95 lines
4.1 KiB
C#
95 lines
4.1 KiB
C#
namespace YLErp.Modules.EodModule.SettlementModule
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{
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/// <summary>
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/// 检查所有当日交易，是否全部确认，股票期权期初价格是否已确认
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/// </summary>
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class EodCheckNewTrade : EodSettleServiceBase
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{
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public const string Step = "检查当日交易";
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public EodCheckNewTrade(EodSettlementContextBase context) : base(context)
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{
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}
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/// <summary>
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/// 检查交易期初价格未确认则收盘停止
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/// 当日成交交易是否全部确认，
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/// 当日到期期权是否处理完成
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/// </summary>
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public void Execute()
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{
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var settleDate = _context.SettleDate;
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var clienIds = _context.Request.ClientIds;
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var tradePredicate = _context.PredicateBuilder.GetOtcSwapTradePredicate();
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#region 新增客户筛选 tw
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if (clienIds != null)
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{
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tradePredicate = tradePredicate.And(l => clienIds.Contains(l.ClientId));
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}
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#endregion
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//a.期初价格未确认则收盘停止t(这段逻辑是否用不到了???)
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if (PS.Config.ComponentVersion == Configuration.ComponentVersion.Broker)
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{
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var predicate1 = tradePredicate.And(t => t.SpotPrice == null
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&& t.IsMoneynessOption == "是" && t.UnderlyingInstrumentType == ConsGlobal.InstrumentType.Stock);
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var query1 = DbContext.trade.Where(predicate1).Select(t => new { t.TradeType, t.TradeNumber });
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var moneynessOptionTradeList = query1.ToList();
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if (moneynessOptionTradeList.Any())
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{
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var msg = string.Join(",", moneynessOptionTradeList.Select(n => n.TradeType + " " + n.TradeNumber).ToArray());
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_context.RaiseError("期初价格未填写", msg);
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}
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}
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//b.检查所有当日交易，是否全部确认
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var checkTradeStatus = new string[] { ConsTrade.新增待确认, ConsTrade.修改待确认, ConsTrade.审批中 };
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//当天收盘需要验证所有中间状态是否完成
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if (_context.IsCurrentDay)
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{
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checkTradeStatus = new string[] { ConsTrade.新增待确认, ConsTrade.修改待确认, ConsTrade.审批中, ConsTrade.平仓待复核, ConsTrade.提前终止拒绝, ConsTrade.已拒绝, ConsTrade.行权待复核, ConsTrade.互换待复核 };
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}
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var predicate2 = tradePredicate.And(t => checkTradeStatus.Contains(t.TradeStatus));
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var unConfirmTrades = DbContext.trade.Where(predicate2).Select(t => new
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{
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t.TradeType,
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t.TradeNumber,
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t.TradeStatus
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}).ToList();
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//历史收盘时降低未来状态的影响
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if (!_context.IsCurrentDay)
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{
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var tcActions = new[] { "系统操作-平仓费", "系统操作-行权费", "系统操作-互换" };
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checkTradeStatus = new string[] { ConsTrade.平仓待复核, ConsTrade.提前终止拒绝, ConsTrade.已拒绝, ConsTrade.行权待复核, ConsTrade.互换待复核 };
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predicate2 = tradePredicate.And(t => checkTradeStatus.Contains(t.TradeStatus));
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var query = from t in DbContext.trade.Where(predicate2)
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where !DbContext.trade_cash.Any(tc => tc.TradeId == t.id && tcActions.Contains(tc.Action) && tc.ValueDate > _context.SettleDate)
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select new
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{
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t.TradeType,
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t.TradeNumber,
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t.TradeStatus
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};
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var unConfirmTrades2 = query.ToArray();
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unConfirmTrades.AddRange(unConfirmTrades2);
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}
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if (unConfirmTrades.Any())
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{
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var msg = string.Join(",", unConfirmTrades.Select(n => n.TradeType + " " + n.TradeNumber).ToArray());
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_context.RaiseError("交易状态不符合结算要求", msg);
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}
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}
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}
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}
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