hjhan
f8049f81f8
分析定谳：interestStart 经三条赋值路径(=开始日/不算头+1天/preSettleDate 且仅当 ≥interestStart 才覆盖)恒 ≥ td.StartDate，第二 OR 子句恒 false——死代码删除。 注释归因同时修正两侧旧错误： - 原注释把"不算头首日"笼统挂在返回 true 上——实际由第一子句 interestStart>interestEnd 兜住(StartDate+1>StartDate)； - 候选修正案"观察日当日已结息(preSettleDate 覆盖窗口末)"亦不精确——日期相等 时函数返回 false，当日已结息的利息归零在 GetInterests closeList 净额层； 只有相等叠加到期日不算尾回拨(endDate-1)才严格大于而触发。 新增三条 InitInterestDate 直测钉边界：不算头首日空窗/同日已结息日期相等非空/ 同日已结息+到期日回拨空窗。 验证：GLMS20260817Fr007UnwindMorningTest 36/36；全量 981 例 145 败与基线 diff=0
598 lines
28 KiB
C#
598 lines
28 KiB
C#
using CsvHelper;
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using DocumentFormat.OpenXml.Drawing.Diagrams;
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using DocumentFormat.OpenXml.Office2010.PowerPoint;
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using Newtonsoft.Json;
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using NPOI.SS.Formula.Functions;
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using Qdp.Pricing.Base.Enums;
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using System.Linq.Expressions;
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using YLErp.BLL;
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using YLErp.Commons;
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namespace YLErp.Modules.SwapModule
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{
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public class SwapTradeBaseService : YLBaseService
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{
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public SwapTradeBaseService(OptUserInfo optUser) : base(optUser)
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{
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}
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public SwapTradeBaseService(YLBaseService baseService) : base(baseService)
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{
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}
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#region 可测试化接缝（Seams）——子类共用，override 可在测试中替换 DB/外部调用
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/// <summary>查找交易（生产: DbContext.trade.Find；测试: 返回内存对象）。
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/// SwapDealService/SwapEodPositionService/SwapFlowEventService 三处实现完全一致，上提基类消除重复。</summary>
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protected virtual trade FindTrade(int tradeId)
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{
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return DbContext.trade.Find(tradeId);
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}
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#endregion
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/// <summary>
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/// 校验标的是否存在
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/// </summary>
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/// <param name="underlyingCode"></param>
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/// <returns>不存在返回空</returns>
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public bool GetUnderlyingCode(string underlyingCode)
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{
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var underlying = DataCacheProvider.GetUnderlyingDataSource().GetData(underlyingCode);
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return underlying == null ? false : true;
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}
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/// <summary>
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///新增日终归档信息时 修改 持仓腿信息
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/// </summary>
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/// <param name="eodPayPosition"></param>
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public void UpdateSwapPosition(eod_swap_position eodPayPosition, string tradeNumber)
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{
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var position = DbContext.swap_position.Find(eodPayPosition.PositionId);
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position.ContractSize = eodPayPosition.ContractSize;
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position.PositionType = eodPayPosition.PositionType;
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position.PosiTradingFee = eodPayPosition.PosiTradingFee;
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position.PosiTradingFeePending = eodPayPosition.PosiFeePending;
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position.PosiTradingFeeUnit = eodPayPosition.PosiQuantity == 0 ? 0 : eodPayPosition.PosiTradingFee / eodPayPosition.PosiQuantity;
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position.UnderlyingCode = eodPayPosition.UnderlyingCode;
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position.UnderlyingInstrumentType = eodPayPosition.UnderlyingInstrumentType;
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position.PosiDirection = eodPayPosition.PosiDirection;
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position.PosiNetPrice = eodPayPosition.PosiNetPrice;
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position.PosiGrossPrice = eodPayPosition.PosiGrossPrice;
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position.PosiNetFeePrice = eodPayPosition.PosiNetFeePrice;
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position.PosiNetNoFeePrice = eodPayPosition.PosiNetNoFeePrice;
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position.PosiNotionalValue = Math.Round(eodPayPosition.PosiNotionalValue, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
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position.PosiQuantity = eodPayPosition.PosiQuantity;
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position.PosiStartDate = eodPayPosition.PosiStartDate;
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position.OptTime = DateTime.Now;
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position.OptId = UserInfo.UserId;
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position.OptName = UserInfo.UserName;
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position.PosiNumber = $"{tradeNumber}-{position.id}";
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}
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/// <summary>
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/// 平仓后更新持仓
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/// </summary>
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/// <param name="eodPayPosition"></param>
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public void UpdateSwapPositionWithRealTime(eod_swap_position eodPayPosition)
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{
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var position = DbContext.swap_position.FirstOrDefault(x => x.PositionId == eodPayPosition.PositionId);
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if (position != null)
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{
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position.PosiQuantity = eodPayPosition.PosiQuantity;
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position.PosiTradingFee = eodPayPosition.PosiTradingFee;
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position.PosiNetPrice = eodPayPosition.PosiNetPrice;
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position.PosiGrossPrice = eodPayPosition.PosiGrossPrice;
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position.PosiNetFeePrice = eodPayPosition.PosiNetFeePrice;
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position.PosiNetNoFeePrice = eodPayPosition.PosiNetNoFeePrice;
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position.PosiNotionalValue = Math.Round(eodPayPosition.PosiNotionalValue, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
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position.PosiTradingFeePending = eodPayPosition.PosiFeePending;
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position.PosiQuantity = eodPayPosition.PosiQuantity;
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position.PosiDirection = eodPayPosition.PosiDirection;
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position.PositionType = eodPayPosition.PositionType;
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position.OptTime = DateTime.Now;
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position.OptId = UserInfo.UserId;
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position.OptName = UserInfo.UserName;
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}
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else
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{
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position = DbContext.swap_position.FirstOrDefault(x => x.id == eodPayPosition.PositionId);
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var posi = position.Clone();
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posi.id = 0;
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posi.PositionId = position.id;
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posi.IsInitial = false;
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DbContext.swap_position.Add(posi);
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}
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}
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/// <summary>
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/// 获取同一互换编码，标的 持仓id
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/// </summary>
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/// <param name="swapTradeId">互换框架合约id</param>
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/// <param name="underlyingCode">标的代码</param>
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/// <returns></returns>
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public long GetMaxPositionId(swap_flow_merge swap_Flow_Summary, DateTime matuirityDate, int direction, string tradeNumber)
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{
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long max = 0;
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var position = DbContext.swap_position.FirstOrDefault(x => x.SwapTradeId == swap_Flow_Summary.SwapTradeId && x.UnderlyingCode == swap_Flow_Summary.UnderlyingCode && x.PosiQuantity != 0 && !x.IsInitial&&!x.Invalid);
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if (position != null)
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{
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max = position.PositionId;
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}
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else
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{
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swap_position swap_Position = new swap_position();
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swap_Position.PosiDirection = direction;
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swap_Position.PositionType = swap_Flow_Summary.BsType;
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swap_Position.SwapTradeId = swap_Flow_Summary.SwapTradeId ?? 0;
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swap_Position.UnderlyingCode = swap_Flow_Summary.UnderlyingCode;
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swap_Position.PosiQuantity = swap_Flow_Summary.TradingQty;
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swap_Position.PosiTradingFee = swap_Flow_Summary.TradingFee;
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swap_Position.ContractSize = swap_Flow_Summary.ContractSize;
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swap_Position.IsInitial = true;
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swap_Position.PosiStartDate = swap_Flow_Summary.OccurTime;
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swap_Position.PosiMatuirityDate = matuirityDate;
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swap_Position.OptId = UserId;
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swap_Position.OptName = UserName;
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swap_Position.OptTime = DateTime.Now;
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DbContext.swap_position.Add(swap_Position);
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DbContext.SaveChanges();
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max = swap_Position.id;
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swap_Position.PosiNumber = $"{tradeNumber}-{max}";
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}
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return max;
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}
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public long GetPositionId(swap_flow_merge swap_Flow_Summary, DateTime matuirityDate, int direction, string tradeNumber)
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{
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long max = 0;
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swap_position swap_Position = new swap_position();
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swap_Position.PosiDirection = direction;
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swap_Position.PositionType = swap_Flow_Summary.BsType;
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swap_Position.SwapTradeId = swap_Flow_Summary.SwapTradeId ?? 0;
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swap_Position.UnderlyingCode = swap_Flow_Summary.UnderlyingCode;
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swap_Position.PosiQuantity = swap_Flow_Summary.TradingQty;
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swap_Position.PosiTradingFee = swap_Flow_Summary.TradingFee;
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swap_Position.ContractSize = swap_Flow_Summary.ContractSize;
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swap_Position.IsInitial = true;
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swap_Position.PosiStartDate = swap_Flow_Summary.OccurTime;
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swap_Position.PosiMatuirityDate = matuirityDate;
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swap_Position.OptId = UserId;
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swap_Position.OptName = UserName;
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swap_Position.OptTime = DateTime.Now;
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DbContext.swap_position.Add(swap_Position);
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DbContext.SaveChanges();
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max = swap_Position.id;
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swap_Position.PosiNumber = $"{tradeNumber}-{max}";
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return max;
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}
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/// <summary>
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/// 添加交易操作日志
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/// </summary>
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public void AddTradeOperationHistory(bool saveChanges, OtcTradeBase trade, string optType, string comments = null)
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{
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DbContext.TradeAuditLog.Add(new TradeAuditLog
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{
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TradeId = trade.id,
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AuditFlag = TradeAuditFlag.operation,
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OptType = optType,
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Changes = comments ?? string.Empty,
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DataType = "00",
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OptId = UserId,
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OptName = UserName,
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OptDate = OptDate
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});
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if (saveChanges)
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{
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DbContext.SaveChanges();
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}
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}
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/// <summary>
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/// 获取平仓/互换记录
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/// </summary>
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/// <param name="tradeId">交易编码</param>
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/// <param name="valueDate">日期</param>
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/// <param name="eventTypes">互换事件类型</param>
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/// <param name="lessValueDate">是否查询小于日期</param>
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/// <returns></returns>
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public List<swap_flow_event> GetSwapFlowEvents(int tradeId, DateTime? valueDate, List<int> eventTypes)
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{
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Expression<Func<swap_flow_event, bool>> eventExpression = x => x.SwapTradeId == tradeId && x.DataState == (int)SwapFlowDateStateEnum.完成 && eventTypes.Contains(x.EventType);
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if (valueDate.HasValue)
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{
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eventExpression = eventExpression.And(x => x.UnwindDate == valueDate);
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}
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List<swap_flow_event> swapFlowEvents = DbContext.swap_flow_event.Where(eventExpression).ToList();
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return swapFlowEvents;
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}
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/// <summary>
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/// 获取交易平仓/互换事件所有信息
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/// </summary>
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/// <param name="tradeId"></param>
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/// <param name="eventTypes"></param>
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/// <returns></returns>
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public List<swap_event> GetSwapEvents(int tradeId, List<int> eventTypes)
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{
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Expression<Func<swap_event, bool>> eventExpression = x => x.SwapTradeId == tradeId && !x.Invalid && eventTypes.Contains(x.EventType) && x.ClientCashId > 0;
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var swapEvents = DbContext.swap_event.Where(eventExpression).ToList();
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var swapFlowEvents = DbContext.swap_flow_event.Where(x => x.SwapTradeId == tradeId && x.DataState == (int)SwapFlowDateStateEnum.完成);
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var swapPositions = DbContext.swap_position.Where(x => x.SwapTradeId == tradeId && !string.IsNullOrEmpty(x.UnderlyingCode) && !x.Invalid).ToList();
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foreach (var item in swapEvents)
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{
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item.unwindData = JsonConvert.DeserializeObject<UnwindData>(item.EventData);
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item.unwindData.FlowEvents = swapFlowEvents.Where(x => x.EventId == item.id).ToList();
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item.unwindData.FlowEvents.ForEach(x =>
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{
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var position = swapPositions.FirstOrDefault(n => n.id == x.PositionId && n.IsInitial);
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var positionReal = swapPositions.FirstOrDefault(n => n.PositionId == x.PositionId && !n.IsInitial);
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if (position != null)
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{
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x.PosiGrossPrice = position.PosiGrossPrice;
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x.PosiNetPrice = position.PosiNetPrice;
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}
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//if (positionReal!=null)
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//{
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// x.PositionQty = positionReal.PosiQuantity;
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//}
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});
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}
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return swapEvents;
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}
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/// <summary>
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/// 获取平仓/互换信息
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/// </summary>
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/// <param name="tradeId"></param>
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/// <param name="eventType"></param>
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/// <returns></returns>
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public swap_event GetSwapEvent(int tradeId, int eventType)
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{
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Expression<Func<swap_event, bool>> eventExpression = x => x.SwapTradeId == tradeId && !x.Invalid && x.EventType == eventType && x.ClientCashId == 0;
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var swapEvent = DbContext.swap_event.Where(eventExpression).OrderByDescending(o => o.id).FirstOrDefault();
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var swapFlowEvents = DbContext.swap_flow_event.Where(x => x.EventId == swapEvent.id);
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var swapPositions = DbContext.swap_position.Where(x => x.SwapTradeId == tradeId && !string.IsNullOrEmpty(x.UnderlyingCode) && !x.Invalid).ToList();
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if (swapEvent != null)
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{
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swapEvent.unwindData = JsonConvert.DeserializeObject<UnwindData>(swapEvent.EventData);
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swapEvent.unwindData.FlowEvents = swapFlowEvents.Where(x => x.EventDate == swapEvent.ValueDate).ToList();
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swapEvent.unwindData.FlowEvents.ForEach(x =>
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{
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var position = swapPositions.FirstOrDefault(n => n.id == x.PositionId && n.IsInitial);
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if (position != null)
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{
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x.PosiGrossPrice = position.PosiGrossPrice;
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x.PosiNetPrice = position.PosiNetPrice;
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//if (eventType==(int)SwapEventTypeEnum.互换)
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//{
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// x.TradingAmountAvg = x.TradingAmount / (x.PositionQty*x.ContractSize);
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//}
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//else
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//{
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// x.TradingAmountAvg = x.TradingAmount / (swapEvent.unwindData.CloseQty * x.ContractSize);
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//}
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}
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});
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}
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return swapEvent;
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}
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/// <summary>
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/// 获取上一互换交易事件处理日期
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/// </summary>
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/// <param name="tradeId"></param>
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/// <param name="valueDate"></param>
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/// <param name="eventTypes"></param>
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/// <returns></returns>
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public virtual DateTime? GetPreDealDate(int tradeId, DateTime valueDate, List<int> eventTypes)
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{
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Expression<Func<swap_event, bool>> eventExpression = x => x.SwapTradeId == tradeId && x.ValueDate <= valueDate && !x.Invalid && eventTypes.Contains(x.EventType);
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var swapEvent = DbContext.swap_event.Where(eventExpression).OrderByDescending(o => o.ValueDate).FirstOrDefault();
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if (swapEvent == null)
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{
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return null;
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}
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return swapEvent.ValueDate;
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}
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#region 可测试化接缝（ClearSwapPositions 相关）
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/// <summary>查找该交易的 flow_event（生产: DbContext.swap_flow_event；测试: 内存列表）</summary>
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protected virtual List<swap_flow_event> FindFlowEventsByEventIds(List<long> eventIds)
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{
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return DbContext.swap_flow_event.Where(x => x.EventId.HasValue && eventIds.Contains(x.EventId.Value)).ToList();
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}
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/// <summary>查找手动互换的 ClientCashId（生产: DbContext.swap_event；测试: 内存列表）</summary>
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protected virtual List<int> FindManualClientCashIds(int swapTradeId)
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{
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return DbContext.swap_event
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.Where(x => x.SwapTradeId == swapTradeId
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&& x.ClientCashId > 0
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&& x.EventType != (int)SwapEventTypeEnum.自动互换)
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.Select(x => x.ClientCashId)
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.ToList();
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}
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/// <summary>查找该交易的资金记录（生产: DbContext.ClientCashInCashOut；测试: 内存列表）</summary>
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protected virtual List<ClientCashInCashOut> FindClientCashRecords(int tradeId)
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{
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return DbContext.ClientCashInCashOut.Where(x => x.TradeId == tradeId).ToList();
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}
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#endregion
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public virtual int AddClientCashInCashOut(OtcTradeBase td, double amount, string action, DateTime valueDate)
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{
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var cl = DataCacheProvider.GetClientDataSource().GetData(td.ClientId);
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if (cl == null)
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{
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throw new Exception("客户信息未找到,交易编号:" + td.TradeNumber);
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}
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//增加出入金记录
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var ee = new ClientCashInCashOut();
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ee.CreateDate = DateTime.Now;
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ee.CreatorId = UserId;
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ee.CreatorName = UserName;
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ee.Direction = "应收";
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ee.Number = UniqueTimeId.GetStr();
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ee.ClientId = cl.id;
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ee.ClientNumber = cl.Number;
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ee.ClientName = cl.Name;
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ee.Money = amount;
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ee.CurrencyCode = td.SettlementCurrency;
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ee.HappenDate = valueDate;
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ee.State = ClientCashInCashOut.已确认;
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ee.OptId = UserId;
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ee.OptName = UserName;
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ee.OptDate = DateTime.Now;
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ee.TradeId = td.id;
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ee.Action = action;
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ee.ValidState = "Valid";
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ee.TradeNumber = td.TradeNumber;
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ee.CurrencyCode = "CNY";
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DbContext.ClientCashInCashOut.Add(ee);
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DbContext.SaveChanges();
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return ee.id;
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}
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/// <summary>
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/// 初始化 利息计算起始日期
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/// </summary>
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/// <param name="valueDate"></param>
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/// <param name="preSettleDate">上一交易日</param>
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/// <param name="td">互换交易主信息</param>
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/// <param name="interestMode">计息方式</param>
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/// <param name="interestStart">计息开始日期</param>
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/// <param name="interestEnd">计息结束日期</param>
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/// <returns>true=计息窗口为空（interestStart>interestEnd，本次不计利息，调用方将利率与金额归零）；
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/// 典型触发=①不算头首日(valueDate==StartDate → StartDate+1>StartDate) ②不算尾到期日回拨后窗口翻转
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/// (interestEnd=到期日−1 < interestStart)。判定只看日期窗口，与事件类型无关。
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/// 注：当日已结息(preSettleDate==valueDate)日期相等时本函数返回 false——利息归零由
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/// GetInterests 的 closeList 净额层处理，不在本判定。</returns>
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public bool InitInterestDate(DateTime valueDate, DateTime? preSettleDate, trade td, bool tdClose, out DateTime interestStart, out DateTime interestEnd)
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{
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interestStart = td.StartDate.Value;
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var exerciseDate = td.ExerciseDate.Value;
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interestEnd = valueDate > exerciseDate ? exerciseDate : valueDate;
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bool calcFirst = td.trade_extend?.ExtendObj.CalcFirst ?? true;
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bool calcLast = td.trade_extend?.ExtendObj.CalcLast ?? true;
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interestStart = calcFirst ? interestStart : interestStart.AddDays(1);
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if (preSettleDate.HasValue && preSettleDate >= interestStart)
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{
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interestStart = preSettleDate.Value;
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||
}
|
||
if ((interestEnd == exerciseDate && !calcLast))
|
||
{
|
||
interestEnd = interestEnd.AddDays(-1);
|
||
}
|
||
// 原第二 OR 子句 td.StartDate > interestStart 恒 false（interestStart 经上面调整恒 ≥ td.StartDate：
|
||
// =开始日 / 不算头+1天 / preSettleDate 且仅当 ≥interestStart 才覆盖），死代码已删(2026-08-19)。
|
||
if (interestStart > interestEnd)
|
||
{
|
||
interestStart = interestEnd;
|
||
return true;//不记利息
|
||
}
|
||
if (tdClose)
|
||
{
|
||
interestStart = valueDate;
|
||
}
|
||
|
||
return false;
|
||
}
|
||
|
||
public virtual void UpdateDbOption(DBModelBaseV2 dBModel)
|
||
{
|
||
dBModel.OptTime = DateTime.Now;
|
||
dBModel.OptName = UserName;
|
||
dBModel.OptId = UserId;
|
||
}
|
||
|
||
/// <summary>
|
||
/// 合成持仓/日终归档 清除互换持仓所有信息
|
||
/// </summary>
|
||
/// <param name="tradeId"></param>
|
||
public virtual void ClearSwapPositions(trade td, DateTime valueDate, List<int> eventTypes, bool delAfter)
|
||
{
|
||
var swapEvents = DbContext.swap_event.Where(x => x.SwapTradeId == td.id && x.ValueDate >= valueDate && eventTypes.Contains(x.EventType));
|
||
var eventIds = swapEvents.Select(s => s.id).ToList();
|
||
var eodSwaps = DbContext.eod_swap.Where(x => x.SwapTradeId == td.id && x.ValueDate >= valueDate).ToList();
|
||
if (delAfter)
|
||
{
|
||
var swapFlowEvents = DbContext.swap_flow_event.Where(x => x.SwapTradeId == td.id && x.UnwindDate >= valueDate && x.DataState > (int)SwapFlowDateStateEnum.废弃 && eventTypes.Contains(x.EventType)).ToList();
|
||
var eodSwapPositions = DbContext.eod_swap_position.Where(x => x.SwapTradeId == td.id && x.ValueDate >= valueDate).ToList();
|
||
DbContext.eod_swap_position.RemoveRange(eodSwapPositions);
|
||
DbContext.swap_flow_event.RemoveRange(swapFlowEvents);
|
||
|
||
// 删除自动互换产生的资金记录（client_cash_in_out）
|
||
var autoSwapEvents = swapEvents.ToList();
|
||
if (autoSwapEvents.Any())
|
||
{
|
||
// 通过 swap_event 的 ClientCashId 删除对应的资金记录（利息腿）
|
||
var clientCashIds = autoSwapEvents
|
||
.Where(s => s.ClientCashId > 0)
|
||
.Select(s => s.ClientCashId)
|
||
.ToList();
|
||
|
||
var legacyAutoEvents = new List<swap_event>();
|
||
foreach (var swapEvent in autoSwapEvents)
|
||
{
|
||
var eventCashIds = GetAutoSwapClientCashIds(swapEvent);
|
||
if (eventCashIds.Any())
|
||
{
|
||
clientCashIds.AddRange(eventCashIds);
|
||
}
|
||
else
|
||
{
|
||
legacyAutoEvents.Add(swapEvent);
|
||
}
|
||
}
|
||
|
||
clientCashIds = clientCashIds.Distinct().ToList();
|
||
if (clientCashIds.Any())
|
||
{
|
||
var clientCashRecords = DbContext.ClientCashInCashOut.Where(x => clientCashIds.Contains(x.id)).ToList();
|
||
DbContext.ClientCashInCashOut.RemoveRange(clientCashRecords);
|
||
}
|
||
|
||
var legacyCashRecords = GetLegacyAutoSwapClientCashRecords(legacyAutoEvents, clientCashIds);
|
||
if (legacyCashRecords.Any())
|
||
{
|
||
DbContext.ClientCashInCashOut.RemoveRange(legacyCashRecords);
|
||
}
|
||
}
|
||
}
|
||
DbContext.swap_event.RemoveRange(swapEvents);
|
||
DbContext.eod_swap.RemoveRange(eodSwaps);
|
||
DbContext.SaveChanges();
|
||
}
|
||
|
||
private List<int> GetAutoSwapClientCashIds(swap_event swapEvent)
|
||
{
|
||
if (swapEvent == null || string.IsNullOrWhiteSpace(swapEvent.EventData))
|
||
{
|
||
return new List<int>();
|
||
}
|
||
|
||
try
|
||
{
|
||
var unwindData = JsonConvert.DeserializeObject<UnwindData>(swapEvent.EventData);
|
||
return unwindData?.ClientCashIds?.Where(x => x > 0).Distinct().ToList() ?? new List<int>();
|
||
}
|
||
catch
|
||
{
|
||
return new List<int>();
|
||
}
|
||
}
|
||
|
||
protected virtual List<ClientCashInCashOut> GetLegacyAutoSwapClientCashRecords(List<swap_event> swapEvents, List<int> excludedClientCashIds)
|
||
{
|
||
if (swapEvents == null || !swapEvents.Any())
|
||
{
|
||
return new List<ClientCashInCashOut>();
|
||
}
|
||
|
||
var eventIds = swapEvents.Select(x => x.id).ToList();
|
||
var flowEvents = FindFlowEventsByEventIds(eventIds);
|
||
var manualClientCashIds = FindManualClientCashIds(swapEvents.First().SwapTradeId);
|
||
var records = new List<ClientCashInCashOut>();
|
||
|
||
foreach (var swapEvent in swapEvents)
|
||
{
|
||
UnwindData unwindData = null;
|
||
if (!string.IsNullOrWhiteSpace(swapEvent.EventData))
|
||
{
|
||
try
|
||
{
|
||
unwindData = JsonConvert.DeserializeObject<UnwindData>(swapEvent.EventData);
|
||
}
|
||
catch
|
||
{
|
||
}
|
||
}
|
||
|
||
var eventFlowEvents = flowEvents.Where(x => x.EventId == swapEvent.id).ToList();
|
||
var candidateDates = new HashSet<DateTime> { swapEvent.ValueDate.Date };
|
||
if (unwindData?.PayDate != null)
|
||
{
|
||
candidateDates.Add(unwindData.PayDate.Value.Date);
|
||
}
|
||
eventFlowEvents.Where(x => x.PayDate.HasValue).ToList().ForEach(x => candidateDates.Add(x.PayDate.Value.Date));
|
||
|
||
var allCashRecords = FindClientCashRecords(swapEvent.SwapTradeId);
|
||
var eventRecords = allCashRecords
|
||
.Where(x => !excludedClientCashIds.Contains(x.id)
|
||
&& !manualClientCashIds.Contains(x.id)
|
||
&& (x.Action == ClientCashInCashOut.系统操作_预付金返息 || x.Action == ClientCashInCashOut.系统操作_互换))
|
||
.ToList()
|
||
.Where(x => x.HappenDate.HasValue && candidateDates.Contains(x.HappenDate.Value.Date))
|
||
.Where(x => IsLegacyAutoSwapClientCashRecord(x, unwindData))
|
||
.ToList();
|
||
|
||
records.AddRange(eventRecords);
|
||
}
|
||
|
||
return records.GroupBy(x => x.id).Select(x => x.First()).ToList();
|
||
}
|
||
|
||
private bool IsLegacyAutoSwapClientCashRecord(ClientCashInCashOut cashRecord, UnwindData unwindData)
|
||
{
|
||
if (unwindData == null)
|
||
{
|
||
return true;
|
||
}
|
||
|
||
var amount = Convert.ToDecimal(cashRecord.Money ?? 0);
|
||
if (cashRecord.Action == ClientCashInCashOut.系统操作_预付金返息)
|
||
{
|
||
return unwindData.SwapMarginRebatePnl != 0
|
||
&& amount == -unwindData.SwapMarginRebatePnl;
|
||
}
|
||
|
||
if (cashRecord.Action == ClientCashInCashOut.系统操作_互换)
|
||
{
|
||
return (unwindData.SwapCloseAmount != 0 && amount == -unwindData.SwapCloseAmount)
|
||
|| (unwindData.SwapDividendPnl != 0 && amount == -unwindData.SwapDividendPnl)
|
||
|| (unwindData.SwapRealizedPnL != 0 && amount == -unwindData.SwapRealizedPnL);
|
||
}
|
||
|
||
return false;
|
||
}
|
||
/// <summary>
|
||
/// 获取上一交易日
|
||
/// </summary>
|
||
/// <param name="valueDate">当前交易日</param>
|
||
/// <returns></returns>
|
||
public DateTime GetPreValueDate(DateTime valueDate)
|
||
{
|
||
var preSettleDate = valuedateBLL.GetNonHolidayDefore(valueDate.AddDays(-1));//上一交易日
|
||
return preSettleDate;
|
||
}
|
||
/// <summary>
|
||
/// 判断交易上一交易日是否收盘
|
||
/// </summary>
|
||
/// <param name="valueDate">交易日期</param>
|
||
/// <param name="tradeStartDate">交易开始日期</param>
|
||
/// <returns></returns>
|
||
/// <exception cref="ServiceException"></exception>
|
||
public DateTime CheckLastEod(DateTime valueDate, DateTime tradeStartDate, int tradeId)
|
||
{
|
||
var preSettleDate = GetPreValueDate(valueDate);//上一交易日期
|
||
List<eod_swap_position> lastEodPositions = new SwapEodPositionService(this).GetPreEodPositions(tradeId, preSettleDate);//上一交易数据
|
||
if (preSettleDate > tradeStartDate && lastEodPositions.Count == 0)
|
||
{
|
||
throw new ServiceException($"上一交易日【{preSettleDate:D}】未收盘");
|
||
}
|
||
return preSettleDate;
|
||
}
|
||
/// <summary>
|
||
/// 是否有审批流程
|
||
/// </summary>
|
||
/// <returns></returns>
|
||
public bool HasTradeProcess()
|
||
{
|
||
return DbContext.approvalprocess.Where(t => t.processType == "TradeProcess").Any();
|
||
}
|
||
}
|
||
}
|