private void GeneratePercentTable(IncomeDistributionReport obj, List <Dataset> datasetList, List <Note> notes, DateTime[] paymentDates)
{
obj.PrincipalTable = new List <CashItem>();
var rowCount = Math.Min(datasetList.Count, paymentDates.Length);
for (int i = 0; i < datasetList.Count; ++i)
{
var dataset = datasetList[i];
var cashItem = new CashItem();
var noteDatas = m_dbAdapter.Dataset.GetNoteDatas(dataset.DatasetId);
cashItem.Date = dataset.PaymentDate.Value;
cashItem.Percent = new Dictionary <string, decimal>();
foreach (var noteData in noteDatas)
{
var note = notes.Single(x => x.NoteId == noteData.NoteId);
CommUtils.AssertNotNull(noteData.PrincipalPaid, "请核兑付日为[{0}]期的相关数据，才能够生成本期报告", dataset.PaymentDate.Value.ToString("yyyy-MM-dd"));
cashItem.Percent[note.ShortName] = noteData.PrincipalPaid.Value / note.Notional.Value;
}
obj.PrincipalTable.Add(cashItem);
}
obj.PrincipalTable.Reverse();
obj.SumPrincipalTable = new CashItem();
obj.SumPrincipalTable.Percent = new Dictionary <string, decimal>();
foreach (var note in notes)
{
obj.SumPrincipalTable.Percent[note.ShortName] = obj.PrincipalTable.Sum(x => x.Percent[note.ShortName]);
}
}
public IncomeDistributionReport InitializeIncDisReport()
{
var incDisReport = new IncomeDistributionReport();
incDisReport.Sequence = 1;
incDisReport.DenominationDetail = null;
incDisReport.RepayDetail = "分期偿还情况";
incDisReport.RepayDetailWithHyphen = "分期偿还情况（使用带-的券名）";
incDisReport.RepayDetailWithHyphenByJinTai = "分期偿还情况（使用带-的券名)(金泰专用）";
incDisReport.RepayPrincipalDetail = "分期偿还本金情况（对应白鹭2016-1中的【注：】中内容）";
incDisReport.EquityRegisterDetail = "权益登记日详情（对应白鹭2016-1）";
incDisReport.EquityRegisterDetailByJinTai = "权益登记日详情（金泰专用）";
incDisReport.EquityRegisterDetailByZhongGang = "权益登记日详情（中港专用）";
incDisReport.DurationDayCount = 2;
incDisReport.AccrualDateSum = 3;
incDisReport.PreviousT = new DateTime();
incDisReport.T = new DateTime();
incDisReport.T_1 = new DateTime();
incDisReport.Date = new DateTime();
incDisReport.BeginAccrualDate = new DateTime();
incDisReport.EndAccrualDate = new DateTime();
incDisReport.TaskEndTime = new DateTime();
Func <ChineseAbs.ABSManagement.Pattern.PaymentDetail> initPaymentDetail = () =>
new ChineseAbs.ABSManagement.Pattern.PaymentDetail
{
Sequence = 0,
NameCN = "NameCN",
NameCNHyphen = "NameCNHyphen",
NameEN = "NameEN",
NameENUnderline = "NameENUnderline",
NameENHyphen = "NameENHyphen",
Residual = 123.4m,
UnitMoney = 123.5m,
UnitPrincipal = 123.6m,
UnitInterest = 123.7m,
Notional = 1.8m,
UnitCount = 3,
Money = 2.0m,
Principal = 2.1m,
Interest = 2.2m,
Denomination = 2.3m,
IsEquity = true,
CouponString = "CouponString"
};
ChineseAbs.ABSManagement.Pattern.PaymentDetail payDetail = initPaymentDetail();
incDisReport.PriorSecurityList = new List <ABSManagement.Pattern.PaymentDetail>();
incDisReport.SubSecurityList = new List <ABSManagement.Pattern.PaymentDetail>
{
initPaymentDetail(),
initPaymentDetail()
};
incDisReport.SecurityList = new List <ABSManagement.Pattern.PaymentDetail>
{
initPaymentDetail(),
initPaymentDetail()
};
incDisReport.Sum = initPaymentDetail();
incDisReport.SumPrior = initPaymentDetail();
incDisReport.SumSub = initPaymentDetail();
incDisReport.PrincipalTable = new List <CashItem>
{
new CashItem {
Date = new DateTime(), Percent = new Dictionary <string, decimal> ()
},
new CashItem {
Date = new DateTime(), Percent = new Dictionary <string, decimal> ()
}
};
incDisReport.Security = new Dictionary <string, ChineseAbs.ABSManagement.Pattern.PaymentDetail>();
incDisReport.Security.Add("T1key", incDisReport.SumPrior);
incDisReport.Security.Add("T2key", incDisReport.SumPrior);
incDisReport.SumPrincipalTable = new CashItem
{
Date = new DateTime(),
Percent = new Dictionary <string, decimal>()
};
return(incDisReport);
}
protected override object MakeObjectInstance()
{
var logicModel = new ProjectLogicModel(m_userName, m_project);
var schedule = logicModel.DealSchedule.Instanse;
var firstNoteAccrualDates = schedule.NoteAccrualDates.First().Value;
var firstNoteName = schedule.NoteAccrualDates.First().Key;
foreach (var key in schedule.NoteAccrualDates.Keys)
{
var noteAccrualDates = schedule.NoteAccrualDates[key];
CommUtils.AssertEquals(firstNoteAccrualDates.Length, noteAccrualDates.Length,
"检测到证券期数不一致，[{0}]={1},[{2}]={3}",
firstNoteName, firstNoteAccrualDates.Length,
key, noteAccrualDates.Length);
for (int i = 0; i < firstNoteAccrualDates.Length; i++)
{
CommUtils.Assert(firstNoteAccrualDates[i] == noteAccrualDates[i],
"检测到第[{0}]期证券Accrual date不一致，[{1}]={2}，[{3}]={4}",
i + 1, firstNoteName, firstNoteAccrualDates[i].ToShortDateString(),
key, noteAccrualDates[i].ToShortDateString());
}
}
//从第N期开始模型数据时，getDealSchedule中不包含前几期的PaymentDate
List <DateTime> paymentDates = schedule.PaymentDates.ToList();
if (m_project.CnabsDealId.HasValue)
{
paymentDates = m_dbAdapter.Model.GetPaymentDates(m_project.CnabsDealId.Value);
}
var datasets = m_dbAdapter.Dataset.GetDatasetByProjectId(m_project.ProjectId);
var paymentDate = paymentDates.First(x => x == m_paymentDay);
var sequence = paymentDates.FindIndex(x => x == m_paymentDay);
datasets = datasets.Where(x => x.PaymentDate.HasValue && x.PaymentDate.Value <= paymentDate).ToList();
var findDatasets = datasets.Where(x => x.PaymentDate.HasValue && x.PaymentDate.Value == paymentDate).ToList();
findDatasets.Sort((l, r) => l.AsOfDate.CompareTo(r.AsOfDate));
CommUtils.Assert(findDatasets.Count >= 1, "找不到偿付期为 [{0}] 的数据模型", DateUtils.DateToString(paymentDate));
var dataset = findDatasets[0];
var datasetId = dataset.DatasetId;
var notes = m_dbAdapter.Dataset.GetNotes(m_project.ProjectId);
var noteDatas = m_dbAdapter.Dataset.GetNoteDatas(datasetId);
//初始化note信息
List <Note> cnabsNotes = new ProjectLogicModel(m_userName, m_project).Notes;
var datasetFolder = m_dbAdapter.Dataset.GetDatasetFolder(m_project, dataset.AsOfDate);
var variablesCsv = new VariablesHelper(datasetFolder);
var futureVariablesPath = Path.Combine(datasetFolder, "FutureVariables.csv");
var variables = variablesCsv.GetVariablesByDate(dataset.PaymentDate.Value);
var rateResetRecords = InterestRateUtils.RateResetRecords(variables);
var idrObj = new IncomeDistributionReport();
idrObj.Sequence = sequence + 1;
idrObj.SequenceCN = idrObj.Sequence.ToCnString();
idrObj.Security = new Dictionary <string, PaymentDetail>();
idrObj.PriorSecurityList = new List <PaymentDetail>();
idrObj.SubSecurityList = new List <PaymentDetail>();
idrObj.SecurityList = new List <PaymentDetail>();
idrObj.BeginAccrualDate = sequence == 0 ? schedule.FirstAccrualDate : schedule.NoteAccrualDates.First().Value[sequence - 1];
idrObj.EndAccrualDate = schedule.NoteAccrualDates.First().Value[sequence];
idrObj.AccrualDateSum = (idrObj.EndAccrualDate - idrObj.BeginAccrualDate).Days;
for (int i = 0; i < notes.Count; i++)
{
var note = notes[i];
note.CouponString = InterestRateUtils.CalculateCurrentCouponRate(cnabsNotes[i].CouponString, rateResetRecords);
var noteData = noteDatas.Single(x => x.NoteId == note.NoteId);
CommUtils.Assert(noteData.HasValue, "兑付日为[{0}]的偿付期内，证券端现金流类型的工作未核对", paymentDate.ToShortDateString());
idrObj.Security[note.ShortName] = GeneratePaymentDetail(note, noteData, idrObj.Security.Count + 1);
if (note.IsEquity)
{
idrObj.SubSecurityList.Add(GeneratePaymentDetail(note, noteData, idrObj.SubSecurityList.Count + 1));
}
else
{
idrObj.PriorSecurityList.Add(GeneratePaymentDetail(note, noteData, idrObj.PriorSecurityList.Count + 1));
}
idrObj.SecurityList.Add(GeneratePaymentDetail(note, noteData, idrObj.SecurityList.Count(x => x.Money != 0) + 1));
}
Func <IEnumerable <PaymentDetail>, PaymentDetail> sum = (values) => new PaymentDetail
{
Residual = values.Sum(x => x.Residual),
Principal = values.Sum(x => x.Principal),
Interest = values.Sum(x => x.Interest),
Money = values.Sum(x => x.Money),
UnitCount = values.Sum(x => x.UnitCount),
SumPaymentAmount = values.Sum(x => x.SumPaymentAmount)
};
idrObj.Sum = sum(idrObj.Security.Values);
idrObj.SumPrior = sum(idrObj.Security.Values.Where(x => !x.IsEquity));
idrObj.SumSub = sum(idrObj.Security.Values.Where(x => x.IsEquity));
GeneratePercentTable(idrObj, datasets, notes, schedule.PaymentDates);
idrObj.RepayDetail = GenerateRepayDetail(idrObj.SecurityList, x => x.NameCN);
idrObj.RepayDetailWithHyphen = GenerateRepayDetail(idrObj.SecurityList, x => x.NameCNHyphen);
idrObj.RepayDetailWithHyphenByJinTai = GenerateRepayDetailByJinTai(idrObj.SecurityList, x => x.NameCNHyphen);
idrObj.RepayPrincipalDetail = GenerateRepayPrincipalDetail(idrObj.SecurityList);
idrObj.DenominationDetail = GenerateDenominationDetail(idrObj.SecurityList);
idrObj.EquityRegisterDetail = GenerateEquityRegisterDetail(idrObj.SecurityList, dataset.PaymentDate.Value);
idrObj.EquityRegisterDetailByJinTai = GenerateEquityRegisterDetailByJinTai(idrObj.SecurityList, dataset.PaymentDate.Value);
idrObj.EquityRegisterDetailByZhongGang = GenerateEquityRegisterDetailByZhongGang(idrObj.SecurityList, dataset.PaymentDate.Value);
idrObj.EquityRegisterDetailByYingBinGuan = GenerateEquityRegisterDetailByYingBinGuan(idrObj.SecurityList, dataset.PaymentDate.Value);
idrObj.T = dataset.PaymentDate.Value;
if (paymentDates.First() == idrObj.T)
{
idrObj.PreviousT = schedule.ClosingDate;
}
else
{
var previousIndex = paymentDates.IndexOf(idrObj.T) - 1;
idrObj.PreviousT = paymentDates[previousIndex];
}
idrObj.DurationDayCount = (idrObj.T - idrObj.PreviousT).Days;
var t_1 = dataset.PaymentDate.Value.AddDays(-1);
while (!CalendarCache.IsTradingDay(t_1))
{
t_1 = t_1.AddDays(-1);
}
idrObj.T_1 = t_1;
idrObj.Date = DateTime.Today;
idrObj.TaskEndTime = m_timeStamp;
return(idrObj);
}
public DemoJianYuanReport()
{
DistInfo = new IncomeDistributionReport();
}
