136 lines
10 KiB
SQL
136 lines
10 KiB
SQL
-- ============================================================
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-- 规则应用初始数据（对应设计文档 §4.9.1 通用规则预置参考）
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-- 依赖：seed_rules.sql（规则数据需先插入）
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--
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-- 每条规则对应一条应用配置（1:1），定义"何时、对谁、怎么处理"
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-- ControlStrategy: 1=Block(禁止), 2=Approval(审批), 3=Warning(提示)
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-- TriggerPoints: BOOK_CONFIRM=簿记交易确认
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-- ScopeIsGlobal: 1=全局适用, 0=按维度配置（Scope字段为NULL表示"全部"）
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-- ============================================================
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-- 规则1：挂钩标的集中度超阈值（审批，全局）
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INSERT INTO `glms_risk_rule_application` (`RuleIds`, `Status`, `ControlStrategy`, `TriggerPoints`, `ScopeAssetBookIds`, `ScopeClientIds`, `ScopeUnderlyingTypes`, `ScopeTradeTypes`, `ScopeIsGlobal`, `Version`, `OptId`, `OptName`, `OptDate`)
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SELECT
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CAST(r.id AS CHAR), 1, 2, 'BOOK_CONFIRM', NULL, NULL, NULL, NULL, 1, 1, 0, 'SYSTEM', NOW()
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FROM `glms_risk_rule` r WHERE r.RuleName = '挂钩标的集中度超阈值';
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-- 规则2：挂钩标的到期日小于合约到期日（禁止，全局）
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INSERT INTO `glms_risk_rule_application` (`RuleIds`, `Status`, `ControlStrategy`, `TriggerPoints`, `ScopeAssetBookIds`, `ScopeClientIds`, `ScopeUnderlyingTypes`, `ScopeTradeTypes`, `ScopeIsGlobal`, `Version`, `OptId`, `OptName`, `OptDate`)
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SELECT
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CAST(r.id AS CHAR), 1, 1, 'BOOK_CONFIRM', NULL, NULL, NULL, NULL, 1, 1, 0, 'SYSTEM', NOW()
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FROM `glms_risk_rule` r WHERE r.RuleName = '挂钩标的到期日小于合约到期日';
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-- 规则3：名义本金超阈值（审批，账户/合约类型）
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INSERT INTO `glms_risk_rule_application` (`RuleIds`, `Status`, `ControlStrategy`, `TriggerPoints`, `ScopeAssetBookIds`, `ScopeClientIds`, `ScopeUnderlyingTypes`, `ScopeTradeTypes`, `ScopeIsGlobal`, `Version`, `OptId`, `OptName`, `OptDate`)
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SELECT
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CAST(r.id AS CHAR), 1, 2, 'BOOK_CONFIRM', NULL, NULL, NULL, NULL, 0, 1, 0, 'SYSTEM', NOW()
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FROM `glms_risk_rule` r WHERE r.RuleName = '名义本金超阈值';
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-- 规则4：保证金支付比例超阈值（审批，账户/标的类型）
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INSERT INTO `glms_risk_rule_application` (`RuleIds`, `Status`, `ControlStrategy`, `TriggerPoints`, `ScopeAssetBookIds`, `ScopeClientIds`, `ScopeUnderlyingTypes`, `ScopeTradeTypes`, `ScopeIsGlobal`, `Version`, `OptId`, `OptName`, `OptDate`)
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SELECT
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CAST(r.id AS CHAR), 1, 2, 'BOOK_CONFIRM', NULL, NULL, NULL, NULL, 0, 1, 0, 'SYSTEM', NOW()
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FROM `glms_risk_rule` r WHERE r.RuleName = '保证金支付比例超阈值';
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-- 规则5：保证金利率偏离（审批，账户）
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INSERT INTO `glms_risk_rule_application` (`RuleIds`, `Status`, `ControlStrategy`, `TriggerPoints`, `ScopeAssetBookIds`, `ScopeClientIds`, `ScopeUnderlyingTypes`, `ScopeTradeTypes`, `ScopeIsGlobal`, `Version`, `OptId`, `OptName`, `OptDate`)
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SELECT
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CAST(r.id AS CHAR), 1, 2, 'BOOK_CONFIRM', NULL, NULL, NULL, NULL, 0, 1, 0, 'SYSTEM', NOW()
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FROM `glms_risk_rule` r WHERE r.RuleName = '保证金利率偏离';
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-- 规则6：保证金收取比例低于最低标准（审批，账户/标的类型）
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INSERT INTO `glms_risk_rule_application` (`RuleIds`, `Status`, `ControlStrategy`, `TriggerPoints`, `ScopeAssetBookIds`, `ScopeClientIds`, `ScopeUnderlyingTypes`, `ScopeTradeTypes`, `ScopeIsGlobal`, `Version`, `OptId`, `OptName`, `OptDate`)
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SELECT
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CAST(r.id AS CHAR), 1, 2, 'BOOK_CONFIRM', NULL, NULL, NULL, NULL, 0, 1, 0, 'SYSTEM', NOW()
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FROM `glms_risk_rule` r WHERE r.RuleName = '保证金收取比例低于最低标准';
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-- 规则7：起息日早于当前日期（审批，全局）
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INSERT INTO `glms_risk_rule_application` (`RuleIds`, `Status`, `ControlStrategy`, `TriggerPoints`, `ScopeAssetBookIds`, `ScopeClientIds`, `ScopeUnderlyingTypes`, `ScopeTradeTypes`, `ScopeIsGlobal`, `Version`, `OptId`, `OptName`, `OptDate`)
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SELECT
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CAST(r.id AS CHAR), 1, 2, 'BOOK_CONFIRM', NULL, NULL, NULL, NULL, 1, 1, 0, 'SYSTEM', NOW()
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FROM `glms_risk_rule` r WHERE r.RuleName = '起息日早于当前日期';
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-- 规则8：支付日为银行间交易日（审批，全局）
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INSERT INTO `glms_risk_rule_application` (`RuleIds`, `Status`, `ControlStrategy`, `TriggerPoints`, `ScopeAssetBookIds`, `ScopeClientIds`, `ScopeUnderlyingTypes`, `ScopeTradeTypes`, `ScopeIsGlobal`, `Version`, `OptId`, `OptName`, `OptDate`)
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SELECT
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CAST(r.id AS CHAR), 1, 2, 'BOOK_CONFIRM', NULL, NULL, NULL, NULL, 1, 1, 0, 'SYSTEM', NOW()
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FROM `glms_risk_rule` r WHERE r.RuleName = '支付日为银行间交易日';
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-- 规则9：到期日为银行间交易日（审批，全局）
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INSERT INTO `glms_risk_rule_application` (`RuleIds`, `Status`, `ControlStrategy`, `TriggerPoints`, `ScopeAssetBookIds`, `ScopeClientIds`, `ScopeUnderlyingTypes`, `ScopeTradeTypes`, `ScopeIsGlobal`, `Version`, `OptId`, `OptName`, `OptDate`)
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SELECT
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CAST(r.id AS CHAR), 1, 2, 'BOOK_CONFIRM', NULL, NULL, NULL, NULL, 1, 1, 0, 'SYSTEM', NOW()
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FROM `glms_risk_rule` r WHERE r.RuleName = '到期日为银行间交易日';
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-- 规则10：平仓日为银行间交易日（审批，全局）
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INSERT INTO `glms_risk_rule_application` (`RuleIds`, `Status`, `ControlStrategy`, `TriggerPoints`, `ScopeAssetBookIds`, `ScopeClientIds`, `ScopeUnderlyingTypes`, `ScopeTradeTypes`, `ScopeIsGlobal`, `Version`, `OptId`, `OptName`, `OptDate`)
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SELECT
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CAST(r.id AS CHAR), 1, 2, 'BOOK_CONFIRM', NULL, NULL, NULL, NULL, 1, 1, 0, 'SYSTEM', NOW()
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FROM `glms_risk_rule` r WHERE r.RuleName = '平仓日为银行间交易日';
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-- 规则11：合约期限超阈值（审批，账户）
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INSERT INTO `glms_risk_rule_application` (`RuleIds`, `Status`, `ControlStrategy`, `TriggerPoints`, `ScopeAssetBookIds`, `ScopeClientIds`, `ScopeUnderlyingTypes`, `ScopeTradeTypes`, `ScopeIsGlobal`, `Version`, `OptId`, `OptName`, `OptDate`)
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SELECT
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CAST(r.id AS CHAR), 1, 2, 'BOOK_CONFIRM', NULL, NULL, NULL, NULL, 0, 1, 0, 'SYSTEM', NOW()
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FROM `glms_risk_rule` r WHERE r.RuleName = '合约期限超阈值';
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-- 规则12：债券类净价偏离（审批，全局）
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INSERT INTO `glms_risk_rule_application` (`RuleIds`, `Status`, `ControlStrategy`, `TriggerPoints`, `ScopeAssetBookIds`, `ScopeClientIds`, `ScopeUnderlyingTypes`, `ScopeTradeTypes`, `ScopeIsGlobal`, `Version`, `OptId`, `OptName`, `OptDate`)
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SELECT
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CAST(r.id AS CHAR), 1, 2, 'BOOK_CONFIRM', NULL, NULL, NULL, NULL, 1, 1, 0, 'SYSTEM', NOW()
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FROM `glms_risk_rule` r WHERE r.RuleName = '债券类净价偏离';
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-- 规则13：债券类收益率偏离（审批，全局）
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INSERT INTO `glms_risk_rule_application` (`RuleIds`, `Status`, `ControlStrategy`, `TriggerPoints`, `ScopeAssetBookIds`, `ScopeClientIds`, `ScopeUnderlyingTypes`, `ScopeTradeTypes`, `ScopeIsGlobal`, `Version`, `OptId`, `OptName`, `OptDate`)
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SELECT
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CAST(r.id AS CHAR), 1, 2, 'BOOK_CONFIRM', NULL, NULL, NULL, NULL, 1, 1, 0, 'SYSTEM', NOW()
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FROM `glms_risk_rule` r WHERE r.RuleName = '债券类收益率偏离';
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-- 规则14：非债券类价格偏离（审批，全局）
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INSERT INTO `glms_risk_rule_application` (`RuleIds`, `Status`, `ControlStrategy`, `TriggerPoints`, `ScopeAssetBookIds`, `ScopeClientIds`, `ScopeUnderlyingTypes`, `ScopeTradeTypes`, `ScopeIsGlobal`, `Version`, `OptId`, `OptName`, `OptDate`)
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SELECT
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CAST(r.id AS CHAR), 1, 2, 'BOOK_CONFIRM', NULL, NULL, NULL, NULL, 1, 1, 0, 'SYSTEM', NOW()
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FROM `glms_risk_rule` r WHERE r.RuleName = '非债券类价格偏离';
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-- 规则15：单一交易对手累计标的数量超阈值（审批，对手方）
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INSERT INTO `glms_risk_rule_application` (`RuleIds`, `Status`, `ControlStrategy`, `TriggerPoints`, `ScopeAssetBookIds`, `ScopeClientIds`, `ScopeUnderlyingTypes`, `ScopeTradeTypes`, `ScopeIsGlobal`, `Version`, `OptId`, `OptName`, `OptDate`)
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SELECT
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CAST(r.id AS CHAR), 1, 2, 'BOOK_CONFIRM', NULL, NULL, NULL, NULL, 0, 1, 0, 'SYSTEM', NOW()
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FROM `glms_risk_rule` r WHERE r.RuleName = '单一交易对手累计标的数量超阈值';
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-- 规则16：多头支付固定端利率偏离（审批，账户）
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INSERT INTO `glms_risk_rule_application` (`RuleIds`, `Status`, `ControlStrategy`, `TriggerPoints`, `ScopeAssetBookIds`, `ScopeClientIds`, `ScopeUnderlyingTypes`, `ScopeTradeTypes`, `ScopeIsGlobal`, `Version`, `OptId`, `OptName`, `OptDate`)
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SELECT
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CAST(r.id AS CHAR), 1, 2, 'BOOK_CONFIRM', NULL, NULL, NULL, NULL, 0, 1, 0, 'SYSTEM', NOW()
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FROM `glms_risk_rule` r WHERE r.RuleName = '多头支付固定端利率偏离';
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-- 规则17：空头利率减点借贷加权偏离（审批，账户）
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INSERT INTO `glms_risk_rule_application` (`RuleIds`, `Status`, `ControlStrategy`, `TriggerPoints`, `ScopeAssetBookIds`, `ScopeClientIds`, `ScopeUnderlyingTypes`, `ScopeTradeTypes`, `ScopeIsGlobal`, `Version`, `OptId`, `OptName`, `OptDate`)
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SELECT
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CAST(r.id AS CHAR), 1, 2, 'BOOK_CONFIRM', NULL, NULL, NULL, NULL, 0, 1, 0, 'SYSTEM', NOW()
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FROM `glms_risk_rule` r WHERE r.RuleName = '空头利率减点借贷加权偏离';
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-- 规则18：账户授权收支方向不匹配（禁止，账户）
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INSERT INTO `glms_risk_rule_application` (`RuleIds`, `Status`, `ControlStrategy`, `TriggerPoints`, `ScopeAssetBookIds`, `ScopeClientIds`, `ScopeUnderlyingTypes`, `ScopeTradeTypes`, `ScopeIsGlobal`, `Version`, `OptId`, `OptName`, `OptDate`)
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SELECT
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CAST(r.id AS CHAR), 1, 1, 'BOOK_CONFIRM', NULL, NULL, NULL, NULL, 0, 1, 0, 'SYSTEM', NOW()
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FROM `glms_risk_rule` r WHERE r.RuleName = '账户授权收支方向不匹配';
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-- 规则19：执行价偏离超阈值（审批，账户）
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INSERT INTO `glms_risk_rule_application` (`RuleIds`, `Status`, `ControlStrategy`, `TriggerPoints`, `ScopeAssetBookIds`, `ScopeClientIds`, `ScopeUnderlyingTypes`, `ScopeTradeTypes`, `ScopeIsGlobal`, `Version`, `OptId`, `OptName`, `OptDate`)
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SELECT
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CAST(r.id AS CHAR), 1, 2, 'BOOK_CONFIRM', NULL, NULL, NULL, NULL, 0, 1, 0, 'SYSTEM', NOW()
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FROM `glms_risk_rule` r WHERE r.RuleName = '执行价偏离超阈值';
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-- 规则20：希腊字母限额超阈值（提示，账户/标的，预留接口）
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INSERT INTO `glms_risk_rule_application` (`RuleIds`, `Status`, `ControlStrategy`, `TriggerPoints`, `ScopeAssetBookIds`, `ScopeClientIds`, `ScopeUnderlyingTypes`, `ScopeTradeTypes`, `ScopeIsGlobal`, `Version`, `OptId`, `OptName`, `OptDate`)
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SELECT
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CAST(r.id AS CHAR), 1, 3, 'BOOK_CONFIRM', NULL, NULL, NULL, NULL, 0, 1, 0, 'SYSTEM', NOW()
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FROM `glms_risk_rule` r WHERE r.RuleName = '希腊字母限额超阈值';
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-- 规则21：接近/触发敲入敲出价（提示，全局，预留接口）
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INSERT INTO `glms_risk_rule_application` (`RuleIds`, `Status`, `ControlStrategy`, `TriggerPoints`, `ScopeAssetBookIds`, `ScopeClientIds`, `ScopeUnderlyingTypes`, `ScopeTradeTypes`, `ScopeIsGlobal`, `Version`, `OptId`, `OptName`, `OptDate`)
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SELECT
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CAST(r.id AS CHAR), 1, 3, 'BOOK_CONFIRM', NULL, NULL, NULL, NULL, 1, 1, 0, 'SYSTEM', NOW()
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FROM `glms_risk_rule` r WHERE r.RuleName = '接近/触发敲入敲出价';
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