保证金算法&资金计算
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吴方海
@@ -625,7 +625,7 @@ namespace YLErp.Web.Controllers
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x.HoldingDepositB = -clientBalance.PayableMarginB;
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x.SwapPayableMargin = -clientBalance.SwapPayableMargin;
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x.AvailableAmount = clientBalance.AvailableAmount;
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x.InsuredAmount = clientBalance.MarginByPayableMargin;
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x.InsuredAmount = clientBalance.PositionTradePayableFundTotal;
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x.MarginMonitoringTime = clientBalance.UpdateDate ?? DateTime.Now;
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x.FreezePremium = clientBalance.FreezePremium;
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x.ReceivablesPremium = clientBalance.ReceivablesPremium;
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@@ -643,7 +643,8 @@ namespace YLErp.Web.Controllers
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Math.Min(Math.Abs(Math.Min((x.AvailableAmount ?? 0) - (x.GuaranteesTotalAmount ?? 0), 0)), x.GuaranteesTotalAmount ?? 0);
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x.AmountFund = clientBalance.AmountFund;
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x.AmountFundWithProduct = clientBalance.AmountFundWithProduct;
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x.TotalAmount = clientBalance.TotalAmount;
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x.TotalAmount = clientBalance.SwapMarketAmount;
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x.RoundedTotalAmount = clientBalance.RoundedTotalAmount;
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x.TotalTradeCount = clientBalance.TotalTradeCount;
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x.BuyCount = clientBalance.BuyCount;
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x.SellCount = clientBalance.SellCount;
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@@ -661,13 +662,15 @@ namespace YLErp.Web.Controllers
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x.PrepaymentAmount = clientBalance.PrepaymentAmount;
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x.FrozenMarginMoney = clientBalance.FrozenMarginMoney;
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x.NetFund = clientBalance.NetFund;
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x.NetFundAll = clientBalance.NetFundAll;
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x.VmFundSum = clientBalance.VmFundSum;
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x.OtherFund = clientBalance.OtherFund;
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x.Coupon = clientBalance.Coupon;
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x.SwapBalance = clientBalance.SwapBalance;
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x.PayableMargin = clientBalance.PayableMargin;
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x.TwoSideMargin = clientBalance.TwoSideMargin;
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x.OtherSideMargin = -clientBalance.OtherSideMargin;
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x.MySideMargin = -clientBalance.MySideMargin;
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x.MySideMargin = clientBalance.MySideMargin;
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x.DeltaMargin = -clientBalance.DeltaMargin;
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x.IsPayableMarginManual = clientBalance?.IsPayableMarginManual;
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x.AvailableAmount = clientBalance.AvailableAmount;
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@@ -683,6 +686,10 @@ namespace YLErp.Web.Controllers
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x.AvailableStockEqvNotional = clientBalance.AvailableStockEqvNotional.Normalize();
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x.PFE = clientBalance.PFE;
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x.EndDesirableFund = x.NetFund + x.SettlementBalance + clientBalance.EndPremiumSum;
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x.SwapMarketAmount= clientBalance.SwapMarketAmount;
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x.SwapMarketAmountPercent=clientBalance.SwapMarketAmountPercent;
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x.MaintenanceMargin=clientBalance.MaintenanceMargin;
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x.NeedAddMargin=clientBalance.NeedAddMargin;
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if (clientBalance.MarginOccupation == 0)
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{
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x.WorstCastClientPayableRatio = 10000;
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@@ -718,31 +725,6 @@ namespace YLErp.Web.Controllers
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x.LastHTSettlemetTime = clientBalance.LastHTSettlemetTime;
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x.LastSettlemetTime = clientBalance.LastSettlemetTime;
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if (PS.Config.Is润和)
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{
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x.AvailableAmount = clientBalance.AvailableAmount + clientBalance.TotalCredit;
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x.DesirableFund = Math.Max(clientBalance.AvailableAmount, 0);
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switch ((MarginOptionEnum)client.MarginOptionType)
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{
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case MarginOptionEnum.单向追保:
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x.HoldingDeposit = Math.Max(x.HoldingDeposit ?? 0, 0);
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x.OtherSideMargin = 0;
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break;
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case MarginOptionEnum.对手方单向追保:
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x.HoldingDeposit = 0;
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x.OtherSideMargin = Math.Max(x.OtherSideMargin, 0);
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break;
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case MarginOptionEnum.双向追保:
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x.HoldingDeposit = Math.Max(x.HoldingDeposit ?? 0, 0);
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x.OtherSideMargin = Math.Max(x.OtherSideMargin, 0);
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break;
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case MarginOptionEnum.其他:
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default:
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break;
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}
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x.SpanValue = x.HoldingDeposit;
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}
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//拼装标签值
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if (clientTagList.ContainsKey(x.id))
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@@ -829,11 +811,7 @@ namespace YLErp.Web.Controllers
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var sourceFileName = OtcAppContext.MapPath("~/App_Docs/导出模板/");
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if (req.StartDate == null || req.StartDate == req.ValueDate)
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{
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var temp = Path.Combine(sourceFileName, $"资金监控模板1-{PS.Config.Company}.xlsx");
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if (!System.IO.File.Exists(temp))
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{
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temp = Path.Combine(sourceFileName, $"资金监控模板1.xlsx");
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}
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var temp = Path.Combine(sourceFileName, $"资金监控模板1.xlsx");
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sourceFileName = temp;
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var searchList = ClientBanlanceQuery(req).Value as SearchListResult<ClientLinq>;
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//模板绑定值，处理四舍五入配置
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@@ -853,57 +831,25 @@ namespace YLErp.Web.Controllers
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{
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TotalTradeCountSum = pairs["TotalTradeCountSum"],
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TotalNotionalPrincipalSum = pairs["TotalNotionalPrincipalSum"],
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BuyCountSum = pairs["BuyCountSum"],
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BuyNominalPrincipalOfTransactionSum = pairs["BuyNominalPrincipalOfTransactionSum"],
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SellCountSum = pairs["SellCountSum"],
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SellNominalPrincipalOfTransactionSum = pairs["SellNominalPrincipalOfTransactionSum"],
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TransactionPenNumberSum = pairs["TransactionPenNumberSum"],
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TodayNotionalPrincipalSum = pairs["TodayNotionalPrincipalSum"],
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PositionNotionalPrincipalSum = pairs["PositionNotionalPrincipalSum"],
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CurrentHoldingPenNumberSum = pairs["CurrentHoldingPenNumberSum"],
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FreezePremiumSum = pairs["FreezePremiumSum"],
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ReceivablesPremiumSum = pairs["ReceivablesPremiumSum"],
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FrozenMarginMoneySum = pairs["FrozenMarginMoneySum"],
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WinLossSum = pairs["WinLossSum"],
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PositionPremiumNetCashSum = pairs["PositionPremiumNetCashSum"],
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PositionPvSum = PS.Config.IsPVRounded ? pairs["RoundedPositionPvSum"] : pairs["PositionPvSum"],
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PositionPnlSum = PS.Config.IsPVRounded ? pairs["RoundedPositionPnlSum"] : pairs["PositionPnlSum"],
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TotalAmountSum = PS.Config.IsPVRounded ? pairs["RoundedTotalAmountSum"] : pairs["TotalAmountSum"],
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NetFundSum = pairs["NetFundSum"],
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OptionPremiumSum = pairs["OptionPremiumSum"],
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SettlementBalanceSum = pairs["SettlementBalanceSum"],
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CouponSum = pairs["CouponSum"],
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OptionPremiumSwapSum = pairs["OptionPremiumSwapSum"],
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SwapBalanceSum = pairs["SwapBalanceSum"],
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NetFundAllSum = pairs["NetFundAllSum"],
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OtherFundSum = pairs["OtherFundSum"],
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AmountFundSum = pairs["AmountFundSum"],
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GuaranteesTotalAmountSum = pairs["GuaranteesTotalAmountSum"],
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HoldingDepositSum = pairs["HoldingDepositSum"],
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HoldingDepositASum = pairs["HoldingDepositASum"],
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HoldingDepositBSum = pairs["HoldingDepositBSum"],
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AvailableAmountSum = pairs["AvailableAmountSum"],
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CreditUsedSum = pairs["CreditUsedSum"],
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InsuredAmountSum = pairs["InsuredAmountSum"],
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ClosedTradePayableFundSum = pairs["ClosedTradePayableFundSum"],
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PositionTradePayableFundSum = pairs["PositionTradePayableFundSum"],
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PayableFundSum = pairs["PayableFundSum"],
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DesirableFundSum = pairs["DesirableFundSum"],
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OtherSideMarginSum = pairs["OtherSideMarginSum"],
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MySideMarginSum = pairs["MySideMarginSum"],
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CreditRiskLossSum = pairs["CreditRiskLossSum"],
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ExposureSum = pairs["ExposureSum"],
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CreditUsedValueSum = pairs["CreditUsedValueSum"],
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BuyerPositionMarginSum = pairs["BuyerPositionMarginSum"],
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SellerPositionPremiumSum = pairs["SellerPositionPremiumSum"],
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ShouldChargedSum = pairs["ShouldChargedSum"],
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PFESum = pairs["PFESum"],
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EndDesirableFundSum = pairs["EndDesirableFundSum"],
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clientEquitySum = pairs["clientEquitySum"],
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LastDayPositionPremiumNetCashsSum = pairs["LastDayPositionPremiumNetCashsSum"],
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NetFundSumSum = pairs["NetFundSumSum"],
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EADSum = pairs["EADSum"],
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DaliyPnlSum = PS.Config.IsPVRounded ? pairs["RoundedDaliyPnlSum"] : pairs["DaliyPnlSum"],
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AvailableStockEqvNotionalSum= pairs["AvailableStockEqvNotionalSum"],
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VmFundSumSum = pairs["VmFundSumSum"],
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MarginBalanceSum = pairs["MarginBalanceSum"],
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SwapMarketAmountSum = pairs["SwapMarketAmountSum"],
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InfoList = searchList.rows
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};
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