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http://jira.mfd.msk:8088/browse/CLS-591

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ialbert 2023-11-16 16:12:22 +03:00
parent 06b38cc61f
commit ee0f95fcde
2 changed files with 18 additions and 24 deletions
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37
clearing-parent/clearing-service/src/main/java/ru/spcex/clearing/service/execution/ExecutionFondComponent.java
View file

@ -38,7 +38,6 @@ import ru.spcex.platform.utils.time.TimeUtil;
import ru.spcex.platform.utils.validation.IValidator;
import java.math.BigDecimal;
import java.math.MathContext;
import java.math.RoundingMode;
import java.time.Instant;
import java.time.LocalDate;
@ -69,7 +68,6 @@ public class ExecutionFondComponent {
private final KafkaSender kafkaSender;
private final NotificationSender notifications;
private final boolean valuation;
private static MathContext prec2 = new MathContext(2, RoundingMode.HALF_UP);
@Autowired
@ -238,37 +236,28 @@ public class ExecutionFondComponent {
FixedIncomeSecurity fixedIncome = (FixedIncomeSecurity) security;
BigDecimal nominalValue;
Listing listing = listingImdg.getFirstObjectBySQL("securityId = %d and market = '%s'".formatted(fixedIncome.getId(), sTrades.getClassCode()));
BigDecimal lotSize = listing != null ? safeBD(listing.getLotSize()) : BigDecimal.ZERO;
BigDecimal ncd = safeBD(sTrades.getAccruedint());// eFond.interestAmount
if (BondType.I.equalsByKey(fixedIncome.getBondType())) {
ImdgPredicateBuilder pb = fixedIncomeCashFlowImdg.predicateBuilder();
ImdgPredicate prdct = pb.and(
pb.equals("securityId", fixedIncome.getId()),
sTrades.getSettleDate() != null ?
pb.equals("valueDate", sTrades.getSettleDate()) : pb.alwaysFalse()
//fixme в тз settlementDate
);
FixedIncomeCashFlow cashFlow = fixedIncomeCashFlowImdg.getFirstObjectByPredicate(prdct);
if (cashFlow != null) {
nominalValue = safeBD(cashFlow.getNominalValue());
} else {
nominalValue = BigDecimal.ZERO;
}
BigDecimal lotSize = listing != null ? safeBD(listing.getLotSize()) : BigDecimal.ONE;
ImdgPredicateBuilder pb = fixedIncomeCashFlowImdg.predicateBuilder();
ImdgPredicate prdct = pb.and(
pb.equals("securityId", fixedIncome.getId()),
sTrades.getSettleDate() != null ?
pb.equals("valueDate", sTrades.getSettleDate()) : pb.alwaysFalse()
);
FixedIncomeCashFlow cashFlow = fixedIncomeCashFlowImdg.getFirstObjectByPredicate(prdct);
if (cashFlow != null) {
nominalValue = safeBD(cashFlow.getNominalValue());
} else {
nominalValue = safeBD(fixedIncome.getNominalValue());
}
{
lotSize.multiply(lots);
settlementAmount = lotSize.multiply(lots)
.multiply(nominalValue)
.multiply(price)
.divide(new BigDecimal(100), prec2) //first rounding
.add(ncd.setScale(2, RoundingMode.HALF_UP)); //second rounding
.divide(new BigDecimal(100), RoundingMode.HALF_UP)
.setScale(2, RoundingMode.HALF_UP);
}
eFond.setSettlementAmount(settlementAmount);
//ОКРУГЛЕНИЕ( NV* quantity * price/100) + ОКРУГЛЕНИЕ (executionFond.interestAmount) для каждой сделки
} else if (InstrumentType.EQTY.equalsByKey(security.getInstrumentType())) {
settlementAmount = lots.multiply(price, prec2);
settlementAmount = lots.multiply(price).setScale(2, RoundingMode.HALF_UP);
}
eFond.setSettlementAmount(settlementAmount);
if (settlementAmount.compareTo(safeBD(sTrades.getValue())) != 0) {

5
platform-parent/platform-imdg-api/src/main/java/ru/spcex/platform/imdg/api/predicate/sql/ImdgPredicateBuilderSqlMock.java
View file

@ -100,6 +100,11 @@ public class ImdgPredicateBuilderSqlMock implements ImdgPredicateBuilder {
return sql("true");
}
@Override
public ImdgPredicate alwaysFalse() {
return sql("false");
}
static class SimpleSQLPredicate implements ImdgPredicate {
protected String sql;