292 lines
13 KiB
C#
292 lines
13 KiB
C#
using BaseOUDAL;
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using System.Data;
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using YLErp.Commons;
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using YLErp.Model.Enum;
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namespace YLErp.Modules.MarginModule
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{
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public class MarginRateSwapService : YLBaseService
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{
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public MarginRateSwapService(OptUserInfo userInfo) : base(userInfo)
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{
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}
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/// <summary>
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/// 导入预付金率
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/// </summary>
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public void ImportMarginRate(Stream streamIn, out int totalNum, out int successNum)
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{
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totalNum = 0;
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successNum = 0;
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var rowIndex = 0;
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try
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{
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var ds = Office.ExcelHelper.ReadExcelAsDataSet(streamIn, new[] { 0 }, 1);
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if (ds.Tables.Count < 1 || ds.Tables[0].Rows.Count < 1)
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{
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throw new ServiceException("读取导入数据失败:数据为空") { Tag = "111" };
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}
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var table = ds.Tables[0];
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var reader = new DataRowReader(table);
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rowIndex = 0;
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totalNum = table.Rows.Count - rowIndex;
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foreach (var row in table.Rows.Cast<DataRow>())
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{
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rowIndex++;
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if (row.ItemArray.All(n => string.IsNullOrWhiteSpace(n?.ToString())))
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{
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totalNum--;
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continue;
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}
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reader.SetDataRow(row);
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using (var trans = BeginTransaction())
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{
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//映射导入数据到交易对象
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var maginRate = MapMarginRate(reader);
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saveMarginRate(maginRate, true);
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successNum++;
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trans.Commit();
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}
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}
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}
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catch (ServiceException se)
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{
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if (se.Tag != null)
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{
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throw;
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}
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throw new ServiceException($"已成功导入{successNum}条;\n第{rowIndex}行,{se.Message}");
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}
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catch (Exception ex)
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{
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LogFactory.GetLogger("导入互换预付金率").Error(ex);
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throw new ServiceException($"已成功导入{successNum}条,\n第{rowIndex}行,发生错误:{ex.Message}", ex);
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}
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}
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private client_marginrate MapMarginRate(DataRowReader reader)
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{
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var marginRate = new client_marginrate()
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{
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ClientName = reader.GetString("客户名称", false),
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ValueDate = reader.GetDate("起效日期", true) ?? DateTime.Now,
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InitMarginRate = reader.GetPercent("初始保证金率", true) ?? 0,
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MaintenanceRate = reader.GetPercent("维持保证金率", true) ?? 0,
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SwapEndDays =reader.GetInt("互换默认期限",true)
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};
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var client = new Client();
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marginRate.Type = "普通";
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if (!string.IsNullOrWhiteSpace(marginRate.ClientName))
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{
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client = DataCacheProvider.GetClientDataSource().AsQueryable().Where(o => o.Name == marginRate.ClientName).FirstOrDefault();
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if (client == null)
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{
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throw new ServiceException("未找到客户：" + marginRate.ClientName);
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}
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marginRate.ClientId = client.id;
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}
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marginRate.VarietyId = null;
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return marginRate;
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}
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public void saveMarginRate(client_marginrate marginrate, bool canCover = false)
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{
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if (marginrate == null)
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{
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throw new ServiceException("无数据");
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}
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if (marginrate.InitMarginRate < 0)
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{
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throw new ServiceException("预付金率数据格式错");
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}
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var dbMarginRate = new client_marginrate();
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var marginrateType = "普通";
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if (marginrate.id != 0)
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{
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dbMarginRate = DbContext.client_marginrate.Find(marginrate.id);
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if (dbMarginRate == null)
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{
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throw new ServiceException("未找到该记录");
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}
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dbMarginRate.ClientId = marginrate.ClientId;
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dbMarginRate.VarietyId = marginrate.VarietyId;
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dbMarginRate.Type = marginrate.Type;
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dbMarginRate.InitMarginRate = marginrate.InitMarginRate;
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dbMarginRate.ClosePositionLine = marginrate.ClosePositionLine;
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dbMarginRate.WarningLine = marginrate.WarningLine;
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dbMarginRate.ValueDate = marginrate.ValueDate;
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dbMarginRate.InitMarginRebateRate = marginrate.InitMarginRebateRate;
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dbMarginRate.AddToMarginRebateRate= marginrate.AddToMarginRebateRate;
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dbMarginRate.LongInitMarginRate = marginrate.LongInitMarginRate;
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dbMarginRate.ShortInitMarginRate = marginrate.ShortInitMarginRate;
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dbMarginRate.SwapEndDays = marginrate.SwapEndDays;
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dbMarginRate.MaintenanceRate= marginrate.MaintenanceRate;
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dbMarginRate.OptId = UserId;
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dbMarginRate.OptName = UserName;
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dbMarginRate.OptDate = DateTime.Now;
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if (DbContext.client_marginrate.Any(o =>marginrate.Type == marginrateType && o.VarietyId == marginrate.VarietyId
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&& o.ClientId == marginrate.ClientId
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&& o.ValueDate == marginrate.ValueDate
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&& o.id != marginrate.id))
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{
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throw new ServiceException("同一客户同一" + marginrateType + "不支持在同一生效日有多条记录！");
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}
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}
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else
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{
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dbMarginRate = DbContext.client_marginrate.Where(o =>marginrate.Type == marginrateType && o.VarietyId == marginrate.VarietyId
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&& o.Type == marginrate.Type
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&& o.ClientId == marginrate.ClientId
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&& o.ValueDate == marginrate.ValueDate).FirstOrDefault();
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if (dbMarginRate == null)
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{
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marginrate.OptId = UserId;
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marginrate.OptName = UserName;
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marginrate.OptDate = DateTime.Now;
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DbContext.client_marginrate.Add(marginrate);
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}
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else if (canCover)
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{
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dbMarginRate.InitMarginRate = marginrate.InitMarginRate;
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dbMarginRate.ClosePositionLine = marginrate.ClosePositionLine;
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dbMarginRate.WarningLine = marginrate.WarningLine;
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dbMarginRate.InitMarginRebateRate = marginrate.InitMarginRebateRate;
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dbMarginRate.AddToMarginRebateRate = marginrate.AddToMarginRebateRate;
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dbMarginRate.LongInitMarginRate = marginrate.LongInitMarginRate;
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dbMarginRate.ShortInitMarginRate = marginrate.ShortInitMarginRate;
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dbMarginRate.SwapEndDays = marginrate.SwapEndDays;
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dbMarginRate.MaintenanceRate = marginrate.MaintenanceRate;
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dbMarginRate.OptId = UserId;
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dbMarginRate.OptName = UserName;
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dbMarginRate.OptDate = DateTime.Now;
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}
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else
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{
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throw new ServiceException("同一客户同一" + marginrateType + "不支持在同一天有多条记录");
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}
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}
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DbContext.SaveChanges();
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}
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private void checkMarginRate(client_marginrate marginrate)
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{
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if (ClientMarginTypeEnum.多空组合.ToString().Equals(marginrate.Type))
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{
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if (marginrate.InitMarginRate < 0.25)
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{
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throw new ServiceException("根据监管要求权益类多空组合型收益互换预付金不得低于25%");
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}
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}
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else
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{
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var variety = DbContext.variety.Find(marginrate.VarietyId);
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if (variety == null)
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{
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throw new ServiceException("所设置标的品种不存在!");
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}
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else
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{
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//股票、窄基股票指数及其产品、信用债 初始预付金比率 必须大于等于100%
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if ((variety.AssetType == "个股" || (variety.AssetType == "指数" && "窄基指数".Equals(variety.IndexType))) && marginrate.InitMarginRate < 1)
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{
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throw new ServiceException("所设置品种包含股票或窄基指数及其产品、信用债，初始预付金比例不得低于100%!");
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}
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else if ((variety.AssetType == "指数" && "宽基指数".Equals(variety.IndexType)) && marginrate.InitMarginRate < 0.5)
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{
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//挂钩宽基股票指数及其产品，无对应期货品种的 向单一交易对手方收取的预付金比例不得低于50%
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throw new ServiceException("所设置品种挂钩宽基股票指数及其产品，无对应期货品种的，初始预付金比例不得低于50%!");
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}
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else if (marginrate.InitMarginRate < (variety.Margin ?? 0.0))
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{
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//有对应期货或集中交易品种的 不得低于品种设置的最低预付金比例
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throw new ServiceException(String.Format("所设置品种有对应期货或集中交易品种的，初始预付金比例不得低于品种[{0}]所设置最低预付金比例{1}%!", variety.VarietyName, variety.Margin * 100));
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}
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}
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}
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}
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public SearchListResult<client_marginrate> SearchList(MarginRateSwapReq req)
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{
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var query = from source in DbContext.client_marginrate select source;
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if (req.ClientId > 0)
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{
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query = query.Where(o => o.ClientId == req.ClientId);
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}
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if (req.VarietyId > 0)
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{
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query = query.Where(o => o.VarietyId == req.VarietyId);
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}
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if (req.Type != null)
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{
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query = query.Where(o => o.Type == req.Type);
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}
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if (string.IsNullOrEmpty(req.sidx))
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{
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req.sidx = "id";
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req.sord = "desc";
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}
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return query.ToSearchList(req);
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}
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public double GetMarginRate(int clientId, int varietyId, DateTime searchDate)
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{
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var marginRates = DbContext.client_marginrate.Where(o => o.VarietyId == varietyId && o.ValueDate < searchDate).OrderByDescending(o => o.ValueDate);
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var marginRate = marginRates.Any(o => o.ClientId == clientId) ? marginRates.FirstOrDefault(o => o.ClientId == clientId) : marginRates.FirstOrDefault(o => o.ClientId == 0);
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if (marginRate == null)
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{
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throw new Exception($"ClientId:{clientId} - VarietyId:{varietyId} 未找到对应的预付金率");
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}
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else
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{
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var credit = DbContext.credit.Where(o => o.ClientId == clientId && o.CreditStartDate <= searchDate).FirstOrDefault();
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if (credit == null || credit.PFECredit == null || credit.PFECredit == 0)
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{
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return marginRate.InitMarginRate;
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}
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return marginRate.InitMarginRate;
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}
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}
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public class MarginRateSwapReq : BaseSearchReq
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{
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public int ClientId { get; set; }
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public int VarietyId { get; set; }
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public string Type { get; set; }
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}
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public class MarginRateSwapMonitorReq : BaseSearchReq
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{
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public IEnumerable<string> WarnningTypes { get; set; }
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public IEnumerable<int> ClientIds { get; set; }
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public IEnumerable<int> VarietyIds { get; set; }
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public DateTime? ValueDate { get; set; }
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public IEnumerable<int> AssetIds { get; set; }
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public IEnumerable<int> UnderlyingIds { get; set; }
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public IEnumerable<int> UnderlyingCodes { get; set; }
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public string SwapType { get; set; }
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public string TradeNumber { get; set; }
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public bool OpenWaringLineMonitor { get; set; }
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public bool OpenCloseLineMonitor { get; set; }
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public DateTime? DateFromTradeDate { get; set; }
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public DateTime? DateToTradeDate { get; set; }
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}
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}
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}
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