TradeStatusList != null && req.TradeStatusList.Any(n => !string.IsNullOrEmpty(n)))
|
|
{
|
|
predicate = predicate.And(d => req.TradeStatusList.Contains(d.TradeStatus));
|
|
}
|
|
|
|
if (!string.IsNullOrEmpty(req.OptName))
|
|
{
|
|
predicate = predicate.And(d => d.OptName.Contains(req.OptName));
|
|
}
|
|
|
|
//---------行权价---------
|
|
if (!string.IsNullOrEmpty(req.Strike))
|
|
{
|
|
double.TryParse(req.Strike, out var strike);
|
|
predicate = predicate.And(d => d.Strike == strike);
|
|
}
|
|
|
|
if (req.AssetIdList.Any())
|
|
{
|
|
predicate = predicate.And(d => req.AssetIdList.Contains(d.AssetId));
|
|
}
|
|
if (req.ClientIdsInt.Any())
|
|
{
|
|
predicate = predicate.And(d => req.ClientIdsInt.Contains(d.ClientId));
|
|
}
|
|
|
|
if (req.TradePrice != null)
|
|
{
|
|
predicate = predicate.And(d => req.TradePrice.Value == d.TradePrice);
|
|
}
|
|
return predicate;
|
|
}
|
|
|
|
protected Expression<Func<trade, bool>> CreateGroupActionPredicate(TradeReq req)
|
|
{
|
|
var predicate = PredicateBuilder.Create<trade>(t => t.ValidState != "InValid" && t.IsGroup == 1 && t.TradeType != "收益互换");
|
|
if (req.UserAssets != null && req.UserClients != null)
|
|
{
|
|
predicate = predicate.And(d => req.UserAssets.Contains(d.AssetId) || req.UserClients.Contains(d.ClientId));
|
|
}
|
|
|
|
if (!string.IsNullOrEmpty(req.TradeNumber))
|
|
{
|
|
var childquery = DbContext.trade.Where(t => t.TradeNumber.Equals(req.TradeNumber) && t.ParentTradeId != 0);
|
|
predicate = predicate.And(d => d.TradeNumber.Contains(req.TradeNumber) || childquery.Select(x => x.ParentTradeId).Contains(d.id));
|
|
}
|
|
if (req.ClientIdsInt.Any())
|
|
{
|
|
predicate = predicate.And(d => req.ClientIdsInt.Contains(d.ClientId));
|
|
}
|
|
|
|
|
|
return predicate;
|
|
}
|
|
}
|
|
|
|
public class TradeQueryRequest
|
|
{
|
|
/// <summary>
|
|
/// 显示所有交易
|
|
/// </summary>
|
|
public bool ShowAllTrades { get; set; }
|
|
|
|
/// <summary>
|
|
///
|
|
/// </summary>
|
|
public List<int> UserAssetUnits { get; set; }
|
|
|
|
/// <summary>
|
|
/// 结构化交易过滤选项
|
|
/// </summary>
|
|
public StructureTradeQueryFlag StructureQueryFlag { get; set; } = StructureTradeQueryFlag.QueryMaster;
|
|
|
|
/// <summary>
|
|
///
|
|
/// </summary>
|
|
public bool GetSum { get; set; }
|
|
|
|
/// <summary>
|
|
/// 是否来自行权报告
|
|
/// </summary>
|
|
public bool IsExerciseDateReport { get; set; }
|
|
|
|
public string VolType { get; set; }
|
|
|
|
public bool withGroupChildren { get; set; }
|
|
}
|
|
|
|
/// <summary>
|
|
/// 结构化交易过滤选项枚举
|
|
/// </summary>
|
|
public enum StructureTradeQueryFlag
|
|
{
|
|
/// <summary>
|
|
/// 只查询主交易
|
|
/// </summary>
|
|
QueryMaster = 1,
|
|
|
|
/// <summary>
|
|
/// 只查询子交易
|
|
/// </summary>
|
|
QuerySubs = 2
|
|
}
|
|
}
|