zszq-trs/YLErpDAL/Modules/SuperviseReportModule/ExtendReport/ZheQi/TransactionDetails.cs

using BaseOUDAL;
using YLErp.BLL;
using YLErp.Model;

namespace YLErp.Modules.SuperviseReportModule.ExtendReport.ZheQi
{
    public class TransactionDetails : SimpleExtendReportBaseService
    {
        public TransactionDetails(OptUserInfo userInfo, SuperviseReportReq req) : base(userInfo, req)
        {
        }

        public override string TemplateName => "浙期每日成交信息模板.xlsx";

        public override string TargetFileName => base.RequestInfo.ValueDate.ToString("yyyyMMdd") + "成交信息.xlsx";

        public override string[] SheetNames => new[] { "交易确认" };

        public override object SearchReportInfo(string sheetName)
        {
            var actions = new string[] { "系统操作-期权费", "系统操作-平仓费", "系统操作-行权费" };
            var dealList = new List<DealInfo>();
            var settlementList = new List<SettlementInfo>();

            var sList = new SearchListResult<object>();
            var list = (from tc in DbContext.trade_cash
                        join t in DbContext.trade
                        on tc.TradeId equals t.id
                        join tr in DbContext.trade_contract_r.Where(O => O.IsValid)
                        on tc.id equals tr.TradeCashId into temp
                        from tr in temp.DefaultIfEmpty()
                        where
                            tc.ValueDate == RequestInfo.ValueDate
                            && (actions.Contains(tc.Action) || tc.IsLastAction)
                            && tc.ValidState != "InValid"
                            && tc.IsDeleted == false
                            && t.ValidState != "InValid"
                        select new { t, tc, tr }).ToArray();
            foreach (var item in list)
            {
                var um = DataCacheProvider.GetUnderlyingDataSource().GetData(item.t.UnderlyingCode);

                if (item.tc.Action == "系统操作-期权费")
                {
                    var obj = new DealInfo();
                    obj.index = dealList.Count + 1;
                    obj.TradeDate = item.t.TradeDateString;
                    obj.TradeNumber = item.t.TradeNumber;
                    obj.ClientName = item.t.ClientName;
                    obj.ClientBuySell = GetClientBuySell(item.t);
                    obj.UnderlyingCode = item.t.UnderlyingCode;
                    if (!string.IsNullOrWhiteSpace(item.t.BasisUnderlyingCode))
                    {
                        obj.UnderlyingCode += "-" + item.t.BasisUnderlyingCode;
                    }
                    obj.SettlementDate = item.t.ExerciseDateString;
                    obj.TradeAmount = (item.t.OriginalNotional ?? 0) / (um?.CountRatio ?? 1);
                    obj.TradeNotional = item.t.OriginalNotional ?? 0;
                    obj.OptionType = GetOptionType(item.t);
                    obj.Strike = (item.t.IsMoneynessOptionData ? (item.t.Strike * item.t.SpotPrice) : item.t.Strike) ?? 0;
                    obj.TradeSinglePrice = item.t.TradeSinglePrice ?? 0;
                    obj.StockEqvNotional = item.t.OriginalStockEqvNotional ?? 0;
                    obj.TradePrice = item.t.TradePrice ?? 0;
                    obj.Remakes = GetRemarks(item.t);
                    dealList.Add(obj);
                }
                else
                {
                    var sign = (item.t.BuySell == "卖出" || item.t.TradeType == "远期") ? 1 : -1;
                    var obj = new SettlementInfo();
                    obj.index = settlementList.Count + 1;
                    obj.TradeDate = item.t.TradeDateString;
                    obj.TradeNumber = item.t.TradeNumber;
                    obj.ClientName = item.t.ClientName;
                    obj.ClientBuySell = GetClientBuySell(item.t);
                    obj.UnderlyingCode = item.t.UnderlyingCode;
                    if (!string.IsNullOrWhiteSpace(item.t.BasisUnderlyingCode))
                    {
                        obj.UnderlyingCode += "-" + item.t.BasisUnderlyingCode;
                    }
                    obj.SettlementDate = item.tc.ValueDateString;
                    obj.TradeNotional = item.tc.UnwindNotional ?? (item.tc.UnwindPercentRate * item.t.OriginalNotional) ?? 0;
                    obj.TradeAmount = obj.TradeNotional / (um?.CountRatio ?? 1);
                    obj.OptionType = GetOptionType(item.t);
                    obj.Strike = (item.t.IsMoneynessOptionData ? (item.t.Strike * item.t.SpotPrice) : item.t.Strike) ?? 0;
                    obj.TradeSinglePrice = item.t.TradeSinglePrice ?? 0;
                    obj.SettlementType = item.tc.Action == "系统操作-行权费" ? "到期行权" : "提前平仓";
                    obj.SettlementPrice = item.tc.FinalPrice ?? 0;
                    obj.SettlementTradeSinglePrice = item.tc.Amount / obj.TradeNotional;
                    obj.ClientWinloss = -(item.tc.Amount + (item.tc.UnwindNotional / item.t.OriginalNotional * item.t.TradePrice * sign) ?? 0);
                    obj.ContractCode = item.tr?.ContractCode;
                    settlementList.Add(obj);
                }
            }
            return new
            {
                DataDate = RequestInfo.ValueDate.ToString("yyyy-MM-dd"),
                DealList = dealList,
                SettleList = settlementList,
                SumWinloss = settlementList.Sum(O => O.ClientWinloss),
            };
        }

        private string GetClientBuySell(trade t)
        {
            var buySell = "";
            if (t.TradeType == "远期")
            {
                buySell = t.OptionType == "看涨" ? "买入" : "卖出";
            }
            else
            {
                buySell = t.BuySell == "买入" ? "卖出" : "买入";
            }
            return buySell;
        }

        private string GetOptionType(trade t)
        {
            var optionType = "";
            switch (t.StructureType ?? t.TradeType)
            {
                case "凤凰期权":
                case "雪球期权":
                    optionType = t.TradeType.Replace("期权", "") + t.OptionType;
                    break;
                case "累计期权":
                    optionType = t.OptionType == "看涨" ? "累购" : "累沽";
                    break;
                case "远期":
                case "掉期":
                    optionType = t.StructureType ?? t.TradeType;
                    break;
                default:
                    if (string.IsNullOrWhiteSpace(t.StructureType))
                    {
                        optionType = t.ExerciseModeCn + t.TradeType.Replace("期权", "") + t.OptionType;
                    }
                    else
                    {
                        optionType = t.StructureType;
                    }
                    break;
            }
            return optionType;
        }

        private string GetRemarks(trade t)
        {
            var remarks = "";
            switch (t.TradeType)
            {
                case "亚式期权":
                    tradeBLL.SetFieldsByTradeType(t);
                    if (t.trade_asian_option.AveragingPeriodStartDate != null)
                    {
                        remarks = $"{t.trade_asian_option.AveragingPeriodStartDate.Value.ToString("yyyy/MM/dd")}-{t.ExerciseDate.Value.ToString("yyyy/MM/dd")}";
                    }
                    break;
                case "远期":
                    tradeBLL.SetFieldsByTradeType(t);
                    if (t.trade_forward.ObservationDates != null)
                    {
                        var dates = t.trade_forward.ObservationDates.Split(new[] { ',' }, StringSplitOptions.RemoveEmptyEntries);
                        if (dates.Length > 0)
                        {
                            remarks = $"{DateTime.Parse(dates[0]):yyyy/MM/dd}-{DateTime.Parse(dates[dates.Length - 1]):yyyy/MM/dd}";
                        }
                    }
                    break;
            }
            return remarks;
        }
    }
}