443 lines
20 KiB
C#
443 lines
20 KiB
C#
using Newtonsoft.Json.Linq;
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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.Modules.UnderlyingModule;
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using YLErp.Plugins.TradeDocGenerator;
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using YLErp.Plugins.TradeDocGenerator.Abstracts;
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namespace YLErp.Plugins.GuoLian.DocumentGenerator
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{
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/// <summary>
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/// 国联证券交易确认书生成器（单个生成）
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/// </summary>
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internal class TradeConfirmationGenerator : BaseConfirmationGenerator, 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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/// <summary>
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/// 获取模板文件路径
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/// 收益互换模板选择逻辑：
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/// 1. 客户看多/看空：根据 swap_position 的 PosiDirection（收支方向）和 PositionType（多空方向）
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/// 组合出我方方向，再取反得到客户方向。
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/// 2. 标的类型：
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/// - 债券ETF：.SH后缀且511开头，或.SZ后缀且59开头
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/// - 现券：其他
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/// </summary>
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protected override string GetTemplateFilePath()
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{
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var trade = Context.Trade;
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if (trade.TradeType == "收益互换")
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{
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return GetSwapTemplatePath();
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}
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else if (trade.TradeType.Contains("期权"))
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{
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// 期权使用期权模板
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return Path.Combine(GlobalConfig.PluginFolder, "App_Docs\\contract_template\\option_01.docx");
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}
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else
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{
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throw new Exception($"不支持的贸易类型: {trade.TradeType}");
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}
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}
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/// <summary>
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/// 判断客户是否为看多方向
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/// 规则：根据 PosiDirection（收支方向）和 PositionType（多空方向）组合出我方方向，再取反得到客户方向
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/// </summary>
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private bool IsCustomerLong(swap_position position)
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{
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if (position == null)
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return false;
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bool isOurLong = position.PosiDirection == (int)SwapDirectionEnum.支付
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? position.PositionType == (int)PositionTypeFlag.Short // 支付端：我方方向与 PositionType 相反
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: position.PositionType == (int)PositionTypeFlag.Long; // 收取端：我方方向与 PositionType 相同
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return !isOurLong;
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}
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/// <summary>
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/// 获取收益互换模板路径
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/// </summary>
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private string GetSwapTemplatePath()
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{
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var trade = Context.Trade;
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var underlying = Context.GetTradeUnderlying();
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// 判断客户看多/看空方向
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var swapPosition = Context.GetSwapPositions(trade.id, true)
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.Where(x => x.PositionType == (int)PositionTypeFlag.Long || x.PositionType == (int)PositionTypeFlag.Short)
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.FirstOrDefault();
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bool isCustomerLong = IsCustomerLong(swapPosition);
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// 判断标的类型（债券ETF vs 现券）
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bool isEtf = IsBondEtf(underlying?.UnderlyingCode ?? string.Empty);
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// 选择对应模板（使用客户提供的原始文件名）
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string templateName;
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if (isCustomerLong && !isEtf)
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templateName = "国联民生-收益互换交易确认书-境内模板-【客户看多】-【现券】-清洁版.docx";
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else if (isCustomerLong && isEtf)
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templateName = "国联民生-收益互换交易确认书-境内模板-【客户看多】-【债券ETF】-清洁版.docx";
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else if (!isCustomerLong && !isEtf)
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templateName = "国联民生-收益互换交易确认书-境内模板-【客户看空】-【现券】-清洁版.docx";
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else
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templateName = "国联民生-收益互换交易确认书-境内模板-【客户看空】-【债券ETF】-清洁版.docx";
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return Path.Combine(GlobalConfig.PluginFolder, "App_Docs/contract_template", templateName);
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}
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/// <summary>
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/// 判断是否为债券ETF
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/// - .SH后缀且511开头 -> 债券ETF
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/// - .SZ后缀且159开头 -> 债券ETF
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/// - 其他 -> 现券
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/// </summary>
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private bool IsBondEtf(string underlyingCode)
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{
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if (string.IsNullOrWhiteSpace(underlyingCode))
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return false;
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underlyingCode = underlyingCode.Trim().ToUpper();
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// 上交所债券ETF：511开头.SH后缀
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if (underlyingCode.EndsWith(".SH") && underlyingCode.StartsWith("511"))
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return true;
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// 深交所债券ETF：59开头.SZ后缀
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if (underlyingCode.EndsWith(".SZ") && underlyingCode.StartsWith("159"))
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return true;
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return false;
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}
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/// <summary>
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/// 获取输出文件名
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/// </summary>
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protected override string GetOutputFileName(string contractNo, string contractIndex)
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{
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var trade = Context.Trade;
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var rule = $"{trade.TradeType}交易确认书_{contractNo}";
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return $"{rule}.{DocType.ToLower()}";
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}
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/// <summary>
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/// 获取合同编号
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/// </summary>
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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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/// <summary>
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/// 准备视图数据（Word模板数据）
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/// </summary>
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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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var client = Context.GetClient();
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// 基础信息
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// 注意：合同编号由基类统一设置，此处不再重复生成
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dic["交易编号"] = trade.TradeNumber;
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dic["客户名称"] = client.Name;
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dic["乙方名称"] = client.Name;
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// 交易日期相关
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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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// 根据交易类型填充不同数据
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switch (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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case "香草期权":
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case "亚式期权":
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case "障碍期权":
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SetOptionData(dic);
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break;
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default:
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// 默认基础数据
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SetBaseData(dic);
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break;
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}
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}
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/// <summary>
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/// 设置收益互换数据
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/// </summary>
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private void SetSwapData(Dictionary<string, JToken> dic)
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{
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var trade = Context.Trade;
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var client = Context.GetClient();
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var bank = Context.GetClientBankCard(false);
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dic["交易对手方全称"] = client.ClientType != "产品"
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? client.Name
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: $"{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["名义本金"] = trade.OriginalStockEqvNotional?.ToString("N2") ?? "0.00";
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// 银行账户信息
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dic["户名"] = bank?.ClientName ?? "";
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dic["银行账号"] = bank?.Card ?? "";
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dic["开户行"] = bank?.Bank ?? "";
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dic["大额行号"] = bank?.Payment ?? "";
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// 标的相关的数据可以通过 Context 获取
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var underlying = Context.GetTradeUnderlying();
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if (underlying != null)
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{
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dic["标的代码"] = underlying.UnderlyingCode;
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dic["标的名称"] = underlying.UnderlyingName;
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// 标的发行人（从债券信息中获取）
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var bond = JsonHelper.Deserialize<UnderlyingBond>(underlying.ExJson) ?? new UnderlyingBond();
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dic["参考标的发行人"] = bond.UnderlyingIssuer ?? "";
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dic["票面利率"] = (bond.CouponRate ?? 0).ToString("N4");
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dic["参考标的到期日"] = underlying.MaturityDate?.ToString("yyyy年M月d日") ?? "";
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}
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// 从swap_position获取期初价格、保证金率等信息
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var swapPositions = Context.GetSwapPositions(trade.id, true);
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var swapPosition = swapPositions
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.Where(x => x.PositionType == (int)PositionTypeFlag.Long || x.PositionType == (int)PositionTypeFlag.Short)
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.FirstOrDefault();
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if (swapPosition != null)
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{
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// 期初全价和净价（转换为百分比格式）
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dic["参考标的期初全价"] = ((double)swapPosition.PosiGrossPrice).ToString("N4");
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dic["参考标的期初净价"] = ((double)(swapPosition.PosiNetNoFeePrice ?? 0m)).ToString("N4");
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dic["参考标的期初全价%"] = ((double)swapPosition.PosiGrossPrice * 100).ToString("N4");
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dic["参考标的期初净价%"] = ((double)(swapPosition.PosiNetNoFeePrice ?? 0m) * 100).ToString("N4");
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// 固定收益率（年化）- 债券期初到期收益率
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//dic["固定收益率（年化）"] = swapPosition.InitYtm.HasValue
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// ? ((double)swapPosition.InitYtm.Value * 100).ToString("N4")
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// : "0.0000";
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dic["固定收益率（年化）"] = "0.0000"; //需求说直接都是0
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// 获取客户适用的保证金率
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var clientMarginRate = UnderlyingHelper.GetApplicableMarginRate(
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client.id, swapPosition.UnderlyingCode, trade.TradeDate ?? DateTime.Now);
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if (clientMarginRate != null)
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{
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dic["初始保障金率"] = ((double)clientMarginRate.init_rate * 100).ToString("N4");
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dic["维持保障金率"] = ((double)clientMarginRate.maintain_rate * 100).ToString("N4");
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// 期初预付比例和金额
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dic["期初预付比例"] = ((double)clientMarginRate.init_rate * 100).ToString("N4");
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dic["期初预付金额"] = ((trade.OriginalStockEqvNotional ?? 0) * (double)clientMarginRate.init_rate).ToString("N2");
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}
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else
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{
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dic["初始保障金率"] = "0.0000";
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dic["维持保障金率"] = "0.0000";
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dic["期初预付比例"] = "0.0000";
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dic["期初预付金额"] = "0.00";
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}
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bool posiLong = IsCustomerLong(swapPosition);
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// 计算平仓线、预警线、档位值（利率债TRS，固定4档）
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var maintainRatePercent = (double)(clientMarginRate?.maintain_rate ?? 0) * 100; // 维持保证金率 A(%)
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if (maintainRatePercent > 0)
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{
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if (posiLong)
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{
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// 客户看多：档位n = 100 - n * A
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dic["平仓线"] = (100 - 4 * maintainRatePercent).ToString("0.##");
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dic["预警线"] = (100 - 3 * maintainRatePercent).ToString("0.##");
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dic["档位1"] = (100 - 1 * maintainRatePercent).ToString("0.##");
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dic["档位2"] = (100 - 2 * maintainRatePercent).ToString("0.##");
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dic["档位3"] = (100 - 3 * maintainRatePercent).ToString("0.##");
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dic["档位4"] = (100 - 4 * maintainRatePercent).ToString("0.##");
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}
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else
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{
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// 客户看空：档位n = 100 + n * A
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dic["平仓线"] = (100 + 4 * maintainRatePercent).ToString("0.##");
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dic["预警线"] = (100 + 3 * maintainRatePercent).ToString("0.##");
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dic["档位1"] = (100 + 1 * maintainRatePercent).ToString("0.##");
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dic["档位2"] = (100 + 2 * maintainRatePercent).ToString("0.##");
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dic["档位3"] = (100 + 3 * maintainRatePercent).ToString("0.##");
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dic["档位4"] = (100 + 4 * maintainRatePercent).ToString("0.##");
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}
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}
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else
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{
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dic["平仓线"] = "";
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dic["预警线"] = "";
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dic["档位1"] = "";
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dic["档位2"] = "";
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dic["档位3"] = "";
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dic["档位4"] = "";
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}
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// 期初预付金利率（InterestMode == 初始预付金）
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var initialMarginPosition = swapPositions
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.Where(x => x.InterestMode == (int)InterestModeEnum.初始预付金)
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.FirstOrDefault();
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dic["期初预付金利率"] = initialMarginPosition != null
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? ((double)initialMarginPosition.InterestRateDefault * 100).ToString("N4")
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: "0.0000";
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// 利率类型判断（固定/浮动）
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var interestMargin = swapPositions
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.Where(x => ConsTrade.InterestModels.Contains(x.InterestMode) && x.interest_rest_days != null)
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.FirstOrDefault();
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if (interestMargin == null)
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interestMargin = swapPositions
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.Where(x => ConsTrade.InterestModels.Contains(x.InterestMode) && string.IsNullOrWhiteSpace(x.FloatRateUnderlyingCode))
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.FirstOrDefault();
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if (interestMargin == null)
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interestMargin = swapPositions
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.Where(x => ConsTrade.InterestModels.Contains(x.InterestMode))
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.FirstOrDefault();
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dic["IsFixed"] = "□";
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dic["IsFloat"] = "□";
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if (interestMargin != null)
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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["IsFixed"] = "☑"; //☑
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dic["固定利率"] = ((double)interestMargin.InterestRateDefault * 100).ToString("N4");
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dic["利差"] = "";
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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["IsFloat"] = "☑";
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dic["固定利率"] = "";
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dic["利差"] = ((double)interestMargin.InterestRateDefault * 10000).ToString("N2");
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dic["重置频率"] = (interestMargin.interest_rest_days ?? 0) + "天";
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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"] = "固定利率";
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dic["固定利率"] = "0.0000";
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dic["利差"] = "";
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}
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// 基本费率 = PosiTradingFeePending / 名义本金 * 100
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var notional = trade.OriginalStockEqvNotional ?? 0;
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var tradingFee = (double)swapPosition.PosiTradingFeePending;
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var basicFeeRate = notional == 0 ? 0 : tradingFee / notional * 100;
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dic["基本费率"] = basicFeeRate.ToString("N4");
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// 期初现金交换比例和金额（使用初始预付金数据）
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dic["期初现金交换比例"] = initialMarginPosition != null
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? ((double)initialMarginPosition.InterestRateDefault * 100).ToString("N4")
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: "0.0000";
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dic["期初现金交换金额"] = initialMarginPosition != null
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? ((double)initialMarginPosition.InterestPrincipalFix).ToString("N2")
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: "0.00";
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}
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else
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{
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dic["参考标的期初全价"] = "0.0000";
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dic["参考标的期初净价"] = "0.0000";
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dic["初始保障金率"] = "0.0000";
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dic["维持保障金率"] = "0.0000";
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dic["期初预付比例"] = "0.0000";
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dic["期初预付金额"] = "0.00";
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dic["期初预付金利率"] = "0.0000";
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dic["利率类型"] = "固定利率";
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dic["固定利率"] = "0.0000";
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dic["利差"] = "";
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dic["基本费率"] = "0.0000";
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dic["期初现金交换比例"] = "0.0000";
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dic["期初现金交换金额"] = "0.00";
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}
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// 参考标的券面总额（名义本金）
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dic["参考标的券面总额"] = trade.OriginalStockEqvNotional?.ToString("N2") ?? "0.00";
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// 参考标的证券全称和参考标的名义份额（复用上方已声明的bond）
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dic["参考标的证券全称"] = underlying != null
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? (JsonHelper.Deserialize<UnderlyingBond>(underlying.ExJson)?.UnderlyingFullName ?? underlying.UnderlyingName)
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: "";
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dic["参考标的名义份额"] = swapPosition != null
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? ((double)swapPosition.PosiQuantity).ToString("N2")
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: "0.00";
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// 乙方联系人信息
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var clientDuties = Context.GetClientDuties();
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var contact = clientDuties.FirstOrDefault();
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dic["联系人"] = contact?.ContactName ?? "";
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dic["电子邮件"] = contact?.Email ?? "";
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dic["电话"] = contact?.PhoneNumber ?? "";
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// 表格数据示例
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var table1 = new JArray();
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var row = new JObject
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{
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["序号"] = 1,
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["标的代码"] = underlying?.UnderlyingCode ?? "",
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["标的名称"] = underlying?.UnderlyingName ?? "",
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["名义本金"] = trade.OriginalStockEqvNotional?.ToString("N2") ?? "0.00",
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["成交日期"] = trade.TradeDate?.ToString("yyyy年M月d日"),
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["到期日期"] = trade.ExerciseDate?.ToString("yyyy年M月d日")
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};
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table1.Add(row);
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dic["table1"] = table1;
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}
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/// <summary>
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/// 设置期权数据
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/// </summary>
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private void SetOptionData(Dictionary<string, JToken> dic)
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{
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var trade = Context.Trade;
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var client = Context.GetClient();
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var underlying = Context.GetTradeUnderlying();
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dic["期权类型"] = trade.OptionType;
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dic["买卖方向"] = trade.BuySell;
|
||
dic["行权价格"] = trade.Strike?.ToString("N4") ?? "0.0000";
|
||
dic["名义本金"] = trade.StockEqvNotional.ToString("N2");
|
||
dic["期权费"] = trade.TradePrice?.ToString("N2") ?? "0.00";
|
||
dic["期初价格"] = trade.SpotPrice?.ToString("N4") ?? "0.0000";
|
||
|
||
if (underlying != null)
|
||
{
|
||
dic["标的代码"] = underlying.UnderlyingCode;
|
||
dic["标的名称"] = underlying.UnderlyingName;
|
||
dic["报价单位"] = underlying.QuoteUnitString ?? "元";
|
||
}
|
||
|
||
// 美式/欧式
|
||
dic["行权方式"] = trade.ExerciseMode == "American" ? "美式" : "欧式";
|
||
}
|
||
|
||
/// <summary>
|
||
/// 设置基础数据
|
||
/// </summary>
|
||
private void SetBaseData(Dictionary<string, JToken> dic)
|
||
{
|
||
var trade = Context.Trade;
|
||
var client = Context.GetClient();
|
||
|
||
dic["交易类型"] = trade.TradeType;
|
||
dic["客户编号"] = client.Number;
|
||
dic["名义本金"] = trade.OriginalStockEqvNotional?.ToString("N2") ?? "0.00";
|
||
}
|
||
}
|
||
}
|