83 lines
2.7 KiB
C#
83 lines
2.7 KiB
C#
using YLErp.Modules.DataProviderModule;
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namespace YLErp.Modules.EodModule.SettlementModule
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{
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/// <summary>
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/// 检查当日参考价，是否全部进系统。
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/// </summary>
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class EodCheckReferencePrice : EodSettleServiceBaseV2
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{
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public const string Step = "检查标的参考价格缺失";
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public EodCheckReferencePrice(EodSettlementContextV2 context) : base(context)
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{
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}
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/// <summary>
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/// 检查参考价
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/// </summary>
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public void Execute()
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{
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if (!_context.OtcTrades.Any())
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{
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return;
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}
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var request = _context.Request;
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var settleDate = _context.SettleDate;
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var clienIds = _context.Request.ClientIds;
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IQueryable<string> allQuery = null;
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var eodPriceProvider = _context.GetEodPriceProvider();
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//判断当日结算价是否已经入库
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if (!EodPriceQueryService.CheckDbExists(_context.SettleDate))
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{
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_context.RaiseError(Step, "结算价格未入库");
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}
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//检查是否所有待结算交易标的价格都存在
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//获取所有现存(抵押状态)抵押品信息 增加抵押品价格检查
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if (request.IsSettleOtcTrades)
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{
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var tradePredicate = _context.PredicateBuilder.GetOtcTradePredicate()
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.And(t => t.TradeType != "自定义交易" && t.SettlementType == SettlementTypeEnum.ReferencePrice && t.UnderlyingCode != null);
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#region 新增客户筛选 tw
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if (clienIds != null)
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{
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tradePredicate = tradePredicate.And(l => clienIds.Contains(l.ClientId));
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}
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#endregion
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allQuery = DbContext.trade.Where(tradePredicate).Select(n => n.UnderlyingCode).Distinct();
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}
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if (allQuery == null)
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{
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return;
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}
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string[] umCodeArr = allQuery.ToArray();
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var umCodes = umCodeArr.Where(n => !string.IsNullOrEmpty(n) && eodPriceProvider.GetPrice(n, SettlementTypeEnum.ReferencePrice) == 0).ToHashSet(StringComparer.OrdinalIgnoreCase);
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//排除掉节假日不需要结算的交易
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foreach (var t in _context.HolidayTrades)
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{
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if (!string.IsNullOrEmpty(t.UnderlyingCode))
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{
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umCodes.Remove(t.UnderlyingCode);
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}
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}
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if (umCodes.Any())
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{
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var codes = string.Join(",", umCodes);
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_context.RaiseError(Step, "标的代码:" + codes);
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}
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}
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}
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}
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