张名锐
392e36a820
- 在 BondPayment 模型中添加 IsCorporateActionCashDividend 属性用于区分不同数据来源 - 修改 BondPaymentService 中的 CalcPayment 方法，按每条记录来源分别处理金额单位转换 - 更新单元测试以验证混合债券付息和公司行为分红的正确计算 - 移除不再需要的 useBondPriceScale 参数简化方法接口 - 修正注释说明以反映新的按记录类型分别计算的逻辑
268 lines
13 KiB
C#
268 lines
13 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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// 不再依赖 bond-sync 镜像：Stock/Fund 公司行为直接作为展示行返回。
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// 展示金额按“每 10 份派现金额”换算为 GiveCashAmount / 10；EOD 计算仍使用
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// GetBondPayments 的内部单位口径，不受此处展示换算影响。
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var corporateQuery = from un in queryUn
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join dividend in DbContext.ex_dividend_info.AsNoTracking()
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on un.UnderlyingCode equals dividend.UnderlyingCode
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where dividend.ValidStatus
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&& dividend.EffectiveDate.HasValue
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&& dividend.EffectiveDate.Value >= valueDtStart
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&& dividend.EffectiveDate.Value < valueDtEnd
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&& dividend.GiveCashAmount != 0
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&& (string.IsNullOrEmpty(req.UnderlyingCode)
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|| dividend.UnderlyingCode.Contains(req.UnderlyingCode))
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&& (un.UnderlyingInstrumentType == ConsGlobal.InstrumentType.Stock
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|| un.UnderlyingInstrumentType == ConsGlobal.InstrumentType.Fund)
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&& (string.IsNullOrEmpty(req.DataSource)
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|| "公司行为除权表".Contains(req.DataSource))
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select new BondPaymentDto
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{
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id = -dividend.id,
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channel_source = "公司行为除权表",
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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 = null,
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payment_date = dividend.EffectiveDate,
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payment_interest = dividend.GiveCashAmount / 10m,
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payment_parvalue = null,
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paying_price = dividend.GiveCashAmount / 10m,
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create_time = dividend.OptDate,
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update_time = dividend.OptDate
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};
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// EF Core 无法翻译两个对 BondPaymentDto 继承属性赋值集合不完全一致的投影
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// 直接 Concat；分别执行后在内存合并，不改变两组查询的筛选口径。
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var rows = query.ToList();
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rows.AddRange(corporateQuery.ToList());
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var result = rows.AsQueryable().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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// Stock/Fund 公司行为直接从 ex_dividend_info 读取，内部仍按“每 10 份派现金额”保存 GiveCashAmount 原值，
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// 最后的 /10 只应用于这类内存补充记录；bond_payment_info 原生记录仍按每 100 份处理。
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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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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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create_time = dividend.OptDate,
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update_time = dividend.OptDate,
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IsCorporateActionCashDividend = true
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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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{
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var payments = GetBondPayments(underlyingCode, startDate, endDate);
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return CalcPayment(payments, qty, longRatio, payDirection);
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}
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/// <summary>
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/// 计算某标的期间现金流。债券期间付息与 Stock/Fund 公司行为现金分红可能同时命中，
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/// 必须按每条记录的来源单位分别计算，不能按标的类型对整个集合统一除以 10 或 100。
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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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/// <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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{
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var actualAmount = (payments ?? new List<BondPayment>()).Sum(payment =>
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{
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var paymentAmount = (payment.payment_interest ?? 0m) * qty;
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// bond_payment_info 原生期间付息按每 100 份存储；由 ex_dividend_info 补充的
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// 公司行为现金分红按每 10 份存储。Fund 标的可能同时命中两类记录，故必须逐条分流。
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return payment.IsCorporateActionCashDividend
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? paymentAmount / 10m
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: BondPriceConverter.ToStorage(paymentAmount);
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});
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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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