159 lines
8.2 KiB
C#
159 lines
8.2 KiB
C#
using BaseOUDAL;
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using CsvHelper;
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using Org.BouncyCastle.Ocsp;
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using System;
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using System.Collections.Generic;
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using System.Linq;
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using System.Text;
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using System.Threading.Tasks;
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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.Model;
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using YLErp.Modules.SuperviseReportModule.ExtendReport.ZheQi;
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namespace YLErp.Modules.SuperviseReportModule.ExtendReport.ZheShang
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{
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public class SwapTradeMothReport: SimpleExtendReportBaseService
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{
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public SwapTradeMothReport(OptUserInfo userInfo, SuperviseReportReq req) : base(userInfo, req)
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{
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}
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public override string TemplateName => "月报基础数据债券收益互换.xlsx";
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public override string TargetFileName => "月报基础数据债券收益互换"+ base.RequestInfo.ValueDate.ToString("yyyyMM") +".xlsx";
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public override string[] SheetNames => new[] { "本月末存量业务明细" };
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public override object SearchReportInfo(string sheetName)
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{
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var dealList = new List<SwapTradeMothReportModel>();
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var predicate = PredicateBuilder.Create<eod_swap_position>(n => !n.Invalid && n.PosiQuantity > 0);
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var tradePredicate = PredicateBuilder.Create<trade>(n => n.TradeType=="收益互换"
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&& n.ValidState != "InValid");
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// 获取当月最后一次日期
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var currentMonth = new DateTime(base.RequestInfo.ValueDate.Year, base.RequestInfo.ValueDate.Month, 1);
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var nextMonth = currentMonth.AddMonths(1);
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var valueDate = DbContext.eodStatus
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.Where(t => t.Status == "已收盘" && t.ValueDate >= currentMonth && t.ValueDate < nextMonth)
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.OrderByDescending(t => t.ValueDate)
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.Select(t => t.ValueDate)
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.FirstOrDefault();
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// 如果没有找到当月的收盘日期，则使用请求中的日期
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if (valueDate == default(DateTime))
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{
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valueDate = base.RequestInfo.ValueDate;
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}
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predicate = predicate.And(x => x.ValueDate == valueDate);
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tradePredicate = tradePredicate.And(x => valueDate >= x.StartDate);
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var positionQuery = DbContext.eod_swap_position.Where(predicate);
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var tradeQuery = DbContext.trade.Where(tradePredicate);
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var query = from position in positionQuery
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join td in tradeQuery on position.SwapTradeId equals td.id
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join tcrConfirm in DbContext.trade_contract_r.Where(O => O.Type == ContractTypeEnum.Trade && O.IsValid) on td.id equals tcrConfirm.TradeId into tcrConfirms
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from tcrConfirm in tcrConfirms.DefaultIfEmpty()
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select new EodSwapPositionResponse
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{
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position = position,
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ClientName = td.ClientName,
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ConfrimNo = tcrConfirm.ContractCode,
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TradeNumber = td.TradeNumber,
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StructureType = td.StructureType,
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UnwindDate = td.UnWindDate,
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TradeStatus = td.TradeStatus
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};
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var list= query.ToList();
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var eodSwapList= DbContext.eod_swap.Where(s=>s.ValueDate==valueDate).AsNoTracking().ToList();
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foreach (var item in list)
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{
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var obj = new SwapTradeMothReportModel();
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// 获取标的名称
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string underlyingName = "";
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if (!string.IsNullOrEmpty(item.position?.UnderlyingCode))
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{
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var underlying = DbContext.underlying_manager.FirstOrDefault(s => s.UnderlyingCode == item.position.UnderlyingCode);
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underlyingName = underlying?.UnderlyingName ?? "";
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}
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// 填充 SwapTradeMothReportModel 对象
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obj.NameOfSecuritiesCompany = ""; // 报送机构名称
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obj.NameOfCounterparty = item.ClientName; // 交易对手方名称
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obj.NameOfCounterpartyProduct = ""; // 交易对手产品名称，如果有需要从其他地方获取
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obj.TransactionConfirmationNumber = item.ConfrimNo; // 交易确认书编号
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var eodSwap= eodSwapList.FirstOrDefault(s => s.SwapTradeId == item.position.SwapTradeId);
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// 名义本金/多头名义本金和空头名义本金
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obj.NotionalPrincipalAmountL = eodSwap.NotionalValueLong;
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obj.SNotionalPrincipalAmount = eodSwap.NotionalValueShort;
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/**
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* 校验规则：
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当选择“场外期权”时,“期权费(非年化)”、“期权标的小类(场外期权填写)” 和“期权类型” 三项必填；
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当选择“收益互换”类型时,“收益互换标的小类(收益互换填写)”必填
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11：收益互换(客户多头)
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12：收益互换(客户空头)
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13：多空组合收益互换
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14：其他收益互换
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02：场外期权
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*/
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obj.BusinessType = obj.NotionalPrincipalAmountL>0? "11":"12";
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obj.LongPositionContractValue = obj.NotionalPrincipalAmountL > 0? eodSwap.PostionValue:0;
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obj.ShortPositionContractValue = obj.SNotionalPrincipalAmount > 0 ? eodSwap.PostionValue:0;
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// 设置维持保证金比例
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var maitainMargin = eodSwap.PostionMarginGain+ eodSwap.PostionMarginLoss;
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var MaitainMarginRation= eodSwap.NotionalValue==0?0: maitainMargin / eodSwap.NotionalValue;
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obj.MaitainMarginRation =Math.Round(MaitainMarginRation*100,2,MidpointRounding.AwayFromZero).ToString()+"%";
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if (item.position != null)
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{
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// 设置起始日和到期日
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obj.StartDay = item.position.PosiStartDate.ToString("yyyy-MM-dd");
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obj.DueDate = item.position.PosiMatuirityDate.Value.ToString("yyyy-MM-dd");
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// 设置标的信息
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obj.UndrlygAssetCode = item.position.UnderlyingCode;
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obj.UndrlygAssetName = underlyingName; // 使用前面获取的标的名称
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/**
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* 0：权益类
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1：大宗商品
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2：利率
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3：信用类
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4：汇率
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5：混合类
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99：其他
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说明：对于多类别资产组合，单一资产类别占比大于等于80%的，分类为该类别，各资产类别占比均小于80%的，为混合类
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*/
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obj.SumInvestmentTargetType = "2"; // 标的类型，可能需要根据实际情况调整
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obj.UndrlygAssetTradgPlc = ""; // 标的交易场所，可能需要根据实际情况调整
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/**
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* 校验规则：当“业务类型”为“收益互换”时，必填
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0：股票
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1：股指
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2：北交所/新三板挂牌股票
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3：香港股票
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4：香港股指
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5：基金及基金专户
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6：债券
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7：黄金期货
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8：国债期货
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9：股指期货
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10：其他期货
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11：黄金现货
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12：其他现货
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13：境外期货
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14：境外现货
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15：境外股票
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16：境外股指
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17：汇率
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18：利率
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99：其他标的
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*/
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obj.ExchangeSumInvestmentTargetType = "6"; // 收益互换标的小类
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}
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dealList.Add(obj);
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}
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return new
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{
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DataDate = RequestInfo.ValueDate.ToString("yyyy-MM"),
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DealList = dealList
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};
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}
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}
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}
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