62 lines
2.3 KiB
C#
62 lines
2.3 KiB
C#
using System.Text;
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namespace YLErp.Modules.EodModule.SettlementModule
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{
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class EodCheckMaturityDate : EodSettleServiceBaseV2
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{
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public const string Step = "检查标的到期日";
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public EodCheckMaturityDate(EodSettlementContextV2 context) : base(context)
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{
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}
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/// <summary>
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/// 检查收盘价
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/// </summary>
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public void Execute()
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{
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if (!_context.OtcTrades.Any())
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{
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return;
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}
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var request = _context.Request;
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var settleDate = _context.SettleDate;
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var clienIds = _context.Request.ClientIds;
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//检查是否所有待结算交易标的价格都存在
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//获取所有现存(抵押状态)抵押品信息 增加抵押品价格检查
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if (request.IsSettleOtcTrades)
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{
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var tradePredicate = _context.PredicateBuilder.GetOtcTradePredicate().And(t => t.TradeType == "累计期权" && t.UnderlyingCode != null);
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#region 新增客户筛选 tw
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if (clienIds != null)
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{
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tradePredicate = tradePredicate.And(l => clienIds.Contains(l.ClientId));
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}
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#endregion
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var allQuery = from td in DbContext.trade.Where(tradePredicate)
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join un in DbContext.underlying_manager on td.UnderlyingCode equals un.UnderlyingCode
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where un.MaturityDate != null && td.ExerciseDate > un.MaturityDate && un.MaturityDate < settleDate
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select new { td.TradeNumber, td.UnderlyingCode, un.MaturityDate };
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var list = allQuery.ToList();
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if (list == null || !list.Any())
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{
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return;
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}
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StringBuilder req = new StringBuilder();
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foreach (var item in list)
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{
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req.Append("交易").Append(item.TradeNumber).Append("，标的").Append(item.UnderlyingCode).Append("已到期（标的到期日：").Append(item.MaturityDate?.ToString("yyyy-MM-dd")).Append("），请及时进行调整！");
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}
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_context.RaiseError(Step, req.ToString());
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}
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}
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}
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}
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