http://jira.mfd.msk:8088/browse/CLS-943

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

@@ -3,6 +3,7 @@ package ru.spcex.clearing.dflt.management.listener;
 import java.math.BigDecimal;
 import java.math.MathContext;
 import java.math.RoundingMode;
+import java.time.DayOfWeek;
 import java.time.LocalDate;
 import java.util.Collection;
 import java.util.Optional;
@@ -22,6 +23,7 @@ import ru.clearing.classes.statics.data.misc.OrderCurrency;
 import ru.clearing.classes.statics.data.misc.OvernightSettings;
 import ru.clearing.classes.statics.data.registry.Registry;
 import ru.clearing.classes.statics.data.registry.TradingClearingRegistry;
+import ru.clearing.classes.statics.data.scheduler.ClearingCalendar;
 import ru.clearing.classes.statics.data.security.CurrencyPairSecurity;
 import ru.clearing.classes.statics.data.security.Rates;
 import ru.clearing.classes.statics.data.security.RiskParameter;
@@ -34,6 +36,7 @@ import ru.spcex.clearing.platform.messaging.domain.cud.misc.OvernightSettingsNew
 import ru.spcex.clearing.platform.messaging.service.QueueConsumer;
 import ru.spcex.clearing.util.security.UserRoleVerification;
 import ru.spcex.platform.enumeration.CompanyRole;
+import ru.spcex.platform.enumeration.DayStatus;
 import ru.spcex.platform.enumeration.MarketType;
 import ru.spcex.platform.enumeration.OvernightType;
 import ru.spcex.platform.enumeration.Side;
@@ -61,6 +64,7 @@ public class TaskListener extends QueueConsumer implements InitializingBean {
     private final Imdg<Market> marketImdg;
     private final Imdg<RiskParameter> riskParameterImdg;
     private final Imdg<Rates> ratesImdg;
+    private final Imdg<ClearingCalendar> clearingCalendarImdg;
     private final DefaultManagementSettings settings;
 
     @Autowired
@@ -84,6 +88,7 @@ public class TaskListener extends QueueConsumer implements InitializingBean {
         this.marketImdg = imdgProvider.getImdg(IMDGDistributedNames.Map_Market, Market.class);
         this.riskParameterImdg = imdgProvider.getImdg(IMDGDistributedNames.Map_RiskParameter, RiskParameter.class);
         this.ratesImdg = imdgProvider.getImdg(IMDGDistributedNames.Map_Rates, Rates.class);
+        this.clearingCalendarImdg = imdgProvider.getImdg(IMDGDistributedNames.Map_ClearingCalendar, ClearingCalendar.class);
         this.orderCurrencyService = orderCurrencyService;
         this.settings = settings;
     }
@@ -378,6 +383,16 @@ public class TaskListener extends QueueConsumer implements InitializingBean {
                                RiskParameter riskParameter,
                                Side side,
                                String comment) {
+        CurrencyPairSecurity currencyPairSecurity = currencyPairSecurityImdg.getSingleObjectByID(listing.getSecurityId());
+        CurrencyPairDictionary currencyPairDictionary = currencyPairDictionaryImdg
+            .getSingleObjectByID(currencyPairSecurity.getCurrencyPairId());
+
+        BigDecimal s = defineTransferRate(currencyPairDictionary.getId(), registry.getSecuritySymbol());
+        BigDecimal n = numberOfDaysOfTransfer();
+        CalculationResultHolder resultHolder = calculationSwapSums(registry, listing.getLotSize().intValue(), s, n);
+        BigDecimal quantityLot = resultHolder.getSum3().abs();
+        BigDecimal price = swapPriceCalc(currencyPairDictionary.getBaseCurrency(), s, n);
+
         orderCurrency.setOvernightType("SWAP");
         orderCurrency.setMarket(market.getCode());
         orderCurrency.setListingId(listing.getId());
@@ -390,6 +405,8 @@ public class TaskListener extends QueueConsumer implements InitializingBean {
         orderCurrency.setStatus("CRET");
         orderCurrency.setComment(comment);
         orderCurrency.setRegistryId(registry.getId());
+        orderCurrency.setPrice(price);
+        orderCurrency.setQuantityLot(quantityLot);
     }
 
     private Listing findListingForRub(Registry registry, String market) {
@@ -468,7 +485,7 @@ public class TaskListener extends QueueConsumer implements InitializingBean {
         Registry amtRubRegistry = findAmtRegistry(registry, "RUB");
         BigDecimal planPositionRub = amtRubRegistry.getBalance();
 
-        Rates rates = findRates(registry);
+        Rates rates = findRates(registry.getSecuritySymbol());
         BigDecimal ratesValue = rates.getValue();
 
         BigDecimal sum2 = planPositionRub.divide(ratesValue, lotSize, RoundingMode.HALF_DOWN);
@@ -495,7 +512,7 @@ public class TaskListener extends QueueConsumer implements InitializingBean {
     //registry.securitySymbol == 'RUB'
     private CalculationResultHolder calculationSwapRubSums(Registry registry, Integer lotSize, BigDecimal s, BigDecimal n) {
         BigDecimal planPosition = registry.getBalance();
-        Rates cnyRates = findRates(registry);
+        Rates cnyRates = findRates(registry.getSecuritySymbol());
         BigDecimal ratesValue = cnyRates.getValue();
         BigDecimal sum1 = planPosition.divide(ratesValue, MC);
 
@@ -535,11 +552,11 @@ public class TaskListener extends QueueConsumer implements InitializingBean {
         );
     }
 
-    private Rates findRates(Registry registry) {
+    private Rates findRates(String securitySymbol) {
         ImdgPredicateBuilder predicateBuilder = registryImdg.predicateBuilder();
         return ratesImdg.getSingleObjectByPredicate(
             predicateBuilder.and(
-                predicateBuilder.equals("currency", registry.getSecuritySymbol()),
+                predicateBuilder.equals("currency", securitySymbol),
                 predicateBuilder.equals("valueDate", LocalDate.now()),
                 predicateBuilder.equals("workflowStatus", WorkflowStatus.Active.getKey())
             )
@@ -557,6 +574,39 @@ public class TaskListener extends QueueConsumer implements InitializingBean {
         );
     }
 
+    private BigDecimal swapPriceCalc(String baseCurrency, BigDecimal s, BigDecimal n) {
+        LocalDate now = LocalDate.now();
+        ImdgPredicateBuilder predicateBuilder = ratesImdg.predicateBuilder();
+        BigDecimal daysInYear = BigDecimal.valueOf(365);
+
+        Rates rates = ratesImdg.getSingleObjectByPredicate(
+            predicateBuilder.and(
+                predicateBuilder.equals("currency", baseCurrency),
+                predicateBuilder.equals("valueDate", now),
+                predicateBuilder.equals("workflowStatus", WorkflowStatus.Active.getKey())
+            )
+        );
+        BigDecimal rateValue = rates.getValue();
+        return rateValue.multiply(s, MC).multiply(n, MC).divide(daysInYear, MC);
+    }
+
+    private BigDecimal defineTransferRate(Long currencyPairDictionaryId, String securitySymbol) {
+        ImdgPredicateBuilder predicateBuilder = riskParameterImdg.predicateBuilder();
+        String securitySymbolCondition = securitySymbol.equals("RUB") ? "CNY" : securitySymbol;
+        RiskParameter riskParameter = riskParameterImdg.getSingleObjectByPredicate(
+            predicateBuilder.and(
+                predicateBuilder.equals("settlementType", "T0"),
+                predicateBuilder.equals("currencyPairId", currencyPairDictionaryId),
+                predicateBuilder.equals("baseCurrency", securitySymbolCondition)
+            )
+        );
+        return riskParameter.getQuoteValue();
+    }
+
+    private BigDecimal numberOfDaysOfTransfer() {
+        LocalDate nextWorkingDay = findNextWorkingDate();
+        return BigDecimal.valueOf(nextWorkingDay.compareTo(LocalDate.now()));
+    }
     public static BigDecimal ceilMath(BigDecimal value, BigDecimal significance) {
         if (significance == null || significance.compareTo(BigDecimal.ZERO) <= 0) {
             throw new IllegalArgumentException("significance must be > 0");
@@ -569,6 +619,34 @@ public class TaskListener extends QueueConsumer implements InitializingBean {
         return divided.multiply(significance);
     }
 
+    private LocalDate findNextWorkingDate() {
+        LocalDate checkingDate = LocalDate.now().plusDays(1);
+
+        ImdgPredicateBuilder predicateBuilder = clearingCalendarImdg.predicateBuilder();
+        while (true) {
+            ClearingCalendar clearingCalendar = clearingCalendarImdg.getFirstObjectByPredicate(
+                predicateBuilder.equals("clearingDate", checkingDate)
+            );
+            DayOfWeek dayOfWeek = checkingDate.getDayOfWeek();
+            if (isWeekday(dayOfWeek)) {
+                if (clearingCalendar != null && DayStatus.Workday.equalsByKey(clearingCalendar.getDayStatus())) {
+                    return checkingDate;
+                }
+                checkingDate = checkingDate.plusDays(1);
+            } else {
+                if (clearingCalendar != null && DayStatus.DayOff.equalsByKey(clearingCalendar.getDayStatus())) {
+                    checkingDate = checkingDate.plusDays(1);
+                    continue;
+                }
+                return checkingDate;
+            }
+        }
+    }
+
+    private boolean isWeekday(DayOfWeek dayOfWeek) {
+        return dayOfWeek != DayOfWeek.SATURDAY && dayOfWeek != DayOfWeek.SUNDAY;
+    }
+
     public static class CalculationResultHolder {
         private BigDecimal sum1;
         private BigDecimal sum2;