zszq-trs/YLErpDAL/Modules/TradeModule/OrderModule/TradeSaveExtend.cs

using Qdp.Pricing.Base.Enums;
using YLErp.QdpModule;

namespace YLErp.Modules.TradeModule.OrderModule
{
    /// <summary>
    /// 扩展存储
    /// </summary>
    class TradeSaveExtend : YLBaseService
    {
        private readonly bool isAddNew;

        public TradeSaveExtend(YLBaseService baseService, bool isAddNew)
            : base(baseService)
        {
            this.isAddNew = isAddNew;
        }

        /// <summary>
        /// 保存并写入数据库
        /// </summary>
        public int Save(trade baseTrade, trade dbTrade, bool useSaveChange = true)
        {
            switch (baseTrade.TradeType == "结构化交易" ? baseTrade.StructureType : baseTrade.TradeType)
            {
                case "香草期权":
                case "合成价差期权":
                    return 0;
                case "亚式期权":
                    dbTrade.trade_asian_option = InnerSaveExtend(baseTrade, baseTrade.trade_asian_option);
                    break;
                case "彩虹期权":
                    dbTrade.trade_rainbow_option = InnerSaveExtend(baseTrade, baseTrade.trade_rainbow_option);
                    break;
                case "障碍期权":
                    dbTrade.trade_barrier_option = InnerSaveExtend(baseTrade, baseTrade.trade_barrier_option);
                    break;
                case "二元期权":
                    dbTrade.trade_binary_option = InnerSaveExtend(baseTrade, baseTrade.trade_binary_option);
                    break;
                case "价差期权":
                    dbTrade.trade_spread_option = InnerSaveExtend(baseTrade, baseTrade.trade_spread_option);
                    break;
                case "双鲨期权":
                    dbTrade.trade_double_sharkfin_option = InnerSaveExtend(baseTrade, baseTrade.trade_double_sharkfin_option);
                    break;
                case "凤凰期权":
                    if (string.IsNullOrEmpty(baseTrade.trade_autocall.KOObservationDates))
                    {
                        if (dbTrade.trade_autocall==null)
                        {
                            dbTrade.trade_autocall = new trade_autocall();
                        }
                        var autocallmonthlyDates = QdpObservationHelper.GetDatesWithFixedTerm(baseTrade.TradeDate ?? System.DateTime.Now, baseTrade.ExerciseDate ?? System.DateTime.Now, "1M", bdc: BusinessDayConvention.Following, alignEnd: true);
                        dbTrade.trade_autocall.KOObservationDates = $"{string.Join(",", autocallmonthlyDates.Select(O => O.OtcFormatDate()))};" +
                            $"{string.Join(",", autocallmonthlyDates.Select(O => baseTrade.trade_autocall.KOBarrier.OtcFormatFlex(2)))};" +
                            $"{string.Join(",", autocallmonthlyDates.Select(O => baseTrade.trade_autocall.Coupon.OtcFormatFlex(2)))}";
                        baseTrade.trade_autocall.KOObservationDates = dbTrade.trade_autocall.KOObservationDates;
                    }
                    dbTrade.trade_autocall = InnerSaveExtend(baseTrade, baseTrade.trade_autocall);
                    break;
                case "雪球期权":
                    if (string.IsNullOrEmpty(baseTrade.trade_snowball.KOObservationDates))
                    {
                        if (dbTrade.trade_snowball == null)
                        {
                            dbTrade.trade_snowball = new trade_snowball();
                        }
                        var snowballmonthlyDates = QdpObservationHelper.GetDatesWithFixedTerm(baseTrade.TradeDate ?? System.DateTime.Now, baseTrade.ExerciseDate ?? System.DateTime.Now, "1M", bdc: BusinessDayConvention.Following, alignEnd: true);
                      
                            dbTrade.trade_snowball.KOObservationDates = $"{string.Join(",", snowballmonthlyDates.Select(O => O.OtcFormatDate()))};" +
                                $"{string.Join(",", snowballmonthlyDates.Select(O => baseTrade.trade_snowball.KOBarrier.OtcFormatFlex(2)))};" +
                                $"{string.Join(",", snowballmonthlyDates.Select(O => baseTrade.trade_snowball.KORebate.OtcFormatFlex(2)))}";
                        if (dbTrade.trade_snowball.KOPayoffType == KOPayoffTypeEnum.Rebate)
                        {
                            baseTrade.trade_snowball.KOObservationSettleDates = $"{string.Join(",", snowballmonthlyDates.Select(O => O.OtcFormatDate()))}";
                        }
                            baseTrade.trade_snowball.KOObservationDates = dbTrade.trade_snowball.KOObservationDates;
                    }
                    dbTrade.trade_snowball = InnerSaveExtend(baseTrade, baseTrade.trade_snowball);
                    break;
                case "区间累积期权":
                    dbTrade.trade_rangeaccrual = InnerSaveExtend(baseTrade, baseTrade.trade_rangeaccrual);
                    break;
                case "气囊结构":
                    dbTrade.trade_airbag = InnerSaveExtend(baseTrade, baseTrade.trade_airbag);
                    break;
                case "收益增强结构":
                    dbTrade.trade_underlying_enhance = InnerSaveExtend(baseTrade, baseTrade.trade_underlying_enhance);
                    break;
                case "远期":
                    dbTrade.trade_forward = InnerSaveExtend(baseTrade, baseTrade.trade_forward);
                    break;
                case "收益互换":
                    if (baseTrade.trade_swap.IsGetFloatingProfit)
                    {
                        var underlyingManager = DataCacheProvider.GetUnderlyingDataSource().GetData(baseTrade.trade_swap.GetUnderlyingCode);
                        var CountRatio = underlyingManager?.CountRatio ?? 1;
                        baseTrade.trade_swap.GetNotional = baseTrade.trade_swap.GetTradeAmount * CountRatio;

                        dbTrade.OriginalNotional = baseTrade.trade_swap.GetNotional;
                        dbTrade.Notional = baseTrade.trade_swap.GetNotional ?? 0;
                        dbTrade.TradeAmount = baseTrade.trade_swap.GetTradeAmount ?? 0;
                        dbTrade.SpotPrice = baseTrade.trade_swap.GetSpotPrice;
                    }
                    if (baseTrade.trade_swap.IsPayFloatingProfit)
                    {
                        var underlyingManager = DataCacheProvider.GetUnderlyingDataSource().GetData(baseTrade.trade_swap.PayUnderlyingCode);
                        var CountRatio = underlyingManager?.CountRatio ?? 1;
                        baseTrade.trade_swap.PayNotional = baseTrade.trade_swap.PayTradeAmount * CountRatio;

                        dbTrade.OriginalNotional = baseTrade.trade_swap.PayNotional;
                        dbTrade.Notional = baseTrade.trade_swap.PayNotional ?? 0;
                        dbTrade.TradeAmount = baseTrade.trade_swap.PayTradeAmount ?? 0;
                        dbTrade.SpotPrice = baseTrade.trade_swap.PaySpotPrice;
                    }
                    DbContext.SaveChanges();
                    dbTrade.trade_swap = InnerSaveExtend(baseTrade, baseTrade.trade_swap);
                    dbTrade.get_trade_swap_details = InnerSaveTradeSwapDetail(baseTrade, baseTrade.get_trade_swap_details, true);
                    dbTrade.pay_trade_swap_details = InnerSaveTradeSwapDetail(baseTrade, baseTrade.pay_trade_swap_details, false);
                    if (baseTrade.ParentTradeId > 0)
                    {
                        var detail = DbContext.trade_swap_detail.FirstOrDefault(x => x.TradeId == baseTrade.ParentTradeId && x.ChildTradeId == baseTrade.id);
                        if (detail != null)
                        {
                            detail.LongShort = detail.IsForGet ? baseTrade.trade_swap.GetLongShort : baseTrade.trade_swap.PayLongShort;
                            detail.Notional = detail.IsForGet ? baseTrade.trade_swap.GetNotional : baseTrade.trade_swap.PayNotional;
                            detail.UnderlyingCode = detail.IsForGet ? baseTrade.trade_swap.GetUnderlyingCode : baseTrade.trade_swap.PayUnderlyingCode;
                            detail.SpotPrice = detail.IsForGet ? baseTrade.trade_swap.GetSpotPrice : baseTrade.trade_swap.PaySpotPrice;
                            detail.OriginalNotional = detail.Notional;
                        }
                        else
                        {
                            detail = new trade_swap_detail()
                            {
                                IsForGet = baseTrade.trade_swap.IsGetFloatingProfit
                            };
                            detail.LongShort = detail.IsForGet ? baseTrade.trade_swap.GetLongShort : baseTrade.trade_swap.PayLongShort;
                            detail.Notional = detail.IsForGet ? baseTrade.trade_swap.GetNotional : baseTrade.trade_swap.PayNotional;
                            detail.UnderlyingCode = detail.IsForGet ? baseTrade.trade_swap.GetUnderlyingCode : baseTrade.trade_swap.PayUnderlyingCode;
                            detail.SpotPrice = detail.IsForGet ? baseTrade.trade_swap.GetSpotPrice : baseTrade.trade_swap.PaySpotPrice;
                            detail.OriginalNotional = detail.Notional;
                            detail.TradeId = baseTrade.ParentTradeId;
                            detail.ChildTradeId = baseTrade.id;
                            DbContext.trade_swap_detail.Add(detail);
                        }
                        DbContext.SaveChanges();
                    }
                    break;
                case "现金流交易":
                    dbTrade.trade_cashflow = InnerSaveExtend(baseTrade, baseTrade.trade_cashflow);
                    break;
                case "自定义交易":
                    dbTrade.trade_custom = InnerSaveExtend(baseTrade, baseTrade.trade_custom);
                    break;
                case "累计期权":
                    dbTrade.trade_accumulator_option = InnerSaveExtend(baseTrade, baseTrade.trade_accumulator_option);
                    break;
                case "Risky期权":
                    dbTrade.trade_risky_option = InnerSaveExtend(baseTrade, baseTrade.trade_risky_option);
                    break;
                default: return 0;
            }

            return useSaveChange ? DbContext.SaveChanges() : 0;
        }

        private List<trade_swap_detail> InnerSaveTradeSwapDetail(trade baseTrade, List<trade_swap_detail> tradeSwapDetails, bool isForGet)
        {
            if (tradeSwapDetails != null && tradeSwapDetails.Any())
            {
                var tradeSwapDetailsExist = DbContext.trade_swap_detail.Where(x => x.TradeId == baseTrade.id && x.IsForGet == isForGet);
                DbContext.trade_swap_detail.RemoveRange(tradeSwapDetailsExist);
                tradeSwapDetails.ForEach(x =>
                {
                    x.ExerciseDate = baseTrade.ExerciseDate;
                    x.IsForGet = isForGet;
                    x.OriginalNotional = x.Notional;
                    x.SwapTimeAndRate = isForGet ? baseTrade.trade_swap.PaySwapTimeAndRate : baseTrade.trade_swap.GetSwapTimeAndRate;
                    x.TradeId = baseTrade.id;
                    SetDBModelOpt(x);
                });
                DbContext.trade_swap_detail.AddRange(tradeSwapDetails);
                DbContext.SaveChanges();
            }

            return tradeSwapDetails;
        }

        //保存扩展数据
        private T InnerSaveExtend<T>(trade baseTrade, T extend) where T : TradeExtendBase
        {
            SetDBModelOpt(extend);

            extend.TradeId = baseTrade.id;

            var exist = isAddNew ? null : DbContext.Set<T>().FirstOrDefault(n => n.TradeId == baseTrade.id);

            if (exist == null)
            {
                extend.id = 0;
                DbContext.Set<T>().Add(extend);
            }
            else
            {
                extend.id = exist.id;
                UpdateEntity(exist, extend);
            }
            return extend;
        }
    }
}