treshenkov/clearing
1
0
Fork 0
Code Issues Pull requests Projects Releases Packages Wiki Activity Actions

http://jira.mfd.msk:8088/browse/CLS-1022

Browse source
This commit is contained in:
etreschenkov 2026-05-19 18:55:43 +03:00
parent b7424f63a7
commit 564bb58e2c
3 changed files with 13 additions and 9 deletions
Show stats Download patch file Download diff file Expand all files Collapse all files

2
clearing-parent/default-management/src/main/java/ru/spcex/clearing/dflt/management/listener/TaskListener.java
View file

@ -191,7 +191,7 @@ public class TaskListener extends QueueConsumer implements InitializingBean {
Registry amfRegistry = null; Registry amfRegistry = null;
boolean isRubPmt = pmtRegistry.getSecuritySymbol().equals(CurrencyCode.RUB.getKey()); boolean isRubPmt = pmtRegistry.getSecuritySymbol().equals(CurrencyCode.RUB.getKey());
if (!isRubPmt) { if (!isRubPmt) {
amfRegistry = imdgQueryService.findAmtRegistry(pmtRegistry, CurrencyCode.RUB.getKey()); amfRegistry = imdgQueryService.findAmfRegistry(pmtRegistry, CurrencyCode.RUB.getKey());
} }
String currency = isRubPmt ? CurrencyCode.CNY.getKey() : pmtRegistry.getSecuritySymbol(); String currency = isRubPmt ? CurrencyCode.CNY.getKey() : pmtRegistry.getSecuritySymbol();

2
clearing-parent/default-management/src/main/java/ru/spcex/clearing/dflt/management/service/ImdgQueryService.java
View file

@ -329,7 +329,7 @@ public class ImdgQueryService {
); );
} }
public Registry findAmtRegistry(Registry registry, String securitySymbol) { public Registry findAmfRegistry(Registry registry, String securitySymbol) {
ImdgPredicateBuilder pb = registryImdg.predicateBuilder(); ImdgPredicateBuilder pb = registryImdg.predicateBuilder();
return registryImdg.getSingleObjectByPredicate( return registryImdg.getSingleObjectByPredicate(
pb.and( pb.and(

18
clearing-parent/default-management/src/main/java/ru/spcex/clearing/dflt/management/service/OrderCalculationService.java
View file

@ -94,7 +94,7 @@ public class OrderCalculationService {
throw new IllegalStateException(String.format("Not fond rate by security symbol: %s", CurrencyCode.CNY.getKey())); throw new IllegalStateException(String.format("Not fond rate by security symbol: %s", CurrencyCode.CNY.getKey()));
} }
BigDecimal rateValue = rates.getValue(); BigDecimal rateValue = rates.getValue();
BigDecimal sum3 = mathCeil(sum1, lotSize); BigDecimal sum3 = sum1.divide(BigDecimal.valueOf(lotSize), 0, RoundingMode.DOWN);
BigDecimal sum4 = sum3.multiply(rateValue, MC).negate(); BigDecimal sum4 = sum3.multiply(rateValue, MC).negate();
BigDecimal sum5 = sum3.negate(); BigDecimal sum5 = sum3.negate();
@ -116,12 +116,12 @@ public class OrderCalculationService {
} }
BigDecimal rateValue = rates.getValue(); BigDecimal rateValue = rates.getValue();
BigDecimal sum1 = planPosition.divide(rateValue, MC).abs(); BigDecimal sum1 = planPosition.divide(rateValue, MC).abs(); //sum1 - рубли в юани
Registry am_f = imdgQueryService.findAmtRegistry(registry, "CNY"); Registry am_f = imdgQueryService.findAmfRegistry(registry, "CNY");
Collection<Registry> om_ts = imdgQueryService.findOTRegistry(registry, RegistryTradingParams.OM_T, "CNY"); Collection<Registry> om_ts = imdgQueryService.findOTRegistry(registry, RegistryTradingParams.OM_T, "CNY");
Collection<Registry> tm_ts = imdgQueryService.findOTRegistry(registry, RegistryTradingParams.TM_T, "CNY"); Collection<Registry> tm_ts = imdgQueryService.findOTRegistry(registry, RegistryTradingParams.TM_T, "CNY");
log.trace("calculation for {}[{}]: AM*T[{}], OM*T[{}], TM*T[{}]", log.trace("calculation for {}[{}]: AM*F[{}], OM*T[{}], TM*T[{}]",
registry.getRegistryCode(), registry.getRegistryCode(),
registry.getId(), registry.getId(),
am_f != null ? am_f.getId() : null, am_f != null ? am_f.getId() : null,
@ -132,8 +132,12 @@ public class OrderCalculationService {
.add(safeSumBD(tm_ts, Registry::getBalance)); .add(safeSumBD(tm_ts, Registry::getBalance));
BigDecimal sum2 = planPositionCny.setScale(lotSize, RoundingMode.HALF_DOWN); BigDecimal sum2 = planPositionCny.setScale(lotSize, RoundingMode.HALF_DOWN);
BigDecimal y = sum1.min(sum2); BigDecimal lotSizBC = BigDecimal.valueOf(lotSize);
BigDecimal sum3 = mathCeil(y, lotSize).negate(); BigDecimal lotSizeCny = sum1.divide(lotSizBC, 0, RoundingMode.DOWN);
BigDecimal lotSizeCnyByAmf = sum2.divide(lotSizBC, 0, RoundingMode.DOWN);
log.trace("quantityLot by pmt: {}/{}={}", sum1, lotSizeCny, lotSizeCny);
log.trace("quantityLot by amf: {}/{}={}", sum2, lotSizeCny, lotSizeCnyByAmf);
BigDecimal sum3 = lotSizeCny.min(lotSizeCnyByAmf).negate();
BigDecimal sum4 = sum3.multiply(rateValue, MC).negate(); BigDecimal sum4 = sum3.multiply(rateValue, MC).negate();
BigDecimal sum5 = sum3.negate(); BigDecimal sum5 = sum3.negate();
@ -170,7 +174,7 @@ public class OrderCalculationService {
return "RUB".equals(registry.getSecuritySymbol()); return "RUB".equals(registry.getSecuritySymbol());
} }
private BigDecimal mathCeil(BigDecimal val, Integer multiplicity) { public static BigDecimal mathCeil(BigDecimal val, Integer multiplicity) {
return BigDecimal.valueOf(Math.ceil(val.doubleValue() / multiplicity)); return BigDecimal.valueOf(Math.ceil(val.doubleValue() / multiplicity));
} }
} }