// 2018-11-07 追加：
// NancyAbsProxyService::GetBasicAnalyticsData 中使用的是GET方式请求
// 参数类型为DataSet时，序列化后会出现参数过程，请求Nancy失败的情况
// 所以更新 GetBasicAnalyticsData 使用POST方式请求
public static BasicAnalyticsData Nancy_GetBasicAnalyticsData(string path, string dsPath, DataSet ds)
{
RestRequest request = new RestRequest(Method.POST);
request.Resource = "AbsManagement/GetBasicAnalyticsData";
var variables = JsonConvert.SerializeObject(ds);
request.AddParameter("variables", variables);
request.AddParameter("path", path);
request.AddParameter("dsPath", dsPath);
var rt = m_nancy.Execute(request);
BasicAnalyticsData obj = null;
try
{
obj = JsonConvert.DeserializeObject <BasicAnalyticsData>(rt.ContentJson);
}
catch (Exception e)
{
throw new ApplicationException("读取Cashflow失败：" + Environment.NewLine + rt.ContentJson);
}
return(obj);
}
public void GenerateNextDataset(int projectId)
{
CommUtils.Assert(m_isInitialized, "AssetModifier hasn't been initialized!");
var project = m_dbAdapter.Project.GetProjectById(projectId);
var datasetFolder = m_dbAdapter.Dataset.GetDatasetFolder(project, m_asOfDay);
CommUtils.Assert(Directory.Exists(datasetFolder), "Load dataset [" + project.ProjectGuid + "][" + m_asOfDay + "] failed!");
if (!m_nextAsOfDay.HasValue)
{
return;
}
//Create folder for next dataset if not exists.
var nextDatasetFolder = m_dbAdapter.Dataset.GetDatasetFolder(project, m_nextAsOfDay.Value);
if (!Directory.Exists(nextDatasetFolder))
{
try
{
Directory.CreateDirectory(nextDatasetFolder);
}
catch (Exception e)
{
throw new ApplicationException("Create dataset [" + project.ProjectGuid + "][" + m_asOfDay + "] folder failed! Exception: " + e.Message);
}
}
//Copy and modify collertal.csv
var collateralPath = Path.Combine(datasetFolder, "collateral.csv");
var nextCollateralPath = Path.Combine(nextDatasetFolder, "collateral.csv");
FileUtils.Copy(collateralPath, nextCollateralPath);
var amortizationPath = Path.Combine(datasetFolder, "AmortizationSchedule.csv");
var nextAmortizationPath = Path.Combine(nextDatasetFolder, "AmortizationSchedule.csv");
FileUtils.Copy(amortizationPath, nextAmortizationPath, false);
var promisedCashflowPath = Path.Combine(datasetFolder, "PromisedCashflow.csv");
var nextPromisedCashflowPath = Path.Combine(nextDatasetFolder, "PromisedCashflow.csv");
FileUtils.Copy(promisedCashflowPath, nextPromisedCashflowPath, false);
var reinvestmentPath = Path.Combine(datasetFolder, "Reinvestment.csv");
var nextReinvestmentPath = Path.Combine(nextDatasetFolder, "Reinvestment.csv");
FileUtils.Copy(reinvestmentPath, nextReinvestmentPath, false);
var currentCombileVaiablesPath = Path.Combine(datasetFolder, "CombinedVariables.csv");
var nextCombileVaiablesPath = Path.Combine(nextDatasetFolder, "CombinedVariables.csv");
FileUtils.Copy(currentCombileVaiablesPath, nextCombileVaiablesPath, false);
var currentVariablesPath = Path.Combine(datasetFolder, "CurrentVariables.csv");
var nextCurrentVariablesPath = Path.Combine(nextDatasetFolder, "CurrentVariables.csv");
FileUtils.Copy(currentVariablesPath, nextCurrentVariablesPath, false);
var futureVariablesPath = Path.Combine(datasetFolder, "FutureVariables.csv");
var nextFutureVariablesPath = Path.Combine(nextDatasetFolder, "FutureVariables.csv");
FileUtils.Copy(futureVariablesPath, nextFutureVariablesPath, false);
var pastVariablesPath = Path.Combine(datasetFolder, "PastVariables.csv");
var nextPastVariablesPath = Path.Combine(nextDatasetFolder, "PastVariables.csv");
FileUtils.Copy(pastVariablesPath, nextPastVariablesPath, false);
BasicAnalyticsData basicAnalyticsData = NancyUtils.GetBasicAnalyticsData(projectId, null, m_asOfDay);
//AssetId, 剩余本金
var dictPrincipalBalance = new Dictionary <int, double>();
foreach (var assetCashFlow in basicAnalyticsData.BasicAssetCashflow.BasicAssetCashflowItems)
{
if (assetCashFlow.PaymentDate == m_paymentDay)
{
dictPrincipalBalance[assetCashFlow.AssetId] = assetCashFlow.Performing;
}
}
var collateralCsv = new CollateralCsv();
collateralCsv.Load(nextCollateralPath);
foreach (var record in collateralCsv)
{
var assetId = record.AssetId;
//更新封包日日期
collateralCsv.UpdateCellValue(assetId, "AsOfDate",
m_nextAsOfDay.Value.ToString("MM/dd/yyyy"));
//更新剩余本金
collateralCsv.UpdateCellValue(assetId, "PrincipalBalance",
dictPrincipalBalance.ContainsKey(assetId) ? dictPrincipalBalance[assetId].ToString() : "0");
if (collateralCsv.ContainsColumn("AccrueFromAsOfDate"))
{
collateralCsv.UpdateCellValue(assetId, "AccrueFromAsOfDate", "FALSE");
}
}
collateralCsv.Save(nextCollateralPath);
ProcessVaiables(m_dbAdapter.Dataset.GetYmlFolder(project), basicAnalyticsData);
if (m_previousPaymentDay != m_paymentDay && File.Exists(nextPromisedCashflowPath))
{
var p = new PromisedCashflowCsv(nextPromisedCashflowPath);
p.Load();
p.Records = p.Records.Where(o => o.PaymentDate > m_previousPaymentDay).ToList();
p.Save();
}
}
private void ProcessVaiables(string projectFolder, BasicAnalyticsData basicAnalyticsData)
{
double sumPrincipal = basicAnalyticsData.BasicAssetCashflow.BasicAssetCashflowItems
.Where(x => x.PaymentDate == m_paymentDay).Sum(x => x.Principal);
double sumInterest = basicAnalyticsData.BasicAssetCashflow.BasicAssetCashflowItems
.Where(x => x.PaymentDate == m_paymentDay).Sum(x => x.Interest);
NancyBasicCashflowItem basicCashflowItem = basicAnalyticsData.BasicCashflow.BasicCashflowItems.Where(x => x.PaymentDate == m_previousPaymentDay).Single();
VariablesHelper helper = new VariablesHelper(Path.Combine(projectFolder, m_nextAsOfDay.Value.ToString("yyyyMMdd")));
helper.Load();
helper.TranferToAsofdate(m_nextAsOfDay.Value);
helper.Save(Path.Combine(projectFolder, m_nextAsOfDay.Value.ToString("yyyyMMdd")));
//{
// var nextCurrentVariablesPath = Path.Combine(nextDatasetFolder, "CurrentVariables.csv");
// var nextFutureVariablesPath = Path.Combine(nextDatasetFolder, "FutureVariables.csv");
// var nextPastVariablesPath = Path.Combine(nextDatasetFolder, "PastVariables.csv");
// currentVariablesCsv = new VariablesCsv();
// currentVariablesCsv.Load(nextCurrentVariablesPath);
// //current variables中的 日期指的是前一个偿付日
// currentVariablesCsv.UpdateColumnDate(m_previousPaymentDay, m_paymentDay);
// futureVariablesCsv = new VariablesCsv();
// futureVariablesCsv.Load(nextFutureVariablesPath);
// if (m_paymentDay != m_previousPaymentDay)
// {
// futureVariablesCsv.RemoveColumn(m_previousPaymentDay);
// }
// //在PastVariables.csv中填入 支付日
// var pastVariablesCsv = new VariablesCsv();
// pastVariablesCsv.Load(nextPastVariablesPath);
// m_dealSchedule.PaymentDates.Where(x => x < m_paymentDay).ToList().ForEach(x =>
// {
// if (!pastVariablesCsv.DateColumns.Contains(x))
// {
// pastVariablesCsv.DateColumns.Add(x);
// }
// });
// pastVariablesCsv.Save(nextPastVariablesPath);
//}
//资产覆盖现金流的情况下，资产端的本金和利息一般是0
//这时如果将 Collateral.InterestCollection 和 Collateral.PrincipalCollection 填 0，会导致证券端偿付金额为 0，不填即可
if (MathUtils.MoneyNE(sumInterest, 0) && MathUtils.MoneyNE(sumPrincipal, 0))
{
helper.UpdateVariableValue("Collateral.InterestCollection", m_asOfDay, sumInterest.ToString());
helper.UpdateVariableValue("Collateral.PrincipalCollection", m_asOfDay, sumPrincipal.ToString());
}
string reserveAmount = "";
//第一期生成第二期数据时，由于CurrentVariables.csv中支付日是第一个支付日
//Reserve账户会重新计算，所以不需要在ReserveAmount中填值
if (m_paymentDay != m_dealSchedule.PaymentDates.First())
{
reserveAmount = basicCashflowItem.ReserveAmountEndBalance.ToString();
}
helper.UpdateVariableValue("ReserveAmount", m_asOfDay, reserveAmount);
//第一期要特殊处理（生成第N期PaymentDate模型时，填写参数的ColumnName从第N-1期开始）
if (m_paymentDay != m_previousPaymentDay)
{
foreach (var note in basicCashflowItem.Notes)
{
var principal = (note.BeginningPrincipalOutstanding - note.PrincipalReceived).ToString();
helper.UpdateVariableValue(note.NoteName, m_paymentDay, principal);
}
}
helper.Save(Path.Combine(projectFolder, m_nextAsOfDay.Value.ToString("yyyyMMdd")));
}
