BugFix 添加信用债的计算

Framework/YLErp.Core/DBModels/Consts/ConsTrade.cs

@@ -110,7 +110,7 @@ namespace YLErp.DBModels
         /// <summary>
         /// 对冲结构类型
         /// </summary>
-        public static readonly List<string> TradeTypesForHedge = new List<string> { "商品期货", "商品现货", "股票", "场内期权" };
+        public static readonly List<string> TradeTypesForHedge = new List<string> { "商品期货", "商品现货", "股票", "场内期权","信用债" };
 
         /// <summary>
         /// 非期权结构类型(包括结构化交易)
@@ -125,7 +125,7 @@ namespace YLErp.DBModels
         /// </summary>
         public static readonly List<string> SpreadPayoffTypes = new List<string> { "S1-S2", "S1-S2-S3", "S1-S2-S3", "S1+S2-S3", "S1-S2-S3-S4", "S1+S2-S3-S4", "S1+S2+S3-S4" };
 
-        public static readonly List<string> TradeTypesForStockRiskHedging = new List<string> { "香草期权", "亚式期权", "商品期货", "股票" };
+        public static readonly List<string> TradeTypesForStockRiskHedging = new List<string> { "香草期权", "亚式期权", "商品期货", "股票", "信用债" };
 
         public static readonly List<string> BarrierTypes = new List<string> { "上升敲入", "上升敲出", "下降敲入", "下降敲出", "双障碍敲入", "双障碍敲出" };
         /// <summary>

UnitTestProject/OldVersion/OptionCalculatorV1.cs

@@ -7367,6 +7367,7 @@ namespace YLErp.OldVersion
                 case "远期":
                     result = ForwardradeCalcService.CalcValue(trade, spotPrices[0]);
                     break;
+                case "信用债":
                 case "商品期货":
                 case "商品现货":
                 case "股票":

YLErpDAL/BLL/Calculation/V2/ParameterHelper.cs

@@ -51,6 +51,7 @@ namespace YLErp.BLL.Calculation.V2
                     return CreateAirbagParameter(trade, underlying, variety, vols, spotPrices, preciseTimeMode, discountCurveName, timeToMaturityDays, engineName);
                 case "收益增强结构":
                     return CreateUnderlyingEnhanceParameter(trade, underlying, variety, vols, spotPrices, preciseTimeMode, discountCurveName, timeToMaturityDays, engineName);
+                case "信用债":
                 case "商品期货":
                 case "股票":
                     return CreateUnderlyingProductParameter(underlying, spotPrices);

YLErpDAL/BLL/Calculation/V2/ValueCalculator.cs

@@ -132,6 +132,7 @@ namespace YLErp.BLL.Calculation.V2
                         }
                         return CalculateForward(trade.Strike ?? 0.0, spotPrice, trade.Notional, trade.CallPut);
                     }
+                case "信用债":
                 case "商品期货":
                 case "商品现货":
                 case "股票":

YLErpDAL/BLL/MarginCalculation/GTJAMarginCalculation.cs

@@ -2009,6 +2009,7 @@ namespace YLErp.BLL.MarginCalculation
                         }
                         optionValue = ForwardradeCalcService.CalcValue(td, closePrice);
                         break;
+                    case "信用债":
                     case "商品期货":
                     case "股票":
                         optionValue = new TradeValueResult { Pv = closePrice * td.Notional, Delta = td.Notional, DeltaCash = closePrice * td.Notional };

YLErpDAL/Commons/GlobalDicionary.cs

@@ -5,7 +5,7 @@
         /// <summary>
         /// 当前系统支持计算的结构类型，
         /// </summary>
-        public readonly static List<string> SupportTradeTypes = new List<string> { "远期", "股票", "场内期权", "商品期货", "香草期权",
+        public readonly static List<string> SupportTradeTypes = new List<string> { "远期", "股票", "场内期权", "商品期货","信用债", "香草期权",
             "二元期权", "障碍期权", "亚式期权", "价差期权", "合成价差期权", "结构化交易", "自定义交易", "双鲨期权", "凤凰期权", "雪球期权",
             "区间累积期权", "收益互换", "气囊结构", "收益增强结构","现金流交易" ,"累计期权","结构化产品","Risky期权"};
     }

YLErpDAL/CustomizedBizLogic/BizLogicMaoChuan.cs

@@ -41,6 +41,7 @@ namespace YLErp.CustomizedBizLogic
                     case "亚式期权":
                     case "彩虹期权":
                     case "价差期权":
+                    case "信用债":
                     case "商品期货":
                     case "商品现货":
                     case "股票":

YLErpDAL/Model/TradingRiskParameter.cs

@@ -649,7 +649,7 @@ namespace YLErp.Models
                 {
                     tempTrp = viewList.FirstOrDefault(t => ConsTrade.TradeTypesForHedge.Contains(t.TradeType) && t.UnderlyingCode == trp.UnderlyingCode && t.TradeType != "场内期权");
                 }
-                if ((trp.TradeType == "股票" || trp.TradeType == "商品期货") && string.IsNullOrWhiteSpace(trp.CallPut))
+                if ((trp.TradeType == "股票" || trp.TradeType == "商品期货" || trp.TradeType == "信用债") && string.IsNullOrWhiteSpace(trp.CallPut))
                 {
                     trp.CallPut = trp.Notional >= 0 ? ConsGlobal.CallPut.Call : ConsGlobal.CallPut.Put;
                 }

YLErpDAL/Modules/CalculationModule/ExchangeTradeCommissionCalc.cs

@@ -52,7 +52,7 @@ namespace YLErp.Modules.CalculationModule
 
             foreach (var td in tradeList)
             {
-                if (td.TradeType == "商品期货")
+                if (td.TradeType == "商品期货" || td.TradeType == "信用债")
                 {
                     continue;
                 }

YLErpDAL/Modules/CalculationModule/SimpleOtcTradeRiskCalc.cs

@@ -319,6 +319,7 @@ namespace YLErp.Modules.CalculationModule
                                 result = ForwardradeCalcService.CalcValue(td, spotPrice);
                             }
                             break;
+                        case "信用债":
                         case "商品期货":
                             _priceProvider.TryGetPrice(td.UnderlyingCode, out var spotPriceGet);
                             result = new TradeValueResult()

YLErpDAL/Modules/CalculationModule/TradeCalcHelper.cs

@@ -86,6 +86,7 @@ namespace YLErp.Modules.CalculationModule
         {
             switch (TradeType)
             {
+                case "信用债":
                 case "商品期货":
                 case "场内期权":
                     return BuySell.Contains("多头") ? "long" : "short";

YLErpDAL/Modules/CalculationModule/TradeRiskValueCalc.cs

@@ -132,6 +132,7 @@ namespace YLErp.Modules.CalculationModule
                         }
                         optionValue = ForwardradeCalcService.CalcValue(_trade, spotPrice);
                         break;
+                    case "信用债":
                     case "商品期货":
                     case "股票":
                         {

YLErpDAL/Modules/EodModule/AccruedTotalPnlService.cs

@@ -440,7 +440,8 @@ namespace YLErp.Modules.EodModule
             {
                 "场内期权",
                 "商品期货",
-                "股票"
+                "股票",
+                "信用债"
             };
             var sourceQuery = from t in DbContext.Set<TEntity>().Where(t => t.ValueDate >= startDate && t.ValueDate <= endDate && tradeTypes.Contains(t.TradeType))
                               join un in DbContext.underlying_manager on t.UnderlyingCode equals un.UnderlyingCode

YLErpDAL/Modules/ScenarioModule/ScenarioCalcService.cs

@@ -692,7 +692,7 @@ namespace YLErp.Modules.ScenarioModule
         //获取计算结果
         private TradeValueResult GetCallResult(trade td, CalcData calcData)
         {
-            if (td.TradeType == "商品期货" || td.TradeType == "股票" || td.TradeType == "商品现货")
+            if (td.TradeType == "商品期货" || td.TradeType == "股票" || td.TradeType == "商品现货" || td.TradeType == "信用债")
             {
                 var pv = td.Notional * calcData.SpotPrice;
 

YLErpWeb/Views/trade/tradeEndConfirmList.cshtml

@@ -18,7 +18,7 @@
         IsZheQi = PS.Config.Is浙期,
         IsAutoSealGeneratedBook = YLErp.PS.GetErpConfig().IsAutoSealAfterGeneratedBook
     };
-    var tradeTypes = ConsTrade.AllTradeTypes.Except(new List<string> { "场内期权", "商品期货", "股票" }).Concat(new List<string> { "黑箱结构" });
+    var tradeTypes = ConsTrade.AllTradeTypes.Except(new List<string> { "场内期权", "商品期货", "股票","信用债" }).Concat(new List<string> { "黑箱结构" });
 }
 @section CSS{
     <style>