张名锐
bc961c3411
- 统一债券价格四舍五入规则，使用AwayFromZero模式 - 为债券类型添加特殊的精度处理逻辑 - 修复前端价格显示精度计算问题 - 优化价格存储精度控制，区分债券和其他产品类型 - 修复初始化YTM和净价精度处理问题 - 更新价格验证逻辑以支持动态精度设置
344 lines
16 KiB
C#
344 lines
16 KiB
C#
using DotNetDBF;
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using ICSharpCode.SharpZipLib.Zip;
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using System;
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using System.Collections.Generic;
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using System.Data;
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using System.IO;
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using System.Linq;
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using System.Text;
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using System.Text.RegularExpressions;
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using System.Threading.Tasks;
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using System.Web;
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using YLErp.Helpers;
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using YLErp.DBModels;
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using Org.BouncyCastle.Ocsp;
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using YLErp.BLL.Eod;
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using CsvHelper;
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using YLErp.BLL;
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namespace YLErp.Modules.SwapModule
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{
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/// <summary>
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/// 互换成交流水服务
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/// </summary>
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public class SwapFlowImportService : YLBaseService
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{
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public SwapFlowImportService(OptUserInfo optUser) : base(optUser)
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{
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}
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public SwapFlowImportService(YLBaseService baseService) : base(baseService)
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{
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}
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/// <summary>
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/// 成交流水导入 dbf
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/// </summary>
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/// <param name="filePath">压缩包文件路径</param>
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/// <param name="fileDir">压缩包解压路径</param>
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/// <param name="totalNum">总条数</param>
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/// <param name="successNum">成功条数</param>
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[Obsolete]
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public void ImportSwapTradesFromZip(string filePath, string fileDir, out int totalNum, out int successNum)
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{
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totalNum = 0;
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successNum = 0;
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var fileDirPath = ZipHelper.unZipFile(filePath, fileDir, out var msg);
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var dbfFiles = GetDbfFiles(fileDirPath);
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var swapFlowList = GetDbfDatas(dbfFiles);
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if (swapFlowList.Count > 0)
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{
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DbContext.swap_flow.AddRange(swapFlowList);
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DbContext.SaveChanges();
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new SysJobService(UserInfo).UpdateJob("互换流水合成持仓", 11, "互换流水导入完成");
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Task.Run(() =>
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{
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RealtimePnlCalc.RealtimeSwapPosition(new OptUserInfo(0, "互换实时持仓服务", OptUserFrom.Service));
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});
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}
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}
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/// <summary>
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/// 成交流水导入 excel
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/// </summary>
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/// <param name="streamIn">上传的文件</param>
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/// <param name="totalNum">总条数</param>
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/// <param name="successNum">成功条数</param>
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public void ImportSwapTradesFromExcel(Stream streamIn, out int totalNum, out int successNum)
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{
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totalNum = 0;
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successNum = 0;
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var rowIndex = 0;
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try
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{
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var ds = Office.ExcelHelper.ReadExcelAsDataSet(streamIn, new[] { 0 }, 0);
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if (ds.Tables.Count < 1 || ds.Tables[0].Rows.Count < 2)
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{
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throw new ServiceException("读取导入数据失败:数据为空") { Tag = "111" };
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}
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var table = ds.Tables[0];
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var reader = new DataRowReaderHelper(table);
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rowIndex = 1;
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totalNum = table.Rows.Count - rowIndex;
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Dictionary<long, List<string>> clientUmsDic = new Dictionary<long, List<string>>();
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foreach (var row in table.Rows.Cast<DataRow>().Skip(rowIndex))
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{
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rowIndex++;
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if (row.ItemArray.All(n => string.IsNullOrWhiteSpace(n?.ToString())))
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{
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totalNum--;
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continue;
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}
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reader.SetDataRow(row,rowIndex);
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var swap_flow = new swap_flow();
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swap_flow.FundAccount = reader.GetString("资金账号");
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var uPattern = "^[0 - 9]{6,20}$";
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Regex regex = new Regex(uPattern);
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if (!string.IsNullOrEmpty(swap_flow.FundAccount)&®ex.IsMatch(swap_flow.FundAccount))
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{
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throw new ServiceException($"第{rowIndex}行资金账号应为20位以内的数字");
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}
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swap_flow.UnderlyingCode = reader.GetString("标的代码", true);
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var underlying = DataCacheProvider.GetUnderlyingDataSource().GetData(swap_flow.UnderlyingCode);
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swap_flow.UnderlyingName = underlying?.UnderlyingName;
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var clientName = reader.GetString("交易对手方", true);
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swap_flow.OccurTime = reader.GetDate("交易日期", true);
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swap_flow.SettleDate = valuedateBLL.GetNonHoliday(swap_flow.OccurTime.Value).Date;
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swap_flow.BsType = reader.GetString("买卖方向", true) == "B" ? (int)EnumDirection.Long : (int)EnumDirection.Short;
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swap_flow.TradingAmount = reader.GetDecimal("成交金额") ?? 0;
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swap_flow.TradingFee = reader.GetDecimal("交易费用") ?? 0;
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swap_flow.TradingQty = reader.GetDecimal("成交数量") ?? 0;
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if (swap_flow.TradingQty<=0)
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{
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throw new ServiceException($"第{rowIndex}行成交数量必须大于0");
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}
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swap_flow.DataState = (int)SwapFlowDateStateEnum.等待完成;
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swap_flow.ContractSize= reader.GetDecimal("乘数") ?? 0;
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swap_flow.TradingAmountAvg = reader.GetDecimal("成交全价") ?? 0;
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swap_flow.TradingAmountFeeAvg = TradeFeeHelper.CalcPriceWithFee(swap_flow.TradingFee, swap_flow.TradingAmountAvg, swap_flow.TradingQty, swap_flow.BsType);
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swap_flow.ytm = reader.GetDecimalOrPercent("成交收益率",false,true) ?? 0;
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swap_flow.TradingAmountNet = reader.GetDecimal("成交净价") ?? 0;
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swap_flow.TradingAmountNetFee = TradeFeeHelper.CalcPriceWithFee(swap_flow.TradingFee, swap_flow.TradingAmountNet??0, swap_flow.TradingQty, swap_flow.BsType);
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var isBond = underlying != null && underlying.IsBond();
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if (isBond)
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{
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// 成交流水债券报价(×100形式)转入库小数(×0.01)，统一走 BondPriceConverter
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swap_flow.TradingAmountAvg = BondPriceConverter.ToStorage(swap_flow.TradingAmountAvg);
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swap_flow.TradingAmountFeeAvg = BondPriceConverter.ToStorage(swap_flow.TradingAmountFeeAvg);
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// TradingAmountNet/NetFee 可空，null 时保持 null 语义（与原 *= 一致）
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if (swap_flow.TradingAmountNet.HasValue)
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swap_flow.TradingAmountNet = BondPriceConverter.ToStorage(swap_flow.TradingAmountNet.Value);
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if (swap_flow.TradingAmountNetFee.HasValue)
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swap_flow.TradingAmountNetFee = BondPriceConverter.ToStorage(swap_flow.TradingAmountNetFee.Value);
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}
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swap_flow.TradingAmountAvg = Math.Round(
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swap_flow.TradingAmountAvg,
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isBond ? ConsGlobal.PriceRound : ConsGlobal.SwapDeliveryPriceRound,
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MidpointRounding.AwayFromZero);
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if (!string.IsNullOrEmpty(clientName))
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{
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var client = DataCacheProvider.GetClientDataSource().AsQueryable(x=>x.Name== clientName).FirstOrDefault();
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swap_flow.ClientId = client?.id;
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swap_flow.ClientName = clientName;
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}
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swap_flow.OptId = UserId;
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swap_flow.OptName = UserName;
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swap_flow.OptTime = DateTime.Now;
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DbContext.swap_flow.Add(swap_flow);
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if (!clientUmsDic.ContainsKey(swap_flow.ClientId ?? 0))
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{
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clientUmsDic.Add(swap_flow.ClientId ?? 0, new List<string> { swap_flow.UnderlyingCode });
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}
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else
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{
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if (!clientUmsDic[swap_flow.ClientId ?? 0].Contains(swap_flow.UnderlyingCode))
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{
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clientUmsDic[swap_flow.ClientId ?? 0].Add(swap_flow.UnderlyingCode);
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}
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}
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successNum++;
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}
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DbContext.SaveChanges();
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Task.Run(() =>
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{
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RealtimePnlCalc.RealtimeSwapPosition(new OptUserInfo(0, "互换实时持仓服务", OptUserFrom.Service));
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});
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new RiskCacheService().refreshRiskCache(clientUmsDic);
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}
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catch (Exception ex)
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{
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LogFactory.GetLogger("导入互换成交流水").Error(ex);
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throw new ServiceException($"第{rowIndex}行,发生错误:{ex.Message}", ex);
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}
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}
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/// <summary>
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/// 获取解压路径下所有符合的dbf文件
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/// </summary>
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/// <param name="filePath"></param>
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/// <returns></returns>
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private List<string> GetDbfFiles(string filePath)
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{
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List<string> files = new List<string>();
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var allFiles = Directory.GetFiles(filePath, ".", SearchOption.AllDirectories);
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foreach (var file in allFiles)
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{
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FileInfo _file = new FileInfo(file);
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var fileName = _file.Name.ToLower();
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//SZ:SJSMX20518.DBF SH:jsmx03_jsx73.518
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if ((fileName.StartsWith("sjsmx") && fileName.Contains(".dbf")) || fileName.StartsWith("jsmx"))
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{
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files.Add(file);
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}
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}
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return files;
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}
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/// <summary>
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/// dbf文件中获取流水数据
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/// </summary>
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/// <param name="files"></param>
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/// <returns></returns>
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private List<swap_flow> GetDbfDatas(List<string> files)
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{
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List<swap_flow> swap_Flows = new List<swap_flow>();
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for (var i = 0; i < files.Count; i++)
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{
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using (var dbf = new DBFReader(files[i]))
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{
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var columnCount = dbf.Fields.Length;
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if (columnCount != 48)
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{
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continue;
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}
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bool dbffile = dbf.Fields[0].Name == "MXJSZH";
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var swapflows = new List<swap_flow>();
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if (dbffile)//SZ
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{
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swapflows = GetSwapFlowData_SZ(dbf);
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}
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else //SH
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{
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swapflows = GetSwapFlowData_SH(dbf);
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}
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swap_Flows.AddRange(swapflows);
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}
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}
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return swap_Flows;
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}
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/// <summary>
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/// 获取SZ流水数据
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/// </summary>
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/// <param name="dbf"></param>
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/// <returns></returns>
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private List<swap_flow> GetSwapFlowData_SZ(DBFReader dbf)
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{
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List<swap_flow> swap_Flows = new List<swap_flow>();
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var count = dbf.RecordCount;
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for (var j = 0; j < count; j++)
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{
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var dbfRecord = dbf.NextRecord();
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if (dbfRecord != null)
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{
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string MXZQLB = dbfRecord[18].ToString().Trim();//证券类别
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if (MXZQLB != "00")//A股
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{
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continue;
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}
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decimal.TryParse(dbfRecord[12].ToString().Trim(), out decimal tradingQty);//成交数量(MXCJSL)
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decimal.TryParse(dbfRecord[23].ToString().Trim(), out decimal tradingAmount);//清算本金(MXQSBJ)
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decimal.TryParse(dbfRecord[33].ToString().Trim(), out decimal tradingFee);//收付净额(MXSXF)
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var underlyingCode = dbfRecord[4].ToString().Trim() + ".SZ";// 证券代码(MXSFJE)
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var date = dbfRecord[34].ToString().Trim();//成交日期MXCJRQ
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var bstype = dbfRecord[17].ToString().Trim();//平仓标识(MXPCBS)
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var bsType = 0;
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if (bstype == "2" || bstype == "3")//2平仓 3强制平仓
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{
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bsType = 2;
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}
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else if (bstype == "1")//开仓
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{
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bsType = 1;
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}
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var tradeDate = ConvertDateTime(date);
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swap_Flows.Add(new swap_flow()
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{
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FundAccount = dbfRecord[7].ToString().Trim(),//证券账户号码(MXZQZH)
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OccurTime = tradeDate,
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UnderlyingCode = underlyingCode,
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BsType = bsType,
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TradingQty = tradingQty,
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TradingAmount = tradingAmount,
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TradingFee = tradingFee - tradingAmount,//收付净额-清算本金
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DataState = 1
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});
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}
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}
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return swap_Flows;
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}
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/// <summary>
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/// 获取SH流水数据
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/// </summary>
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/// <param name="fields"></param>
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/// <returns></returns>
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private List<swap_flow> GetSwapFlowData_SH(DBFReader dbf)
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{
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List<swap_flow> swap_Flows = new List<swap_flow>();
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var count = dbf.RecordCount;
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for (var j = 0; j < count; j++)
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{
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var dbfRecord = dbf.NextRecord();
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if (dbfRecord != null)
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{
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string SCDM = dbfRecord[0].ToString().Trim();//市场代码
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if (SCDM != "01")//A股
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{
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continue;
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}
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var bstype = dbfRecord[29].ToString().Trim();//买卖标识(MMBZ)
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decimal.TryParse(dbfRecord[31].ToString().Trim(), out decimal tradingQty);//成交数量(CJSL)
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decimal.TryParse(dbfRecord[36].ToString().Trim(), out decimal tradingAmount);//清算金额(QSJE)
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decimal.TryParse(dbfRecord[45].ToString().Trim(), out decimal tradingPay);//实际收付(SJSF)
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var underlyingCode = dbfRecord[23].ToString().Trim() + ".SH";// 证券代码1(ZQDM1)
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var date = dbfRecord[11].ToString().Trim();//交易日期(JYRQ)
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var tradeDate = ConvertDateTime(date);
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var bsType = 0;
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if (bstype == "B")
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{
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bsType = 1;
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}
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else if (bstype == "S")
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{
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bsType = 2;
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}
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swap_Flows.Add(new swap_flow()
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{
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FundAccount = dbfRecord[32].ToString().Trim(),//资金账号(ZJZH)
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OccurTime = tradeDate,
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UnderlyingCode = underlyingCode,
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BsType = bsType,
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TradingQty = tradingQty,
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TradingAmount = tradingAmount,
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TradingFee = tradingPay - tradingAmount,
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DataState = 1
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});
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}
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}
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return swap_Flows;
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}
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/// <summary>
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/// 6位字符串日期转换
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/// </summary>
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/// <param name="date"></param>
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/// <returns></returns>
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private DateTime? ConvertDateTime(string date)
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{
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if (date.Length != 8)
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{
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return null;
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}
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DateTime.TryParse(date.Substring(0, 4) + "-" + date.Substring(4, 2) + "-" + date.Substring(6), out DateTime tradeDate);
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return tradeDate;
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}
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}
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}
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