张名锐
aa3548e77f
- 修改 CalcPayment 方法添加 useBondPriceScale 参数区分债券和股票/基金的金额计算口径 - 债券利息按每100元面值票息通过BondPriceConverter转为入库金额，股票基金分红直接计算 - 在BondPaymentService中添加详细的参数说明文档注释 - 更新SwapDealService中分红计算逻辑，根据标的类型自动选择合适的金额转换方式 - 新增CorporateActionEventLifecycleTest单元测试验证公司行为事件生命周期管理 - 添加SplitCorporateActionTddTest测试验证拆合股功能 - 优化FundCorporateActionRollbackAndUnwindTest扩展到股票类型测试 - 更新前端OperationHistory页面表格列宽和显示格式支持更长的说明信息
342 lines
14 KiB
C#
342 lines
14 KiB
C#
using Newtonsoft.Json;
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using System;
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using System.Collections.Generic;
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using System.Globalization;
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using System.Linq;
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using System.Linq.Expressions;
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using System.Text;
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using System.Threading.Tasks;
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using YLErp.DBModels;
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namespace YLErp.Modules.SwapModule
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{
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public class SwapEventService : SwapTradeBaseService
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{
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public SwapEventService(OptUserInfo optUser) : base(optUser)
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{
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}
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public SwapEventService(YLBaseService baseService) : base(baseService)
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{
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}
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/// <summary>
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/// 生成事件
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/// </summary>
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/// <param name="tradeDate">日期</param>
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/// <param name="tradeId">互换交易码</param>
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/// <param name="eventType">事件类型</param>
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/// <param name="data">json数据</param>
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/// <param name="save">是否保存</param>
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/// <param name="clientCashId"></param>
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/// <param name="eventRession"></param>
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/// <param name="invalid">是否无效</param>
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/// <returns></returns>
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public swap_event AddSwapEventDate(DateTime tradeDate, int tradeId, int eventType, string data, int clientCashId, bool save = false,string eventRession="",bool invalid=false)
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{
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var swap_Event = new swap_event()
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{
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EventType = eventType,
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EventData = data,
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EventReason= eventRession,
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SwapTradeId = tradeId,
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ClientCashId = clientCashId,
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Invalid = invalid,
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ValueDate = tradeDate,
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};
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UpdateDbOption(swap_Event);
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DbContext.swap_event.Add(swap_Event);
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if (save)
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{
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DbContext.SaveChanges();
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}
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return swap_Event;
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}
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public swap_event UpdateSwapEvent()
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{
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var swapEvent= DbContext.swap_event.Where(x=>x.EventType== (int)SwapEventTypeEnum.新增交易 || x.EventType == (int)SwapEventTypeEnum.修改交易).OrderByDescending(o=>o.id).FirstOrDefault();
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if (swapEvent!=null)
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{
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swapEvent.Invalid= false;
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DbContext.SaveChanges();
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}
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return swapEvent;
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}
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/// <summary>
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/// 获取上一日终归档日期
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/// </summary>
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/// <param name="tradeDate">当前清算日期</param>
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/// <returns></returns>
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public DateTime GetSwapEventDate(DateTime tradeDate, int tradeId, int? eventType)
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{
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Expression<Func<swap_event, bool>> expression = x => x.SwapTradeId == tradeId && x.ValueDate < tradeDate && !x.Invalid;
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if (eventType.HasValue)
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{
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expression = expression.And(x => x.EventType == eventType);
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}
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var swapEvent = DbContext.swap_event.Where(expression).OrderByDescending(o => o.ValueDate).FirstOrDefault();
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if (swapEvent != null)
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{
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return swapEvent.ValueDate;//上一日终归档日期
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}
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else//不存在归档日期
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{
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return tradeDate;
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}
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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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/// <exception cref="ServiceException"></exception>
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public swap_event SaveExtensionTime(swap_event swap_Event)
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{
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var obj = DbContext.swap_event.Where(O => O.id == swap_Event.id).FirstOrDefault();
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var trade = DbContext.trade.Where(O => O.id == swap_Event.SwapTradeId).FirstOrDefault();
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if (trade == null)
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{
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throw new ServiceException("未找到交易,请刷新页面后再次尝试!");
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}
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var oldMaturityDate = trade.ExerciseDate.Value;
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if (obj != null && !string.IsNullOrEmpty(obj.EventData))
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{
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oldMaturityDate = JsonConvert.DeserializeObject<ExtenstionData>(obj.EventData).OldMaturityDate;
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}
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if (swap_Event.extenstionData.NewMaturityDate <= oldMaturityDate)
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{
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throw new ServiceException("新到期日应晚于原到期日!");
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}
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if (obj != null && obj.ValueDate >= swap_Event.ValueDate)
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{
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throw new ServiceException("新展期日应晚于原展期日!");
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}
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if (swap_Event.extenstionData.NewMaturityDate< trade.StartDate)
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{
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throw new ServiceException("新到期日不应早于交易开始日期!");
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}
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swap_Event.extenstionData.OldMaturityDate = oldMaturityDate;
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string data = JsonConvert.SerializeObject(swap_Event.extenstionData);
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if (obj != null)
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{
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obj.Invalid = true;
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}
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swap_Event.EventReason = "交易展期";
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trade.ExerciseDate = swap_Event.extenstionData.NewMaturityDate;
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//修改互换观察日到期日
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new SwapTradeService(this).UpdateObservationDay(trade.id, swap_Event.extenstionData.OldMaturityDate, trade.ExerciseDate.Value);
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swap_Event = AddSwapEventDate(swap_Event.ValueDate, swap_Event.SwapTradeId, (int)SwapEventTypeEnum.展期, data, 0,false, swap_Event.EventReason);
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DbContext.SaveChanges();
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return swap_Event;
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}
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/// <summary>
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/// 删除 展期
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/// </summary>
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/// <param name="id"></param>
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/// <exception cref="ServiceException"></exception>
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public void DeleteExtensionTime(long id)
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{
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var obj = DbContext.swap_event.Where(O => O.id == id).FirstOrDefault();
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if (obj==null)
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{
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throw new ServiceException("未找到展期记录,请刷新页面后再次尝试!");
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}
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var trade = DbContext.trade.Where(O => O.id == obj.SwapTradeId).FirstOrDefault();
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obj.Invalid = true;
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obj.EventReason = "交易展期撤销";
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if (!string.IsNullOrEmpty(obj.EventData))
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{
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obj.extenstionData = JsonConvert.DeserializeObject<ExtenstionData>(obj.EventData);
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//修改到期日，互换观察日
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new SwapTradeService(this).UpdateObservationDay(trade.id, trade.ExerciseDate.Value, obj.extenstionData.OldMaturityDate);
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trade.ExerciseDate = obj.extenstionData.OldMaturityDate;
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}
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DbContext.SaveChanges();
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}
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/// <summary>
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/// 获取当前展期记录
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/// </summary>
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/// <param name="tradeId"></param>
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/// <returns></returns>
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public swap_event GetExtensionTime(int tradeId)
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{
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var trade = DbContext.trade.Where(O => O.id == tradeId).FirstOrDefault();
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if (trade == null)
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{
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throw new ServiceException("未找到交易,请刷新页面后再次尝试!");
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}
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var extension = DbContext.swap_event.Where(x => !x.Invalid && x.SwapTradeId == tradeId && x.EventType == (int)SwapEventTypeEnum.展期).FirstOrDefault();
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if (extension==null)
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{
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extension = new swap_event();
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extension.SwapTradeId = tradeId;
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extension.ValueDate = DateTime.Now;
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extension.extenstionData = new ExtenstionData()
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{
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OldMaturityDate = trade.ExerciseDate.Value,
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NewMaturityDate=DateTime.Now
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};
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}
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else
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{
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if (!string.IsNullOrEmpty(extension.EventData))
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{
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extension.extenstionData = JsonConvert.DeserializeObject<ExtenstionData>(extension.EventData);
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}
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}
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extension.SwapTradeNumber = trade.TradeNumber;
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return extension;
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}
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/// <summary>
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/// 获取历史展期信息
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/// </summary>
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/// <param name="tradeId"></param>
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/// <returns></returns>
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public List<swap_event> GetExtenstionTimeEvents(int tradeId)
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{
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var events= DbContext.swap_event.Where(x => x.Invalid && x.SwapTradeId == tradeId&&x.EventType==(int)SwapEventTypeEnum.展期).OrderByDescending(o => o.ValueDate).ToList();
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events.ForEach(x =>
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{
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if (!string.IsNullOrEmpty(x.EventData))
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{
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x.extenstionData = JsonConvert.DeserializeObject<ExtenstionData>(x.EventData);
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}
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});
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return events;
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}
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/// <summary>
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/// 获取交易操作历史。返回前会过滤掉登记日创建且尚未应用（Applied=false）
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/// 的公司行为事件，避免交易详情在真实调整前展示一条已完成历史。
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/// </summary>
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/// <param name="tradeId">交易id</param>
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/// <returns></returns>
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public List<swap_event> GetOpreationHistorys(int tradeId)
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{
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List<swap_event> list = DbContext.swap_event
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.Where(x => x.SwapTradeId == tradeId)
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.OrderByDescending(o => o.id)
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.ToList();
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return FilterOperationHistory(list);
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}
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/// <summary>
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/// 过滤登记日创建且 Applied=false 的待生效公司行为事件，避免交易详情在真正
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/// 调整前展示一条“已完成”历史。其他事件仍保留；无法解析的旧格式公司行为也
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/// 保持可见，审计查询不能因为新 JSON 结构而静默丢失历史记录。
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/// </summary>
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public static List<swap_event> FilterOperationHistory(IEnumerable<swap_event> events)
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{
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return (events ?? Enumerable.Empty<swap_event>())
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.Where(x => !IsPendingCorporateActionEvent(x))
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.ToList();
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}
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/// <summary>
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/// 判断指定事件是否为待生效的公司行为事件：EventType 为公司行为(13)，
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/// 且 EventData 反序列化后 Applied=false（登记日写入、尚未在真实除权日补齐调整后数据）。
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/// 非公司行为类型、无法解析的旧格式或已应用的事件均返回 false，保证历史审计记录不被误删。
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/// </summary>
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public static bool IsPendingCorporateActionEvent(swap_event swapEvent)
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{
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if (swapEvent == null || swapEvent.EventType != (int)SwapEventTypeEnum.公司行为)
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{
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return false;
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}
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if (!TryDeserializeCorporateActionEventData(swapEvent, out var data))
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{
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// 非快照格式的历史公司行为保持可见，避免误删审计记录。
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return false;
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}
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return !data.Applied;
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}
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/// <summary>
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/// 将 swap_event.EventData 安全反序列化为公司行为快照。事件为空、EventData
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/// 为空白或 JSON 格式不匹配时返回 false 并将 data 置 null，调用方据此保留旧格式记录。
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/// </summary>
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public static bool TryDeserializeCorporateActionEventData(
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swap_event swapEvent,
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out CorporateActionEventData data)
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{
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data = null;
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if (swapEvent == null || string.IsNullOrWhiteSpace(swapEvent.EventData))
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{
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return false;
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}
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try
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{
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data = JsonConvert.DeserializeObject<CorporateActionEventData>(swapEvent.EventData);
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return data != null;
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}
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catch (JsonException)
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{
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return false;
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}
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}
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/// <summary>
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/// 公司行为说明使用稳定的键值格式，完整保留调整前后名义本金、价格、数量、
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/// 待实现分红和现金流变化，操作历史无需重新计算即可核对。
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/// </summary>
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public static string BuildCorporateActionEventReason(CorporateActionEventData data)
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{
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if (data == null)
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{
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return "公司行为快照为空";
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}
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// 使用 InvariantCulture 固定小数与日期格式，说明文本不随服务器区域设置变化。
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string D(decimal value) => value.ToString(CultureInfo.InvariantCulture);
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string Date(DateTime? value) => value.HasValue
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? value.Value.ToString("yyyy-MM-dd", CultureInfo.InvariantCulture)
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: "";
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return string.Join("; ", new[]
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{
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$"公司行为[{data.UnderlyingCode}]",
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$"ExDividendDate={Date(data.ExDividendDate)}",
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$"EffectiveDate={Date(data.EffectiveDate)}",
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$"ExDividendInfoId={data.ExDividendInfoId}",
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$"PositionId={data.PositionId}",
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$"GiveCashAmount={D(data.GiveCashAmount)}",
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$"GiveShareAmount={D(data.GiveShareAmount)}",
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$"Split={(data.Split.HasValue ? D(data.Split.Value) : "")}",
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$"RationedSharesAmount={D(data.RationedSharesAmount)}",
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$"RationedSharesPrice={D(data.RationedSharesPrice)}",
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"调整前",
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$"BeforeNotional={D(data.BeforeNotional)}",
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$"BeforePrice={D(data.BeforePrice)}",
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$"BeforeQuantity={D(data.BeforeQuantity)}",
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$"BeforePendingDividend={D(data.BeforePendingDividend)}",
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"调整后",
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$"AfterNotional={D(data.AfterNotional)}",
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$"AfterPrice={D(data.AfterPrice)}",
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$"AfterQuantity={D(data.AfterQuantity)}",
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$"AfterPendingDividend={D(data.AfterPendingDividend)}",
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$"CashFlowChange={D(data.CashFlowChange)}",
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$"Applied={data.Applied}"
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});
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}
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public void DeleteEvent(int tradeId)
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{
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var events = DbContext.swap_event.Where(x => x.Invalid && x.SwapTradeId == tradeId).ToList();
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var flowEvents= DbContext.swap_flow_event.Where(x => x.DataState>0 && x.SwapTradeId == tradeId).ToList();
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events.ForEach((x) =>
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{
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x.Invalid = true;
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});
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flowEvents.ForEach((x) =>
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{
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x.DataState = (int)SwapFlowDateStateEnum.废弃;
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});
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DbContext.SaveChanges();
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}
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}
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}
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