zszq-trs/YLErpDAL/Modules/SuperviseReportModule/ChangJiangReport/Service/SuperviseReportCreditRiskService.cs

using BaseOUDAL;
using YLErp.Model;
using YLErp.Modules.DataProviderModule;

namespace YLErp.Modules.SuperviseReportModule.ChangJiangReport.Service
{
    public class SuperviseReportCreditRiskService : YLBaseService
    {
        public SuperviseReportCreditRiskService(OptUserInfo userInfo) : base(userInfo)
        {
        }

        public SuperviseReportCreditRiskService(YLBaseService baseService) : base(baseService)
        {
        }

        /// <summary>
        /// 从数据库中查询场外业务信用风险监控信息
        /// <para>长江数据采集用</para>
        /// </summary>
        public SearchListResult<SuperviseCreditRiskDbModel> SearchSuperviseReportList(SuperviseReportReq req)
        {
            if (string.IsNullOrWhiteSpace(req.sidx)) { req.sidx = nameof(SupervisePositionDbModel.id); }

            var query = from db in DbContext.SuperviseReportCreditRisk
                        where db.ValueDate == req.ValueDate
                        select db;

            return query.ToSearchList(req);
        }

        /// <summary>
        /// 保存场外业务信用风险监控信息到数据库
        /// <para>长江数据采集用</para>
        /// </summary>
        /// <param name="valueDate">数据日期</param>
        public void SaveReportData(DateTime valueDate)
        {
            var risks = DbContext.SuperviseReportCreditRisk.Where(a => a.ValueDate == valueDate);
            if (!risks.Any())
            {
                var priceProvider = new EodPriceProvider(valueDate, isDiviendPrice: false);

                var tradeList = (from et in DbContext.eod_trade
                                 where
                                    et.ValueDate == valueDate &&
                                    et.TradeType != "结构化交易" &&
                                    ConsTrade.LiveTradeStatusList.Contains(et.TradeStatus)
                                 select new xodTradeBase() { TradeJson = et.TradeJson })
                                    .ToArray().Select(O => O.trade);
                var creditList = (from credit in DbContext.SuperviseReportClientCash
                                  where credit.Date == valueDate
                                  select credit
                                  ).ToList();

                SuperviseCreditRiskDbModel obj = new SuperviseCreditRiskDbModel();
                obj.ValueDate = valueDate;
                var func = new Func<double, double, bool, double, double>((settlePrice, strike, isLong, notional) =>
                 {
                     return Math.Max(isLong ? (settlePrice - strike) : (strike - settlePrice), 0) * notional;
                 });
                //Dictionary<int, double> clientBuyLoss = new Dictionary<int, double>();
                obj.CreditRisk = DbContext.eod_trade_risk.Where(o => o.ValueDate == valueDate).Sum(o => (double?)o.CreditExposure) ?? 0;
                //obj.CreditRisk =
                //tradeList
                //.Where(O => O.Comments?.FirstOrDefault() == '1' && O.BuySell == "买入")
                //.Sum(O =>
                //{
                //    var price = priceProvider.GetPrice(O.UnderlyingCode, SettlementTypeEnum.SettlePrice);
                //    var strike = O.Strike ?? 0;
                //    if (O.IsMoneynessOptionData)
                //    {
                //        strike = (O.Strike * O.SpotPrice) ?? 0;
                //    }
                //    var result = func(price, strike, O.OptionType == "看涨", O.Notional);
                //    if (!clientBuyLoss.ContainsKey(O.ClientId))
                //    {
                //        clientBuyLoss.Add(O.ClientId, 0);
                //    }
                //    clientBuyLoss[O.ClientId] += result;
                //    return result;
                //});
                //obj.MaxBuyLoss = clientBuyLoss.Any() ? clientBuyLoss.OrderByDescending(O => O.Value).First().Value : 0;
                obj.MaxBuyLoss = DbContext.eod_trade_risk.Where(o => o.ValueDate == valueDate).AsEnumerable().GroupBy(O => O.ClientId).Select(O => O.Sum(B => B.CreditExposure)).Max(o => (double?)o) ?? 0;
                obj.EAD = DbContext.ClientBalanceDaily.Where(O => O.BalanceDate == valueDate).Sum(O => (double?)O.EAD) ?? 0;
                obj.BuyClientCount = tradeList.Where(O => O.BuySell == "买入").Select(O => O.ClientId).Distinct().Count();
                obj.TradePrice = tradeList.Sum(O => O.TradePrice * (O.BuySell == "买入" ? -1 : 1)) ?? 0;
                foreach (var item in creditList)
                {
                    //新的框架在取数据时，不会走属性set方法，导致原有set逻辑走不到，和原有框架逻辑不符，这边强行赋值一遍，走set方法
                    item.ToCompanyCredit = item.ToCompanyCredit;
                    item.ClientMarginHold = item.ClientMarginHold;
                    item.CompanyMarginHold = item.CompanyMarginHold;

                    if (item.ClientName.Contains("保险"))
                    {
                        obj.ExchangeCredit += item.ClientPositionCredit;
                    }
                    else
                    {
                        obj.ExchangeOffCredit += item.ClientPositionCredit;
                    }
                    obj.TotalCredit += item.ClientPositionCredit;
                }

                //DbContext.BulkDelete<SuperviseCreditRiskDbModel>($"{nameof(SuperviseCreditRiskDbModel.ValueDate)}=@Date", new
                //{
                //    Date = valueDate
                //});
                DbContext.SuperviseReportCreditRisk.Add(obj);
                DbContext.SaveChanges();
            }
        }

        public void HandleSuperviseCreditRisk(int Id, DateTime ValueDate, string Type)
        {
            using (var db = DbContextFactory.GetYLDbContext())
            {
                var clietnCashs = db.SuperviseReportCreditRisk.Where(a => a.ValueDate == ValueDate && a.id == Id);
                if (clietnCashs.Any())
                {
                    if (Type == "update")//更新确认状态
                    {
                        foreach (var item in clietnCashs)
                        {
                            item.Status = true;
                        }
                    }
                    else
                    {
                        db.SuperviseReportCreditRisk.RemoveRange(clietnCashs);
                    }
                }
                else
                {
                    throw new ServiceException("没有数据进行操作");
                }
                db.SaveChanges();
            }

        }
    }
}