#EQD-6947 国联民生-保证金计算整体改造-实现第一版盯市规则（不支持同一客户多部门）（1）保证金规则的设置 阶段1,开放v2
This commit is contained in:
锦麟 王
@@ -164,6 +164,10 @@ namespace YLErp.DBModels
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{
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return MarginRuleTypeEnum.卖出自动赎回规则1.ToString();
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}
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else if (RuleType == (int)MarginRuleTypeEnum.区间追保结构)
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{
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return MarginRuleTypeEnum.区间追保结构.ToString();
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}
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return "";
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}
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@@ -16,6 +16,8 @@
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标准SPAN = 11,
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买入自动赎回规则1 = 12,
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卖出自动赎回规则1 = 13,
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//otcdms 的 14 为 Delta计算规则，本系统不使用，区间追保结构从 15 开始避免与 otcdms 编号冲突
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区间追保结构 = 15,
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单独计算规则 = 98,
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默认预付金规则 = 99
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}
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@@ -15,6 +15,10 @@ namespace YLErp.Enums
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/// <summary>
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/// 按自定义权益分类
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/// </summary>
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CustomStock = 1
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CustomStock = 1,
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/// <summary>
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/// 按资产类型分类（区间追保结构使用，分类取值见 UnderlyingTypeEnum 中 ConsGlobal.InstrumentType 对应的标志位）
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/// </summary>
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CustomInstrumentType = 2
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}
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}
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@@ -31,6 +31,137 @@ namespace YLErp.Enums
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/// </summary>
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Other = 1 << 3,
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/// <summary>
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/// 利率债（按标的资产类型分类，对应 ConsGlobal.InstrumentType.TBonds）
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/// </summary>
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TBonds = 1 << 4,
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/// <summary>
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/// 信用债（对应 ConsGlobal.InstrumentType.CreditBonds）
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/// </summary>
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CreditBonds = 1 << 5,
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/// <summary>
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/// 其它债券（对应 ConsGlobal.InstrumentType.OtherBonds）
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/// </summary>
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OtherBonds = 1 << 6,
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//以下为"按资产类型分类"的其余资产类型，取值与 ConsGlobal.InstrumentType 一一对应
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/// <summary>
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/// 股票
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/// </summary>
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Stock = 1 << 7,
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/// <summary>
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/// 股指
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/// </summary>
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StockIndex = 1 << 8,
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/// <summary>
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/// 股指期货
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/// </summary>
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StockIF = 1 << 9,
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/// <summary>
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/// 商品期货
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/// </summary>
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CommodityFutures = 1 << 10,
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/// <summary>
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/// 商品现货
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/// </summary>
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CommoditySpot = 1 << 11,
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/// <summary>
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/// 新三板挂牌股票
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/// </summary>
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NewOtcStock = 1 << 12,
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/// <summary>
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/// 香港股票
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/// </summary>
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HKStock = 1 << 13,
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/// <summary>
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/// 香港股指
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/// </summary>
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HKStockIndex = 1 << 14,
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/// <summary>
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/// 基金及基金专户
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/// </summary>
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Fund = 1 << 15,
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/// <summary>
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/// 黄金期货
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/// </summary>
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GoldFutures = 1 << 16,
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/// <summary>
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/// 国债期货
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/// </summary>
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TBFutures = 1 << 17,
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/// <summary>
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/// 其他期货
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/// </summary>
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OtherFutures = 1 << 18,
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/// <summary>
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/// 黄金现货
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/// </summary>
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GoldSpot = 1 << 19,
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/// <summary>
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/// 其他现货
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/// </summary>
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OtherSpot = 1 << 20,
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/// <summary>
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/// 境外期货
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/// </summary>
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AbroadFutures = 1 << 21,
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/// <summary>
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/// 境外现货
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/// </summary>
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AbroadSpot = 1 << 22,
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/// <summary>
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/// 境外股票
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/// </summary>
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AbroadStock = 1 << 23,
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/// <summary>
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/// 境外股指
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/// </summary>
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AbroadStockIndex = 1 << 24,
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/// <summary>
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/// 汇率
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/// </summary>
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ExRate = 1 << 25,
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/// <summary>
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/// Shibor
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/// </summary>
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Shibor = 1 << 26,
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/// <summary>
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/// 银行间回购定盘
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/// </summary>
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FixingRepoRate = 1 << 27,
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/// <summary>
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/// 利率收益率
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/// </summary>
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RateYield = 1 << 28,
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/// <summary>
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/// 债券指数
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/// </summary>
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BondIndex = 1 << 29,
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/// <summary>
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/// 全部
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/// </summary>
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@@ -59,14 +190,66 @@ namespace YLErp.Enums
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return "个股/ETF-非核准制发行";
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case UnderlyingTypeEnum.Other:
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return "其他";
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case UnderlyingTypeEnum.TBonds:
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return "利率债";
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case UnderlyingTypeEnum.CreditBonds:
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return "信用债";
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case UnderlyingTypeEnum.OtherBonds:
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return "其它债券";
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case UnderlyingTypeEnum.Stock:
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return "股票";
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case UnderlyingTypeEnum.StockIndex:
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return "股指";
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case UnderlyingTypeEnum.StockIF:
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return "股指期货";
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case UnderlyingTypeEnum.CommodityFutures:
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return "商品期货";
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case UnderlyingTypeEnum.CommoditySpot:
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return "商品现货";
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case UnderlyingTypeEnum.NewOtcStock:
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return "新三板挂牌股票";
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case UnderlyingTypeEnum.HKStock:
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return "香港股票";
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case UnderlyingTypeEnum.HKStockIndex:
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return "香港股指";
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case UnderlyingTypeEnum.Fund:
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return "基金及基金专户";
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case UnderlyingTypeEnum.GoldFutures:
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return "黄金期货";
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case UnderlyingTypeEnum.TBFutures:
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return "国债期货";
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case UnderlyingTypeEnum.OtherFutures:
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return "其他期货";
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case UnderlyingTypeEnum.GoldSpot:
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return "黄金现货";
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case UnderlyingTypeEnum.OtherSpot:
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return "其他现货";
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case UnderlyingTypeEnum.AbroadFutures:
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return "境外期货";
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case UnderlyingTypeEnum.AbroadSpot:
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return "境外现货";
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case UnderlyingTypeEnum.AbroadStock:
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return "境外股票";
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case UnderlyingTypeEnum.AbroadStockIndex:
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return "境外股指";
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case UnderlyingTypeEnum.ExRate:
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return "汇率";
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case UnderlyingTypeEnum.Shibor:
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return "Shibor";
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case UnderlyingTypeEnum.FixingRepoRate:
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return "银行间回购定盘";
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case UnderlyingTypeEnum.RateYield:
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return "利率收益率";
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case UnderlyingTypeEnum.BondIndex:
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return "债券指数";
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default:
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break;
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}
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var nt = (int)type;
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var list = new List<string>(4);
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var list = new List<string>(8);
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for (var i = 0; i <= 3; i++)
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for (var i = 0; i <= 29; i++)
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{
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if ((nt & (1 << i)) > 0)
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{
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@@ -78,6 +78,10 @@ namespace YLErp.Model
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{
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return MarginRuleTypeEnum.卖出自动赎回规则1.ToString();
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}
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else if (MarginRuleType == (int)MarginRuleTypeEnum.区间追保结构)
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{
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return MarginRuleTypeEnum.区间追保结构.ToString();
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}
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return "";
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}
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@@ -84,6 +84,10 @@ namespace YLErp.Model
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{
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return MarginRuleTypeEnum.单独计算规则.ToString();
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}
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else if (MarginRuleType == (int)MarginRuleTypeEnum.区间追保结构)
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{
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return MarginRuleTypeEnum.区间追保结构.ToString();
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}
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return "";
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}
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@@ -11,21 +11,19 @@ namespace YLErp.Modules.SwapModule
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public static SwapMarginTemplateConfig GetConfig()
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{
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using var db = new ErpBaseContext();
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var dictionaryId = db.Dictionaries
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.Where(item => item.Name == DictionaryName)
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.Select(item => item.Id)
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.FirstOrDefault();
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var items = db.DictionaryItems
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.Where(item => item.DictId == dictionaryId && !string.IsNullOrWhiteSpace(item.Name))
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.OrderBy(item => item.IndexNum)
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//保证金模板V2迁移：交易页"保证金模板"下拉的选项改为"预付金模板V2"页面维护的模板（自定义+全局默认，存模板名称），不再使用数据字典
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using var db = new YLErp.BLL.YLContext();
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var items = db.margin_template_v2
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.Where(item => !item.IsForClient && item.IsValid)
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.OrderBy(item => item.IsDefault).ThenBy(item => item.id)
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.Select(item => new SelectItem { Text = item.Name, Value = item.Name })
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.ToArray();
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return new SwapMarginTemplateConfig
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{
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options = items,
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defaultValue = items.FirstOrDefault()?.Value
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//不再默认选中任何模板，由用户在交易上显式选择；未选择则不绑定模板
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defaultValue = null
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};
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}
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}
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@@ -113,6 +113,8 @@ namespace YLErp.Modules.SwapModule
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new SalesCommissionDetailDataService(this).RemoveTradeCommissionDetail(dbTrade.id);
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}
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}
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//保证金模板V2迁移：按交易页选择的保证金模板（MarginTemplateName 存模板V2名称）维护交易模板绑定
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SyncTradeMarginTemplate(dbTrade);
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trans.Commit();
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}
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finally
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@@ -123,6 +125,37 @@ namespace YLErp.Modules.SwapModule
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return dbTrade;
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}
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/// <summary>
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/// 保证金模板V2迁移：按交易上选择的保证金模板（MarginTemplateName 存预付金模板V2的名称）维护 trade_margin_template 绑定。
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/// 未选择或名称匹配不到有效自定义模板时仅清除旧绑定，不新增（保持无预付金占用的现状）。
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/// </summary>
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private void SyncTradeMarginTemplate(trade dbTrade)
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{
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var olds = DbContext.trade_margin_template.Where(x => x.TradeId == dbTrade.id).ToList();
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DbContext.trade_margin_template.RemoveRange(olds);
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if (!string.IsNullOrWhiteSpace(dbTrade.MarginTemplateName))
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{
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//匹配自定义+全局默认模板（重名时优先自定义）
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var template = DbContext.margin_template_v2
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.Where(x => x.Name == dbTrade.MarginTemplateName && !x.IsForClient && x.IsValid)
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.OrderBy(x => x.IsDefault)
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.FirstOrDefault();
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if (template != null)
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{
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DbContext.trade_margin_template.Add(new trade_margin_template()
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{
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TradeId = dbTrade.id,
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ValueDate = new DateTime(2000, 1, 1),
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MarginTemplateId = template.id,
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IsLatest = true,
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OptId = UserId,
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OptName = UserName,
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OptDate = DateTime.Now
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});
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}
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}
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DbContext.SaveChanges();
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}
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/// <summary>
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/// 单标的生成开仓事件
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/// </summary>
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/// <param name="td"></param>
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@@ -42,6 +42,7 @@
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<FunctionSub Name="变更记录" Title="变更记录" Note="变更记录 "></FunctionSub>
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<FunctionSub Name="收益凭证" Title="收益凭证"></FunctionSub>
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<FunctionSub Name="凭证审批" Title="凭证审批"></FunctionSub>
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<FunctionSub Name="交易预付金配置" Title="交易预付金配置" Note="交易上绑定/换绑预付金模板"></FunctionSub>
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</FunctionParent>
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<FunctionParent Name="风险控制" Title="风险管理">
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<FunctionSub Name="风险对冲" Title="风险对冲"></FunctionSub>
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@@ -149,6 +150,7 @@
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<FunctionSub Name="资信评级" Title="资信评级"></FunctionSub>
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<FunctionSub Name="授信修改" Title="授信修改" Type="Operate" Note="是否可以修改授信(控制新增、修改、删除的 操作权限)"></FunctionSub>
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<FunctionSub Name="资信等级有效期修改" Title="资信评级修改" Type="Operate" Note="是否可以修改用户资信评级(控制新增、修改权限)"></FunctionSub>
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<FunctionSub Name="客户预付金配置" Title="客户预付金配置" Note="客户/客户等级绑定预付金模板"></FunctionSub>
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</FunctionParent>
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<FunctionParent Name="互换簿记预设" Title="互换簿记预设">
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<FunctionSub Name="TRS用簿记账户设置" Title="TRS用簿记账户设置"></FunctionSub>
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@@ -186,6 +188,7 @@
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<FunctionSub Name="除权除息交易" Title="除权除息交易"></FunctionSub>
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<FunctionSub Name="设置货币" Title="设置货币"></FunctionSub>
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<FunctionSub Name="设置货币修改" Title="设置货币修改" Type="Operate" Note="修改设置货币"></FunctionSub>
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<FunctionSub Name="预付金模板V2" Title="预付金模板V2" Note="预付金模板维护（自定义/全局/客户规则）"></FunctionSub>
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</FunctionParent>
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<FunctionParent Name="系统管理" Title="系统管理">
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<FunctionSub Name="角色管理" Title="角色权限"></FunctionSub>
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@@ -66,12 +66,15 @@
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{Name:"授信管理",Rights:["客户管理-授信管理"],Url:"credit/creditList"},
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{Name:"资信评级",Rights:["客户管理-资信评级"],Url:"client_rating/List"},
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{Name:"机构账号设置",Rights:["客户管理-机构账号设置"],Url:"v3/client/account"}
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//保证金模板在交易页直接选择，客户预付金配置入口不展示（页面代码保留）
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//{Name:"客户预付金配置",Rights:["客户管理-客户预付金配置"],Url:"client_margin_template/client_margin_templateList"},
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]
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},
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{Name:"互换簿记预设",Rights:["互换簿记预设"],Icon:"menu-icon iconfour"
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,SubItems:[
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{Name:"TRS用簿记账户设置",Rights:["互换簿记预设-TRS用簿记账户设置"],Url:"EtradingRule/Index"},
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{Name:"互换预付金率维护",Rights:["互换簿记预设-互换预付金率维护"],Url:"ClientMarginConfig/ClientMarginConfigList"},
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//保证金模板V2迁移：互换预付金率维护入口下线，功能由"数据管理-预付金模板V2"替代，代码保留不删除
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//{Name:"互换预付金率维护",Rights:["互换簿记预设-互换预付金率维护"],Url:"ClientMarginConfig/ClientMarginConfigList"},
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{Name:"阶梯费率",Rights:["互换簿记预设-阶梯费率"],Url:"SwapRate"},
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{Name:"浮动利率",Rights:["互换簿记预设-浮动利率"],Url:"SwapFloatRate"},
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{Name:"簿记账户与衡泰关系",Rights:["互换簿记预设-簿记账户与衡泰关系"],Url:"EtradeAccount/Index"},
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@@ -87,6 +90,7 @@
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{Name:"交易市场",Rights:["基础参数管理-交易市场"],Url:"market/marketList"},
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{Name:"变更记录",Rights:["基础参数管理-变更记录"],Url:"Datatrace/ClientInfoChange"},
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{Name:"设置货币",Rights:["基础参数管理-设置货币"],Url:"Currency/setCurrency"},
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{Name:"预付金模板V2",Rights:["基础参数管理-预付金模板V2"],Url:"margin_template_v2/margin_template_v2List"},
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]
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},
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{Name:"系统管理",Rights:["系统管理"],Icon:"menu-icon iconten"
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@@ -256,12 +256,13 @@ namespace YLErp.Web.Controllers
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{
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return ShowError("没有找到交易数据");
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}
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var marginTemplateConfig = SwapMarginTemplateConfigService.GetConfig();
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if (string.IsNullOrWhiteSpace(tradeObj.MarginTemplateName)
|
||||
|| !marginTemplateConfig.options.Any(item => item.Value == tradeObj.MarginTemplateName))
|
||||
{
|
||||
tradeObj.MarginTemplateName = marginTemplateConfig.defaultValue;
|
||||
}
|
||||
//保证金模板V2迁移：不再把非模板的历史值回退为默认值，MarginTemplateName 原样展示
|
||||
//var marginTemplateConfig = SwapMarginTemplateConfigService.GetConfig();
|
||||
//if (string.IsNullOrWhiteSpace(tradeObj.MarginTemplateName)
|
||||
// || !marginTemplateConfig.options.Any(item => item.Value == tradeObj.MarginTemplateName))
|
||||
//{
|
||||
// tradeObj.MarginTemplateName = marginTemplateConfig.defaultValue;
|
||||
//}
|
||||
TradeViewModel model;
|
||||
|
||||
model = new TradeViewModel(tradeObj)
|
||||
|
||||
@@ -119,7 +119,10 @@ namespace YLErp.Web.Controllers
|
||||
{
|
||||
return View(new margin_template_v2() { ValueDate = new DateTime(2020, 1, 1), RuleType = (int)MarginRuleTypeEnum.默认预付金规则, Comments = "考虑了14种场景下的Span算法与Delta算法比较的通用预付金规则，该规则可以调整Span涨跌幅度", IsValid = true });
|
||||
}
|
||||
return View(new margin_template_v2() { ValueDate = new DateTime(2020, 1, 1), RuleType = (int)MarginRuleTypeEnum.触发条件预付金规则1, Comments = "预付金占用为成交名义本金的固定比例，加标的跌幅的市值（跌幅达到一定条件触发）", IsValid = true });
|
||||
//预付金模板V2迁移：本部署（TRS）可选规则只有 无预付金/区间追保结构，新模板默认无预付金。
|
||||
//原始代码如下（如需恢复，用注释行整行替换下面的 return）：
|
||||
//return View(new margin_template_v2() { ValueDate = new DateTime(2020, 1, 1), RuleType = (int)MarginRuleTypeEnum.触发条件预付金规则1, Comments = "预付金占用为成交名义本金的固定比例，加标的跌幅的市值（跌幅达到一定条件触发）", IsValid = true });
|
||||
return View(new margin_template_v2() { ValueDate = new DateTime(2020, 1, 1), RuleType = (int)MarginRuleTypeEnum.无预付金, Comments = "预付金占用为零。", IsValid = true });
|
||||
|
||||
}
|
||||
|
||||
@@ -447,6 +450,19 @@ namespace YLErp.Web.Controllers
|
||||
}
|
||||
else
|
||||
{
|
||||
//预付金模板V2迁移：本部署（TRS）预付金规则只开放 无预付金 和 区间追保结构 两种（2026-08 按业务要求）。
|
||||
//原"其他公司显示完整规则列表"的代码以块注释形式保留在下方，如需恢复取消注释即可。
|
||||
ruleTypeList.Add(new SelectListItem()
|
||||
{
|
||||
Text = MarginRuleTypeEnum.无预付金.ToString(),
|
||||
Value = ((int)MarginRuleTypeEnum.无预付金).ToString()
|
||||
});
|
||||
ruleTypeList.Add(new SelectListItem()
|
||||
{
|
||||
Text = MarginRuleTypeEnum.区间追保结构.ToString(),
|
||||
Value = ((int)MarginRuleTypeEnum.区间追保结构).ToString()
|
||||
});
|
||||
/* 原完整规则列表（保留备查）：
|
||||
ruleTypeList.AddRange(new List<SelectListItem>(){
|
||||
new SelectListItem()
|
||||
{
|
||||
@@ -513,7 +529,8 @@ namespace YLErp.Web.Controllers
|
||||
Text = MarginRuleTypeEnum.卖出自动赎回规则1.ToString(),
|
||||
Value = ((int)MarginRuleTypeEnum.卖出自动赎回规则1).ToString()
|
||||
}
|
||||
});
|
||||
});
|
||||
*/
|
||||
}
|
||||
if (PS.Config.Company == CompanyEnum.宏源)
|
||||
{
|
||||
|
||||
@@ -15,7 +15,12 @@
|
||||
var jsClient = canChangeClient && Model.ClientId > 0 ? jsClients.FirstOrDefault(n => n.id == Model.ClientId) : null;
|
||||
var jsAssetUnits = JsDataModel.GetAssetUnits(CurUser);
|
||||
var tradeMarginTemplates = new tradeController().GetMarginTemplates();
|
||||
var swapMarginTemplateItems = SwapMarginTemplateConfigService.GetConfig().options;
|
||||
var swapMarginTemplateItems = SwapMarginTemplateConfigService.GetConfig().options.ToList();
|
||||
//保证金模板V2迁移：存量交易的保证金模板可能是历史文本值（如字典配置的"现金保证金"），不在模板V2选项中时追加显示，避免编辑保存时被静默清空
|
||||
if (!string.IsNullOrWhiteSpace(Model.MarginTemplateName) && !swapMarginTemplateItems.Any(n => n.Value == Model.MarginTemplateName))
|
||||
{
|
||||
swapMarginTemplateItems.Add(new YLErp.Models.SelectItem { Text = Model.MarginTemplateName + "（历史值）", Value = Model.MarginTemplateName });
|
||||
}
|
||||
var tradeMarginTemplateItems = new tradeController().GetMarginTemplateItems();
|
||||
var jsAssetUnit = Model.AssetId > 0 ? jsAssetUnits.FirstOrDefault(n => n.id == Model.AssetId) : null;
|
||||
var assetunits = JsDataModel.GetAssetUnits(CurUser);
|
||||
@@ -277,6 +282,7 @@
|
||||
<div class="form-group">
|
||||
<label class="formlabel half">保证金模板</label>
|
||||
<select v-model="trade.MarginTemplateName">
|
||||
<option value="">请选择</option>
|
||||
<option v-for="item in page.swapMarginTemplateItems" :key="item.Value" :value="item.Value">
|
||||
{{ item.Text }}
|
||||
</option>
|
||||
|
||||
@@ -101,25 +101,29 @@
|
||||
<div class="border">
|
||||
<div class="form-group">
|
||||
<label class="formlabel">预付金规则</label>
|
||||
@if (PS.Config.Company != CompanyEnum.厦门象屿)
|
||||
@if (PS.Config.Company == CompanyEnum.厦门象屿)
|
||||
{
|
||||
@*厦门象屿原本就不渲染此下拉，保持原样*@
|
||||
}
|
||||
else if (PS.Config.Company == CompanyEnum.广发商贸)
|
||||
{
|
||||
<select v-model="marginTemplate.RuleType" v-bind:disabled="!isAdd" v-on:change="changeRuleType()">
|
||||
@if(PS.Config.Company == CompanyEnum.广发商贸){
|
||||
<option value="@((int)MarginRuleTypeEnum.默认预付金规则)">@MarginRuleTypeEnum.默认预付金规则.ToString()</option>
|
||||
}
|
||||
else{
|
||||
@*<option value="@((int)MarginRuleTypeEnum.无预付金)">@MarginRuleTypeEnum.无预付金.ToString()</option>
|
||||
<option value="@((int)MarginRuleTypeEnum.按固定利率)">@MarginRuleTypeEnum.按固定利率.ToString()</option>
|
||||
<option value="@((int)MarginRuleTypeEnum.按浮动盈亏)">@MarginRuleTypeEnum.按浮动盈亏.ToString()</option>
|
||||
<option value="@((int)MarginRuleTypeEnum.类香草预付金规则)">@MarginRuleTypeEnum.类香草预付金规则.ToString()</option>*@
|
||||
<option value="@((int)MarginRuleTypeEnum.触发条件预付金规则1)">@MarginRuleTypeEnum.触发条件预付金规则1.ToString()</option>
|
||||
@*<option value="@((int)MarginRuleTypeEnum.触发条件预付金规则2)">@MarginRuleTypeEnum.触发条件预付金规则2.ToString()</option>*@
|
||||
<option value="@((int)MarginRuleTypeEnum.触发条件预付金规则3)">@MarginRuleTypeEnum.触发条件预付金规则3.ToString()</option>
|
||||
@*<option value="@((int)MarginRuleTypeEnum.含赔付预付金计算规则)">@MarginRuleTypeEnum.含赔付预付金计算规则.ToString()</option>*@
|
||||
}
|
||||
|
||||
<option value="@((int)MarginRuleTypeEnum.默认预付金规则)">@MarginRuleTypeEnum.默认预付金规则.ToString()</option>
|
||||
</select>
|
||||
}
|
||||
else
|
||||
{
|
||||
@*预付金模板V2迁移：本部署（TRS）只开放 无预付金 和 区间追保结构 两种规则（2026-08 按业务要求）。
|
||||
原该分支显示 触发条件预付金规则1/触发条件预付金规则3 两个选项，以注释形式保留备查。*@
|
||||
<select v-model="marginTemplate.RuleType" v-bind:disabled="!isAdd" v-on:change="changeRuleType()">
|
||||
<option value="@((int)MarginRuleTypeEnum.无预付金)">@MarginRuleTypeEnum.无预付金.ToString()</option>
|
||||
<option value="@((int)MarginRuleTypeEnum.区间追保结构)">@MarginRuleTypeEnum.区间追保结构.ToString()</option>
|
||||
</select>
|
||||
<!-- 原选项（保留备查）：
|
||||
<option value="5">触发条件预付金规则1</option>
|
||||
<option value="9">触发条件预付金规则3</option>
|
||||
-->
|
||||
}
|
||||
</div>
|
||||
|
||||
<div class="form-group">
|
||||
@@ -132,9 +136,10 @@
|
||||
{
|
||||
<div class="form-group">
|
||||
<label class="formlabel">是否按标的分类设置参数</label>
|
||||
<select v-model="marginTemplate.UnderlyingSeperateType" v-on:change="changeUnderlyingSeperateType()" v-bind:disabled="marginTemplate.RuleType != @((int)MarginRuleTypeEnum.按固定利率) && marginTemplate.RuleType != @((int)MarginRuleTypeEnum.标准SPAN) && marginTemplate.RuleType != @((int)MarginRuleTypeEnum.卖出自动赎回规则1)">
|
||||
<select v-model="marginTemplate.UnderlyingSeperateType" v-on:change="changeUnderlyingSeperateType()" v-bind:disabled="marginTemplate.RuleType != @((int)MarginRuleTypeEnum.按固定利率) && marginTemplate.RuleType != @((int)MarginRuleTypeEnum.标准SPAN) && marginTemplate.RuleType != @((int)MarginRuleTypeEnum.卖出自动赎回规则1) && marginTemplate.RuleType != @((int)MarginRuleTypeEnum.区间追保结构)">
|
||||
<option value="@((int)UnderlyingSeperateTypeEnum.None)">不区分</option>
|
||||
<option value="@((int)UnderlyingSeperateTypeEnum.CustomStock)">按自定义权益分类</option>
|
||||
<option v-if="marginTemplate.RuleType == @((int)MarginRuleTypeEnum.区间追保结构)" value="@((int)UnderlyingSeperateTypeEnum.CustomInstrumentType)">按资产类型分类</option>
|
||||
</select>
|
||||
</div>
|
||||
<div class="form-group">
|
||||
@@ -197,6 +202,48 @@
|
||||
</select>
|
||||
</div>
|
||||
</template>
|
||||
<template v-if="marginTemplate.RuleType == @((int)MarginRuleTypeEnum.区间追保结构)">
|
||||
<div class="form-group" v-show="marginTemplate.UnderlyingSeperateType == @((int)UnderlyingSeperateTypeEnum.CustomInstrumentType)">
|
||||
<label class="formlabel">当标的资产类型为</label>
|
||||
|
||||
<select class="chosen-select" :id="'UnderlyingType'+index" multiple>
|
||||
<option value="16" :selected="(detail.UnderlyingType & 16)>0?true:false">利率债</option>
|
||||
<option value="32" :selected="(detail.UnderlyingType & 32)>0?true:false">信用债</option>
|
||||
<option value="64" :selected="(detail.UnderlyingType & 64)>0?true:false">其它债券</option>
|
||||
<option value="128" :selected="(detail.UnderlyingType & 128)>0?true:false">股票</option>
|
||||
<option value="256" :selected="(detail.UnderlyingType & 256)>0?true:false">股指</option>
|
||||
<option value="512" :selected="(detail.UnderlyingType & 512)>0?true:false">股指期货</option>
|
||||
<option value="1024" :selected="(detail.UnderlyingType & 1024)>0?true:false">商品期货</option>
|
||||
<option value="2048" :selected="(detail.UnderlyingType & 2048)>0?true:false">商品现货</option>
|
||||
<option value="4096" :selected="(detail.UnderlyingType & 4096)>0?true:false">新三板挂牌股票</option>
|
||||
<option value="8192" :selected="(detail.UnderlyingType & 8192)>0?true:false">香港股票</option>
|
||||
<option value="16384" :selected="(detail.UnderlyingType & 16384)>0?true:false">香港股指</option>
|
||||
<option value="32768" :selected="(detail.UnderlyingType & 32768)>0?true:false">基金及基金专户</option>
|
||||
<option value="65536" :selected="(detail.UnderlyingType & 65536)>0?true:false">黄金期货</option>
|
||||
<option value="131072" :selected="(detail.UnderlyingType & 131072)>0?true:false">国债期货</option>
|
||||
<option value="262144" :selected="(detail.UnderlyingType & 262144)>0?true:false">其他期货</option>
|
||||
<option value="524288" :selected="(detail.UnderlyingType & 524288)>0?true:false">黄金现货</option>
|
||||
<option value="1048576" :selected="(detail.UnderlyingType & 1048576)>0?true:false">其他现货</option>
|
||||
<option value="2097152" :selected="(detail.UnderlyingType & 2097152)>0?true:false">境外期货</option>
|
||||
<option value="4194304" :selected="(detail.UnderlyingType & 4194304)>0?true:false">境外现货</option>
|
||||
<option value="8388608" :selected="(detail.UnderlyingType & 8388608)>0?true:false">境外股票</option>
|
||||
<option value="16777216" :selected="(detail.UnderlyingType & 16777216)>0?true:false">境外股指</option>
|
||||
<option value="33554432" :selected="(detail.UnderlyingType & 33554432)>0?true:false">汇率</option>
|
||||
<option value="67108864" :selected="(detail.UnderlyingType & 67108864)>0?true:false">Shibor</option>
|
||||
<option value="134217728" :selected="(detail.UnderlyingType & 134217728)>0?true:false">银行间回购定盘</option>
|
||||
<option value="268435456" :selected="(detail.UnderlyingType & 268435456)>0?true:false">利率收益率</option>
|
||||
<option value="536870912" :selected="(detail.UnderlyingType & 536870912)>0?true:false">债券指数</option>
|
||||
</select> 时，
|
||||
</div>
|
||||
<div class="form-group">
|
||||
<label class="formlabel">初始预付金率x</label>
|
||||
<vue-number-input v-model="detail.MarginRatio1" v-bind:format="inputFormatPercent"></vue-number-input>
|
||||
</div>
|
||||
<div class="form-group">
|
||||
<label class="formlabel">维持预付金率y</label>
|
||||
<vue-number-input v-model="detail.MarginRatio2" v-bind:format="inputFormatPercent"></vue-number-input>
|
||||
</div>
|
||||
</template>
|
||||
<template v-if="marginTemplate.RuleType == @((int)MarginRuleTypeEnum.类香草预付金规则)">
|
||||
<div class="form-group">
|
||||
<label class="formlabel">初始预付金率</label>
|
||||
@@ -376,12 +423,12 @@
|
||||
</template>
|
||||
</div>
|
||||
<div class="col-auto" v-show="index + 1 == marginTemplate.Details.length">
|
||||
<button class="delBtn" v-show="marginTemplate.UnderlyingSeperateType == @((int)UnderlyingSeperateTypeEnum.CustomStock)" v-on:click="deleteDetail(index)">- 刪除</button>
|
||||
<button class="delBtn" v-show="marginTemplate.UnderlyingSeperateType == @((int)UnderlyingSeperateTypeEnum.CustomStock) || marginTemplate.UnderlyingSeperateType == @((int)UnderlyingSeperateTypeEnum.CustomInstrumentType)" v-on:click="deleteDetail(index)">- 刪除</button>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
</template>
|
||||
<button class="addBtn" v-show="marginTemplate.UnderlyingSeperateType == @((int)UnderlyingSeperateTypeEnum.CustomStock)" v-on:click="addDetail()" v-bind:disabled="marginTemplate.RuleType == @((int)MarginRuleTypeEnum.无预付金) || marginTemplate.RuleType == @((int)MarginRuleTypeEnum.自动赎回买入预付金规则) || marginTemplate.RuleType == @((int)MarginRuleTypeEnum.保底预付金规则) || marginTemplate.RuleType == @((int)MarginRuleTypeEnum.含赔付预付金计算规则)">+ 新增参数组</button>
|
||||
<button class="addBtn" v-show="marginTemplate.UnderlyingSeperateType == @((int)UnderlyingSeperateTypeEnum.CustomStock) || marginTemplate.UnderlyingSeperateType == @((int)UnderlyingSeperateTypeEnum.CustomInstrumentType)" v-on:click="addDetail()" v-bind:disabled="marginTemplate.RuleType == @((int)MarginRuleTypeEnum.无预付金) || marginTemplate.RuleType == @((int)MarginRuleTypeEnum.自动赎回买入预付金规则) || marginTemplate.RuleType == @((int)MarginRuleTypeEnum.保底预付金规则) || marginTemplate.RuleType == @((int)MarginRuleTypeEnum.含赔付预付金计算规则)">+ 新增参数组</button>
|
||||
</div>
|
||||
</div>
|
||||
<div class="form-buttons">
|
||||
@@ -419,6 +466,16 @@
|
||||
</select>
|
||||
</div>
|
||||
</template>
|
||||
<template v-if="ruleType == @((int)MarginRuleTypeEnum.区间追保结构)">
|
||||
<div class="form-group">
|
||||
<label class="formlabel">初始预付金率x</label>
|
||||
<vue-number-input v-model="detail.MarginRatio1" v-bind:format="inputFormatPercent"></vue-number-input>
|
||||
</div>
|
||||
<div class="form-group">
|
||||
<label class="formlabel">维持预付金率y</label>
|
||||
<vue-number-input v-model="detail.MarginRatio2" v-bind:format="inputFormatPercent"></vue-number-input>
|
||||
</div>
|
||||
</template>
|
||||
<template v-if="ruleType == @((int)MarginRuleTypeEnum.类香草预付金规则)">
|
||||
<div class="form-group">
|
||||
<label class="formlabel">初始预付金率</label>
|
||||
|
||||
@@ -21,6 +21,7 @@
|
||||
标准SPAN: "11",
|
||||
买入自动赎回规则1: "12",
|
||||
卖出自动赎回规则1: "13",
|
||||
区间追保结构: "15",
|
||||
默认预付金规则: "99"
|
||||
};
|
||||
|
||||
@@ -105,6 +106,9 @@
|
||||
else if (cellValue == MarginRuleTypeEnum.默认预付金规则){
|
||||
return "默认预付金规则";
|
||||
}
|
||||
else if (cellValue == MarginRuleTypeEnum.区间追保结构) {
|
||||
return "区间追保结构";
|
||||
}
|
||||
return "";
|
||||
}
|
||||
|
||||
|
||||
@@ -103,9 +103,20 @@
|
||||
|
||||
<div class="form-group">
|
||||
<label class="formlabel">预付金规则</label>
|
||||
@if (PS.Config.Company != CompanyEnum.厦门象屿)
|
||||
@if (PS.Config.Company == CompanyEnum.厦门象屿)
|
||||
{
|
||||
<select v-model="marginTemplate.RuleType" @*v-bind:disabled="!isAdd"*@ v-on:change="changeRuleType()">
|
||||
@*厦门象屿原本就不渲染此下拉，保持原样*@
|
||||
}
|
||||
else
|
||||
{
|
||||
@*预付金模板V2迁移：本部署（TRS）只开放 无预付金 和 区间追保结构 两种规则（2026-08 按业务要求）。
|
||||
原"其他公司显示完整规则列表"的代码以注释形式保留在下方，如需恢复取消注释即可。*@
|
||||
<select v-model="marginTemplate.RuleType" v-on:change="changeRuleType()">
|
||||
<option value="@((int)MarginRuleTypeEnum.无预付金)">@MarginRuleTypeEnum.无预付金.ToString()</option>
|
||||
<option value="@((int)MarginRuleTypeEnum.区间追保结构)">@MarginRuleTypeEnum.区间追保结构.ToString()</option>
|
||||
</select>
|
||||
@* 原完整规则列表（保留备查）：
|
||||
<select v-model="marginTemplate.RuleType" v-on:change="changeRuleType()">
|
||||
<option value="@((int)MarginRuleTypeEnum.无预付金)">@MarginRuleTypeEnum.无预付金.ToString()</option>
|
||||
<option value="@((int)MarginRuleTypeEnum.按固定利率)">@MarginRuleTypeEnum.按固定利率.ToString()</option>
|
||||
<option value="@((int)MarginRuleTypeEnum.按浮动盈亏)">@MarginRuleTypeEnum.按浮动盈亏.ToString()</option>
|
||||
@@ -118,6 +129,7 @@
|
||||
<option value="@((int)MarginRuleTypeEnum.买入自动赎回规则1)">@MarginRuleTypeEnum.买入自动赎回规则1.ToString()</option>
|
||||
<option value="@((int)MarginRuleTypeEnum.卖出自动赎回规则1)">@MarginRuleTypeEnum.卖出自动赎回规则1.ToString()</option>
|
||||
</select>
|
||||
*@
|
||||
}
|
||||
</div>
|
||||
|
||||
@@ -129,9 +141,10 @@
|
||||
|
||||
<div class="form-group">
|
||||
<label class="formlabel">是否按标的分类设置参数</label>
|
||||
<select v-model="marginTemplate.UnderlyingSeperateType" v-on:change="changeUnderlyingSeperateType()" v-bind:disabled="marginTemplate.RuleType != @((int)MarginRuleTypeEnum.按固定利率) && marginTemplate.RuleType != @((int)MarginRuleTypeEnum.标准SPAN) && marginTemplate.RuleType != @((int)MarginRuleTypeEnum.卖出自动赎回规则1)">
|
||||
<select v-model="marginTemplate.UnderlyingSeperateType" v-on:change="changeUnderlyingSeperateType()" v-bind:disabled="marginTemplate.RuleType != @((int)MarginRuleTypeEnum.按固定利率) && marginTemplate.RuleType != @((int)MarginRuleTypeEnum.标准SPAN) && marginTemplate.RuleType != @((int)MarginRuleTypeEnum.卖出自动赎回规则1) && marginTemplate.RuleType != @((int)MarginRuleTypeEnum.区间追保结构)">
|
||||
<option value="@((int)UnderlyingSeperateTypeEnum.None)">不区分</option>
|
||||
<option value="@((int)UnderlyingSeperateTypeEnum.CustomStock)">按自定义权益分类</option>
|
||||
<option v-if="marginTemplate.RuleType == @((int)MarginRuleTypeEnum.区间追保结构)" value="@((int)UnderlyingSeperateTypeEnum.CustomInstrumentType)">按资产类型分类</option>
|
||||
</select>
|
||||
</div>
|
||||
<div class="form-group">
|
||||
@@ -169,6 +182,48 @@
|
||||
</select>
|
||||
</div>
|
||||
</template>
|
||||
<template v-if="marginTemplate.RuleType == @((int)MarginRuleTypeEnum.区间追保结构)">
|
||||
<div class="form-group" v-show="marginTemplate.UnderlyingSeperateType == @((int)UnderlyingSeperateTypeEnum.CustomInstrumentType)">
|
||||
<label class="formlabel">当标的资产类型为</label>
|
||||
|
||||
<select class="chosen-select" :id="'UnderlyingType'+index" multiple>
|
||||
<option value="16" :selected="(detail.UnderlyingType & 16)>0?true:false">利率债</option>
|
||||
<option value="32" :selected="(detail.UnderlyingType & 32)>0?true:false">信用债</option>
|
||||
<option value="64" :selected="(detail.UnderlyingType & 64)>0?true:false">其它债券</option>
|
||||
<option value="128" :selected="(detail.UnderlyingType & 128)>0?true:false">股票</option>
|
||||
<option value="256" :selected="(detail.UnderlyingType & 256)>0?true:false">股指</option>
|
||||
<option value="512" :selected="(detail.UnderlyingType & 512)>0?true:false">股指期货</option>
|
||||
<option value="1024" :selected="(detail.UnderlyingType & 1024)>0?true:false">商品期货</option>
|
||||
<option value="2048" :selected="(detail.UnderlyingType & 2048)>0?true:false">商品现货</option>
|
||||
<option value="4096" :selected="(detail.UnderlyingType & 4096)>0?true:false">新三板挂牌股票</option>
|
||||
<option value="8192" :selected="(detail.UnderlyingType & 8192)>0?true:false">香港股票</option>
|
||||
<option value="16384" :selected="(detail.UnderlyingType & 16384)>0?true:false">香港股指</option>
|
||||
<option value="32768" :selected="(detail.UnderlyingType & 32768)>0?true:false">基金及基金专户</option>
|
||||
<option value="65536" :selected="(detail.UnderlyingType & 65536)>0?true:false">黄金期货</option>
|
||||
<option value="131072" :selected="(detail.UnderlyingType & 131072)>0?true:false">国债期货</option>
|
||||
<option value="262144" :selected="(detail.UnderlyingType & 262144)>0?true:false">其他期货</option>
|
||||
<option value="524288" :selected="(detail.UnderlyingType & 524288)>0?true:false">黄金现货</option>
|
||||
<option value="1048576" :selected="(detail.UnderlyingType & 1048576)>0?true:false">其他现货</option>
|
||||
<option value="2097152" :selected="(detail.UnderlyingType & 2097152)>0?true:false">境外期货</option>
|
||||
<option value="4194304" :selected="(detail.UnderlyingType & 4194304)>0?true:false">境外现货</option>
|
||||
<option value="8388608" :selected="(detail.UnderlyingType & 8388608)>0?true:false">境外股票</option>
|
||||
<option value="16777216" :selected="(detail.UnderlyingType & 16777216)>0?true:false">境外股指</option>
|
||||
<option value="33554432" :selected="(detail.UnderlyingType & 33554432)>0?true:false">汇率</option>
|
||||
<option value="67108864" :selected="(detail.UnderlyingType & 67108864)>0?true:false">Shibor</option>
|
||||
<option value="134217728" :selected="(detail.UnderlyingType & 134217728)>0?true:false">银行间回购定盘</option>
|
||||
<option value="268435456" :selected="(detail.UnderlyingType & 268435456)>0?true:false">利率收益率</option>
|
||||
<option value="536870912" :selected="(detail.UnderlyingType & 536870912)>0?true:false">债券指数</option>
|
||||
</select> 时，
|
||||
</div>
|
||||
<div class="form-group">
|
||||
<label class="formlabel">初始预付金率x</label>
|
||||
<vue-number-input v-model="detail.MarginRatio1" v-bind:format="inputFormatPercent"></vue-number-input>
|
||||
</div>
|
||||
<div class="form-group">
|
||||
<label class="formlabel">维持预付金率y</label>
|
||||
<vue-number-input v-model="detail.MarginRatio2" v-bind:format="inputFormatPercent"></vue-number-input>
|
||||
</div>
|
||||
</template>
|
||||
<template v-if="marginTemplate.RuleType == @((int)MarginRuleTypeEnum.类香草预付金规则)">
|
||||
<div class="form-group">
|
||||
<label class="formlabel">初始预付金率</label>
|
||||
@@ -348,12 +403,12 @@
|
||||
</template>
|
||||
</div>
|
||||
<div class="col-auto" v-show="index + 1 == marginTemplate.Details.length">
|
||||
<button class="delBtn" v-show="marginTemplate.UnderlyingSeperateType == @((int)UnderlyingSeperateTypeEnum.CustomStock)" v-on:click="deleteDetail(index)">- 刪除</button>
|
||||
<button class="delBtn" v-show="marginTemplate.UnderlyingSeperateType == @((int)UnderlyingSeperateTypeEnum.CustomStock) || marginTemplate.UnderlyingSeperateType == @((int)UnderlyingSeperateTypeEnum.CustomInstrumentType)" v-on:click="deleteDetail(index)">- 刪除</button>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
</template>
|
||||
<button class="addBtn" v-show="marginTemplate.UnderlyingSeperateType == @((int)UnderlyingSeperateTypeEnum.CustomStock)" v-on:click="addDetail()" v-bind:disabled="marginTemplate.RuleType == @((int)MarginRuleTypeEnum.无预付金) || marginTemplate.RuleType == @((int)MarginRuleTypeEnum.自动赎回买入预付金规则) || marginTemplate.RuleType == @((int)MarginRuleTypeEnum.保底预付金规则) || marginTemplate.RuleType == @((int)MarginRuleTypeEnum.含赔付预付金计算规则)">+ 新增参数组</button>
|
||||
<button class="addBtn" v-show="marginTemplate.UnderlyingSeperateType == @((int)UnderlyingSeperateTypeEnum.CustomStock) || marginTemplate.UnderlyingSeperateType == @((int)UnderlyingSeperateTypeEnum.CustomInstrumentType)" v-on:click="addDetail()" v-bind:disabled="marginTemplate.RuleType == @((int)MarginRuleTypeEnum.无预付金) || marginTemplate.RuleType == @((int)MarginRuleTypeEnum.自动赎回买入预付金规则) || marginTemplate.RuleType == @((int)MarginRuleTypeEnum.保底预付金规则) || marginTemplate.RuleType == @((int)MarginRuleTypeEnum.含赔付预付金计算规则)">+ 新增参数组</button>
|
||||
</div>
|
||||
</div>
|
||||
<div class="form-buttons">
|
||||
@@ -395,6 +450,16 @@
|
||||
</select>
|
||||
</div>
|
||||
</template>
|
||||
<template v-if="ruleType == @((int)MarginRuleTypeEnum.区间追保结构)">
|
||||
<div class="form-group">
|
||||
<label class="formlabel">初始预付金率x</label>
|
||||
<vue-number-input v-model="detail.MarginRatio1" v-bind:format="inputFormatPercent"></vue-number-input>
|
||||
</div>
|
||||
<div class="form-group">
|
||||
<label class="formlabel">维持预付金率y</label>
|
||||
<vue-number-input v-model="detail.MarginRatio2" v-bind:format="inputFormatPercent"></vue-number-input>
|
||||
</div>
|
||||
</template>
|
||||
<template v-if="ruleType == @((int)MarginRuleTypeEnum.类香草预付金规则)">
|
||||
<div class="form-group">
|
||||
<label class="formlabel">初始预付金率</label>
|
||||
|
||||
@@ -21,6 +21,7 @@
|
||||
标准SPAN: "11",
|
||||
买入自动赎回规则1: "12",
|
||||
卖出自动赎回规则1: "13",
|
||||
区间追保结构: "15",
|
||||
};
|
||||
|
||||
var g_grid = {};
|
||||
@@ -113,6 +114,9 @@
|
||||
else if (cellValue == MarginRuleTypeEnum.卖出自动赎回规则1) {
|
||||
return "卖出自动赎回规则1";
|
||||
}
|
||||
else if (cellValue == MarginRuleTypeEnum.区间追保结构) {
|
||||
return "区间追保结构";
|
||||
}
|
||||
return "";
|
||||
}
|
||||
|
||||
|
||||
@@ -80,6 +80,13 @@
|
||||
}
|
||||
else
|
||||
{
|
||||
@*预付金模板V2迁移：本部署（TRS）只开放 无预付金 和 区间追保结构 两种规则（2026-08 按业务要求）。
|
||||
原"其他公司显示完整规则列表"的代码以注释形式保留在下方，如需恢复取消注释即可。*@
|
||||
<select v-model="marginTemplate.RuleType" v-bind:disabled="!isAdd" v-on:change="changeRuleType()">
|
||||
<option value="@((int)MarginRuleTypeEnum.无预付金)">@MarginRuleTypeEnum.无预付金.ToString()</option>
|
||||
<option value="@((int)MarginRuleTypeEnum.区间追保结构)">@MarginRuleTypeEnum.区间追保结构.ToString()</option>
|
||||
</select>
|
||||
@* 原完整规则列表（保留备查）：
|
||||
<select v-model="marginTemplate.RuleType" v-bind:disabled="!isAdd" v-on:change="changeRuleType()">
|
||||
<option value="@((int)MarginRuleTypeEnum.无预付金)">@MarginRuleTypeEnum.无预付金.ToString()</option>
|
||||
<option value="@((int)MarginRuleTypeEnum.按固定利率)">@MarginRuleTypeEnum.按固定利率.ToString()</option>
|
||||
@@ -99,6 +106,7 @@
|
||||
<option value="@((int)MarginRuleTypeEnum.单独计算规则)">@MarginRuleTypeEnum.单独计算规则.ToString()</option>
|
||||
}
|
||||
</select>
|
||||
*@
|
||||
}
|
||||
</div>
|
||||
|
||||
@@ -127,6 +135,16 @@
|
||||
</select>
|
||||
</div>
|
||||
</template>
|
||||
<template v-if="marginTemplate.RuleType == @((int)MarginRuleTypeEnum.区间追保结构)">
|
||||
<div class="form-group">
|
||||
<label class="formlabel">初始预付金率x</label>
|
||||
<vue-number-input v-model="detail.MarginRatio1" v-bind:format="inputFormatPercent"></vue-number-input>
|
||||
</div>
|
||||
<div class="form-group">
|
||||
<label class="formlabel">维持预付金率y</label>
|
||||
<vue-number-input v-model="detail.MarginRatio2" v-bind:format="inputFormatPercent"></vue-number-input>
|
||||
</div>
|
||||
</template>
|
||||
<template v-if="marginTemplate.RuleType == @((int)MarginRuleTypeEnum.类香草预付金规则)">
|
||||
<div class="form-group">
|
||||
<label class="formlabel">初始预付金率</label>
|
||||
@@ -306,6 +324,16 @@
|
||||
</select>
|
||||
</div>
|
||||
</template>
|
||||
<template v-if="ruleType == @((int)MarginRuleTypeEnum.区间追保结构)">
|
||||
<div class="form-group">
|
||||
<label class="formlabel">初始预付金率x</label>
|
||||
<vue-number-input v-model="detail.MarginRatio1" v-bind:format="inputFormatPercent"></vue-number-input>
|
||||
</div>
|
||||
<div class="form-group">
|
||||
<label class="formlabel">维持预付金率y</label>
|
||||
<vue-number-input v-model="detail.MarginRatio2" v-bind:format="inputFormatPercent"></vue-number-input>
|
||||
</div>
|
||||
</template>
|
||||
<template v-if="ruleType == @((int)MarginRuleTypeEnum.类香草预付金规则)">
|
||||
<div class="form-group">
|
||||
<label class="formlabel">初始预付金率</label>
|
||||
|
||||
@@ -26,6 +26,7 @@
|
||||
标准SPAN: "11",
|
||||
买入自动赎回规则1: "12",
|
||||
卖出自动赎回规则1: "13",
|
||||
区间追保结构: "15",
|
||||
};
|
||||
|
||||
var g_grid = {};
|
||||
@@ -119,6 +120,9 @@
|
||||
else if (cellValue == MarginRuleTypeEnum.卖出自动赎回规则1) {
|
||||
return "卖出自动赎回规则1";
|
||||
}
|
||||
else if (cellValue == MarginRuleTypeEnum.区间追保结构) {
|
||||
return "区间追保结构";
|
||||
}
|
||||
else if (cellValue == MarginRuleTypeEnum.单独计算规则) {
|
||||
return "单独计算规则";
|
||||
}
|
||||
|
||||
@@ -1,4 +1,4 @@
|
||||
//定价格式化(来自配置)
|
||||
//定价格式化(来自配置)
|
||||
const inputFormatPercent = Object.freeze({ precision: 2, append: '%' });
|
||||
const inputFormatPercentNegative = Object.freeze({ precision: 2, append: '%', negative: true });
|
||||
const inputFormatNegative = Object.freeze({ precision: 2, negative: true });
|
||||
@@ -18,12 +18,14 @@ const MarginRuleTypeEnum = {
|
||||
标准SPAN: "11",
|
||||
买入自动赎回规则1: "12",
|
||||
卖出自动赎回规则1: "13",
|
||||
区间追保结构: "15",
|
||||
默认预付金规则: "99"
|
||||
};
|
||||
|
||||
const UnderlyingSeperateTypeEnum = {
|
||||
None: "0",//不区分
|
||||
CustomStock: "1"//按自定义权益分类
|
||||
CustomStock: "1",//按自定义权益分类
|
||||
CustomInstrumentType: "2"//按资产类型分类
|
||||
};
|
||||
|
||||
const vue = new Vue({
|
||||
@@ -92,6 +94,9 @@ const vue = new Vue({
|
||||
case MarginRuleTypeEnum.卖出自动赎回规则1:
|
||||
this.marginTemplate.Comments = "名义本金*Max（x,y-0.5*虚值比例）+ Flag*Max(0,PV)；\n其中虚值比例 = max（0, P - 执行价）/期初价格，当计算日为成交日时，Flag = 0，P = 期初价格，当计算日不为成交日时，Flag = 1，P = 标的现价；\n若勾选了“取与保底金额孰小”，则取较小的一个；\n保底金额 =ABS（执行价格 - 保底价格）* ABS（交易数量）。";
|
||||
break;
|
||||
case MarginRuleTypeEnum.区间追保结构:
|
||||
this.marginTemplate.Comments = "预付金占用为名义本金的固定比例。支持按标的资产类型（利率债/信用债/其它债券/股票/股指等全部资产类型）分别设置初始预付金率x、维持预付金率y；以期初净价为基准，按（x-y）逐档推算预警线/平仓线，标的价格触及档位线时触发追保或平仓。";
|
||||
break;
|
||||
case MarginRuleTypeEnum.默认预付金规则:
|
||||
this.marginTemplate.Comments = "考虑了14种场景下的Span算法与Delta算法比较的通用预付金规则，该规则可以调整Span涨跌幅度";
|
||||
break;
|
||||
@@ -108,6 +113,8 @@ const vue = new Vue({
|
||||
|
||||
if (this.marginTemplate.UnderlyingSeperateType == UnderlyingSeperateTypeEnum.None) {
|
||||
this.marginTemplate.UnderlyingSeperateComments = "无论挂钩标的代码为何，都采用同一套参数";
|
||||
} else if (this.marginTemplate.UnderlyingSeperateType == UnderlyingSeperateTypeEnum.CustomInstrumentType) {
|
||||
this.marginTemplate.UnderlyingSeperateComments = "按标的的资产类型分类：在每组参数中选择适用的资产类型（利率债/信用债/其它债券/股票/股指/商品期货等全部资产类型），按标的资产类型匹配对应参数组的初始预付金率x、维持预付金率y。";
|
||||
} else {
|
||||
this.marginTemplate.UnderlyingSeperateComments = "把所有标的根据代码所属区间段自动分为4类:\n【1-指数】沪深指数；\n【2-个股/ETF-核准制发行】主板股票、非科创版ETF；\n【3-个股/ETF-非核准制发行】科创版股票、科创版ETF、创业板股票；\n【4-其他】所有不满足以上分类的。";
|
||||
}
|
||||
@@ -127,6 +134,7 @@ const vue = new Vue({
|
||||
needDetailRules.push(MarginRuleTypeEnum.标准SPAN);
|
||||
needDetailRules.push(MarginRuleTypeEnum.买入自动赎回规则1);
|
||||
needDetailRules.push(MarginRuleTypeEnum.卖出自动赎回规则1);
|
||||
needDetailRules.push(MarginRuleTypeEnum.区间追保结构);
|
||||
needDetailRules.push(MarginRuleTypeEnum.默认预付金规则);
|
||||
if (needDetailRules.indexOf(that.marginTemplate.RuleType.toString()) >= 0) {
|
||||
new Promise((reslove) => {
|
||||
|
||||
@@ -1,4 +1,4 @@
|
||||
//定价格式化(来自配置)
|
||||
//定价格式化(来自配置)
|
||||
const inputFormatPercent = Object.freeze({ precision: 2, append: '%' });
|
||||
const inputFormatPercentNegative = Object.freeze({ precision: 2, append: '%', negative: true });
|
||||
const inputFormatNegative = Object.freeze({ precision: 2, negative: true });
|
||||
@@ -18,6 +18,7 @@ const MarginRuleTypeEnum = {
|
||||
标准SPAN: "11",
|
||||
买入自动赎回规则1: "12",
|
||||
卖出自动赎回规则1: "13",
|
||||
区间追保结构: "15",
|
||||
单独计算规则: "98"
|
||||
};
|
||||
|
||||
@@ -79,6 +80,9 @@ const vue = new Vue({
|
||||
case MarginRuleTypeEnum.卖出自动赎回规则1:
|
||||
this.marginTemplate.Comments = "名义本金*Max（x,y-0.5*虚值比例）+ Flag*Max(0,PV)；\n其中虚值比例 = max（0, P - 执行价）/期初价格，当计算日为成交日时，Flag = 0，P = 期初价格，当计算日不为成交日时，Flag = 1，P = 标的现价；\n若勾选了“取与保底金额孰小”，则取较小的一个；\n保底金额 =ABS（执行价格 - 保底价格）* ABS（交易数量）。";
|
||||
break;
|
||||
case MarginRuleTypeEnum.区间追保结构:
|
||||
this.marginTemplate.Comments = "预付金占用为名义本金的固定比例。以期初净价为基准，按（初始预付金率x-维持预付金率y）逐档推算预警线/平仓线，标的价格触及档位线时触发追保或平仓。";
|
||||
break;
|
||||
case MarginRuleTypeEnum.单独计算规则:
|
||||
this.marginTemplate.Comments = "基于宏源定制的预付金规则，用于计算单笔交易，不参与Span预付金规则的轧差。";
|
||||
break;
|
||||
@@ -108,6 +112,7 @@ const vue = new Vue({
|
||||
needDetailRules.push(MarginRuleTypeEnum.标准SPAN);
|
||||
needDetailRules.push(MarginRuleTypeEnum.买入自动赎回规则1);
|
||||
needDetailRules.push(MarginRuleTypeEnum.卖出自动赎回规则1);
|
||||
needDetailRules.push(MarginRuleTypeEnum.区间追保结构);
|
||||
needDetailRules.push(MarginRuleTypeEnum.单独计算规则1);
|
||||
if (needDetailRules.indexOf(that.marginTemplate.RuleType.toString()) >= 0) {
|
||||
new Promise((reslove) => {
|
||||
|
||||
Reference in New Issue
Block a user