1101 lines
41 KiB
C#
1101 lines
41 KiB
C#
using Autofac.Core;
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using BaseOUDAL;
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using CsvHelper;
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using DocumentFormat.OpenXml.Spreadsheet;
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using Microsoft.AspNetCore.Authorization;
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using System.Collections.Concurrent;
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using System.Linq;
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using System.Web.Mvc;
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using YLErp.BLL.Eod;
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using YLErp.Configuration;
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using YLErp.DBModels;
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using YLErp.DBModels.Consts;
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using YLErp.Enums;
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using YLErp.Model.Enum;
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using YLErp.Modules.SalesModule;
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using YLErp.Modules.SwapModule;
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using YLErp.Modules.SwapModule.Dto;
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using YLErp.Modules.TradeModule;
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using YLErp.Modules.TradeModule.DealModule;
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using YLErp.Modules.TradeModule.DocGenerateModule;
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using YLErp.Modules.TradeMsgOutputModule;
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using YLErp.QdpModule;
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namespace YLErp.Web.Controllers
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{
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/// <summary>
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/// 新版交易互换
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/// </summary>
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public class SwapTrade2Controller : BaseController
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{
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#region 框架合约
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[MyAuthorize("交易管理-互换交易")]
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public ActionResult TradeList(string settleDate = null, string observationDate = null)
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{
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ViewBag.settleDate = settleDate;
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ViewBag.observationDate = observationDate;
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return View();
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}
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public ActionResult TradeEdit(string enid, bool isUseApproval = false)
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{
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ViewBag.isUseApproval = isUseApproval;
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var intid = DecryptInt(enid);
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trade r = null;
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if (intid == 0)
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{
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TradeExtendJson tradeExtendJson = new TradeExtendJson()
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{
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FlowBookMode = (int)FlowBookModeEnum.否,
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FloatingPnlAnnualized = false,
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NeedOpenFee = false,
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OpenFeeType = 0,
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InterestCalcMode = "10",
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SettlementRules=0,
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};
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r = new trade()
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{
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TradeType = "收益互换",
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UnderlyingInstrumentType = "Stock",
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StartDate = QdpCalendarHelper.GetNonHoliday(valuedateBLL.ValueDate.AddDays(1)),
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TradeDate = valuedateBLL.ValueDate,
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TraderId = CurUser.UserId,
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TraderName = CurUser.UserName,
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MarginTemplateName = "系统默认",
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OpponentRole = "乙方",
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OriginalStockEqvNotional = 0,
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StructureType = "普通收益互换",
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InitialMargin = 0
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};
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r.StructureType = "普通债券类收益互换";
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r.ExerciseDate = QdpCalendarHelper.GetNonHolidayDefore(r.StartDate.Value.AddDays(14));
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tradeExtendJson.FlowBookMode = (int)FlowBookModeEnum.先进先出;
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r.trade_extend = new trade_extend()
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{
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ExtendJson = JsonHelper.Serialize(tradeExtendJson)
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};
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r.MetaDic = new Dictionary<string, string>
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{
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{ "清算机构", "甲方" }
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};
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return View(r);
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}
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SwapTradeService swapTradeService = new SwapTradeService(CurUser);
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r = swapTradeService.GetSwapTrade(intid);
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if (r == null)
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{
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return ShowError("没有找到交易数据");
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}
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return View(r);
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}
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/// <summary>
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/// 详情
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/// </summary>
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/// <param name="enid"></param>
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/// <param name="isFromPositionReport"></param>
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/// <param name="isOnlyCloseButton"></param>
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/// <param name="operationStatus"></param>
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/// <returns></returns>
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public ActionResult TradeView(string enid, bool isFromPositionReport = false, bool isOnlyCloseButton = false, string operationStatus = "")
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{
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var intid = DecryptInt(enid);
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SwapTradeService swapTradeService = new SwapTradeService(CurUser);
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var tradeObj = swapTradeService.GetSwapTrade(intid);
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if (tradeObj == null)
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{
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return ShowError("没有找到交易数据");
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}
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TradeViewModel model;
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model = new TradeViewModel(tradeObj)
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{
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IsFromPositionReport = false,
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BinaryCalculation = valuedateBLL.BinaryCalculation,
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IsOnlyCloseButton = isOnlyCloseButton,
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OperationStatus = operationStatus
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};
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//获取交易销售提成数据
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model.SalesCommission = new SalesCommissionDataService(CurUser).GetSalesCommissionInfoDtos(intid);
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return View(model);
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}
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/// <summary>
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/// 多空组合平仓详情
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/// </summary>
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/// <param name="enid"></param>
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/// <param name="valueDate"></param>
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/// <returns></returns>
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public ActionResult CloseDetial(string enid, DateTime valueDate)
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{
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var intid = DecryptInt(enid);
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var closeModel = new SwapEodPositionService(CurUser).GetCloseDetails(intid, valueDate);
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return View(closeModel);
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}
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/// <summary>
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/// 撤销审批
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/// </summary>
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/// <param name="enid"></param>
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/// <returns></returns>
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public JsonResult traderevoke(string enid)
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{
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var intid = DecryptInt(enid);
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new SwapTradeService(CurUser).TradeRevoke(intid);
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return JsonSuccess("");
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}
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/// <summary>
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/// 校验交易上一日是否收盘
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/// </summary>
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/// <param name="enid"></param>
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/// <returns></returns>
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public JsonResult CheckEodTrade(string enid)
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{
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var intid = DecryptInt(enid);
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new SwapDealService(CurUser).CheckEodTrade(intid);
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return JsonSuccess("");
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}
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/// <summary>
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/// 校验收益结算操作（不检查收盘限制）
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/// </summary>
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/// <param name="enid"></param>
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/// <returns></returns>
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public JsonResult CheckEodTradeForIncome(string enid)
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{
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var intid = DecryptInt(enid);
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new SwapDealService(CurUser).CheckEodTradeForIncome(intid);
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return JsonSuccess("");
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}
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/// <summary>
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/// 收益互换 平仓
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/// </summary>
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/// <param name="enid"></param>
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/// <returns></returns>
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public ActionResult SwapUnwind(string enid, bool isUseApproval = false)
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{
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var intid = DecryptInt(enid);
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var model = new SwapDealService(CurUser).InitUnwind(intid);
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ViewBag.isUseApproval = isUseApproval;
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var hasProcess = new SwapDealService(CurUser).HasTradeProcess();
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//需要审批或者复核的交易都会显示行权审核提交按钮
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ViewBag.IsShowReCheckClose = (valuedateBLL.SystemDate.CloseReCheck == 1) || (valuedateBLL.SystemDate.CloseReApprove == 1 && hasProcess);
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return View(model);
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}
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/// <summary>
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/// 收益互换 互换
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/// </summary>
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/// <param name="enid"></param>
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/// <returns></returns>
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public ActionResult SwapIncome(string enid, bool isUseApproval = false)
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{
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var intid = DecryptInt(enid);
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var model = new SwapDealService(CurUser).InitIncome(intid);
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ViewBag.isUseApproval = isUseApproval;
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var hasProcess = new SwapDealService(CurUser).HasTradeProcess();
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//需要审批或者复核的交易都会显示行权审核提交按钮
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ViewBag.IsShowReCheckClose = (valuedateBLL.SystemDate.CloseReCheck == 1) || (valuedateBLL.SystemDate.CloseReApprove == 1 && hasProcess);
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return View(model);
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}
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/// <summary>
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/// 收益互换 多空组合平仓
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/// </summary>
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/// <param name="enid"></param>
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/// <returns></returns>
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public ActionResult SwapLongShortUnwind(string enid, bool isUseApproval = false)
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{
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var intid = DecryptInt(enid);
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var model = new SwapDealService(CurUser).InitLongShortUnwind(intid, SwapEventTypeEnum.平仓);
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ViewBag.isUseApproval = isUseApproval;
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var hasProcess = new SwapDealService(CurUser).HasTradeProcess();
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//需要审批或者复核的交易都会显示行权审核提交按钮
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ViewBag.IsShowReCheckClose = (valuedateBLL.SystemDate.CloseReCheck == 1) || (valuedateBLL.SystemDate.CloseReApprove == 1 && hasProcess);
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return View(model);
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}
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/// <summary>
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/// 收益互换 多空组合互换
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/// </summary>
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/// <param name="enid"></param>
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/// <returns></returns>
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public ActionResult SwapLongShortSwap(string enid, bool isUseApproval = false)
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{
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var intid = DecryptInt(enid);
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var model = new SwapDealService(CurUser).InitLongShortUnwind(intid, SwapEventTypeEnum.互换);
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ViewBag.isUseApproval = isUseApproval;
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var hasProcess = new SwapDealService(CurUser).HasTradeProcess();
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//需要审批或者复核的交易都会显示行权审核提交按钮
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ViewBag.IsShowReCheckClose = (valuedateBLL.SystemDate.CloseReCheck == 1) || (valuedateBLL.SystemDate.CloseReApprove == 1 && hasProcess);
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return View(model);
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}
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/// <summary>
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/// 操作历史
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/// </summary>
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/// <param name="enid"></param>
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/// <returns></returns>
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public ActionResult OperationHistory(string enid)
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{
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ViewBag.Enid = enid;
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return View();
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}
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public ActionResult tradeBack(string enid)
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{
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var id = DecryptInt(enid);
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var trade = new SwapTradeService(CurUser).GetTrade(id);
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var model = new TradeBackModel()
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{
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TradeId = id,
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ValueDate = valuedateBLL.ValueDate <= trade.ExerciseDate ? valuedateBLL.ValueDate : trade.ExerciseDate.Value,
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TradeDate = trade.TradeDate.Value
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};
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return View(model);
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}
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/// <summary>
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/// 操作历史查询
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/// </summary>
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/// <param name="enid"></param>
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/// <returns></returns>
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public JsonResult GetOperationHistorys(string enid)
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{
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var intid = DecryptInt(enid);
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var result = new SwapEventService(CurUser).GetOpreationHistorys(intid);
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return JsonSuccess("", result);
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}
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/// <summary>
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/// 交易回退
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/// </summary>
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/// <param name="tradeId"></param>
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/// <returns></returns>
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public JsonResult TradeBackByDate(TradeBackModel model)
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{
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new SwapTradeService(CurUser).TradeBack(model.TradeId, model.TradeDate);
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return JsonSuccess("回退成功");
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}
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/// <summary>
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/// 平仓利息腿信息
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/// </summary>
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/// <param name="valueDate"></param>
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/// <param name="tradeId"></param>
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/// <param name="closePercent"></param>
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/// <returns></returns>
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public JsonResult GetUnwindInterestList(DateTime valueDate,DateTime unwindDate, int tradeId, decimal closePercent, int eventType)
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{
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var interests = new SwapDealService(CurUser).GetUnwindInterests(valueDate, unwindDate, tradeId, closePercent, eventType);
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foreach (var interest in interests)
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{
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interest.TdInterestAmount=Math.Round(interest.TdInterestAmount, ConsGlobal.MoneyRound,MidpointRounding.AwayFromZero);
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interest.InterestAmount=Math.Round(interest.InterestAmount, ConsGlobal.MoneyRound,MidpointRounding.AwayFromZero);
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interest.InterestClosePnL=Math.Round(interest.InterestClosePnL, ConsGlobal.MoneyRound,MidpointRounding.AwayFromZero);
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}
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return JsonSuccess("", interests);
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}
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/// <summary>
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///单标的 平仓
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/// </summary>
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/// <param name="swap_Deal"></param>
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/// <returns></returns>
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public JsonResult SwapUnwindJson(UnwindData unwindData)
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{
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new SwapDealService(CurUser).SwapUnwind(unwindData);
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return JsonSuccess("平仓成功");
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}
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/// <summary>
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///多空组合 平仓
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/// </summary>
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/// <param name="swap_Deal"></param>
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/// <returns></returns>
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public JsonResult SwapLongShortUnwindJson(UnwindData unwindData)
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{
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new SwapDealService(CurUser).SwapLongShortUnwind(unwindData);
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return JsonSuccess("平仓成功");
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}
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/// <summary>
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///多空组合 互换
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/// </summary>
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/// <param name="swap_Deal"></param>
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/// <returns></returns>
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public JsonResult SwapLongShortJson(UnwindData unwindData)
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{
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new SwapDealService(CurUser).SwapLongShort(unwindData);
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return JsonSuccess("互换成功");
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}
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/// <summary>
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/// 互换
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/// </summary>
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/// <param name="swap_Deal"></param>
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/// <returns></returns>
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public JsonResult SwapIncomeJson(UnwindData unwindData)
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{
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new SwapDealService(CurUser).SwapIncome(unwindData);
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return JsonSuccess("互换成功");
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}
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/// <summary>
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/// 互换/平仓提交申请
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/// </summary>
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/// <param name="unwindData"></param>
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/// <param name="eventType"></param>
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/// <returns></returns>
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public JsonResult ApplyUnwind(UnwindData unwindData, int eventType)
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{
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new SwapDealService(CurUser).ApplySwapTrade(unwindData, eventType);
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return JsonSuccess("提交成功");
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}
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/// <summary>
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/// 框架合约保存
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/// </summary>
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/// <param name="req"></param>
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/// <returns></returns>
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[HttpPost]
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public JsonResult tradeEditJson(trade req)
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{
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if (req == null)
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{
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return JsonError("数据不能为空");
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}
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SwapTradeService swapTradeService = new SwapTradeService(CurUser);
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if (!string.IsNullOrEmpty(req.EncryptId))
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{
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req.id = DecryptInt(req.EncryptId);
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}
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try
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{
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bool edit = req.id != 0;
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var r= swapTradeService.SaveTrade(req);
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Task.Run(() =>
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{
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RealtimePnlCalc.RealtimeSwapPosition(new OptUserInfo(0, "互换实时持仓服务", OptUserFrom.Service));
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});
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return JsonSuccess("更新成功", r);
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}
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catch (Exception e)
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{
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LogFactory.GetLogger("交易保存").Error(e);
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return JsonError("保存失败:" + e.Message);
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}
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}
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/// <summary>
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/// 删除交易
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/// </summary>
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/// <param name="id"></param>
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/// <returns></returns>
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[HttpPost]
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public JsonResult deletetrade(string id)
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{
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var intid = DecryptInt(id);
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new SwapTradeService(CurUser).deleteTrade(intid);
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return JsonSuccess("操作成功");
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}
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/// <summary>
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/// 互换列表查询json
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/// </summary>
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/// <param name="req"></param>
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/// <returns></returns>
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[HttpPost]
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public JsonResult TradeQuery(SwapTradeQueryRequest req)
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{
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var swapTradeService = new SwapTradeService(CurUser);
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req.AssetIds = AssetUnitModel.IntersectAssetUnits(req.AssetIdGroupList, req.AssetIds).ToList();
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var sList = swapTradeService.SearchList(req, out var gsum);
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return Json(sList);
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}
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/// <summary>
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/// 日终归档测试
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/// </summary>
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/// <param name="settleDate"></param>
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/// <param name="preSettleDate"></param>
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/// <returns></returns>
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public JsonResult AutoSwapEod(DateTime settleDate, DateTime preSettleDate)
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{
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new SwapEodPositionService(CurUser).SwapPositionCompose(settleDate, preSettleDate, null);
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return JsonSuccess("归档成功");
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}
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#region 展期
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/// <summary>
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/// 展期信息
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/// </summary>
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/// <param name="enid">交易加密id</param>
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/// <returns></returns>
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public ActionResult ExtensionTime(string enid)
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{
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ViewBag.Enid = enid;
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var intid = DecryptInt(enid);
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var extension = new SwapEventService(CurUser).GetExtensionTime(intid);
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return View(extension);
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}
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/// <summary>
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/// 获取展期历史操作记录
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/// </summary>
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/// <param name="enid"></param>
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/// <returns></returns>
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public JsonResult GetHistoryExtensions(string enid)
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{
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var intid = DecryptInt(enid);
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var list = new SwapEventService(CurUser).GetExtenstionTimeEvents(intid);
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return JsonSuccess("", list);
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}
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/// <summary>
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/// 保存展期信息
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/// </summary>
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/// <param name="swap_Event"></param>
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/// <returns></returns>
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public JsonResult SaveExtension(swap_event swap_Event)
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{
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var id = new SwapEventService(CurUser).SaveExtensionTime(swap_Event);
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return JsonSuccess("保存成功", id);
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}
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/// <summary>
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/// 删除展期信息
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/// </summary>
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/// <param name="id"></param>
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/// <returns></returns>
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public JsonResult DeleteExtension(long id)
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{
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new SwapEventService(CurUser).DeleteExtensionTime(id);
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return JsonSuccess("删除成功");
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}
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#endregion
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#endregion
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#region 互换清算
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#region 场内资金账号
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public ActionResult OnSiteCapitalAccount()
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{
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return View();
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}
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/// <summary>
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/// 获取交易对手方交易编码
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/// </summary>
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/// <param name="clientId"></param>
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/// <returns></returns>
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public JsonResult GetClientTradeNumbers(int clientId)
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{
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var tradeNumbers = new SwapTradeService(CurUser).GetSwapTradeNumbers(clientId);
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return JsonSuccess("", tradeNumbers);
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}
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/// <summary>
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/// 获取场内交易资金账号列表
|
|
/// </summary>
|
|
/// <returns></returns>
|
|
public JsonResult GetCapitalAcountList(SwapCapitalAccountQueryRequest req)
|
|
{
|
|
var retListResult = new SwapCapitalAccountService(CurUser).SearchList(req);
|
|
return Json(retListResult);
|
|
}
|
|
/// <summary>
|
|
/// 保存场内资金账号
|
|
/// </summary>
|
|
/// <returns></returns>
|
|
public JsonResult SaveCapitalAccount(swap_fund_account req)
|
|
{
|
|
req.id = DecryptInt(req.EncryptId);
|
|
new SwapCapitalAccountService(CurUser).SaveCapitalAccount(req);
|
|
return JsonSuccess("");
|
|
}
|
|
/// <summary>
|
|
/// 删除场内资金账号
|
|
/// </summary>
|
|
/// <returns></returns>
|
|
public JsonResult DeleteCapitalAccount(string enid)
|
|
{
|
|
var intid = DecryptInt(enid);
|
|
new SwapCapitalAccountService(CurUser).DeleteCapitalAccount(intid);
|
|
return JsonSuccess("");
|
|
}
|
|
/// <summary>
|
|
/// 获取场内资金账号
|
|
/// </summary>
|
|
/// <param name="enid"></param>
|
|
/// <returns></returns>
|
|
public JsonResult GetCapitalAccount(string enid)
|
|
{
|
|
var intid = DecryptInt(enid);
|
|
var capitalAccount = new SwapCapitalAccountService(CurUser).GetCapitalAccount(intid);
|
|
return Json(capitalAccount);
|
|
}
|
|
/// <summary>
|
|
/// 根据资金账号获取详情
|
|
/// </summary>
|
|
/// <param name="foundAccount"></param>
|
|
/// <returns></returns>
|
|
public JsonResult GetCapitalAccountByFoundAccount(string foundAccount)
|
|
{
|
|
var capitalAccount = new SwapCapitalAccountService(CurUser).GetCapitalAccountByFoundAccount(foundAccount);
|
|
return JsonSuccessData(capitalAccount);
|
|
}
|
|
|
|
#endregion
|
|
#region 成交簿记
|
|
#region step1 导入
|
|
/// <summary>
|
|
/// 成交流水簿记导入列表
|
|
/// </summary>
|
|
/// <returns></returns>
|
|
public ActionResult SwapflowList()
|
|
{
|
|
return View();
|
|
}
|
|
/// <summary>
|
|
/// 从电子盘数据库导入流水
|
|
/// </summary>
|
|
/// <param name="tradeDate"></param>
|
|
/// <returns></returns>
|
|
public JsonResult GenerateSwapTradeFromDb(DateTime? tradeDate, bool reset)
|
|
{
|
|
tradeDate = tradeDate == null ? valuedateBLL.ValueDate : tradeDate.Value;
|
|
var service = new SwapTradeAutoService(CurUser);
|
|
service.GenerateSwapTradeFromDb(tradeDate.Value, reset);
|
|
return JsonSuccess();
|
|
}
|
|
/// <summary>
|
|
/// 成交流水簿记导入查询
|
|
/// </summary>
|
|
/// <param name="req"></param>
|
|
/// <returns></returns>
|
|
public JsonResult SwapflowQuery(SwapFlowQueryRequest req)
|
|
{
|
|
req.step = req.step == 0 ? 1 : req.step;
|
|
var service = new SwapFlowService(CurUser);
|
|
if (req.step == 1)//流水导入
|
|
{
|
|
var retListResult = service.SearchList(req);
|
|
return Json(retListResult);
|
|
|
|
}
|
|
else if (req.step == 2)//流水汇总
|
|
{
|
|
var retListResult = service.SearchMergeList(req);
|
|
return Json(retListResult);
|
|
}
|
|
else if (req.step == 3)//流水开平仓
|
|
{
|
|
var retListResult = service.SearchEventList(req);
|
|
return Json(retListResult);
|
|
|
|
}
|
|
else//合成持仓
|
|
{
|
|
var retListResult = service.SearchComposeList(req);
|
|
return Json(retListResult);
|
|
|
|
}
|
|
|
|
}
|
|
/// <summary>
|
|
/// 删除流水
|
|
/// </summary>
|
|
/// <param name="id"></param>
|
|
/// <returns></returns>
|
|
public JsonResult DeleteSwapflow(string enid, int step)
|
|
{
|
|
var intid = DecryptLong(enid);
|
|
step = step == 0 ? 1 : step;
|
|
var service = new SwapFlowService(CurUser);
|
|
if (step == 1)
|
|
{
|
|
service.DeleteSwapFlow(intid);
|
|
}
|
|
else
|
|
{
|
|
service.DeleteSwapFlowMerge(intid);
|
|
}
|
|
return JsonSuccess("");
|
|
}
|
|
/// <summary>
|
|
/// 获取流水详情
|
|
/// </summary>
|
|
/// <param name="id"></param>
|
|
/// <returns></returns>
|
|
public JsonResult GetSwapflow(string enid, int step)
|
|
{
|
|
var intid = DecryptLong(enid);
|
|
step = step == 0 ? 1 : step;
|
|
var service = new SwapFlowService(CurUser);
|
|
if (step == 1)
|
|
{
|
|
var swapflow = service.GetSwapFlow(intid);
|
|
return Json(swapflow);
|
|
}
|
|
else
|
|
{
|
|
var swapflow = service.GetSwapFlowMerge(intid);
|
|
return Json(swapflow);
|
|
}
|
|
|
|
}
|
|
/// <summary>
|
|
/// 保存流水
|
|
/// </summary>
|
|
/// <returns></returns>
|
|
public JsonResult SaveSwapflow(swap_flow req, int step)
|
|
{
|
|
req.id = DecryptLong(req.EncryptId);
|
|
step = step == 0 ? 1 : step;
|
|
var service = new SwapFlowService(CurUser);
|
|
if (step == 1)
|
|
{
|
|
service.SaveSwapFlow(req);
|
|
}
|
|
else
|
|
{
|
|
service.SaveSwapFlowMerge(req);
|
|
}
|
|
return JsonSuccess("");
|
|
}
|
|
|
|
/// <summary>
|
|
/// 获取任务状态
|
|
/// </summary>
|
|
/// <returns></returns>
|
|
public JsonResult GetJobState()
|
|
{
|
|
var job = yldb.system_job.FirstOrDefault(x => x.JobName == "互换流水合成持仓");
|
|
if (job == null)
|
|
{
|
|
return Json(0);
|
|
}
|
|
return Json(job.JobState);
|
|
}
|
|
|
|
/// <summary>
|
|
/// 互换成交流水导入
|
|
/// </summary>
|
|
/// <returns></returns>
|
|
public JsonResult ImportSwapflow()
|
|
{
|
|
if (Request.Form.Files.Count == 0)
|
|
{
|
|
return JsonError("上传文件不存在");
|
|
}
|
|
|
|
var file = Request.Form.Files[0];
|
|
if (!System.IO.Path.GetExtension(file.FileName).Equals(".xlsx", StringComparison.OrdinalIgnoreCase))
|
|
{
|
|
return JsonError("请上传压缩包(.xlsx)格式文件");
|
|
}
|
|
using var stream = file.OpenReadStream();
|
|
new SwapFlowImportService(CurUser).ImportSwapTradesFromExcel(stream, out var TotalNum, out var SuccessNum);
|
|
|
|
return Json(new
|
|
{
|
|
success = true,
|
|
totalNum = TotalNum,
|
|
successNum = SuccessNum
|
|
});
|
|
}
|
|
#endregion
|
|
#region step2 汇总
|
|
/// <summary>
|
|
/// 成交流水簿记导入查询
|
|
/// </summary>
|
|
/// <param name="req"></param>
|
|
/// <returns></returns>
|
|
public JsonResult SwapflowMergeQuery(SwapFlowQueryRequest req)
|
|
{
|
|
var retListResult = new SwapFlowService(CurUser).SearchMergeList(req);
|
|
return Json(retListResult);
|
|
}
|
|
/// <summary>
|
|
/// 流水汇总
|
|
/// </summary>
|
|
/// <returns></returns>
|
|
public JsonResult SwapFlowMerge(DateTime tradeDate)
|
|
{
|
|
new SwapFlowService(CurUser).SwapFlowMerge(tradeDate);
|
|
return JsonSuccess();
|
|
}
|
|
#endregion
|
|
#region step3 开平仓事件
|
|
public JsonResult SwapFlowEvent(DateTime tradeDate)
|
|
{
|
|
new SwapFlowEventService(CurUser).SwapFlowEvent(tradeDate);
|
|
return JsonSuccess();
|
|
}
|
|
[MyAuthorize("交易管理-互换开平仓事件流水")]
|
|
public ActionResult EventList()
|
|
{
|
|
return View();
|
|
}
|
|
/// <summary>
|
|
/// 开平仓事件导出
|
|
/// </summary>
|
|
/// <param name="req"></param>
|
|
/// <returns></returns>
|
|
public object ExportSwapFlowEvent(SwapFlowQueryRequest req)
|
|
{
|
|
req.page = 1;
|
|
req.rows = 10000;
|
|
var bytes = new SwapFlowService(CurUser).exprotSwapFlowEventExcel(req);
|
|
return File(bytes, xlsxMimeType, $"互换开平仓事件流水_{DateTime.Now:yyyyMMddHHmmss}.xlsx");
|
|
}
|
|
#endregion
|
|
#region 合成持仓
|
|
public JsonResult SwapFlowEventCompose(DateTime tradeDate)
|
|
{
|
|
new SwapEodPositionService(CurUser).SwapFlowEventCompose(tradeDate);
|
|
return JsonSuccess();
|
|
}
|
|
#endregion
|
|
#endregion
|
|
#region fr007
|
|
/// <summary>
|
|
/// 查询最新一条FR007数据
|
|
/// </summary>
|
|
/// <returns></returns>
|
|
public JsonResult SearchTodayWhetherFRData(DateTime dateTime)
|
|
{
|
|
var service = new SwapFlowService(CurUser);
|
|
var data = service.SearchTodayFRData(dateTime);
|
|
return Json(data);
|
|
}
|
|
|
|
/// <summary>
|
|
/// 删除FR007数据
|
|
/// </summary>
|
|
/// <param name="id">要删除的RF007数据Id</param>
|
|
/// <returns></returns>
|
|
public JsonResult DeleteFRData(int id)
|
|
{
|
|
var service = new SwapFlowService(CurUser);
|
|
bool flag = service.DeleteFRData(id);
|
|
return Json(flag);
|
|
}
|
|
|
|
/// <summary>
|
|
/// 新增或者修改FR007数据
|
|
/// </summary>
|
|
/// <param name="id">新增为空 修改时是要修改的FR007数据</param>
|
|
/// <param name="price">FR007价格</param>
|
|
/// <param name="dateTime">新增或者修改时间</param>
|
|
[AllowAnonymous]
|
|
public JsonResult AddOrUpdateFRData(double price, DateTime dateTime)
|
|
{
|
|
var service = new SwapFlowService(CurUser);
|
|
bool flag = service.AddOrUpdateFRdata(price, dateTime);
|
|
return Json(flag);
|
|
}
|
|
#endregion
|
|
#endregion
|
|
#region 估值
|
|
#region 风险控制-日终持仓
|
|
/// <summary>
|
|
/// 日终持仓-互换
|
|
/// </summary>
|
|
/// <returns></returns>
|
|
[MyAuthorize("风险控制-日终持仓风险_互换")]
|
|
public ViewResult EodPositionRisks(int? index)
|
|
{
|
|
index = index == null ? 1 : index;
|
|
ViewBag.TabIndex = index;
|
|
ViewBag.lastDate_eod = EodOperationBase.GetLastSettlementDate(valuedateBLL.ValueDate);
|
|
return View();
|
|
}
|
|
/// <summary>
|
|
/// 日终持仓-互换查询
|
|
/// </summary>
|
|
/// <param name="req"></param>
|
|
/// <returns></returns>
|
|
public JsonResult EodPositionRiskQuery(EodSwapPositionQueryRequest req)
|
|
{
|
|
req.BookIds = AssetUnitModel.IntersectAssetUnits(req.AssetIdGroupList, req.BookIds).ToList();
|
|
req.UserAssets = CurUser.GetAssetUnitIds();
|
|
req.UserClients = CurUser.GetClientIdsByCurUser();
|
|
var service = new SwapEodPositionService(CurUser);
|
|
var retListResult = service.SearchEodPositionList(req);
|
|
return Json(retListResult);
|
|
}
|
|
/// <summary>
|
|
/// 日终持仓-互换框架合约查询
|
|
/// </summary>
|
|
/// <param name="req"></param>
|
|
/// <returns></returns>
|
|
public JsonResult EodSwapRiskQuery(EodSwapQueryRequest req)
|
|
{
|
|
req.BookIds = AssetUnitModel.IntersectAssetUnits(req.AssetIdGroupList, req.BookIds).ToList();
|
|
req.UserAssets = CurUser.GetAssetUnitIds();
|
|
req.UserClients = CurUser.GetClientIdsByCurUser();
|
|
var service = new SwapEodPositionService(CurUser);
|
|
var retListResult = service.SearchEodSwapList(req);
|
|
return Json(retListResult);
|
|
}
|
|
#endregion
|
|
#region 结算报告
|
|
/// <summary>
|
|
/// 互换持仓
|
|
/// </summary>
|
|
/// <param name="clientId"></param>
|
|
/// <param name="startTime"></param>
|
|
/// <param name="endTime"></param>
|
|
/// <returns></returns>
|
|
[MyAuthorize("结算管理-每日估值报告")]
|
|
public ActionResult TradeMarketReport_PositionSwapFlow(int? clientId, string startTime, string endTime, bool ParentFlag)
|
|
{
|
|
ViewBag.ClientId = clientId;
|
|
ViewBag.StartTime = startTime;
|
|
ViewBag.EndTime = endTime;
|
|
ViewBag.ParentFlag = ParentFlag;
|
|
return View();
|
|
}
|
|
/// <summary>
|
|
/// 互换交易流水
|
|
/// </summary>
|
|
/// <param name="clientId"></param>
|
|
/// <param name="startTime"></param>
|
|
/// <param name="endTime"></param>
|
|
/// <returns></returns>
|
|
[MyAuthorize("结算管理-每日估值报告")]
|
|
public ActionResult TradeMarketReport_HistoricalPositionSwapFlow(int? clientId, string startTime, string endTime, bool ParentFlag)
|
|
{
|
|
ViewBag.ClientId = clientId;
|
|
ViewBag.StartTime = startTime;
|
|
ViewBag.EndTime = endTime;
|
|
ViewBag.ParentFlag = ParentFlag;
|
|
return View();
|
|
}
|
|
|
|
/// <summary>
|
|
/// 互换估值
|
|
/// </summary>
|
|
/// <param name="clientId"></param>
|
|
/// <param name="startTime"></param>
|
|
/// <param name="endTime"></param>
|
|
/// <returns></returns>
|
|
[MyAuthorize("结算管理-每日估值报告")]
|
|
public ActionResult TradeMarketReport_EodPosition(int? clientId, string startTime, string endTime, bool ParentFlag)
|
|
{
|
|
ViewBag.ClientId = clientId;
|
|
ViewBag.StartTime = startTime;
|
|
ViewBag.EndTime = endTime;
|
|
ViewBag.ParentFlag = ParentFlag;
|
|
ViewBag.StructureType = "普通债券类收益互换";
|
|
return View();
|
|
}
|
|
/// <summary>
|
|
/// 互换持仓明细
|
|
/// </summary>
|
|
/// <param name="req"></param>
|
|
/// <returns></returns>
|
|
[HttpPost]
|
|
public JsonResult clientTradePositionSwapFlowQuery(ClientSwapPositionRequest req)
|
|
{
|
|
var result = new SwapEodPositionService(CurUser).SearchPositionList(req);
|
|
return Json(result);
|
|
}
|
|
/// <summary>
|
|
/// 互换交易流水
|
|
/// </summary>
|
|
/// <param name="req"></param>
|
|
/// <returns></returns>
|
|
[HttpPost]
|
|
public JsonResult clientTradePositionSwapFlowEventQuery(ClientSwapPositionRequest req)
|
|
{
|
|
var result = new SwapFlowEventService(CurUser).SearchPositionFlowEvent(req);
|
|
return Json(result);
|
|
}
|
|
/// <summary>
|
|
/// 互换估值
|
|
/// </summary>
|
|
/// <param name="req"></param>
|
|
/// <returns></returns>
|
|
[HttpPost]
|
|
public JsonResult clientEodSwapPositionQuery(ClientSwapPositionRequest req)
|
|
{
|
|
var result = new SwapEodPositionService(CurUser).SearchEodPositionList(req);
|
|
return Json(result);
|
|
}
|
|
#endregion
|
|
#endregion
|
|
|
|
#region 结算通知书
|
|
public ActionResult tradeEndConfirmList()
|
|
{
|
|
return View();
|
|
}
|
|
/// <summary>
|
|
/// 包括提前确认书和到期结算书
|
|
/// </summary>
|
|
public JsonResult EitherEndTradeReportQuery(SwapEndConfirmReq req)
|
|
{
|
|
req.AssetIdList = AssetUnitModel.IntersectAssetUnits(req.AssetIdGroupList, req.AssetIdList).ToList();
|
|
req.UserAssets = CurUser.GetAssetUnitIds();
|
|
req.UserClients = CurUser.GetClientIdsByCurUser(CurUser.交易管理_查看所有交易);
|
|
req.CurUserTradeIds = CurUser.GetTradeIdsByCurUser();
|
|
var sList = new SwapEndConfirmService(CurUser).SearchEitherTradeWithCashList(req);
|
|
return Json(sList);
|
|
}
|
|
|
|
/// <summary>
|
|
/// 生成结算确认书
|
|
/// </summary>
|
|
public JsonResult GJGenerateSettleBillByFlowEventIds(List<long> flowEventIds, string docType)
|
|
{
|
|
if ("doc".Equals(docType, StringComparison.OrdinalIgnoreCase))
|
|
{
|
|
docType = "DOCX";
|
|
}
|
|
docType = docType.ToLower();
|
|
var results = new List<TradeDocGenerateResult>();
|
|
var files = new List<string>();
|
|
var errors = new List<string>();
|
|
results = new SwapSettlementBillGenerateService(CurUser).Generate(flowEventIds, docType, CurUser.UserId, CurUser.UserName).ToList();
|
|
errors = results.Where(n => !string.IsNullOrWhiteSpace(n.ErrorMessage)).Select(n => n.ErrorMessage).ToList();
|
|
var outPutFilePaths = results.Select(n => n.OutputFilePath).Distinct();
|
|
files = DocFileHelper.CheckResultDocFilePath(outPutFilePaths);
|
|
if (errors.Any())
|
|
{
|
|
return JsonError(string.Join("\r\n", errors.AsEnumerable()), files);
|
|
}
|
|
return JsonSuccess("生成成功", files);
|
|
}
|
|
/// <summary>
|
|
/// 批量删除结算确认书
|
|
/// </summary>
|
|
/// <param name="flowEventIds"></param>
|
|
/// <returns></returns>
|
|
public JsonResult BatchDelDoc(List<long> flowEventIds)
|
|
{
|
|
new SwapSettlementBillGenerateService(CurUser).DelDoc(flowEventIds);
|
|
return JsonSuccess("");
|
|
}
|
|
/// <summary>
|
|
/// 批量下载结算确认书
|
|
/// </summary>
|
|
public async Task<ActionResult> BatchDownLoadDoc(DownloadDocReq req)
|
|
{
|
|
if (req.docpdf == null)
|
|
{
|
|
return ShowError("请选择文档类型!");
|
|
}
|
|
if (string.IsNullOrWhiteSpace(req.docpdf[0]))
|
|
{
|
|
return ShowError("请选择文档类型!");
|
|
}
|
|
var types = new List<string>() { ContractTypeEnum.Clearing, ContractTypeEnum.UnWind };
|
|
if (req.TradeDateStart == null) { req.TradeDateStart = DateTime.MinValue; }
|
|
if (req.TradeDateEnd == null) { req.TradeDateEnd = DateTime.MaxValue; }
|
|
var db_trade_contract_r = yldb.trade_contract_r.AsQueryable();
|
|
|
|
var db_swap_flow_event = yldb.swap_flow_event.Where(s => s.EventType == (int)SwapEventTypeEnum.平仓);
|
|
var query = from doc in yldb.trade_contract_document
|
|
join r in db_trade_contract_r
|
|
on doc.Code equals r.ContractCode
|
|
join fe in db_swap_flow_event
|
|
on r.SwapFlowEventId equals fe.id
|
|
where doc.Type == r.Type && fe.EventDate >= req.TradeDateStart && fe.EventDate <= req.TradeDateEnd && r.IsValid && types.Contains(r.Type)
|
|
select new
|
|
{
|
|
doc.ClientId,
|
|
doc.Paths,
|
|
TradeCashId = r.TradeCashId ?? 0,
|
|
r.Type,
|
|
r.TradeId,
|
|
r.TradeNumber,
|
|
r.ContractCode,
|
|
r.SwapFlowEventId,
|
|
doc.SealResult,
|
|
doc.StampDocumentFileName,
|
|
doc.EncryptId,
|
|
doc.Comments,
|
|
doc.FileName
|
|
};
|
|
|
|
var isSelect = false;
|
|
if (req.TradeIds != null && req.TradeIds.Any(O => O != 0))
|
|
{
|
|
isSelect = true;
|
|
query = query.Where(O => req.TradeIds.Contains(O.TradeId));
|
|
}
|
|
if (req.FlowEventIds != null && req.FlowEventIds.Any(O => O != 0))
|
|
{
|
|
isSelect = true;
|
|
query = query.Where(O => req.FlowEventIds.Contains(O.SwapFlowEventId ?? 0));
|
|
}
|
|
if (req.DocType != null)
|
|
{
|
|
query = query.Where(O => O.Type == req.DocType);
|
|
}
|
|
if (!isSelect && !req.TradeNumber.IsNullOrWhiteSpace())
|
|
{
|
|
query = query.Where(O => O.TradeNumber == req.TradeNumber);
|
|
}
|
|
if (!isSelect && !req.ContractCode.IsNullOrWhiteSpace())
|
|
{
|
|
query = query.Where(O => O.ContractCode == req.ContractCode);
|
|
}
|
|
if (!isSelect && req.ClientIds != null && req.ClientIds.Any(O => O != 0))
|
|
{
|
|
query = query.Where(O => req.ClientIds.Contains(O.ClientId ?? 0));
|
|
}
|
|
|
|
var datas = query.ToList();
|
|
|
|
if (datas.Count == 0)
|
|
{
|
|
return ShowError("未找到确认书文件,请确认筛选条件是否有效!");
|
|
}
|
|
|
|
var filePathList = new List<string>(datas.Count * req.docpdf.Count());
|
|
|
|
foreach (var item in datas)
|
|
{
|
|
var path = item.Paths;
|
|
if (!string.IsNullOrEmpty(path))
|
|
{
|
|
var fName = GetFileName(path, ".xlsx");
|
|
if (!string.IsNullOrEmpty(fName))
|
|
{
|
|
filePathList.Add(fName);
|
|
}
|
|
}
|
|
}
|
|
|
|
var fileName = $"确认书文件{DateTime.Now:yyyyMMddHHmmss}.zip";
|
|
ZipHelper.zipFiles(filePathList.Distinct().ToArray(), filePathList[0], out var buffer);
|
|
return File(buffer, "application/zip", fileName);
|
|
}
|
|
private string GetFileName(string baseName, string sufferFix)
|
|
{
|
|
var fName = Path.ChangeExtension(baseName, sufferFix);
|
|
|
|
if (!string.IsNullOrWhiteSpace(fName) && (fName[0] != '/' || fName[0] != '\\'))
|
|
{
|
|
fName = fName.Insert(0, "/");
|
|
}
|
|
|
|
fName = OtcAppContext.MapPath(fName);
|
|
|
|
if (!System.IO.File.Exists(fName))
|
|
{ fName += "x"; }//解决数据库中存的后缀名是doc但实际文件是docx的问题;
|
|
if (System.IO.File.Exists(fName))
|
|
{ return fName; }
|
|
else
|
|
{ return null; }
|
|
}
|
|
#endregion
|
|
|
|
|
|
/// <summary>
|
|
/// 更新支付日期
|
|
/// </summary>
|
|
/// <param name="req"></param>
|
|
/// <returns></returns>
|
|
[HttpPost]
|
|
public JsonResult UpdatePayDate(UpdatePayDateDto req)
|
|
{
|
|
if (req == null)
|
|
{
|
|
return JsonError("数据不能为空");
|
|
}
|
|
SwapFlowService service = new SwapFlowService(CurUser);
|
|
service.UpdatePayDate(req);
|
|
return JsonSuccess("更新成功");
|
|
|
|
}
|
|
/// <summary>
|
|
/// 发送确认书邮件
|
|
/// </summary>
|
|
/// <param name="tradeId"></param>
|
|
/// <returns></returns>
|
|
public JsonResult SendConfimEmail(int tradeId)
|
|
{
|
|
SwapEndConfirmService service = new SwapEndConfirmService(CurUser);
|
|
var result = service.SendConfirmEamil(tradeId);
|
|
return JsonSuccess(result);
|
|
}
|
|
|
|
|
|
}
|
|
} |