253 lines
12 KiB
C#
253 lines
12 KiB
C#
using Qdp.Pricing.Library.Options.Products.Asian;
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using YLErp.DBModels.Helpers;
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using YLErp.Enums;
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using YLErp.Modules.CalculationModule;
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using YLErp.Modules.DataProviderModule;
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using YLErp.Modules.SalesModule;
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using YLErp.Modules.TagModule;
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using YLErp.Modules.TradeDalModule;
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using YLErp.Modules.TradeModule;
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namespace YLErp.Web.Controllers
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{
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public abstract class OtcTradeControllerBase : BaseController
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{
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public virtual ActionResult TradeView(string enid, bool isFromPositionReport = false, bool isOnlyCloseButton = false, string operationStatus = "")
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{
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ViewBag.BinaryCalculation = valuedateBLL.BinaryCalculation;
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var intid = DecryptInt(enid);
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var tradeObj = yldb.trade.Find(intid);
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if (tradeObj == null)
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{
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return ShowError("没有找到交易数据");
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}
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tradeBLL.SetFieldsByTradeType(tradeObj);
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TradeViewModel model;
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//如果是结构化主交易则转成第一个子交易显示
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if (tradeObj.TradeType == "结构化交易" && tradeObj.IsGroup == 0)
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{
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tradeObj = yldb.trade.FirstOrDefault(c => c.ParentTradeId == tradeObj.id);
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}
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var hasTradeProcess = HasTradeProcess();
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tradeObj.MetaDic = new TradeMetaService(CurUser).GetTradeMeta(tradeObj.id);
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if (tradeObj.MetaDic.ContainsKey("ActualExerciseDate") && DateTime.TryParse(tradeObj.MetaDic["ActualExerciseDate"],out DateTime newActualExerciseDate))
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{
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tradeObj.ActualExerciseDate = newActualExerciseDate;
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}
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model = new TradeViewModel(tradeObj)
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{
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IsFromPositionReport = isFromPositionReport,
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BinaryCalculation = valuedateBLL.BinaryCalculation,
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IsOnlyCloseButton = isOnlyCloseButton,
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OperationStatus = operationStatus
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};
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if (model.Trade.trade_autocall != null && model.Trade.TradeType == "凤凰期权")
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{
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var koInfo = TradeObservationHelper.GetAutocallKOObservationAndCoupon(model.Trade.trade_autocall.KOObservationDates, model.Trade.trade_autocall.CouponBarrier);
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model.Trade.trade_autocall.CouponObservation = koInfo.Item1;
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model.Trade.trade_autocall.KOObservationDates = string.IsNullOrWhiteSpace(koInfo.Item2) ? null : koInfo.Item2;
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}
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//获取结构化交易伙伴交易
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if (tradeObj.ParentTradeId > 0 && tradeObj.IsGroup == 0)
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{
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model.SubTrades = yldb.trade.AsNoTracking().Where(n => n.ParentTradeId == tradeObj.ParentTradeId)
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.Select(t => new OtcTradeDto { id = t.id, BuySell = t.BuySell }).ToArray();
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}
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//获取交易现金数据
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var tradeWithSettlement = new TradeDalService(CurUser).GetTradeWithSettlementTradeCash(tradeObj);
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//获取交易销售提成数据
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model.SalesCommission = new SalesCommissionDataService(CurUser).GetSalesCommissionInfoDtos(intid);
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if (PS.Config.ErpElement.SalesCommissionCalculation == "公式1")
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{
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foreach (var item in model.SalesCommission)
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{//为了迁就前端逻辑,前端展示时只取第一个;
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item.Commission = item.Commission * model.SalesCommission.Count();
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}
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}
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model.ClientCashInCashOutList = yldb.ClientCashInCashOut.Where(c => c.TradeId == intid && c.ValidState != ConsGlobal.InValid).ToList();
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model.unWindTradeCashList = tradeWithSettlement.UnwindTradeCashList;
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model.unwindChildrenTradeCashList = tradeWithSettlement.UnwindChildrenTradeCashList;
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model.maturityTradeCash = tradeWithSettlement.MaturityTradeCash;
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model.swapTradeCashList = tradeWithSettlement.SwapTradeCashList;
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model.couponTradeCashList = tradeWithSettlement.CouponTradeCashList;
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model.tradeMarginTemplates = new TradeQueryService(CurUser).SearchTradeMarginTemplateList(intid);
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model.canEditMaturityDate = tradeObj.CanEditMaturityDate() && model.maturityTradeCash != null && CurUser.交易管理_到期修改;
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//需要审批或者复核的交易都会显示行权审核提交按钮
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model.IsShowReCheckClose = ((valuedateBLL.SystemDate.CloseReCheck == 1) ||
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(valuedateBLL.SystemDate.CloseReApprove == 1 && hasTradeProcess)) && tradeObj.TradeStatus != ConsTrade.平仓待复核;
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model.CanEdit = tradeObj.CanEdit() && !isFromPositionReport && CurUser.交易管理_交易编辑;
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using (var tagService = new TagService(CurUser))
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{
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model.Tags = tagService.GetTagByTradeId(intid);
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}
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using (var tagService = new TagService(CurUser))
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{
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ViewBag.TagList = tagService.GetTagListByType(TagTypeEnum.Trade);
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}
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if (tradeObj.TradeType == "远期")
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{
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if (!string.IsNullOrWhiteSpace(tradeObj.OptionType))
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{
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tradeObj.OptionType = (tradeObj.OptionType == "看涨") ? "多头" : "空头";
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}
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if (!string.IsNullOrWhiteSpace(tradeObj.BasisUnderlyingCode))
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{
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ViewBag.Underlying2Name = DataCacheProvider.GetUnderlyingDataSource().GetData(tradeObj.BasisUnderlyingCode)?.UnderlyingName;
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}
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if (model.Trade.Comments!=null && model.Trade.Comments.Contains("累计期权"))
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{
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model.Trade.AccumulatorOptionId = yldb.trade.FirstOrDefault(l => l.TradeNumber == model.Trade.Comments.Replace("累计期权:", ""))?.EncryptId;
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}
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return View("~/Views/ForwardTrade/TradeView.cshtml", model);
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}
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if (model.maturityTradeCash != null)
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{
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//对于历史过期交易到期的数据做一下处理;
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//最新的到期交易，ValueDate不会大于ExerciseDate;
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//敲出的交易，ValueDate会小于ExerciseDate。
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model.maturityTradeCash.ValueDate = model.maturityTradeCash.ValueDate > tradeObj.ExerciseDate.Value ? tradeObj.ExerciseDate.Value : model.maturityTradeCash.ValueDate;
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}
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var um = DataCacheProvider.GetUnderlyingDataSource().GetData(tradeObj.UnderlyingCode);
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if (um != null)
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{
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model.Trade.UnderlyingInstrumentType = um?.UnderlyingInstrumentType;
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model.Trade.QuoteUnitSingle = ConsGlobal.InstrumentType.Stock.Equals(um?.UnderlyingInstrumentType) ? "元/股" : ("元/" + um.QuoteUnitString);
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model.Trade.QuoteUnit = um.QuoteUnit;
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//方顿 JD TradeUnit 录的是 千克 数量是用 吨 计算的
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model.Trade.TradeUnit = um.QuoteUnit == "500千克" ? "吨" : um.TradeUnit;
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model.Trade.CountRatio = um.CountRatio;
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model.Trade.TradeAmount = model.Trade.Notional / um.CountRatio;
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var v = DataCacheProvider.GetVarietyDataSource().GetData(um.UnderlyingTypeId);
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model.Trade.QuoteCurrency = v != null ? v.QuoteCurrency : "";
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}
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SetTradeExtendForView(model);
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if (model.CanEdit && tradeObj.ParentTradeId > 0)
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{
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var subTrades = yldb.trade.AsNoTracking().Where(n => n.ParentTradeId == tradeObj.ParentTradeId && n.id != tradeObj.id).ToArray();
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model.CanEdit &= subTrades.All(t => t.CanEdit());
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}
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double exchangeRate = 0;
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if (PS.Config.Company == Configuration.CompanyEnum.中粮 && !string.IsNullOrEmpty(model.Trade.QuoteCurrency) && !"CNY".Equals(model.Trade.QuoteCurrency)
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&& model.Trade.OriginalStockEqvNotionalV2 != null && model.Trade.MetaDic.ContainsKey("ExchangeRate")
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&& double.TryParse(model.Trade.MetaDic["ExchangeRate"], out exchangeRate))
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{
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model.OriginalStockEqvNotionalV2MultipleExchangeRate = ((double)model.Trade.OriginalStockEqvNotionalV2 * exchangeRate).OtcFormat(OtcFormatFlag.StockEqvNotional);
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}
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if (model.Trade.trade_accumulator_option != null && model.Trade.TradeType == "累计期权" && model.autoCallObsercationList.Where(l => !string.IsNullOrWhiteSpace(l.ConvTradeNumber)).Any())
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{
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model.autoCallObsercationList.Where(l => !string.IsNullOrWhiteSpace(l.ConvTradeNumber)).ToList().ForEach(o => o.ConvForwardTradeId = yldb.trade.FirstOrDefault(l => l.TradeNumber == o.ConvTradeNumber)?.EncryptId);
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}
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return View("~/Views/Trade/TradeView.cshtml", model);
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}
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//交易数据扩展
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private void SetTradeExtendForView(TradeViewModel model)
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{
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var tradeObj = model.Trade;
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switch (tradeObj.TradeType)
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{
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case "凤凰期权":
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case "累计期权":
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case "区间累积期权":
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{
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model.autoCallObsercationList = yldb.autocall_observation.Where(x => x.TradeId == tradeObj.id)
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.OrderBy(n => n.EndDate).ToList();
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break;
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}
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case "雪球期权":
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{
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try
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{
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model.autoCallObsercationList = new TradeSnowballService(CurUser).GetObservations(tradeObj.id, valuedateBLL.ValueDate);
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if (model.autoCallObsercationList != null)
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{
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var tc = yldb.trade_cash.Where(c => c.TradeId == tradeObj.id && c.Action == ClientCashInCashOut.系统操作_票息 && !c.IsDeleted).FirstOrDefault();
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model.autoCallObsercationList.ForEach(x =>
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{
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if (tc != null)
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{
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//tc的Amount包含了年化权利金，PaymentAmount代表的是票息，从detail获取
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var detail = yldb.trade_cash_detail.Where(y => y.TradeCashId == tc.id && y.Action == ClientCashInCashOut.系统操作_票息).FirstOrDefault();
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if (detail != null)
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{
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x.PaymentAmount = detail.Amount.Value;
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}
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else
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{
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x.PaymentAmount = TradeHelper.GetAmountByPaymentAmount(x.PaymentAmount, tradeObj.PrincipalSum(), tradeObj.BuySell);
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}
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}
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else
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{
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x.PaymentAmount = TradeHelper.GetAmountByPaymentAmount(x.PaymentAmount, tradeObj.PrincipalSum(), tradeObj.BuySell);
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}
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});
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}
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}
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catch (Exception ex)
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{
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ViewBag.Error = ex.Message;
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}
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break;
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}
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}
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//Final Price赋值
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if (tradeObj.TradeStatus != ConsTrade.确认成交 || tradeObj.ExerciseDate == null)
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{
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return;
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}
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if (tradeObj.TradeType != "现金流交易")
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{
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model.ClosePrice = EodPriceQueryService.GetClosePrice(tradeObj.ExerciseDate.Value, tradeObj.UnderlyingCode);
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tradeObj.FinalPrice = model.ClosePrice;
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}
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if (tradeObj.TradeType == "亚式期权" && tradeObj.trade_asian_option != null
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&& tradeObj.trade_asian_option.StrikeType != "Floating"
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&& tradeObj.trade_asian_option.AveragingPeriodStartDate < valuedateBLL.ValueDate)
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{
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var QdpTrade = TradeCalcHelper.GetQdpTrade(tradeObj);
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if (QdpTrade.Instrument is AsianOption asianOpt && asianOpt.Fixings?.Count > 0)
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{
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tradeObj.FinalPrice = asianOpt.FinalPrice();
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}
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}
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}
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protected bool HasTradeProcess()
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{
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return yldb.approvalprocess.Where(t => t.processType == "TradeProcess").Any();
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}
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}
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} |