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

using YLErp.DBModels.Consts;
using YLErp.DBModels.Enums;
using YLErp.DBModels.Helpers;
using YLErp.Helpers;
using YLErp.Modules.DataProviderModule;
using YLErp.Modules.TradeModule;
using YLErp.Modules.TradeModule.DealModule;
using YLErp.QdpModule;

namespace YLErp.Modules.EodModule.SettlementModule
{
    /// <summary>
    /// 日终结算除权除息
    /// </summary>
    public class EodDividenService : EodSettleServiceBase
    {
        public const string Step = "除权除息";

        readonly DateTime _bodDate;

        public EodDividenService(EodSettlementContextBase context) : base(context)
        {
            _bodDate = QdpCalendarHelper.GetNonHoliday(SettleDate.AddDays(1));
        }

        //------------------------------------------------------
        // 备份次日初持仓数据
        // 将settleDate未了结的交易，进行除权除息
        // 将场内部分结果保存到bod_trade_position表和trade_position表
        // 将场外部分结果保存到trade和bodTrade表
        // 次日开仓场内持仓数据从bod_trade_position表开始
        // 次日开仓场外交易数据从trade表开始
        //------------------------------------------------------

        /// <summary>
        /// 场内交易除权除息处理
        /// </summary>
        public void Execute(IEnumerable<EodTradePosition> eodPositionList)
        {
            if (eodPositionList is null || !eodPositionList.Any())
            {
                return;
            }

            var exchangePositionList = eodPositionList.Where(O => ConsTrade.TradeTypesForHedge.Contains(O.TradeType)|| ConsTrade.BondTypeList.Contains(O.TradeType)).ToList();

            var bodTradePositions = new DividendService(OptUser).Execute(_context.SettleDate, exchangePositionList);

            foreach (var item in bodTradePositions)
            {
                item.ValueDate = _bodDate;
            }

            using (var db = DbContextFactory.GetYLDbContext())
            {
                db.BodTradePosition.AddRange(bodTradePositions);

                if (_context.IsCurrentDay)
                {
                    var tpList = ConvertToTradePosition(bodTradePositions);
                    db.TradePosition.AddRange(tpList);
                    db.BulkDelete<TradePosition>("1=1");
                }

                BodTradePosition t;
                db.BulkDelete<BodTradePosition>($"{nameof(t.ValueDate)}='{_bodDate:yyyy-MM-dd}'");
                db.SaveChanges(_context.CancellationToken);
            }
        }

        /// <summary>
        /// 场外交易除权除息处理
        /// </summary>
        public void Execute(IEnumerable<trade> trades)
        {
            if (trades is null || !trades.Any())
            {
                return;
            }

            var bodTrades = new DividendService(OptUser).Execute(SettleDate, trades, out var useSaveTrades, out var useSaveUnderlyings);

            foreach (var item in bodTrades)
            {
                item.ValueDate = _bodDate;
            }

            bod_trade t;

            using (var db = DbContextFactory.GetYLDbContext())
            {
                db.bod_Trade.AddRange(bodTrades);

                //更新underlying数据
                if (useSaveUnderlyings.Any())
                {
                    var service = new DbRecordChangesService<UnderlyingChanges>(UserInfo, db);
                    List<UnderlyingChanges> ucList = new List<UnderlyingChanges>();
                    var ids = useSaveUnderlyings.Select(O => O.id);
                    var dbUm = db.underlying_manager.Where(O => ids.Contains(O.id)).ToArray();
                    foreach (var item in useSaveUnderlyings)
                    {
                        var um = dbUm.FirstOrDefault(O => O.id == item.id);
                        if (um == null)
                        {
                            continue;
                        }
                        var uc = new UnderlyingChanges
                        {
                            ChangeType = ConsInfoChangeType.Dividend,
                            RecordId = um.id,
                            FieldName = nameof(underlying_manager.SubData),
                            FieldValue = um.SubData ?? "",
                            NewValue = item.SubData ?? "",
                            OptDate = SettleDate,
                            Update = DateTime.Now
                        };
                        ucList.Add(uc);
                        um.SubData = item.SubData;
                    }
                    service.Save(ucList, false);
                }

                //更新trade数据
                if (useSaveTrades.Any())
                {
                    var ids = useSaveTrades.Select(O => O.id).ToList();
                    var tradeList = db.trade.Where(O => ids.Contains(O.id)).ToList();
                    new TradeExtendService(UserInfo, db).SetTradeExtend(tradeList, tracking: true);
                    foreach (var item in useSaveTrades)
                    {
                        var td = tradeList.FirstOrDefault(O => O.id == item.id);
                        if (td == null || td.DividendDate >= item.DividendDate
                            || td.OriginalNotional >= item.OriginalNotional
                            || Math.Abs((td.OriginalNotional - item.OriginalNotional) ?? 0) < 1e-5)
                        {
                            continue;
                        }

                        //var changes = TradeChangeUtil.GetAllChanges(td, item);
                        //var changsStr = TradeChangeUtil.SerializeChanges(changes, out var auditFlag);
                        TradeHelper2.ReduceTradeExt(td);
                        TradeHelper2.ReduceTradeExt(item);
                        var changsStr = DataChangeHelper.GetDataChanges(td, item).ToJson();

                        db.TradeAuditLog.Add(new TradeAuditLog
                        {
                            TradeId = td.id,
                            Changes = changsStr,
                            DataType = "C01",
                            OptId = UserId,
                            OptName = UserName,
                            OptDate = OptDate,
                            OptType = "除权除息",
                            AuditFlag = TradeAuditFlag.operation //| auditFlag
                        });

                        var changeList = DividendService.GetDividendChanges(td, item);
                        new DbRecordChangesService<TradeChanges>(OptUser, db).Save(changeList, false);

                        DividendService.SetDividendTradeData(td, item);
                    }
                }
              
                if (_context.ClienIds!=null&& _context.ClienIds.Any())
                {
                    string strClientWhere=string.Join(",", _context.ClienIds);
                    db.BulkDelete<bod_trade>($"{nameof(t.ValueDate)}='{_bodDate:yyyy-MM-dd}' and ClientId in ({strClientWhere})");
                }
                else
                {
                    db.BulkDelete<bod_trade>($"{nameof(t.ValueDate)}='{_bodDate:yyyy-MM-dd}'");
                }
                db.SaveChanges(_context.CancellationToken);
            }
        }

        private IEnumerable<TradePosition> ConvertToTradePosition(IEnumerable<BodTradePosition> positions)
        {
            var tpList = new List<TradePosition>();

            foreach (var item in positions)
            {
                DateTime maturityDate;

                if (item.TradeType == "股票")
                {
                    maturityDate = DateTime.Today.AddYears(10);
                }
                else if (item.TradeType == "场内期权")
                {
                    ExchangeOptionDataProvider.TryGetMaturityDate(item.ExchangeOptionCode, out var date);
                    maturityDate = date;
                }
                else if (!UnderlyingDataProvider.TryGetMaturityDate(item.UnderlyingCode, out maturityDate))
                {
                    maturityDate = DateTime.Today.AddMonths(1);
                }

                tpList.Add(new TradePosition
                {
                    BookId = item.BookId,
                    TradeType = item.TradeType,
                    TradeType1 = TradeHelper.GetTradeType1(item.TradeType),
                    UnderlyingId = item.UnderlyingId,
                    UnderlyingCode = item.UnderlyingCode,
                    PositionType = item.PositionType == "long" ? PositionTypeFlag.Long : PositionTypeFlag.Short,
                    Position = item.Amount,
                    PositionCost = item.Cost,
                    MaturityDate = maturityDate,
                    InstrumentCode = item.ExchangeOptionCode,
                    CreateTime = DateTime.Now,
                    UpdateTime = DateTime.Now
                });
            }

            return tpList;
        }
    }
}