买断式回购

买断式回购<?xml:namespace prefix = o ns = "urn:schemas-microsoft-com:office:office" />

  债券买断式回购是指债券持有人(正回购方)将债券卖给债券购买方(逆回购方)的同时,与买方约定在未来某一日期,由卖方再以约定价格从买方买回相等数量同种债券的交易行为。债券质押式回购是指债券持有人(正回购方)将债券质押给资金融出方的同时,与买方约定在未来某一日期,以约定的价格从资金融出方买回该债券。
  买断式回购的逆回购方在期初买入债券后享有再行回购或另行卖出债券的完整权利。
  买断式回购首期资金清算金额=(首期交易净价+首期结算日应计利息)×回购债券数量/100,买断式回购到期资金清算金额=(到期交易净价+到期结算日应计利息)×回购债券数量/100,主要计算的是价格,可见买断式回购计价方式根现券交易计价方法一致,买断式回购与现行质押式回购交易最重要的差别就在于债券的所有权在交易过程中发生了一定期限的转移,即伴随着一次现券的卖出和一次现券的赎回,实际是两次现券交易的组合。一般认为买断式回购不仅同时具有融资、融券及远期价格发现的功能,而且为债券市场提供了利用做空和做多交易组合获得盈利的机会。

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package com.htsc.service; import com.alibaba.dubbo.common.utils.CollectionUtils; import com.htsc.commons.SystemUtil; import com.htsc.jpa.po.LiquidReportChart; import com.htsc.jpa.po.ReportStatusManage; import com.htsc.jpa.repository.LiquidBurdenDeptRepository; import com.htsc.jpa.repository.LiquidReportChartRepository; import com.htsc.jpa.repository.LiquidReportDocxRepository; import com.htsc.jpa.repository.ReportStatusRepository; import com.htsc.view.vo.DebtBusinessDayReportDpAssetVO; import com.htsc.view.vo.DebtBusinessDayReportParentAssetVO; import com.htsc.view.vo.DebtBusinessDayReportWholeAssetVO; import com.htsc.view.vo.LiquidAssetDailyReportResultVO; import org.slf4j.Logger; import org.slf4j.LoggerFactory; import org.springframework.beans.factory.annotation.Autowired; import org.springframework.jdbc.core.BeanPropertyRowMapper; import org.springframework.jdbc.core.JdbcTemplate; import org.springframework.stereotype.Service; import java.math.BigDecimal; import java.util.*; import static com.htsc.strategy.ISubLcrNsfrHandlerStrategy.log; /** * @Author K0171746 * @Date 2025/10/22 14:35 */ @Service public class DebtBusinessDayReportService { private static final Logger logger = LoggerFactory.getLogger(SwapConvenienceWeeklyService.class); // 日报名称 public static String debtBusinessDayReport = "AssetDebtDailyReport"; // 部门列表 private static final String[] departments = {"母公司整体", "证券投资部", "中央交易室", "金融创新部", "销售交易部", "固定收益部", "报价融资部", "资金运营部", "融资融券部" }; private static final Map<String, List<String>> DEPT_TO_BUSINESS_MAPPING = new HashMap<>(); // 静态块初始化映射关系 static { DEPT_TO_BUSINESS_MAPPING.put("母公司整体", Arrays.asList("证券投资部", "金融创新部", "固定收益部")); DEPT_TO_BUSINESS_MAPPING.put("证券投资部", Arrays.asList("股票投资", "债券投资", "衍生品交易")); DEPT_TO_BUSINESS_MAPPING.put("固定收益部", Arrays.asList("国债", "金融债", "企业债")); DEPT_TO_BUSINESS_MAPPING.put("销售交易部", Arrays.asList("利率互换", "信用衍生品", "外汇远期")); DEPT_TO_BUSINESS_MAPPING.put("金融创新部", Arrays.asList("场外期权", "雪球结构", "收益凭证")); DEPT_TO_BUSINESS_MAPPING.put("报价融资部", Arrays.asList("质押式回购", "买断式回购", "融资融券")); DEPT_TO_BUSINESS_MAPPING.put("资金运营部", Arrays.asList("银行存款", "同业拆借", "现金管理")); DEPT_TO_BUSINESS_MAPPING.put("中央交易室", Arrays.asList("现券交易", "期货对冲", "算法执行")); DEPT_TO_BUSINESS_MAPPING.put("融资融券部", Arrays.asList("两融业务", "转融通", "约定购回")); } private static final Map<String, String> PROJ_TYPE_TO_KEY = new HashMap<>(); private static final Map<String, String> KEY_TO_DISPLAY_NAME = new LinkedHashMap<>(); // 保持顺序 static { // 中文 projType 映射到内部字段 key PROJ_TYPE_TO_KEY.put("债券", "bond"); PROJ_TYPE_TO_KEY.put("股票", "stock"); PROJ_TYPE_TO_KEY.put("基金", "fund"); PROJ_TYPE_TO_KEY.put("股指期货", "indexFutures"); PROJ_TYPE_TO_KEY.put("国债期货", "treasuryFutures"); PROJ_TYPE_TO_KEY.put("收益互换", "swap"); PROJ_TYPE_TO_KEY.put("场外期权", "otcOption"); // 内部 key 映射回中文显示名(用于报表第二列) KEY_TO_DISPLAY_NAME.put("bond", "债券"); KEY_TO_DISPLAY_NAME.put("stock", "股票"); KEY_TO_DISPLAY_NAME.put("fund", "基金"); KEY_TO_DISPLAY_NAME.put("indexFutures", "股指期货"); KEY_TO_DISPLAY_NAME.put("treasuryFutures", "国债期货"); KEY_TO_DISPLAY_NAME.put("swap", "收益互换"); KEY_TO_DISPLAY_NAME.put("otcOption", "场外期权"); } @Autowired private JdbcTemplate jdbcTemplate; @Autowired private LiquidReportChartRepository liquidReportChartRepository; @Autowired private LiquidReportDocxRepository liquidReportDocxRepository; @Autowired private LiquidBurdenDeptRepository liquidBurdenDeptRepository; @Autowired private ReportStatusRepository reportStatusRepository; @Autowired private WorkDayService workDayService; // 生成日报 public void generateReport(String dateDt) { int i = this.queryCount(dateDt); if(i==0){ logger.info("#############{}没有数据,不生成报告", dateDt); return; } // 删除当日数据 liquidReportChartRepository.deleteLiquidReportChartByDataDtAndReportCode(dateDt, debtBusinessDayReport); liquidReportDocxRepository.deleteLiquidReportDocxByDataDtAndReportCode(dateDt, debtBusinessDayReport); // 查询所有数据 List<DebtBusinessDayReportWholeAssetVO> wholeVO = this.queryAsset(dateDt); // 生成折线图1数据 this.generateChart1(wholeVO,dateDt); // 生成折线图2数据 this.generateChart2(wholeVO,dateDt); // 生成母公司表格数据 this.generateParent(wholeVO,dateDt); // 生成各部门表格数据 this.generateDpAsset(wholeVO,dateDt); // 生成日报记录 reportStatusRepository.deleteByReportConfirmDateAndReportName(SystemUtil.strToDate(dateDt), "资负日报"); ReportStatusManage reportStatusManage = new ReportStatusManage(); reportStatusManage.setReportStatus("Y"); reportStatusManage.setReportName("资负日报"); reportStatusManage.setReportConfirmDate(SystemUtil.strToDate(dateDt)); reportStatusRepository.save(reportStatusManage); } /** * @Description 根据时间查询所有数据 * @author K0171746 */ private List<DebtBusinessDayReportWholeAssetVO> queryAsset (String dateDt) { // 获取今年第一个工作日 String bgnDt = workDayService.findYearFirstNaturalDay(dateDt); // 获取去年最后一个工作日 String lastYearFinalWorkDay = workDayService.findLastYearFinalWorkDayStr(dateDt); List<String> bgnDts = workDayService.findTransDts(bgnDt, dateDt); String firstWorkDay = bgnDts.get(0); StringBuffer sql = new StringBuffer(); sql.append("SELECT a.DEPT," + "a.BUSI_BIGC_NAME," + "a.BUSI_SMLC_NAME," + "a.PAL," + "a.PAL_MON," + "a.PAL_YEAR," + "a.COMPARE_YEAR," + "a.PROJ_TYPE," + "a.AMT," + "a.COMPARE_DAY," + "a.COMPARE_MON, " + "a.AMT - b.AMT as compareBeginYear, " + "c.PAL_YEAR as compareLastYearWorkDay from T_LIQUID_BURDEN_DEPT a left join T_LIQUID_BURDEN_DEPT b on a.DEPT = b.DEPT" + " AND a.LIQ_BIG_CLAS = b.LIQ_BIG_CLAS" + " AND a.BUSI_BIGC_NAME = b.BUSI_BIGC_NAME" + " AND a.BUSI_SMLC_NAME = b.BUSI_SMLC_NAME" + " AND a.STRA = b.STRA" + " AND a.PROJ_TYPE = b.PROJ_TYPE " + " AND a.BS = b.BS " + " AND b.DATA_DT = '"+firstWorkDay+"' left join T_LIQUID_BURDEN_DEPT c on a.DEPT = c.DEPT" + " AND a.BUSI_BIGC_NAME = c.BUSI_BIGC_NAME" + " AND a.BUSI_SMLC_NAME = c.BUSI_SMLC_NAME" + " AND a.STRA = c.STRA" + " AND a.PROJ_TYPE = c.PROJ_TYPE " + " AND a.BS = c.BS " + " and c.DATA_DT = '" + lastYearFinalWorkDay + "' where a.DATA_DT = '"+ dateDt +"';"); return jdbcTemplate.query(sql.toString(),new BeanPropertyRowMapper(DebtBusinessDayReportWholeAssetVO.class)); } /** * @Description 生成损益折线图 * @author K0171746 */ private void generateChart1(List<DebtBusinessDayReportWholeAssetVO> wholeVO,String dateDt){ // 查询资负表,获取全部数据 List<LiquidReportChart> chartList = new ArrayList<>(); int rowNum = 1; for (String dept : departments) { List<String> bizTypes = DEPT_TO_BUSINESS_MAPPING.get(dept); if (bizTypes == null || bizTypes.size() < 3) { log.warn("部门 {} 未配置完整的三项业务类型,跳过", dept); continue; } Map<String, BigDecimal> result = CalculateChart1(wholeVO, dept, bizTypes.get(0), bizTypes.get(1), bizTypes.get(2)); for (int i = 0; i < 3; i++) { LiquidReportChart chart = new LiquidReportChart(); chart.setDataDt(dateDt); chart.setReportCode(debtBusinessDayReport); chart.setChartId("char0010"); chart.setRowNum(rowNum++); chart.setCellValue1(dept); // 部门名 chart.setCellValue2(bizTypes.get(i).toString()); // 业务名 chart.setCellValue3(String.valueOf(result.get(bizTypes.get(i)))); // 业务值 chartList.add(chart); } } if (!chartList.isEmpty()) { liquidReportChartRepository.save(chartList); log.info("成功将 {} 条 chart1 ({}) 数据落库", chartList.size(), "char0010"); } else { log.warn("没有有效数据生成 chart1"); } } /** * @Description 计算损益折线图数据 * @author K0171746 */ private Map<String,BigDecimal> CalculateChart1(List<DebtBusinessDayReportWholeAssetVO> wholeVO, String department, String bs1, String bs2, String bs3) { BigDecimal totalYear = BigDecimal.ZERO; BigDecimal totalLastYear = BigDecimal.ZERO; BigDecimal totalDpOrBs1 = BigDecimal.ZERO; BigDecimal totalDpOrBs2 = BigDecimal.ZERO; BigDecimal totalDpOrBs3 = BigDecimal.ZERO; // 遍历列表,逐个累加 for (int i = 0; i < wholeVO.size(); i++) { DebtBusinessDayReportWholeAssetVO vo = wholeVO.get(i); String dept = vo.getDept(); // 精确匹配部门(不去空格) if (!department.equals(dept)) { continue; } // 累加 if (!vo.getProjType().contains("合计")) { totalYear = totalYear.add(vo.getPalYear()); totalLastYear = totalLastYear.add(vo.getCompareLastYearWorkDay()); if (vo.getBusiBigcName().equals(bs1)){ totalDpOrBs1 = totalDpOrBs1.add(vo.getPal()); } if (vo.getBusiBigcName().equals(bs2)){ totalDpOrBs2 = totalDpOrBs2.add(vo.getPal()); } if (vo.getBusiBigcName().equals(bs3)){ totalDpOrBs3 = totalDpOrBs3.add(vo.getPal()); } } } // 封装结果到 Map Map<String, BigDecimal> result = new HashMap<>(); result.put("部门合计(今年)", totalYear); result.put("部门合计(去年)", totalLastYear); result.put(bs1, totalDpOrBs1); result.put(bs2, totalDpOrBs2); result.put(bs3, totalDpOrBs3); return result; } /** * @Description 生成资负规模变化数据 * @author K0171746 */ private void generateChart2(List<DebtBusinessDayReportWholeAssetVO> wholeVO,String dateDt){ String[] fieldKeys = {"bond", "stock", "fund", "indexFutures", "treasuryFutures", "swap", "otcOption"}; String[] displayNames = {"债券", "股票", "基金", "股指期货", "国债期货", "收益互换", "场外期权"}; List<LiquidReportChart> chartList = new ArrayList<>(); int rowNum = 1; for (String dept : departments) { // 调用 chart2 统计该部门各项 P&L Map<String, BigDecimal> result = CalculateChart2(wholeVO, dept); // 内层循环:遍历七种类型(固定7次) for (int i = 0; i < 7; i++) { String fieldKey = fieldKeys[i]; String displayName = displayNames[i]; // 从 result 中取值(手动 get) BigDecimal value = result.get(fieldKey); if (value == null) { value = BigDecimal.ZERO; } // 构造实体对象 LiquidReportChart chart = new LiquidReportChart(); chart.setDataDt(dateDt); chart.setReportCode(debtBusinessDayReport); chart.setChartId("char0020"); chart.setRowNum(rowNum++); chart.setCellValue1(dept); // 部门名称 chart.setCellValue2(displayName); // 业务名称 // 格式化数值:去掉末尾零,转字符串 chart.setCellValue3(value.stripTrailingZeros().toPlainString()); // 添加到列表 chartList.add(chart); } } // 批量落库 + 异常捕获 try { if (!chartList.isEmpty()) { liquidReportChartRepository.save(chartList); log.info("成功将 {} 条 chart2 ({}, date={}) 数据落库", chartList.size(), "chart0020", dateDt); } else { log.warn("没有有效数据生成 chart2 (date={})", dateDt); } } catch (Exception e) { log.error("保存 chart2 数据时发生异常 (date={})", dateDt, e); throw new RuntimeException("Failed to save chart2 data", e); } } /** * @Description 计算资负规模变化图数据 * @author K0171746 */ private Map<String, BigDecimal> CalculateChart2(List<DebtBusinessDayReportWholeAssetVO> wholeVO, String department){ BigDecimal totalBond = BigDecimal.ZERO; BigDecimal totalStock = BigDecimal.ZERO; BigDecimal totalFund = BigDecimal.ZERO; BigDecimal totalIndexFutures = BigDecimal.ZERO; BigDecimal totalTreasuryFutures = BigDecimal.ZERO; BigDecimal totalSwap = BigDecimal.ZERO; BigDecimal totalOtcOption = BigDecimal.ZERO; // 遍历列表,逐个累加 for (DebtBusinessDayReportWholeAssetVO vo:wholeVO) { String dept = vo.getDept(); if (department == null || dept == null) { continue; // 如果任一方为 null,跳过 } if (!department.equals(dept)) { continue; // 部门不匹配则跳过 } // 获取项目类型并判空 String projType = vo.getProjType(); if (projType == null) { continue; } // 累加 if (vo.getProjType().equals("债券")){ totalBond = totalBond.add(vo.getPal()); } if (vo.getProjType().equals("股票")){ totalStock = totalStock.add(vo.getPal()); } if (vo.getProjType().equals("基金")){ totalFund = totalFund.add(vo.getPal()); } if (vo.getProjType().equals("股指期货")){ totalIndexFutures = totalIndexFutures.add(vo.getPal()); } if (vo.getProjType().equals("国债期货")){ totalTreasuryFutures = totalTreasuryFutures.add(vo.getPal()); } if (vo.getProjType().equals("收益互换")){ totalSwap = totalSwap.add(vo.getPal()); } if (vo.getProjType().equals("场外期权")){ totalOtcOption = totalOtcOption.add(vo.getPal()); } } // 封装结果到 Map Map<String, BigDecimal> changes = new HashMap<>(); changes.put("bond", totalBond); changes.put("stock", totalStock); changes.put("fund", totalFund); changes.put("indexFutures", totalIndexFutures); changes.put("treasuryFutures", totalTreasuryFutures); changes.put("swap", totalSwap); changes.put("otcOption", totalOtcOption); return changes; } /** * @Description 查询资负表有无当日数据 * @author K0171746 */ private int queryCount(String dateDt) { StringBuilder sql = new StringBuilder(); sql.append("SELECT "); sql.append(" count(1) "); sql.append("FROM "); sql.append(" T_LIQUID_BURDEN_DEPT "); sql.append("WHERE "); sql.append(" d_date = ? "); logger.info("查询T_LIQUID_BURDEN_DEPT数据是否为空", sql); return jdbcTemplate.queryForObject(sql.toString(), Integer.class, dateDt); } /** * @Description 生成母公司数据表 * @author K0171746 */ private void generateParent(List<DebtBusinessDayReportWholeAssetVO> wholeVO,String dateDt){ List<DebtBusinessDayReportParentAssetVO> parent = new ArrayList<>(); for (DebtBusinessDayReportWholeAssetVO vo : wholeVO) { // 判空处理 String projType = vo.getProjType(); // 检查是否符合两个条件之一 boolean isTotalLine = projType.contains("合计"); if (!isTotalLine) { continue; // 不符合条件,跳过 } DebtBusinessDayReportParentAssetVO parentVO = new DebtBusinessDayReportParentAssetVO(); parentVO.setDept(vo.getDept()); parentVO.setPal(vo.getPal()); parentVO.setPalMon(vo.getPalMon()); parentVO.setPalYear(vo.getPalYear()); parentVO.setCompareYear(vo.getCompareYear()); parentVO.setProjType(vo.getProjType()); parentVO.setAmt(vo.getAmt()); parentVO.setCompareYesterday(vo.getCompareYesterday()); parentVO.setCompareMon(vo.getCompareMon()); parentVO.setCompareBeginYear(vo.getCompareBeginYear()); parent.add(parentVO); } // 排序 Collections.sort(parent, (a, b) -> { String deptA = a.getDept() == null ? "" : a.getDept().trim(); String deptB = b.getDept() == null ? "" : b.getDept().trim(); // 规则1:a 是母公司 → 排前面(返回 -1) if ("母公司".equals(deptA) && !"母公司".equals(deptB)) return -1; // 规则2:b 是母公司 → b 排前面(即 a 后移,返回 1) if (!"母公司".equals(deptA) && "母公司".equals(deptB)) return 1; // 规则3:都不是或都是母公司 → 按部门名升序排序 return deptA.compareTo(deptB); }); int rowNum = 1; List<LiquidReportChart> chartList = new ArrayList<>(); for (DebtBusinessDayReportParentAssetVO vo : parent) { String deptName = vo.getDept(); // 当前部门名 addField(chartList, deptName, "单日损益", String.valueOf(vo.getPal()), dateDt, debtBusinessDayReport, rowNum++); addField(chartList, deptName, "本月损益累计", String.valueOf(vo.getPalMon()), dateDt, debtBusinessDayReport, rowNum++); addField(chartList, deptName, "年度损益累计", String.valueOf(vo.getPalYear()), dateDt, debtBusinessDayReport, rowNum++); addField(chartList, deptName, "较上年同期", String.valueOf(vo.getCompareYear()), dateDt, debtBusinessDayReport, rowNum++); addField(chartList, deptName, "资负类别", String.valueOf(vo.getProjType()), dateDt, debtBusinessDayReport, rowNum++); addField(chartList, deptName, "本日规模", String.valueOf(vo.getAmt()), dateDt, debtBusinessDayReport, rowNum++); addField(chartList, deptName, "较上日变化", String.valueOf(vo.getCompareYesterday()), dateDt, debtBusinessDayReport, rowNum++); addField(chartList, deptName, "较上月末变化", String.valueOf(vo.getCompareMon()), dateDt, debtBusinessDayReport, rowNum++); addField(chartList, deptName, "较年初变化", String.valueOf(vo.getCompareBeginYear()), dateDt, debtBusinessDayReport, rowNum++); } try { if (!chartList.isEmpty()) { liquidReportChartRepository.save(chartList); log.info("成功将 {} 条 chart2 ({}, date={}) 数据落库", chartList.size(), "chart0030", dateDt); } else { log.warn("没有有效数据生成 chart3 (date={})", dateDt); } } catch (Exception e) { log.error("保存 chart3 数据时发生异常 (date={})", dateDt, e); throw new RuntimeException("Failed to save chart3 data", e); } } /** * @Description 表格计算公式 * @author K0171746 */ private void addField(List<LiquidReportChart> chartList, String deptName, String fieldName, String fieldValue, String dateDt, String reportCode, int rowNum) { LiquidReportChart chart = new LiquidReportChart(); chart.setDataDt(dateDt); chart.setReportCode(reportCode); chart.setChartId("char0030"); // 固定图表ID(可配置) chart.setRowNum(rowNum); chart.setCellValue1(deptName); // 维度1: 部门 chart.setCellValue2(fieldName); // 维度2: 指标名称 chart.setCellValue3(fieldValue); // 指标值(字符串化) chartList.add(chart); } /** * @Description 母公司计算部门数据表 * @author K0171746 */ private List<DebtBusinessDayReportDpAssetVO> CalculateDpAsset(List<DebtBusinessDayReportWholeAssetVO> wholeVO, String department){ // 参数校验 if (wholeVO == null || wholeVO.isEmpty()) { logger.warn("输入数据为空,无法生成部门资负数据"); return new ArrayList<>(); } if (department == null || department.isEmpty()) { logger.warn("目标部门列表为空,返回空结果"); return new ArrayList<>(); } // 生成部门资负数据 List<DebtBusinessDayReportDpAssetVO> assetVOS = new ArrayList<>(); for (DebtBusinessDayReportWholeAssetVO vo : wholeVO) { // 跳过 null 记录 if (vo == null) continue; String dept = vo.getDept(); // 跳过 dept 为 null 的记录 if (dept == null) { logger.debug("发现 dept 为 null 的记录,已跳过"); continue; } // 判断是否在目标部门列表中 if (department.contains(dept)) { DebtBusinessDayReportDpAssetVO dpVO = new DebtBusinessDayReportDpAssetVO(); dpVO.setDept(dept); dpVO.setBusiBigcName(vo.getBusiBigcName()); dpVO.setBusiSmlcName(vo.getBusiSmlcName()); dpVO.setPal(vo.getPal()); dpVO.setPalMon(vo.getPalMon()); dpVO.setPalYear(vo.getPalYear()); dpVO.setProjType(vo.getProjType()); dpVO.setAmt(vo.getAmt()); dpVO.setCompareYesterday(vo.getCompareYesterday()); dpVO.setCompareMon(vo.getCompareMon()); dpVO.setCompareBeginYear(vo.getCompareBeginYear()); dpVO.setCompareLastYearWorkDay(vo.getCompareLastYearWorkDay()); assetVOS.add(dpVO); } } return assetVOS; } /** * @Description 生成各部门数据表 * @author K0171746 */ private void generateDpAsset(List<DebtBusinessDayReportWholeAssetVO> wholeVO,String dateDt){ // 1. 参数校验 if (CollectionUtils.isEmpty(wholeVO)) { logger.warn("输入的 wholeVO 数据为空,跳过 generateDpAsset 处理"); return; } if (dateDt == null || dateDt.trim().isEmpty()) { logger.error("日期 dateDt 不能为空"); throw new IllegalArgumentException("dateDt is required"); } List<LiquidReportChart> chartList = new ArrayList<>(); int rowNum = 1; // 2. 遍历每一个目标部门 for (String dept : departments) { for (DebtBusinessDayReportWholeAssetVO vo : wholeVO) { // 跳过 null 或不匹配部门的数据 if (vo == null || vo.getDept() == null || !dept.equals(vo.getDept())) { continue; } // 获取业务维度 String busiBigcName = vo.getBusiBigcName(); String busiSmlcName = vo.getBusiSmlcName(); // 添加多个指标字段 addField(chartList, dept, busiBigcName, busiSmlcName, "单日损益", String.valueOf((vo.getPal())), dateDt, "char0040", rowNum++); addField(chartList, dept, busiBigcName, busiSmlcName, "本月损益累计", String.valueOf(vo.getPalMon()), dateDt, "char0040", rowNum++); addField(chartList, dept, busiBigcName, busiSmlcName, "年度损益累计", String.valueOf(vo.getPalYear()), dateDt, "char0040", rowNum++); addField(chartList, dept, busiBigcName, busiSmlcName, "资负类别", String.valueOf(vo.getPalYear()), dateDt, "char0040", rowNum++); addField(chartList, dept, busiBigcName, busiSmlcName, "本日规模", String.valueOf(vo.getPalYear()), dateDt, "char0040", rowNum++); addField(chartList, dept, busiBigcName, busiSmlcName, "较上日变化", String.valueOf(vo.getCompareYesterday()), dateDt, "char0040", rowNum++); addField(chartList, dept, busiBigcName, busiSmlcName, "较上月末变化", String.valueOf(vo.getCompareMon()), dateDt, "char0040", rowNum++); addField(chartList, dept, busiBigcName, busiSmlcName, "较年初变化", String.valueOf(vo.getCompareBeginYear()), dateDt, "char0040", rowNum++); } } // 3. 落地入库 try { if (!chartList.isEmpty()) { liquidReportChartRepository.save(chartList); log.info("成功将 {} 条部门明细数据 ({}, date={}) 落库", chartList.size(), "char0040", dateDt); } else { log.warn("没有有效数据生成部门明细表 (date={})", dateDt); } } catch (Exception e) { log.error("保存部门明细数据时发生异常 (date={})", dateDt, e); throw new RuntimeException("Failed to save department asset detail data", e); } } /** * @Description 部门表格计算公式 * @author K0171746 */ private void addField(List<LiquidReportChart> list, String dept, String busiBigcName, String busiSmlcName, String metricName, String metricValue, String dateDt, String chartId, int rowNum) { LiquidReportChart chart = new LiquidReportChart(); chart.setDataDt(dateDt); chart.setReportCode(debtBusinessDayReport); chart.setChartId(chartId); chart.setRowNum(rowNum); chart.setCellValue1(dept); // 第一列:部门 chart.setCellValue2(busiBigcName); // 第二列:业务大类 chart.setCellValue3(busiSmlcName); // 第三列:业务小类 chart.setCellValue4(metricName); // 业务字段 chart.setCellValue5(metricValue); // 字段值 list.add(chart); } /** * @Description 查询日报 * @author K0171746 */ public LiquidAssetDailyReportResultVO getReport(String dateDt, String department) { return null; } } 帮我检查一下有没有问题,有没有可以优化的点
10-28
你的 `DebtBusinessDayReportService` 类整体结构清晰、职责明确,实现了日报的生成逻辑(包括图表和表格数据落库),并合理使用了 Spring 的依赖注入与 JDBC 操作。但经过详细分析,确实存在一些 **潜在问题、代码坏味、性能隐患以及可优化点**。 --- ### ✅ 一、存在的问题与风险 #### 1. **SQL 注入风险(严重)** 你在多个地方直接拼接字符串构造 SQL,例如: ```java AND b.DATA_DT = '"+firstWorkDay+"' ... where a.DATA_DT = '"+ dateDt +"'; ``` ✅ **这是严重的 SQL 注入漏洞!** > 即使当前 `dateDt` 来自系统内部调用,也应避免字符串拼接,防止未来误用或被攻击者利用。 🔧 **修复方式:全部改用参数化查询** ```java String sql = "SELECT ... WHERE a.DATA_DT = ?"; return jdbcTemplate.query(sql, new BeanPropertyRowMapper<>(...), dateDt); ``` --- #### 2. **日志输出错误类名** ```java private static final Logger logger = LoggerFactory.getLogger(SwapConvenienceWeeklyService.class); ``` 你在这个 `DebtBusinessDayReportService` 中用了另一个类的日志器 —— 这会导致日志来源混乱! 🔧 **修正为当前类:** ```java private static final Logger logger = LoggerFactory.getLogger(DebtBusinessDayReportService.class); ``` --- #### 3. **BigDecimal 初始化未指定精度/舍入模式** 你在累加时使用: ```java BigDecimal totalBond = BigDecimal.ZERO; ... totalBond = totalBond.add(vo.getPal()); ``` 虽然功能上没问题,但如果后续涉及除法或金额展示格式化,建议统一设置精度策略。 📌 建议在关键计算中使用: ```java setScale(2, RoundingMode.HALF_UP) ``` --- #### 4. **字段比较忽略空格导致匹配失败** 你多次使用 `.equals()` 判断部门名称,但数据库可能包含空格: ```java if (!department.equals(dept)) continue; ``` 如果数据库中有 `"母公司整体 "`(尾部空格),就会不匹配。 🔧 改为安全比较: ```java Objects.equals(department.trim(), dept.trim()) ``` 或者统一清洗数据源。 --- #### 5. **generateDpAsset 方法中的字段赋值错误** 这个 bug 很致命! 在 `generateDpAsset()` 中,你重复写错了字段值: ```java addField(..., "资负类别", String.valueOf(vo.getPalYear()), ...); addField(..., "本日规模", String.valueOf(vo.getPalYear()), ...); ``` 👉 明明是“资负类别”、“本日规模”,却都用了 `vo.getPalYear()`! 这明显是复制粘贴错误! 🔧 正确应为: ```java addField(..., "资负类别", vo.getProjType(), ...); addField(..., "本日规模", String.valueOf(vo.getAmt()), ...); ``` 否则报表数据完全错乱! --- #### 6. **generateParent 排序逻辑有缺陷** 你排序时判断 `"母公司"`,但 `departments` 数组里是 `"母公司整体"`,而 VO 数据可能是 `"母公司"` 或 `"母公司整体"`。 所以这条规则永远不生效: ```java if ("母公司".equals(deptA) && !"母公司".equals(deptB)) return -1; ``` 因为实际数据是 `"母公司整体"`,不会等于 `"母公司"`。 🔧 应该改为模糊匹配或统一名字: ```java boolean isParentA = deptA.contains("母公司"); boolean isParentB = deptB.contains("母公司"); if (isParentA && !isParentB) return -1; if (!isParentA && isParentB) return 1; ``` --- #### 7. **方法职责过重 & 可测试性差** `generateReport()` 方法做了太多事:删旧数据、查数据、生成多个图表、保存状态…… 不利于单元测试和维护。 🔧 建议拆分为更小的方法,并提取接口便于 mock 测试。 --- #### 8. **异常处理不够精细** 批量保存时报错直接抛出 `RuntimeException`,没有做部分成功处理或重试机制。 对于大数据量场景,建议考虑分批提交(batch insert)+ 异常捕获 + 日志记录具体哪条出错。 --- #### 9. **静态块初始化映射关系硬编码** 业务类型映射写死在代码中,不利于扩展和配置化。 🔧 考虑通过配置文件、数据库表或枚举来管理这些映射。 --- #### 10. **缺少缓存机制** 比如 `workDayService.findYearFirstNaturalDay(dateDt)` 和 `findLastYearFinalWorkDayStr()` 如果频繁调用相同日期,可以加入本地缓存(如 Caffeine)提升性能。 --- ### ✅ 二、性能与设计优化建议 #### ✅ 1. 使用 Stream 替代手动遍历(提高可读性) 例如统计某部门损益时,可以用 Java 8 Stream 简化: ```java Map<String, BigDecimal> result = wholeVO.stream() .filter(vo -> Objects.equals(vo.getDept(), department)) .filter(vo -> !vo.getProjType().contains("合计")) .collect(Collectors.groupingBy( DebtBusinessDayReportWholeAssetVO::getBusiBigcName, Collectors.reducing(BigDecimal.ZERO, DebtBusinessDayReportWholeAssetVO::getPal, BigDecimal::add) )); ``` 这样比一堆 if 更简洁、易维护。 --- #### ✅ 2. 避免重复遍历 `wholeVO` 目前你在 `generateChart1`, `generateChart2`, `generateParent`, `generateDpAsset` 中都对 `wholeVO` 遍历了一遍。 如果数据量大,会严重影响性能。 🔧 **优化思路:预处理一次,按部门分组缓存** ```java Map<String, List<DebtBusinessDayReportWholeAssetVO>> groupedByDept = wholeVO.stream().collect(Collectors.groupingBy(DebtBusinessDayReportWholeAssetVO::getDept)); ``` 然后传给各个生成方法,减少 O(n*m) 时间复杂度。 --- #### ✅ 3. 使用 Builder 模式构建 `LiquidReportChart` 你现在每处都要 set 很多字段,容易出错。 可以封装一个 builder 工具类或方法: ```java private LiquidReportChart buildChart(String dateDt, String chartId, int rowNum, String v1, String v2, String v3, String v4, String v5) { return LiquidReportChart.builder() .dataDt(dateDt) .reportCode(debtBusinessDayReport) .chartId(chartId) .rowNum(rowNum) .cellValue1(v1).cellValue2(v2).cellValue3(v3).cellValue4(v4).cellValue5(v5) .build(); } ``` 前提是你为 `LiquidReportChart` 添加 Lombok 的 `@Builder`。 --- #### ✅ 4. 抽象通用模板方法(DRY 原则) 你会发现 `generateChart1`, `generateChart2`, `generateParent`, `generateDpAsset` 都在做类似的事: - 遍历数据 - 构造 `LiquidReportChart` 列表 - 批量保存 可以抽象成泛型模板方法,减少重复代码。 --- #### ✅ 5. 引入 Validator 校验输入参数 目前只做了简单判空,建议使用 JSR-303 注解(如 `@NotBlank`, `@Valid`)增强健壮性。 --- #### ✅ 6. 添加监控埋点 / 执行耗时统计 可以在 `generateReport()` 上添加执行时间打印: ```java long start = System.currentTimeMillis(); // ... 业务逻辑 logger.info("generateReport for {} took {} ms", dateDt, System.currentTimeMillis() - start); ``` 方便后期排查慢任务。 --- ### ✅ 三、推荐重构示例(以 generateChart2 为例) #### 优化前(冗长且重复判断): ```java for (DebtBusinessDayReportWholeAssetVO vo : wholeVO) { if (!department.equals(vo.getDept())) continue; if ("债券".equals(vo.getProjType())) totalBond.add(...); // ... } ``` #### 优化后(Stream + Map 映射): ```java private Map<String, BigDecimal> calculateChart2(List<DebtBusinessDayReportWholeAssetVO> wholeVO, String department) { return KEY_TO_DISPLAY_NAME.entrySet().stream() .collect(Collectors.toMap( Map.Entry::getKey, e -> wholeVO.stream() .filter(vo -> Objects.equals(vo.getDept(), department)) .filter(vo -> e.getValue().equals(vo.getProjType())) .map(DebtBusinessDayReportWholeAssetVO::getPal) .reduce(BigDecimal.ZERO, BigDecimal::add) .stripTrailingZeros() )); } ``` 更加函数式、简洁、不易出错。 --- ### ✅ 四、其他小建议 | 项目 | 建议 | |------|------| | `debtBusinessDayReport` | 改为常量全大写命名:`DEBT_BUSINESS_DAY_REPORT` | | `log.warn` 使用 slf4j 占位符 | `"部门 {} 未配置..." → log.warn("部门 {} 未配置...", dept);` | | 删除无用导入 | 如 `com.alibaba.dubbo.common.utils.CollectionUtils` 实际用的是 `org.apache.commons.collections`?注意确认 | | `queryCount` 方法命名 | 更准确应为 `hasDataForDate` | --- ## ✅ 总结:必须立即修复的问题清单 | 问题 | 严重程度 | 是否需紧急修复 | |------|----------|----------------| | SQL 字符串拼接 → SQL 注入 | ⚠️ 高危 | ✅ 必须修复 | | `generateDpAsset` 字段赋值错误 | ⚠️ 高危 | ✅ 必须修复 | | 日志器类名错误 | ❗ 低危 | ✅ 建议修复 | | 部门名称比较未 trim/null 安全 | ⚠️ 中危 | ✅ 建议修复 | | 排序逻辑失效("母公司" vs "母公司整体") | ⚠️ 中危 | ✅ 建议修复 | | 多次遍历 `wholeVO` 影响性能 | 💡 优化项 | ✅ 建议优化 | | 缺少参数校验与异常处理 | 💡 优化项 | ✅ 建议增强 | --- ###
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