153 lines
6.0 KiB
Python
153 lines
6.0 KiB
Python
"""场外基金申购赎回确定性规则。"""
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from dataclasses import dataclass
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from datetime import date, datetime
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from decimal import Decimal, InvalidOperation
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from app.core.offsite_fund_contracts import RuleResultStatus
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HUNDRED = Decimal("100")
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TEN_PERCENT = Decimal("0.10")
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TWENTY_PERCENT = Decimal("0.20")
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ONE_YUAN = Decimal("1")
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@dataclass(frozen=True)
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class RuleDecision:
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rule_code: str
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rule_name: str
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result: RuleResultStatus
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document_value: dict[str, object]
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database_value: dict[str, object]
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calculation: dict[str, object]
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def decimal_from(value: object) -> Decimal | None:
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if value is None or value == "":
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return None
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try:
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return Decimal(str(value).replace(",", "").strip())
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except (InvalidOperation, ValueError):
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return None
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def normalize_amount_yuan(raw_value: object, unit: object) -> Decimal | None:
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amount = decimal_from(raw_value)
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if amount is None:
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return None
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raw_unit = str(unit or "元").strip()
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if raw_unit == "万元":
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return amount * Decimal("10000")
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if raw_unit in {"元", "人民币", "CNY"}:
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return amount
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return None
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def parse_application_date(raw_value: object) -> date | None:
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text = str(raw_value or "").strip()
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for fmt in ("%Y-%m-%d", "%Y/%m/%d", "%Y年%m月%d日"):
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try:
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return datetime.strptime(text, fmt).date()
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except ValueError:
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continue
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return None
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class OffsiteFundRuleEngine:
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"""只做程序化计算，不读取数据库，也不调用模型。"""
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def check_subscription(
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self,
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*,
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amount_yuan: Decimal | None,
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nav: Decimal | None,
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total_fund_shares: Decimal | None,
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before_holding_shares: Decimal | None,
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) -> list[RuleDecision]:
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decisions = [self._minimum_subscription(amount_yuan)]
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if (amount_yuan is None or nav is None or nav <= 0
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or total_fund_shares is None or total_fund_shares == 0):
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return decisions + [
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self._unknown("subscription_holding_ratio", "申购后单一投资者持有比例"),
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self._unknown("subscription_single_share_limit", "申购单笔份额上限"),
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]
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current_shares = amount_yuan / nav
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before = before_holding_shares or Decimal("0")
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ratio = (before + current_shares) / total_fund_shares
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decisions.append(RuleDecision(
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rule_code="subscription_holding_ratio",
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rule_name="申购后单一投资者持有比例",
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result="异常" if ratio > TWENTY_PERCENT else "正常",
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document_value={"申购金额元": str(amount_yuan)},
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database_value={"最新净值": str(nav), "基金最新总份额": str(total_fund_shares),
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"申请前持有份额": str(before)},
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calculation={"本次申购份额": str(current_shares), "申购后持有比例": str(ratio)},
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))
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limit = total_fund_shares * TEN_PERCENT
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decisions.append(RuleDecision(
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rule_code="subscription_single_share_limit",
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rule_name="申购单笔份额上限",
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result="异常" if current_shares > limit else "正常",
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document_value={"申购金额元": str(amount_yuan)},
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database_value={"最新净值": str(nav), "基金最新总份额": str(total_fund_shares)},
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calculation={"本次申购份额": str(current_shares), "份额上限": str(limit)},
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))
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return decisions
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def check_redemption(
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self,
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*,
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redemption_shares: Decimal | None,
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total_fund_shares: Decimal | None,
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available_quantity: Decimal | None,
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) -> list[RuleDecision]:
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if redemption_shares is None or total_fund_shares is None or total_fund_shares == 0:
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ratio = self._unknown("redemption_large_ratio", "赎回巨额比例")
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else:
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value = redemption_shares / total_fund_shares
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ratio = RuleDecision(
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rule_code="redemption_large_ratio",
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rule_name="赎回巨额比例",
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result="异常" if value > TWENTY_PERCENT else "正常",
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document_value={"赎回份额": str(redemption_shares)},
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database_value={"产品最新总份额": str(total_fund_shares)},
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calculation={"赎回比例": str(value)},
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)
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if redemption_shares is None or available_quantity is None:
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available = self._unknown("redemption_available_quantity", "账户可用份额")
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else:
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available = RuleDecision(
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rule_code="redemption_available_quantity",
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rule_name="账户可用份额",
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result="异常" if redemption_shares > available_quantity else "正常",
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document_value={"赎回份额": str(redemption_shares)},
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database_value={"当前最新可用份额": str(available_quantity)},
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calculation={"是否超出可用份额": redemption_shares > available_quantity},
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)
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return [ratio, available]
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@staticmethod
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def _minimum_subscription(amount_yuan: Decimal | None) -> RuleDecision:
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result: RuleResultStatus = "无法判断"
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if amount_yuan is not None:
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result = "异常" if amount_yuan <= ONE_YUAN else "正常"
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return RuleDecision(
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rule_code="subscription_minimum_amount",
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rule_name="申购最低金额",
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result=result,
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document_value={"申购金额元": str(amount_yuan) if amount_yuan is not None else None},
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database_value={},
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calculation={"判断口径": "标准化申购金额 <= 1 元为异常"},
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)
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@staticmethod
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def _unknown(rule_code: str, rule_name: str) -> RuleDecision:
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return RuleDecision(
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rule_code=rule_code,
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rule_name=rule_name,
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result="无法判断",
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document_value={},
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database_value={},
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calculation={"原因": "必要识别字段或查询结果缺失"},
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)
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