164 lines
9.6 KiB
C#
164 lines
9.6 KiB
C#
using YLErp.BLL;
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using YLErp.DBModels;
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using YLErp.Enums;
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using YLErp.Modules.MarginModule;
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using YLErp.Modules.TradeModule;
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namespace YLErp.Modules.SwapModule.Margin
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{
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/// <summary>
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/// R3 阶段四 §4.1：合约维度（MarginWatchRule==0）规则15 交易日终结算产生"追加保证金"资金记录。
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/// 交易维度追加保证金 = 维持保证金（阶段三引擎 trade_span 产出）− 累计保证金（应付预付金+追加保证金 流水净额 + 追加授信占用）；
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/// 现金部分为逐结算日增量记录（BUG-03 修正：每结算日一条、Money=−increment，键 TradeId+Action+Deal+HappenDate 幂等），
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/// 需求上升只增不减；授信优先（阶段二规则）：授信部分只写授信出入表（remark 前缀=追加保证金，position_id 空、冗余 trade_id）。
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/// 由 EOD 在客户资金计算之前调用：当日新记录计入当日出入金窗口并翻"已结算"，重跑时 目标/已补足 不变 → 新增为 0 不重复写。
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/// 客户维度（MarginWatchRule=1/NULL）不产生资金记录（§0 占用口径），不在本服务范围。
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/// </summary>
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public class SwapAdditionalMarginService : YLBaseService
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{
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public SwapAdditionalMarginService(OptUserInfo userInfo) : base(userInfo)
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{
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}
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public SwapAdditionalMarginService(YLBaseService baseService) : base(baseService)
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{
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}
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/// <summary>
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/// 结算日逐客户逐交易产生追加保证金（clientFilter 为部分结算的客户过滤，与 EOD 请求一致）。
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/// </summary>
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public void SettleAdditionalMargin(DateTime settleDate, List<int> clientFilter = null)
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{
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//合约维度盯市客户
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var watchClientIds = DbContextFactory.GetClientDbContext(OptUser).client.AsNoTracking()
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.Where(t => t.ProcessStatus != "未提交" && t.MarginWatchRule == 0)
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.Select(t => t.id)
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.ToList();
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if (clientFilter != null && clientFilter.Any())
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{
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watchClientIds = watchClientIds.Where(t => clientFilter.Contains(t)).ToList();
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}
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if (watchClientIds.Count == 0)
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{
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return;
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}
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//存续中的互换交易（状态口径与 eodSwapQuery 一致，含当日已了结）
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var tradeStatuses = ConsTrade.TradeStatusAfterConfirmed;
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var trades = DbContext.trade.AsNoTracking()
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.Where(t => tradeStatuses.Contains(t.TradeStatus)
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&& t.ValidState != ConsGlobal.InValid
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&& t.TradeType == "收益互换"
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&& t.TradeDate <= settleDate
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&& watchClientIds.Contains(t.ClientId))
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.ToList();
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if (trades.Count == 0)
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{
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return;
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}
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//规则15（区间追保结构）交易：R1 三层级解析（BUG-02 修正，与引擎/确认书同口径）——
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//交易绑定→客户默认→全局默认 找到即停，只配客户/全局默认模板的交易同样纳入追保结算
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var templatesByTrade = MarginTemplateV2RateHelper.ResolveTieredTemplates(trades, settleDate, DbContext);
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trades = trades.Where(t => templatesByTrade.TryGetValue(t.id, out var tpl)
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&& tpl.RuleType == (int)MarginRuleTypeEnum.区间追保结构).ToList();
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var tradeIds = trades.Select(t => t.id).ToList();
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if (tradeIds.Count == 0)
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{
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return;
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}
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//当日维持保证金（引擎产出，我方净收取为正），按交易合计（与 SwapSpanBalanceQueryService 缺口口径一致）
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var maintenanceByTrade = DbContext.trade_span.AsNoTracking()
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.Where(x => x.ValueDate == settleDate && tradeIds.Contains(x.TradeId) && x.Spv != null)
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.GroupBy(x => x.TradeId)
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.Select(g => new { TradeId = g.Key, Spv = g.Sum(x => x.Spv ?? 0d) })
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.ToDictionary(x => x.TradeId, x => x.Spv);
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//应付预付金净收额（客户付钱记负 → 取反为正；平仓返还自动冲减；口径与 EOD canonical 一致：非作废+已确认/已结算）
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var payableNetByTrade = DbContext.ClientCashInCashOut.AsNoTracking()
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.Where(x => x.TradeId != null && tradeIds.Contains(x.TradeId ?? 0)
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&& x.Action == ClientCashInCashOut.系统操作_应付预付金
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&& x.HappenDate <= settleDate
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&& x.ValidState != ConsGlobal.InValid
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&& (x.State == ClientCashInCashOut.已确认 || x.State == ClientCashInCashOut.已结算)
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&& x.Money != null)
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.GroupBy(x => x.TradeId)
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.Select(g => new { TradeId = g.Key ?? 0, Sum = -g.Sum(x => x.Money ?? 0d) })
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.ToDictionary(x => x.TradeId, x => x.Sum);
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//追加保证金资金记录累计值（逐日增量记录求和即累计，BUG-03；Deal=0 交易级，口径与 EOD canonical 一致：非作废+已确认/已结算）
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var addRecordByTrade = DbContext.ClientCashInCashOut.AsNoTracking()
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.Where(x => x.TradeId != null && tradeIds.Contains(x.TradeId ?? 0)
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&& x.Action == ClientCashInCashOut.系统操作_追加保证金
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&& x.ValidState != ConsGlobal.InValid
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&& (x.State == ClientCashInCashOut.已确认 || x.State == ClientCashInCashOut.已结算)
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&& x.Deal == 0
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&& x.Money != null)
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.GroupBy(x => x.TradeId)
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.Select(g => new { TradeId = g.Key ?? 0, Funded = -g.Sum(x => x.Money ?? 0d) })
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.ToDictionary(x => x.TradeId, x => x.Funded);
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//追加保证金授信占用累计（amount 占用记正 → 直接求和（BUG-01 修正口径）；remark 前缀标识，见 ClientCreditInoutService）
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var addCreditByTrade = DbContext.client_credit_inout.AsNoTracking()
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.Where(x => x.trade_id != null && tradeIds.Contains(x.trade_id ?? 0)
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&& x.remark.StartsWith(ClientCreditInoutService.AdditionalMarginRemark))
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.GroupBy(x => x.trade_id)
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.Select(g => new { TradeId = g.Key ?? 0, Funded = g.Sum(x => x.amount) })
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.ToDictionary(x => x.TradeId, x => x.Funded);
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var fundTagService = new SwapFundTagService(this);
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var cashService = new ClientCashInCashOutService(this);
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var creditService = new ClientCreditInoutService(this);
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//客户剩余可用授信逐笔扣减缓存（同一次结算内多笔追加按顺序消耗额度，与阶段二逐腿分配同语义）
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var creditRemaining = new Dictionary<int, double>();
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foreach (var clientGroup in trades.GroupBy(t => t.ClientId).OrderBy(g => g.Key))
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{
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foreach (var td in clientGroup.OrderBy(t => t.id))
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{
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if (!maintenanceByTrade.TryGetValue(td.id, out var maintenance) || maintenance <= 0)
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{
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continue;
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}
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var target = SwapAdditionalMarginCalc.CalcTarget(maintenance,
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payableNetByTrade.TryGetValue(td.id, out var payableNet) ? payableNet : 0);
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if (target <= 0)
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{
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continue;
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}
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var fundedCash = addRecordByTrade.TryGetValue(td.id, out var cash) ? cash : 0;
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var fundedCredit = addCreditByTrade.TryGetValue(td.id, out var credit) ? credit : 0;
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var increment = Math.Round(target - fundedCash - fundedCredit, 2, MidpointRounding.AwayFromZero);
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if (increment <= 0)
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{
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//已补足；追保回落（目标下降）不返还——负缺口在可用资金公式（Σ维持−累计）体现
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continue;
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}
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if (!creditRemaining.TryGetValue(td.ClientId, out var remain))
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{
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remain = fundTagService.GetAvailableCredit(td.ClientId, settleDate);
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creditRemaining[td.ClientId] = remain;
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}
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var (creditPart, cashPart) = SwapAdditionalMarginCalc.Allocate(increment, remain);
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if (creditPart > 0)
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{
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//授信部分不产生资金流水，只写授信出入表占用（占用记正数，BUG-01 修正口径）
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creditService.Occupy(td.ClientId, null, td.id, creditPart, settleDate,
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ClientCreditInoutService.AdditionalMarginRemark + "占用");
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creditRemaining[td.ClientId] = Math.Round(remain - creditPart, 2, MidpointRounding.AwayFromZero);
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}
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if (cashPart > 0)
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{
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//现金部分按结算日逐笔增量记录（BUG-03 修正：每结算日一条、Money=−increment、键含日期幂等），
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//避免单条累计值覆盖 + HappenDate 前移使 EOD 差分窗口跨日全额重复计入；负数=客户应付追加
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cashService.SaveSwapTradeClientCash(td, -cashPart, settleDate, 0,
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ClientCashInCashOut.系统操作_追加保证金, matchDate: true);
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}
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}
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}
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}
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}
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}
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