1795 lines
111 KiB
C#
1795 lines
111 KiB
C#
using BaseOUDAL;
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using NPOI.SS.Formula.Functions;
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using OfficeOpenXml;
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using OfficeOpenXml.Style;
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using System.Drawing;
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using System.Linq.Extend;
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using System.Text;
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using System.Text.RegularExpressions;
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using YLErp.BLL;
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using YLErp.BLL.EodSettlement;
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using YLErp.Commons;
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using YLErp.Configuration;
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using YLErp.Core.Helpers;
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using YLErp.Enums;
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using YLErp.Helpers;
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using YLErp.Model;
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using YLErp.Modules.ClientModule;
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using YLErp.Modules.DataCacheModule;
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using YLErp.Modules.EodModule;
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using YLErp.Modules.ReportModule.SettlementReportModule;
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using YLErp.Modules.TradeModule.SwapModule;
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using YLErp.Office;
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using YLErp.QdpModule;
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namespace YLErp.Modules.ReportModule
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{
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/// <summary>
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/// 结算报告服务
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/// </summary>
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public class SettlementReportService : YLBaseService
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{
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public SettlementReportService(OptUserInfo userInfo) : base(userInfo)
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{
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}
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/// <summary>
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/// from:trade_spancontroller.GetReportData
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/// </summary>
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public ClientDingShiReport GetReportData(DingShiReportEmail emailData, IEnumerable<int> userAssetUnits, string template = "")
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{
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if (PS.Config.Is申万)
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{
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emailData.FileTypes = new List<DingShiReportEmail.CheckType>() { new DingShiReportEmail.CheckType() { @checked = true, type = "PDF" } };
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emailData.PayableFund = -1;
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emailData.PayableMargin = -1;
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emailData.TargetFileType = "PDF";
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emailData.SendContent = new List<string>() {
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"账户状况",
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"持仓明细",
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"历史交易",
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"资金明细"
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};
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}
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var report = new ClientDingShiReport() { ReportFrom = emailData.From, ReportEnd = emailData.To };
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report.client = DataCacheProvider.GetClientDataSource().GetData(emailData.ClientId);
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report.OptUserInfo = this.UserInfo;
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report.ClientBank = new ClientDBContext().bankcard.Where(x => x.ApprovalOrder < 1 && x.ClientId == emailData.ClientId && x.ValidState != "InValid").ToList();
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if (PS.Config.Is申万)
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{
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emailData.Title = "场外衍生品-" + report.client.Name + "对账单-" + emailData.To.ToString("yyyyMMdd");
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report.Title = emailData.Title;
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emailData.Detail = "<P>" + report.client.Name + "：</p>"
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+ "<p>附件为" + emailData.To.ToString("yyyy年M月d日") + "场外衍生品对账单，请查收。</P>"
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+ "-----------------------------------<br/>"
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+ "swzfotc@sywgqh.com.cn";
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}
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report.CurUserName = emailData.CurUserName;
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//账户状况一定要发送
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if (emailData.SendContent.Contains("账户状况"))
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{
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#region 账户状况
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var IsGap = false;
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var IsOuter = false;
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if (emailData.ReportType == "ClientBalanceGap")
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{
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IsGap = true;
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}
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if (emailData.ReportType == "GetOuterMargin")
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{
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IsOuter = true;
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}
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var clientBalance = ClientBalanceUtility.GetClientBanlances(new List<int> { emailData.ClientId }, emailData.From, emailData.To, IsClientBalanceGap: IsGap, IsGetOuterMarginGap: IsOuter, ParentFlag: emailData.ParentFlag).FirstOrDefault();
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report.FundReportModel = new FundReportModel()
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{
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LastDayRemainFund = clientBalance?.LastDayRemainFund ?? 0,
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LastDayRemainFundWithProduct = clientBalance?.LastDayRemainFundWithProduct ?? 0,
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CashInCashOutChange = clientBalance?.NetFund ?? 0,
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CashInChange = clientBalance?.InFund ?? 0,
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CashOutChange = clientBalance?.OutFund ?? 0,
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CashInCashOutOther = clientBalance?.OtherFund ?? 0,
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CashInCashOutProductChange = clientBalance?.CashInCashOutProductChange ?? 0,
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OptionPremium = clientBalance?.OptionPremium ?? 0,
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OptionPremiumSwap = clientBalance?.OptionPremiumSwap ?? 0,
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SettlementBalance = clientBalance?.SettlementBalance ?? 0,
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UnwindBalance = clientBalance?.UnwindBalance ?? 0,
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ExerciseBalance = clientBalance?.ExerciseBalance ?? 0,
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SwapBalance = clientBalance?.SwapBalance ?? 0,
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Coupon = clientBalance?.Coupon ?? 0,
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TodayRemianFund = clientBalance?.AmountFund ?? 0,
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TodayRemianFundProduct = clientBalance?.AmountFundWithProduct ?? 0,
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GuaranteesTotalAmount = clientBalance?.GuaranteesTotalAmount ?? 0,
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WorstCastClientPayable = clientBalance?.MinusPayableMarginTotal ?? 0,
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AvailableFund = clientBalance?.AvailableAmount ?? 0,
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TotalMargin = clientBalance?.TotalMarginTotal,
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Credit = clientBalance?.TotalCredit ?? 0,
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CreditRatio = clientBalance?.CreditUsed ?? 0,
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Margin = clientBalance?.MarginByPayableMarginTotal ?? 0,
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Amount = (PS.Config.IsPVRounded ? clientBalance?.RoundedTotalAmountTotal : clientBalance?.TotalAmountTotal) ?? 0,
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TotalPnl = (PS.Config.IsPVRounded ? (decimal)(clientBalance?.RoundedPositionPnl ?? 0) : (decimal)(clientBalance?.PositionPnl ?? 0)),
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PositionPremiumNetCash = clientBalance?.PositionPremiumNetCash ?? 0,
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SellTradePrice = clientBalance?.SellTradePrice,
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LastDayPositionPremiumNetCash = clientBalance?.LastDayPositionPremiumNetCash ?? 0,
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WinLoss = clientBalance?.WinLoss ?? 0,
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ClosedTradeFundGap = clientBalance?.ClosedTradeFundGap ?? 0,
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ClosedTradePayableFund = clientBalance?.ClosedTradePayableFundTotal ?? 0,
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PositionTradePayableFund = clientBalance?.PositionTradePayableFundTotal ?? 0,
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DesirableFund = clientBalance?.DesirableFundTotal ?? 0,
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PayableFund = emailData.PayableFund >= 0 ? emailData.PayableFund : (clientBalance?.PayableFundTotal ?? 0),
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PositionPv = PS.Config.IsPVRounded ? (clientBalance?.RoundedPositionPv ?? 0) : (clientBalance?.PositionPv ?? 0),
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PrepaymentAmount = clientBalance?.PrepaymentAmount,
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PositionPnl = PS.Config.IsPVRounded ? (clientBalance?.RoundedPositionPnl ?? 0) : (clientBalance?.PositionPnl ?? 0),
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TotalNetSettlement = clientBalance?.TotalNetSettlementTotal ?? 0,
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ClientSellPositionPnl = clientBalance?.ClientSellPositionPnl,
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FreezePremium = clientBalance?.FreezePremium,
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EndDesirableFund = clientBalance?.EndDesirableFund ?? 0
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};
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if (PS.Config.Is申万 && report.FundReportModel.Margin > 0)
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{
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emailData.Title = emailData.To.ToString("yyyyMMdd") + report.client.Name + "追保通知";
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report.Title = emailData.Title;
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emailData.Detail = "<P>" + report.client.Name + "：</p>"
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+ "<p>截至" + emailData.To.ToString("yyyy年M月d日") + "收盘，贵公司当前预付金总额为" + report.FundReportModel.TotalMargin?.ToString("0.00") + "元，盘后应缴纳预付金金额为" + report.FundReportModel.WorstCastClientPayableString + "元，应追加预付金" + report.FundReportModel.MarginString + "元，请及时补足预付金。</P>"
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+ "<p> 贵公司应不迟于通知后的下一交易日北京时间【14时30分】前（含该时点）追加预付金。如果贵公司未能按照我公司的要求追加预付金，我公司有权对贵公司的交易实施部分提前终止，以使得贵公司的预付金总额不低于当日需缴纳预付金或者我公司要求的其它价值。如贵公司未按照以上规定补足追加预付金的，我公司有权对其持有头寸强行平仓，并且追究贵公司违约责任。</p>"
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+ "<p> 感谢配合！</p>"
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+ "-----------------------------------<br/>"
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+ "swzfotc@sywgqh.com.cn";
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}
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if (PS.Config.Company == CompanyEnum.润和)
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{
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report.FundReportModel.SettlementBalance += report.FundReportModel.SwapBalance;
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report.FundReportModel.CreditOccupy = Math.Min(report.FundReportModel.Credit ?? 0, Math.Max((report.FundReportModel.WorstCastClientPayable - report.FundReportModel.TodayRemianFund) ?? 0, 0));
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report.FundReportModel.DesirableFund = Math.Max(report.FundReportModel.AvailableFund ?? 0, 0);
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report.FundReportModel.AvailableFund = report.FundReportModel.AvailableFund + report.FundReportModel.Credit;
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}
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#endregion
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}
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if (emailData.SendContent.Contains("持仓明细"))
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{
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var spanReq = new TradeSpanReq { ClientId = emailData.ClientId, ValueDate = emailData.To, ParentFlag = emailData.ParentFlag };
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if (PS.Config.Is宏源)
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{
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spanReq.sord = "asc";
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spanReq.sidx = "UserGroup";
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}
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report.eod_positionList = clientTradePositionQueryList(spanReq, userAssetUnits);
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var tradeTypes = report.eod_positionList.Select(x => x.TradeType).ToHashSet();
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report.eod_positionList_default = report.eod_positionList.Where(n => n.TradeType == "香草期权").ToList();
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tradeTypes.Remove("香草期权");
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report.eod_positionList_assin = report.eod_positionList.Where(n => n.TradeType == "亚式期权").ToList();
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tradeTypes.Remove("亚式期权");
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report.eod_positionList_binary = report.eod_positionList.Where(n => n.TradeType == "二元期权").ToList();
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tradeTypes.Remove("二元期权");
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report.eod_positionList_barriar = report.eod_positionList.Where(n => n.TradeType == "障碍期权").ToList();
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tradeTypes.Remove("障碍期权");
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report.eod_positionList_sharkfin = report.eod_positionList.Where(n => n.TradeType == "双鲨期权").ToList();
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tradeTypes.Remove("双鲨期权");
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report.eod_positionList_rainbow = report.eod_positionList.Where(n => n.TradeType == "彩虹期权").ToList();
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tradeTypes.Remove("彩虹期权");
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report.eod_positionList_autocall = report.eod_positionList.Where(n => n.TradeType == "凤凰期权").ToList();
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tradeTypes.Remove("凤凰期权");
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report.eod_positionList_snowball = report.eod_positionList.Where(n => n.TradeType == "雪球期权").ToList();
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tradeTypes.Remove("雪球期权");
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report.eod_positionList_rangeaccrual = report.eod_positionList.Where(n => n.TradeType == "区间累积期权").ToList();
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tradeTypes.Remove("区间累积期权");
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report.eod_positionList_airbag = report.eod_positionList.Where(n => n.TradeType == "气囊结构").ToList();
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tradeTypes.Remove("气囊结构");
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report.eod_positionList_forward = report.eod_positionList.Where(n => n.TradeType == "远期").ToList();
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tradeTypes.Remove("远期");
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report.eod_positionList_compositespread = report.eod_positionList.Where(n => n.TradeType == "合成价差期权").ToList();
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tradeTypes.Remove("合成价差期权");
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report.eod_positionList_manual = report.eod_positionList.Where(n => n.TradeType == "自定义交易").ToList();
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tradeTypes.Remove("自定义交易");
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report.eod_positionList_enhance = report.eod_positionList.Where(n => n.TradeType == "收益增强结构").ToList();
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tradeTypes.Remove("收益增强结构");
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report.eod_positionList_cashflow = report.eod_positionList.Where(n => n.TradeType == "现金流交易").ToList();
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tradeTypes.Remove("现金流交易");
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var accumulatorOptionIds = DbContext.trade_accumulator_option.Where(l => l.AccumulatorStructureType == AccumulatorStructureTypeEnum.Segmented).Select(l => l.TradeId).ToList();
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report.eod_positionList_accumulator = report.eod_positionList.Where(n => n.TradeType == "累计期权" && !accumulatorOptionIds.Contains(n.TradeId)).ToList();
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report.eod_positionList_accumulatorSegmented = report.eod_positionList.Where(n => n.TradeType == "累计期权" && accumulatorOptionIds.Contains(n.TradeId)).ToList();
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tradeTypes.Remove("累计期权");
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report.eod_positionList_risky = report.eod_positionList.Where(c => c.TradeType == "Risky期权").ToList();
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tradeTypes.Remove("Risky期权");
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//if (PS.Config.IsGuoJun)
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//{
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// var sList = new EodSwapPositionMannualService(UserInfo).SearchPositionListAll(spanReq);
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// report.eod_positionList_swapflow = sList.ToList();
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// report.eod_positionList_swap = new List<EodPositionReportModel>();
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//}
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//else
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//{
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// report.eod_positionList_swap = report.eod_positionList.Where(n => n.TradeType == "收益互换").ToList();
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//}
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report.eod_positionList_swap = report.eod_positionList.Where(n => n.TradeType == "收益互换").ToList();
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tradeTypes.Remove("收益互换");
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report.eod_positionList_others = report.eod_positionList.Where(n => tradeTypes.Contains(n.TradeType)).ToList();
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if (PS.Config.Is宏源)
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{
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report.eod_positionList_default = report.eod_positionList_default.OrderBy(x => x.UserGroup).ToList();
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report.eod_positionList_assin = report.eod_positionList_assin.OrderBy(x => x.UserGroup).ToList();
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report.eod_positionList_binary = report.eod_positionList_binary.OrderBy(x => x.UserGroup).ToList();
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report.eod_positionList_barriar = report.eod_positionList_barriar.OrderBy(x => x.UserGroup).ToList();
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report.eod_positionList_sharkfin = report.eod_positionList_sharkfin.OrderBy(x => x.UserGroup).ToList();
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report.eod_positionList_rainbow = report.eod_positionList_rainbow.OrderBy(x => x.UserGroup).ToList();
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report.eod_positionList_autocall = report.eod_positionList_autocall.OrderBy(x => x.UserGroup).ToList();
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report.eod_positionList_snowball = report.eod_positionList_snowball.OrderBy(x => x.UserGroup).ToList();
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report.eod_positionList_rangeaccrual = report.eod_positionList_rangeaccrual.OrderBy(x => x.UserGroup).ToList();
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report.eod_positionList_airbag = report.eod_positionList_airbag.OrderBy(x => x.UserGroup).ToList();
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report.eod_positionList_forward = report.eod_positionList_forward.OrderBy(x => x.UserGroup).ToList();
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report.eod_positionList_compositespread = report.eod_positionList_compositespread.OrderBy(x => x.UserGroup).ToList();
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report.eod_positionList_manual = report.eod_positionList_manual.OrderBy(x => x.UserGroup).ToList();
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report.eod_positionList_enhance = report.eod_positionList_enhance.OrderBy(x => x.UserGroup).ToList();
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report.eod_positionList_cashflow = report.eod_positionList_cashflow.OrderBy(x => x.UserGroup).ToList();
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report.eod_positionList_accumulator = report.eod_positionList_accumulator.OrderBy(x => x.UserGroup).ToList();
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report.eod_positionList_accumulatorSegmented = report.eod_positionList_accumulatorSegmented.OrderBy(x => x.UserGroup).ToList();
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report.eod_positionList_risky = report.eod_positionList_risky.OrderBy(x => x.UserGroup).ToList();
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report.eod_positionList_swap = report.eod_positionList_swap.OrderBy(x => x.UserGroup).ToList();
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report.eod_positionList_others = report.eod_positionList_others.OrderBy(x => x.UserGroup).ToList();
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}
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}
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//新增互换持仓明细
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if (emailData.SendContent.Contains("互换持仓明细"))
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{
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}
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if (emailData.SendContent.Contains("历史交易"))
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{
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#region 历史交易
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var treq = new TradeReq() { ClientId = emailData.ClientId, ValueDateStart = emailData.From, ValueDateEnd = emailData.To, ParentFlag = emailData.ParentFlag };
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if (PS.Config.Is宏源)
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{
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treq.sord = "asc";
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treq.sidx = "UserGroup";
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}
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report.trade_contract_groupList = ClientAssetDataService.SearchHistoryListOnly(treq, true);
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var tradeTypes = report.trade_contract_groupList.Select(x => x.TradeType).ToHashSet();
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report.trade_contract_groupList_default = report.trade_contract_groupList.Where(n => n.TradeType == "香草期权").ToList();
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tradeTypes.Remove("香草期权");
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report.trade_contract_groupList_assin = report.trade_contract_groupList.Where(n => n.TradeType == "亚式期权").ToList();
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tradeTypes.Remove("亚式期权");
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report.trade_contract_groupList_binary = report.trade_contract_groupList.Where(n => n.TradeType == "二元期权").ToList();
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tradeTypes.Remove("二元期权");
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report.trade_contract_groupList_barriar = report.trade_contract_groupList.Where(n => n.TradeType == "障碍期权").ToList();
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tradeTypes.Remove("障碍期权");
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report.trade_contract_groupList_sharkfin = report.trade_contract_groupList.Where(n => n.TradeType == "双鲨期权").ToList();
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tradeTypes.Remove("双鲨期权");
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report.trade_contract_groupList_rainbow = report.trade_contract_groupList.Where(n => n.TradeType == "彩虹期权").ToList();
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tradeTypes.Remove("彩虹期权");
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report.trade_contract_groupList_autocall = report.trade_contract_groupList.Where(n => n.TradeType == "凤凰期权").ToList();
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tradeTypes.Remove("凤凰期权");
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report.trade_contract_groupList_snowball = report.trade_contract_groupList.Where(n => n.TradeType == "雪球期权").ToList();
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tradeTypes.Remove("雪球期权");
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report.trade_contract_groupList_rangeaccrual = report.trade_contract_groupList.Where(n => n.TradeType == "区间累积期权").ToList();
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tradeTypes.Remove("区间累积期权");
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report.trade_contract_groupList_airbag = report.trade_contract_groupList.Where(n => n.TradeType == "气囊结构").ToList();
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tradeTypes.Remove("气囊结构");
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report.trade_contract_groupList_forward = report.trade_contract_groupList.Where(n => n.TradeType == "远期").ToList();
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tradeTypes.Remove("远期");
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report.trade_contract_groupList_compositespread = report.trade_contract_groupList.Where(n => n.TradeType == "合成价差期权").ToList();
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tradeTypes.Remove("合成价差期权");
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report.trade_contract_groupList_manual = report.trade_contract_groupList.Where(n => n.TradeType == "自定义交易").ToList();
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tradeTypes.Remove("自定义交易");
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report.trade_contract_groupList_enhance = report.trade_contract_groupList.Where(n => n.TradeType == "收益增强结构").ToList();
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tradeTypes.Remove("收益增强结构");
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report.trade_contract_groupList_cashflow = report.trade_contract_groupList.Where(n => n.TradeType == "现金流交易").ToList();
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tradeTypes.Remove("现金流交易");
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var accumulatorOptionIds = DbContext.trade_accumulator_option.Where(l => l.AccumulatorStructureType == AccumulatorStructureTypeEnum.Segmented).Select(l => l.TradeId).ToList();
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report.trade_contract_groupList_accumulator = report.trade_contract_groupList.Where(n => n.TradeType == "累计期权" && !accumulatorOptionIds.Contains(n.trade.id)).ToList();
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report.trade_contract_groupList_accumulatorSegmented = report.trade_contract_groupList.Where(n => n.TradeType == "累计期权" && accumulatorOptionIds.Contains(n.trade.id)).ToList();
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tradeTypes.Remove("累计期权");
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report.trade_contract_groupList_risky = report.trade_contract_groupList.Where(c => c.TradeType == "Risky期权").ToList();
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tradeTypes.Remove("Risky期权");
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//if (PS.Config.IsGuoJun)
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//{
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// var sList = new TradeSwapService(UserInfo).SearchFlowMoreHistoryList(treq);
|
||
// report.trade_contract_groupList_swapFlow = sList.ToList();
|
||
// report.trade_contract_groupList_swap = new List<trade_contract_group_simple>();
|
||
//}
|
||
//else
|
||
//{
|
||
// report.trade_contract_groupList_swap = report.trade_contract_groupList.Where(n => n.TradeType == "收益互换").ToList();
|
||
//}
|
||
report.trade_contract_groupList_swap = report.trade_contract_groupList.Where(n => n.TradeType == "收益互换").ToList();
|
||
tradeTypes.Remove("收益互换");
|
||
|
||
report.trade_contract_groupList_others = report.trade_contract_groupList.Where(n => tradeTypes.Contains(n.TradeType)).ToList();
|
||
|
||
if (PS.Config.Is宏源)
|
||
{
|
||
report.trade_contract_groupList_default = report.trade_contract_groupList_default.OrderBy(x => x.UserGroup).ToList();
|
||
report.trade_contract_groupList_assin = report.trade_contract_groupList_assin.OrderBy(x => x.UserGroup).ToList();
|
||
report.trade_contract_groupList_binary = report.trade_contract_groupList_binary.OrderBy(x => x.UserGroup).ToList();
|
||
report.trade_contract_groupList_barriar = report.trade_contract_groupList_barriar.OrderBy(x => x.UserGroup).ToList();
|
||
report.trade_contract_groupList_sharkfin = report.trade_contract_groupList_sharkfin.OrderBy(x => x.UserGroup).ToList();
|
||
report.trade_contract_groupList_rainbow = report.trade_contract_groupList_rainbow.OrderBy(x => x.UserGroup).ToList();
|
||
report.trade_contract_groupList_autocall = report.trade_contract_groupList_autocall.OrderBy(x => x.UserGroup).ToList();
|
||
report.trade_contract_groupList_snowball = report.trade_contract_groupList_snowball.OrderBy(x => x.UserGroup).ToList();
|
||
report.trade_contract_groupList_rangeaccrual = report.trade_contract_groupList_rangeaccrual.OrderBy(x => x.UserGroup).ToList();
|
||
report.trade_contract_groupList_airbag = report.trade_contract_groupList_airbag.OrderBy(x => x.UserGroup).ToList();
|
||
report.trade_contract_groupList_forward = report.trade_contract_groupList_forward.OrderBy(x => x.UserGroup).ToList();
|
||
report.trade_contract_groupList_compositespread = report.trade_contract_groupList_compositespread.OrderBy(x => x.UserGroup).ToList();
|
||
report.trade_contract_groupList_manual = report.trade_contract_groupList_manual.OrderBy(x => x.UserGroup).ToList();
|
||
report.trade_contract_groupList_enhance = report.trade_contract_groupList_enhance.OrderBy(x => x.UserGroup).ToList();
|
||
report.trade_contract_groupList_cashflow = report.trade_contract_groupList_cashflow.OrderBy(x => x.UserGroup).ToList();
|
||
report.trade_contract_groupList_accumulator = report.trade_contract_groupList_accumulator.OrderBy(x => x.UserGroup).ToList();
|
||
report.trade_contract_groupList_accumulatorSegmented = report.trade_contract_groupList_accumulatorSegmented.OrderBy(x => x.UserGroup).ToList();
|
||
report.trade_contract_groupList_risky = report.trade_contract_groupList_risky.OrderBy(x => x.UserGroup).ToList();
|
||
report.trade_contract_groupList_swap = report.trade_contract_groupList_swap.OrderBy(x => x.UserGroup).ToList();
|
||
report.trade_contract_groupList_others = report.trade_contract_groupList_others.OrderBy(x => x.UserGroup).ToList();
|
||
}
|
||
#endregion
|
||
}
|
||
|
||
//新增互换历史交易
|
||
if (emailData.SendContent.Contains("互换历史交易"))
|
||
{
|
||
|
||
}
|
||
|
||
if (emailData.SendContent.Contains("资金明细"))
|
||
{
|
||
var eereq = new EntryExitReq() { ClientId = emailData.ClientId, HappenDateStart = emailData.From, HappenDateEnd = emailData.To, ParentFlag = emailData.ParentFlag };
|
||
report.ClientCashInCashOutExtendList = SearchListExtendOnly(eereq);
|
||
}
|
||
|
||
if (emailData.SendContent.Contains("质押记录"))
|
||
{
|
||
var productReq = new clientcashincashout_productReq() { ClientId = emailData.ClientId, ValueDate = emailData.To, ParentFlag = emailData.ParentFlag };
|
||
report.clientcashincashout_productLinq = SearchListOnlyForMarketReport(productReq);
|
||
}
|
||
|
||
//txt报告特殊处理用到
|
||
var desc = DBCacheManager.Single.GetStr(CacheTable.DingShiDesc, template: template);
|
||
if (string.IsNullOrWhiteSpace(desc))
|
||
{
|
||
desc = DBCacheManager.Single.GetStr(CacheTable.DingShiDesc);
|
||
}
|
||
var descList = Regex.Split(desc, "</p>", RegexOptions.IgnoreCase).Where(x => !string.IsNullOrWhiteSpace(x)).ToList();
|
||
var newDescList = new List<string>();
|
||
descList.ForEach(x =>
|
||
{
|
||
x = Regex.Replace(x, "<[^>]+>", "");
|
||
x = Regex.Replace(x, "&[^;]+;", "");
|
||
newDescList.Add(x);
|
||
});
|
||
report.descList = newDescList;
|
||
report.desc = desc;//string.Join("\n", newDescList);
|
||
report.downloadFilePath = emailData.DownloadFilePath;
|
||
if (string.IsNullOrWhiteSpace(emailData.Title))
|
||
{
|
||
emailData.Title = DBCacheManager.Single.GetStr(CacheTable.ClientBalanceReportTiltle, template: template);
|
||
}
|
||
report.Title = ReplaceWildcard(emailData.Title, report);
|
||
return report;
|
||
}
|
||
|
||
public string ReplaceWildcard(string input, ClientDingShiReport report)
|
||
{
|
||
if (!string.IsNullOrEmpty(input))
|
||
{
|
||
input = Regex.Replace(input, @"\{\{(.*?)\}\}", m =>
|
||
{
|
||
switch (m.Groups[1].Value)
|
||
{
|
||
case "客户名称": return report.client.Name;
|
||
case "客户编号": return report.client.Number;
|
||
case "支付截止时间":
|
||
if (PS.Config.Company == CompanyEnum.宏源)
|
||
{
|
||
return DateTime.Now.Hour >= 15 ? QdpCalendarHelper.GetNonHoliday(DateTime.Now.AddDays(1)).ToString("yyyy年MM月dd日") + "上午11时" : QdpCalendarHelper.GetNonHoliday(DateTime.Now).ToString("yyyy年MM月dd日") + "下午16:30";
|
||
}
|
||
else
|
||
if (PS.Config.Company == CompanyEnum.浙期)
|
||
{
|
||
return QdpCalendarHelper.GetNonHoliday(DateTime.Now < DateTime.Now.Date.AddHours(11).AddMinutes(30) ? DateTime.Now : DateTime.Now.AddDays(1)).ToString("yyyy年MM月dd日") + "上午11:30";
|
||
}
|
||
else
|
||
{
|
||
return QdpCalendarHelper.GetNonHoliday(DateTime.Now < DateTime.Now.Date.AddHours(9).AddMinutes(30) ? DateTime.Now : DateTime.Now.AddDays(1)).ToString("yyyy年MM月dd日") + "上午9:30";
|
||
}
|
||
case "追保金额": return report.FundReportModel.MarginString;
|
||
case "大写追保金额": return NumberHelper.CmycurD(report.FundReportModel.Margin ?? 0);
|
||
case "应付资金总额": return report.FundReportModel.PayableFundString;
|
||
case "大写应付资金总额": return NumberHelper.CmycurD(report.FundReportModel.PayableFund ?? 0);
|
||
case "发送日期": return DateTime.Now.ToString("yyyy-MM-dd");
|
||
case "预付金占用": return report.FundReportModel.WorstCastClientPayableString;
|
||
case "可用资金": return report.FundReportModel.AvailableFundString;
|
||
case "授信额度": return report.FundReportModel.CreditString;
|
||
case "应付了结交易款": return report.FundReportModel.ClosedTradePayableFundString;
|
||
case "应付存续交易款": return report.FundReportModel.PositionTradePayableFundString;
|
||
case "存续交易期权费净额": return report.FundReportModel.PositionPremiumNetCashString;
|
||
case "可取资金": return report.FundReportModel.DesirableFundString;
|
||
case "起始日期": return report.ReportFrom.ToString("yyyy-MM-dd");
|
||
case "结束日期": return report.ReportEnd.ToString("yyyy-MM-dd");
|
||
case "开户行":
|
||
if (report.ClientBank.Any())
|
||
{
|
||
var Bank = new StringBuilder();
|
||
report.ClientBank.ForEach(x =>
|
||
{
|
||
Bank.Append(x.Bank).Append(",");
|
||
});
|
||
return Bank.ToString().Substring(0, Bank.ToString().Length - 1);
|
||
}
|
||
return string.Empty;
|
||
case "户名":
|
||
if (report.ClientBank.Any())
|
||
{
|
||
var ClientName = new StringBuilder();
|
||
report.ClientBank.ForEach(x =>
|
||
{
|
||
ClientName.Append(x.ClientName).Append(",");
|
||
});
|
||
return ClientName.ToString().Substring(0, ClientName.ToString().Length - 1);
|
||
}
|
||
return string.Empty;
|
||
case "账号":
|
||
if (report.ClientBank.Any())
|
||
{
|
||
var Card = new StringBuilder();
|
||
report.ClientBank.ForEach(x =>
|
||
{
|
||
Card.Append(x.Card).Append(",");
|
||
});
|
||
return Card.ToString().Substring(0, Card.ToString().Length - 1);
|
||
}
|
||
return string.Empty;
|
||
case "期末结存":
|
||
return report.FundReportModel.TodayRemianFundString;
|
||
default: return string.Empty;
|
||
}
|
||
});
|
||
}
|
||
return input;
|
||
}
|
||
|
||
public (EmailTradeConfirmResultType status, string message) SendSettlementReports(DingShiReportEmail emailData, ClientDingShiReport report, string template, string pdfHtml = "", string txtHtml = "", bool IsSkipCheckMarginCall = false, List<string> recevier = null)
|
||
{
|
||
string message = null;
|
||
var attachFiles = new List<string>();
|
||
var IsNeedMarginCall = false;
|
||
if (!IsSkipCheckMarginCall)
|
||
{
|
||
IsNeedMarginCall = CheckIsNeedMarginCall(report.client, emailData.PayableFund > 0 ? emailData.PayableFund : report.FundReportModel.PayableFund ?? 0, report.FundReportModel.Margin ?? 0);
|
||
}
|
||
|
||
emailData.FileTypes.ForEach(type =>
|
||
{
|
||
if (type.@checked)
|
||
{
|
||
var html = "";
|
||
if (type.type.ToLower() == "pdf")
|
||
{
|
||
html = pdfHtml;
|
||
}
|
||
if (type.type.ToLower() == "txt")
|
||
{
|
||
html = txtHtml;
|
||
}
|
||
var filepath = GenerateFileEntry(report, type.type, html);
|
||
if (!string.IsNullOrEmpty(filepath))
|
||
{
|
||
attachFiles.Add(filepath);
|
||
}
|
||
}
|
||
});
|
||
|
||
//刘总认为追保无需检查用户银行卡
|
||
//var bankcard = ClientDataProvider.GetBankCard(report.client.id);
|
||
//if (bankcard == null && report.FundReportModel.PayableFund > 0)
|
||
//{
|
||
// throw new Exception(report.client.Name + "未配置银行卡信息！");
|
||
//}
|
||
|
||
// 要向该客户的所有订阅了邮件通知的人员发送邮件
|
||
var emails = ClientDataQueryService.GetClientEmails(report.client.id, false, recevier);
|
||
var status = EmailTradeConfirmResultType.Succeed;
|
||
if (emails.All(o => string.IsNullOrWhiteSpace(o)))
|
||
{
|
||
status = EmailTradeConfirmResultType.NoEmailSetting;
|
||
}
|
||
else
|
||
{
|
||
emails = emails.Where(o => !string.IsNullOrWhiteSpace(o));
|
||
|
||
var title = string.Empty;
|
||
var detail = string.Empty;
|
||
if (IsNeedMarginCall)
|
||
{
|
||
title = $"【追保通知】{report.Title}";
|
||
detail = emailData.MarginDetail;
|
||
detail = ReplaceWildcard(detail, report);
|
||
}
|
||
else
|
||
{
|
||
title = report.Title;
|
||
detail = emailData.Detail;
|
||
detail = ReplaceWildcard(detail, report);
|
||
}
|
||
var mailFrom = DBCacheManager.Single.GetStr(CacheTable.TradeMarketSendUser, template);
|
||
if (string.IsNullOrWhiteSpace(mailFrom))
|
||
{
|
||
mailFrom = DBCacheManager.Single.GetStr(CacheTable.TradeMarketSendUser);
|
||
}
|
||
|
||
message = EmailHelper.SendMail(string.Join(";", emails), title, detail, true, attachFiles, emailData.CCEmail, mailFrom);
|
||
|
||
if (!string.IsNullOrEmpty(message))
|
||
{
|
||
status = EmailTradeConfirmResultType.EmailSentFailed;
|
||
}
|
||
|
||
}
|
||
return (status, message);
|
||
}
|
||
|
||
public bool CheckIsNeedMarginCall(int ClientId, DateTime start, DateTime end, double payableFund = -1, bool IsGap = false, bool IsOuter = false, bool ParentFlag = false)
|
||
{
|
||
var client = DataCacheProvider.GetClientDataSource().GetData(ClientId);
|
||
var clientBalance = ClientBalanceUtility.GetClientBanlances(new List<int> { ClientId }, start, end, IsGap, IsOuter, ParentFlag).FirstOrDefault();
|
||
return CheckIsNeedMarginCall(client, payableFund >= 0 ? payableFund : clientBalance.PayableFundTotal, clientBalance.MarginByPayableMargin);
|
||
}
|
||
|
||
private bool CheckIsNeedMarginCall(Client client, double payableFund, double margin)
|
||
{
|
||
var isNeedMarginCall = CheckIsNeedMarginCall(client, payableFund);
|
||
if (PS.Config.Is东吴)
|
||
{
|
||
isNeedMarginCall = margin > (client.MinimumTransferAmount ?? 0);
|
||
}
|
||
|
||
if (PS.Config.Is湘财)
|
||
{
|
||
isNeedMarginCall = margin > 0;
|
||
}
|
||
|
||
return isNeedMarginCall;
|
||
}
|
||
|
||
private bool CheckIsNeedMarginCall(Client client, double payableFund)
|
||
{
|
||
var SamePeerMarginCallStarting = valuedateBLL.SystemDate.SamePeerMarginCallPoint;
|
||
payableFund = Math.Round(payableFund, 2);//OTC-5978 应付资金精度问题
|
||
if (client.SamePeer == 0 && payableFund > SamePeerMarginCallStarting)
|
||
{
|
||
return true;
|
||
}
|
||
if (client.SamePeer == 1 && payableFund > 1)
|
||
{
|
||
return true;
|
||
}
|
||
return false;
|
||
}
|
||
|
||
public string GenerateFileEntry(ClientDingShiReport report, string type, string html = "")
|
||
{
|
||
var filepath = "";
|
||
switch (type.ToLower())
|
||
{
|
||
case "pdf":
|
||
filepath = GenerateReportPDF(report, html);
|
||
break;
|
||
case "excel":
|
||
filepath = GenerateReportExcel(report);
|
||
break;
|
||
case "txt":
|
||
filepath = GenerateReportTxt(report, html);
|
||
break;
|
||
}
|
||
return filepath;
|
||
}
|
||
|
||
public string GenerateReportPDF(ClientDingShiReport report, string html)
|
||
{
|
||
var pdfHelper = new PdfHelper();
|
||
var sourcePath = OtcAppContext.MapPath("~/App_Docs/TradeMarket");
|
||
sourcePath = MosPathHelper.Combine(sourcePath,"");
|
||
if (!Directory.Exists(sourcePath))
|
||
{
|
||
Directory.CreateDirectory(sourcePath);
|
||
}
|
||
var clientName = report.client.Name;
|
||
var fileName = report.ReportFrom == DateTime.MinValue ? $"持仓报告_{report.ReportEnd:yyyyMMdd}_{clientName}" : $"持仓报告_{report.ReportFrom:yyyyMMdd}_{report.ReportEnd:yyyyMMdd}_{clientName}";
|
||
if (PS.Config.Is申万)
|
||
{
|
||
fileName = "场外衍生品-对账单-" + report.client.Name + report.ReportEnd.ToString("yyyyMMdd");
|
||
}
|
||
if (PS.Config.Is海通)
|
||
{
|
||
fileName = $"结算报告_{clientName}_{report.ReportEnd:yyyy-MM-dd}";
|
||
}
|
||
var sourceFileName = Path.Combine(sourcePath, $"{fileName}.pdf");
|
||
pdfHelper.ToPDFFile(html, sourceFileName, true);
|
||
return sourceFileName;
|
||
}
|
||
|
||
public string GenerateReportExcel(ClientDingShiReport report)
|
||
{
|
||
var tempFolder = OtcAppContext.MapPath("~/App_Docs/Temp/结算报告");
|
||
tempFolder = MosPathHelper.Combine(tempFolder, "");
|
||
var targetPath = string.IsNullOrEmpty(report.downloadFilePath) ? Path.Combine(tempFolder, report.ReportEnd.ToString("yyyyMMdd")) : report.downloadFilePath;
|
||
if (!Directory.Exists(targetPath))
|
||
{
|
||
Directory.CreateDirectory(targetPath);
|
||
}
|
||
var clientName = report.client.Name;
|
||
var fileName = report.ReportFrom == DateTime.MinValue ? $"持仓报告_{report.ReportEnd:yyyyMMdd}_{clientName}" : $"持仓报告_{report.ReportFrom:yyyyMMdd}_{report.ReportEnd:yyyyMMdd}_{clientName}";
|
||
if (PS.Config.Is海通)
|
||
{
|
||
fileName = $"结算报告_{clientName}_{report.ReportEnd:yyyy-MM-dd}";
|
||
}
|
||
var targetFileName = Path.Combine(targetPath, $"{fileName}.xlsx");
|
||
|
||
//Excel Model index为0那一行没输出，添加一个空行
|
||
report.descList.Insert(0, "");
|
||
|
||
var excelDeclareModel = new ExcelDeclareModel()
|
||
{
|
||
Company = PS.Config.CompanyFullName,// PS.Config.Company.ToString() + "风险管理有限公司",
|
||
CurDay = DateTime.Now.Date.ToString("yyyy年MM月dd日"),
|
||
CurTime = DateTime.Now.ToString("yyyy年MM月dd日 HH:mm:ss"),
|
||
CurUser = string.IsNullOrEmpty(report.CurUserName) ? OptUser.UserName : report.CurUserName,
|
||
Name = report.client.Name,
|
||
Number = report.client.Number,
|
||
ReportEnd = report.ReportEnd.ToString("yyyy年MM月dd日"),
|
||
ReportFrom = report.ReportFrom.ToString("yyyy年MM月dd日") == "0001年01月01日" ? "" : report.ReportFrom.ToString("yyyy年MM月dd日"),
|
||
Title = report.Title,
|
||
DescList = report.descList,
|
||
Desc = report.desc
|
||
};
|
||
|
||
var modelDict = new Dictionary<string, object>();
|
||
|
||
if (report.FundReportModel != null)
|
||
{
|
||
report.FundReportModel.ExcelDeclareModel = excelDeclareModel;
|
||
|
||
modelDict.Add("账户状况", report.FundReportModel);
|
||
}
|
||
var positionCount = 0;
|
||
var positionSheetModels = new PositionSheetModels();
|
||
if (report.eod_positionList != null)
|
||
{
|
||
positionSheetModels.PositionSheetModel_airbag = GetPositionSheetModel(report.eod_positionList_airbag);
|
||
positionCount += positionSheetModels.PositionSheetModel_airbag.EodPositionList.Count;
|
||
|
||
positionSheetModels.PositionSheetModel_assin = GetPositionSheetModel(report.eod_positionList_assin);
|
||
positionCount += positionSheetModels.PositionSheetModel_assin.EodPositionList.Count;
|
||
|
||
positionSheetModels.PositionSheetModel_autocall = GetPositionSheetModel(report.eod_positionList_autocall);
|
||
positionCount += positionSheetModels.PositionSheetModel_autocall.EodPositionList.Count;
|
||
|
||
positionSheetModels.PositionSheetModel_barriar = GetPositionSheetModel(report.eod_positionList_barriar);
|
||
positionCount += positionSheetModels.PositionSheetModel_barriar.EodPositionList.Count;
|
||
|
||
positionSheetModels.PositionSheetModel_binary = GetPositionSheetModel(report.eod_positionList_binary);
|
||
positionCount += positionSheetModels.PositionSheetModel_binary.EodPositionList.Count;
|
||
|
||
positionSheetModels.PositionSheetModel_default = GetPositionSheetModel(report.eod_positionList_default);
|
||
positionCount += positionSheetModels.PositionSheetModel_default.EodPositionList.Count;
|
||
|
||
positionSheetModels.PositionSheetModel_rainbow = GetPositionSheetModel(report.eod_positionList_rainbow);
|
||
positionCount += positionSheetModels.PositionSheetModel_rainbow.EodPositionList.Count;
|
||
|
||
positionSheetModels.PositionSheetModel_rangeaccrual = GetPositionSheetModel(report.eod_positionList_rangeaccrual);
|
||
positionCount += positionSheetModels.PositionSheetModel_rangeaccrual.EodPositionList.Count;
|
||
|
||
positionSheetModels.PositionSheetModel_sharkfin = GetPositionSheetModel(report.eod_positionList_sharkfin);
|
||
positionCount += positionSheetModels.PositionSheetModel_sharkfin.EodPositionList.Count;
|
||
|
||
positionSheetModels.PositionSheetModel_snowball = GetPositionSheetModel(report.eod_positionList_snowball);
|
||
positionCount += positionSheetModels.PositionSheetModel_snowball.EodPositionList.Count;
|
||
|
||
positionSheetModels.PositionSheetModel_forward = GetPositionSheetModel(report.eod_positionList_forward);
|
||
positionCount += positionSheetModels.PositionSheetModel_forward.EodPositionList.Count;
|
||
|
||
positionSheetModels.PositionSheetModel_swap = GetPositionSheetModel(report.eod_positionList_swap);
|
||
positionCount += positionSheetModels.PositionSheetModel_swap.EodPositionList.Count;
|
||
|
||
positionSheetModels.PositionSheetModel_compositespread = GetPositionSheetModel(report.eod_positionList_compositespread);
|
||
positionCount += positionSheetModels.PositionSheetModel_compositespread.EodPositionList.Count;
|
||
|
||
positionSheetModels.PositionSheetModel_manual = GetPositionSheetModel(report.eod_positionList_manual);
|
||
positionCount += positionSheetModels.PositionSheetModel_manual.EodPositionList.Count;
|
||
|
||
positionSheetModels.PositionSheetModel_enhance = GetPositionSheetModel(report.eod_positionList_enhance);
|
||
positionCount += positionSheetModels.PositionSheetModel_enhance.EodPositionList.Count;
|
||
|
||
positionSheetModels.PositionSheetModel_cashflow = GetPositionSheetModel(report.eod_positionList_cashflow);
|
||
positionCount += positionSheetModels.PositionSheetModel_cashflow.EodPositionList.Count;
|
||
|
||
positionSheetModels.PositionSheetModel_accumulator = GetPositionSheetModel(report.eod_positionList_accumulator);
|
||
positionCount += positionSheetModels.PositionSheetModel_accumulator.EodPositionList.Count;
|
||
|
||
positionSheetModels.PositionSheetModel_risky = GetPositionSheetModel(report.eod_positionList_risky);
|
||
positionCount += positionSheetModels.PositionSheetModel_risky.EodPositionList.Count;
|
||
|
||
positionSheetModels.PositionSheetModel_accumulatorSegmented = GetPositionSheetModel(report.eod_positionList_accumulatorSegmented);
|
||
positionCount += positionSheetModels.PositionSheetModel_accumulatorSegmented.EodPositionList.Count;
|
||
|
||
modelDict.Add("持仓明细", positionSheetModels);
|
||
}
|
||
//新增互换持仓明细Tab
|
||
if (report.eod_positionList != null && !PS.Config.IsGuoJun)
|
||
{
|
||
modelDict.Add("互换持仓明细", positionSheetModels);
|
||
}
|
||
|
||
var positionSwapFlowSheetModel = new PositionSwapFlowSheetModel();
|
||
if (report.eod_positionList_swapflow != null)
|
||
{
|
||
positionSwapFlowSheetModel = GetPositionSwapFlowSheetModel(report.eod_positionList_swapflow);
|
||
|
||
modelDict.Add("互换持仓明细", positionSwapFlowSheetModel);
|
||
}
|
||
|
||
var historyCount = 0;
|
||
var historySheetModels = new HistorySheetModels();
|
||
if (report.trade_contract_groupList != null)
|
||
{
|
||
historySheetModels.HistorySheetModel_airbag = GetHistorySheetModel(report.trade_contract_groupList_airbag);
|
||
historyCount += historySheetModels.HistorySheetModel_airbag.TradeContractGroupList.Count;
|
||
|
||
historySheetModels.HistorySheetModel_assin = GetHistorySheetModel(report.trade_contract_groupList_assin);
|
||
historyCount += historySheetModels.HistorySheetModel_assin.TradeContractGroupList.Count;
|
||
|
||
historySheetModels.HistorySheetModel_autocall = GetHistorySheetModel(report.trade_contract_groupList_autocall);
|
||
historyCount += historySheetModels.HistorySheetModel_autocall.TradeContractGroupList.Count;
|
||
|
||
historySheetModels.HistorySheetModel_barriar = GetHistorySheetModel(report.trade_contract_groupList_barriar);
|
||
historyCount += historySheetModels.HistorySheetModel_barriar.TradeContractGroupList.Count;
|
||
|
||
historySheetModels.HistorySheetModel_binary = GetHistorySheetModel(report.trade_contract_groupList_binary);
|
||
historyCount += historySheetModels.HistorySheetModel_binary.TradeContractGroupList.Count;
|
||
|
||
historySheetModels.HistorySheetModel_default = GetHistorySheetModel(report.trade_contract_groupList_default);
|
||
historyCount += historySheetModels.HistorySheetModel_default.TradeContractGroupList.Count;
|
||
|
||
historySheetModels.HistorySheetModel_rainbow = GetHistorySheetModel(report.trade_contract_groupList_rainbow);
|
||
historyCount += historySheetModels.HistorySheetModel_rainbow.TradeContractGroupList.Count;
|
||
|
||
historySheetModels.HistorySheetModel_rangeaccrual = GetHistorySheetModel(report.trade_contract_groupList_rangeaccrual);
|
||
historyCount += historySheetModels.HistorySheetModel_rangeaccrual.TradeContractGroupList.Count;
|
||
|
||
historySheetModels.HistorySheetModel_sharkfin = GetHistorySheetModel(report.trade_contract_groupList_sharkfin);
|
||
historyCount += historySheetModels.HistorySheetModel_sharkfin.TradeContractGroupList.Count;
|
||
|
||
historySheetModels.HistorySheetModel_snowball = GetHistorySheetModel(report.trade_contract_groupList_snowball);
|
||
historyCount += historySheetModels.HistorySheetModel_snowball.TradeContractGroupList.Count;
|
||
|
||
historySheetModels.HistorySheetModel_forward = GetHistorySheetModel(report.trade_contract_groupList_forward);
|
||
historyCount += historySheetModels.HistorySheetModel_forward.TradeContractGroupList.Count;
|
||
|
||
historySheetModels.HistorySheetModel_swap = GetHistorySheetModel(report.trade_contract_groupList_swap);
|
||
historyCount += historySheetModels.HistorySheetModel_swap.TradeContractGroupList.Count;
|
||
|
||
historySheetModels.HistorySheetModel_compositespread = GetHistorySheetModel(report.trade_contract_groupList_compositespread);
|
||
historyCount += historySheetModels.HistorySheetModel_compositespread.TradeContractGroupList.Count;
|
||
|
||
historySheetModels.HistorySheetModel_manual = GetHistorySheetModel(report.trade_contract_groupList_manual);
|
||
historyCount += historySheetModels.HistorySheetModel_manual.TradeContractGroupList.Count;
|
||
|
||
historySheetModels.HistorySheetModel_enhance = GetHistorySheetModel(report.trade_contract_groupList_enhance);
|
||
historyCount += historySheetModels.HistorySheetModel_enhance.TradeContractGroupList.Count;
|
||
|
||
historySheetModels.HistorySheetModel_cashflow = GetHistorySheetModel(report.trade_contract_groupList_cashflow);
|
||
historyCount += historySheetModels.HistorySheetModel_cashflow.TradeContractGroupList.Count;
|
||
|
||
historySheetModels.HistorySheetModel_accumulator = GetHistorySheetModel(report.trade_contract_groupList_accumulator);
|
||
historyCount += historySheetModels.HistorySheetModel_accumulator.TradeContractGroupList.Count;
|
||
|
||
historySheetModels.HistorySheetModel_risky = GetHistorySheetModel(report.trade_contract_groupList_risky);
|
||
historyCount += historySheetModels.HistorySheetModel_risky.TradeContractGroupList.Count;
|
||
|
||
historySheetModels.HistorySheetModel_accumulatorSegmented = GetHistorySheetModel(report.trade_contract_groupList_accumulatorSegmented);
|
||
historyCount += historySheetModels.HistorySheetModel_accumulatorSegmented.TradeContractGroupList.Count;
|
||
|
||
modelDict.Add("历史交易", historySheetModels);
|
||
|
||
}
|
||
//新增互换历史交易Tab
|
||
if (report.trade_contract_groupList != null)
|
||
{
|
||
modelDict.Add("互换历史交易", historySheetModels);
|
||
}
|
||
|
||
var historySwapFlowSheetModel = new HistorySwapFlowSheetModel();
|
||
if (report.trade_contract_groupList_swapFlow != null)
|
||
{
|
||
historySwapFlowSheetModel = GetHistorySwapFlowSheetModel(report.trade_contract_groupList_swapFlow);
|
||
|
||
modelDict.Add("互换交易流水", historySwapFlowSheetModel);
|
||
}
|
||
|
||
|
||
if (report.ClientCashInCashOutExtendList != null)
|
||
{
|
||
modelDict.Add("资金明细",
|
||
new
|
||
{
|
||
ClientCashInCashOutList = report.ClientCashInCashOutExtendList,
|
||
MoneyToShowSum = report.ClientCashInCashOutExtendList.Sum(x => x.MoneyToShow),
|
||
MoneyInOutSum = report.ClientCashInCashOutExtendList.Sum(x => x.MoneyInOut),
|
||
MoneyPriceSum = report.ClientCashInCashOutExtendList.Sum(x => x.MoneyPrice),
|
||
MoneyUnwindExerSum = report.ClientCashInCashOutExtendList.Sum(x => x.MoneyUnwindExer),
|
||
MoneyOtherSum = report.ClientCashInCashOutExtendList.Sum(x => x.MoneyOther)
|
||
});
|
||
}
|
||
if (report.clientcashincashout_productLinq != null)
|
||
{
|
||
modelDict.Add("质押记录", report.clientcashincashout_productLinq);
|
||
}
|
||
if (PS.Config.Company == CompanyEnum.弘业)
|
||
{
|
||
var model = GetHongYeSheetModel(report);
|
||
|
||
modelDict.Add("弘业结算单", model);
|
||
}
|
||
|
||
bool isShowMargin = false;
|
||
var sourcePath = OtcAppContext.MapPath("~/App_Docs/导出模板");
|
||
string sourceFileName;
|
||
switch (PS.Config.Company)
|
||
{
|
||
case CompanyEnum.国泰君安:
|
||
//isShowMargin = new TradeMarketReportConfigureService(UserInfo).IsShowMarginByTradeMarketReportConfigure(report.client.id);
|
||
sourceFileName = Path.Combine(sourcePath, isShowMargin ? "结算报告模板_国君_含预付金.xlsx" : "结算报告模板_国君.xlsx");
|
||
break;
|
||
case CompanyEnum.弘业:
|
||
sourceFileName = Path.Combine(sourcePath, "结算报告模板_弘业.xlsx");
|
||
break;
|
||
case CompanyEnum.润和:
|
||
sourceFileName = Path.Combine(sourcePath, "结算报告模板_东证.xlsx");
|
||
break;
|
||
default:
|
||
sourceFileName = Path.Combine(sourcePath, $"结算报告模板_{PS.Config.Company}.xlsx");
|
||
if (!File.Exists(sourceFileName))
|
||
{
|
||
sourceFileName = Path.Combine(sourcePath, "结算报告模板.xlsx");
|
||
}
|
||
break;
|
||
}
|
||
if (PS.Config.ErpElement.ForwardTradePriceModel == Configuration.Enums.ForwardTradePriceModel.STANDARD)
|
||
{
|
||
sourceFileName = sourceFileName.Replace("结算报告模板", "结算报告标准模板");
|
||
}
|
||
ExcelPackage.LicenseContext = LicenseContext.NonCommercial;
|
||
var pdffile = ExcelTemplate.GeneratePDFFromExeclTemplate(sourcePath, sourceFileName, modelDict, targetPath, targetFileName
|
||
, shouldDeleteSheet: true, needToPdf: false, callback: new GenerateExcelCallback(this)
|
||
{
|
||
positionCount = positionCount,
|
||
historyCount = historyCount,
|
||
historySheetModels = historySheetModels,
|
||
positionSheetModels = positionSheetModels,
|
||
report = report,
|
||
isShowMargin = isShowMargin,
|
||
}.Callback);
|
||
return Path.Combine(targetPath, targetFileName);
|
||
}
|
||
|
||
class GenerateExcelCallback : YLBaseService
|
||
{
|
||
public int positionCount;
|
||
public PositionSheetModels positionSheetModels;
|
||
public int historyCount;
|
||
public HistorySheetModels historySheetModels;
|
||
public ClientDingShiReport report;
|
||
public bool isShowMargin;
|
||
|
||
public GenerateExcelCallback(YLBaseService baseService) : base(baseService)
|
||
{
|
||
|
||
}
|
||
|
||
public void Callback(ExcelWorksheets sheets)
|
||
{
|
||
if (!PS.Config.ClientElement.TradeMarketShowTotalNetSettlement)
|
||
{
|
||
var fundReportSheet = sheets["账户状况"];
|
||
if (fundReportSheet != null)
|
||
{
|
||
fundReportSheet.DeleteRow(22);
|
||
}
|
||
}
|
||
|
||
//if (!PS.Config.IsPVRounded)
|
||
//{
|
||
// var positionReportSheet = sheets["持仓明细"];
|
||
// if (positionReportSheet != null)
|
||
// {
|
||
// positionReportSheet.Column(15).Style.Numberformat.Format = "0.0000";
|
||
// }
|
||
//}
|
||
|
||
foreach (var sheet in sheets)
|
||
{
|
||
//删除空列表
|
||
if (sheet.Name == "持仓明细")
|
||
{
|
||
var columnManualDefault = 0;
|
||
if (report.eod_positionList_others.Any())
|
||
{
|
||
var tradeTypes = report.eod_positionList_others.Select(x => x.TradeType).Distinct().ToList();
|
||
var startRowIndex = positionCount + 77;
|
||
foreach (var tradeType in tradeTypes)
|
||
{
|
||
var eod_positionList_others = report.eod_positionList_others.Where(x => x.TradeType == tradeType).ToList();
|
||
setPositionCell(sheet, startRowIndex, eod_positionList_others, isShowMargin);
|
||
startRowIndex += eod_positionList_others.Count + 4;
|
||
}
|
||
}
|
||
for (var i = positionCount + 94; i > 0; i--)
|
||
{
|
||
if (sheet.GetValue(i, 1)?.ToString() == "累计期权三段式" && !positionSheetModels.PositionSheetModel_accumulatorSegmented.EodPositionList.Any())
|
||
{
|
||
sheet.DeleteRow(i, 4);
|
||
}
|
||
if (sheet.GetValue(i, 1)?.ToString() == "累计期权" && !positionSheetModels.PositionSheetModel_accumulator.EodPositionList.Any())
|
||
{
|
||
sheet.DeleteRow(i, 4);
|
||
}
|
||
if (sheet.GetValue(i, 1)?.ToString() == "Risky期权" && !positionSheetModels.PositionSheetModel_risky.EodPositionList.Any())
|
||
{
|
||
sheet.DeleteRow(i, 4);
|
||
}
|
||
if (sheet.GetValue(i, 1)?.ToString() == "气囊结构" && !positionSheetModels.PositionSheetModel_airbag.EodPositionList.Any())
|
||
{
|
||
sheet.DeleteRow(i, 4);
|
||
}
|
||
if (sheet.GetValue(i, 1)?.ToString() == "亚式期权" && !positionSheetModels.PositionSheetModel_assin.EodPositionList.Any())
|
||
{
|
||
sheet.DeleteRow(i, 4);
|
||
}
|
||
if (sheet.GetValue(i, 1)?.ToString() == "凤凰期权" && !positionSheetModels.PositionSheetModel_autocall.EodPositionList.Any())
|
||
{
|
||
sheet.DeleteRow(i, 4);
|
||
}
|
||
if (sheet.GetValue(i, 1)?.ToString() == "障碍期权" && !positionSheetModels.PositionSheetModel_barriar.EodPositionList.Any())
|
||
{
|
||
sheet.DeleteRow(i, 4);
|
||
}
|
||
if (sheet.GetValue(i, 1)?.ToString() == "二元期权" && !positionSheetModels.PositionSheetModel_binary.EodPositionList.Any())
|
||
{
|
||
sheet.DeleteRow(i, 4);
|
||
}
|
||
if (sheet.GetValue(i, 1)?.ToString() == "香草期权" && !positionSheetModels.PositionSheetModel_default.EodPositionList.Any())
|
||
{
|
||
sheet.DeleteRow(i, 4);
|
||
}
|
||
if (sheet.GetValue(i, 1)?.ToString() == "彩虹期权" && !positionSheetModels.PositionSheetModel_rainbow.EodPositionList.Any())
|
||
{
|
||
sheet.DeleteRow(i, 4);
|
||
}
|
||
if (sheet.GetValue(i, 1)?.ToString() == "区间累积期权" && !positionSheetModels.PositionSheetModel_rangeaccrual.EodPositionList.Any())
|
||
{
|
||
sheet.DeleteRow(i, 4);
|
||
}
|
||
if (sheet.GetValue(i, 1)?.ToString() == "双鲨期权" && !positionSheetModels.PositionSheetModel_sharkfin.EodPositionList.Any())
|
||
{
|
||
sheet.DeleteRow(i, 4);
|
||
}
|
||
if (sheet.GetValue(i, 1)?.ToString() == "雪球期权" && !positionSheetModels.PositionSheetModel_snowball.EodPositionList.Any())
|
||
{
|
||
sheet.DeleteRow(i, 4);
|
||
}
|
||
if (sheet.GetValue(i, 1)?.ToString() == "远期" && !positionSheetModels.PositionSheetModel_forward.EodPositionList.Any())
|
||
{
|
||
sheet.DeleteRow(i, 4);
|
||
}
|
||
if (sheet.GetValue(i, 1)?.ToString() == "收益互换" && !positionSheetModels.PositionSheetModel_swap.EodPositionList.Any())
|
||
{
|
||
sheet.DeleteRow(i, 4);
|
||
}
|
||
if (sheet.GetValue(i, 1)?.ToString() == "合成价差期权" && !positionSheetModels.PositionSheetModel_compositespread.EodPositionList.Any())
|
||
{
|
||
sheet.DeleteRow(i, 4);
|
||
}
|
||
if (sheet.GetValue(i, 1)?.ToString() == "自定义交易")
|
||
{
|
||
if (!positionSheetModels.PositionSheetModel_manual.EodPositionList.Any())
|
||
{
|
||
sheet.DeleteRow(i, 4);
|
||
}
|
||
else
|
||
{
|
||
var titleColumnDic = new Dictionary<string, int>();
|
||
var n = 1;
|
||
var count = positionSheetModels.PositionSheetModel_manual.EodPositionList.Count();
|
||
foreach (var item in positionSheetModels.PositionSheetModel_manual.EodPositionList)
|
||
{
|
||
n++;
|
||
if (item.trade.Propertys != null && !string.IsNullOrEmpty(item.trade.TradeNumber) && !(item.trade.TradeNumber.Contains("S") && PS.Config.Is国泰君安))
|
||
{
|
||
for (var column = 0; column <= 30; column++)
|
||
{
|
||
if (sheet.GetValue(i + 1, column)?.ToString() == null)
|
||
{
|
||
if (columnManualDefault == 0)
|
||
{
|
||
columnManualDefault = column;
|
||
}
|
||
}
|
||
}
|
||
foreach (var property in item.trade.Propertys)
|
||
{
|
||
if (titleColumnDic.ContainsKey(property.name))
|
||
{
|
||
sheet.Cells[i + n, titleColumnDic[property.name]].Value = property.value;
|
||
}
|
||
else
|
||
{
|
||
sheet.Cells[i, titleColumnDic.Count() + columnManualDefault].Style.Fill.PatternType = ExcelFillStyle.Solid;
|
||
sheet.Cells[i, titleColumnDic.Count() + columnManualDefault].Style.Fill.BackgroundColor.SetColor(Color.FromArgb(174, 170, 170));
|
||
sheet.Cells[i, titleColumnDic.Count() + columnManualDefault].Style.Font.Color.SetColor(Color.FromArgb(68, 84, 106));
|
||
sheet.Cells[i, titleColumnDic.Count() + columnManualDefault].Style.Font.Bold = true;
|
||
sheet.Cells[i, titleColumnDic.Count() + columnManualDefault].Style.Font.Name = "微软雅黑";
|
||
sheet.Cells[i + 1, titleColumnDic.Count() + columnManualDefault].Value = property.name;
|
||
sheet.Cells[i + 1, titleColumnDic.Count() + columnManualDefault].Style.Border.BorderAround(ExcelBorderStyle.Thin);
|
||
sheet.Cells[i + 1, titleColumnDic.Count() + columnManualDefault].Style.Fill.PatternType = ExcelFillStyle.Solid;
|
||
sheet.Cells[i + 1, titleColumnDic.Count() + columnManualDefault].Style.Fill.BackgroundColor.SetColor(Color.FromArgb(174, 170, 170));
|
||
sheet.Cells[i + 1, titleColumnDic.Count() + columnManualDefault].Style.Font.Color.SetColor(Color.FromArgb(68, 84, 106));
|
||
sheet.Cells[i + 1, titleColumnDic.Count() + columnManualDefault].Style.Font.Bold = true;
|
||
sheet.Cells[i + 1, titleColumnDic.Count() + columnManualDefault].Style.Font.Name = "微软雅黑";
|
||
sheet.Cells[i + 1, titleColumnDic.Count() + columnManualDefault].Style.HorizontalAlignment = ExcelHorizontalAlignment.Center;
|
||
sheet.Cells[i + 1, titleColumnDic.Count() + columnManualDefault].Style.VerticalAlignment = ExcelVerticalAlignment.Center;
|
||
for (var k = 2; k <= count + 1; k++)
|
||
{
|
||
sheet.Cells[i + k, titleColumnDic.Count() + columnManualDefault].Style.Border.BorderAround(ExcelBorderStyle.Thin);
|
||
sheet.Cells[i + k, titleColumnDic.Count() + columnManualDefault].Style.HorizontalAlignment = ExcelHorizontalAlignment.Center;
|
||
sheet.Cells[i + k, titleColumnDic.Count() + columnManualDefault].Style.VerticalAlignment = ExcelVerticalAlignment.Center;
|
||
}
|
||
sheet.Cells[i + n, titleColumnDic.Count() + columnManualDefault].Value = property.value;
|
||
titleColumnDic.Add(property.name, titleColumnDic.Count() + columnManualDefault);
|
||
}
|
||
}
|
||
}
|
||
}
|
||
}
|
||
}
|
||
if (sheet.GetValue(i, 1)?.ToString() == "收益增强结构" && !positionSheetModels.PositionSheetModel_enhance.EodPositionList.Any())
|
||
{
|
||
sheet.DeleteRow(i, 4);
|
||
}
|
||
if (sheet.GetValue(i, 1)?.ToString() == "现金流交易" && !positionSheetModels.PositionSheetModel_cashflow.EodPositionList.Any())
|
||
{
|
||
sheet.DeleteRow(i, 4);
|
||
}
|
||
}
|
||
}
|
||
else if (sheet.Name == "历史交易")
|
||
{
|
||
var columnManualDefault = 0;
|
||
if (report.trade_contract_groupList_others.Any())
|
||
{
|
||
var tradeTypes = report.trade_contract_groupList_others.Select(x => x.TradeType).Distinct().ToList();
|
||
var startRowIndex = historyCount + 77;
|
||
foreach (var tradeType in tradeTypes)
|
||
{
|
||
var trade_contract_groupList_others = report.trade_contract_groupList_others.Where(x => x.TradeType == tradeType).ToList();
|
||
setHistoryCell(sheet, startRowIndex, trade_contract_groupList_others);
|
||
startRowIndex += trade_contract_groupList_others.Count + 4;
|
||
}
|
||
}
|
||
for (var i = historyCount + 94; i > 0; i--)
|
||
{
|
||
if (sheet.GetValue(i, 1)?.ToString() == "累计期权三段式" && !historySheetModels.HistorySheetModel_accumulatorSegmented.TradeContractGroupList.Any())
|
||
{
|
||
sheet.DeleteRow(i, 4);
|
||
}
|
||
if (sheet.GetValue(i, 1)?.ToString() == "累计期权" && !historySheetModels.HistorySheetModel_accumulator.TradeContractGroupList.Any())
|
||
{
|
||
sheet.DeleteRow(i, 4);
|
||
}
|
||
if (sheet.GetValue(i, 1)?.ToString() == "Risky期权" && !historySheetModels.HistorySheetModel_risky.TradeContractGroupList.Any())
|
||
{
|
||
sheet.DeleteRow(i, 4);
|
||
}
|
||
if (sheet.GetValue(i, 1)?.ToString() == "雪球期权" && !historySheetModels.HistorySheetModel_snowball.TradeContractGroupList.Any())
|
||
{
|
||
sheet.DeleteRow(i, 4);
|
||
}
|
||
if (sheet.GetValue(i, 1)?.ToString() == "气囊结构" && !historySheetModels.HistorySheetModel_airbag.TradeContractGroupList.Any())
|
||
{
|
||
sheet.DeleteRow(i, 4);
|
||
}
|
||
if (sheet.GetValue(i, 1)?.ToString() == "亚式期权" && !historySheetModels.HistorySheetModel_assin.TradeContractGroupList.Any())
|
||
{
|
||
sheet.DeleteRow(i, 4);
|
||
}
|
||
if (sheet.GetValue(i, 1)?.ToString() == "凤凰期权" && !historySheetModels.HistorySheetModel_autocall.TradeContractGroupList.Any())
|
||
{
|
||
sheet.DeleteRow(i, 4);
|
||
}
|
||
if (sheet.GetValue(i, 1)?.ToString() == "障碍期权" && !historySheetModels.HistorySheetModel_barriar.TradeContractGroupList.Any())
|
||
{
|
||
sheet.DeleteRow(i, 4);
|
||
}
|
||
if (sheet.GetValue(i, 1)?.ToString() == "二元期权" && !historySheetModels.HistorySheetModel_binary.TradeContractGroupList.Any())
|
||
{
|
||
sheet.DeleteRow(i, 4);
|
||
}
|
||
if (sheet.GetValue(i, 1)?.ToString() == "香草期权" && !historySheetModels.HistorySheetModel_default.TradeContractGroupList.Any())
|
||
{
|
||
sheet.DeleteRow(i, 4);
|
||
}
|
||
if (sheet.GetValue(i, 1)?.ToString() == "彩虹期权" && !historySheetModels.HistorySheetModel_rainbow.TradeContractGroupList.Any())
|
||
{
|
||
sheet.DeleteRow(i, 4);
|
||
}
|
||
if (sheet.GetValue(i, 1)?.ToString() == "区间累积期权" && !historySheetModels.HistorySheetModel_rangeaccrual.TradeContractGroupList.Any())
|
||
{
|
||
sheet.DeleteRow(i, 4);
|
||
}
|
||
if (sheet.GetValue(i, 1)?.ToString() == "双鲨期权" && !historySheetModels.HistorySheetModel_sharkfin.TradeContractGroupList.Any())
|
||
{
|
||
sheet.DeleteRow(i, 4);
|
||
}
|
||
if (sheet.GetValue(i, 1)?.ToString() == "雪球期权" && !historySheetModels.HistorySheetModel_snowball.TradeContractGroupList.Any())
|
||
{
|
||
sheet.DeleteRow(i, 4);
|
||
}
|
||
if (sheet.GetValue(i, 1)?.ToString() == "远期" && !historySheetModels.HistorySheetModel_forward.TradeContractGroupList.Any())
|
||
{
|
||
sheet.DeleteRow(i, 4);
|
||
}
|
||
if (sheet.GetValue(i, 1)?.ToString() == "收益互换" && !historySheetModels.HistorySheetModel_swap.TradeContractGroupList.Any())
|
||
{
|
||
sheet.DeleteRow(i, 4);
|
||
}
|
||
if (sheet.GetValue(i, 1)?.ToString() == "合成价差期权" && !historySheetModels.HistorySheetModel_compositespread.TradeContractGroupList.Any())
|
||
{
|
||
sheet.DeleteRow(i, 4);
|
||
}
|
||
if (sheet.GetValue(i, 1)?.ToString() == "自定义交易")
|
||
{
|
||
for (var column = 0; column <= 30; column++)
|
||
{
|
||
if (sheet.GetValue(i + 1, column)?.ToString() == null)
|
||
{
|
||
if (columnManualDefault == 0)
|
||
{
|
||
columnManualDefault = column;
|
||
}
|
||
}
|
||
}
|
||
if (!historySheetModels.HistorySheetModel_manual.TradeContractGroupList.Any())
|
||
{
|
||
sheet.DeleteRow(i, 4);
|
||
}
|
||
else
|
||
{
|
||
var titleColumnDic = new Dictionary<string, int>();
|
||
var n = 1;
|
||
var count = historySheetModels.HistorySheetModel_manual.TradeContractGroupList.Count();
|
||
foreach (var item in historySheetModels.HistorySheetModel_manual.TradeContractGroupList)
|
||
{
|
||
n++;
|
||
if (item.trade.Propertys != null && !(item.trade.TradeNumber.Contains("S") && PS.Config.Is国泰君安))
|
||
{
|
||
foreach (var property in item.trade.Propertys)
|
||
{
|
||
if (titleColumnDic.ContainsKey(property.name))
|
||
{
|
||
sheet.Cells[i + n, titleColumnDic[property.name]].Value = property.value;
|
||
}
|
||
else
|
||
{
|
||
//sheet.Cells[i, titleColumnDic.Count() + columnManualDefault].Style.Border.BorderAround(ExcelBorderStyle.Thin);
|
||
sheet.Cells[i, titleColumnDic.Count() + columnManualDefault].Style.Fill.PatternType = ExcelFillStyle.Solid;
|
||
sheet.Cells[i, titleColumnDic.Count() + columnManualDefault].Style.Fill.BackgroundColor.SetColor(Color.FromArgb(174, 170, 170));
|
||
sheet.Cells[i, titleColumnDic.Count() + columnManualDefault].Style.Font.Color.SetColor(Color.FromArgb(68, 84, 106));
|
||
sheet.Cells[i, titleColumnDic.Count() + columnManualDefault].Style.Font.Bold = true;
|
||
sheet.Cells[i, titleColumnDic.Count() + columnManualDefault].Style.Font.Name = "微软雅黑";
|
||
sheet.Cells[i + 1, titleColumnDic.Count() + columnManualDefault].Value = property.name;
|
||
sheet.Cells[i + 1, titleColumnDic.Count() + columnManualDefault].Style.Border.BorderAround(ExcelBorderStyle.Thin);
|
||
sheet.Cells[i + 1, titleColumnDic.Count() + columnManualDefault].Style.Fill.PatternType = ExcelFillStyle.Solid;
|
||
sheet.Cells[i + 1, titleColumnDic.Count() + columnManualDefault].Style.Fill.BackgroundColor.SetColor(Color.FromArgb(174, 170, 170));
|
||
sheet.Cells[i + 1, titleColumnDic.Count() + columnManualDefault].Style.Font.Color.SetColor(Color.FromArgb(68, 84, 106));
|
||
sheet.Cells[i + 1, titleColumnDic.Count() + columnManualDefault].Style.Font.Bold = true;
|
||
sheet.Cells[i + 1, titleColumnDic.Count() + columnManualDefault].Style.Font.Name = "微软雅黑";
|
||
sheet.Cells[i + 1, titleColumnDic.Count() + columnManualDefault].Style.HorizontalAlignment = ExcelHorizontalAlignment.Center;
|
||
sheet.Cells[i + 1, titleColumnDic.Count() + columnManualDefault].Style.VerticalAlignment = ExcelVerticalAlignment.Center;
|
||
for (var k = 2; k <= count + 1; k++)
|
||
{
|
||
sheet.Cells[i + k, titleColumnDic.Count() + columnManualDefault].Style.Border.BorderAround(ExcelBorderStyle.Thin);
|
||
sheet.Cells[i + k, titleColumnDic.Count() + columnManualDefault].Style.HorizontalAlignment = ExcelHorizontalAlignment.Center;
|
||
sheet.Cells[i + k, titleColumnDic.Count() + columnManualDefault].Style.VerticalAlignment = ExcelVerticalAlignment.Center;
|
||
}
|
||
sheet.Cells[i + n, titleColumnDic.Count() + columnManualDefault].Value = property.value;
|
||
titleColumnDic.Add(property.name, titleColumnDic.Count() + columnManualDefault);
|
||
}
|
||
}
|
||
}
|
||
}
|
||
}
|
||
}
|
||
if (sheet.GetValue(i, 1)?.ToString() == "收益增强结构" && !historySheetModels.HistorySheetModel_enhance.TradeContractGroupList.Any())
|
||
{
|
||
sheet.DeleteRow(i, 4);
|
||
}
|
||
if (sheet.GetValue(i, 1)?.ToString() == "现金流交易" && !historySheetModels.HistorySheetModel_cashflow.TradeContractGroupList.Any())
|
||
{
|
||
sheet.DeleteRow(i, 4);
|
||
}
|
||
}
|
||
}
|
||
}
|
||
}
|
||
|
||
private void setPositionCell(ExcelWorksheet sheet, int startRowIndex, List<EodPositionReportModel> eod_positionList_others, bool isShowMargin)
|
||
{
|
||
var tradeIds = eod_positionList_others.Select(x => x.TradeId).ToList();
|
||
var trades = DbContext.trade.Where(y => tradeIds.Contains(y.id));
|
||
var defaultTrade = trades.FirstOrDefault();
|
||
|
||
sheet.Cells[startRowIndex, 1].Value = defaultTrade.StructureType;
|
||
sheet.Cells[startRowIndex, 1].Style.Font.Color.SetColor(Color.FromArgb(68, 84, 106));
|
||
sheet.Cells[startRowIndex, 1].Style.Font.Bold = true;
|
||
sheet.Cells[startRowIndex, 1].Style.Font.Size = 14;
|
||
sheet.Cells[startRowIndex, 1].Style.Font.Name = "微软雅黑";
|
||
|
||
sheet.Cells[startRowIndex + 1, 1].Value = "交易编号";
|
||
sheet.Cells[startRowIndex + 1, 2].Value = "交易方向";
|
||
sheet.Cells[startRowIndex + 1, 3].Value = "交易日期";
|
||
sheet.Cells[startRowIndex + 1, 4].Value = "到期日期";
|
||
sheet.Cells[startRowIndex + 1, 5].Value = "交易总额";
|
||
sheet.Cells[startRowIndex + 1, 6].Value = "名义本金";
|
||
sheet.Cells[startRowIndex + 1, 7].Value = "持仓名义本金";
|
||
sheet.Cells[startRowIndex + 1, 8].Value = "标的代码";
|
||
sheet.Cells[startRowIndex + 1, 9].Value = "标的名称";
|
||
sheet.Cells[startRowIndex + 1, 10].Value = "期初价格";
|
||
sheet.Cells[startRowIndex + 1, 11].Value = "期权现价(单价)";
|
||
sheet.Cells[startRowIndex + 1, 12].Value = "持仓数量";
|
||
sheet.Cells[startRowIndex + 1, 13].Value = "持仓市值";
|
||
sheet.Cells[startRowIndex + 1, 14].Value = "持仓盈亏";
|
||
|
||
int row = 14;
|
||
if (isShowMargin)
|
||
{
|
||
row++;
|
||
sheet.Cells[startRowIndex + 1, row].Value = "持仓预付金";
|
||
}
|
||
|
||
for (var col = 1; col <= row; col++)
|
||
{
|
||
sheet.Cells[startRowIndex, col].Style.Fill.PatternType = ExcelFillStyle.Solid;
|
||
sheet.Cells[startRowIndex, col].Style.Fill.BackgroundColor.SetColor(Color.FromArgb(174, 170, 170));
|
||
sheet.Cells[startRowIndex + 1, col].Style.Border.BorderAround(ExcelBorderStyle.Thin);
|
||
sheet.Cells[startRowIndex + 1, col].Style.Fill.PatternType = ExcelFillStyle.Solid;
|
||
sheet.Cells[startRowIndex + 1, col].Style.Fill.BackgroundColor.SetColor(Color.FromArgb(174, 170, 170));
|
||
sheet.Cells[startRowIndex + 1, col].Style.Font.Color.SetColor(Color.FromArgb(68, 84, 106));
|
||
sheet.Cells[startRowIndex + 1, col].Style.Font.Bold = true;
|
||
sheet.Cells[startRowIndex + 1, col].Style.Font.Name = "微软雅黑";
|
||
sheet.Cells[startRowIndex + 1, col].Style.HorizontalAlignment = ExcelHorizontalAlignment.Center;
|
||
sheet.Cells[startRowIndex + 1, col].Style.VerticalAlignment = ExcelVerticalAlignment.Center;
|
||
}
|
||
|
||
var i = 0;
|
||
//东莞，持仓记录，黑箱交易不导出自定义字段
|
||
if (!PS.Config.Is东莞)
|
||
{
|
||
if (defaultTrade.Propertys != null)
|
||
{
|
||
defaultTrade.Propertys.ForEach(x =>
|
||
{
|
||
i++;
|
||
sheet.Cells[startRowIndex, row + i].Style.Fill.PatternType = ExcelFillStyle.Solid;
|
||
sheet.Cells[startRowIndex, row + i].Style.Fill.BackgroundColor.SetColor(Color.FromArgb(174, 170, 170));
|
||
sheet.Cells[startRowIndex + 1, row + i].Value = x.name;
|
||
sheet.Cells[startRowIndex + 1, row + i].Style.Border.BorderAround(ExcelBorderStyle.Thin);
|
||
sheet.Cells[startRowIndex + 1, row + i].Style.Fill.PatternType = ExcelFillStyle.Solid;
|
||
sheet.Cells[startRowIndex + 1, row + i].Style.Fill.BackgroundColor.SetColor(Color.FromArgb(174, 170, 170));
|
||
sheet.Cells[startRowIndex + 1, row + i].Style.Font.Color.SetColor(Color.FromArgb(68, 84, 106));
|
||
sheet.Cells[startRowIndex + 1, row + i].Style.Font.Bold = true;
|
||
sheet.Cells[startRowIndex + 1, row + i].Style.Font.Name = "微软雅黑";
|
||
sheet.Cells[startRowIndex + 1, row + i].Style.HorizontalAlignment = ExcelHorizontalAlignment.Center;
|
||
sheet.Cells[startRowIndex + 1, row + i].Style.VerticalAlignment = ExcelVerticalAlignment.Center;
|
||
});
|
||
}
|
||
}
|
||
var j = 0;
|
||
foreach (var item in eod_positionList_others)
|
||
{
|
||
var trade = trades.FirstOrDefault(x => x.id == item.TradeId);
|
||
j++;
|
||
sheet.Cells[startRowIndex + 1 + j, 1].Value = item.TradeNumber;
|
||
sheet.Cells[startRowIndex + 1 + j, 2].Value = item.BuySell;
|
||
sheet.Cells[startRowIndex + 1 + j, 3].Value = item.TradeDate;
|
||
sheet.Cells[startRowIndex + 1 + j, 4].Value = item.ExerciseDate;
|
||
sheet.Cells[startRowIndex + 1 + j, 5].Value = item.TradePrice;
|
||
sheet.Cells[startRowIndex + 1 + j, 6].Value = item.OriginalStockEqvNotional;
|
||
sheet.Cells[startRowIndex + 1 + j, 7].Value = item.StockEqvNotional;
|
||
sheet.Cells[startRowIndex + 1 + j, 8].Value = item.UnderlyingCode;
|
||
sheet.Cells[startRowIndex + 1 + j, 9].Value = item.UnderlyingAssetName;
|
||
sheet.Cells[startRowIndex + 1 + j, 10].Value = item.InitialSpotPrice;
|
||
sheet.Cells[startRowIndex + 1 + j, 11].Value = item.CurrentPriceString;
|
||
sheet.Cells[startRowIndex + 1 + j, 12].Value = item.TradeAmount;
|
||
sheet.Cells[startRowIndex + 1 + j, 13].Value = item.Pv;
|
||
sheet.Cells[startRowIndex + 1 + j, 14].Value = item.Pnl;
|
||
if (isShowMargin)
|
||
{
|
||
sheet.Cells[startRowIndex + 1 + j, row].Value = item.Margin;
|
||
}
|
||
for (var col = 1; col <= row; col++)
|
||
{
|
||
sheet.Cells[startRowIndex + 1 + j, col].Style.Border.BorderAround(ExcelBorderStyle.Thin);
|
||
sheet.Cells[startRowIndex + 1 + j, col].Style.VerticalAlignment = ExcelVerticalAlignment.Center;
|
||
if (col == 1)
|
||
{
|
||
sheet.Cells[startRowIndex + 1 + j, col].Style.HorizontalAlignment = ExcelHorizontalAlignment.Left;
|
||
}
|
||
else if (new int[] { 5, 6, 7, 10, 11, 12, 13, 14 }.Contains(col) || (row == 15 && col == 15))
|
||
{
|
||
sheet.Cells[startRowIndex + 1 + j, col].Style.HorizontalAlignment = ExcelHorizontalAlignment.Right;
|
||
}
|
||
else
|
||
{
|
||
sheet.Cells[startRowIndex + 1 + j, col].Style.HorizontalAlignment = ExcelHorizontalAlignment.Center;
|
||
}
|
||
}
|
||
//东莞，持仓记录，黑箱交易不导出自定义字段
|
||
if (!PS.Config.Is东莞)
|
||
{
|
||
for (var col = 1; col <= i; col++)
|
||
{
|
||
var PropertysName = sheet.Cells[startRowIndex + 1, row + col].Value.ToString();
|
||
var PropertysValue = trade.Propertys?.FirstOrDefault(p => p.name == PropertysName)?.value;
|
||
if (PropertysName == "参与率二" && PS.Config.IsGuoJun)
|
||
{
|
||
if (string.IsNullOrWhiteSpace(PropertysValue))
|
||
{
|
||
sheet.Cells[startRowIndex + 1 + j, row + col].Value = "";
|
||
}
|
||
else if (PropertysValue.Contains("%"))
|
||
{
|
||
var _rate2 = (1 - Convert.ToDouble(PropertysValue.Substring(0, PropertysValue.Length - 1)) / 100).OtcFormatPercent();
|
||
sheet.Cells[startRowIndex + 1 + j, row + col].Value = $"{_rate2}";
|
||
}
|
||
else
|
||
{
|
||
var _rate2 = (1 - Convert.ToDouble(PropertysValue)).OtcFormatPercent();
|
||
sheet.Cells[startRowIndex + 1 + j, row + col].Value = $"{_rate2}";
|
||
}
|
||
}
|
||
else
|
||
{
|
||
sheet.Cells[startRowIndex + 1 + j, row + col].Value = PropertysValue;
|
||
}
|
||
sheet.Cells[startRowIndex + 1 + j, row + col].Style.Border.BorderAround(ExcelBorderStyle.Thin);
|
||
sheet.Cells[startRowIndex + 1 + j, row + col].Style.HorizontalAlignment = ExcelHorizontalAlignment.Center;
|
||
sheet.Cells[startRowIndex + 1 + j, row + col].Style.VerticalAlignment = ExcelVerticalAlignment.Center;
|
||
}
|
||
}
|
||
}
|
||
}
|
||
|
||
private void setHistoryCell(ExcelWorksheet sheet, int startRowIndex, List<trade_contract_group_simple> trade_contract_groupList_others)
|
||
{
|
||
var tradeIds = trade_contract_groupList_others.Select(x => x.trade.id).ToList();
|
||
var trades = DbContext.trade.Where(y => tradeIds.Contains(y.id));
|
||
var defaultTrade = trades.FirstOrDefault();
|
||
|
||
sheet.Cells[startRowIndex, 1].Value = defaultTrade.StructureType;
|
||
sheet.Cells[startRowIndex, 1].Style.Font.Color.SetColor(Color.FromArgb(68, 84, 106));
|
||
sheet.Cells[startRowIndex, 1].Style.Font.Bold = true;
|
||
sheet.Cells[startRowIndex, 1].Style.Font.Size = 14;
|
||
sheet.Cells[startRowIndex, 1].Style.Font.Name = "微软雅黑";
|
||
|
||
sheet.Cells[startRowIndex + 1, 1].Value = "交易编号";
|
||
sheet.Cells[startRowIndex + 1, 2].Value = "交易方向";
|
||
sheet.Cells[startRowIndex + 1, 3].Value = "交易日期";
|
||
sheet.Cells[startRowIndex + 1, 4].Value = "到期日期";
|
||
sheet.Cells[startRowIndex + 1, 5].Value = "交易总额";
|
||
sheet.Cells[startRowIndex + 1, 6].Value = "名义本金";
|
||
sheet.Cells[startRowIndex + 1, 7].Value = "标的代码";
|
||
sheet.Cells[startRowIndex + 1, 8].Value = "标的名称";
|
||
sheet.Cells[startRowIndex + 1, 9].Value = "期初价格";
|
||
sheet.Cells[startRowIndex + 1, 10].Value = "交易状态";
|
||
sheet.Cells[startRowIndex + 1, 11].Value = "了结日期";
|
||
sheet.Cells[startRowIndex + 1, 12].Value = "了结总额";
|
||
sheet.Cells[startRowIndex + 1, 13].Value = "实现盈亏";
|
||
for (var col = 1; col <= 13; col++)
|
||
{
|
||
sheet.Cells[startRowIndex, col].Style.Fill.PatternType = ExcelFillStyle.Solid;
|
||
sheet.Cells[startRowIndex, col].Style.Fill.BackgroundColor.SetColor(Color.FromArgb(174, 170, 170));
|
||
sheet.Cells[startRowIndex + 1, col].Style.Border.BorderAround(ExcelBorderStyle.Thin);
|
||
sheet.Cells[startRowIndex + 1, col].Style.Fill.PatternType = ExcelFillStyle.Solid;
|
||
sheet.Cells[startRowIndex + 1, col].Style.Fill.BackgroundColor.SetColor(Color.FromArgb(174, 170, 170));
|
||
sheet.Cells[startRowIndex + 1, col].Style.Font.Color.SetColor(Color.FromArgb(68, 84, 106));
|
||
sheet.Cells[startRowIndex + 1, col].Style.Font.Bold = true;
|
||
sheet.Cells[startRowIndex + 1, col].Style.Font.Name = "微软雅黑";
|
||
sheet.Cells[startRowIndex + 1, col].Style.HorizontalAlignment = ExcelHorizontalAlignment.Center;
|
||
sheet.Cells[startRowIndex + 1, col].Style.VerticalAlignment = ExcelVerticalAlignment.Center;
|
||
}
|
||
var i = 0;
|
||
if (defaultTrade.Propertys != null)
|
||
{
|
||
defaultTrade.Propertys.ForEach(x =>
|
||
{
|
||
i++;
|
||
sheet.Cells[startRowIndex, 13 + i].Style.Fill.PatternType = ExcelFillStyle.Solid;
|
||
sheet.Cells[startRowIndex, 13 + i].Style.Fill.BackgroundColor.SetColor(Color.FromArgb(174, 170, 170));
|
||
sheet.Cells[startRowIndex + 1, 13 + i].Value = x.name;
|
||
sheet.Cells[startRowIndex + 1, 13 + i].Style.Border.BorderAround(ExcelBorderStyle.Thin);
|
||
sheet.Cells[startRowIndex + 1, 13 + i].Style.Fill.PatternType = ExcelFillStyle.Solid;
|
||
sheet.Cells[startRowIndex + 1, 13 + i].Style.Fill.BackgroundColor.SetColor(Color.FromArgb(174, 170, 170));
|
||
sheet.Cells[startRowIndex + 1, 13 + i].Style.Font.Color.SetColor(Color.FromArgb(68, 84, 106));
|
||
sheet.Cells[startRowIndex + 1, 13 + i].Style.Font.Bold = true;
|
||
sheet.Cells[startRowIndex + 1, 13 + i].Style.Font.Name = "微软雅黑";
|
||
sheet.Cells[startRowIndex + 1, 13 + i].Style.HorizontalAlignment = ExcelHorizontalAlignment.Center;
|
||
sheet.Cells[startRowIndex + 1, 13 + i].Style.VerticalAlignment = ExcelVerticalAlignment.Center;
|
||
});
|
||
}
|
||
var j = 0;
|
||
foreach (var item in trade_contract_groupList_others)
|
||
{
|
||
var trade = trades.FirstOrDefault(x => x.id == item.trade.id);
|
||
j++;
|
||
sheet.Cells[startRowIndex + 1 + j, 1].Value = item.trade.TradeNumber;
|
||
sheet.Cells[startRowIndex + 1 + j, 2].Value = item.BuySell;
|
||
sheet.Cells[startRowIndex + 1 + j, 3].Value = item.trade.TradeDate?.ToString("yyyy-MM-dd");
|
||
sheet.Cells[startRowIndex + 1 + j, 4].Value = item.trade.ExerciseDate?.ToString("yyyy-MM-dd");
|
||
sheet.Cells[startRowIndex + 1 + j, 5].Value = item.trade.TradePrice;
|
||
sheet.Cells[startRowIndex + 1 + j, 6].Value = item.trade.OriginalStockEqvNotionalV2;
|
||
sheet.Cells[startRowIndex + 1 + j, 7].Value = item.trade.UnderlyingCode;
|
||
sheet.Cells[startRowIndex + 1 + j, 8].Value = item.trade.UnderlyingAssetName;
|
||
sheet.Cells[startRowIndex + 1 + j, 9].Value = item.trade.InitialSpotPrice;
|
||
sheet.Cells[startRowIndex + 1 + j, 10].Value = item.TradeStatusShow;
|
||
sheet.Cells[startRowIndex + 1 + j, 11].Value = item.trade_cash.ValueDate.ToString("yyyy-MM-dd");
|
||
sheet.Cells[startRowIndex + 1 + j, 12].Value = item.trade_cash.MinusAmount;
|
||
sheet.Cells[startRowIndex + 1 + j, 13].Value = item.trade_cash.WinLossDouble;
|
||
for (var col = 1; col <= 13; col++)
|
||
{
|
||
sheet.Cells[startRowIndex + 1 + j, col].Style.Border.BorderAround(ExcelBorderStyle.Thin);
|
||
sheet.Cells[startRowIndex + 1 + j, col].Style.VerticalAlignment = ExcelVerticalAlignment.Center;
|
||
if (col == 1)
|
||
{
|
||
sheet.Cells[startRowIndex + 1 + j, col].Style.HorizontalAlignment = ExcelHorizontalAlignment.Left;
|
||
}
|
||
else if (new int[] { 5, 6, 9, 12, 13 }.Contains(col))
|
||
{
|
||
sheet.Cells[startRowIndex + 1 + j, col].Style.HorizontalAlignment = ExcelHorizontalAlignment.Right;
|
||
}
|
||
else
|
||
{
|
||
sheet.Cells[startRowIndex + 1 + j, col].Style.HorizontalAlignment = ExcelHorizontalAlignment.Center;
|
||
}
|
||
}
|
||
for (var col = 1; col <= i; col++)
|
||
{
|
||
sheet.Cells[startRowIndex + 1 + j, 13 + col].Value = trade.Propertys?.FirstOrDefault(p => p.name == sheet.Cells[startRowIndex + 1, 13 + col].Value.ToString())?.value;
|
||
sheet.Cells[startRowIndex + 1 + j, 13 + col].Style.Border.BorderAround(ExcelBorderStyle.Thin);
|
||
sheet.Cells[startRowIndex + 1 + j, 13 + col].Style.HorizontalAlignment = ExcelHorizontalAlignment.Center;
|
||
sheet.Cells[startRowIndex + 1 + j, 13 + col].Style.VerticalAlignment = ExcelVerticalAlignment.Center;
|
||
}
|
||
}
|
||
}
|
||
}
|
||
|
||
/// <summary>
|
||
/// 获取弘业自定义sheet页数据
|
||
/// </summary>
|
||
private HongYeSheetModel GetHongYeSheetModel(ClientDingShiReport report)
|
||
{
|
||
var fundModel = report.FundReportModel;
|
||
var SettlementCoupon = fundModel?.Coupon ?? 0;//当日凤凰、雪球票息
|
||
var SettlementOptionPremiumSwap = fundModel?.OptionPremiumSwap ?? 0;//当日互换成交
|
||
var SettlementSwapBalance = fundModel?.SwapBalance ?? 0;//当日互换了结
|
||
var addMoeny = (SettlementCoupon + SettlementOptionPremiumSwap + SettlementSwapBalance);//结算加总
|
||
var LastDayRemainFund = fundModel?.LastDayRemainFund ?? 0; //上日账户余额
|
||
var CashInCashOutChange = fundModel?.CashInCashOutChange ?? 0; //当日净出入金
|
||
var OptionPremium = fundModel?.OptionPremium ?? 0; //当日开仓收支
|
||
var SettlementBalance = fundModel?.SettlementBalance ?? 0;
|
||
SettlementBalance = SettlementBalance + addMoeny;
|
||
//当日了结收支
|
||
//当前账户余额=上日账户余额+当日净出入金+当日开仓收支+当日了结收支
|
||
var CurBalance = LastDayRemainFund + CashInCashOutChange + OptionPremium + SettlementBalance;
|
||
//履约预付金
|
||
var WorstCastClientPayable = Math.Max(fundModel?.WorstCastClientPayable ?? 0, 0);
|
||
//授信额度
|
||
var Credit = fundModel?.Credit ?? 0;
|
||
//可用资金=当前账户余额+授信额度-履约预付金
|
||
var Available = CurBalance + Credit - WorstCastClientPayable;
|
||
//可取资金=max(可用资金-授信额度,0) or max(当前账户余额-履约预付金,0)
|
||
var WithdrawQuota = Math.Max(CurBalance - WorstCastClientPayable, 0);
|
||
//追加资金=max(-可用资金，0）
|
||
var ExtraMoney = Math.Max(-Available, 0);
|
||
|
||
var hyModel = new HongYeSheetModel
|
||
{
|
||
CompanyName = PS.Config.CompanyFullName,
|
||
ClientName = report.client.Name,
|
||
SettleDate = $"{(report.ReportFrom == DateTime.MinValue ? "" : report.ReportFrom.ToString("yyyy-MM-dd_"))}{report.ReportEnd.ToString("yyyy-MM-dd")}",
|
||
LastDayRemainFund = LastDayRemainFund.ToString("F2"),
|
||
CashInCashOutChange = CashInCashOutChange.ToString("F2"),
|
||
OptionPremium = OptionPremium.ToString("F2"),
|
||
SettlementBalance = (SettlementBalance).ToString("F2"),
|
||
CurBalance = CurBalance.ToString("F2"),
|
||
WorstCastClientPayable = WorstCastClientPayable.ToString("F2"),
|
||
PositionPv = fundModel?.PositionPv?.ToString("F2"),
|
||
PositionPnl = fundModel?.PositionPnl?.ToString("F2"),
|
||
Amount = fundModel?.Amount?.ToString("F2"),
|
||
Credit = Credit.ToString("F2"),
|
||
Available = Available.ToString("F2"),
|
||
WithdrawQuota = WithdrawQuota.ToString("F2"),
|
||
ExtraMoney = ExtraMoney.ToString("F2"),
|
||
PositionList = report.eod_positionList ?? new List<EodPositionReportModel>(),
|
||
HistoryList = report.trade_contract_groupList ?? new List<trade_contract_group_simple>(),
|
||
WinLossTotal = report.trade_contract_groupList?.SumDouble(t => t.WinLoss).ToString("F2")
|
||
};
|
||
return hyModel;
|
||
}
|
||
|
||
private HistorySheetModel GetHistorySheetModel(List<trade_contract_group_simple> trade_contract_groupList)
|
||
{
|
||
var model = new HistorySheetModel
|
||
{
|
||
TradeContractGroupList = trade_contract_groupList,
|
||
WinLossSum = trade_contract_groupList.Sum(x => Math.Round(x.WinLoss * 1000) / 1000),
|
||
TradePriceSum = trade_contract_groupList.Select(x => new { x.trade.id, x.TradePrice }).Distinct().Sum(x => Math.Round((x.TradePrice ?? 0) * 1000) / 1000),
|
||
MinusAmountSum = trade_contract_groupList.Sum(x => Math.Round(x.trade_cash.MinusAmount * 1000) / 1000),
|
||
StockEqvNotionalSum = trade_contract_groupList.Select(x => new { x.trade.id, x.trade.OriginalStockEqvNotional }).Distinct().Sum(x => Math.Round((x.OriginalStockEqvNotional ?? 0) * 100) / 100)
|
||
};
|
||
return model;
|
||
}
|
||
|
||
private HistorySwapFlowSheetModel GetHistorySwapFlowSheetModel(List<trade_swap_flow_more> eod_positionList)
|
||
{
|
||
var model = new HistorySwapFlowSheetModel
|
||
{
|
||
TradeContractGroupList = eod_positionList,
|
||
AmountSum = eod_positionList.Where(x => x.BuySell != "开仓").Sum(x => x.Amount.OtcFormatValue(OtcFormatFlag.tradePrice) ?? 0),
|
||
QuoteAmountSum = eod_positionList.Where(x => x.BuySell != "开仓").Sum(x => x.QuoteAmount.OtcFormatValue(OtcFormatFlag.tradePrice) ?? 0)
|
||
};
|
||
|
||
return model;
|
||
}
|
||
|
||
private PositionSheetModel GetPositionSheetModel(List<EodPositionReportModel> eod_positionList)
|
||
{
|
||
var model = new PositionSheetModel
|
||
{
|
||
EodPositionList = eod_positionList,
|
||
PvSum = eod_positionList.Sum(x => x.PvDouble) == null ? 0 : eod_positionList.Sum(x => x.PvDouble).Value,
|
||
PnlSum = eod_positionList.Sum(x => x.PnlDouble) == null ? 0 : eod_positionList.Sum(x => x.PnlDouble).Value,
|
||
TradePriceSum = eod_positionList.Sum(x => x.TradePrice),
|
||
OriginalStockEqvNotionalSum = eod_positionList.Sum(x => x.OriginalStockEqvNotional),
|
||
StockEqvNotionalSum = eod_positionList.Sum(x => x.StockEqvNotional),
|
||
MarginSum = eod_positionList.Sum(x => x.Margin ?? 0)
|
||
};
|
||
|
||
return model;
|
||
}
|
||
|
||
private PositionSwapFlowSheetModel GetPositionSwapFlowSheetModel(List<eod_trade_position_swap_mannual> eod_positionList)
|
||
{
|
||
var model = new PositionSwapFlowSheetModel
|
||
{
|
||
EodPositionList = eod_positionList,
|
||
TotalFeeSum = eod_positionList.Sum(x => x.TotalFee),
|
||
MarginSum = eod_positionList.Sum(x => x.Margin),
|
||
PositionPnlSum = eod_positionList.Sum(x => x.PositionPnl),
|
||
QuotePositionPnlSum = eod_positionList.Sum(x => x.QuotePositionPnl),
|
||
};
|
||
|
||
return model;
|
||
}
|
||
|
||
public string GenerateReportTxt(ClientDingShiReport report, string html)
|
||
{
|
||
var sourcePath = OtcAppContext.MapPath("~/App_Docs/TradeMarket");
|
||
sourcePath = MosPathHelper.Combine(sourcePath, "");
|
||
if (!Directory.Exists(sourcePath))
|
||
{
|
||
Directory.CreateDirectory(sourcePath);
|
||
}
|
||
var clientName = report.client.Name;
|
||
var fileName = report.ReportFrom == DateTime.MinValue ? $"结算报告_{report.ReportEnd.ToString("MMdd")}_{clientName}" : $"结算报告_{report.ReportFrom:MMdd}_{report.ReportEnd:MMdd}_{clientName}";
|
||
var sourceFileName = Path.Combine(sourcePath, $"{fileName}.txt");
|
||
System.IO.File.WriteAllText(sourceFileName, html, Encoding.UTF8);
|
||
return sourceFileName;
|
||
}
|
||
|
||
//from:trade_spancontroller.clientTradePositionQueryList
|
||
private List<EodPositionReportModel> clientTradePositionQueryList(TradeSpanReq req, IEnumerable<int> userAssetUnits)
|
||
{
|
||
if (req.ClientId == null || req.ValueDate == null)
|
||
{
|
||
return new List<EodPositionReportModel>(0);
|
||
}
|
||
|
||
var positionList = new ClientPositionQueryService(this).SearchPositionListAll(req, userAssetUnits);
|
||
|
||
var result = positionList.Select(x =>
|
||
{
|
||
var model = new EodPositionReportModel()
|
||
{
|
||
TradeId = x.TradeId,
|
||
ClientId = x.ClientId,
|
||
TradeNumber = x.TradeNumber,
|
||
TradeType = x.TradeType,
|
||
TradeContractCode = x.TradeContractCode,
|
||
UnderlyingCode = x.trade.TradeType == "合成价差期权" ? x.SyntheticUnderlyingTipsInfo : x.UnderlyingCode,
|
||
UnderlyingPrice = x.UnderlyingPrice,
|
||
Pv = PS.Config.IsPVRounded ? (x.RoundedPv == null ? "0.00" : x.RoundedPv.Value.ToString("0.00")) : (x.Pv == null ? "0.00" : x.Pv.Value.ToString("0.00")),
|
||
Pnl = PS.Config.IsPVRounded ? (x.RoundedPnl == null ? "0.00" : x.RoundedPnl.Value.ToString("0.00")) : (x.Pnl == null ? "0.00" : x.Pnl.Value.ToString("0.00")),
|
||
ValueDate = x.ValueDate,
|
||
TradeJson = x.TradeJson,
|
||
tradeOrigin = x.tradeOrigin,
|
||
PvDouble = (PS.Config.IsPVRounded ? x.RoundedPv : x.Pv) ?? 0,
|
||
PnlDouble = (PS.Config.IsPVRounded ? x.RoundedPnl : x.Pnl) ?? 0,
|
||
TradeOpenVolatilityValue = x.TradeOpenVolatility ?? 0,
|
||
TradeOpenVolatility = x.TradeOpenVolatility == null ? "0.00%" : ((x.TradeOpenVolatility.Value * 100).ToString("0.00") + "%"),
|
||
VolValue = x.Vol ?? 0,
|
||
Vol = x.Vol == null ? "0.00%" : ((x.Vol.Value * 100).ToString("0.00") + "%"),
|
||
DeltaOriginal = x.Delta == null ? "0.00" : (-x.Delta.Value).ToString("0.00"),
|
||
Delta = x.Delta == null ? "0.00" : (x.ContractSize > 0 ? (-x.Delta.Value / x.ContractSize) : -x.Delta.Value).ToString("0.00"),
|
||
GammaOriginal = x.Gamma == null ? "0.00" : (-x.Gamma.Value).ToString("0.00"),
|
||
Gamma = x.Gamma == null ? "0.00" : (x.ContractSize > 0 ? (-x.Gamma.Value / x.ContractSize) : -x.Gamma.Value).ToString("0.00"),
|
||
Rho = x.Rho == null ? "0.00" : (-x.Rho.Value * 100).ToString("0.00"),
|
||
Theta = x.Theta == null ? "0.00" : (-x.Theta.Value).ToString("0.00"),
|
||
Vega = x.Vega == null ? "0.00" : (-x.Vega.Value).ToString("0.00"),
|
||
Margin = x.Margin ?? 0,
|
||
PositionRelizedAmount = x.PositionRelizedAmount ?? 0,
|
||
dic = x.dic,
|
||
AnnualizeFactor = x.AnnualizeFactor.OtcFormatMoney(),
|
||
ParticipationRate = x.ParticipationRate.OtcFormatPercent(),
|
||
PrincipalRate = x.PrincipalRate.OtcFormatPercent(),
|
||
NoRiskRate = x.NoRiskRate.OtcFormatPercent(),
|
||
BasisUnderlyingCode = x.BasisUnderlyingCode,
|
||
BasisUnderlyingName = x.BasisUnderlyingName,
|
||
BasisGap = x.BasisGap,
|
||
Lots = x.Lots,
|
||
QuoteUnitSingle = x.QuoteUnitSingle,
|
||
MarketCode = x.MarketCode,
|
||
DeltaCashOriginal = (-x.Delta.Value * x.UnderlyingPrice ?? 0).ToString("0.00"),
|
||
GammaCashOriginal = (-x.Gamma.Value * x.UnderlyingPrice * x.UnderlyingPrice / 100 ?? 0).ToString("0.00"),
|
||
SettlementFlag = x.SettlementFlag,
|
||
UserGroup = x.UserGroup
|
||
};
|
||
|
||
if (!model.BasisUnderlyingCode.IsNullOrWhiteSpace() && model.BasisUnderlyingName.IsNullOrWhiteSpace())
|
||
{
|
||
model.BasisUnderlyingName = DataCacheProvider.GetUnderlyingDataSource().GetData(model.BasisUnderlyingCode)?.UnderlyingName;
|
||
}
|
||
|
||
if (x.InstrumentType == "Stock")
|
||
{
|
||
model.Delta = (-x.Delta.Value / 100).ToString("0.00");
|
||
model.Gamma = (-x.Gamma.Value / 100).ToString("0.00");
|
||
}
|
||
|
||
return model;
|
||
}).ToList();
|
||
result.ForEach(O =>
|
||
{
|
||
O.trade.TradeSinglePrice = O.trade.TradeSinglePrice.IsNormalize() ? (double?)Math.Abs(O.trade.TradeSinglePrice.Value) : O.trade.TradeSinglePrice;
|
||
});
|
||
return result;
|
||
}
|
||
|
||
//from:trade_spancontroller.SearchListExtendOnly
|
||
private List<ClientCashInCashOutExtend> SearchListExtendOnly(EntryExitReq req)
|
||
{
|
||
req.State = "已确认,已结算";
|
||
req.Direction = $"入金,出金,其他收入,其他支出";
|
||
req.TradeAction =
|
||
$"{ClientCashInCashOut.系统操作_行权费},{ClientCashInCashOut.系统操作_平仓费},{ClientCashInCashOut.系统操作_期权费},{ClientCashInCashOut.系统操作_票息},{ClientCashInCashOut.系统操作_互换}";
|
||
req.IsMoneyNotEqualsZero = true;
|
||
var sList = new EntryExitBLL().SearchListExtendOnly(req);
|
||
|
||
return sList;
|
||
}
|
||
|
||
//from:trade_spancontroller.SearchListOnlyForMarketReport
|
||
private List<clientcashincashout_productLinq> SearchListOnlyForMarketReport(clientcashincashout_productReq req)
|
||
{
|
||
var bll = new clientcashincashout_productBLL();
|
||
var sList = bll.SearchListOnlyForMarketReport(req);
|
||
return sList;
|
||
}
|
||
}
|
||
|
||
internal class HongYeSheetModel
|
||
{
|
||
/// <summary>
|
||
/// 公司名称
|
||
/// </summary>
|
||
public string CompanyName { get; set; }
|
||
|
||
/// <summary>
|
||
/// 客户名称
|
||
/// </summary>
|
||
public string ClientName { get; set; }
|
||
|
||
/// <summary>
|
||
/// 结算日
|
||
/// </summary>
|
||
public string SettleDate { get; set; }
|
||
|
||
/// <summary>
|
||
/// 上日账户余额
|
||
/// </summary>
|
||
public string LastDayRemainFund { get; set; }
|
||
|
||
/// <summary>
|
||
/// 当日净出入金
|
||
/// </summary>
|
||
public string CashInCashOutChange { get; set; }
|
||
|
||
/// <summary>
|
||
/// 当日开仓收支
|
||
/// </summary>
|
||
public string OptionPremium { get; set; }
|
||
|
||
/// <summary>
|
||
/// 当日了结收支
|
||
/// </summary>
|
||
public string SettlementBalance { get; set; }
|
||
|
||
/// <summary>
|
||
/// 当日账户余额
|
||
/// </summary>
|
||
public string CurBalance { get; set; }
|
||
|
||
/// <summary>
|
||
/// 履约预付金
|
||
/// </summary>
|
||
public string WorstCastClientPayable { get; set; }
|
||
|
||
/// <summary>
|
||
/// 持仓市值汇总
|
||
/// </summary>
|
||
public string PositionPv { get; set; }
|
||
|
||
/// <summary>
|
||
/// 持仓浮动盈亏
|
||
/// </summary>
|
||
public string PositionPnl { get; set; }
|
||
|
||
/// <summary>
|
||
/// 账户总权益
|
||
/// </summary>
|
||
public string Amount { get; set; }
|
||
|
||
/// <summary>
|
||
/// 授信额度
|
||
/// </summary>
|
||
public string Credit { get; set; }
|
||
|
||
/// <summary>
|
||
/// 可用资金
|
||
/// </summary>
|
||
public string Available { get; set; }
|
||
|
||
/// <summary>
|
||
/// 可取资金
|
||
/// </summary>
|
||
public string WithdrawQuota { get; set; }
|
||
|
||
/// <summary>
|
||
/// 追加资金
|
||
/// </summary>
|
||
public string ExtraMoney { get; set; }
|
||
|
||
public List<EodPositionReportModel> PositionList { get; set; }
|
||
|
||
public List<trade_contract_group_simple> HistoryList { get; set; } //历史交易
|
||
|
||
public string WinLossTotal { get; set; }
|
||
}
|
||
}
|