cleanup: 删除从未接线的 structureoptionV2.js 孤儿脚本
2024-05-09 从山证v2.3.0拷贝带入后从未修改、从未被任何视图/bundle/动态加载引用 （同名视图 structureoptionV2.cshtml 是活视图，但其加载的是 structureoption.js）。 全仓库大小写不敏感搜索引用数为 0。单独 revert 本 commit 即可找回。
This commit is contained in:
hjhan
@@ -1,585 +0,0 @@
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const consVarieties = ylotc.varieties;
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const pricingFormat = otcformat.trading;
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const consUnderlyingFlag = (function () {
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let unSelFlag = tradeHelper.UnderlyingSelectFlag;
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return unSelFlag.UseForTrading | unSelFlag.IncludeMatured | unSelFlag.UsePinYinFilter;
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}());
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var autoVariety, autoUnderlying;
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function __init(vue) {
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//标的品种
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autoVariety = FastVue.autocomplete(document.getElementById('VarietyId'), {
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lookup: consVarieties, nameField: 'Name', valueField: 'id', searchField: ['Name', 'Code', 'PinYin'],
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onSelect: function (data) { vue.changeVariety(data, 'select'); }
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});
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//标的资产
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autoUnderlying = tradeHelper.UnderlyingAutoComplete('UnderlyingCode').setFlag(consUnderlyingFlag);
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autoUnderlying.onSelect(vue.changeunderlying);
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//组合标的控件
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synthenticPriceCtrl.init({
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getSynthetic(input) {
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return vue.viewState.synthetic;
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},
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setSynthetic(input, synthetic) {
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vue.viewState.synthetic = synthetic;
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vue.Model.SpotPrice = synthetic.Price;
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}
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});
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//标的控件初始化
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if (vue.Model.UnderlyingCode) {
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autoUnderlying.selectByCode(vue.Model.UnderlyingCode);
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}
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else {
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autoUnderlying.selectFirst();
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}
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}
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var vue = new Vue({
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el: "#listdiv",
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data: {
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Model: Model,
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IsMoneynessOption: false
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},
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mounted: function () {
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var thisObj = this;
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//设置默认值补丁
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thisObj.Model.ExerciseMode = "European";
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thisObj.Model.TradeDate = moment(thisObj.Model.TradeDate).format("YYYY-MM-DD");
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thisObj.Model.UnderlyingInstrumentType = "CommodityFutures";
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$("#selUnderlyingInstrumentType").val("CommodityFutures");
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__init(thisObj)
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thisObj.setUnderlyingInstrumentType();
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},
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computed: {
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inputFormatStrike: function () {
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let fmt = {};
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if (this.Model.UnderlyingInstrumentType === 'Stock') {
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fmt.append = '%';
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fmt.negative = false;
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fmt.precision = pricingFormat.premiumRateP.precision;
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} else {
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fmt.append = '';
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fmt.negative = true;
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fmt.precision = pricingFormat.umprice.precision;
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}
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return fmt;
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}
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},
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filters: {
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ShowUnit: function (m) {
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return m && m.Variety ? m.Variety.QuoteUnitSingle : "";
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}
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},
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methods: {
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ExerciseDateChange: function (data) {
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var thisObj = this;
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thisObj.Model.ExerciseDate = data;
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},
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ExerciseDateChange2: function (data) {
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var thisObj = this;
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thisObj.Model.ExerciseDate2 = data;
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},
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TradeDateChange: function (data) {
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var thisObj = this;
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thisObj.Model.TradeDate = data;
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},
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changeUnderlyingPrice: function () {
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this.Model.UnderlyingPriceType = "User";
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if (this.Model.UnderlyingInstrumentType !== "Stock") {
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this.Model.StockEqvNotional = otcformat.trading.StockEqvNotional(this.Model.Notional * this.Model.Price);
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this.Model.Price = otcformat.trading.umprice(this.Model.Price);
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}
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else {
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this.Model.Notional = otcformat.trading.notional(this.Model.StockEqvNotional / this.Model.Price);
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var CountRatio = this.Model.Variety.CountRatio || 1;
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this.Model.TradeAmount = otcformat.trading.notional(this.Model.Notional / CountRatio);
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}
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},
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refreshUnderlyingPrice: function () {
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var thisObj = this;
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main.post("/underlying_manager/underlyingGetById", { id: thisObj.Model.UnderlyingId }).done(function (res) {
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thisObj.Model.Price = otcformat.trading.umprice(res.underlying_manager.Price);
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if (thisObj.Model.UnderlyingInstrumentType !== "Stock") {
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thisObj.Model.StockEqvNotional = otcformat.trading.StockEqvNotional(thisObj.Model.Notional * thisObj.Model.Price);
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}
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else {
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thisObj.Model.Notional = otcformat.trading.notional(thisObj.Model.StockEqvNotional / thisObj.Model.Price);
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var CountRatio = thisObj.Model.Variety.CountRatio || 1;
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thisObj.Model.TradeAmount = otcformat.trading.notional(thisObj.Model.Notional / CountRatio);
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}
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thisObj.$forceUpdate();
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});
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},
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setUnderlyingInstrumentType: function () {
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var Underlying = $("#selUnderlyingInstrumentType").val();
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autoUnderlying.selectFirst({ InstrumentTypes: Underlying });
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},
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changeunderlying: function (data) {
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var thisObj = this;
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thisObj.Model.VarietyId = data.VarietyId;
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thisObj.Model.UnderlyingId = data.id;
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thisObj.Model.UnderlyingCode = data.Code;
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thisObj.Model.Variety = data;
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thisObj.Model.Price = data.Price;
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if (!data.Code) return;
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thisObj.Model.UnderlyingInstrumentType = data.InstrumentType;
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main.post("/Pricing/AjaxGetExerciseDate", { underlyingMaturityDate: data.MaturityDate, tradeDate: thisObj.Model.TradeDate }).done(function (res) {
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thisObj.Model.ExerciseDate = new moment(res.obj.ExerciseDate).format("YYYY-MM-DD");
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});
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$.each(thisObj.Model.trades, function (i, d) {
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d.MaturityDate = data.MaturityDate;
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d.UnderlyingPrice = data.Price;
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});
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autoUnderlying.setVarietyId(data.VarietyId);
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thisObj.changeVariety(data.VarietyId ? ylotc.varieties.find(x => x.id === data.VarietyId) : null);
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thisObj.Model.Price = otcformat.trading.umprice(data.Price);
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main.setTradeDatePicker("", "#ModelTradeDate", thisObj.Model.TradeDate, thisObj.TradeDateChange);
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main.setTradeDatePicker("", "#ModelExerciseDate", thisObj.Model.ExerciseDate, thisObj.ExerciseDateChange);
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main.setTradeDatePicker("", "#ModelExerciseDate2", thisObj.Model.ExerciseDate, thisObj.ExerciseDateChange2);
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thisObj.IsMoneynessOption = thisObj.Model.UnderlyingInstrumentType === "Stock";
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if (thisObj.IsMoneynessOption) {
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thisObj.Model.StockEqvNotional = 1e6;
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thisObj.changeStockEqvNotional();
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} else {
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thisObj.changeAmount();
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}
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},
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setStrike: function (strikeType) {
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if (this.Model.Name === "Condor") {
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if (this.Model.Strike2 && this.Model.Strike3) {
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if (this.Model.Strike2 >= this.Model.Strike3) {
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if (strikeType === "Strike2") {
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main.message("执行价格2需要小于执行价格3");
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this.Model.Strike2 = "";
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} else if (strikeType === "Strike3") {
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main.message("执行价格3需要大于执行价格2");
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this.Model.Strike3 = "";
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}
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return;
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}
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var diff = this.Model.Strike3 - this.Model.Strike2;
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this.Model.Strike = this.Model.Strike2 - diff;
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this.Model.Strike4 = parseFloat(this.Model.Strike3) + diff;
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}
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}
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this.setStrike1();
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},
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setStrike1: function () {
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this.Model.Strike = otcformat.trading.umprice(this.Model.Strike);
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this.Model.Strike2 = otcformat.trading.umprice(this.Model.Strike2);
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this.Model.Strike3 = otcformat.trading.umprice(this.Model.Strike3);
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this.Model.Strike4 = otcformat.trading.umprice(this.Model.Strike4);
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},
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submitstructure: function () {
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var thisObj = this;
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if (thisObj.checkTrades()) {
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thisObj.setModelTrades();
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window.parent.vue.setOption(thisObj.Model.trades);
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window.parent.layer.closeAll();
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}
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},
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close: function () {
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window.parent.layer.closeAll();
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},
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checkTrades: function () {
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var thisObj = this;
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var pass = true;
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var checkModel = { Strike12: true, Strike12Empty: true, CheckExerciseDate: true };
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switch (thisObj.Model.Name) {
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case "Butterfly":
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checkModel.Strike12 = false;
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checkModel.Strike12Empty = false;
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thisObj.Model.MidStrike = thisObj.Model.Price;
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if (!thisObj.Model.StrikeGap || !thisObj.Model.MidStrike) {
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main.message("执行价格间距必填!"); pass = false;
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}
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if (parseFloat(thisObj.Model.MidStrike) <= parseFloat(thisObj.Model.StrikeGap)) {
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main.message("标的价格必须大于行权价间隔!"); pass = false; //中间行权价 即 标的价格
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}
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break;
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case "Condor":
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checkModel.Strike12 = false;
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checkModel.Strike12Empty = false;
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//验证行权价是否相同，从小到大排序，中间两个行权价允许相同，其他行权价不能相同
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if (!thisObj.Model.Strike3 || !thisObj.Model.Strike4) {
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main.message("行权价3，4必需输入!"); pass = false;
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}
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var strikes = [thisObj.Model.Strike, thisObj.Model.Strike2, thisObj.Model.Strike3, thisObj.Model.Strike4];
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strikes.sort();
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if (strikes[0] == strikes[1] || strikes[3] == strikes[2]) {
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main.message("中间两个行权价允许相同，其他行权价不能相同!"); pass = false;
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}
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break;
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//case "Preplicating Underlying":
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case "Straddle":
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//跨式组合的 执行价格 永远和标的价格一致
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if (thisObj.Model.UnderlyingInstrumentType === "Stock") {
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thisObj.Model.Strike = 100;
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}
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else {
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thisObj.Model.Strike = thisObj.Model.Price;
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}
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checkModel.Strike12 = false;
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checkModel.Strike12Empty = false;
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if (!thisObj.Model.Strike) {
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main.message("行权价必需输入!"); pass = false;
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}
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break;
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case "Ratio Spread":
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break;
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case "Calender Spread"://ExerciseDate2
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checkModel.Strike12 = false;
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checkModel.Strike12Empty = false;
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if (!thisObj.Model.ExerciseDate || !thisObj.Model.ExerciseDate2) {
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main.message("两个到期日必需输入!"); pass = false;
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}
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if ((new Date(thisObj.Model.ExerciseDate)).getTime() <= (new Date(thisObj.Model.ExerciseDate2)).getTime()) {
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main.message("到期日期2须早于到期日期1!"); pass = false;
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}
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if (!thisObj.Model.Strike) { main.message("请输入行权价!"); pass = false; }
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break;
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case "Collar":
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checkModel.Strike12 = false;
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checkModel.Strike12Empty = false;
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if (!thisObj.Model.Strike || !thisObj.Model.Strike2 || !thisObj.Model.Strike3) {
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main.message("执行价格1,2,3必需输入!"); pass = false;
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}
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if ((thisObj.Model.Strike == thisObj.Model.Strike2) || thisObj.Model.Strike == thisObj.Model.Strike3 || thisObj.Model.Strike3 == thisObj.Model.Strike2) {
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main.message("执行价格1,2,3两两不能相等!"); pass = false;
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}
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break;
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}
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if (!thisObj.Model.TradeAmount) {
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main.message("请输入交易数量!"); pass = false;
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}
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if (thisObj.Model.TradeAmount < 0) {
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main.message("交易数量不能小于0!"); pass = false;
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}
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if (checkModel.CheckExerciseDate) {
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if (!main.isDate(thisObj.Model.ExerciseDate)) {
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main.message("请输入正确的到期日!"); pass = false;
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}
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}
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if (checkModel.Strike12Empty && (!thisObj.Model.Strike || !thisObj.Model.Strike2)) { // Butterfly Condor 不必
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main.message("执行价格1，2必需输入!"); pass = false;
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}
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return pass;
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},
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setModelTrades: function () {
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var thisObj = this;
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$.each(thisObj.Model.trades, function (i, d) {
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d.VarietyId = thisObj.Model.VarietyId;
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d.UnderlyingId = thisObj.Model.UnderlyingId;
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d.UnderlyingCode = thisObj.Model.UnderlyingCode;
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d.UnderlyingInstrumentType = thisObj.Model.UnderlyingInstrumentType;
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d.Notional = thisObj.Model.Notional;
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d.TradeAmount = otcformat.trading.notional(thisObj.Model.TradeAmount);
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d.StockEqvNotional = thisObj.Model.StockEqvNotional;
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d.ExerciseMode = thisObj.Model.ExerciseMode;
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d.SettlementType = thisObj.Model.SettlementType;
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if (thisObj.Model.OptionType)
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d.OptionType = thisObj.Model.OptionType;
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d.ExerciseDate = thisObj.Model.ExerciseDate;
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d.TradeDate = thisObj.Model.TradeDate;
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d.UnderlyingPrice = d.SpotPrice = thisObj.Model.Price;
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d.NoRiskRateType = "System";
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});
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switch (thisObj.Model.Name) {
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case "Bull Spread":
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if (thisObj.Model.Strike < thisObj.Model.Strike2) {
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thisObj.Model.trades[0].BuySell = "买入";
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thisObj.Model.trades[1].BuySell = "卖出";
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} else {
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thisObj.Model.trades[0].BuySell = "卖出";
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thisObj.Model.trades[1].BuySell = "买入";
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}
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thisObj.Model.trades[0].Strike = thisObj.Model.Strike;
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thisObj.Model.trades[1].Strike = thisObj.Model.Strike2;
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break;
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case "Bear Spread":
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if (thisObj.Model.Strike < thisObj.Model.Strike2) {
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thisObj.Model.trades[0].BuySell = "卖出";
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thisObj.Model.trades[1].BuySell = "买入";
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} else {
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thisObj.Model.trades[0].BuySell = "买入";
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thisObj.Model.trades[1].BuySell = "卖出";
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}
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thisObj.Model.trades[0].Strike = thisObj.Model.Strike;
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thisObj.Model.trades[1].Strike = thisObj.Model.Strike2;
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thisObj.Model.Strike = thisObj.Model.Price;
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break;
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case "Straddle":
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thisObj.Model.trades[0].BuySell = "买入";
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thisObj.Model.trades[1].BuySell = "买入";
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if (thisObj.Model.UnderlyingInstrumentType === "Stock") {
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thisObj.Model.Strike = 100;
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thisObj.Model.trades[0].Strike = 100;
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thisObj.Model.trades[1].Strike = 100;
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}
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else {
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thisObj.Model.Strike = thisObj.Model.Price;
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thisObj.Model.trades[0].Strike = thisObj.Model.Strike;
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thisObj.Model.trades[1].Strike = thisObj.Model.Strike;
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}
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break;
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case "Preplicating Underlying":
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//交易方向“买入” 0看涨，1看跌
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//两条leg 分别是： 买入执行价格高的看涨和卖出执行价格低看跌；
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//交易方向为“卖出”：
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//两条leg分别是：买入执行价格低的看跌和卖出执行价格高的看涨
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//debugger;
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thisObj.Model.trades[0].Strike = thisObj.Model.Strike;
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thisObj.Model.trades[1].Strike = thisObj.Model.Strike2;
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if (thisObj.Model.BuySell === "买入") {
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if (thisObj.Model.trades[0].Strike > thisObj.Model.trades[1].Strike) {
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thisObj.Model.trades[0].BuySell = "买入";
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thisObj.Model.trades[0].OptionType = "看涨";
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thisObj.Model.trades[1].BuySell = "卖出";
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thisObj.Model.trades[1].OptionType = "看跌";
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}
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else {
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thisObj.Model.trades[1].BuySell = "买入";//买入执行价格高的看涨
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thisObj.Model.trades[1].OptionType = "看涨";
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thisObj.Model.trades[0].BuySell = "卖出"; //看跌??
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||||
thisObj.Model.trades[0].OptionType = "看跌";
|
||||
}
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||||
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||||
} else {
|
||||
if (thisObj.Model.trades[0].Strike > thisObj.Model.trades[1].Strike) {
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thisObj.Model.trades[0].BuySell = "买入"; //相对客户说??
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thisObj.Model.trades[0].OptionType = "看涨";
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thisObj.Model.trades[1].BuySell = "卖出";
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thisObj.Model.trades[1].OptionType = "看跌";
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} else {
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thisObj.Model.trades[1].BuySell = "买入";
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thisObj.Model.trades[1].OptionType = "看涨";
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||||
thisObj.Model.trades[0].BuySell = "卖出";
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thisObj.Model.trades[0].OptionType = "看跌";
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}
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}
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thisObj.Model.Strike = thisObj.Model.Price;
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break;
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case "Strangle":
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thisObj.Model.trades[0].BuySell = "买入";
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thisObj.Model.trades[1].BuySell = "买入";
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//thisObj.Model.Strike = thisObj.Model.Price;
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thisObj.Model.trades[0].Strike = thisObj.Model.Strike;
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||||
thisObj.Model.trades[1].Strike = thisObj.Model.Strike2;
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||||
if (thisObj.Model.Strike >= thisObj.Model.Strike2) {
|
||||
thisObj.Model.trades[0].OptionType = "看涨";
|
||||
thisObj.Model.trades[1].OptionType = "看跌";
|
||||
} else {
|
||||
thisObj.Model.trades[0].OptionType = "看跌";
|
||||
thisObj.Model.trades[1].OptionType = "看涨";
|
||||
}
|
||||
break;
|
||||
case "Butterfly":
|
||||
thisObj.Model.trades[0].BuySell = "买入";
|
||||
thisObj.Model.trades[1].BuySell = "卖出";
|
||||
thisObj.Model.trades[2].BuySell = "买入";
|
||||
thisObj.Model.trades[0].Notional = thisObj.Model.Notional;
|
||||
var CountRatio = thisObj.Model.Variety.CountRatio || 1;
|
||||
thisObj.Model.trades[0].TradeAmount = otcformat.trading.notional(thisObj.Model.trades[0].Notional / CountRatio);
|
||||
thisObj.Model.trades[1].Notional = thisObj.Model.Notional * 2;
|
||||
thisObj.Model.trades[1].TradeAmount = otcformat.trading.notional(thisObj.Model.trades[1].Notional / CountRatio);
|
||||
thisObj.Model.trades[2].Notional = thisObj.Model.Notional;
|
||||
thisObj.Model.trades[2].TradeAmount = otcformat.trading.notional(thisObj.Model.trades[2].Notional / CountRatio);
|
||||
//中间行权价-行权价间隔，中间行权价，中间行权价+行权价间隔
|
||||
thisObj.Model.trades[0].Strike = thisObj.Model.MidStrike - thisObj.Model.StrikeGap;
|
||||
thisObj.Model.trades[1].Strike = thisObj.Model.MidStrike;
|
||||
thisObj.Model.trades[2].Strike = parseFloat(thisObj.Model.MidStrike) + parseFloat(thisObj.Model.StrikeGap);
|
||||
break;
|
||||
case "Condor":
|
||||
thisObj.Model.trades[0].Strike = thisObj.Model.Strike;
|
||||
thisObj.Model.trades[1].Strike = thisObj.Model.Strike2;
|
||||
thisObj.Model.trades[2].Strike = thisObj.Model.Strike3;
|
||||
thisObj.Model.trades[3].Strike = thisObj.Model.Strike4;
|
||||
|
||||
thisObj.Model.trades[0].OptionType = thisObj.Model.OptionType;
|
||||
thisObj.Model.trades[1].OptionType = thisObj.Model.OptionType;
|
||||
thisObj.Model.trades[2].OptionType = thisObj.Model.OptionType;
|
||||
thisObj.Model.trades[3].OptionType = thisObj.Model.OptionType;
|
||||
|
||||
|
||||
thisObj.Model.trades.sort(thisObj.strikeSort);
|
||||
thisObj.Model.trades[0].BuySell = "买入";
|
||||
thisObj.Model.trades[1].BuySell = "卖出";
|
||||
thisObj.Model.trades[2].BuySell = "卖出";
|
||||
thisObj.Model.trades[3].BuySell = "买入";
|
||||
break;
|
||||
case "Ratio Spread":
|
||||
if (thisObj.Model.OptionType === "看涨") {
|
||||
if (thisObj.Model.Strike < thisObj.Model.Strike2) {
|
||||
thisObj.Model.trades[0].BuySell = "买入";
|
||||
thisObj.Model.trades[1].BuySell = "卖出";
|
||||
} else {
|
||||
thisObj.Model.trades[0].BuySell = "卖出";
|
||||
thisObj.Model.trades[1].BuySell = "买入";
|
||||
}
|
||||
} else if (thisObj.Model.OptionType === "看跌") {
|
||||
if (thisObj.Model.Strike < thisObj.Model.Strike2) {
|
||||
thisObj.Model.trades[0].BuySell = "卖出";
|
||||
thisObj.Model.trades[1].BuySell = "买入";
|
||||
} else {
|
||||
thisObj.Model.trades[0].BuySell = "买入";
|
||||
thisObj.Model.trades[1].BuySell = "卖出";
|
||||
}
|
||||
}
|
||||
thisObj.Model.trades[0].Notional = thisObj.Model.Notional;
|
||||
var CountRatio = thisObj.Model.Variety.CountRatio || 1;
|
||||
thisObj.Model.trades[0].TradeAmount = otcformat.trading.notional(thisObj.Model.trades[0].Notional / CountRatio);
|
||||
thisObj.Model.trades[1].Notional = thisObj.Model.Notional2;
|
||||
thisObj.Model.trades[1].TradeAmount = otcformat.trading.notional(thisObj.Model.trades[1].Notional / CountRatio);
|
||||
thisObj.Model.trades[0].Strike = thisObj.Model.Strike;
|
||||
thisObj.Model.trades[1].Strike = thisObj.Model.Strike2;
|
||||
break;
|
||||
case "Calender Spread":
|
||||
if (thisObj.Model.ExerciseDate < thisObj.Model.ExerciseDate2) {
|
||||
thisObj.Model.trades[0].BuySell = "卖出";
|
||||
thisObj.Model.trades[1].BuySell = "买入";
|
||||
} else {
|
||||
thisObj.Model.trades[0].BuySell = "买入";
|
||||
thisObj.Model.trades[1].BuySell = "卖出";
|
||||
}
|
||||
thisObj.Model.trades[0].ExerciseDate = thisObj.Model.ExerciseDate;
|
||||
thisObj.Model.trades[1].ExerciseDate = thisObj.Model.ExerciseDate2;
|
||||
thisObj.Model.trades[0].Strike = thisObj.Model.Strike;
|
||||
thisObj.Model.trades[1].Strike = thisObj.Model.Strike;
|
||||
break;
|
||||
case "Box Spread":
|
||||
thisObj.Model.trades[0].BuySell = "买入";
|
||||
thisObj.Model.trades[1].BuySell = "卖出";
|
||||
thisObj.Model.trades[2].BuySell = "买入";
|
||||
thisObj.Model.trades[3].BuySell = "卖出";
|
||||
|
||||
thisObj.Model.trades[0].OptionType = "看涨";
|
||||
thisObj.Model.trades[1].OptionType = "看跌";
|
||||
thisObj.Model.trades[2].OptionType = "看跌";
|
||||
thisObj.Model.trades[3].OptionType = "看涨";
|
||||
if (thisObj.Model.Strike < thisObj.Model.Strike2) {
|
||||
thisObj.Model.trades[0].Strike = thisObj.Model.Strike;
|
||||
thisObj.Model.trades[1].Strike = thisObj.Model.Strike;
|
||||
thisObj.Model.trades[2].Strike = thisObj.Model.Strike2;
|
||||
thisObj.Model.trades[3].Strike = thisObj.Model.Strike2;
|
||||
} else {
|
||||
thisObj.Model.trades[0].Strike = thisObj.Model.Strike2;
|
||||
thisObj.Model.trades[1].Strike = thisObj.Model.Strike2;
|
||||
thisObj.Model.trades[2].Strike = thisObj.Model.Strike;
|
||||
thisObj.Model.trades[3].Strike = thisObj.Model.Strike;
|
||||
}
|
||||
break;
|
||||
case "Risk Reversal":
|
||||
thisObj.Model.trades[0].Strike = Math.max(thisObj.Model.Strike, thisObj.Model.Strike2);
|
||||
thisObj.Model.trades[1].Strike = Math.min(thisObj.Model.Strike, thisObj.Model.Strike2);
|
||||
break;
|
||||
case "Collar":
|
||||
thisObj.Model.trades[0].OptionType = "看跌";
|
||||
thisObj.Model.trades[1].OptionType = "看跌";
|
||||
thisObj.Model.trades[2].OptionType = "看涨";
|
||||
if (thisObj.Model.SeagullType === "Bullish") {
|
||||
thisObj.Model.trades[1].OptionType = "看涨";
|
||||
}
|
||||
|
||||
var strikes = [parseFloat(thisObj.Model.Strike), parseFloat(thisObj.Model.Strike2), parseFloat(thisObj.Model.Strike3)];
|
||||
strikes.sort((x1, x2) => x1 - x2)
|
||||
thisObj.Model.trades[0].Strike = strikes[0];
|
||||
thisObj.Model.trades[1].Strike = strikes[1];
|
||||
thisObj.Model.trades[2].Strike = strikes[2];
|
||||
break;
|
||||
}
|
||||
|
||||
//设置初始化信息
|
||||
$.each(thisObj.Model.trades, function (i, d) {
|
||||
if (d.UnderlyingInstrumentType === "Stock") {
|
||||
d.IsMoneynessOption = "是";
|
||||
d.TradeSinglePriceType = "%";
|
||||
d.IsUsePremiumRate = true;
|
||||
}
|
||||
d.Strike = otcformat.trading.umprice(d.Strike);
|
||||
});
|
||||
thisObj.buySellCalc();
|
||||
},
|
||||
strikeSort: function (tr1, tr2) {
|
||||
return tr1.Strike - tr2.Strike;
|
||||
},
|
||||
buySellCalc: function () {
|
||||
var thisObj = this;
|
||||
if (thisObj.Model.BuySell === "卖出") {
|
||||
//相反
|
||||
$.each(thisObj.Model.trades, function (i, d) {
|
||||
d.BuySell = d.BuySell === "卖出" ? "买入" : "卖出";
|
||||
});
|
||||
}
|
||||
},
|
||||
addStructureOption: function () {
|
||||
//增加交易策略
|
||||
var thisObj = this;
|
||||
main.open("/trade/GetStructureOption", thisObj.Model.Option).done(function (res) { });
|
||||
},
|
||||
changeAmount: function () { //交易数量= 份额 / 比率
|
||||
var thisObj = this;
|
||||
thisObj.Model.TradeAmount = otcformat.trading.notional(thisObj.Model.TradeAmount);
|
||||
thisObj.Model.Notional = thisObj.Model.TradeAmount * (thisObj.Model.Variety.CountRatio || 1);
|
||||
thisObj.Model.StockEqvNotional = otcformat.trading.StockEqvNotional(thisObj.Model.Notional * thisObj.Model.Price);
|
||||
},
|
||||
changeVariety: function (variety, flag) {
|
||||
if (flag === 'select') {
|
||||
if (this.Model.VarietyId === variety.id) return;
|
||||
autoUnderlying.setVarietyId(variety.id);
|
||||
autoUnderlying.selectFirst(variety.id);
|
||||
} else {
|
||||
autoVariety.setData(variety);
|
||||
}
|
||||
},
|
||||
changeStockEqvNotional: function () {
|
||||
var thisObj = this;
|
||||
thisObj.Model.Notional = otcformat.trading.notional(thisObj.Model.StockEqvNotional / thisObj.Model.Price);
|
||||
if (thisObj.Model.Notional) {
|
||||
thisObj.Model.TradeAmount = otcformat.trading.notional(thisObj.Model.Notional / (thisObj.Model.Variety.CountRatio || 1));
|
||||
} else {
|
||||
thisObj.Model.TradeAmount = "";
|
||||
}
|
||||
},
|
||||
//绝对值执行价格
|
||||
showAbsStrike() {
|
||||
this.IsMoneynessOption = false;
|
||||
this.moneynessSwitch(this.trade);
|
||||
},
|
||||
//百分比执行价格
|
||||
showPercentStrike() {
|
||||
this.IsMoneynessOption = true;
|
||||
this.moneynessSwitch(this.trade);
|
||||
},
|
||||
moneynessSwitch(trade) {
|
||||
let spotPrice = parseFloat(this.Model.Price) || 0;
|
||||
let isSpotZero = Math.abs(spotPrice) < 1e-4;
|
||||
let strikes = ["Strike", "Strike2", "Strike3", "Strike4"];
|
||||
for (var key of strikes) {
|
||||
if (this.IsMoneynessOption) {
|
||||
this.Model[key] = pricingFormat.premiumRate(isSpotZero ? 1 : this.Model[key] / spotPrice);
|
||||
} else {
|
||||
this.Model[key] = pricingFormat.umprice(this.Model[key] * spotPrice);
|
||||
}
|
||||
}
|
||||
}
|
||||
},
|
||||
components: {
|
||||
'vue-number-input': FastVue.vueNumberInput()
|
||||
}
|
||||
});
|
||||
Reference in New Issue
Block a user