475 lines
22 KiB
C#
475 lines
22 KiB
C#
using System.Text.RegularExpressions;
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using YLErp.BLL;
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using YLErp.BLL.MarginCalculation;
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using YLErp.DBModels.Consts;
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using YLErp.DBModels.Converts;
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using YLErp.Model;
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using YLErp.Models;
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using YLErp.Modules.DataProviderModule;
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using YLErp.Modules.TradeDalModule;
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using YLErp.MsOffice;
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using YLErp.Office.Converters;
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using YLErp.Plugins.TradeDocGenerator.Abstracts;
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namespace YLErp.Modules.TradeModule.DocGenerateModule
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{
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/// <summary>
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///
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/// </summary>
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public class BatchSettlementBillGenerateService : YLBaseService
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{
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public BatchSettlementBillGenerateService(OptUserInfo userInfo) : base(userInfo)
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{
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}
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/// <summary>
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/// 生成结算确认书
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/// </summary>
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public IEnumerable<TradeDocGenerateResult> Generate(IEnumerable<int> tradeCashIds, IEnumerable<int> tradeIds, string docType, int userId, string userName)
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{
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if (tradeCashIds != null && tradeCashIds.Any())
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{
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tradeIds = DbContext.trade_cash.Where(x => tradeCashIds.Contains(x.id) && !x.IsDeleted).Select(x => x.TradeId).Distinct();
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}
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if (tradeIds == null)
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{
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throw new ArgumentNullException(nameof(tradeIds));
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}
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if (docType == null)
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{
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throw new ArgumentNullException(nameof(docType));
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}
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//当前交易日
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var valueDate = valuedateBLL.ValueDate;
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var tradeStatus = new string[] { ConsTrade.已到期, ConsTrade.已执行 };
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var tradeCashStatus = new string[] { ClientCashInCashOut.系统操作_行权费 };
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//----------------------------------
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// 获取当日行权 平仓 到期的有效交易
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//----------------------------------
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var service = new TradeDalService(this);
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var tradeQuery = service
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.GetTradeOrEodTrade(tradeIds, valueDate)
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.Where(O =>
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tradeStatus.Contains(O.TradeStatus)
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&& O.UnWindDate <= valueDate
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&& O.ClientId != 0);
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//var tradeQuery = from trade in Table
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// where tradeIds.Contains(trade.id)
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// && tradeStatus.Contains(trade.TradeStatus) && trade.ValidState != "InValid"
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// && trade.UnWindDate <= valueDate && trade.ClientId != null
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// select trade;
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var tradeDic = tradeQuery.ToDictionary(n => n.id, n => new trade_contract_group { trade = n });
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if (tradeDic.Count < 1)
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{
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throw new ServiceException("当日没有要结算的记录信息!");
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}
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tradeIds = tradeDic.Keys.ToArray();
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var parentTradeIds = tradeDic.Values.Where(O => O.trade != null && O.trade.ParentTradeId != 0).ToDictionary(K => K.trade.id, V => V.trade.ParentTradeId);
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var parentTrades = service
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.GetTradeOrEodTrade(parentTradeIds.Values, valueDate)
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.Where(O =>
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tradeStatus.Contains(O.TradeStatus)
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&& O.UnWindDate <= valueDate
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&& O.ClientId != 0)
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.ToDictionary(K => K.id, V => V);
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//var parentTrades = (from trade in Table
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// where parentTradeIds.Values.Contains(trade.id)
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// && tradeStatus.Contains(trade.TradeStatus)
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// && trade.ValidState != "InValid"
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// && trade.UnWindDate <= valueDate
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// && trade.ClientId != null
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// select trade).ToDictionary(K => K.id, V => V);
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//----------------------------------
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// 交易确认书数据
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//----------------------------------
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var tcrQuery = from aa in DbContext.trade_contract_r
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where (tradeIds.Contains(aa.TradeId)
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|| parentTradeIds.Values.Contains(aa.TradeId))
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&& aa.Type == ContractTypeEnum.Trade && aa.IsValid
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select aa;
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var tcrDatas = tcrQuery.ToDictionary(K => K.TradeId, V => V);
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foreach (var data in tradeDic)
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{
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var id = data.Key;
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if (data.Value.trade.ParentTradeId != 0)
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{ id = data.Value.trade.ParentTradeId; }
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if (tcrDatas.TryGetValue(id, out var tcr))
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{ data.Value.ConfirmContractR = tcr; }
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}
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//----------------------------------
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// 交易现金交割记录
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//----------------------------------
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var cashQuery = from tradeCash in DbContext.trade_cash
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where tradeIds.Contains(tradeCash.TradeId) &&
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tradeCash.ValidState != ConsGlobal.InValid && !tradeCash.IsDeleted
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&& tradeCashStatus.Contains(tradeCash.Action)
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&& tradeCash.ExerciseWay == TradeCashExerciseWayEnum.到期行权
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select tradeCash;
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var cashDatas = cashQuery.ToDictionary(K => K.TradeId, V => V);
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foreach (var data in cashDatas)
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{
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if (tradeDic.TryGetValue(data.Value.TradeId, out var group))
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{
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if (parentTradeIds.ContainsKey(data.Value.TradeId))
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{
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var id = parentTradeIds[data.Value.TradeId];
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//var subTrades = (from t in DbContext.trade where t.ParentTradeId == id select t).GroupBy(O => O.TradeStatus).ToDictionary(K => K.Key, V => V.ToList());
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var subTrades = service.GetStructTradeFromTradeOrEodTrade(new[] { id }, valueDate).GroupBy(O => O.TradeStatus).ToDictionary(K => K.Key, V => V.ToList());
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tradeIds = subTrades.First().Value.Select(O => O.id).ToArray();
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var cashes = cashQuery.GroupBy(O => new { O.ValueDate, O.Action, O.ExerciseWay, O.Notional, O.UnwindNotional }).ToDictionary(K => K.Key, V => V.ToList());
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if (subTrades.Count == 1 && cashes.Count == 1)
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{
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subTrades.First().Value.ForEach(O => O.trade_cash = cashes.First().Value.First(B => B.TradeId == O.id));
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group.trade = parentTrades[group.trade.ParentTradeId];
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group.trade.SubTrades = subTrades.First().Value;
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}
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}
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group.trade.trade_cash = data.Value;
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group.trade_cash = data.Value;
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}
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}
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//----------------------------------
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// 生成交易结算书
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//----------------------------------
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var resultList = new List<TradeDocGenerateResult>();
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AppManager.TryResolve(out ITradeSettleBillGenerator generatorV2);
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//客户编号列表
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foreach (var tradeContractGroup in tradeDic.Values)
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{
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if ((tradeContractGroup.trade.TradeType != "结构化交易" && tradeContractGroup.trade.TradeStatus == ConsTrade.已执行 && tradeContractGroup.trade_cash == null)
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|| (tradeContractGroup.trade.TradeType == "结构化交易" && tradeContractGroup.trade.IsGroup == 0 && tradeContractGroup.trade.SubTrades.Any(O => O.trade_cash == null)))
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{
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resultList.Add(new TradeDocGenerateResult(tradeContractGroup.trade)
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{
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ErrorMessage = "缺少现金交割记录"
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});
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}
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}
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if (generatorV2 != null)
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{
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var result = GenerateSingleV2(generatorV2, tradeDic.Values.Select(O => O.trade).ToList(), tradeCashIds, docType);
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resultList.Add(result);
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}
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else
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{
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foreach (var item in tradeDic)
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{
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resultList.Add(GenerateSingleV1(item.Value, OptUser.UserId, OptUser.UserName, docType));
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}
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}
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return resultList;
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}
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/// <summary>
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///
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/// </summary>
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internal TradeDocGenerateResult GenerateSingleV2(ITradeSettleBillGenerator generator, List<trade> trades, IEnumerable<int> tradeCashIds, string docType = "DOCX", DateTime? startDate = null, DateTime? endDate = null)
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{
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try
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{
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var context = new SettlementBillGenerateContext(
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tradeCashIds,
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trades,
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ContractTypeEnum.Clearing, OptUser, startDate, endDate);
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generator.Initialize(docType, context);
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return generator.GenerateDocument();
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}
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catch (Exception ex)
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{
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LogFactory.GetLogger<BatchSettlementBillGenerateService>().Error("GenerateSingleV2", ex);
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return new TradeDocGenerateResult(trades)
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{
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Exception = ex,
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ErrorMessage = "出错:" + ex.Message
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};
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}
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}
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/// <summary>
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///
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/// </summary>
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internal TradeDocGenerateResult GenerateSingleV1(trade_contract_group contractGroup, int userId, string userName, string docType = "DOCX")
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{
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if (contractGroup == null)
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{
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throw new ArgumentNullException(nameof(contractGroup));
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}
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var contractBLL = new TradeContractBLL(this);
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var dic = new Dictionary<string, object>();
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var trade = contractGroup.trade;
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var tradeCash = contractGroup.trade_cash;
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var tradeContractR = contractGroup.ConfirmContractR;
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if (tradeContractR == null)
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{
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throw new Exception(contractGroup.trade.TradeNumber + "该笔交易未生成交易确认书");
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}
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var needAddData = true;
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#region 如果到期结算单已经生成过，则直接返回
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var settlementDoc = contractBLL.GetContractDoc(trade.id, ContractTypeEnum.Clearing);
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if (settlementDoc != null)
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{
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if (File.Exists(settlementDoc.AbsolutePath))
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{
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if (docType == "PDF")
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{
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var pdfPath = settlementDoc.AbsolutePath.Replace(".docx", ".pdf");
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if (!File.Exists(pdfPath))
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{
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OfficeFileConverter.ConvertDocxToPDF(settlementDoc.AbsolutePath, pdfPath);
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}
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return new TradeDocGenerateResult(trade)
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{
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OutputFilePath = $"../App_Docs/GTJA/{settlementDoc.FileName.Replace(".docx", ".pdf")}"
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};
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}
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return new TradeDocGenerateResult(trade)
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{
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OutputFilePath = $"../App_Docs/GTJA/{settlementDoc.FileName}"
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};
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}
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else
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{
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needAddData = false;
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}
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}
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#endregion
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var underlying = DataCacheProvider.GetUnderlyingDataSource().GetData(trade.UnderlyingCode); ;
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if (underlying == null)
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{
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return new TradeDocGenerateResult(trade)
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{
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ErrorMessage = $"标的资产{trade.UnderlyingCode}信息未找到"
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};
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}
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var client = DataCacheProvider.GetClientDataSource().GetData(trade.ClientId);
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var Parentdata = DataCacheProvider.GetClientDataSource().GetData(client.ParentId);
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if (client == null)
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{
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return new TradeDocGenerateResult(trade)
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{
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ErrorMessage = $"客户(id:{trade.ClientId})信息未找到"
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};
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}
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if (Parentdata == null)
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{
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dic["{{客户名称}}"] = $"{trade.ClientName ?? ""}";
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}
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else
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{
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dic["{{客户名称}}"] = $"{(Parentdata.IsDocShowParentName == 1 ? client.Name : trade.ClientName ?? "")}";
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}
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dic["{{交易方向}}"] = $"贵司{BuySellConvert.GetClientBuySell(contractGroup.trade.BuySell)}";
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var tradeType = trade.TradeType == "香草期权" ? "普通" : (trade.TradeType == "结构化交易" ? trade.StructureType : trade.TradeType.Replace("期权", ""));
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dic["{{期权类型}}"] = $"{trade.ExerciseModeCn}{tradeType}{trade.OptionType}期权";
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dic["{{到期日}}"] = trade.ExerciseDate?.ToString("yyyy年M月d日");
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dic["{{交易日}}"] = trade.TradeDate?.ToString("yyyy年M月d日");
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dic["{{合约到期日}}"] = trade.MaturityDate?.ToString("yyyy年M月d日");
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var variety = VarietyBLL.GetAllvarietyModel().FirstOrDefault(x => x.id == underlying.UnderlyingTypeId);
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if (trade.TradeType == "合成价差期权")
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{
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dic["{{商品标的名称}}"] = synthetic_underlyingBLL.GetUnderlyingTipsInfo(trade.UnderlyingCode);
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}
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else
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{
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//合约代码和名称需要调整
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var UnderlyingCode = underlying.UnderlyingCode;
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if (Regex.IsMatch(UnderlyingCode, "^[a-zA-Z]+00"))
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{
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UnderlyingCode = UnderlyingCode.TrimEnd('0');
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}
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UnderlyingCode += "." + underlying.MarketCode;
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dic["{{商品标的名称}}"] = PS.Config.Is东兴 ? UnderlyingCode : trade.UnderlyingCode;
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}
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var strUnit = variety.QuoteUnitSingle;
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var tradeNotional = trade.Notional;
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var tradeOriginalNotional = (trade.OriginalNotional ?? 0);
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dic["{{商品标的数量}}"] = $"{tradeOriginalNotional.OtcFormatNotional()}{strUnit}";
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dic["{{支付时间}}"] = "买方终止 / 到期时支付";
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//期末价格
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var endPrice = underlying.Price ?? 0;
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//交割金额
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double tradeCashAmount = 0;
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double notional = 0;
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if (tradeCash != null)
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{
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endPrice = tradeCash.FinalPrice ?? 0;
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tradeCashAmount = tradeCash.Amount;
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notional = tradeCash.Action == "系统操作-行权费" ? tradeCash.Notional : tradeCash.UnwindNotional ?? 0;
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}
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dic["{{执行价格}}"] = $"{(trade.ActualStrike ?? 0).OtcFormatUmPrice()}元/{strUnit}";
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dic["{{期初价格}}"] = $"{(trade.SpotPrice ?? 0).OtcFormatUmPrice()}元/{strUnit}";
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dic["{{期权价格}}"] = $"{(trade.TradeSinglePrice ?? 0).OtcFormatMoney(grouping: false)}元/{strUnit}";
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dic["{{期权费率}}"] = $"{trade.PremiumRate?.OtcFormat(OtcFormatFlag.premiumRateP)}";
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dic["{{期初名义本金}}"] = $"{(trade.OriginalStockEqvNotional ?? 0).OtcFormat(OtcFormatFlag.StockEqvNotional)}元";
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dic["{{期末名义本金}}"] = $"{trade.StockEqvNotional.OtcFormat(OtcFormatFlag.StockEqvNotional)}元";
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dic["{{期末价格}}"] = $"{endPrice.OtcFormatUmPrice()}元/{strUnit}";
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dic["{{期权收益}}"] = $"{Math.Abs(tradeCashAmount / tradeNotional).OtcFormatFlex(2, 4)}元/{strUnit}";
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dic["{{期末数量}}"] = $"{tradeNotional.OtcFormatNotional()}{strUnit}";
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dic["{{期权费}}"] = $"{(trade.TradePrice ?? 0).OtcFormatMoney(grouping: false)}元";
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dic["{{结算价}}"] = $"{Math.Abs(tradeCashAmount).OtcFormatMoney()}元";
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dic["{{终止日}}"] = trade.UnWindDate?.ToString("yyyy年M月d日");
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var req = new RunMarginCalculationReq(UserInfo)
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{
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tradeList = new List<trade> { trade },
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settleDate = trade.UnWindDate.Value,
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PriceProvider = new SinglePriceProvider(trade.UnderlyingCode, endPrice)
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};
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if (trade.IsGroup == 1)
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{
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req.tradeList = DbContext.trade.Where(x => x.ParentTradeId == trade.id).ToList();
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}
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var tradeSpans = MarginDefault.RunMarginCalculation(req);
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if (tradeSpans?.Count > 0)
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{
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var margin = trade.IsGroup == 1 ? tradeSpans.Sum(x => x.WorstCastClientPayable ?? 0) : (tradeSpans[0].WorstCastClientPayable ?? 0);
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dic["{{预付金}}"] = $"{Math.Abs(margin).OtcFormatMoney()}元";
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}
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else
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{
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dic["{{预付金}}"] = "0元";
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}
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dic["{{结算价格}}"] = dic["{{期权收益}}"];
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var isGJBuyer = trade.BuySell == "买入";
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double incomes;
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if (isGJBuyer)
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{
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incomes = tradeCashAmount - (notional * trade.TradeSinglePrice) ?? 0;
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}
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else
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{
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incomes = tradeCashAmount + (notional * trade.TradeSinglePrice) ?? 0;
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}
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dic["{{结算净额}}"] = $"{Math.Abs(incomes).OtcFormatMoney()}元";
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dic["{{结算方式}}"] = incomes > 0 ? "贵司向我司支付结算净额" : "我司向贵司支付结算净额";
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dic["{{到期盈亏}}"] = $"{Math.Abs(incomes).OtcFormatMoney(grouping: false)}元";
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//东兴结算净额处理逻辑（卖价差期权）
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dic["{{客户结算净额}}"] = $"{(Math.Abs(tradeCashAmount) - (notional * trade.TradeSinglePrice))?.OtcFormatMoney()}元"; ;
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dic["{{机构结算净额}}"] = $"{((notional * trade.TradeSinglePrice) - Math.Abs(tradeCashAmount))?.OtcFormatMoney()}元"; ;
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//合同编号
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string contractNo;
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string outPutFileName;
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if (settlementDoc != null)
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{
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contractNo = settlementDoc.Code;
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outPutFileName = settlementDoc.FileName;
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}
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else
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{
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var contractIndex = contractBLL.GetContractNo("GTJASettlement");
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if (PS.Config.CompanyID == "中财资本")
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{
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contractNo = $"{trade.TradeNumber}S";
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}
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else
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{
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contractNo = $"{client.Number}C{contractIndex}S";
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}
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outPutFileName = $"{client.Name}到期结算单C{contractIndex}S.docx";
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}
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dic["{{合同编号}}"] = contractNo;
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dic["{{合同时间}}"] = $"{DateTime.Now.ToString("yyyy年M月d日")}";
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dic["{{确认书编号}}"] = tradeContractR.ContractCode;
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try
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{
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var templateDir = OtcAppContext.MapPath("~/App_Docs/GTJA");
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var templatePath = OtcAppContext.MapPath("~/App_Docs/导出模板/到期结算单模板.docx");
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if (trade.IsUsePremiumRate != null && trade.IsUsePremiumRate.Value)
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{
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templatePath = OtcAppContext.MapPath("~/App_Docs/导出模板/到期结算单(名义本金)模板.docx");
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}
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var outPutFilePath = Path.Combine(templateDir, outPutFileName);
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MsWordTempalteHelper.GenerateFromTemplate(templatePath, dic, outPutFilePath);
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if (docType == "PDF" && !outPutFilePath.EndsWith(".pdf", StringComparison.OrdinalIgnoreCase))
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{
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OfficeFileConverter.ConvertDocxToPDF(outPutFilePath, outPutFilePath.Replace(".docx", ".pdf"));
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}
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//更新操作时间
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var now = DateTime.Now;
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File.SetLastAccessTime(outPutFilePath, now);
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#region --- Add trade_contract_document and trade_contract_r records
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if (needAddData)
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{
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var nowDate = DateTime.Now;
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var contractRecord = new trade_contract_document();
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DbContext.trade_contract_document.Add(contractRecord);
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contractRecord.Code = settlementDoc != null ? settlementDoc.Code : dic["{{合同编号}}"].ToString();
|
|
contractRecord.ValueDate = valuedateBLL.ValueDate;
|
|
contractRecord.BuyerId = isGJBuyer ? 0 : trade.ClientId;
|
|
contractRecord.BuyerName = isGJBuyer ? PS.Config.CompanyFullName : trade.ClientName;
|
|
contractRecord.SellerId = isGJBuyer ? trade.ClientId : 0;
|
|
contractRecord.SellerName = isGJBuyer ? trade.ClientName : PS.Config.CompanyFullName;
|
|
contractRecord.FileType = FileTypeEnum.Word;
|
|
contractRecord.Status = ContractStatusEnum.Draft;
|
|
contractRecord.Paths = $"App_Docs\\GTJA\\{outPutFileName}";
|
|
contractRecord.FileName = outPutFileName;
|
|
contractRecord.Type = ContractTypeEnum.Clearing;
|
|
contractRecord.OptId = userId;
|
|
contractRecord.OptName = userName;
|
|
contractRecord.OptDate = nowDate;
|
|
|
|
var contractTradeRelation = new trade_contract_r();
|
|
DbContext.trade_contract_r.Add(contractTradeRelation);
|
|
contractTradeRelation.TradeId = trade.id;
|
|
contractTradeRelation.TradeNumber = trade.TradeNumber;
|
|
contractTradeRelation.ContractCode = contractRecord.Code;
|
|
contractTradeRelation.TradeClearCode = contractRecord.Code;
|
|
contractTradeRelation.Type = ContractTypeEnum.Clearing;
|
|
contractTradeRelation.OptId = userId;
|
|
contractTradeRelation.OptName = userName;
|
|
contractTradeRelation.OptDate = nowDate;
|
|
contractTradeRelation.TradeCashId = tradeCash.id;
|
|
contractTradeRelation.IsValid = true;
|
|
|
|
DbContext.SaveChanges();
|
|
}
|
|
|
|
#endregion --- Add trade_contract_document and trade_contract_r records
|
|
|
|
return new TradeDocGenerateResult(trade)
|
|
{
|
|
OutputFilePath = $"../App_Docs/GTJA/{(docType == "PDF" ? outPutFileName.Replace(".docx", ".pdf") : outPutFileName)}"
|
|
};
|
|
}
|
|
catch (Exception ex)
|
|
{
|
|
LogFactory.GetLogger<SettlementBillGenerateService>().Error("GenerateSingleSettleBill出错", ex);
|
|
return new TradeDocGenerateResult(trade)
|
|
{
|
|
ErrorMessage = "出错:" + ex.Message
|
|
};
|
|
}
|
|
}
|
|
}
|
|
}
|