1199 lines
48 KiB
C#
1199 lines
48 KiB
C#
using Newtonsoft.Json;
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using YLErp.BLL.Eod;
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using YLErp.Configuration;
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using YLErp.Enums;
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using YLErp.Model.Enum;
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using YLErp.Models.Tag;
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using YLErp.Modules.ClientModule;
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using YLErp.Modules.EodModule;
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using YLErp.Modules.ReportModule;
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using YLErp.Modules.SalesModule;
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using YLErp.Modules.TagModule;
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using YLErp.Modules.TradeModule;
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using YLErp.Modules.TradeModule.SwapModule;
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using YLErp.Modules.UnderlyingModule;
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using YLErp.QdpModule;
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namespace YLErp.Web.Controllers
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{
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public class SwapTradeController : BaseController
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{
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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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[MyAuthorize("交易管理-互换交易")]
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public ActionResult MultiCloseList()
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{
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return View();
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}
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[MyAuthorize("交易管理-交易流水查看")]
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public ActionResult TradeFlowList()
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{
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return View();
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}
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public ActionResult TradeFlowHistory()
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{
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return View();
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}
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public ActionResult TradeFlowCheck()
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{
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return View();
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}
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[MyAuthorize("基础参数管理-交易市场")]
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public ActionResult ClientVarietyConfigList()
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{
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return View();
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}
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[HttpPost]
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public JsonResult TradeQuery(TradeReq req)
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{
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var tss = new TradeSwapService(CurUser);
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req.AssetIdList = AssetUnitModel.IntersectAssetUnits(req.AssetIdGroupList, req.AssetIdList).ToList();
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req.UserAssets = CurUser.GetAssetUnitIds();
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req.UserClients = CurUser.GetClientIdsByCurUser(CurUser.交易管理_查看所有交易);
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var sList = tss.SearchList(req, out var gsum, false);
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Dictionary<int, List<TagDto>> tradeTagList = null;
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if (sList != null && sList.rows != null && sList.rows.Any())
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{
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using (var service = new TagService(CurUser))
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{
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tradeTagList = service.GetTagByTradeIds(sList.rows.Select(p => p.id).Distinct().ToList());
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}
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}
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if (tradeTagList == null)
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{
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tradeTagList = new Dictionary<int, List<TagDto>>();
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}
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var tradeids = sList.rows.Select(r => r.id).ToList();
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var swapTrades = yldb.trade_swap.Where(t => tradeids.Contains(t.TradeId)).ToList();
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var list = yldb.trade_contract_r.Where(O => tradeids.Contains(O.TradeId) && O.IsValid && O.Type == "交易确认书").AsEnumerable();
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var contractCodeDict = list.GroupBy(O => O.TradeId).ToDictionary(K => K.Key, V => V.LastOrDefault().ContractCode);
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var eodTrades = yldb.eod_trade.Where(t => tradeids.Contains(t.TradeId)).ToList();
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var tradeCashPredicate = PredicateBuilder.Create<trade_cash>(n => tradeids.Contains(n.TradeId) && !n.IsDeleted && n.Action == ClientCashInCashOut.系统操作_互换);
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if (req.ValueDate != null)
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{
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tradeCashPredicate = tradeCashPredicate.And(x => (x.HappenedDate ?? x.ValueDate) == req.ValueDate);
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}
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var cashTrades = yldb.trade_cash.Where(tradeCashPredicate).ToList();
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var opencashTrades = yldb.trade_cash.Where(n => tradeids.Contains(n.TradeId) && !n.IsDeleted && n.Action == ClientCashInCashOut.系统操作_期权费).ToList();
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var underlyingSource = Modules.DataCacheModule.DataCacheManager.GetUnderlyingDataSource();
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foreach (var r in sList.rows)
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{
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r.trade_swap = swapTrades.FirstOrDefault(x => x.TradeId == r.id);
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r.eod_trade = eodTrades.FirstOrDefault(x => x.TradeId == r.id);
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r.trade_cash = cashTrades.FirstOrDefault(x => x.TradeId == r.id);
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r.MetaDic.Add("PayUnderlyingName", (underlyingSource.GetData(r.trade_swap?.PayUnderlyingCode)?.UnderlyingName) ?? "");
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r.MetaDic.Add("GetUnderlyingName", (underlyingSource.GetData(r.trade_swap?.GetUnderlyingCode)?.UnderlyingName) ?? "");
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r.ContractCode = contractCodeDict.TryGetValue(r.id, out var code) ? code : "";
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if (r.trade_swap.IsGetFloatingProfit)
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{
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var underlying = DataCacheProvider.GetUnderlyingDataSource().GetData(r.trade_swap.GetUnderlyingId ?? 0);
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if (underlying != null && underlying.ContractSize > 0)
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{
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r.trade_swap.GetOpenPrice = r.trade_swap.GetSpotPrice + (r.trade_swap.GetLongShort == "多头" ? 1 : -1) * ((r.trade_swap.PaySingleFee ?? 0) / underlying.ContractSize + (r.trade_swap.GetSpotPrice * r.trade_swap.PayUnAnnualRate ?? 0));
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r.trade_swap.GetLot = r.trade_swap.GetNotional / underlying.ContractSize;
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r.TradeAmount = r.Notional / underlying.CountRatio;
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}
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}
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else if (r.trade_swap.IsPayFloatingProfit)
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{
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var underlying = DataCacheProvider.GetUnderlyingDataSource().GetData(r.trade_swap.PayUnderlyingId ?? 0);
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if (underlying != null && underlying.ContractSize > 0)
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{
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r.trade_swap.PayOpenPrice = r.trade_swap.PaySpotPrice + (r.trade_swap.PayLongShort == "多头" ? 1 : -1) * ((r.trade_swap.GetSingleFee ?? 0) / underlying.ContractSize + (r.trade_swap.PaySpotPrice * r.trade_swap.GetUnAnnualRate ?? 0));
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r.trade_swap.PayLot = r.trade_swap.PayNotional / underlying.ContractSize;
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r.TradeAmount = r.Notional / underlying.CountRatio;
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}
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}
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//拼装标签值
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if (tradeTagList.ContainsKey(r.id))
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{
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r.Tags = tradeTagList[r.id];
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r.OutputTags = TagService.GetOutputTagsStr(r.Tags);
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}
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if (PS.Config.IsGuoJun)
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{
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r.ClientNumber = DataCacheProvider.GetClientDataSource().GetData(r.ClientId).Number;
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var underlying = DataCacheProvider.GetUnderlyingDataSource().GetData(r.UnderlyingCode);
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underlying.Variety = DataCacheProvider.GetVarietyDataSource().GetData(underlying.CommodityCode);
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r.QuoteCurrency = underlying.Variety.QuoteCurrency ?? ConsGlobal.Currency.CNY;
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r.CountRatio = underlying?.CountRatio ?? 1;
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r.UnderlyingName = underlying?.UnderlyingName;
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r.trade_swap_gj.LongShort = string.IsNullOrWhiteSpace(r.trade_swap.GetLongShort) ? r.trade_swap.PayLongShort : r.trade_swap.GetLongShort;
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r.SpotPrice = r.trade_swap.GetSpotPrice ?? r.trade_swap.PaySpotPrice;
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r.trade_swap_gj.OpenPrice = r.trade_swap.GetOpenPrice ?? r.trade_swap.PayOpenPrice;
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var opencash = opencashTrades.FirstOrDefault(x => x.TradeId == r.id);
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r.trade_swap_gj.OpenCurrencyRate = opencash?.CurrencyRate ?? 1;
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r.OriginalStockEqvNotional = r.trade_swap_gj.OpenPrice * r.OriginalNotional * r.trade_swap_gj.OpenCurrencyRate;
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r.StockEqvNotional = (r.trade_swap_gj.OpenPrice * r.Notional * r.trade_swap_gj.OpenCurrencyRate) ?? 0;
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r.trade_swap_gj.PricingOriginalStockEqvNotional = r.trade_swap_gj.OpenPrice * r.OriginalNotional;
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r.trade_swap_gj.PricingStockEqvNotional = r.trade_swap_gj.OpenPrice * r.Notional;
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r.trade_swap_gj.TradeCommission = r.trade_swap.GetTradePrice ?? (-r.trade_swap.PayTradePrice) ?? 0;
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r.trade_swap_gj.SwapTimeAndRate = r.trade_swap.IsGetFloatingProfit ? r.trade_swap.PaySwapTimeAndRate : r.trade_swap.GetSwapTimeAndRate;
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}
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}
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return Json(sList);
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}
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[HttpPost]
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public JsonResult SearchGroupChildrenList(int id)
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{
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var trades = new TradeQueryService(CurUser).SearchGroupChildrenList(id);
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var tradeids = trades.Select(r => r.id).ToList();
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var swapTrades = yldb.trade_swap.Where(t => tradeids.Contains(t.TradeId)).ToList();
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foreach (var r in trades)
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{
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r.trade_swap = swapTrades.FirstOrDefault(x => x.TradeId == r.id);
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r.MetaDic.Add("GetUnderlyingName", r.trade_swap.GetUnderlyingCode == null ? "" : Modules.DataCacheModule.DataCacheManager.GetUnderlyingDataSource().GetData(r.trade_swap.GetUnderlyingCode).UnderlyingName);
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r.MetaDic.Add("PayUnderlyingName", r.trade_swap.PayUnderlyingCode == null ? "" : Modules.DataCacheModule.DataCacheManager.GetUnderlyingDataSource().GetData(r.trade_swap.PayUnderlyingCode).UnderlyingName);
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r.SalesCommission = new SalesCommissionDataService(CurUser).GetTradeCommissionInfo(r.id);
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if (PS.Config.ErpElement.SalesCommissionCalculation == "公式1" && r.SalesCommission?.Commission != null)
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{
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r.SalesCommission.Commission = r.SalesCommission.Commission * r.SalesCommission.SalesIds.Count();
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}
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}
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return Json(trades);
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}
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[HttpPost]
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public JsonResult TradeFlowQuery(TradeFlowReq req)
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{
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var tss = new TradeSwapService(CurUser);
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var sList = tss.SearchFlowList(req);
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return Json(sList);
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}
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[HttpPost]
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public JsonResult TradeFlowHistoryQuery(TradeFlowReq req)
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{
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var tss = new TradeSwapService(CurUser);
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var sList = tss.SearchFlowHistoryList(req);
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foreach (var item in sList.rows)
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{
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item.ClientName = ClientDataQueryService.GetClient(item.ClientId).Name;
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}
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return Json(sList);
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}
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[HttpPost]
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public JsonResult TradeFlowCheckResultQuery(TradeFlowCheckResultReq req)
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{
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var tss = new SwapTradeFlowCheckService(CurUser);
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var sList = tss.SearchFlowCheckResultList(req);
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return Json(sList);
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}
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[HttpPost]
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public JsonResult ClientVarietyConfigQuery(ClientVarietyConfigReq req)
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{
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var tss = new TradeSwapService(CurUser);
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var sList = tss.SearchClientVarietyConfigList(req);
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return Json(sList);
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}
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public JsonResult GetBasketUnderlyingDetails(int? underlyingId)
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{
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var details = new List<trade_swap_detail>();
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if (underlyingId == null)
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{
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return Json(details);
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}
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var underlying = DataCacheProvider.GetUnderlyingDataSource().GetData(underlyingId.Value);
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if (underlying != null && !string.IsNullOrEmpty(underlying.SubData))
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{
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var items = JsonConvert.DeserializeObject<List<BasketUnderlyingItem>>(underlying.SubData);
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var useWhiteCode = new StockBlackWhiteService(CurUser).GetStockBlackWhiteList(Configuration.Enums.LimitRangeEnum.Swap, out var Codes);
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items.ForEach(x =>
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{
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if (Codes != null && useWhiteCode == Codes.Contains(x.code))
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{
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return;
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}
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var underlyingDetail = DataCacheProvider.GetUnderlyingDataSource().GetData(x.code);
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details.Add(new trade_swap_detail() { UnderlyingCode = x.code, SpotPrice = underlyingDetail.Price, Notional = x.notional });
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});
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}
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var variety = DataCacheProvider.GetVarietyDataSource().GetData(underlying.UnderlyingTypeId);
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return Json(new object[] { details, variety });
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}
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public JsonResult AjaxGetMultiCloseList(TradeMultiCloseQueryModel queryModel)
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{
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if (queryModel.PageSize == 0)
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{
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queryModel.PageIndex = 1;
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queryModel.PageSize = 10000;
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}
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queryModel.AssetIdList = AssetUnitModel.IntersectAssetUnits(queryModel.AssetIdGroupList, queryModel.AssetIdList).ToList();
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queryModel.UserAssets = CurUser.GetAssetUnitIds();
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queryModel.UserClients = CurUser.GetClientIdsByCurUser(CurUser.交易管理_查看所有交易);
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var datas = new SwapMultiCloseService(CurUser).GetPagedDatas(queryModel);
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return JsonForJqGrid(datas);
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}
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/// <summary>
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/// 场外成交记录-导出奇异要素
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/// </summary>
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public ActionResult UnwindMultiFactorsExport(TradeMultiCloseQueryModel queryModel)
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{
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queryModel.PageIndex = 1;
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queryModel.PageSize = 10000;
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queryModel.UserAssets = CurUser.GetAssetUnitIds();
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queryModel.UserClients = CurUser.GetClientIdsByCurUser(CurUser.交易管理_查看所有交易);
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var bytes = new SwapMultiCloseService(CurUser).ExportAllFieldsToExcel(queryModel);
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return File(bytes, xlsxMimeType, $"互换了结记录全要素_{DateTime.Now:yyyyMMddHHmmssffff}.xlsx");
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}
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public ActionResult TradeEdit(string enid, int parentTradeId = 0, bool isUseApproval = false)
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{
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ViewBag.ParentTradeId = parentTradeId;
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ViewBag.isUseApproval = isUseApproval;
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using (var tagService = new TagService(CurUser))
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{
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ViewBag.TagList = tagService.GetTagListByType(TagTypeEnum.Trade);
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}
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trade r = null;
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var isAdd = string.IsNullOrEmpty(enid) || enid == "0";
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if (isAdd)
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{
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if (!CurUser.交易管理_交易新增)
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{
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throw new Exception("没有新增权限");
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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 = valuedateBLL.ValueDate,
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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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trade_swap = new trade_swap()
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{
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IsPayFloatingProfit = true,
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IsGetFloatingProfit = false,
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GetTradePrice = 0,
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PayTradePrice = 0,
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GetSingleFee = 0,
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PaySingleFee = 0,
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PayLongShort = "多头",
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SwapType = "普通",
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AnnualDays = 365,
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RateCalcMode = "11"
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}
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};
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if (parentTradeId > 0)
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{
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var parentTrade = yldb.trade.Find(parentTradeId);
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var trade_swap = yldb.trade_swap.FirstOrDefault(x => x.TradeId == parentTradeId);
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if (parentTrade != null)
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{
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r.ClientId = parentTrade.ClientId;
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r.ClientName = parentTrade.ClientName;
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r.AssetId = parentTrade.AssetId;
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r.AssetBookName = parentTrade.AssetBookName;
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r.ExerciseDate = parentTrade.ExerciseDate;
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}
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if (trade_swap != null)
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{
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r.trade_swap.IsGetFloatingProfit = trade_swap.IsGetFloatingProfit;
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r.trade_swap.IsPayFloatingProfit = trade_swap.IsPayFloatingProfit;
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r.trade_swap.AnnualDays = trade_swap.AnnualDays;
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r.trade_swap.AnnualVarIncome = trade_swap.AnnualVarIncome;
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r.trade_swap.RateCalcMode = trade_swap.RateCalcMode;
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}
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}
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return View(r);
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}
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var intid = DecryptInt(enid);
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r = yldb.trade.Find(intid);
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r.SettlementDate = r.SettlementDate ?? r.ExerciseDate;
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if (r == null)
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{
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throw new ServiceException("找不到交易数据");
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}
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if (ConsTrade.审批中 != r.TradeStatus)
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{
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if (!CurUser.交易管理_交易编辑 && !(ConsTrade.已拒绝 == r.TradeStatus && r.TraderId == CurUser.UserId))
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{
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throw new Exception("没有编辑权限");
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}
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}
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r.trade_swap = yldb.trade_swap.FirstOrDefault(t => t.TradeId == r.id);
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var customizedResultsGet = QdpHelper.ParseAutocallCustomizedInfo(r.trade_swap.GetSwapTimeAndRate);
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if (customizedResultsGet.Item2 != null)
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{
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var getSwapRates = customizedResultsGet.Item2.Distinct();
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if (getSwapRates != null && getSwapRates.Count() == 1)
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{
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r.trade_swap.GetSwapRate = getSwapRates.First();
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}
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else
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{
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r.trade_swap.GetSwapRate = customizedResultsGet.Item2.Last();//观察日利率不一致情况，给默认展示到期日利率
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}
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}
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var customizedResultsPay = QdpHelper.ParseAutocallCustomizedInfo(r.trade_swap.PaySwapTimeAndRate);
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if (customizedResultsPay.Item2 != null)
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{
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var paySwapRates = customizedResultsPay.Item2.Distinct();
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if (paySwapRates != null && paySwapRates.Count() == 1)
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{
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r.trade_swap.PaySwapRate = paySwapRates.First();
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}
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else
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{
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r.trade_swap.PaySwapRate = customizedResultsPay.Item2.Last();////观察日利率不一致情况，给默认展示到期日利率
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}
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}
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r.get_trade_swap_details = yldb.trade_swap_detail.Where(x => x.TradeId == r.id && x.IsForGet && x.ValidState != "InValid").ToList();
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r.pay_trade_swap_details = yldb.trade_swap_detail.Where(x => x.TradeId == r.id && !x.IsForGet && x.ValidState != "InValid").ToList();
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r.SalesCommission = new SalesCommissionDataService(CurUser).GetTradeCommissionInfo(r.id);
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if (PS.Config.ErpElement.SalesCommissionCalculation == "公式1")
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{//计提法只支持百分比;
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if (r.SalesCommission.Commission.Normalize() == 0)
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{
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r.SalesCommission.Commission = 1;
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r.SalesCommission.CommissionFixed = false;
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}
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else
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{
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r.SalesCommission.Commission = r.SalesCommission.Commission * r.SalesCommission.SalesIds.Count();
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}
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}
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r.MetaDic = new TradeMetaService(CurUser).GetTradeMeta(r.id);
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if (r.MetaDic != null && r.MetaDic.ContainsKey("ExchangeRate"))
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{
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double exchangeRate = 0;
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if (double.TryParse(r.MetaDic["ExchangeRate"], out exchangeRate))
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{
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r.ExchangeRate = exchangeRate;
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}
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}
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if (!string.IsNullOrEmpty(r.trade_swap.GetUnderlyingCode))
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{
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var underlying = DataCacheProvider.GetUnderlyingDataSource().GetData(r.trade_swap.GetUnderlyingCode);
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r.trade_swap.GetCountRatio = underlying != null ? underlying.CountRatio : 1;
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r.trade_swap.GetContractSize = underlying != null ? underlying.ContractSize : 100;
|
|
r.trade_swap.GetLot = r.trade_swap.GetContractSize > 0 ? r.trade_swap.GetNotional / r.trade_swap.GetContractSize : 0;
|
|
}
|
|
|
|
if (!string.IsNullOrEmpty(r.trade_swap.PayUnderlyingCode))
|
|
{
|
|
var underlying = DataCacheProvider.GetUnderlyingDataSource().GetData(r.trade_swap.PayUnderlyingCode);
|
|
r.trade_swap.PayCountRatio = underlying != null ? underlying.CountRatio : 1;
|
|
r.trade_swap.PayContractSize = underlying != null ? underlying.ContractSize : 100;
|
|
r.trade_swap.PayLot = r.trade_swap.PayContractSize > 0 ? r.trade_swap.PayNotional / r.trade_swap.PayContractSize : 0;
|
|
}
|
|
r.OpponentRole = r.OpponentRole == null ? "乙方" : r.OpponentRole;
|
|
using (var tagService = new TagService(CurUser))
|
|
{
|
|
ViewBag.ModelTags = tagService.GetTagByTradeId(intid);
|
|
}
|
|
return View(r);
|
|
}
|
|
|
|
[MyAuthorize("交易管理-交易搜索")]
|
|
public ActionResult tradeConfirmList(int tabIndex = (int)TradeTabIndexEnum.今日成交)
|
|
{
|
|
ViewBag.TabIndex = tabIndex;
|
|
return View();
|
|
}
|
|
|
|
[MyAuthorize("交易管理-交易搜索")]
|
|
public ActionResult tradePreEndList(int tabIndex = (int)TradeTabIndexEnum.今日成交)
|
|
{
|
|
ViewBag.TabIndex = tabIndex;
|
|
return View();
|
|
}
|
|
|
|
/// <summary>
|
|
/// 导入互换交易
|
|
/// </summary>
|
|
public JsonResult UploadSwapTrade()
|
|
{
|
|
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Excel(.xlsx)格式文件");
|
|
}
|
|
|
|
using var stream = file.OpenReadStream();
|
|
new SwapTradeImportService(CurUser).ImportSwapTradesFromExcel(stream, out var TotalNum, out var SuccessNum);
|
|
|
|
return Json(new
|
|
{
|
|
success = true,
|
|
totalNum = TotalNum,
|
|
successNum = SuccessNum,
|
|
});
|
|
|
|
}
|
|
|
|
/// <summary>
|
|
/// 导入互换交易历史数据
|
|
/// </summary>
|
|
public JsonResult UploadSwapTradeHistoryData()
|
|
{
|
|
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Excel(.xlsx)格式文件");
|
|
}
|
|
|
|
using var stream = file.OpenReadStream();
|
|
new SwapTradeImportService(CurUser).ImportSwapTradeHistroyDataFromExcel(stream, out var TotalNum, out var SuccessNum);
|
|
|
|
return Json(new
|
|
{
|
|
success = true,
|
|
totalNum = TotalNum,
|
|
successNum = SuccessNum,
|
|
});
|
|
}
|
|
|
|
/// <summary>
|
|
/// 导入了结互换交易历史数据
|
|
/// </summary>
|
|
/// <returns></returns>
|
|
public JsonResult UploadToEndSwapTradeHistoryData()
|
|
{
|
|
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Excel(.xlsx)格式文件");
|
|
}
|
|
|
|
using var stream = file.OpenReadStream();
|
|
new SwapTradeImportService(CurUser).ImportToEndSwapTradeHistroyDataFromExcel(stream, out var TotalNum, out var SuccessNum);
|
|
|
|
return Json(new
|
|
{
|
|
success = true,
|
|
totalNum = TotalNum,
|
|
successNum = SuccessNum,
|
|
});
|
|
}
|
|
|
|
/// <summary>
|
|
///
|
|
/// </summary>
|
|
/// <param name="tradeids"></param>
|
|
/// <param name="isBatch">是否批量延期结算</param>
|
|
/// <returns></returns>
|
|
[MyAuthorize("交易管理-交易延期结算")]
|
|
public ActionResult tradeDelaySettlement(string tradeids, bool isBatch = false)
|
|
{
|
|
ViewBag.tradeids = tradeids;
|
|
ViewBag.count = tradeids.Split(',').Count();
|
|
ViewBag.isBatch = isBatch;
|
|
return View();
|
|
}
|
|
|
|
[MyAuthorize("交易管理-交易延期结算")]
|
|
public JsonResult tradeDelaySettlementquery(string tradeids, int settlementvalue)
|
|
{
|
|
if (string.IsNullOrWhiteSpace(tradeids))
|
|
{
|
|
return JsonError("交易id不能为空");
|
|
}
|
|
new Modules.TradeModule.DealModule.TradeDelaySettlementService(CurUser).ExecuteDelaySettlements(tradeids, settlementvalue, out string msg);
|
|
return JsonSuccess(msg);
|
|
}
|
|
|
|
/// <summary>
|
|
/// 导入了结互换交易
|
|
/// </summary>
|
|
public JsonResult UploadToEndSwapTrade()
|
|
{
|
|
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Excel(.xlsx)格式文件");
|
|
}
|
|
|
|
using var stream = file.OpenReadStream();
|
|
new SwapTradeImportService(CurUser).ImportToEndSwapTradesFromExcel(stream, out var TotalNum, out var SuccessNum);
|
|
|
|
|
|
return Json(new
|
|
{
|
|
success = true,
|
|
totalNum = TotalNum,
|
|
successNum = SuccessNum,
|
|
});
|
|
|
|
}
|
|
|
|
/// <summary>
|
|
/// 当日成交查询。
|
|
/// 查询在当前交易日成交，或在当前交易日被修改过状态的交易
|
|
/// </summary>
|
|
[HttpPost]
|
|
public JsonResult tradeOnValueDateQuery(TdTradeQueryModel req)
|
|
{
|
|
req.AssetIds = AssetUnitModel.IntersectAssetUnits(req.AssetIdGroupList, req.AssetIds).ToList();
|
|
req.UserAssets = CurUser.GetAssetUnitIds();
|
|
req.UserClients = CurUser.GetClientIdsByCurUser(CurUser.交易管理_查看所有交易);
|
|
req.OtcTradeType = DBModels.Enums.OtcTradeType.EquitySwap;
|
|
var sList = new TodayTradeQueryService(CurUser).GetConfirmList(req);
|
|
|
|
var tradeids = sList.rows.Select(r => r.id).ToList();
|
|
var swapTrades = yldb.trade_swap.Where(t => tradeids.Contains(t.TradeId)).ToList();
|
|
foreach (var r in sList.rows)
|
|
{
|
|
r.trade_swap = swapTrades.FirstOrDefault(x => x.TradeId == r.id);
|
|
r.MetaDic.Add("PayUnderlyingName", (r.trade_swap != null && r.trade_swap.PayUnderlyingCode != null) ? Modules.DataCacheModule.DataCacheManager.GetUnderlyingDataSource().GetData(r.trade_swap.PayUnderlyingCode).UnderlyingName : "");
|
|
r.MetaDic.Add("GetUnderlyingName", (r.trade_swap != null && r.trade_swap.GetUnderlyingCode != null) ? Modules.DataCacheModule.DataCacheManager.GetUnderlyingDataSource().GetData(r.trade_swap.GetUnderlyingCode).UnderlyingName : "");
|
|
|
|
}
|
|
|
|
return Json(sList);
|
|
}
|
|
|
|
/// <summary>
|
|
/// 当日成交而几个tab的交易总数。
|
|
/// </summary>
|
|
[HttpPost]
|
|
public JsonResult tradeCountsOnValueDateQuery()
|
|
{
|
|
var userAssets = CurUser.GetAssetUnitIds();
|
|
var userClients = CurUser.GetClientIdsByCurUser(CurUser.交易管理_查看所有交易);
|
|
var sum = new TodayTradeQueryService(CurUser).GetTdTradesCountSum(userAssets, userClients, DBModels.Enums.OtcTradeType.EquitySwap);
|
|
var countDic = new Dictionary<int, int> {
|
|
{(int)TradeTabIndexEnum.今日到期,sum.TdExerciseCount },
|
|
{(int)TradeTabIndexEnum.今日终止,sum.TdEarlyStoppedCount },
|
|
{(int)TradeTabIndexEnum.今日成交,sum.TdCreatedCount }
|
|
};
|
|
return Json(countDic);
|
|
}
|
|
|
|
[MyAuthorize("风险控制-日终持仓风险_互换")]
|
|
public ViewResult EodPositionRisks()
|
|
{
|
|
ViewBag.lastDate_eod = EodOperationBase.GetLastSettlementDate(valuedateBLL.ValueDate);
|
|
ViewBag.lastDate_settle = EodOperationBase.GetLastSettlementDate_Settle();
|
|
return View();
|
|
}
|
|
|
|
[MyAuthorize("风险控制-日终持仓风险_互换")]
|
|
public JsonResult EodPositionRisksQuery(EodPositionRisksReq req)
|
|
{
|
|
req.BookIds = AssetUnitModel.IntersectAssetUnits(req.AssetIdGroupList, req.BookIds).ToList();
|
|
req.UserAssets = CurUser.GetAssetUnitIds();
|
|
req.UserClients = CurUser.GetClientIdsByCurUser(CurUser.交易管理_查看所有交易);
|
|
if (CurUser.交易管理_查看所有交易) { req.UserClients.Clear(); }
|
|
req.TradeTypes = new List<string>() { "收益互换" };
|
|
|
|
var result = new EodPositionRisksQueryService(CurUser).SearchList(req, true);
|
|
var tradeids = result.rows.Select(x => x.trade?.id ?? 0).ToHashSet();
|
|
var parentTradeIds = result.rows.Select(x => x.trade?.ParentTradeId).ToHashSet();
|
|
var tradeSwaps = yldb.trade_swap.Where(x => tradeids.Contains(x.TradeId)).ToDictionary(n => n.TradeId);
|
|
var parentTrades = yldb.trade.Where(x => parentTradeIds.Contains(x.id)).ToDictionary(n => n.id);
|
|
foreach (var row in result.rows)
|
|
{
|
|
if (row.trade == null)
|
|
{
|
|
continue;
|
|
}
|
|
if (tradeSwaps.TryGetValue(row.trade.id, out var swap))
|
|
{
|
|
row.trade.trade_swap = swap;
|
|
}
|
|
if (parentTrades.TryGetValue(row.trade.ParentTradeId, out var parentTrade))
|
|
{
|
|
row.ContractCode = parentTrade.TradeNumber;
|
|
}
|
|
row.trade.MetaDic["GetUnderlyingName"] = string.IsNullOrWhiteSpace(row.trade.trade_swap.GetUnderlyingCode) ? "" : DataCacheProvider.GetUnderlyingDataSource().GetData(row.trade.trade_swap.GetUnderlyingCode)?.UnderlyingName;
|
|
row.trade.MetaDic["PayUnderlyingName"] = string.IsNullOrWhiteSpace(row.trade.trade_swap.PayUnderlyingCode) ? "" : DataCacheProvider.GetUnderlyingDataSource().GetData(row.trade.trade_swap.PayUnderlyingCode)?.UnderlyingName;
|
|
}
|
|
result.rows = result.rows.Where(a => a.trade != null).ToList();
|
|
return Json(result);
|
|
}
|
|
|
|
/// <summary>
|
|
/// 日终持仓风险导出
|
|
/// </summary>
|
|
public ActionResult DownloadEodPositionRisks(EodPositionRisksReq req)
|
|
{
|
|
try
|
|
{
|
|
req.BookIds = AssetUnitModel.IntersectAssetUnits(req.AssetIdGroupList, req.BookIds).ToList();
|
|
req.UserAssets = CurUser.GetAssetUnitIds();
|
|
req.UserClients = CurUser.GetClientIdsByCurUser(CurUser.交易管理_查看所有交易);
|
|
if (CurUser.交易管理_查看所有交易) { req.UserClients.Clear(); }
|
|
req.TradeTypes = new List<string>() { "收益互换" };
|
|
var bytes = new EodPositionRisksQueryService(CurUser).ExportEodPositionRisksToExcel_Swap(req);
|
|
return File(bytes, xlsxMimeType, $"日终-{req.ValueDate:yyyy-MM-dd}.xlsx");
|
|
}
|
|
catch (Exception e)
|
|
{
|
|
return ShowError("导出失败" + e.Message);
|
|
}
|
|
}
|
|
|
|
public JsonResult BatchDownloadEodPositionRisks(EodPositionRisksReq req)
|
|
{
|
|
if (!new EodPositionRisksQueryService(CurUser).BatchDownloadEodPositionRisks_Swap(req))
|
|
{
|
|
return JsonError("线程正在被占用");
|
|
}
|
|
return JsonSuccess("开始生成文件");
|
|
}
|
|
|
|
public ActionResult SwapTradeUpload()
|
|
{
|
|
return View();
|
|
}
|
|
|
|
|
|
public ActionResult tradeUpload()
|
|
{
|
|
return View();
|
|
}
|
|
|
|
public ActionResult tradeFlowGroupUpload()
|
|
{
|
|
return View();
|
|
}
|
|
|
|
public ActionResult tradeFlowHistoryUpload()
|
|
{
|
|
return View();
|
|
}
|
|
|
|
public ActionResult clientVarietyConfigUpload()
|
|
{
|
|
return View();
|
|
}
|
|
|
|
/// <summary>
|
|
/// 导入互换流水
|
|
/// </summary>
|
|
public ActionResult UploadSwapTradeFlow()
|
|
{
|
|
if (Request.Form.Files.Count == 0)
|
|
{
|
|
return JsonError("上传文件不存在");
|
|
}
|
|
|
|
var file = Request.Form.Files[0];
|
|
|
|
if (!Path.GetExtension(file.FileName).Equals(".xlsx", StringComparison.OrdinalIgnoreCase))
|
|
{
|
|
return JsonError("请上传Excel(.xlsx)格式文件");
|
|
}
|
|
|
|
using var stream = file.OpenReadStream();
|
|
new SwapTradeFlowImportService(CurUser).ImportSwapTradeFlowFromExcel(stream, out var TotalNum, out var SuccessNum);
|
|
|
|
return Json(new
|
|
{
|
|
success = true,
|
|
totalNum = TotalNum,
|
|
successNum = SuccessNum,
|
|
});
|
|
}
|
|
|
|
/// <summary>
|
|
/// 导入多空互换流水
|
|
/// </summary>
|
|
public ActionResult UploadSwapTradeFlowGroup()
|
|
{
|
|
if (Request.Form.Files.Count == 0)
|
|
{
|
|
return JsonError("上传文件不存在");
|
|
}
|
|
|
|
var file = Request.Form.Files[0];
|
|
|
|
if (!Path.GetExtension(file.FileName).Equals(".xlsx", StringComparison.OrdinalIgnoreCase))
|
|
{
|
|
return JsonError("请上传Excel(.xlsx)格式文件");
|
|
}
|
|
|
|
using var stream = file.OpenReadStream();
|
|
new SwapTradeFlowImportService(CurUser).ImportSwapTradeFlowGroupFromExcel(stream, out var TotalNum, out var SuccessNum);
|
|
|
|
return Json(new
|
|
{
|
|
success = true,
|
|
totalNum = TotalNum,
|
|
successNum = SuccessNum,
|
|
});
|
|
}
|
|
|
|
public ActionResult UploadTradeFlowHistory()
|
|
{
|
|
if (Request.Form.Files.Count == 0)
|
|
{
|
|
return JsonError("上传文件不存在");
|
|
}
|
|
|
|
var file = Request.Form.Files[0];
|
|
|
|
if (!Path.GetExtension(file.FileName).Equals(".xlsx", StringComparison.OrdinalIgnoreCase))
|
|
{
|
|
return JsonError("请上传Excel(.xlsx)格式文件");
|
|
}
|
|
|
|
using var stream = file.OpenReadStream();
|
|
new SwapTradeFlowImportService(CurUser).ImportTradeFlowHistoryFromExcel(stream, out var TotalNum, out var SuccessNum);
|
|
|
|
return Json(new
|
|
{
|
|
success = true,
|
|
totalNum = TotalNum,
|
|
successNum = SuccessNum,
|
|
});
|
|
}
|
|
|
|
public ActionResult UploadClientVarietyConfig()
|
|
{
|
|
if (Request.Form.Files.Count == 0)
|
|
{
|
|
return JsonError("上传文件不存在");
|
|
}
|
|
|
|
var file = Request.Form.Files[0];
|
|
|
|
if (!Path.GetExtension(file.FileName).Equals(".xlsx", StringComparison.OrdinalIgnoreCase))
|
|
{
|
|
return JsonError("请上传Excel(.xlsx)格式文件");
|
|
}
|
|
|
|
using var stream = file.OpenReadStream();
|
|
new SwapTradeImportService(CurUser).UploadClientVarietyConfig(stream, out var TotalNum, out var SuccessNum);
|
|
|
|
return Json(new
|
|
{
|
|
success = true,
|
|
totalNum = TotalNum,
|
|
successNum = SuccessNum,
|
|
});
|
|
}
|
|
|
|
public ActionResult tradeFlowEdit(string enid)
|
|
{
|
|
if (string.IsNullOrEmpty(enid))
|
|
{
|
|
return View(new trade_swap_flow());
|
|
}
|
|
|
|
var intid = DecryptInt(enid);
|
|
var tradeFlow = yldb.trade_swap_flow.Find(intid);
|
|
if (tradeFlow.UnAnnualRate != null)
|
|
{
|
|
tradeFlow.UnAnnualRate *= 100;
|
|
}
|
|
|
|
return View(tradeFlow);
|
|
}
|
|
|
|
public ActionResult clientVarietyConfigEdit(string enid)
|
|
{
|
|
if (string.IsNullOrEmpty(enid))
|
|
{
|
|
return View(new client_variety_config() { ValueDate = valuedateBLL.ValueDate });
|
|
}
|
|
var intid = DecryptInt(enid);
|
|
var clientVarietyConfig = yldb.client_variety_config.Find(intid);
|
|
return View(clientVarietyConfig);
|
|
}
|
|
|
|
[HttpPost]
|
|
public JsonResult deleteClientVarietyConfig(string enid)
|
|
{
|
|
var intid = DecryptInt(enid);
|
|
var r = yldb.client_variety_config.Find(intid);
|
|
if (r == null)
|
|
{
|
|
return JsonError("该数据已不存在");
|
|
}
|
|
yldb.client_variety_config.Remove(r);
|
|
yldb.SaveChanges();
|
|
|
|
return JsonSuccess("删除成功");
|
|
}
|
|
|
|
[HttpPost]
|
|
public JsonResult tradeFlowEditJson(trade_swap_flow req)
|
|
{
|
|
if (req == null)
|
|
{
|
|
return JsonError("数据不能为空");
|
|
}
|
|
|
|
try
|
|
{
|
|
var r = new TradeSwapService(CurUser).AddOrUpdateTradeFlowOnly(req);
|
|
|
|
return JsonSuccess("更新成功", r);
|
|
}
|
|
catch (Exception e)
|
|
{
|
|
LogFactory.GetLogger("交易保存").Error(e);
|
|
return JsonError("保存失败:" + e.GetBaseException().Message, e.ToJson());
|
|
}
|
|
}
|
|
|
|
public JsonResult deleteTradeFlow(string enid)
|
|
{
|
|
try
|
|
{
|
|
var intid = DecryptInt(enid);
|
|
|
|
new TradeSwapService(CurUser).DeleteTradeFlowOnly(intid);
|
|
|
|
return JsonSuccess("删除成功");
|
|
}
|
|
catch (Exception e)
|
|
{
|
|
LogFactory.GetLogger("交易保存").Error(e);
|
|
return JsonError("删除失败:" + e.GetBaseException().Message, e.ToJson());
|
|
}
|
|
}
|
|
|
|
public JsonResult composeTrade(List<int> ids)
|
|
{
|
|
new TradeSwapService(CurUser).ComposeTrade(ids);
|
|
return JsonSuccess("合成成功");
|
|
}
|
|
|
|
public JsonResult composeTodayTradeFlow(string tradeNumber)
|
|
{
|
|
new EodHandleSwapFlowService(CurUser).ComposeGroupTrade(tradeNumber);
|
|
if (string.IsNullOrWhiteSpace(tradeNumber))
|
|
{
|
|
new TradeSwapService(CurUser).FIFOTradeFlow();
|
|
}
|
|
|
|
return JsonSuccess("合成成功");
|
|
}
|
|
|
|
public JsonResult checkTradeFlow(string tradeNumber)
|
|
{
|
|
new SwapTradeFlowCheckService(CurUser).CheckSwapTradeFlow(tradeNumber);
|
|
return JsonSuccess("检测完成");
|
|
}
|
|
|
|
public JsonResult checkTradeGroup(string tradeNumber)
|
|
{
|
|
var result = new SwapTradeFlowCheckService(CurUser).CheckSwapTradeGroup(tradeNumber);
|
|
return Json(result);
|
|
}
|
|
|
|
[HttpPost]
|
|
public JsonResult clientVarietyConfigEditJson(client_variety_config req)
|
|
{
|
|
if (req == null)
|
|
{
|
|
return JsonError("数据不能为空");
|
|
}
|
|
|
|
try
|
|
{
|
|
var r = new TradeSwapService(CurUser).SaveClientVarietyConfig(req);
|
|
|
|
return JsonSuccess("更新成功", r);
|
|
}
|
|
catch (Exception e)
|
|
{
|
|
LogFactory.GetLogger("交易保存").Error(e);
|
|
return JsonError("保存失败:" + e.GetBaseException().Message, e.ToJson());
|
|
}
|
|
}
|
|
|
|
public object ExportTradeFlowInfo()
|
|
{
|
|
var bytes = new SettlementReportForZJService(CurUser).exportFlowInfo();
|
|
return File(bytes, xlsxMimeType, $"南向流水全量数据-{DateTime.Now:yyyy-MM-dd}.xlsx");
|
|
}
|
|
|
|
public object ExportTradeCashInfo()
|
|
{
|
|
var bytes = new SettlementReportForZJService(CurUser).exportCashInfo();
|
|
return File(bytes, xlsxMimeType, $"南向资金全量数据-{DateTime.Now:yyyy-MM-dd}.xlsx");
|
|
}
|
|
|
|
public object ExportTradeOpenInfo()
|
|
{
|
|
var bytes = new SettlementReportForZJService(CurUser).exportOpenFlow();
|
|
return File(bytes, xlsxMimeType, $"开仓信息.xlsx");
|
|
}
|
|
|
|
///// <summary>
|
|
///// 场外成交记录-导出奇异要素
|
|
///// </summary>
|
|
//public object DownloadTradeQueryMultiFactors(TradeReq req, string VolType)
|
|
//{
|
|
// req.LoginUserId = CurUser.UserId;
|
|
// req.AssetIdList = AssetUnitModel.IntersectAssetUnits(req.AssetIdGroupList, req.AssetIdList).ToList();
|
|
// var bytes = new OtcTradeListExportService(CurUser).ExportOptionTradeListToExcel(req, new TradeQueryRequest
|
|
// {
|
|
// ShowAllTrades = ShowAllTrades,
|
|
// UserAssetUnits = ShowAllTrades ? null : GetUserAssetunitIds(),
|
|
// VolType = VolType
|
|
// });
|
|
|
|
// return File(bytes, xlsxMimeType, $"场外期权成交记录-{DateTime.Now:yyyy-MM-dd}.xlsx");
|
|
//}
|
|
|
|
/// <summary>
|
|
/// 场外成交记录-导出奇异要素
|
|
/// </summary>
|
|
public ActionResult UnwindSwapTradeExport(TradeMultiCloseQueryModel queryModel)
|
|
{
|
|
var userAsset = GetUserAssetunitIds();
|
|
var bytes = new SwapTradeListExportService(CurUser).ExportAllFieldsToExcel(queryModel, userAsset, ShowAllTrades);
|
|
return File(bytes, xlsxMimeType, $"互换交易平仓记录.xlsx");
|
|
}
|
|
|
|
#region 交易流水 -- 国君
|
|
|
|
[MyAuthorize("交易管理-交易流水查看")]
|
|
public ActionResult TradeFlowListMore()
|
|
{
|
|
return View();
|
|
}
|
|
|
|
[MyAuthorize("交易管理-交易流水查看")]
|
|
[HttpPost]
|
|
public JsonResult TradeFlowMoreQuery(TradeFlowMoreReq req)
|
|
{
|
|
var tss = new TradeSwapService(CurUser);
|
|
var sList = tss.SearchFlowMoreList(req);
|
|
|
|
return Json(sList);
|
|
}
|
|
|
|
/// <summary>
|
|
/// 导入互换交易
|
|
/// </summary>
|
|
[MyAuthorize("交易管理-交易流水修改")]
|
|
public ActionResult UploadSwapTradeFlowMore()
|
|
{
|
|
if (Request.Form.Files.Count == 0)
|
|
{
|
|
return JsonError("上传文件不存在");
|
|
}
|
|
var file = Request.Form.Files[0];
|
|
if (!Path.GetExtension(file.FileName).Equals(".xlsx", StringComparison.OrdinalIgnoreCase))
|
|
{
|
|
return JsonError("请上传Excel(.xlsx)格式文件");
|
|
}
|
|
using var stream = file.OpenReadStream();
|
|
new SwapTradeFlowMoreImportService(CurUser).ImportSwapTradeFlowFromExcel(stream, out var TotalNum, out var SuccessNum);
|
|
return Json(new
|
|
{
|
|
success = true,
|
|
totalNum = TotalNum,
|
|
successNum = SuccessNum,
|
|
});
|
|
}
|
|
|
|
[MyAuthorize("交易管理-交易流水修改")]
|
|
public ActionResult tradeFlowMoreEdit(string enid)
|
|
{
|
|
if (string.IsNullOrEmpty(enid))
|
|
{
|
|
return JsonError("交易流水不存在");
|
|
}
|
|
var intid = DecryptInt(enid);
|
|
var tradeFlow = yldb.trade_swap_flow_more.Find(intid);
|
|
return View(tradeFlow);
|
|
}
|
|
|
|
[MyAuthorize("交易管理-交易流水修改")]
|
|
[HttpPost]
|
|
public JsonResult tradeFlowMoreEditJson(trade_swap_flow_more req)
|
|
{
|
|
if (req == null)
|
|
{
|
|
return JsonError("数据不能为空");
|
|
}
|
|
try
|
|
{
|
|
var r = new TradeSwapService(CurUser).SaveTradeFlowMore(req);
|
|
|
|
return JsonSuccess("更新成功", r);
|
|
}
|
|
catch (Exception e)
|
|
{
|
|
LogFactory.GetLogger("交易保存").Error(e);
|
|
return JsonError("保存失败:" + e.GetBaseException().Message, e.ToJson());
|
|
}
|
|
}
|
|
|
|
[MyAuthorize("交易管理-交易流水修改")]
|
|
[HttpPost]
|
|
public JsonResult tradeFlowMoreDele(string enid)
|
|
{
|
|
if (string.IsNullOrEmpty(enid))
|
|
{
|
|
return JsonError("交易流水不存在");
|
|
}
|
|
var intid = DecryptInt(enid);
|
|
var tradeFlow = yldb.trade_swap_flow_more.Find(intid);
|
|
if (tradeFlow.IsCompose)
|
|
{
|
|
return JsonSuccess("完成合成后禁止删除");
|
|
}
|
|
tradeFlow.IsDelete = true;
|
|
yldb.SaveChanges();
|
|
return JsonSuccess("删除成功");
|
|
}
|
|
|
|
public JsonResult FlowMoreComposeTrade()
|
|
{
|
|
if (!yldb.trade_swap_flow_more.Where(x => !x.IsCompose && !x.IsDelete).Any())
|
|
{
|
|
throw new ServiceException("不存在未合成的交易流水");
|
|
}
|
|
new TradeSwapService(CurUser).FlowMoreComposeTrade();
|
|
return JsonSuccess("合成成功");
|
|
}
|
|
|
|
[MyAuthorize("交易管理-交易流水修改")]
|
|
public ActionResult FlowMoreModifyRate(string ids)
|
|
{
|
|
var idsArr = DataConvert.ConvertCommaValuesToInt32Array(ids);
|
|
if (idsArr is null || !idsArr.Any(n => n > 0))
|
|
{
|
|
throw new ArgumentException("ids 参数无效", nameof(ids));
|
|
}
|
|
var tradeNumbers = yldb.trade_swap_flow_more.Where(x => idsArr.Contains(x.id)).Select(x => x.TradeNumber).ToHashSet().ToList();
|
|
ViewBag.ids = ids;
|
|
ViewBag.count = idsArr.Count();
|
|
ViewBag.tradeNumbers = String.Join(",", tradeNumbers);
|
|
return View();
|
|
}
|
|
|
|
[MyAuthorize("交易管理-交易流水修改")]
|
|
public JsonResult QueryFlowMoreModifyRate(string ids, double CurrencyRate)
|
|
{
|
|
var idsArr = DataConvert.ConvertCommaValuesToInt32Array(ids);
|
|
new SwapTradeFlowMoreImportService(CurUser).UpdateCurrencyRate(idsArr, CurrencyRate);
|
|
return JsonSuccess("修改成功");
|
|
}
|
|
|
|
#endregion
|
|
|
|
[HttpPost]
|
|
public JsonResult GetInitMarginRate(int ClientId, string Type, string UnderlyingCode, string tradeDate)
|
|
{
|
|
if (PS.Config.Company == CompanyEnum.华安)
|
|
{
|
|
var udm = DataCacheProvider.GetUnderlyingDataSource().GetData(UnderlyingCode);
|
|
double? InitMarginRate = 0;
|
|
if (udm != null)
|
|
{
|
|
if (udm.CommodityCode == "组合标的")
|
|
{
|
|
SyntheticPriceModel synthetic = new SyntheticUnderlyingPriceService(CurUser).GetPriceModel(UnderlyingCode);
|
|
var underlyingCodes = synthetic.SuList.Select(l => l.UnderlyingCode);
|
|
double?[] arr = new double?[underlyingCodes.Count()];
|
|
int i = 0;
|
|
foreach (var item in underlyingCodes)
|
|
{
|
|
arr[i] = DataCacheProvider.GetUnderlyingDataSource().GetData(item).MarginRate;
|
|
i++;
|
|
}
|
|
InitMarginRate = arr.Max();
|
|
}
|
|
else
|
|
{
|
|
InitMarginRate = udm.MarginRate ?? DataCacheProvider.GetVarietyDataSource().GetData(UnderlyingCode).Margin ?? 0;
|
|
}
|
|
}
|
|
return JsonSuccess("", InitMarginRate);
|
|
}
|
|
var query = yldb.client_marginrate.Where(t => (t.ClientId == ClientId || t.ClientId == 0) && t.Type.Equals(Type == "普通" ? ClientMarginTypeEnum.品种.ToString() : Type));
|
|
if ("普通".Equals(Type))
|
|
{
|
|
var underlying = DataCacheProvider.GetUnderlyingDataSource().GetData(UnderlyingCode);
|
|
query = query.Where(t => t.VarietyId == underlying.UnderlyingTypeId);
|
|
}
|
|
var nowDate = tradeDate == null ? valuedateBLL.ValueDate : DateTime.Parse(tradeDate);
|
|
var clientMarginrateList = query.Where(t => t.ValueDate <= nowDate).OrderByDescending(t => t.ValueDate).ToList();
|
|
if (clientMarginrateList.Any(t => t.ClientId == ClientId))
|
|
{
|
|
return JsonSuccess("", clientMarginrateList.Where(t => t.ClientId == ClientId).FirstOrDefault().InitMarginRate);
|
|
}
|
|
else if (clientMarginrateList.Any(t => t.ClientId == 0))
|
|
{
|
|
return JsonSuccess("", clientMarginrateList.Where(t => t.ClientId == 0).FirstOrDefault().InitMarginRate);
|
|
}
|
|
return JsonSuccess("", 0);
|
|
}
|
|
}
|
|
} |