zszq-trs/YLErpDAL/Modules/TradeModule/ExoticOptionModule/TradeSwapService.cs

using YLErp.BLL;
using YLErp.CustomizedBizLogic;
using YLErp.DBModels.Consts;
using YLErp.Enums;
using YLErp.Modules.EodModule;
using YLErp.Modules.TradeModule.ExoticOptionModule;

namespace YLErp.Modules.TradeModule.DealModule
{
    /// <summary>
    /// 二元期权操作
    /// 迁移自：trade_binary_optionBLL
    /// </summary>
    public class TradeSwapService : TradeCashServiceEx
    {
        public TradeSwapService(YLBaseService baseService) : base(baseService)
        {
        }

        public TradeSwapService(OptUserInfo userInfo) : base(userInfo)
        {
        }

        /// <summary>
        /// 
        /// </summary>
        public void HandleSwapTradeCashPre(DateTime valueDate, System.Collections.Generic.IEnumerable<int> clienIds)
        {
            #region  #region 新增客户筛选 tw
            var tradeCashPres = DbContext.trade_cash_pre.Where(x => x.ValueDate == valueDate && x.ValidState != "InValid" && !x.IsFinished).ToList();
            var trades = new List<trade>();
            var tradeIds = new List<int>();
            if (clienIds != null)
            {
                trades = DbContext.trade.Where(l => clienIds.Contains(l.ClientId)).ToList();
                tradeIds = trades.Select(l => l.id).ToList();
                tradeCashPres = tradeCashPres.Where(l => tradeIds.Contains(l.TradeId)).ToList();
            }
            else
            {
                tradeIds = tradeCashPres.Select(x => x.TradeId).ToList();
                trades = DbContext.trade.Where(x => tradeIds.Contains(x.id)).ToList();
                tradeIds = trades.Select(x => x.id).ToList();
                tradeCashPres = tradeCashPres.Where(l => tradeIds.Contains(l.TradeId)).ToList();
            }
            #endregion
            tradeCashPres.ForEach(x =>
            {
                var trade = trades.FirstOrDefault(y => y.id == x.TradeId);
                if (trade.ExerciseDate < valueDate)
                {
                    return;//已到期交易不再观察;
                }
                var client = DataCacheProvider.GetClientDataSource().GetData(trade.ClientId);
                var currencyRate = new EodCurrencyRateService(UserInfo).GetCurrencyRate(trade.QuoteCurrency, trade.SettlementCurrency, x.ValueDate);
                var currencyRateTradeDate = new EodCurrencyRateService(UserInfo).GetCurrencyRate(trade.QuoteCurrency, trade.SettlementCurrency, trade.TradeDate.Value);
                var tradeCashDetails = DbContext.trade_cash_detail.Where(y => y.TradeCashPreId == x.id).ToList();
                var costFeeGet = 0.0;
                var costTradePriceGet = 0.0;
                var coupon = 0.0;
                var winloss = 0.0;
                tradeCashDetails.ForEach(y =>
                {
                    if (y.TradeCashType == TradeCashTypeEnum.利息.ToString())
                    {
                        y.Amount = y.QuoteAmount * (PS.Config.Company == Configuration.CompanyEnum.中金 && client.BoundSide == BoundSideEnum.南向 ? currencyRateTradeDate : currencyRate);
                    }
                    else
                    {
                        y.Amount = y.QuoteAmount * currencyRate;
                    }

                    if (y.TradeCashType == TradeCashTypeEnum.开仓手续费.ToString())
                    {
                        costTradePriceGet = y.Amount ?? 0;
                    }
                    else if (y.TradeCashType == TradeCashTypeEnum.了结手续费.ToString())
                    {
                        costFeeGet = y.Amount ?? 0;
                    }
                    else if (y.TradeCashType == TradeCashTypeEnum.利息.ToString())
                    {
                        coupon = y.Amount ?? 0;
                    }
                    else if (y.TradeCashType == TradeCashTypeEnum.浮动收益.ToString())
                    {
                        winloss = y.Amount ?? 0;
                    }
                });

                var tradeCashSwap = DbContext.trade_cash_swap.FirstOrDefault(y => y.TradeCashPreId == x.id);
                tradeCashSwap.PayInitialAmount = -winloss;
                tradeCashSwap.PayAmount = -winloss;
                tradeCashSwap.GetExtraAmount = coupon;
                tradeCashSwap.GetCostFee = costFeeGet + costTradePriceGet;
                tradeCashSwap.GetAmount = costFeeGet + costTradePriceGet + coupon;

                var tradeCash = new trade_cash()
                {
                    OptId = x.OptId,
                    OptName = x.OptName,
                    OptDate = DateTime.Now,
                    ExceciseType = x.ExceciseType,
                    TradeType = x.TradeType,
                    CallPut = x.CallPut,
                    Notional = x.Notional,
                    TradeAmount = x.TradeAmount,
                    IsLastAction = x.IsLastAction,
                    TradeId = x.TradeId,
                    FinalPrice = x.FinalPrice,
                    UnwindType = x.UnwindType,
                    UnwindNotional = x.UnwindNotional,
                    UnwindTradeAmount = x.UnwindTradeAmount,
                    UnwindPercentRate = x.UnwindPercentRate,
                    NotionalPercentRate = x.NotionalPercentRate,
                    Number = x.Number,
                    Amount = winloss + coupon + costFeeGet + costTradePriceGet,
                    QuoteAmount = tradeCashDetails.Sum(y => y.QuoteAmount ?? 0),
                    CurrencyRate = currencyRate,
                    Action = x.Action,
                    Status = x.Status,
                    ValueDate = x.ValueDate,
                    HappenedDate = x.HappenedDate,
                    ValidState = "Valid",
                    ExerciseWay = TradeCashExerciseWayEnum.到期行权
                };
                DbContext.trade_cash.Add(tradeCash);

                x.IsFinished = true;

                DbContext.SaveChanges();
                if (PS.Config.Company == Configuration.CompanyEnum.招证)
                {
                    new BizLogicZhaoZheng().GenerateZhaoZhengDealNumber(trade, tradeCash);
                }
                if (PS.Config.Company == Configuration.CompanyEnum.物产中大)
                {
                    new BizLogicWCZD().GenerateWCZDNumber(DbContext, trade, tradeCash.ValueDate, tradeCash.id);
                }
                tradeCashDetails.ForEach(y => y.TradeCashId = tradeCash.id);
                tradeCashSwap.TradeCashId = tradeCash.id;

                //增加出入金记录 
                new ClientCashinCashoutBLL(this).CloseTrade_ClientCashInCashOutSave(trade, tradeCash, tradeCash.ValueDate);
            });

            //更新数据库
            DbContext.SaveChanges();
        }
    }
}