448 lines
20 KiB
C#
448 lines
20 KiB
C#
using BaseOUDAL;
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using System;
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using System.Data;
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using System.Linq;
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using System.Text;
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using YLErp.Commons;
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using YLErp.Configuration.Enums;
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using YLErp.Helpers;
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using YLErp.Model;
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namespace YLErp.Modules.UnderlyingModule
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{
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/// <summary>
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/// 个股黑白名单信息管理服务
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/// </summary>
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public class StockBlackWhiteService : YLBaseService
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{
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public StockBlackWhiteService(YLBaseService baseService) : base(baseService)
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{
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}
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public StockBlackWhiteService(OptUserInfo userInfo) :
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base(userInfo)
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{
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}
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private string getUnderlyingType(string code)
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{
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string assetVariety = "";
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if (code.StartsWith("60") || code.StartsWith("000"))
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{ //主板
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assetVariety = "ZB";
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}
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else if (code.StartsWith("002"))
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{//中小板
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assetVariety = "ZXB";
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}
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else if (code.StartsWith("300"))
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{//创业板
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assetVariety = "CYB";
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}
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else if (code.StartsWith("688"))
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{//科创版
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assetVariety = "KCB";
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}
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else
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{
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assetVariety = "JW";
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}
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return assetVariety;
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}
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public void StockBlackWhiteAddJson(List<StockBlackWhite> data, bool checkStatus)
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{
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if (data.Any(O => string.IsNullOrWhiteSpace(O.UnderlyingCode)))
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{
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throw new ServiceException("代码不应为空");
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}
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var query = data.Where(O => !O.UnderlyingCode.Contains("."));
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if (query.Any())
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{
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var errCode = query.Select(O => O.UnderlyingCode);
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throw new ServiceException($"{string.Join(",", errCode)}代码应包含市场后缀");
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}
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query = data.Where(O => O.BlackWhiteState < 0 || O.BlackWhiteState > 1);
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if (query.Any())
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{
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var errCode = query.Select(O => O.UnderlyingCode);
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throw new ServiceException($"{string.Join(",", errCode)}记录应指定所属黑名单或白名单");
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}
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for (int i = 0; i < data.Count; i++)
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{
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data[i].UnderlyingCode = data[i].UnderlyingCode.ToUpper();
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if (data[i].LimitRange == LimitRangeEnum.All)
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{
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data[i].LimitRange = LimitRangeEnum.Option;
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data.Add(new StockBlackWhite()
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{
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UnderlyingCode = data[i].UnderlyingCode,
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UnderlyingName = data[i].UnderlyingName,
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BlackWhiteState = data[i].BlackWhiteState,
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LimitRange = LimitRangeEnum.Swap
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});
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}
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}
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if (checkStatus)
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{
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var newCodeDict = data.GroupBy(O => O.BlackWhiteState).ToDictionary(K => K.Key, V => V.Select(O => O));
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var predicate = PredicateBuilder.False<StockBlackWhite>();
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if (newCodeDict.ContainsKey(0))
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{
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var blackList = newCodeDict[0].Select(O => O.UnderlyingCode).ToHashSet();
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var limits = newCodeDict[0].Select(O => O.LimitRange).ToHashSet();
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predicate = predicate.Or(O => O.BlackWhiteState != 0 && limits.Contains(O.LimitRange) && blackList.Contains(O.UnderlyingCode));
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}
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if (newCodeDict.ContainsKey(1))
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{
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var whiteList = newCodeDict[1].Select(O => O.UnderlyingCode).ToHashSet();
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var limits = newCodeDict[1].Select(O => O.LimitRange).ToHashSet();
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predicate = predicate.Or(O => O.BlackWhiteState != 1 && limits.Contains(O.LimitRange) && whiteList.Contains(O.UnderlyingCode));
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}
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var checkData =
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DbContext.Stock_BlackWhite.Where(predicate)
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.AsEnumerable()
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.GroupBy(O => O.BlackWhiteState).ToDictionary(K => K.Key, V => V.Select(O => O.UnderlyingCode));
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StringBuilder sb = new StringBuilder();
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if (checkData.Count > 0)
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{
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if (checkData.ContainsKey(0))
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{
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sb.Append($"{string.Join(",", checkData[0])}代码存在于黑名单中,");
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}
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if (checkData.ContainsKey(1))
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{
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sb.Append($"{string.Join(",", checkData[1])}代码存在于白名单中,");
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}
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if (sb.Length > 0)
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{
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sb.Append("是否覆盖?");
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}
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}
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if (sb.Length > 0)
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{
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throw new ServiceException(sb.ToString());
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}
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}
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var codes = data.Select(O => O.UnderlyingCode);
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var codeDict = DbContext.underlying_manager.Where(O => O.UnderlyingInstrumentType == "Stock" && codes.Contains(O.UnderlyingCode)).ToDictionary(K => K.UnderlyingCode, V => V);
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var dbDict = DbContext.Stock_BlackWhite.AsEnumerable().GroupBy(O => O.UnderlyingCode).ToDictionary(K => K.Key, V => V.ToArray());
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var tempList = new HashSet<string>();
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foreach (var item in data)
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{
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if (!codeDict.ContainsKey(item.UnderlyingCode))
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{
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if (item.BlackWhiteState != 0)
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{
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item.UnderlyingCode = item.UnderlyingCode.ToUpper();
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//如果标的不存在,则自动创建;如果标的资产类型不在已知范围内,则创建失败;
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var varietyCode = getUnderlyingType(item.UnderlyingCode);
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var marketCode = item.UnderlyingCode.Split('.')[1];
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var tempName = $"A股股票{(marketCode == "SZ" ? "深圳" : "上海")}";
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var variety =
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DataCacheProvider.GetVarietyDataSource().AsQueryable().Where(O => O.VarietyCode == varietyCode).FirstOrDefault()
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?? DataCacheProvider.GetVarietyDataSource().AsQueryable().Where(O => O.VarietyName == tempName).FirstOrDefault();
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var um = new underlying_manager();
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um.UnderlyingCode = item.UnderlyingCode;
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um.UnderlyingName = item.UnderlyingName;
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um.UnderlyingInstrumentType = "Stock";
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um.UnderlyingType = variety?.VarietyCode;
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um.UnderlyingTypeId = variety?.id ?? 0;
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um.LaunchState = item.BlackWhiteState.ToString();
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um.MarketCode = marketCode;
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um.UnderlyingState = "Live";
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um.UnderlyingStatus = "正常运行";
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um.TradeCode = item.UnderlyingCode;
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um.UnderlyingDesc = "黑白名单同步";
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var underlyingService = new UnderlyingDalService(OptUser).SaveUnderlyingData(um);
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codeDict[item.UnderlyingCode] = um;
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}
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}
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if (!tempList.Add($"{item.UnderlyingCode}_{item.LimitRange}"))
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{
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continue;
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}
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StockBlackWhite stockBlackWhite =
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dbDict.ContainsKey(item.UnderlyingCode) ? dbDict[item.UnderlyingCode].FirstOrDefault(c =>
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c.UnderlyingCode == item.UnderlyingCode &&
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(c.LimitRange == LimitRangeEnum.All ||
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c.LimitRange == item.LimitRange)) : null;
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if (stockBlackWhite == null)
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{
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stockBlackWhite = new StockBlackWhite
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{
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UnderlyingCode = item.UnderlyingCode,
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};
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DbContext.Stock_BlackWhite.Add(stockBlackWhite);
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}
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stockBlackWhite.UnderlyingName = codeDict.ContainsKey(item.UnderlyingCode) ? codeDict[item.UnderlyingCode].UnderlyingName : item.UnderlyingName ?? "";
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stockBlackWhite.BlackWhiteState = item.BlackWhiteState;
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stockBlackWhite.LimitRange = item.LimitRange;
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stockBlackWhite.OptId = UserId;
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stockBlackWhite.OptName = UserName;
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stockBlackWhite.OptDate = DateTime.Now;
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}
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DbContext.SaveChanges();
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}
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/// <summary>
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/// 查询股票黑白名单列表
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/// </summary>
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/// <param name="req"></param>
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/// <returns></returns>
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public SearchListResult<StockBlackWhite> SearchList(StockBlackWhiteQuery req, bool needSign = false)
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{
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var query = from source in DbContext.Stock_BlackWhite select source;
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if (!string.IsNullOrEmpty(req.UnderlyingCode))
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{
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query = query.Where(d => d.UnderlyingCode.Contains(req.UnderlyingCode));
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}
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if (!string.IsNullOrEmpty(req.UnderlyingName))
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{
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query = query.Where(d => d.UnderlyingName.Contains(req.UnderlyingName));
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}
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//if (req.tabIndex == (int)StockBlackWhiteEnum.黑名单)
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//{
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// query = query.Where(d => d.BlackWhiteState == 0);
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//}
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//if (req.tabIndex == (int)StockBlackWhiteEnum.白名单)
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//{
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// query = query.Where(d => d.BlackWhiteState == 1);
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//}
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if (req.OptId != null)
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{
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query = query.Where(d => d.OptId == req.OptId);
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}
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if (!string.IsNullOrEmpty(req.OptName))
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{
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query = query.Where(d => d.OptName.Contains(req.OptName));
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}
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if (req.BlackWhiteState >= 0)
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{
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query = query.Where(d => d.BlackWhiteState == req.BlackWhiteState);
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}
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if (req.LimitRange != LimitRangeEnum.All)
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{
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query = query.Where(O => O.LimitRange == LimitRangeEnum.All || O.LimitRange == req.LimitRange);
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}
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if (string.IsNullOrEmpty(req.sidx))
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{
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req.sidx = "id";
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req.sord = "asc";
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}
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SearchListResult<StockBlackWhite> retListResult = query.ToSearchList(req);
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if (needSign)
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{
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var list = retListResult.rows.Select(O => O.UnderlyingCode);
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if (list.Count() > 0)
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{
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var codes = DbContext.Stock_BlackWhite
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.Where(O => O.LimitRange == req.LimitRange && O.BlackWhiteState != req.BlackWhiteState && list.Contains(O.UnderlyingCode))
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.Select(O => O.UnderlyingCode);
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foreach (var item in retListResult.rows)
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{
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item.NeedSign = codes.Contains(item.UnderlyingCode);
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}
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}
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}
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return retListResult;
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}
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public bool ImportStockBlackWhitePublic(Stream stream, int blackWhiteState, bool checkStatus)
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{
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try
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{
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List<ExcelHelper.DataColumnModel> dc = new List<ExcelHelper.DataColumnModel>();
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dc.Add(new ExcelHelper.DataColumnModel("标的资产代码", nameof(StockBlackWhite.UnderlyingCode), (cv, obj) =>
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{
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return ((string)cv ?? "").ToUpper();
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}));
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dc.Add(new ExcelHelper.DataColumnModel("标的名称", nameof(StockBlackWhite.UnderlyingName)));
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dc.Add(new ExcelHelper.DataColumnModel("名单类别", nameof(StockBlackWhite.BlackWhiteState), (cv, obj) =>
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{
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int result = -1;
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switch (cv)
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{
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case "黑名单":
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result = 0;
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break;
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case "白名单":
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result = 1;
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break;
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}
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return result;
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}));
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dc.Add(new ExcelHelper.DataColumnModel("业务类别", nameof(StockBlackWhite.LimitRange), (cv, obj) =>
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{
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LimitRangeEnum result = ((string)cv).GetEnumByDescription<LimitRangeEnum>();
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return result;
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}));
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var dict = new ExcelHelper().ExcelToListT<StockBlackWhite>(dc.ToArray(), stream, new[] { "场外期权", "互换" });
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var stockBlackWhite = new List<StockBlackWhite>();
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foreach (var item in dict)
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{
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foreach (var O in item.Value)
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{
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O.LimitRange = item.Key == "场外期权" ? LimitRangeEnum.Option : LimitRangeEnum.Swap;
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O.BlackWhiteState = blackWhiteState;
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O.OptId = UserId;
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O.OptName = UserName;
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O.OptDate = DateTime.Now;
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}
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stockBlackWhite.AddRange(item.Value);
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}
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StockBlackWhiteAddJson(stockBlackWhite, checkStatus);
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return true;
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}
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catch (ServiceException) { throw; }
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catch (Exception ex)
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{
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LogFactory.GetLogger("StockBlackWhiteStarvice").Error(ex, "导入黑白名单数据,操作出错");
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throw;
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}
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}
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public bool DeleteStockBlackWhite(IEnumerable<int> ids, LimitRangeEnum limitRange, int blackWhiteState)
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{
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var targetLimit = limitRange == LimitRangeEnum.Option ? LimitRangeEnum.Swap : LimitRangeEnum.Option;
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List<StockBlackWhite> delList = new List<StockBlackWhite>();
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var query = DbContext.Stock_BlackWhite.Where(O => ids.Contains(O.id) && O.BlackWhiteState == blackWhiteState);
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var data = query.Where(c => c.LimitRange == limitRange);
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DbContext.Stock_BlackWhite.RemoveRange(data);
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data = query.Where(O => O.LimitRange == LimitRangeEnum.All);
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foreach (var item in data)
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{
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item.LimitRange = targetLimit;
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item.OptId = UserId;
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item.OptName = UserName;
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item.OptDate = DateTime.Now;
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}
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DbContext.SaveChanges();
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return true;
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}
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/// <summary>
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/// 获取标的黑白名单列表
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/// </summary>
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/// <param name="limitRange">获取黑白名单的维度</param>
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/// <param name="Codes">黑白名单都不存在时,该值为Null,只存在黑名单时返回黑名单列表,否则返回包含在白名单且不包含在黑名单中的列表</param>
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/// <returns>黑白名单都不存在或黑白名单都存在或只存在白名单时,返回false;只存在黑名单时,返回true;</returns>
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public bool GetStockBlackWhiteList(LimitRangeEnum limitRange, out List<string> Codes)
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{
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var useWhiteCode = false;
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System.Diagnostics.Debug.WriteLine($"{"".PadLeft(50, '=')}");
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var blackWhiteQuery = DataCacheProvider.GetStockBlackWhiteDataSource().AsQueryable()
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.Where(O => O.LimitRange == Configuration.Enums.LimitRangeEnum.All || O.LimitRange == limitRange);
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var existBlackLimit = blackWhiteQuery.Any(O => O.BlackWhiteState == 0);
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var existWhiteLimit = blackWhiteQuery.Any(O => O.BlackWhiteState == 1);
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if (existBlackLimit || existWhiteLimit)//如果黑白名单都不存在,则不限制;
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{
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var blackCodes = new List<string>();
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var whiteCodes = new List<string>();
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if (existBlackLimit)
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{
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System.Diagnostics.Debug.WriteLine($"存在黑名单");
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blackCodes = blackWhiteQuery
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.Where(O => O.BlackWhiteState == 0)
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.Select(O => O.UnderlyingCode).ToList();
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}
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if (existWhiteLimit)
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{
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System.Diagnostics.Debug.WriteLine($"存在白名单");
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useWhiteCode = false;
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whiteCodes = blackWhiteQuery
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.Where(O => O.BlackWhiteState == 1 && !blackCodes.Contains(O.UnderlyingCode))
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.Select(O => O.UnderlyingCode).ToList();
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}
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else
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{
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System.Diagnostics.Debug.WriteLine($"不存在白名单");
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useWhiteCode = true;
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whiteCodes.AddRange(blackCodes);
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blackCodes.Clear();
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}
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whiteCodes.RemoveAll(O => blackCodes.Contains(O));
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Codes = new List<string>(whiteCodes.ToHashSet());
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}
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else
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{
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Codes = null;
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}
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return useWhiteCode;
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}
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/// <summary>
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/// 2021-05-21：天风证券已经修改了逻辑，股票启用与否和黑白名单断开了关系
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/// 这段代码也没有经过测试，暂时先留着，如果没用，3.14版本就删除掉
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/// </summary>
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public string CanSetLaunchState(int[] uids, string launchState)
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{
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if (uids == null || uids.Any(n => n > 0))
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{
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return "请求参数为空";
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}
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//如果禁用标的则检查是否有交易正在使用要禁用的标的
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if (launchState != "1")
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{
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var query1 = from a in DbContext.underlying_manager
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join t in DbContext.trade on a.UnderlyingCode equals t.UnderlyingCode
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where uids.Contains(a.id)
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&& !ConsTrade.TradeCompleteStatus.Contains(t.TradeStatus) && t.ValidState != ConsGlobal.InValid
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select t.UnderlyingCode;
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var arr = query1.ToArray();
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if (arr.Length > 0)
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{
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var codeStr = string.Join(",", arr);
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return $"不能禁用标的,有{arr.Length }笔交易还在使用标的:{codeStr}";
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}
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return null;
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}
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var query = from a in DbContext.underlying_manager
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join b in DbContext.Stock_BlackWhite on a.UnderlyingCode equals b.UnderlyingCode into bs
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from b in bs.DefaultIfEmpty()
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where uids.Contains(a.id) && a.UnderlyingInstrumentType == ConsGlobal.InstrumentType.Stock
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select new
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{
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a.UnderlyingCode,
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state = b == null ? 100 : b.BlackWhiteState
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};
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var datas = query.ToArray();
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if (!datas.Any())
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{
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return null;
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}
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if (datas.Any(n => n.state == 1) || DbContext.Stock_BlackWhite.Any(n => n.BlackWhiteState == 1))
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{
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if (!datas.All(n => n.state == 1))
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{
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var codeStr = string.Join(",", datas.Where(n => n.state != 1).Select(n => n.UnderlyingCode).ToArray());
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return "禁止不在白名单中的标的启用:" + codeStr;
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}
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}
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if (datas.Any(n => n.state == 0))
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{
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var codeStr = string.Join(",", datas.Where(n => n.state == 0).Select(n => n.UnderlyingCode).ToArray());
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return "禁止在黑名单中的标的启用:" + codeStr;
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}
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return null;
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}
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}
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}
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