zszq-trs/YLErpDAL/Modules/SystemModule/SysToolModule/HeiXiang/HeixiangDailyPnlService.cs

using System.Text;
using YLErp.Modules.CalculationModule;
using YLErp.Modules.DataProviderModule;
using YLErp.QdpModule;

namespace YLErp.Modules.SystemModule.SysToolModule.HeiXiang
{
    /// <summary>
    /// 黑箱dailypnl验证
    /// </summary>
    public class HeixiangDailyPnlService : YLBaseService
    {
        public HeixiangDailyPnlService(OptUserInfo userInfo) : base(userInfo)
        {
        }

        /// <summary>
        /// 获取黑箱dailypnl验证数据
        /// </summary>
        /// <returns></returns>
        public IEnumerable<HeixiangDailyPnlResult> GetList(HeixiangDailyPnlRequest request)
        {
            if (string.IsNullOrWhiteSpace(request.HxMainTradeNumber))
            {
                throw new ServiceException("黑箱主交易编号不能为空");
            }

            var db = DbContextFactory.GetYLDbContext();

            var preDate = QdpCalendarHelper.GetNonHolidayDefore(request.SettleDate.AddDays(-1));

            var mainTrade = db.trade.Where(n => n.TradeNumber == request.HxMainTradeNumber)
                .Select(n => new { n.id }).FirstOrDefault();
            if (mainTrade == null)
            {
                throw new ServiceException("黑箱主交易 数据不存在");
            }

            IQueryable<EodTradePosition> posQry = db.eod_trade_position;
            if (string.IsNullOrEmpty(request.VolType) || request.VolType == "对冲")
            {
                posQry = db.eod_trade_position_hedgevol;
            }

            var query = from t in posQry
                        join td in db.trade on t.TradeId equals td.id
                        join pt in db.eod_trade_position.Where(n => n.ValueDate == preDate)
                        on t.TradeId equals pt.TradeId into pt_s
                        from pt in pt_s.DefaultIfEmpty()
                        where t.ValueDate == request.SettleDate && t.ParentTradeId == mainTrade.id
                        select new
                        {
                            td.TradeNumber,
                            td.OriginalNotional,
                            td.TradePrice,
                            td.BuySell,
                            td.OriginalPrincipalSum,
                            t.TradeId,
                            t.Amount,
                            t.Pv,
                            t.LastPv,
                            t.ClosedPnL,
                            t.DailyPnL,
                            pre = pt == null ? null : new
                            {
                                pt.Pv,
                                pt.Amount
                            }
                        };

            var datas = query.ToArray();

            var subTradeIds = datas.Select(n => n.TradeId).ToArray();
            var tcProvider = new TradeCashDataProvider();
            tcProvider.Initialize(subTradeIds);

            var list = new List<HeixiangDailyPnlResult>(datas.Length + 1);

            var sb = new StringBuilder();

            double sumDailyPnl = 0d, sumDailyPnlCalc = 0d;

            foreach (var item in datas)
            {
                var result = new HeixiangDailyPnlResult
                {
                    TradeNumber = item.TradeNumber
                };

                if (item.Amount < 1e-4)
                {
                    result.TradeStatus = "完全了结";
                }
                else
                {
                    var diff = Math.Abs((item.OriginalNotional ?? 0) - item.Amount);

                    if (diff < 1e-4)
                    {
                        result.TradeStatus = "全部成交";
                    }
                    else
                    {
                        result.TradeStatus = "部分了结";
                    }
                }

                double lastPv;

                if (item.pre != null)
                {
                    result.PrePositionPv = item.pre.Pv.OtcFormatFlex(2, 4);
                    result.PrePositionNotional = item.pre.Amount.OtcFormatFlex(2, 4);
                    lastPv = item.LastPv;
                }
                else
                {
                    if (PS.Config.ErpElement.IsPVIncludePrincipal)
                    {
                        lastPv = item.TradePrice ?? 0;
                    }
                    else
                    {
                        lastPv = (item.TradePrice ?? 0) - (item.OriginalPrincipalSum ?? 0);
                    }
                    if (item.BuySell == "卖出")
                    {
                        lastPv = -lastPv;
                    }
                }

                result.PositionPv = item.Pv.OtcFormatFlex(2, 4);
                result.PositionNotional = item.Amount.OtcFormatFlex(2, 4);
                result.PositionDailyPnl = item.DailyPnL.OtcFormatFlex(2, 4);

                sb.Clear();
                sb.AppendFormat("pv({0}) - lastpv({1}) + 了结盈亏(", item.Pv.OtcFormatFlex(2, 4), lastPv.OtcFormatFlex(2, 4));

                var dailyCalc = item.Pv - lastPv;

                foreach (var c in tcProvider.GetTradeCashes(item.TradeId))
                {
                    if (c.Action == ClientCashInCashOut.系统操作_期权费)
                    {
                        continue;
                    }

                    var unWindProfit = c.Amount;

                    if (!PS.Config.ErpElement.IsPVIncludePrincipal)
                    {
                        if (c.Action == ClientCashInCashOut.系统操作_行权费 || c.Action == ClientCashInCashOut.系统操作_平仓费 || c.IsLastAction)
                        {
                            unWindProfit -= (c.UnwindPercentRate ?? 0) * item.OriginalPrincipalSum.Value * TradeCalcHelper.GetSign(item.BuySell);
                        }
                    }

                    sb.Append(unWindProfit.OtcFormatFlex(2, 4)).Append(" + ");

                    dailyCalc += unWindProfit;
                }

                if (sb[sb.Length - 2] == '+')
                {
                    sb[sb.Length - 2] = ')';
                }
                else
                {
                    sb.Append(") ");
                }
                sb.Append(" = ").Append(dailyCalc.OtcFormatFlex(2, 4));

                result.DailyPnlCalc = sb.ToString();

                sumDailyPnl += item.DailyPnL;
                sumDailyPnlCalc += dailyCalc;

                list.Add(result);
            }

            var sumData = new HeixiangDailyPnlResult
            {
                TradeNumber = "合计:",
                PositionDailyPnl = sumDailyPnl.OtcFormatFlex(2, 4),
                DailyPnlCalc = sumDailyPnlCalc.OtcFormatFlex(2, 4)
            };

            list.Add(sumData);

            return list;
        }
    }
}