锦麟 王
5546bd5839
在 `TradeConfirmationGenerator.cs` 中添加 `StockEqvNotionalRealSum` 变量以计算股票等值名义总和，并更新初始预付金支付日的计算逻辑，增加交易费率的计算。 调整 `swapTradeList.js` 和 `tradeConfirmBookListByClient.js` 中的列宽，分别将 `TradeNumber` 和 `ContractCode` 的宽度从 150 增加到 240。
261 lines
13 KiB
C#
261 lines
13 KiB
C#
using Microsoft.VisualBasic;
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using Newtonsoft.Json.Linq;
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using NPOI.SS.Formula.Functions;
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using System.Text.RegularExpressions;
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using YLErp.Core.Helpers;
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using YLErp.DBModels;
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using YLErp.DBModels.Consts;
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using YLErp.DBModels.Enums;
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using YLErp.Enums;
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using YLErp.Plugins.TradeDocGenerator;
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using YLErp.Plugins.TradeDocGenerator.Abstracts;
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namespace YLErp.Plugins.ShanXi.DocumentGenerator
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{
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internal class TradeConfirmationGenerator : BaseConfirmationGenerator_Batch, ITradeConfirmationGenerator
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{
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public TradeConfirmationGenerator()
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: base(ContractTypeEnum.Trade)
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{
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}
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protected override string GetTemplateFilePath()
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{
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string templatePath = null;
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var trade = Context.Trade;
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if (trade.TradeType == "收益互换") //&& trade.StructureType != null)
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{
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//if (trade.StructureType == "普通债券类收益互换" || trade.StructureType == "普通收益互换")
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//{
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// var swapPosition = Context.GetSwapPositions(trade.id, true).Where(x => x.PositionType > 0).FirstOrDefault();
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// if (swapPosition != null)
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// {
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// switch (swapPosition.PositionType)
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// {
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// case 1:
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// templatePath = MosPathHelper.Combine(GlobalConfig.PluginFolder, "App_Docs\\交易确认书\\客户多头交易确认书模板.docx");
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// break;
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// case 2:
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// templatePath = MosPathHelper.Combine(GlobalConfig.PluginFolder, "App_Docs\\交易确认书\\客户空头交易确认书模板.docx");
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// break;
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// }
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// }
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//}
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//else
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//{
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templatePath = MosPathHelper.Combine(GlobalConfig.PluginFolder, "App_Docs\\交易确认书\\浙商证券利率债收益互换合约交易确认书模版.docx");
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//}
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}
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else
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{
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throw new Exception("不支持商品类型");
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}
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return templatePath;
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}
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protected override string GetOutputFileName(string contractNo, string contractIndex)
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{
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var rule = $"收益互换交易确认书{contractNo}";
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return $"{rule}.{DocType.ToLower()}";
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}
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protected override string GetContractNo(out string contractIndex)
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{
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var contractNo = Context.GenerateContractNo(out contractIndex);
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return contractNo;
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}
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protected override void PrepareViewData(Dictionary<string, JToken> dic)
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{
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var trade = Context.Trade;
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switch (trade.IsGroup == 1 ? trade.StructureType : trade.TradeType)
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{
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case "收益互换":
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SetSwapData(dic);
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break;
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default:
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break;
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}
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}
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/// <summary>
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/// 山证收益互换模板数据填充
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/// </summary>
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/// <param name="dic"></param>
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public void SetSwapData(Dictionary<string, JToken> dic)
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{
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var trade = Context.Trade;
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SetSingleSwap(dic);
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}
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private void SetSingleSwap(Dictionary<string, JToken> dic)
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{
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var client = Context.GetClient();
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var bank = Context.GetClientBankCard(false);
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var clientduties = Context.GetClientDuties();
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var table1 = new JArray();
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var table2 = new JArray();
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var clientMarginRate = Context.GetClientMarginRate(client.id);
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dic["交易编号"] = GetContractNo(out string contractIndex);
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dic["交易对手方全称"] = client.ClientType != "产品" ? client.Name : $"{client.Manager}作为管理人代表{client.Name}";
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dic["主协议编号"] = client.MainProtocolCode;
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dic["定义文件编号"] = client.SettleFileNumber;
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var count = 0;
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var trades = Context.Trades;
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var totalPosiQuantity = 0.0;
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var StockEqvNotionalRealSum = 0.0;
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foreach (var trade in trades)
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{
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var swapPositions = Context.GetSwapPositions(trade.id, true);
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var swapPosition = swapPositions.Where(x => x.PositionType == 1 || x.PositionType == 2).FirstOrDefault();
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var interestMargin = swapPositions.Where(x => ConsTrade.InterestModels.Contains(x.InterestMode)).FirstOrDefault();
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var initialMarginQuery = swapPositions.Where(x => x.InterestMode == 5);
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var additionMarginQuery = swapPositions.Where(x => x.InterestMode == 6);
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var underlyingCode = swapPosition?.UnderlyingCode;
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if (count == 0)
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{
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dic["成交日期"] = trade.TradeDate?.ToString("yyyy年M月d日");
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dic["开始日期"] = trade.StartDate?.ToString("yyyy年M月d日");
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dic["到期日期"] = trade.ExerciseDate?.ToString("yyyy年M月d日");
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bool posiLong = swapPosition?.PositionType == (int)PositionTypeFlag.Short ? false : true;
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var interestRate = interestMargin?.InterestRateDefault * 100 ?? 0;
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var basicFee = trade.StockEqvNotionalReal == 0 ? 0 : ((double)((swapPosition?.PosiTradingFeePending) ?? 0) / trade.StockEqvNotionalReal) * 100;
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dic["基本费率"] = (basicFee * 2).ToString("f4");
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dic["交易费用"] = (double)((swapPosition?.PosiTradingFeePending * 2) ?? 0);
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dic["多头约定利率"] = "不适用";
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dic["空头约定利率"] = "不适用";
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if (posiLong)
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{
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dic["支付方"] = "乙方支付";
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dic["接收方"] = "甲方收取";
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}
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else
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{
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dic["支付方"] = "甲方支付";
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dic["接收方"] = "乙方收取";
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}
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if (string.IsNullOrEmpty(interestMargin?.FloatRateUnderlyingCode))
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{
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dic["利率类型"] = "固定利率";
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dic["利差"] = "";
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dic["固定利率"] = ((interestMargin?.InterestRateDefault) ?? 0) * 100;
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dic["参考利率"] = "";
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dic["重置频率"] = "";
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if (posiLong)
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{
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dic["多头约定利率"] = ((double)interestRate).ToString("0.####") + "%";
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}
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else
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{
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dic["空头约定利率"] = ((double)interestRate).ToString("0.####") + "%";
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}
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}
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else
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{
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dic["利率类型"] = "浮动利率";
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dic["利差"] = ((interestMargin?.InterestRateDefault) ?? 0) * 10000;
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dic["利差%"] = ((interestMargin?.InterestRateDefault) ?? 0) * 100;
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dic["参考利率"] = interestMargin?.FloatRateUnderlyingCode;
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dic["固定利率"] = "";
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dic["重置频率"] = interestMargin?.interest_rest_days;
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}
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dic["初始预付金支付日"] = initialMarginQuery.FirstOrDefault()?.HappenDate == null ? "" : interestMargin?.HappenDate?.ToString("【yyyy】年【M】月【d】日");
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dic["管理人名称"] = client.Manager;
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var calculationBasis = interestMargin?.FloatRateUnderlyingCode;
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if (!string.IsNullOrEmpty(calculationBasis))
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{
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calculationBasis += interestRate > 0 ? " + " + ((double)interestRate).ToString("0.####") + "%" : ((double)interestRate).ToString("0.####") + "%";
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}
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else
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{
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calculationBasis = ((double)interestRate).ToString("0.####") + "%";
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}
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dic["计算基准"] = calculationBasis;
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dic["初始保障金率"] = ((clientMarginRate?.InitMarginRate ?? 0) * 100).ToString("0.####") + "%";
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dic["维持保障金率"] = ((clientMarginRate?.MaintenanceRate ?? 0) * 100).ToString("0.####") + "%";
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dic["交易费率"] = dic["基本费率"];
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var initialMarginSum = initialMarginQuery.Sum(x =>
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x.InterestDirection == 2 ? x.InterestPrincipalFix * -1 : x.InterestPrincipalFix);
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dic["期初预付金".Insert("期初预付金".Length, "2?")] = trade.StockEqvNotionalReal.ToString("0.##");
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}
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var row = new JObject();
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row["序号"] = ++count;
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FormatToDict("名义本金", trade.StockEqvNotionalReal, row);
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StockEqvNotionalRealSum += trade.StockEqvNotionalReal;
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row["成交日期"] = trade.TradeDate?.ToString("【yyyy】年【M】月【d】日");
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row["开始日期"] = trade.StartDate?.ToString("【yyyy】年【M】月【d】日");
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row["到期日期"] = trade.ExerciseDate?.ToString("【yyyy】年【M】月【d】日");
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row["成交日期2"] = trade.TradeDate?.ToString("【yyyy】年【M】月【d】日");
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row["户名"] = bank?.ClientName;
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row["银行账号"] = bank?.Card;
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row["开户行"] = bank?.Bank;
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row["大额行号"] = bank?.Payment;
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FormatToDict("期初标的交割全价", (double)((swapPosition?.PosiGrossPrice) ?? 0) * 100, row);
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FormatToDict("期初标的交割净价", (double)((swapPosition?.PosiNetNoFeePrice) ?? 0) * 100, row);
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//row["利差"] = ((interestMargin?.InterestRateDefault) ?? 0) * 100;
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//var basicFee = trade.StockEqvNotionalReal == 0 ? 0 : ((double)((swapPosition?.PosiTradingFeePending) ?? 0) / trade.StockEqvNotionalReal) * 100;
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//row["基本费率"] = (basicFee * 2).ToString("f4");
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FormatToDict("交易费用", (double)((swapPosition?.PosiTradingFeePending * 2) ?? 0), row);
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row["期初预付金利率"] = ((initialMarginQuery.FirstOrDefault()?.InterestRateDefault) ?? 0) * 100;
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row["追加预付金返息率"] = ((clientMarginRate?.AddToMarginRebateRate) ?? 0) * 100;
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if (!string.IsNullOrEmpty(underlyingCode))
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{
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var um = Context.GetTradeUnderlying(underlyingCode);
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row["标的代码"] = um.UnderlyingCode;
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row["标的名称"] = um.UnderlyingName;
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var bond = JsonHelper.Deserialize<UnderlyingBond>(um.ExJson) ??
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new UnderlyingBond();
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row["标的发行人"] = bond.UnderlyingIssuer;
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decimal multiplier = um.IsBond() ? 100 : 1;
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FormatToDict("期初价格", (double)((swapPosition?.PosiGrossPrice * multiplier) ?? 0), row);
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}
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else
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{
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row["标的名称"] = "";
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row["标的代码"] = "";
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row["期初价格"] = "";
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}
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FormatToDict("数量", (double)((swapPosition?.PosiQuantity) ?? 0), row);
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totalPosiQuantity += (double)((swapPosition?.PosiQuantity) ?? 0);
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FormatToDict("合约乘数", (double)((swapPosition?.ContractSize) ?? 0), row);
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row["方向"] = swapPosition?.PositionType switch
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{
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1 => "买入",
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2 => "卖出",
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_ => ""
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};
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table1.Add(row);
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dic["名义本金".Insert("名义本金".Length, "2?")] = StockEqvNotionalRealSum.ToString("0.##");
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}
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clientduties = clientduties.Where(x => x.ContactTypeId.Contains("3")).OrderBy(o => o.id).ToList();//交易确认书邮件接收人
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if (clientduties.Count > 0)
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{
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var clientduty = clientduties.First();
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var row = new JObject();
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row["姓名"] = clientduty.ContactName;
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row["身份证号"] = clientduty.IdCardNo;
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row["联系电话"] = clientduty.PhoneNumber;
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row["电子邮箱"] = clientduty.Email;
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row["传真"] = clientduty.Fax;
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table2.Add(row);
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}
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dic["table1"] = table1;
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dic["table2"] = table2;
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}
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}
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} |