从山证v2.3.0拷贝

2024-05-09 14:06:26 +08:00
parent 566ff33259
commit f9d8a256a6
4471 changed files with 1203456 additions and 9 deletions
@@ -0,0 +1,314 @@
+namespace YLErp.Modules.ClientModule
+{
+    /// <summary>
+    /// 客户持仓模型
+    /// </summary>
+    public class ClientPositionModel
+    {
+        /// <summary>
+        /// 客户ID
+        /// </summary>
+        public int ClientId { get; set; }
+
+        /// <summary>
+        /// 客户编号
+        /// </summary>
+        public string ClientNumber { get; set; }
+
+        /// <summary>
+        /// 交易编号
+        /// </summary>
+        public string TradeNumber { get; set; }
+        /// <summary>
+        /// 交易方向
+        /// </summary>
+        public string BuySell { get; set; }
+        /// <summary>
+        /// 交易日期
+        /// </summary>
+        public DateTime? TradeDate { get; set; }
+        /// <summary>
+        /// 到期日期
+        /// </summary>
+        public DateTime? ExerciseDate { get; set; }
+        /// <summary>
+        /// 行权模式(American|European)
+        /// </summary>
+        public string ExerciseMode { get; set; }
+        /// <summary>
+        /// 看涨看跌(Call|Put)
+        /// </summary>
+        public string CallPut { get; set; }
+        /// <summary>
+        /// 期权类型
+        /// </summary>
+        public string TradeType { get; set; }
+        /// <summary>
+        /// 期权结构类型
+        /// </summary>
+        public string StructureType { get; set; }
+        /// <summary>
+        /// 标的代码
+        /// </summary>
+        public string UnderlyingCode { get; set; }
+
+        /// <summary>
+        /// 标的名称
+        /// </summary>
+        public string UnderlyingName { get; set; }
+
+        /// <summary>
+        /// 期初标的价格
+        /// </summary>
+        public double InitialSpotPrice { get; set; }
+        /// <summary>
+        /// 执行价格
+        /// </summary>
+        public double Strike { get; set; }
+        /// <summary>
+        /// 成交波动率
+        /// </summary>
+        public double TradeOpenVolatility { get; set; }
+        /// <summary>
+        /// 权利金（单价）
+        /// </summary>
+        public double TradeSinglePrice { get; set; }
+        /// <summary>
+        /// 成交数量
+        /// </summary>
+        public double TradeOriginalAmount { get; set; }
+        /// <summary>
+        /// 交易总额
+        /// </summary>
+        public double TradePrice { get; set; }
+        /// <summary>
+        /// 名义本金
+        /// </summary>
+        public double OriginalStockEqvNotional { get; set; }
+
+        /// <summary>
+        /// 当前标的价格
+        /// </summary>
+        public double? UnderlyingPrice { get; set; }
+
+        /// <summary>
+        /// 持仓波动率
+        /// </summary>
+        public double? Vol { get; set; }
+        /// <summary>
+        /// 期权现价（单价）
+        /// </summary>
+        public double CurrentPrice { get; set; }
+        /// <summary>
+        /// 持仓数量
+        /// </summary>
+        public double TradeAmount { get; set; }
+        /// <summary>
+        /// 持仓市值
+        /// </summary>
+        public double? RoundedPv { get; set; }
+        /// <summary>
+        /// 持仓盈亏
+        /// </summary>
+        public double? RoundedPnl { get; set; }
+        /// <summary>
+        /// Delta手数
+        /// </summary>
+        public double DeltaLots { get; set; }
+        /// <summary>
+        /// Gamma手数
+        /// </summary>
+        public double GammaLots { get; set; }
+        /// <summary>
+        /// Delta
+        /// </summary>
+        public double? Delta { get; set; }
+        /// <summary>
+        /// Gamma
+        /// </summary>
+        public double? Gamma { get; set; }
+        /// <summary>
+        /// Vega
+        /// </summary>
+        public double? Vega { get; set; }
+        /// <summary>
+        /// Theta
+        /// </summary>
+        public double? Theta { get; set; }
+        /// <summary>
+        /// Rho
+        /// </summary>
+        public double? Rho { get; set; }
+
+        //======================================
+
+        public int TradeId { get; set; }
+
+        internal double? Pv { get; set; }
+
+        /// <summary>
+        /// 持仓份额
+        /// </summary>
+        public double Notional { get; set; }
+
+        /// <summary>
+        /// 成交份额
+        /// </summary>
+        public double OriginalNotional { get; set; }
+
+        internal string InstrumentType { get; set; }
+
+        /// <summary>
+        /// 参与率
+        /// </summary>
+        public double ParticipationRate { get; set; }
+
+        internal double PrincipalSum { get; set; }
+
+        internal double AnnualizeFactor { get; set; }
+
+        //============20191113===================
+
+        /// <summary>
+        /// 交易备注
+        /// </summary>
+        public string Comments { get; set; }
+
+        /// <summary>
+        /// 交易状态
+        /// </summary>
+        internal string TradeStatusProxy
+        {
+            set { TradeStatus = DBModels.Helpers.TradeHelper.GetTradeStatus(value); }
+        }
+
+        /// <summary>
+        /// 交易状态
+        /// </summary>
+        public DBModels.Enums.EnumTradeStatus TradeStatus { get; set; }
+
+        /// <summary>
+        /// 平仓波动率
+        /// </summary>
+        public double TradeCloseVolatility { get; set; }
+
+        /// <summary>
+        /// 平仓价(多次平仓取均价)(用于V2)
+        /// </summary>
+        public double? UnwindPrice { get; set; }
+
+        /// <summary>
+        /// 平仓标的价(多次平仓取均价)(用于V2)
+        /// </summary>
+        public double? FinalPrice { get; set; }
+
+        //============奇异期权要素===================
+
+        public trade_barrier_option BarrierOption { get; set; }
+
+        public trade_asian_option AsianOption { get; set; }
+
+        public trade_snowball SnowballOption { get; set; }
+
+        public trade_binary_option BinaryOption { get; set; }
+
+        public trade_double_sharkfin_option DoubleSharkfinOption { get; set; }
+
+        public trade_rangeaccrual RangeaccrualOption { get; set; }
+
+        public trade_underlying_enhance UnderlyingEnhanceOption { get; set; }
+
+        public trade_airbag AirbagOption { get; set; }
+
+        public trade_autocall AutocallOption { get; set; }
+
+        public trade_forward Forward { get; set; }
+
+        public trade_swap Swap { get; set; }
+
+        public trade_cashflow CashFlow { get; set; }
+
+        public trade_accumulator_option AccumulatorOption { get; set; }
+
+        public trade_custom CustomOption { get; set; }
+
+        /// <summary>
+        /// 组合标的
+        /// </summary>
+        public SyntheticPriceModel Synthetic { get; set; }
+
+        //============20200618===================
+
+        /// <summary>
+        /// 对冲波动率
+        /// </summary>
+        public double? HedgeVol { get; set; }
+
+        //============20200717===================
+
+        /// <summary>
+        /// 平仓日期(多次平仓取最后一次)(用于V2)
+        /// </summary>
+        public DateTime? UnwindDate { get; set; }
+
+        //============20201119===================
+
+        /// <summary>
+        /// 组合交易ID
+        /// </summary>
+        public int ParentTradeId { get; set; }
+
+        /// <summary>
+        /// 是否名义本金方式
+        /// </summary>
+        public bool IsUsePremiumRate { get; set; }
+
+        /// <summary>
+        /// 是否总额成交
+        /// </summary>
+        public bool IsUseTotalPremium { get; set; }
+
+        /// <summary>
+        /// 是否相对行权价
+        /// </summary>
+        public bool IsMoneynessOption { get; set; }
+
+        /// <summary>
+        /// 簿记账户
+        /// </summary>
+        public string AssetBookName { get; set; }
+
+        //============20211210===================
+
+        /// <summary>
+        /// 持仓预付金
+        /// </summary>
+        public double? Margin { get; set; }
+
+        /// <summary>
+        /// 维持预付金
+        /// </summary>
+        public double KeepMargin { get; set; }
+
+        /// <summary>
+        /// 初始预付金
+        /// </summary>
+        public double InitMargin { get; set; }
+
+        /// <summary>
+        /// 持仓结算标的价格
+        /// </summary>
+        public double? PosiSettlePrice { get; set; }
+
+        Dictionary<string, string> _metaDic;
+
+        /// <summary>
+        /// 元数据字典
+        /// </summary>
+        public Dictionary<string, string> MetaDic
+        {
+            get => _metaDic ?? (_metaDic = new Dictionary<string, string>(StringComparer.OrdinalIgnoreCase));
+            set => _metaDic = value;
+        }
+    }
+}