1043 lines
47 KiB
C#
1043 lines
47 KiB
C#
using BaseOUDAL;
|
|
using MathNet.Numerics;
|
|
using MoreLinq.Extensions;
|
|
using Qdp.Foundation.Implementations;
|
|
using System.Data;
|
|
using System.Text.Json;
|
|
using YieldChain.Helpers;
|
|
using YLErp.BLL;
|
|
using YLErp.DBModels.Consts;
|
|
using YLErp.DBModels.Enums;
|
|
using YLErp.Helpers;
|
|
using YLErp.Modules.EodModule;
|
|
using YLErp.Modules.SuperviseReportModule.SAC.Common;
|
|
using YLErp.Modules.SuperviseReportModule.SAC.Model;
|
|
using YLErp.QdpModule;
|
|
using static YLErp.DBModels.Consts.ConsReport;
|
|
|
|
namespace YLErp.Modules.SuperviseReportModule.SAC.Service
|
|
{
|
|
class ReportSwapConfirmationService : ReportBaseService
|
|
{
|
|
public ReportSwapConfirmationService(OptUserInfo optUser) : base(optUser)
|
|
{
|
|
}
|
|
|
|
protected override string _excelDataSourcePath => "交易相关\\";
|
|
|
|
protected override string _excelDataSourceFileName => "import_SwapConfirmation_template.xlsx";
|
|
|
|
protected override DataFlagsEnum BusiDataType => DataFlagsEnum.A1005;
|
|
|
|
private List<OptFlagsEnum> _validOperationType = null;
|
|
|
|
public override List<OptFlagsEnum> ValidOperationType
|
|
{
|
|
get
|
|
{
|
|
_validOperationType ??= new List<OptFlagsEnum>() { OptFlagsEnum.A, OptFlagsEnum.U, OptFlagsEnum.D, };
|
|
return _validOperationType;
|
|
}
|
|
}
|
|
|
|
protected override SuperviseReportTypeEnum ReportType => SuperviseReportTypeEnum.SAC_SwapConfirmation;
|
|
|
|
readonly List<SACReportNotes> noteList = new();
|
|
IEnumerable<SACReportNotes> SACReportNotesCache = null;
|
|
|
|
protected override BodyModel GenerateBody(out bool noData, out List<string> fileList)
|
|
{
|
|
fileList = new List<string>();
|
|
var model = new BodyModel();
|
|
var cacheKey = $"{BusiDataType}";
|
|
SACReportNotesCache = base.InitReportNotes(ReportType);
|
|
var dataList = new List<SwapConfirmationModel>();
|
|
if (_reqInfo.DataSource.HasFlag(SAC_ReportDataSourceEnum.Template))
|
|
{
|
|
dataList = GetSwapConfirmationModel(ref fileList);
|
|
}
|
|
|
|
if ((PS.Config.ErpElement.SAC_ReportDataSource & SAC_ReportDataSourceEnum.System) ==
|
|
SAC_ReportDataSourceEnum.System)
|
|
{
|
|
// 获取所有的交易确认事件
|
|
|
|
var queryDate = _reqInfo.ReportDate;
|
|
using (var db = new YLContext())
|
|
{
|
|
|
|
var confirmEventList = (from a in db.swap_event
|
|
where a.EventType == 9 && a.OptTime >= queryDate.Date &&
|
|
a.OptTime < queryDate.Date.AddDays(1)
|
|
select new
|
|
{
|
|
a.id,
|
|
swapTradeId = a.SwapTradeId,
|
|
a.ValueDate,
|
|
eventType = a.EventType,
|
|
eventData = a.EventData,
|
|
invalid = a.Invalid,
|
|
backId = a.BackId,
|
|
optTime = a.OptTime
|
|
}).OrderBy(O => O.optTime).ToList();
|
|
|
|
var swapTradeIds = confirmEventList.Select(O => O.swapTradeId);
|
|
if (swapTradeIds == null || swapTradeIds.Count() == 0)
|
|
{
|
|
noData = true;
|
|
return null;
|
|
}
|
|
|
|
var codeList = ReportStatus.GetCacheInfo(cacheKey);
|
|
var query = (from t in db.trade
|
|
join tr in db.trade_contract_r
|
|
on t.id equals tr.TradeId
|
|
join sp in db.swap_position.Where(O => !O.Invalid && !O.IsInitial) on t.id equals sp.SwapTradeId
|
|
where swapTradeIds.Contains(t.id) &&
|
|
(tr.Type == "交易确认书" && tr.IsValid)
|
|
select new
|
|
{
|
|
t.id,
|
|
sp.PosiNotionalValue,
|
|
sp.PositionType,
|
|
t.ClientId,
|
|
t.TradeDate,
|
|
t.ExerciseDate,
|
|
t.SettlementDate,
|
|
t.ExerciseMode,
|
|
t.BuySell,
|
|
TradeType = t.StructureType ?? t.TradeType,
|
|
t.OptionType,
|
|
t.OriginalStockEqvNotional,
|
|
t.IsMoneynessOption,
|
|
t.SpotPrice,
|
|
t.Strike,
|
|
t.MarginTemplateName,
|
|
t.MarginType,
|
|
t.InitialMargin,
|
|
t.UnderlyingCode,
|
|
t.AnnualizeFactor,
|
|
tr.ContractCode,
|
|
sp.InterestMode,
|
|
sp.InterestRateDefault,
|
|
sp.FloatRateUnderlyingCode,
|
|
sp.InterestDirection,
|
|
sp.InterestSwapInterval,
|
|
t.OpponentRole,
|
|
sp.InterestPrincipalFix,
|
|
sp.PosiDirection
|
|
}).ToList();
|
|
|
|
var group = query.GroupBy(O => O.ContractCode).ToDictionary(K => K.Key, V => V.ToList());
|
|
|
|
List<int> ids = group.Values.SelectMany(O => O.Select(x => x.id)).Distinct().ToList();
|
|
|
|
Dictionary<int, Dictionary<string, string>> metaDic = DbContext.TradeMeta
|
|
.Where(O => ids.Contains(O.TradeId)).AsEnumerable().GroupBy(O => O.TradeId)
|
|
.ToDictionary(K => K.Key, V => V.ToDictionary(K1 => K1.MetaKey, V1 => V1.MetaValue));
|
|
foreach (var item in group)
|
|
{
|
|
var confirmationNo = item.Key;
|
|
if (ReportStatus.CheckCacheInfo(cacheKey, confirmationNo))
|
|
{
|
|
continue;
|
|
}
|
|
|
|
//如果存在重复数据,则始终用较新的数据
|
|
SwapConfirmationModel info = new SwapConfirmationModel();
|
|
|
|
info.ConfirmationNo = confirmationNo;
|
|
SACReportNotes note = base.GetReportNotes(ReportType, formatInfoTag(info)).FirstOrDefault();
|
|
if (note == null && _operationType == OptFlagsEnum.A)
|
|
{
|
|
info.OperationType = OptFlagsEnum.A;
|
|
note = new SACReportNotes() { IsValid = true, };
|
|
}
|
|
else
|
|
{
|
|
if (note == null)
|
|
{
|
|
continue;
|
|
}
|
|
|
|
switch (_operationType)
|
|
{
|
|
case OptFlagsEnum.A:
|
|
continue; //新增数据已报送,跳过
|
|
case OptFlagsEnum.U:
|
|
if (!note.changeStatus)
|
|
{
|
|
continue; //交易没有被修改过,跳过
|
|
}
|
|
|
|
info.OperationType = OptFlagsEnum.U;
|
|
note.IsValid = true;
|
|
break;
|
|
case OptFlagsEnum.D:
|
|
// 如果有删除事件，报废止
|
|
info.OperationType = OptFlagsEnum.D;
|
|
note.IsValid = false;
|
|
break;
|
|
case OptFlagsEnum.NONE:
|
|
default:
|
|
throw new ServiceException("未知操作类型");
|
|
}
|
|
}
|
|
|
|
if (info.OperationType != _operationType)
|
|
{
|
|
continue;
|
|
}
|
|
var first = item.Value.First();
|
|
if (metaDic.ContainsKey(first.id))
|
|
{
|
|
var metaInfo = metaDic[first.id];
|
|
info.MasterAgrmtNo = metaInfo.ContainsKey(ConsTradeMetaKey.MainProtocolCode)
|
|
? metaInfo[ConsTradeMetaKey.MainProtocolCode]
|
|
: "";
|
|
info.SupAgrmtNo = metaInfo.ContainsKey(ConsTradeMetaKey.SupProtocolCode)
|
|
? metaInfo[ConsTradeMetaKey.SupProtocolCode]
|
|
: "";
|
|
info.ClearingAgency = metaInfo.ContainsKey(ConsTradeMetaKey.ClearingAgency)
|
|
? ClearingAgencyMap[metaInfo[ConsTradeMetaKey.ClearingAgency]]
|
|
: "";
|
|
info.TradingPlace = metaInfo.ContainsKey(ConsTradeMetaKey.TradingPlace)
|
|
? TradingPlaceMap[metaInfo[ConsTradeMetaKey.TradingPlace]]
|
|
: "";
|
|
if (info.TradingPlace == "1") //跳过交易场所为报价系统的交易;
|
|
{
|
|
continue;
|
|
}
|
|
}
|
|
|
|
if (info.OperationType != OptFlagsEnum.A)
|
|
{
|
|
info.ConfirmationID = note.BizId; //确认书编号;
|
|
}
|
|
|
|
info.ConfirmationType = ReportTypeMap[info.OperationType == OptFlagsEnum.A ? "首次" : "变更"];
|
|
info.FillParty = FillPartyMap["甲方"];
|
|
|
|
#region 费用端支付
|
|
|
|
List<CostPaymentTupleDto> costPaymentTupleDtos = new List<CostPaymentTupleDto>();
|
|
item.Value.ForEach(O =>
|
|
{
|
|
// 说明是浮动腿，获取多空方向,肯定都是一致的，不然不可能是同一个交易编号，一直循环修改也没问题
|
|
|
|
if (O.PosiDirection > 0)
|
|
{
|
|
switch (O.PositionType)
|
|
{
|
|
case 1:
|
|
info.SwapType = "0";
|
|
break;
|
|
case 2:
|
|
info.SwapType = "1";
|
|
break;
|
|
case 3:
|
|
info.SwapType = "2";
|
|
break;
|
|
}
|
|
}
|
|
else
|
|
{
|
|
if (O.InterestDirection > 0)
|
|
{
|
|
var costPaymentTupleDto = new CostPaymentTupleDto();
|
|
// 计算初始保证金
|
|
if (O.InterestMode == 5 || O.InterestMode == 6)
|
|
{
|
|
costPaymentTupleDto.InterestPrincipalFix = O.InterestPrincipalFix;
|
|
}
|
|
else
|
|
{
|
|
// 生成费用端支付
|
|
costPaymentTupleDto.InterestRateDefault = O.InterestRateDefault;
|
|
costPaymentTupleDto.FloatRateUnderlyingCode = O.FloatRateUnderlyingCode;
|
|
costPaymentTupleDto.InterestDirection = O.InterestDirection;
|
|
costPaymentTupleDto.PaymentFreq = GetPaymentFreq(O.InterestSwapInterval);
|
|
}
|
|
|
|
costPaymentTupleDtos.Add(costPaymentTupleDto);
|
|
}
|
|
}
|
|
});
|
|
|
|
List<PaymentMethodModel> paymentMethodModels = new List<PaymentMethodModel>();
|
|
costPaymentTupleDtos.ForEach(cpt =>
|
|
{
|
|
var paymentMethod = new PaymentMethodModel();
|
|
paymentMethodModels.Add(paymentMethod);
|
|
paymentMethod.ConfirmationNo = confirmationNo;
|
|
paymentMethod.PaymentFreq = cpt.PaymentFreq;
|
|
paymentMethod.ReferenceofFloatingInterestRate = cpt.FloatRateUnderlyingCode;
|
|
if (cpt.FloatRateUnderlyingCode == null || cpt.FloatRateUnderlyingCode.Equals("") ||
|
|
cpt.FloatRateUnderlyingCode.Equals("--"))
|
|
{
|
|
paymentMethod.PaymentMethod = "3";
|
|
}
|
|
else
|
|
{
|
|
paymentMethod.PaymentMethod = "2";
|
|
}
|
|
|
|
if (cpt.InterestDirection == 1)
|
|
{
|
|
// 收取
|
|
if ("乙方".Equals(first.OpponentRole))
|
|
{
|
|
paymentMethod.Payer = "1";
|
|
}
|
|
else
|
|
{
|
|
paymentMethod.Payer = "0";
|
|
}
|
|
}
|
|
else
|
|
{
|
|
if ("乙方".Equals(first.OpponentRole))
|
|
{
|
|
paymentMethod.Payer = "0";
|
|
}
|
|
else
|
|
{
|
|
paymentMethod.Payer = "1";
|
|
}
|
|
}
|
|
|
|
if (cpt.FloatRateUnderlyingCode == null || cpt.FloatRateUnderlyingCode.Equals("") ||
|
|
cpt.FloatRateUnderlyingCode.Equals("--"))
|
|
{
|
|
if (cpt.InterestRateDefault == 0)
|
|
{
|
|
paymentMethod.FixedInterestRate = "0";
|
|
}
|
|
|
|
{
|
|
paymentMethod.FixedInterestRate =
|
|
cpt.InterestRateDefault.RoundToMultiple(100).ToString();
|
|
}
|
|
}
|
|
|
|
if (cpt.FloatRateUnderlyingCode != null)
|
|
{
|
|
paymentMethod.FloatInterestRate = "99";
|
|
}
|
|
|
|
if (cpt.FloatRateUnderlyingCode != null && !cpt.FloatRateUnderlyingCode.Equals("") &&
|
|
cpt.InterestRateDefault != null)
|
|
{
|
|
paymentMethod.BasePoint = cpt.InterestRateDefault.RoundToMultiple(100).ToString();
|
|
}
|
|
});
|
|
|
|
info.CostPaymentTuple = paymentMethodModels ;
|
|
|
|
|
|
#endregion
|
|
|
|
var variety = DataCacheProvider.GetVariety(first.UnderlyingCode);
|
|
|
|
info.StartDate = first.TradeDate?.ToString("yyyy-MM-dd");
|
|
info.DueDate = first.ExerciseDate?.ToString("yyyy-MM-dd");
|
|
info.SettlementDate = (first.SettlementDate ?? first.ExerciseDate)?.ToString("yyyy-MM-dd");
|
|
info.Currency = ((int)CurrencyEnum.CNY).ToString();
|
|
info.NotinalPrincipleAmt = (first.OriginalStockEqvNotional)?.ToString("0.00");
|
|
info.UndrlygAssetType = string.IsNullOrWhiteSpace(variety.MainCategoryDesc)
|
|
? UndrlygAssetTypeMap["其他"]
|
|
: UndrlygAssetTypeMap[variety.MainCategoryDesc];
|
|
var count = item.Value.Select(O => O.UnderlyingCode).Distinct().Count();
|
|
info.PtyAUndrlygAssetNo = UndrlygAssetNoMap[count == 1 ? "0" : "1"];
|
|
|
|
#region 履约担保
|
|
|
|
var files = db.trade_file.Where(O => O.TradeId == first.id).ToArray();
|
|
info.PerformanceGuaranteeType = first.MarginType == MarginTypeEnum.NONE
|
|
? PerformanceGuaranteeMap["无履约担保"]
|
|
: PerformanceGuaranteeMap["部分担保"];
|
|
if (first.MarginType != MarginTypeEnum.NONE)
|
|
{
|
|
info.PerformanceCollProvider = PerformanceCollProviderMap["乙方"];
|
|
info.PartyUseColl =
|
|
ConsReport.BoolMap[
|
|
valuedateBLL.SystemDate.PartyUseColl ||
|
|
PS.Config.Company == Configuration.CompanyEnum.东莞
|
|
? "是"
|
|
: "否"]; //todo:读取用户输入
|
|
info.CollInstruction = valuedateBLL.SystemDate.CollInstruction; //todo:读取用户输入
|
|
info.CalculateCollInterest = BoolMap["否"];
|
|
if (first.InterestPrincipalFix == 0)
|
|
{
|
|
info.PerformanceCollInitialRatio = "0";
|
|
}
|
|
else
|
|
{
|
|
if (first.OriginalStockEqvNotional != 0)
|
|
{
|
|
info.PerformanceCollInitialRatio = (first.InterestPrincipalFix * 100 /
|
|
first.OriginalStockEqvNotional?.ToDecimal())
|
|
.ToString();
|
|
}
|
|
}
|
|
|
|
info.PerformanceCollAddtlRatio = "100";
|
|
info.PerformanceCollOffsetRatio = "100";
|
|
info.MaintainGuaranteeRatio = info.PerformanceCollInitialRatio;
|
|
|
|
var file_PerformanceGuarante =
|
|
files.FirstOrDefault(O => O.Path.ToLower().EndsWith("履约保证书.pdf"));
|
|
info.PerformanceGuaranteeAtt = Path.GetFileName(file_PerformanceGuarante?.Path);
|
|
info.PerformanceGuaranteeRemark = file_PerformanceGuarante?.Description;
|
|
info.PerformanceCollTuple = new List<SwapPerformanceGuaranteeAttModel>();
|
|
info.PerformanceCollTuple.Add(new SwapPerformanceGuaranteeAttModel()
|
|
{
|
|
PerformanceCollType = PerformanceCollTypeMap["现金"],
|
|
PerformanceCollRange = /*item.MarginType == MarginTypeEnum.DEFAULT ? PerformanceCollRangeMap["本笔交易对应主协议框架下的所有交易"] :*/
|
|
PerformanceCollRangeMap["仅本笔交易"]
|
|
});
|
|
if (!ReportStatus.CheckFileLength(file_PerformanceGuarante?.Path))
|
|
{
|
|
break;
|
|
}
|
|
|
|
fileList.Add(file_PerformanceGuarante?.Path);
|
|
}
|
|
else
|
|
{
|
|
info.PerformanceCollInitialRatio = "0";
|
|
info.MaintainGuaranteeRatio = "0";
|
|
}
|
|
|
|
#endregion
|
|
|
|
var file_ComplianceOpinion = files.FirstOrDefault(O => O.Path.ToLower().EndsWith("合规意见书.pdf"));
|
|
if (!string.IsNullOrWhiteSpace(file_ComplianceOpinion?.Path))
|
|
{
|
|
string fileName = Path.GetFileName(file_ComplianceOpinion?.Path);
|
|
info.ComplianceOpinion = fileName;
|
|
if (!ReportStatus.CheckFileLength(file_ComplianceOpinion?.Path))
|
|
{
|
|
break;
|
|
}
|
|
|
|
fileList.Add(file_ComplianceOpinion?.Path);
|
|
}
|
|
|
|
var client = DataCacheProvider.GetClientDataSource().GetData(first.ClientId);
|
|
info.PtyAPrOfitCalculationInfo = "详见交易确认书及定义性文件";
|
|
|
|
if (client.ClientType == "产品")
|
|
{
|
|
if (info.FillParty == FillPartyMap["甲方"])
|
|
{
|
|
info.PtyBPdctName = client.Name ?? "";
|
|
info.PytBPdctCode = client.Number ?? "";
|
|
}
|
|
else
|
|
{
|
|
info.PtyAPdctName = client.Name ?? "";
|
|
info.PytAPdctCode = client.Number ?? "";
|
|
}
|
|
}
|
|
|
|
info.ExceID = base.formatExceID();
|
|
|
|
// 把要报的交易确认书缓存起来
|
|
ReportStatus.AddCacheInfo(cacheKey, confirmationNo);
|
|
foreach (var swapTradeId in swapTradeIds)
|
|
{
|
|
ReportStatus.AddCacheInfo($"{cacheKey}_{info.ConfirmationNo}_{_operationType}", swapTradeId.ToString());
|
|
}
|
|
dataList.Add(info);
|
|
note.id = 0;
|
|
note.InfoCache =
|
|
$"{{\"NotinalPrincipleAmt\":\"{info.NotinalPrincipleAmt}\",\"DueDate\":\"{info.DueDate}\",\"Tag\":\"{info.ConfirmationNo}\",\"Source\":\"System\"}}";
|
|
note.ExceId = info.ExceID;
|
|
note.CreateTime = DateTime.Now;
|
|
note.FileTag = FileTag;
|
|
note.ReportType = ReportType;
|
|
note.ReportDate = _reqInfo.ReportDate;
|
|
note.InfoTag = formatInfoTag(info, true);
|
|
note.OptTime = note.CreateTime;
|
|
note.RetCode = "";
|
|
note.RetMsg = "";
|
|
note.ReportResponse = false;
|
|
note.BizId = "";
|
|
note.changeStatus = false;
|
|
noteList.Add(note);
|
|
}
|
|
}
|
|
}
|
|
|
|
var subsystemDataList = loadSubsystemDataSource<SwapConfirmationModel>(fileList, AddSubsystemNote);
|
|
if (subsystemDataList != null && subsystemDataList.Count > 0)
|
|
{
|
|
dataList.AddRange(subsystemDataList);
|
|
}
|
|
|
|
fileList = fileList.Distinct().ToList();
|
|
noData = dataList.Count == 0;
|
|
model.SwapConfirmation = dataList;
|
|
return model;
|
|
}
|
|
|
|
public bool AddSubsystemNote(SwapConfirmationModel model, List<string> fileList, string tag)
|
|
{
|
|
var note = base.GetReportNotes(ReportType, formatInfoTag(model, true), dataSource: SACReportNotesCache)
|
|
.FirstOrDefault(); //参数true要加，要不A和D会查到同一条记录，在D时候，就会和A相同的数据
|
|
if (note == null)
|
|
{
|
|
note = new SACReportNotes()
|
|
{
|
|
InfoCache =
|
|
$"{{\"NotinalPrincipleAmt\":\"{model.NotinalPrincipleAmt}\",\"DueDate\":\"{model.DueDate}\",\"Tag\":\"{model.ConfirmationNo}\",\"Source\":\"Subsystem\",\"SubFileTag\":\"{tag}\",\"ExceID\":\"{model.ExceID}\"}}",
|
|
IsValid = true,
|
|
};
|
|
}
|
|
else
|
|
{
|
|
switch (model.OperationType)
|
|
{
|
|
case OptFlagsEnum.A:
|
|
return false; //新增数据已报送,跳过
|
|
case OptFlagsEnum.U:
|
|
//多次U的时候，每次用最新的tag来赋值SubFileTag
|
|
note.InfoCache =
|
|
$"{{\"NotinalPrincipleAmt\":\"{model.NotinalPrincipleAmt}\",\"DueDate\":\"{model.DueDate}\",\"Tag\":\"{model.ConfirmationNo}\",\"Source\":\"Subsystem\",\"SubFileTag\":\"{tag}\",\"ExceID\":\"{model.ExceID}\"}}";
|
|
note.IsValid = true;
|
|
break;
|
|
case OptFlagsEnum.D:
|
|
note.IsValid = false;
|
|
break;
|
|
case OptFlagsEnum.NONE:
|
|
default:
|
|
throw new ServiceException("未知操作类型");
|
|
}
|
|
}
|
|
|
|
if (!string.IsNullOrWhiteSpace(model.PerformanceGuaranteeAtt))
|
|
{
|
|
fileList.Add(model.PerformanceGuaranteeAtt);
|
|
}
|
|
|
|
|
|
if (!string.IsNullOrWhiteSpace(model.ComplianceOpinion))
|
|
{
|
|
fileList.Add(model.ComplianceOpinion);
|
|
}
|
|
|
|
model.ExceID = base.formatExceID(SACReportNotesCache);
|
|
note.id = 0;
|
|
note.ExceId = model.ExceID;
|
|
note.CreateTime = DateTime.Now;
|
|
note.FileTag = FileTag;
|
|
note.ReportType = ReportType;
|
|
note.ReportDate = _reqInfo.ReportDate;
|
|
note.InfoTag = formatInfoTag(model, true);
|
|
note.OptTime = note.CreateTime;
|
|
note.RetCode = "";
|
|
note.RetMsg = "";
|
|
note.ReportResponse = false;
|
|
note.BizId = "";
|
|
note.changeStatus = false;
|
|
noteList.Add(note);
|
|
return true;
|
|
}
|
|
|
|
/// <summary>
|
|
/// 根据利息互换区间判断支付频率
|
|
/// </summary>
|
|
/// <param name="interestSwapInterval">JSON字符串，包含ObservationIntervalDto列表</param>
|
|
/// <returns>"0":期初支付, "1":期末支付, "2":多次支付</returns>
|
|
private string GetPaymentFreq(string interestSwapInterval)
|
|
{
|
|
if (string.IsNullOrWhiteSpace(interestSwapInterval))
|
|
{
|
|
return "1"; // 默认期末支付
|
|
}
|
|
|
|
List<ObservationIntervalDto> list = null;
|
|
try
|
|
{
|
|
list = JsonSerializer.Deserialize<List<ObservationIntervalDto>>(interestSwapInterval);
|
|
}
|
|
catch (JsonException ex)
|
|
{
|
|
throw new ServiceException("观察日列表json解析异常");
|
|
}
|
|
|
|
if (list == null || list.Count == 0)
|
|
{
|
|
return "1"; // 默认期末支付
|
|
}
|
|
|
|
int count = 0;
|
|
// tempDict的key:(是/否),value:出现的位置
|
|
Dictionary<int, int> tempDict = new Dictionary<int, int>();
|
|
|
|
for (int i = 0; i < list.Count; i++)
|
|
{
|
|
ObservationIntervalDto item = list[i];
|
|
if (item.Settlement == 1)
|
|
{
|
|
count++;
|
|
}
|
|
tempDict[item.Settlement] = i;
|
|
}
|
|
|
|
if (count != 0)
|
|
{
|
|
// 1.如果是有多个"是"就是多次支付
|
|
return "2";
|
|
}
|
|
else
|
|
{
|
|
// 则证明只有一个是，判断是的位置，如果是首个，则证明是期初支付，否则期末支付(如果一个是都没有默认是期末支付)
|
|
if (tempDict.TryGetValue(1, out int index))
|
|
{
|
|
if (index == 0) // 注意：C#索引从0开始，Java代码中判断的是1（可能是从1开始的索引）
|
|
{
|
|
return "0"; // 期初支付
|
|
}
|
|
else
|
|
{
|
|
return "1"; // 期末支付
|
|
}
|
|
}
|
|
else
|
|
{
|
|
return "1"; // 默认期末支付
|
|
}
|
|
}
|
|
}
|
|
|
|
private List<SwapConfirmationModel> GetSwapConfirmationModel(ref List<string> fileList)
|
|
{
|
|
var result = new List<SwapConfirmationModel>();
|
|
var path = "";
|
|
if (_excelDataSource != null && _excelDataSource.Tables.Contains("互换交易确认书明细"))
|
|
{
|
|
var sourcePath = Path.Combine(_excelDataSourceRootPath, "附件");
|
|
var dt = _excelDataSource.Tables["互换交易确认书明细"];
|
|
for (var i = 1; i < dt.Rows.Count; i++)
|
|
{
|
|
if (string.IsNullOrWhiteSpace(dt.Rows[i][0]?.ToString()))
|
|
{
|
|
//第一列空白说明数据结束了;
|
|
break;
|
|
}
|
|
|
|
var optType = OptFlagsEnum.NONE;
|
|
switch (dt.Rows[i][3]?.ToString())
|
|
{
|
|
case "0":
|
|
case "A":
|
|
case "首次":
|
|
optType = OptFlagsEnum.A;
|
|
break;
|
|
case "1":
|
|
case "U":
|
|
case "变更":
|
|
optType = OptFlagsEnum.U;
|
|
break;
|
|
case "2":
|
|
case "D":
|
|
case "废止":
|
|
optType = OptFlagsEnum.D;
|
|
break;
|
|
}
|
|
|
|
if (optType != _operationType)
|
|
{
|
|
continue;
|
|
}
|
|
|
|
var model = new SwapConfirmationModel
|
|
{
|
|
OperationType = optType,
|
|
MasterAgrmtNo = GetDataSetValue(dt, i, 0),
|
|
SupAgrmtNo = GetDataSetValue(dt, i, 1),
|
|
ConfirmationNo = GetDataSetValue(dt, i, 2),
|
|
ConfirmationType = ConsReport.ReportTypeMap[optType == OptFlagsEnum.A ? "首次" : "变更"],
|
|
FillParty = ConsReport.FillPartyMap[GetDataSetValue(dt, i, 4)],
|
|
SwapType = ConsReport.SwapTypeMap[GetDataSetValue(dt, i, 5)],
|
|
StartDate = GetDataSetValue(dt, i, 6),
|
|
DueDate = GetDataSetValue(dt, i, 7),
|
|
SettlementDate = GetDataSetValue(dt, i, 8)
|
|
};
|
|
var currencyStr = GetDataSetValue(dt, i, 9);
|
|
currencyStr = currencyStr == "其他" ? "Other" : currencyStr;
|
|
if (Enum.TryParse(currencyStr.ToUpper(), out CurrencyEnum currency))
|
|
{
|
|
model.Currency = ((int)currency).ToString();
|
|
}
|
|
|
|
model.NotinalPrincipleAmt = GetDataSetValue(dt, i, 10);
|
|
model.ClearingAgency = ConsReport.ClearingAgencyMap[GetDataSetValue(dt, i, 11)];
|
|
model.TradingPlace = ConsReport.TradingPlaceMap[GetDataSetValue(dt, i, 12)];
|
|
model.TradingPlaceOther = GetDataSetValue(dt, i, 13);
|
|
model.UndrlygAssetType = ConsReport.UndrlygAssetTypeMap[GetDataSetValue(dt, i, 14)];
|
|
model.ConfirmationRemark = GetDataSetValue(dt, i, 15);
|
|
model.PerformanceGuaranteeType = ConsReport.PerformanceGuaranteeMap[GetDataSetValue(dt, i, 16)];
|
|
model.PerformanceCollProvider = ConsReport.PerformanceCollProviderMap[GetDataSetValue(dt, i, 17)];
|
|
model.PartyUseColl = ConsReport.BoolMap[GetDataSetValue(dt, i, 18)];
|
|
model.CollInstruction = GetDataSetValue(dt, i, 19);
|
|
model.CalculateCollInterest = ConsReport.BoolMap[GetDataSetValue(dt, i, 20)];
|
|
model.PerformanceCollInitialRatio = GetDataSetValue(dt, i, 21);
|
|
model.PerformanceCollAddtlRatio = GetDataSetValue(dt, i, 22);
|
|
model.PerformanceCollOffsetRatio = GetDataSetValue(dt, i, 23);
|
|
model.MaintainGuaranteeRatio = GetDataSetValue(dt, i, 24);
|
|
model.PerformanceGuaranteeAtt = GetDataSetValue(dt, i, 25);
|
|
model.PerformanceGuaranteeRemark = GetDataSetValue(dt, i, 26);
|
|
model.Remark = GetDataSetValue(dt, i, 27);
|
|
model.ComplianceOpinion = GetDataSetValue(dt, i, 28);
|
|
model.PtyAUndrlygAssetNo = ConsReport.UndrlygAssetNoMap[GetDataSetValue(dt, i, 29)];
|
|
model.PtyAPrOfitCalculationInfo = GetDataSetValue(dt, i, 30);
|
|
model.PtyAProfitRemark = GetDataSetValue(dt, i, 31);
|
|
model.PtyAPdctName = GetDataSetValue(dt, i, 32);
|
|
model.PytAPdctCode = GetDataSetValue(dt, i, 33);
|
|
model.PtyBPdctName = GetDataSetValue(dt, i, 34);
|
|
model.PytBPdctCode = GetDataSetValue(dt, i, 35);
|
|
model.Blank1 = GetDataSetValue(dt, i, 36);
|
|
model.Blank2 = GetDataSetValue(dt, i, 37);
|
|
|
|
model.CostPaymentTuple = GetCostPaymentTuple(model.ConfirmationNo);
|
|
model.PerformanceCollTuple = GetPerformanceGuaranteeAttModel(model.ConfirmationNo);
|
|
|
|
var notinalPrincipleAmt = GetDataSetValueToDouble(dt, i, 10);
|
|
|
|
var cacheValue = (model.ConfirmationNo ?? "").ToString();
|
|
if (cacheValue.IsNullOrWhiteSpace())
|
|
{
|
|
continue;
|
|
}
|
|
|
|
if (ReportStatus.CheckCacheInfo(CacheKey, cacheValue))
|
|
{
|
|
continue;
|
|
}
|
|
|
|
var note = base.GetReportNotes(ReportType, formatInfoTag(model), dataSource: SACReportNotesCache)
|
|
.FirstOrDefault();
|
|
if (note == null && _operationType == OptFlagsEnum.A)
|
|
{
|
|
note = new SACReportNotes() { IsValid = true, };
|
|
}
|
|
else
|
|
{
|
|
if (note == null)
|
|
{
|
|
continue;
|
|
}
|
|
|
|
switch (_operationType)
|
|
{
|
|
case OptFlagsEnum.A:
|
|
continue; //新增数据已报送,跳过
|
|
case OptFlagsEnum.U:
|
|
note.IsValid = true;
|
|
break;
|
|
case OptFlagsEnum.D:
|
|
note.IsValid = false;
|
|
break;
|
|
case OptFlagsEnum.NONE:
|
|
default:
|
|
throw new ServiceException("未知操作类型");
|
|
}
|
|
|
|
var reportCacheDic = JsonHelper.ToObject<Dictionary<string, string>>(note.InfoCache) ??
|
|
new Dictionary<string, string>();
|
|
if (_operationType == OptFlagsEnum.U)
|
|
{
|
|
if (reportCacheDic.ContainsKey("DueDate") &&
|
|
!reportCacheDic["DueDate"].StartsWith(model.DueDate) &&
|
|
!model.DueDate.StartsWith(reportCacheDic["DueDate"]))
|
|
{
|
|
throw new ServiceException("补正时，如果该交易还有存续期记录，到期日字段不能修改");
|
|
}
|
|
|
|
if (reportCacheDic.ContainsKey("NotinalPrincipleAmt") &&
|
|
reportCacheDic["NotinalPrincipleAmt"] != model.NotinalPrincipleAmt &&
|
|
reportCacheDic["NotinalPrincipleAmt"] != notinalPrincipleAmt.ToString("0"))
|
|
{
|
|
throw new ServiceException("补正时，如果该交易还有存续期记录，名义本金额(人民币)字段不能修改");
|
|
}
|
|
}
|
|
}
|
|
|
|
if (model.OperationType != OptFlagsEnum.A)
|
|
{
|
|
model.ConfirmationID = note.BizId; //确认书编号;
|
|
}
|
|
|
|
if (!string.IsNullOrWhiteSpace(model.PerformanceGuaranteeAtt))
|
|
{
|
|
path = Path.Combine(sourcePath, model.PerformanceGuaranteeAtt);
|
|
if (!ReportStatus.CheckFileLength(path))
|
|
{
|
|
break;
|
|
}
|
|
|
|
fileList.Add(path);
|
|
}
|
|
|
|
if (!string.IsNullOrWhiteSpace(model.ComplianceOpinion))
|
|
{
|
|
path = Path.Combine(sourcePath, model.ComplianceOpinion);
|
|
if (!ReportStatus.CheckFileLength(path))
|
|
{
|
|
break;
|
|
}
|
|
|
|
fileList.Add(path);
|
|
}
|
|
|
|
model.ExceID = base.formatExceID(SACReportNotesCache);
|
|
result.Add(model);
|
|
ReportStatus.AddCacheInfo(CacheKey, cacheValue);
|
|
note.id = 0;
|
|
note.InfoCache =
|
|
$"{{\"NotinalPrincipleAmt\":\"{model.NotinalPrincipleAmt}\",\"DueDate\":\"{model.DueDate}\",\"Tag\":\"{model.ConfirmationNo}\",\"Source\":\"Template\"}}";
|
|
note.ExceId = model.ExceID;
|
|
note.CreateTime = DateTime.Now;
|
|
note.FileTag = FileTag;
|
|
note.ReportType = ReportType;
|
|
note.ReportDate = _reqInfo.ReportDate;
|
|
note.InfoTag = formatInfoTag(model, true);
|
|
note.OptTime = note.CreateTime;
|
|
note.RetCode = "";
|
|
note.RetMsg = "";
|
|
note.ReportResponse = false;
|
|
note.BizId = "";
|
|
note.changeStatus = false;
|
|
noteList.Add(note);
|
|
}
|
|
}
|
|
|
|
return result;
|
|
}
|
|
|
|
private List<PaymentMethodModel> GetCostPaymentTuple(string confirmationNo)
|
|
{
|
|
var result = new List<PaymentMethodModel>();
|
|
if (_excelDataSource != null && _excelDataSource.Tables.Contains("收益互换交易费用支付端"))
|
|
{
|
|
var dt = _excelDataSource.Tables["收益互换交易费用支付端"];
|
|
for (var i = 1; i < dt.Rows.Count; i++)
|
|
{
|
|
if (string.IsNullOrWhiteSpace(dt.Rows[i][0]?.ToString()))
|
|
{
|
|
//第一列空白说明数据结束了;
|
|
break;
|
|
}
|
|
|
|
if (dt.Rows[i][0]?.ToString().Trim() != confirmationNo)
|
|
{
|
|
continue;
|
|
}
|
|
|
|
var model = new PaymentMethodModel
|
|
{
|
|
PaymentMethod = ConsReport.PaymentMethodMap[GetDataSetValue(dt, i, 1)],
|
|
Payer = ConsReport.PayerMap[GetDataSetValue(dt, i, 2)],
|
|
PaymentFreq = ConsReport.PaymentFreqMap[GetDataSetValue(dt, i, 3)],
|
|
FixedInterestRate = GetDataSetValue(dt, i, 4),
|
|
FloatInterestRate = ConsReport.RefRateTypeMap[GetDataSetValue(dt, i, 5)],
|
|
ReferenceofFloatingInterestRate = GetDataSetValue(dt, i, 6),
|
|
BasePoint = GetDataSetValue(dt, i, 7),
|
|
Blank1 = GetDataSetValue(dt, i, 8),
|
|
Blank2 = GetDataSetValue(dt, i, 9)
|
|
};
|
|
|
|
result.Add(model);
|
|
}
|
|
}
|
|
|
|
return result;
|
|
}
|
|
|
|
private List<SwapPerformanceGuaranteeAttModel> GetPerformanceGuaranteeAttModel(string confirmationNo)
|
|
{
|
|
var result = new List<SwapPerformanceGuaranteeAttModel>();
|
|
if (_excelDataSource != null && _excelDataSource.Tables.Contains("履约担保品明细"))
|
|
{
|
|
var dt = _excelDataSource.Tables["履约担保品明细"];
|
|
for (var i = 1; i < dt.Rows.Count; i++)
|
|
{
|
|
if (string.IsNullOrWhiteSpace(dt.Rows[i][0]?.ToString()))
|
|
{
|
|
//第一列空白说明数据结束了;
|
|
break;
|
|
}
|
|
|
|
if (dt.Rows[i][0]?.ToString().Trim() != confirmationNo)
|
|
{
|
|
continue;
|
|
}
|
|
|
|
var model = new SwapPerformanceGuaranteeAttModel
|
|
{
|
|
PerformanceCollType = ConsReport.PerformanceCollTypeMap[GetDataSetValue(dt, i, 1)],
|
|
PerformanceCollRange = ConsReport.PerformanceCollRangeMap[GetDataSetValue(dt, i, 2)],
|
|
MultiConfirmationID = GetDataSetValue(dt, i, 3),
|
|
Remarks = GetDataSetValue(dt, i, 4)
|
|
};
|
|
|
|
result.Add(model);
|
|
}
|
|
}
|
|
|
|
return result;
|
|
}
|
|
|
|
private string formatInfoTag(SwapConfirmationModel model, bool suffixType = false)
|
|
{
|
|
var result = $"{BusiDataType.ToString()}_{model.ConfirmationNo.Replace("_", "-")}_成交_";
|
|
if (suffixType)
|
|
{
|
|
result = $"{result}{_operationType}";
|
|
}
|
|
|
|
return result;
|
|
}
|
|
|
|
protected override string _changeCodeOfInfoTag(string infoTag, string newCode, out string originalCode)
|
|
{
|
|
var arr = infoTag.Split('_');
|
|
if (arr.Length != 4)
|
|
{
|
|
throw new ServiceException($"InfoTag信息不匹配:{infoTag}");
|
|
}
|
|
|
|
originalCode = arr[1];
|
|
arr[1] = newCode.Replace("_", "-");
|
|
return string.Join("_", arr);
|
|
}
|
|
|
|
protected override List<SacInfo> CheckBodyValue(BodyModel model, out bool checkStatus)
|
|
{
|
|
var result = new List<SacInfo>();
|
|
if (model?.SwapConfirmation != null)
|
|
{
|
|
var helper = new Common.CheckHelper<SwapConfirmationModel>();
|
|
var pAttHelper = new Common.CheckHelper<SwapPerformanceGuaranteeAttModel>();
|
|
var cAttHelper = new Common.CheckHelper<PaymentMethodModel>();
|
|
for (var i = 0; i < model.SwapConfirmation.Count; i++)
|
|
{
|
|
var listRoot = new List<SacInfo>();
|
|
var item = model.SwapConfirmation[i];
|
|
if (item.IgnoreCheck)
|
|
{
|
|
continue;
|
|
}
|
|
|
|
helper.ExecuteCheck(item, (name, value, msg) =>
|
|
{
|
|
listRoot.Add(new SacInfo(name, value, msg));
|
|
});
|
|
if (item.CostPaymentTuple != null)
|
|
{
|
|
for (var j = 0; j < item.CostPaymentTuple.Count; j++)
|
|
{
|
|
var listItem = new List<SacInfo>();
|
|
var attItem = item.CostPaymentTuple[j];
|
|
cAttHelper.ExecuteCheck(attItem, (name, value, msg) =>
|
|
{
|
|
listItem.Add(new SacInfo(name, value, msg));
|
|
});
|
|
if (listItem.Count > 0)
|
|
{
|
|
var temp = new SacInfo("CostPaymentTuple", j) { SubMaps = new List<SacInfo>(listItem) };
|
|
listRoot.Add(temp);
|
|
}
|
|
}
|
|
}
|
|
|
|
if (item.PerformanceCollTuple != null)
|
|
{
|
|
for (var j = 0; j < item.PerformanceCollTuple.Count; j++)
|
|
{
|
|
var listItem = new List<SacInfo>();
|
|
var attItem = item.PerformanceCollTuple[j];
|
|
pAttHelper.ExecuteCheck(attItem, (name, value, msg) =>
|
|
{
|
|
listItem.Add(new SacInfo(name, value, msg));
|
|
});
|
|
if (listItem.Count > 0)
|
|
{
|
|
var temp = new SacInfo("PerformanceCollTuple", j)
|
|
{
|
|
SubMaps = new List<SacInfo>(listItem)
|
|
};
|
|
listRoot.Add(temp);
|
|
}
|
|
}
|
|
}
|
|
|
|
if (listRoot.Count > 0)
|
|
{
|
|
var errMsg = new SacInfo("SwapConfirmation", i)
|
|
{
|
|
FieldValue = item.ConfirmationNo, SubMaps = new List<SacInfo>(listRoot)
|
|
};
|
|
result.Add(errMsg);
|
|
}
|
|
}
|
|
}
|
|
|
|
checkStatus = result.Count > 0;
|
|
return result;
|
|
}
|
|
|
|
public override bool BeforeOfGenerated(out string errMsg)
|
|
{
|
|
errMsg = "";
|
|
foreach (var file in xmlAttachmentList)
|
|
{
|
|
try
|
|
{
|
|
File.Delete(file);
|
|
}
|
|
catch (Exception e)
|
|
{
|
|
LogFactory.GetLogger<ReportMasterAgrmtProductService>().Error(e);
|
|
}
|
|
|
|
;
|
|
}
|
|
|
|
for (var i = 0; i < noteList.Count; i++)
|
|
{
|
|
base.SaveReportNotes(noteList[i]);
|
|
}
|
|
|
|
return true;
|
|
}
|
|
}
|
|
|
|
// 费用端支付，data transform object
|
|
class CostPaymentTupleDto
|
|
{
|
|
public decimal InterestRateDefault { get; set; }
|
|
public decimal InterestPrincipalFix { get; set; }
|
|
public string FloatRateUnderlyingCode { get; set; }
|
|
public string PaymentFreq { get; set; }
|
|
public int InterestDirection { get; set; }
|
|
}
|
|
|
|
/// <summary>
|
|
/// 观察日区间DTO
|
|
/// </summary>
|
|
public class ObservationIntervalDto
|
|
{
|
|
/// <summary>
|
|
/// 结算标识：0-否，1-是
|
|
/// </summary>
|
|
public int Settlement { get; set; }
|
|
|
|
// 根据实际JSON结构添加其他属性
|
|
// public DateTime? StartDate { get; set; }
|
|
// public DateTime? EndDate { get; set; }
|
|
}
|
|
} |