This commit is contained in:
akulikov 2024-12-03 16:52:26 +03:00
parent 1940d47344
commit 968616c93d
2 changed files with 18 additions and 4 deletions

View file

@ -178,6 +178,9 @@ public class KSRepLccValueReportBuilder extends CSVReportBuilder<EmptyParams, KS
)
);
posMoneys.put(currencyId, posMoney);
log.debug("tkr = {}: ObligMoney[{}] = {}", tkr, rate.getCurrency(), obligMoneys.get(currencyId));
log.debug("tkr = {}: DemandMoney[{}} = {}", tkr, rate.getCurrency(), demandMoneys.get(currencyId));
log.debug("tkr = {}: PosMoney[{}] = {}", tkr, rate.getCurrency(), posMoney);
ImdgPredicateBuilder currencyPairPB = currencyPairDictionaryImdg.predicateBuilder();
Collection<CurrencyPairDictionary> currencyPair = currencyPairDictionaryImdg.getCollectionObjectsByPredicate(
@ -206,15 +209,19 @@ public class KSRepLccValueReportBuilder extends CSVReportBuilder<EmptyParams, KS
riskParameter.setValue(riskValue);
risk.put(currencyId, riskParameter);
}
log.info("tkr = {}: Risk[{}] = {}", tkr, rate.getCurrency(), risk.get(currencyId).getValue());
m0Value = m0Value.add(posMoney.multiply(rate.getValue()).multiply(riskValue));
sValue = sValue.add(posMoney.multiply(rate.getValue()));
log.debug("tkr = {}: Risk[{}] = {}", tkr, rate.getCurrency(), risk.get(currencyId));
}
BigDecimal NPR = sValue.subtract(m0Value);
log.debug("tkr = {}: M0 = {}", tkr, m0Value);
log.debug("tkr = {}: S = {}", tkr, sValue);
log.debug("tkr = {}: NPR = {}", tkr, NPR);
BigDecimal lockValue = BigDecimal.ZERO;
BigDecimal freeValue = BigDecimal.ZERO;
@ -265,6 +272,10 @@ public class KSRepLccValueReportBuilder extends CSVReportBuilder<EmptyParams, KS
row.setLockQuantity(lockQuantity);
row.setFreeQuantity(freeQuantity);
log.debug("tkr = {}: Quantity[{}] = {}", tkr, rate.getCurrency(), quantity);
log.debug("tkr = {}: FreeQuantity (delta) [{}] = {}", tkr, rate.getCurrency(), freeQuantity);
log.debug("tkr = {}: LockQuantity [{}] = {}", tkr, rate.getCurrency(), lockQuantity);
lockValue = lockValue.add(lockQuantity.multiply(rate.getValue()));
freeValue = freeValue.add(freeQuantity.multiply(rate.getValue()));
@ -274,6 +285,8 @@ public class KSRepLccValueReportBuilder extends CSVReportBuilder<EmptyParams, KS
}
}
log.debug("tkr = {}: LockValue = {}", tkr, lockValue);
log.debug("tkr = {}: FreeValue = {}", tkr, freeValue);
for (KSRepLccValueReport row : rowsForAdd) {
row.setLockValue(lockValue);
row.setFreeValue(freeValue);
@ -301,6 +314,7 @@ public class KSRepLccValueReportBuilder extends CSVReportBuilder<EmptyParams, KS
if (!rates.isEmpty()) {
currencyRate = rates.iterator().next();
} else {
log.warn("Can't get rate, use rates.value = 1");
Collection<Currency> currency = currencyImdg.getCollectionObjectsByPredicate(
currencyImdg.predicateBuilder().equals("currencyCode", securitySymbol)
);

View file

@ -1,8 +1,8 @@
reports-service.hazelcast.cluster-members=127.0.0.1:5701
reports-service.hazelcast.cluster-members=10.200.200.181:5701
reports-service.hazelcast.login=dev
reports-service.hazelcast.password=dev-pass
reports-service.kafka-consumer.bootstrap-servers=localhost:9092
reports-service.kafka-consumer.bootstrap-servers=10.200.200.181:9092
reports-service.kafka-consumer.group-id=dev-group-balance-service
reports-service.kafka-consumer.enable-auto-commit=false
reports-service.kafka-consumer.session-timeout-ms=30000
@ -10,7 +10,7 @@ reports-service.kafka-consumer.auto-offset-reset=latest
reports-service.kafka-consumer.linger-ms=1
reports-service.kafka-consumer.buffer-memory=33554432
reports-service.kafka-producer.bootstrap-servers=localhost:9092
reports-service.kafka-producer.bootstrap-servers=10.200.200.181:9092
reports-service.kafka-producer.acks=all
reports-service.kafka-producer.retries=0
reports-service.kafka-producer.batch-size=16384