56 lines
2.1 KiB
C#
56 lines
2.1 KiB
C#
namespace YLErp.Modules.EodModule.SettlementModule
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{
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/// <summary>
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/// 日终结算检查
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/// </summary>
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class EodCheckVolService : EodSettleServiceBase
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{
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public const string Step = "日终结算检查";
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public EodCheckVolService(EodSettlementContextBase context) : base(context)
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{
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ResetDbContext();
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}
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public void Execute()
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{
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var clienIds = _context.Request.ClientIds;
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//光大光子需要检查场内期权是否设置了波动率
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if (PS.Config.Company == Configuration.CompanyEnum.光大光子)
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{
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var preDate = _context.PreSettleDate;
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var query1 = from a in DbContext.ExchangeTrade
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where a.TradeDate == _context.SettleDate && a.IsValid && a.TradeType == "场内期权"
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group a by a.OptionCode into aa
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select new { OptionCode = aa.Key };
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var eodPosition = DbContext.eod_trade_position.AsEnumerable();
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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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eodPosition = eodPosition.Where(l => clienIds.Contains(l.ClientId));
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}
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#endregion
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var query2 = from b in eodPosition
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where b.ValueDate == preDate && b.TradeType == "场内期权"
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group b by b.ExchangeOptionCode into bb
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select new { OptionCode = bb.Key };
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var query = from a in query1.ToList().Union(query2.ToList())
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where !DbContext.exchange_option_vol.Any(n => n.OptionCode == a.OptionCode && n.UseFlag == DBModels.ExchangeOptionVolUseFlag.FixedValue)
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select a.OptionCode;
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var codes = query.ToHashSet();
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if (codes.Any())
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{
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var str = string.Join("、", codes);
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_context.RaiseError(Step, $"请设置场内期权{str}的对冲波动率！");
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}
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}
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}
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}
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}
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