297 lines
11 KiB
C#
297 lines
11 KiB
C#
using NPOI.SS.Formula.Functions;
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using System;
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using System.Data;
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using System.Linq.Expressions;
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using YLErp.DBModels.Enums;
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using YLErp.Model;
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using YLErp.Models;
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namespace YLErp.Modules.ExchangeTradeModule
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{
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/// <summary>
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/// 场内标的交易查询服务
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/// </summary>
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public class ExchangeTradeQueryService : YLBaseService
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{
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public ExchangeTradeQueryService(YLBaseService baseService) : base(baseService)
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{
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}
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public ExchangeTradeQueryService(OptUserInfo userInfo) : base(userInfo)
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{
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}
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public IPagedList<ExchangeTradeDto> GetPagedList(ExchangeTradeReq req)
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{
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if (req is null)
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{
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throw new ArgumentNullException(nameof(req));
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}
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var predicate = req.BuildPredicate();
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var query = DbContext.ExchangeTrade.Where(predicate)
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.ProjectTo<ExchangeTradeDto>(YLAutoMapper.Config);
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var list = query.ToPagedList(req);
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foreach (var item in list)
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{
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var under = DataCacheModule.DataCacheManager.GetUnderlyingDataSource().GetData(item.UnderlyingCode);
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item.ExerciseMode = ConsGlobal.ExerciseMode.GetDesc(item.ExerciseMode);
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item.AssetBookName = DataCacheProvider.GetAssetUnitDataSource().GetData(item.AssetBookId)?.Name;
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item.UnderlyingName = under?.UnderlyingName;
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item.CountRatio = under?.CountRatio ??1;
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}
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return list;
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}
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public IPagedList<ExchangeTradePositionDto> GetPagedPositionList(ExchangeTradeReq req)
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{
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if (req is null)
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{
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throw new ArgumentNullException(nameof(req));
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}
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IQueryable<ExchangeTradePositionDto> query = null;
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//var lastValueDate = EodOperationBase.GetLastSettlementDate(DateTime.Now);
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//if (req.TradeDateTo == null || req.TradeDateTo > lastValueDate)
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//{
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var predicate = req.BuildPositionPredicateBase();
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//从 intraday_trade_position获取
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query =
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DbContext.TradePosition.Where(predicate)
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// 组合eod持仓信息
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.Select(o => new ExchangeTradePositionDto()
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{
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id = (int)o.id,
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BookId = o.BookId,
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PositionCount = o.Position,
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OptionCode = o.InstrumentCode,
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PositionCost = o.PositionCost,
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PositionType = o.PositionType == PositionTypeFlag.Long ? "多头" : "空头",
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UnderlyingCode = o.UnderlyingCode,
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ValueDate = o.UpdateTime,
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TradeType = o.TradeType
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});
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//}
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//else
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//{
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// var predicate = req.BuildPositionPredicate();
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// //从eod_trade_position获取
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// query = DbContext.eod_trade_position.Where(predicate)
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// // 组合eod持仓信息
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// .Select(o => new ExchangeTradePositionDto() {
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// BookId = o.BookId,
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// PositionCount = o.Amount,
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// PositionCost = o.Cost,
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// PositionType = o.PositionType == "long" ? "多头" : "空头",
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// UnderlyingCode = o.UnderlyingCode,
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// ValueDate = o.ValueDate,
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// TradeType = o.TradeType
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// });
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//}
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var list = query.ToList().AsQueryable().ToPagedList(req);
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var insiteTradeList = list.Where(t => "场内期权".Equals(t.TradeType)).ToList();
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Dictionary<string, double> insiteTradeContractSizeDic = null;
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if (insiteTradeList != null && insiteTradeList.Count > 0)
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{
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var optionCodes = insiteTradeList.Select(p => p.OptionCode).Distinct().ToList();
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insiteTradeContractSizeDic = DbContext.exchange_list_option.AsNoTracking().Where(p => optionCodes.Contains(p.ContractCode)).ToDictionary(p => p.ContractCode, p => p.ContractSize);
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}
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if (insiteTradeContractSizeDic == null)
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{
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insiteTradeContractSizeDic = new Dictionary<string, double>();
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}
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foreach (var item in list)
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{
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//item.ExerciseMode = ConsGlobal.ExerciseMode.GetDesc(item.ExerciseMode);
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item.AssetBookName = DataCacheProvider.GetAssetUnitDataSource().GetData(item.BookId)?.Name;
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var Underlying = DataCacheModule.DataCacheManager.GetUnderlyingDataSource().GetData(item.UnderlyingCode);
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item.UnderlyingName = Underlying.UnderlyingName;
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item.PositionCount = item.PositionCount / Underlying.CountRatio;
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if ("场内期权".Equals(item.TradeType))
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{
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var contractSize = insiteTradeContractSizeDic.ContainsKey(item.OptionCode) ? insiteTradeContractSizeDic[item.OptionCode] : 1.0;
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item.Position = item.PositionCount / contractSize * Underlying.CountRatio;
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}
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else
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{
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item.Position = item.PositionCount / Underlying.ContractSize * Underlying.CountRatio;
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}
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var price = item.Position==0?0: item.PositionCost / item.Position;
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item.UnderlyingPrice = (price*100).OtcFormat(OtcFormatFlag.umprice);
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//item.PositionCost = item.PositionCount * Underlying.CountRatio;
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item.CountRatio = Underlying.CountRatio;
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}
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return list;
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}
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public ExchangeTradeDto GetDetail(int id)
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{
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var dto = DbContext.ExchangeTrade.ProjectTo<ExchangeTradeDto>(YLAutoMapper.Config).Where(n => n.id == id).FirstOrDefault();
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dto.AssetBookName = DataCacheProvider.GetAssetUnitDataSource().GetData(dto.AssetBookId)?.Name;
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dto.CountRatio = DataCacheProvider.GetUnderlyingDataSource().GetData(dto.UnderlyingId)?.CountRatio ?? 1;
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return dto;
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}
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}
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/// <summary>
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/// 场内交易查询Model
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/// </summary>
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public class ExchangeTradeReq : PagedQueryModel
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{
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public bool IsOption { get; set; }
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public string TradeType { get; set; }
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public List<int> AssetBookIds { get; set; }
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public IEnumerable<int> AssetIdGroupList { get; set; }
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public IEnumerable<int> UnderlyingIds { get; set; }
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public IEnumerable<string> UnderlyingCodes { get; set; }
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public string OptionCode { get; set; }
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public string TradeSide { get; set; }
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public DateTime? TradeDateFrom { get; set; }
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public DateTime? TradeDateTo { get; set; }
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public List<int> UserAssets { get; set; }
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public Expression<Func<ExchangeTrade, bool>> BuildPredicate()
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{
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var predicate = PredicateBuilder.Create<ExchangeTrade>(n => n.IsValid);
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if(UserAssets != null)
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{
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predicate = predicate.And(n => UserAssets.Contains(n.AssetBookId));
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}
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if (IsOption)
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{
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predicate = predicate.And(n => n.TradeType == "场内期权");
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}
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else
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{
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predicate = predicate.And(n => n.TradeType != "场内期权");
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}
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if (!string.IsNullOrEmpty(TradeType))
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{
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predicate = predicate.And(n => n.TradeType == TradeType);
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}
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if (UnderlyingIds != null && UnderlyingIds.Any(n => n > 0))
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{
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predicate = predicate.And(n => UnderlyingIds.Contains(n.UnderlyingId));
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}
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if (UnderlyingCodes != null && UnderlyingCodes.Any(n => !string.IsNullOrEmpty(n)))
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{
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predicate = predicate.And(n => UnderlyingCodes.Contains(n.UnderlyingCode));
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}
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if (!string.IsNullOrEmpty(OptionCode))
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{
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predicate = predicate.And(n => n.OptionCode == OptionCode);
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}
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if (!string.IsNullOrEmpty(TradeSide))
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{
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predicate = predicate.And(n => n.TradeSide == TradeSide);
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}
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if (TradeDateFrom != null)
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{
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predicate = predicate.And(n => n.TradeDate >= TradeDateFrom.Value);
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}
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if (TradeDateTo != null)
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{
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predicate = predicate.And(n => n.TradeDate <= TradeDateTo.Value);
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}
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if (AssetBookIds.Any())
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{
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predicate = predicate.And(n => AssetBookIds.Contains(n.AssetBookId));
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}
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return predicate;
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}
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public Expression<Func<TradePosition, bool>> BuildPositionPredicateBase()
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{
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var predicate = PredicateBuilder.Create(PredicateBuilder.True<TradePosition>());
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List<string> tradetypes = new List<string> { "股票", "商品期货", "商品现货", "场内期权", "利率债", "信用债", "其它债券" };
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if (PS.Config.IsGuoJun)
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{
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tradetypes.Remove("场内期权");
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}
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if(UserAssets != null)
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{
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predicate = predicate.And(n => UserAssets.Contains(n.BookId));
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}
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predicate = predicate.And(n => tradetypes.Contains(n.TradeType) && n.Position != 0);
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if (!string.IsNullOrEmpty(TradeType))
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{
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predicate = predicate.And(n => n.TradeType == TradeType);
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}
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if (UnderlyingIds != null && UnderlyingIds.Any(n => n > 0))
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{
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predicate = predicate.And(n => UnderlyingIds.Contains(n.UnderlyingId));
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}
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if (UnderlyingCodes != null && UnderlyingCodes.Any(n => !string.IsNullOrEmpty(n)))
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{
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predicate = predicate.And(n => UnderlyingCodes.Contains(n.UnderlyingCode));
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}
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if (!string.IsNullOrEmpty(OptionCode))
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{
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predicate = predicate.And(n => n.InstrumentCode == OptionCode);
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}
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if (!string.IsNullOrEmpty(TradeSide))
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{
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PositionTypeFlag positionType = PositionTypeFlag.Unknown;
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if (TradeSide.Contains("多头"))
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{
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positionType = PositionTypeFlag.Long;
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}
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else
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{
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positionType = PositionTypeFlag.Short;
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}
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predicate = predicate.And(n => n.PositionType == positionType);
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}
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if (AssetBookIds.Any())
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{
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predicate = predicate.And(n => AssetBookIds.Contains(n.BookId));
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}
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return predicate;
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}
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public int page { get; set; }
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public int rows { get; set; }
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public string sidx { get; set; }
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public string sord { get; set; }
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}
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}
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