zszq-trs/YLErpDAL/Modules/EodModule/SettlementModule/EodBasketPriceSaveService.cs

using YLErp.DBModels.Consts;
using YLErp.Models;
using YLErp.Modules.TradeModule.DealModule;
using YLErp.Modules.UnderlyingModule;

namespace YLErp.Modules.EodModule.SettlementModule
{
    /// <summary>
    /// 篮子标的日终结算价格保存服务
    /// </summary>
    class EodBasketPriceSaveService : EodSettleServiceBase
    {
        public const string Step = "合成篮子标的价格";

        public EodBasketPriceSaveService(EodSettlementContextBase context) : base(context)
        {

        }

        /// <summary>
        /// 保存篮子标的日终结算价格
        /// </summary>
        public void Execute()
        {
            //取出来未在结算价表中的篮子标的
            //如果篮子标的已禁用并且未在交易中使用则可以忽略合成

            var settleDate = _context.SettleDate;
            var eodStockQuery = DbContext.eod_stock_price.Where(c => c.ValueDate == settleDate);
            var eodCommodityQuery = DbContext.eod_commodity_future_price.Where(c => c.ValueDate == settleDate);
            var umQuery = from um in DbContext.underlying_manager.AsNoTracking()
                          where um.CommodityCode == "篮子标的" && um.OpenDate <= settleDate
                          && !eodStockQuery.Any(n => n.UnderlyingCode == um.UnderlyingCode)
                          && !eodCommodityQuery.Any(n => n.UnderlyingCode == um.UnderlyingCode)
                          select new
                          {
                              um.id,
                              um.UnderlyingCode,
                              um.SubData,
                              um.LaunchState
                          };

            var basketUmList = umQuery.ToArray();

            if (!basketUmList.Any())
            {
                return;
            }
            #region 增加客户筛选 tw
            var edQuery = DbContext.eod_trade_position.Where(d => d.ValueDate == _context.PreSettleDate&& d.TradeType != "自定义交易");
            var tdQuery = DbContext.trade.Where(t => t.TradeDate == settleDate && t.ValidState != ConsGlobal.InValid && t.TradeType != "自定义交易");
            if (_context.Request.ClientIds != null)
            {
                edQuery = edQuery.Where(t => _context.Request.ClientIds.Contains(t.ClientId));
                tdQuery = tdQuery.Where(t => _context.Request.ClientIds.Contains(t.ClientId));
            }
            var edCodeQuery = edQuery.Select(n => n.UnderlyingCode);
            var tdCodeQuery = tdQuery.Select(n => n.UnderlyingCode);
            #endregion

            var usedCodes = edCodeQuery.Union(tdCodeQuery).ToHashSet(StringComparer.OrdinalIgnoreCase);

            var ids = basketUmList.Select(O => O.id);

            var hisDic = new DbRecordChangesService<UnderlyingChanges>(this)
                .GetValueOfLatest(ConsInfoChangeType.Dividend, ids, nameof(underlying_manager.SubData), settleDate.AddDays(-1))
                .ToDictionary(K => K.RecordId, V => V.FieldValue);

            var eodPriceProvider = _context.GetEodPriceProvider();

            foreach (var basketUm in basketUmList)
            {
                if (!usedCodes.Contains(basketUm.UnderlyingCode))
                {
                    continue;
                }

                if (!hisDic.TryGetValue(basketUm.id, out var subData))
                {
                    subData = basketUm.SubData;
                }

                var result = BasketUnderlyingHelper.GetBasketPrice(subData, eodPriceProvider, false);

                if (result.HasError)
                {
                    _context.RaiseError(Step, $"篮子标的'{basketUm.UnderlyingCode}'合成价格失败，标的价格未找到:{string.Join(",", result.ErrorCodeList)}");
                }

                var eodPrice = new eod_stock_price
                {
                    ValueDate = settleDate,
                    UnderlyingCode = basketUm.UnderlyingCode,
                    UnderlyingStatus = null,

                    ClosePrice = result.Price,
                    SettlePrice = result.SettlePrice,

                    ReferencePrice = null,
                    LowPrice = null,
                    HighPrice = null,

                    OptDate = DateTime.Now,
                    OptId = 0,
                    OptName = ConsGlobal.XiTong,
                    DataSource = ConsGlobal.XiTong
                };

                DbContext.eod_stock_price.Add(eodPrice);

                var eodPrice2 = new EodPrice
                {
                    IsStock = true,

                    ValueDate = settleDate,
                    UnderlyingId = basketUm.id,
                    UnderlyingCode = basketUm.UnderlyingCode,
                    UnderlyingStatus = null,

                    ClosePrice = result.Price,
                    SettlePrice = result.SettlePrice,
                    ReferencePrice = null,
                    LowPrice = null,
                    HighPrice = null
                };

                eodPriceProvider.SetPrice(eodPrice2);
            }

            var changes = DbContext.SaveChanges(_context.CancellationToken);

            //直接使用MYSQL语句做了昨日收盘价的处理
            if (_context.IsCurrentDay)
            {
                var sql = $@"
update underlying_manager um join eod_stock_price ep on um.UnderlyingCode=ep.StockId
set um.PrevClosePrice=ep.ClosePrice,um.Price=ep.ClosePrice 
where um.CommodityCode='篮子标的' and ep.ValueDate='{settleDate:yyyy-MM-dd}'";
                DbContext.Database.ExecuteSqlRaw(sql);
            }
        }
    }
}