770 lines
34 KiB
C#
770 lines
34 KiB
C#
using Microsoft.Office.Interop.Excel;
|
|
using NPOI.SS.UserModel;
|
|
using System.Data;
|
|
using System.Net;
|
|
using System.Text.RegularExpressions;
|
|
using YieldChain.Helpers;
|
|
using YLErp.BLL;
|
|
using YLErp.Commons;
|
|
using YLErp.DBModels;
|
|
using YLErp.DBModels.Consts;
|
|
using YLErp.DBModels.Enums;
|
|
using YLErp.Models;
|
|
using YLErp.Modules.EodModule;
|
|
using YLErp.Modules.SuperviseReportModule.SAC.Common;
|
|
using YLErp.Modules.SuperviseReportModule.SAC.Model;
|
|
using static YLErp.ConsGlobal;
|
|
using static YLErp.DBModels.Consts.ConsReport;
|
|
|
|
namespace YLErp.Modules.SuperviseReportModule.SAC.Service
|
|
{
|
|
class ReportSwapTerminationService : ReportBaseService
|
|
{
|
|
public ReportSwapTerminationService(OptUserInfo optUser) : base(optUser)
|
|
{
|
|
}
|
|
|
|
protected override string _excelDataSourcePath => "交易相关\\";
|
|
|
|
protected override string _excelDataSourceFileName => "import_SwapTermination_template.xlsx";
|
|
|
|
protected override DataFlagsEnum BusiDataType => DataFlagsEnum.A1006;
|
|
|
|
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_SwapDurationManagement;
|
|
|
|
readonly List<SACReportNotes> noteList = new();
|
|
IEnumerable<SACReportNotes> SACReportNotesCache = null;
|
|
IEnumerable<SACReportNotes> SACReportNotesCache_confirmation = null;
|
|
|
|
protected override BodyModel GenerateBody(out bool noData, out List<string> fileList)
|
|
{
|
|
fileList = new List<string>();
|
|
var model = new BodyModel();
|
|
SACReportNotesCache = base.InitReportNotes(ReportType);
|
|
SACReportNotesCache_confirmation = base.InitReportNotes(SuperviseReportTypeEnum.SAC_OptionConfirmation);
|
|
var dataList = new List<SwapDurationManagementModel>();
|
|
if (_reqInfo.DataSource.HasFlag(SAC_ReportDataSourceEnum.Template))
|
|
{
|
|
dataList = GetSwapDurationManagementModel(ref fileList);
|
|
}
|
|
|
|
if ((PS.Config.ErpElement.SAC_ReportDataSource & SAC_ReportDataSourceEnum.System) ==
|
|
SAC_ReportDataSourceEnum.System)
|
|
{
|
|
var cacheKey = $"{BusiDataType}";
|
|
var nextDate = _reqInfo.ReportDate.AddDays(1);
|
|
using (var db = new YLContext())
|
|
{
|
|
dataList.AddRange(GetOptionTerminationSettlementFromDb(db, cacheKey, nextDate));
|
|
}
|
|
}
|
|
|
|
var subsystemDataList = loadSubsystemDataSource<SwapDurationManagementModel>(fileList, AddSubsystemNote);
|
|
if (subsystemDataList != null && subsystemDataList.Count > 0)
|
|
{
|
|
dataList.AddRange(subsystemDataList);
|
|
}
|
|
|
|
noData = dataList.Count == 0;
|
|
model.SwapDurationManagement = dataList;
|
|
return model;
|
|
}
|
|
|
|
private List<SwapDurationManagementModel> GetOptionTerminationSettlementFromDb(YLContext db, string cacheKey,
|
|
DateTime nextDate)
|
|
{
|
|
// 所有的交易了结事件
|
|
var valueDate = _reqInfo.ReportDate;
|
|
var unwindEventList = (from a in db.swap_event
|
|
join b in (from sfe in db.swap_flow_event
|
|
group sfe by new { sfe.EventId, sfe.UnwindDate }
|
|
into g
|
|
select new { EventId = g.Key.EventId, UnwindDate = g.Key.UnwindDate })
|
|
on a.id equals b.EventId into leftJoin
|
|
from b in leftJoin.DefaultIfEmpty()
|
|
where a.EventType == 2 && b.UnwindDate.HasValue && b.UnwindDate.Value == valueDate.Date
|
|
select new
|
|
{
|
|
swapTradeId = a.SwapTradeId,
|
|
valueDate = b.UnwindDate,
|
|
eventData = a.EventData,
|
|
}).ToList();
|
|
|
|
|
|
if (unwindEventList == null || unwindEventList.Count == 0)
|
|
{
|
|
return new List<SwapDurationManagementModel>();
|
|
}
|
|
|
|
var tradeIds = unwindEventList.Select(O => O.swapTradeId).Distinct().ToList();
|
|
|
|
List<SwapDurationManagementModel> dataList = new List<SwapDurationManagementModel>();
|
|
// 查找交易事件
|
|
var query = (from t in db.trade.Where(O => O.TradeType == "收益互换")
|
|
join cico in db.ClientCashInCashOut.Where(O => O.Action == "系统操作-平仓费") on t.id equals cico.TradeId
|
|
join tr in db.trade_contract_r.Where(O => O.Type == "交易确认书" && O.IsValid)
|
|
on t.id equals tr.TradeId
|
|
join esp in db.eod_swap_position.Where(O =>
|
|
O.ValueDate.Date == _reqInfo.ReportDate.Date && !O.Invalid && O.PositionType > 0)
|
|
on t.id equals esp.SwapTradeId
|
|
where tradeIds.Contains(t.id)
|
|
select new
|
|
{
|
|
tradeValid = t.ValueStatus != "InValid",
|
|
tradeContractRValid = tr.IsValid,
|
|
t.id,
|
|
t.ClientId,
|
|
t.OriginalStockEqvNotional,
|
|
t.UnderlyingCode,
|
|
tr.ContractCode,
|
|
esp.PositionType,
|
|
esp.PosiNotionalValue,
|
|
esp.PosiQuantity,
|
|
esp.PosiGrossPrice,
|
|
cico.Money
|
|
}).ToArray();
|
|
|
|
|
|
Dictionary<int, Dictionary<string, string>> metaDic = DbContext.TradeMeta
|
|
.Where(O => tradeIds.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 query.GroupBy(O => O.ContractCode).ToDictionary(K => K.Key, V => V.ToList()))
|
|
{
|
|
// 交易确认书编号
|
|
var confirmationNo = item.Key;
|
|
var value = item.Value.First();
|
|
|
|
if (metaDic.ContainsKey(value.id))
|
|
{
|
|
var metaInfo = metaDic[value.id];
|
|
if (metaInfo.ContainsKey(ConsTradeMetaKey.TradingPlace) &&
|
|
TradingPlaceMap[metaInfo[ConsTradeMetaKey.TradingPlace]] == "1") //跳过交易场所为报价系统的交易;
|
|
{
|
|
continue;
|
|
}
|
|
}
|
|
|
|
var info = new SwapDurationManagementModel();
|
|
|
|
//info.TradeId = item.Key.id.ToString();
|
|
info.DurationEventNO = "0000";
|
|
info.DurationOperationDate = valueDate.ToString("yyyy-MM-dd");
|
|
info.ConfirmationNo = confirmationNo;
|
|
info.OperationType = OptFlagsEnum.A;
|
|
List<SACReportNotes> notes =
|
|
base.GetReportNotes(ReportType, $"_{info.ConfirmationNo.Replace("_", "-")}_", true);
|
|
var note = notes.FirstOrDefault(O =>
|
|
O.IsValid && O.InfoTag.Contains(formatInfoTag(info)) &&
|
|
O.InfoCache.Contains(info.DurationOperationDate));
|
|
|
|
if (info.OperationType != _operationType)
|
|
{
|
|
continue;
|
|
}
|
|
|
|
switch (info.OperationType)
|
|
{
|
|
case OptFlagsEnum.A:
|
|
note = new SACReportNotes() { IsValid = true, };
|
|
break;
|
|
case OptFlagsEnum.U:
|
|
note.IsValid = true;
|
|
break;
|
|
case OptFlagsEnum.D:
|
|
note.IsValid = false;
|
|
break;
|
|
}
|
|
|
|
if (info.OperationType != OptFlagsEnum.A)
|
|
{
|
|
info.BizID = note.BizId;
|
|
}
|
|
|
|
info.DurationOperationType = "2";
|
|
var positionTypeList = item.Value.Select(o => o.PositionType).ToList();
|
|
if (positionTypeList.Contains(1) && positionTypeList.Contains(2))
|
|
{
|
|
info.SwapType = "3";
|
|
}
|
|
else if (positionTypeList.Contains(1))
|
|
{
|
|
info.SwapType = "1";
|
|
}
|
|
else if (positionTypeList.Contains(2))
|
|
{
|
|
info.SwapType = "2";
|
|
}
|
|
|
|
|
|
//info.TerminationAmount = currentStockEqvNotional.ToString("0.00");
|
|
info.Balance = item.Value.Sum(O => O.PosiNotionalValue).ToString();
|
|
// 本次支付金额
|
|
info.AmountPaidThisTime = item.Value.Sum(O => O.Money).ToString();
|
|
var clientBalanceDailies = (from t in db.ClientBalanceDaily
|
|
where t.ClientId == value.ClientId && t.BalanceDate == valueDate
|
|
select new { t.ToDayRemainFund, t.TotalNominal, t.RoundedPositionPnl });
|
|
if (clientBalanceDailies != null)
|
|
{
|
|
var first = clientBalanceDailies.First();
|
|
if (first.TotalNominal != 0)
|
|
{
|
|
var marginRate = (first.ToDayRemainFund + first.RoundedPositionPnl) * 100 / first.TotalNominal;
|
|
if (marginRate > 100)
|
|
{
|
|
info.MarginRatio = "100";
|
|
}
|
|
else
|
|
{
|
|
info.MarginRatio = marginRate?.ToString("0.00");
|
|
}
|
|
}
|
|
}
|
|
|
|
var list = item.Value.Select(O => O.id).Distinct().ToList();
|
|
var eventDataList = unwindEventList.Where(O => list.Contains(O.swapTradeId)).Select(O => O.eventData).ToList();
|
|
if (eventDataList != null && eventDataList.Count > 0)
|
|
{
|
|
double closeNotionalSum = 0;
|
|
foreach (var ed in eventDataList)
|
|
{
|
|
try
|
|
{
|
|
// 假设 eventData 是 JSON 字符串，尝试解析并获取 CloseNotionalValue
|
|
var jsonDoc = System.Text.Json.JsonDocument.Parse(ed);
|
|
if (jsonDoc.RootElement.TryGetProperty("CloseNotionalValue", out var closeNotionalElement))
|
|
{
|
|
if (closeNotionalElement.ValueKind == System.Text.Json.JsonValueKind.Number)
|
|
{
|
|
closeNotionalSum += closeNotionalElement.GetDouble();
|
|
}
|
|
else if (closeNotionalElement.ValueKind == System.Text.Json.JsonValueKind.String)
|
|
{
|
|
if (double.TryParse(closeNotionalElement.GetString(), out double val))
|
|
{
|
|
closeNotionalSum += val;
|
|
}
|
|
}
|
|
}
|
|
}
|
|
catch
|
|
{
|
|
// 忽略解析错误，避免影响主流程
|
|
}
|
|
}
|
|
info.ChangeAmount = closeNotionalSum.ToString("0.00");
|
|
}
|
|
|
|
|
|
#region 持仓明细
|
|
|
|
if (double.TryParse(info.Balance, out var temp) && temp > 0)
|
|
{
|
|
var currentPosition = new CurrentPositionDetailModel();
|
|
currentPosition.UndrlygAssetCode = value.UnderlyingCode;
|
|
var codeInfo = DataCacheProvider.GetUnderlyingDataSource().GetData(value.UnderlyingCode);
|
|
currentPosition.UndrlygAssetTradgPlc =
|
|
string.IsNullOrWhiteSpace(codeInfo.MarketName) ? "其他" : codeInfo.MarketName;
|
|
|
|
if (SwapUndrlygAssetDtldTypeMap.TryGetValue(
|
|
ConsGlobal.InstrumentType.GetDesc(codeInfo.UnderlyingInstrumentType),
|
|
out var AssetDtldType))
|
|
{
|
|
currentPosition.UndrlygAssetDtldType = AssetDtldType;
|
|
}
|
|
else
|
|
{
|
|
currentPosition.UndrlygAssetDtldType = UndrlygAssetDtldTypeMap["其他标的"];
|
|
}
|
|
|
|
currentPosition.UndrlygAssetName = codeInfo.UnderlyingName;
|
|
currentPosition.InvestorPosition = info.SwapType;
|
|
currentPosition.UndrlygAssetAmt = value.PosiQuantity.ToString("0");
|
|
currentPosition.ContractMultiplier = codeInfo.ContractSize.ToString("0");
|
|
currentPosition.UndrlygAssetPrice = value.PosiGrossPrice.ToString("0.##");
|
|
currentPosition.NotinalPrincipleAmt = value.PosiNotionalValue.ToString("0.##");
|
|
info.CurrentPositionDetails = new List<CurrentPositionDetailModel>() { currentPosition };
|
|
}
|
|
|
|
#endregion
|
|
|
|
info.ExceID = base.formatExceID();
|
|
ReportStatus.AddCacheInfo(cacheKey, confirmationNo);
|
|
foreach (var swapTradeId in list)
|
|
{
|
|
ReportStatus.AddCacheInfo($"{cacheKey}_{info.ConfirmationNo}_{_operationType}", swapTradeId.ToString());
|
|
}
|
|
dataList.Add(info);
|
|
note.id = 0;
|
|
note.ExceId = info.ExceID;
|
|
note.InfoCache =
|
|
$"{{\"Tag\":\"{info.ConfirmationNo}\",\"ValueDate\":\"{info.DurationOperationDate}\",\"DurationEventNO\":\"{info.DurationEventNO}\",\"Source\":\"System\"}}";
|
|
note.CreateTime = DateTime.Now;
|
|
note.FileTag = FileTag;
|
|
note.ReportType = ReportType;
|
|
note.ReportDate = valueDate;
|
|
note.InfoTag = formatInfoTag(info, true);
|
|
note.OptTime = note.CreateTime;
|
|
note.RetCode = "";
|
|
note.RetMsg = "";
|
|
note.ReportResponse = false;
|
|
note.BizId = "";
|
|
note.DataId = "";
|
|
note.changeStatus = false;
|
|
noteList.Add(note);
|
|
}
|
|
|
|
return dataList;
|
|
}
|
|
|
|
public bool AddSubsystemNote(SwapDurationManagementModel model, List<string> fileList, string tag)
|
|
{
|
|
SACReportNotes 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
|
|
var isExtensionTime = model.DurationOperationType == ConsReport.SwapOperationTypeMap["展期"];
|
|
var date = DateTime.MinValue;
|
|
if (isExtensionTime)
|
|
{
|
|
DateTime.TryParse(model.RenewalDate, out date);
|
|
}
|
|
else
|
|
{
|
|
DateTime.TryParse(model.DurationOperationDate, out date);
|
|
}
|
|
|
|
if (note == null)
|
|
{
|
|
if (isExtensionTime)
|
|
{
|
|
var oldDateStr = "";
|
|
var oldData = base.GetReportNotes(SuperviseReportTypeEnum.SAC_OptionConfirmation,
|
|
$"A1005_{model.ConfirmationNo.Replace("_", "-")}_成交_A",
|
|
dataSource: SACReportNotesCache_confirmation).FirstOrDefault();
|
|
oldDateStr = Regex.Match(oldData?.InfoCache ?? "", "(?<=DueDate\":\")[^\"]+(?=\")").Value;
|
|
if (DateTime.TryParse(oldDateStr, out var oldDate))
|
|
{
|
|
oldDateStr = $",\"OldMaturityDate\":\"{oldDate.ToString("yyyy-MM-dd")}\"";
|
|
}
|
|
|
|
note = new SACReportNotes()
|
|
{
|
|
InfoCache =
|
|
$"{{\"Tag\":\"{model.ConfirmationNo}\"{oldDateStr},\"NewMaturityDate\":\"{date.ToString("yyyy-MM-dd")}\",\"DurationEventNO\":\"{model.DurationEventNO}\",\"Source\":\"Subsystem\",\"SubFileTag\":\"{tag}\",\"ExceID\":\"{model.ExceID}\"}}",
|
|
IsValid = true,
|
|
};
|
|
}
|
|
else
|
|
{
|
|
note = new SACReportNotes()
|
|
{
|
|
InfoCache =
|
|
$"{{\"Tag\":\"{model.ConfirmationNo}\",\"ValueDate\":\"{date.ToString("yyyy-MM-dd")}\",\"DurationEventNO\":\"{model.DurationEventNO}\",\"Source\":\"Subsystem\",\"SubFileTag\":\"{tag}\",\"ExceID\":\"{model.ExceID}\"}}",
|
|
IsValid = true,
|
|
};
|
|
}
|
|
}
|
|
else
|
|
{
|
|
switch (_operationType)
|
|
{
|
|
case OptFlagsEnum.A:
|
|
return false; //新增数据已报送,跳过
|
|
case OptFlagsEnum.U:
|
|
if (isExtensionTime)
|
|
{
|
|
var oldDateStr = "";
|
|
var oldData = base.GetReportNotes(SuperviseReportTypeEnum.SAC_OptionConfirmation,
|
|
$"A1005_{model.ConfirmationNo.Replace("_", "-")}_成交_A",
|
|
dataSource: SACReportNotesCache_confirmation).FirstOrDefault();
|
|
oldDateStr = Regex.Match(oldData?.InfoCache ?? "", "(?<=DueDate\":\")[^\"]+(?=\")").Value;
|
|
if (DateTime.TryParse(oldDateStr, out var oldDate))
|
|
{
|
|
oldDateStr = $",\"OldMaturityDate\":\"{oldDate.ToString("yyyy-MM-dd")}\"";
|
|
}
|
|
|
|
note.InfoCache =
|
|
$"{{\"Tag\":\"{model.ConfirmationNo}\"{oldDateStr},\"NewMaturityDate\":\"{date.ToString("yyyy-MM-dd")}\",\"DurationEventNO\":\"{model.DurationEventNO}\",\"Source\":\"Subsystem\",\"SubFileTag\":\"{tag}\",\"ExceID\":\"{model.ExceID}\"}}";
|
|
}
|
|
else
|
|
{
|
|
note.InfoCache =
|
|
$"{{\"Tag\":\"{model.ConfirmationNo}\",\"ValueDate\":\"{date.ToString("yyyy-MM-dd")}\",\"DurationEventNO\":\"{model.DurationEventNO}\",\"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.SwapDurationManagementAtt))
|
|
{
|
|
fileList.Add(model.SwapDurationManagementAtt);
|
|
}
|
|
|
|
var extensionTimeInfo = isExtensionTime ? "-" : "";
|
|
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, extensionTimeInfo);
|
|
note.OptTime = note.CreateTime;
|
|
note.RetCode = "";
|
|
note.RetMsg = "";
|
|
note.ReportResponse = false;
|
|
note.BizId = "";
|
|
note.changeStatus = false;
|
|
noteList.Add(note);
|
|
return true;
|
|
}
|
|
|
|
private List<SwapDurationManagementModel> GetSwapDurationManagementModel(ref List<string> fileList)
|
|
{
|
|
fileList = new List<string>();
|
|
var result = new List<SwapDurationManagementModel>();
|
|
if (_excelDataSource != null && _excelDataSource.Tables.Contains("互换交易存续期明细"))
|
|
{
|
|
var sourcePath = Path.Combine(_excelDataSourceRootPath, "附件");
|
|
var dt = _excelDataSource.Tables["互换交易存续期明细"];
|
|
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][1]?.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 SwapDurationManagementModel
|
|
{
|
|
ConfirmationNo = GetDataSetValue(dt, i, 0),
|
|
OperationType = optType,
|
|
SwapType = ConsReport.SwapTypeMap[GetDataSetValue(dt, i, 2)],
|
|
DurationEventNO = GetDataSetValue(dt, i, 3),
|
|
DurationOperationType = ConsReport.SwapOperationTypeMap[GetDataSetValue(dt, i, 4)],
|
|
DurationOperationDate = GetDataSetValue(dt, i, 5),
|
|
RenewalDate = GetDataSetValue(dt, i, 6),
|
|
DefaultingParty = ConsReport.FillPartyMap[GetDataSetValue(dt, i, 7)],
|
|
DefaultEvent = GetDataSetValue(dt, i, 8),
|
|
ChangeAmount = GetDataSetValue(dt, i, 9),
|
|
Balance = GetDataSetValue(dt, i, 10),
|
|
AmountPaidThisTime = GetDataSetValue(dt, i, 11),
|
|
MarginRatio = GetDataSetValue(dt, i, 12),
|
|
SwapDurationManagementAtt = GetDataSetValue(dt, i, 13),
|
|
Blank1 = GetDataSetValue(dt, i, 14),
|
|
Blank2 = GetDataSetValue(dt, i, 15)
|
|
};
|
|
|
|
var isExtensionTime = model.DurationOperationType == ConsReport.SwapOperationTypeMap["展期"];
|
|
var date = DateTime.MinValue;
|
|
if (isExtensionTime)
|
|
{
|
|
DateTime.TryParse(model.RenewalDate, out date);
|
|
}
|
|
else
|
|
{
|
|
DateTime.TryParse(model.DurationOperationDate, out date);
|
|
}
|
|
|
|
var cacheValue = $"{model.ConfirmationNo}_{model.DurationEventNO}_";
|
|
if (ReportStatus.CheckCacheInfo(CacheKey, cacheValue))
|
|
{
|
|
continue;
|
|
}
|
|
|
|
if (!string.IsNullOrWhiteSpace(model.SwapDurationManagementAtt))
|
|
{
|
|
var path = Path.Combine(sourcePath, model.SwapDurationManagementAtt);
|
|
if (!ReportStatus.CheckFileLength(path))
|
|
{
|
|
break;
|
|
}
|
|
|
|
fileList.Add(path);
|
|
}
|
|
|
|
var extensionTimeInfo = isExtensionTime ? "-" : "";
|
|
List<SACReportNotes> notes = base.GetReportNotes(ReportType,
|
|
$"_{model.ConfirmationNo.Replace("_", "-")}_", true, SACReportNotesCache);
|
|
//永远查找现有成功报送了结的新增记录,而不是修改;
|
|
var note = notes.LastOrDefault(O =>
|
|
O.IsValid && O.InfoTag.Contains(formatInfoTag(model, extensionTimeInfo: extensionTimeInfo)) &&
|
|
O.InfoCache.Contains(date.ToString("yyyy-MM-dd")));
|
|
if (note == null && _operationType == OptFlagsEnum.A)
|
|
{
|
|
if (isExtensionTime)
|
|
{
|
|
var oldDateStr = "";
|
|
var oldData = base.GetReportNotes(SuperviseReportTypeEnum.SAC_OptionConfirmation,
|
|
$"A1005_{model.ConfirmationNo.Replace("_", "-")}_成交_A",
|
|
dataSource: SACReportNotesCache_confirmation).FirstOrDefault();
|
|
oldDateStr = Regex.Match(oldData?.InfoCache ?? "", "(?<=DueDate\":\")[^\"]+(?=\")").Value;
|
|
if (DateTime.TryParse(oldDateStr, out var oldDate))
|
|
{
|
|
oldDateStr = $",\"OldMaturityDate\":\"{oldDate.ToString("yyyy-MM-dd")}\"";
|
|
}
|
|
|
|
note = new SACReportNotes()
|
|
{
|
|
InfoCache =
|
|
$"{{\"Tag\":\"{model.ConfirmationNo}\"{oldDateStr},\"NewMaturityDate\":\"{date.ToString("yyyy-MM-dd")}\",\"DurationEventNO\":\"{model.DurationEventNO}\",\"Source\":\"Template\"}}",
|
|
IsValid = true,
|
|
};
|
|
}
|
|
else
|
|
{
|
|
note = new SACReportNotes()
|
|
{
|
|
InfoCache =
|
|
$"{{\"Tag\":\"{model.ConfirmationNo}\",\"ValueDate\":\"{date.ToString("yyyy-MM-dd")}\",\"DurationEventNO\":\"{model.DurationEventNO}\",\"Source\":\"Template\"}}",
|
|
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");
|
|
}
|
|
|
|
note.InfoCache = Regex.Replace(note.InfoCache, "(?<=NewMaturityDate\":\")[^\"]+ (?= \")",
|
|
date.ToString("yyyy-MM-dd"));
|
|
}
|
|
|
|
model.CurrentPositionDetails = GetCurrentPositionDetailsModel(model.ConfirmationNo);
|
|
|
|
if (model.OperationType != OptFlagsEnum.A)
|
|
{
|
|
model.BizID = note.BizId;
|
|
}
|
|
|
|
model.ExceID = base.formatExceID(SACReportNotesCache);
|
|
result.Add(model);
|
|
ReportStatus.AddCacheInfo(CacheKey, cacheValue);
|
|
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, extensionTimeInfo);
|
|
note.OptTime = note.CreateTime;
|
|
note.RetCode = "";
|
|
note.RetMsg = "";
|
|
note.ReportResponse = false;
|
|
note.BizId = "";
|
|
note.DataId = "";
|
|
note.changeStatus = false;
|
|
noteList.Add(note);
|
|
}
|
|
}
|
|
|
|
return result;
|
|
}
|
|
|
|
private List<CurrentPositionDetailModel> GetCurrentPositionDetailsModel(string confirmationNo)
|
|
{
|
|
var result = new List<CurrentPositionDetailModel>();
|
|
if (_excelDataSource != null && _excelDataSource.Tables.Contains("合约持仓明细"))
|
|
{
|
|
var dt = _excelDataSource.Tables["合约持仓明细"];
|
|
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 CurrentPositionDetailModel
|
|
{
|
|
UndrlygAssetCode = GetDataSetValue(dt, i, 1),
|
|
UndrlygAssetDtldType = ConsReport.SwapUndrlygAssetDtldTypeMap[GetDataSetValue(dt, i, 2)],
|
|
UndrlygAssetName = GetDataSetValue(dt, i, 3),
|
|
UndrlygAssetTradgPlc = GetDataSetValue(dt, i, 4),
|
|
UndrlygAssetPrice = GetDataSetValue(dt, i, 5),
|
|
InvestorPosition = ConsReport.SwapTypeMap[GetDataSetValue(dt, i, 6)],
|
|
UndrlygAssetAmt = GetDataSetValue(dt, i, 7),
|
|
ContractMultiplier = GetDataSetValue(dt, i, 8),
|
|
NotinalPrincipleAmt = GetDataSetValue(dt, i, 9),
|
|
Blank1 = GetDataSetValue(dt, i, 10),
|
|
Blank2 = GetDataSetValue(dt, i, 11)
|
|
};
|
|
|
|
result.Add(model);
|
|
}
|
|
}
|
|
|
|
return result;
|
|
}
|
|
|
|
private string formatInfoTag(SwapDurationManagementModel model, bool suffixType = false,
|
|
string extensionTimeInfo = "")
|
|
{
|
|
var result =
|
|
$"{BusiDataType}_{model.ConfirmationNo.Replace("_", "-")}_{(string.IsNullOrWhiteSpace(extensionTimeInfo) ? "了结" : $"_{extensionTimeInfo}_展期")}_{model.DurationEventNO}_";
|
|
if (suffixType)
|
|
{
|
|
result = $"{result}{_operationType}";
|
|
}
|
|
|
|
return result;
|
|
}
|
|
|
|
protected override string _changeCodeOfInfoTag(string infoTag, string newCode, out string originalCode)
|
|
{
|
|
var arr = infoTag.Split('_');
|
|
if (arr.Length != 5 && arr.Length != 6)
|
|
{
|
|
throw new ServiceException($"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?.SwapDurationManagement != null)
|
|
{
|
|
var helper = new CheckHelper<SwapDurationManagementModel>();
|
|
var positionhelper = new CheckHelper<CurrentPositionDetailModel>();
|
|
for (var i = 0; i < model.SwapDurationManagement.Count; i++)
|
|
{
|
|
var listRoot = new List<SacInfo>();
|
|
var item = model.SwapDurationManagement[i];
|
|
if (item.IgnoreCheck)
|
|
{
|
|
continue;
|
|
}
|
|
|
|
helper.ExecuteCheck(item, (name, value, msg) =>
|
|
{
|
|
listRoot.Add(new SacInfo(name, value, msg));
|
|
});
|
|
if (item.CurrentPositionDetails != null)
|
|
{
|
|
for (var j = 0; j < item.CurrentPositionDetails.Count; j++)
|
|
{
|
|
var attList = new List<SacInfo>();
|
|
var attItem = item.CurrentPositionDetails[j];
|
|
positionhelper.ExecuteCheck(attItem, (name, value, msg) =>
|
|
{
|
|
attList.Add(new SacInfo(name, value, msg));
|
|
});
|
|
if (attList.Count > 0)
|
|
{
|
|
var temp = new SacInfo("CurrentPositionDetails", j)
|
|
{
|
|
SubMaps = new List<SacInfo>(attList)
|
|
};
|
|
listRoot.Add(temp);
|
|
}
|
|
}
|
|
}
|
|
|
|
if (listRoot.Count > 0)
|
|
{
|
|
var errMsg = new SacInfo("SwapDurationManagement", 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;
|
|
}
|
|
}
|
|
}
|