从山证v2.3.0拷贝

YLErpDAL/Modules/EodModule/QueryModule/EodTradePositionApiServiceModels.cs

@@ -0,0 +1,915 @@
+namespace YLErp.Modules.EodModule.QueryModule
+{
+    /// <summary>
+    /// 日终清算--请求参数
+    /// </summary>
+    public class EodSettleInfoRequest
+    {
+        /// <summary>
+        /// 清算日期
+        /// </summary>
+        public DateTime ValueDate { get; set; }
+
+        /// <summary>
+        /// 返回结果是否采用精简模式
+        /// </summary>
+        public bool CompactResult { get; set; }
+    }
+
+    /// <summary>
+    /// 日终清算--持仓列表结果
+    /// </summary>
+    public class EodTradePositionResult
+    {
+        public List<EodOptionPositionField> OptionPositions { get; set; }
+
+        public List<EodForwardPositionField> ForwardPositions { get; set; }
+
+        public List<EodPayOffSwapPositionField> SwapPositions { get; set; }
+    }
+
+    /// <summary>
+    /// 持仓记录
+    /// </summary>
+    public abstract class EodPositionField
+    {
+        /// <summary>
+        /// 交易编号
+        /// </summary>
+        public string TradeNumber { get; set; }
+
+        /// <summary>
+        /// 簿记账户
+        /// </summary>
+        public string AssetBookName { get; set; }
+
+        /// <summary>
+        /// 交易员
+        /// </summary>
+        public string TraderName { get; set; }
+
+        /// <summary>
+        /// 交易对手方
+        /// </summary>
+        public string ClientName { get; set; }
+
+        /// <summary>
+        /// 交易对手方编号
+        /// </summary>
+        public string ClientNumber { get; set; }
+
+        /// <summary>
+        /// 成交日期
+        /// </summary>
+        public string TradeDate { get; set; }
+
+        /// <summary>
+        /// 到期日期
+        /// </summary>
+        public string ExerciseDate { get; set; }
+
+        /// <summary>
+        /// 交易备注
+        /// </summary>
+        public string Comments { get; set; }
+
+        /// <summary>
+        /// 日终结算价格
+        /// </summary>
+        public double SettlePrice { get; set; }
+    }
+
+    /// <summary>
+    /// (日终清算)场外期权持仓数据字段
+    /// </summary>
+    public class EodOptionPositionField : EodPositionField
+    {
+        #region----基本要素----
+
+        /// <summary>
+        /// 交易类型
+        /// </summary>
+        public string TradeType { get; set; }
+
+        /// <summary>
+        /// 结构类型
+        /// </summary>
+        public string StructureType { get; set; }
+
+        /// <summary>
+        /// 行权方式
+        /// </summary>
+        public string ExerciseMode { get; set; }
+
+        /// <summary>
+        /// 看涨看跌
+        /// </summary>
+        public string CallPut { get; set; }
+
+        /// <summary>
+        /// 结算日期
+        /// </summary>
+        public string SettlementDate { get; set; }
+
+        /// <summary>
+        /// 
+        /// </summary>
+        public string TradeSide { get; set; }
+
+        /// <summary>
+        /// 
+        /// </summary>
+        public string UnderlyingCode { get; set; }
+
+        /// <summary>
+        /// 
+        /// </summary>
+        public string UnderlyingName { get; set; }
+
+        /// <summary>
+        /// 期初标的价格
+        /// </summary>
+        public double InitSpotPrice { get; set; }
+
+        public string Strike { get; set; }
+
+        public string IsMoneynessOption { get; set; }
+
+        public string Premium { get; set; }
+
+        public string IsUsePremiumRate { get; set; }
+
+        /// <summary>
+        /// 初始预付金
+        /// </summary>
+        public double InitialMargin { get; set; }
+
+        /// <summary>
+        /// 有效成交数量
+        /// </summary>
+        public double TradeAmount { get; set; }
+
+        /// <summary>
+        /// 成交金额
+        /// </summary>
+        public double TradePrice { get; set; }
+
+        /// <summary>
+        /// 名义本金(成交)
+        /// </summary>
+        public double StockEqvNotional { get; set; }
+
+        /// <summary>
+        /// 实际名义本金(成交)
+        /// </summary>
+        public double StockEqvNotionalReal { get; set; }
+
+        public string IsAnnualized { get; set; }
+
+        public string AnnualizeFactor { get; set; }
+
+        public string PrincipalRate { get; set; }
+
+        public string ParticipationRate { get; set; }
+
+        public string NoRiskRate { get; set; }
+
+        public string DividendRate { get; set; }
+
+        public string TradeOpenVolatility { get; set; }
+
+        public string TradeCloseVolatility { get; set; }
+
+        /// <summary>
+        /// 平滑过渡天数
+        /// </summary>
+        public int NumOfSmoothingDays { get; set; }
+
+        #endregion
+
+        #region----亚式期权----
+
+        /// <summary>
+        /// 均价起算日	格式：yyyy-MM-dd
+        /// </summary>
+        public string AsianAveragingPeriodStartDate { get; set; }
+
+        /// <summary>
+        /// 均价计算方式(算术平均|几何平均|算术平均(离散)|增强算术平均)
+        /// </summary>
+        public string AsianPayoffType { get; set; }
+
+        /// <summary>
+        /// 行权价类型(固定行权价|浮动行权价|分段式)
+        /// </summary>
+        public string AsianStrikeType { get; set; }
+
+        /// <summary>
+        /// 杠杆率(百分数)
+        /// </summary>
+        public string AsianStrikeGearingFactor { get; set; }
+
+        #endregion
+
+        #region----障碍期权----
+
+        /// <summary>
+        /// 障碍类型(上升敲入|上升敲出|下降敲入|下降敲出|双障碍敲入|双障碍敲出)
+        /// </summary>
+        public string BarrierType { get; set; }
+
+        /// <summary>
+        /// 障碍价格	IsMoneynessOption等于‘是’时为百分数，否则为绝对数值
+        /// </summary>
+        public string BarrierPrice { get; set; }
+        /// <summary>
+        /// 高障碍价格	IsMoneynessOption等于‘是’时为百分数，否则为绝对数值
+        /// </summary>
+        public string BarrierPriceHigh { get; set; }
+        /// <summary>
+        /// 障碍偏移
+        /// </summary>
+        public double? BarrierShift { get; set; }
+        /// <summary>
+        /// 补偿金额	IsUsePremiumRate等于‘是’时为百分数，否则为绝对数值
+        /// </summary>
+        public string BarrierRebate { get; set; }
+        /// <summary>
+        /// 补偿支付方式(立即|递延)
+        /// </summary>
+        public string BarrierRebateType { get; set; }
+        /// <summary>
+        /// 观察方式(离散|连续)
+        /// </summary>
+        public string BarrierDiscrete { get; set; }
+        /// <summary>
+        /// 敲入敲出状态(观察中|已敲入|已敲出)
+        /// </summary>
+        public string BarrierKnockInOutStatus { get; set; }
+        /// <summary>
+        /// 敲入敲出日期(格式：yyyy-MM-dd)
+        /// </summary>
+        public string BarrierKnockInOutDate { get; set; }
+
+        #endregion
+
+        #region----双鲨期权----
+
+        /// <summary>
+        /// 低障碍价格(IsMoneynessOption等于‘是’时为百分数，否则为绝对数值)
+        /// </summary>
+        public string DbSharkBarrierLow { get; set; }
+        /// <summary>
+        /// 高障碍价格(IsMoneynessOption等于‘是’时为百分数，否则为绝对数值)
+        /// </summary>
+        public string DbSharkBarrierHigh { get; set; }
+        /// <summary>
+        /// 高行权价(IsMoneynessOption等于‘是’时为百分数，否则为绝对数值)
+        /// </summary>
+        public string DbSharkStrikeHigh { get; set; }
+        /// <summary>
+        /// 高参与率(百分数)
+        /// </summary>
+        public string DbSharkCallParticipationRate { get; set; }
+        /// <summary>
+        /// 低参与率(百分数)
+        /// </summary>
+        public string DbSharkPutParticipationRate { get; set; }
+        /// <summary>
+        /// 补偿金额(IsUsePremiumRate等于‘是’时为百分数，否则为绝对数值)
+        /// </summary>
+        public string DbSharkRebate { get; set; }
+        /// <summary>
+        /// 高障碍补偿金额(IsUsePremiumRate等于‘是’时为百分数，否则为绝对数值)
+        /// </summary>
+        public string DbSharkRebateHigh { get; set; }
+        /// <summary>
+        /// 补偿支付方式(立即|递延)
+        /// </summary>
+        public string DbSharkRebateType { get; set; }
+        /// <summary>
+        /// 观察方式(离散|连续)
+        /// </summary>
+        public string DbSharkDiscrete { get; set; }
+
+        /// <summary>
+        /// 敲入敲出状态	观察中|已敲入|已敲出
+        /// </summary>
+        public string DbsharkKnockInOutStatus { get; set; }
+        /// <summary>
+        /// 敲入敲出日期	格式：yyyy-MM-dd
+        /// </summary>
+        public string DbsharkKnockInOutDate { get; set; }
+
+        #endregion
+
+        #region----二元期权----
+
+        /// <summary>
+        /// 二元类型	"欧式期权: CashOrNothing|AssetOrNothing
+        /// 美式期权: UpOneTouch|DownOneTouch|UpNoTouch|DownNoTouch|DoubleOneTouch|DoubleNoTouch"
+        /// </summary>
+        public string BinaryPayoffType { get; set; }
+        /// <summary>
+        /// 高障碍价格(IsMoneynessOption等于‘是’时为百分数，否则为绝对数值)
+        /// </summary>
+        public string BinaryUpperBarrier { get; set; }
+        /// <summary>
+        /// 补偿金额(IsUsePremiumRate等于‘是’时为百分数，否则为绝对数值)
+        /// </summary>
+        public string BinaryCashOrNothingAmount { get; set; }
+        /// <summary>
+        /// 高障碍补偿金额(IsUsePremiumRate等于‘是’时为百分数，否则为绝对数值)
+        /// </summary>
+        public string BinaryCashOrNothingAmountHigh { get; set; }
+        /// <summary>
+        /// 观察方式(离散|连续)
+        /// </summary>
+        public string BinaryMonitorType { get; set; }
+        /// <summary>
+        /// 补偿支付方式(立即|递延)
+        /// </summary>
+        public string BinaryRebateType { get; set; }
+
+        #endregion
+
+        #region----区间累积期权----
+
+        /// <summary>
+        /// 区间下限(IsMoneynessOption等于‘是’时为百分数，否则为绝对数值)
+        /// </summary>
+        public string RangeAccrualLowerRange { get; set; }
+        /// <summary>
+        /// 区间上限(IsMoneynessOption等于‘是’时为百分数，否则为绝对数值)
+        /// </summary>
+        public string RangeAccrualUpperRange { get; set; }
+        /// <summary>
+        /// 区间收益(百分数)
+        /// </summary>
+        public string RangeAccrualBonusRate { get; set; }
+
+        #endregion
+
+        #region----气囊结构----
+
+        /// <summary>
+        /// 障碍价格(IsMoneynessOption等于‘是’时为百分数，否则为绝对数值)
+        /// </summary>
+        public string AirbagBarrier { get; set; }
+        /// <summary>
+        /// 是否离散观察(是|否)
+        /// </summary>
+        public string AirbagIsDiscrete { get; set; }
+        /// <summary>
+        /// 敲入参与率(百分数)
+        /// </summary>
+        public string AirbagKIParticipationRate { get; set; }
+        /// <summary>
+        /// 收益封顶(是|否)
+        /// </summary>
+        public string AirbagHasPayoffLimit { get; set; }
+        /// <summary>
+        /// 收益封顶价格(IsMoneynessOption等于‘是’时为百分数，否则为绝对数值)
+        /// </summary>
+        public string AirbagHighStrike { get; set; }
+
+        //收益增强结构
+        /// <summary>
+        /// 年化增强收益(百分数)
+        /// </summary>
+        public string AnnualizedEnhanceRate { get; set; }
+
+        #endregion
+
+        #region----凤凰期权----
+
+        /// <summary>
+        /// 票息年化(是|否)
+        /// </summary>
+        public string AutocallIsAnnualizedCoupon { get; set; }
+        /// <summary>
+        /// 票息率(百分数)
+        /// </summary>
+        public string AutocallCoupon { get; set; }
+        /// <summary>
+        /// 票息障碍价格(IsMoneynessOption等于‘是’时为百分数，否则为绝对数值)
+        /// </summary>
+        public string AutocallCouponBarrier { get; set; }
+        /// <summary>
+        /// 票息结算方式(产生时支付|敲出时支付|期末支付)
+        /// </summary>
+        public string AutocallCouponPayType { get; set; }
+        /// <summary>
+        /// 敲出障碍价格(IsMoneynessOption等于‘是’时为百分数，否则为绝对数值)
+        /// </summary>
+        public string AutocallKOBarrier { get; set; }
+        /// <summary>
+        /// 敲入障碍价格(IsMoneynessOption等于‘是’时为百分数，否则为绝对数值)
+        /// </summary>
+        public string AutocallKIBarrier { get; set; }
+        /// <summary>
+        /// 敲入到期是否支付票息(是|否)
+        /// </summary>
+        public string AutocallIncludeCouponAfterKI { get; set; }
+        /// <summary>
+        /// 敲入到期支付类别(无|敲入转期权|敲入转价差期权)
+        /// </summary>
+        public string AutocallKIPayoffType { get; set; }
+        /// <summary>
+        /// 敲入行权价1(IsMoneynessOption等于‘是’时为百分数，否则为绝对数值)
+        /// </summary>
+        public string AutocallKIStrike1 { get; set; }
+        /// <summary>
+        /// 敲入行权价2(IsMoneynessOption等于‘是’时为百分数，否则为绝对数值)
+        /// </summary>
+        public string AutocallKIStrike2 { get; set; }
+
+        /// <summary>
+        /// 敲入敲出状态	观察中|已敲入|已敲出
+        /// </summary>
+        public string AutocallKnockInOutStatus { get; set; }
+
+        /// <summary>
+        /// 敲入敲出日期	格式：yyyy-MM-dd
+        /// </summary>
+        public string AutocallKnockInOutDate { get; set; }
+
+        #endregion
+
+        #region----雪球期权----
+
+        /// <summary>
+        /// 敲出障碍价格(IsMoneynessOption等于‘是’时为百分数，否则为绝对数值)
+        /// </summary>
+        public string SnowballKOBarrier { get; set; }
+        /// <summary>
+        /// 敲出赔付类别(票息补偿|敲出转期权|敲出转价差期权)
+        /// </summary>
+        public string SnowballKOPayoffType { get; set; }
+        /// <summary>
+        /// 票息年化(是|否, SnowballKOPayoffType等于‘票息补偿’时有值)
+        /// </summary>
+        public string SnowballIsAnnualizedCoupon { get; set; }
+        /// <summary>
+        /// 票息率(百分数, SnowballKOPayoffType等于‘票息补偿’时有值)
+        /// </summary>
+        public string SnowballKORebate { get; set; }
+        /// <summary>
+        /// 年化期权费率(百分数, SnowballKOPayoffType等于‘票息补偿’时有值)
+        /// </summary>
+        public string SnowballAnnualizedPremiumRate { get; set; }
+        /// <summary>
+        /// 票息支付日期(以逗号分隔的日期序列)
+        /// </summary>
+        public string SnowballKOObservationSettleDates { get; set; }
+        /// <summary>
+        /// 敲出行权价1(IsMoneynessOption等于‘是’时为百分数，否则为绝对数值, SnowballKOPayoffType等于‘票息补偿’或‘敲出转价差期权’时有值)
+        /// </summary>
+        public string SnowballKOStrike1 { get; set; }
+        /// <summary>
+        /// 敲出行权价2(IsMoneynessOption等于‘是’时为百分数，否则为绝对数值, SnowballKOPayoffType等于‘敲出转价差期权’时有值)
+        /// </summary>
+        public string SnowballKOStrike2 { get; set; }
+        /// <summary>
+        /// 敲出支付方式(立即|期末)
+        /// </summary>
+        public string SnowballKORebateType { get; set; }
+        /// <summary>
+        /// 敲入障碍价格(IsMoneynessOption等于‘是’时为百分数，否则为绝对数值)
+        /// </summary>
+        public string SnowballKIBarrier { get; set; }
+        /// <summary>
+        /// 敲入到期支付类别(无|敲入转期权|敲入转价差期权)
+        /// </summary>
+        public string SnowballKIPayoffType { get; set; }
+        /// <summary>
+        /// 敲入行权价1(IsMoneynessOption等于‘是’时为百分数，否则为绝对数值, SnowballKIPayoffType等于‘票息补偿’或‘敲出转价差期权’时有值)
+        /// </summary>
+        public string SnowballKIStrike1 { get; set; }
+        /// <summary>
+        /// 敲入行权价2(IsMoneynessOption等于‘是’时为百分数，否则为绝对数值, SnowballKIPayoffType等于‘敲出转价差期权’时有值)
+        /// </summary>
+        public string SnowballKIStrike2 { get; set; }
+        /// <summary>
+        /// 非敲入到期支付票息(百分数)
+        /// </summary>
+        public string SnowballNoKICoupon { get; set; }
+
+        /// <summary>
+        /// 敲入敲出状态	观察中|已敲入|已敲出
+        /// </summary>
+        public string SnowballKnockInOutStatus { get; set; }
+
+        /// <summary>
+        /// 敲入敲出日期	格式：yyyy-MM-dd
+        /// </summary>
+        public string SnowballKnockInOutDate { get; set; }
+
+        #endregion
+
+        #region----自定义交易----
+
+        /// <summary>
+        /// 自定义结构类型
+        /// </summary>
+        public string StructureTypeSpec { get; set; }
+
+        /// <summary>
+        /// 自定义结构说明
+        /// </summary>
+        public string StructureIntroduction { get; set; }
+
+        /// <summary>
+        /// 交易扩展信息
+        /// </summary>
+        public string ExtendInfo { get; set; }
+
+        #endregion
+
+        #region----累计期权----
+
+        /// <summary>
+        /// 敲出障碍价格(IsMoneynessOption等于‘是’时为百分数，否则为绝对数值)
+        /// </summary>
+        public string AccumulatorKOBarrier { get; set; }
+
+        /// <summary>
+        /// 上端收益类型	浮动|固定
+        /// </summary>
+        public string AccumulatorPayoffType { get; set; }
+
+        /// <summary>
+        /// 票息	带'%'后缀的为百分比格式的票息率方式，否则为单份票息金额方式,'上端收益类型'为‘票息’时适用
+        /// </summary>
+        public string AccumulatorCoupon { get; set; }
+
+        /// <summary>
+        /// 票息年化	是|否，为'否'时票息年化,'上端收益类型'为‘票息’时适用
+        /// </summary>
+        public string AccumulatorIsAnnualizedCoupon { get; set; }
+
+        /// <summary>
+        /// 票息日历规则,为空时则默认为Act365
+        /// </summary>
+        public string AccumulatorCouponDayCount { get; set; }
+
+        /// <summary>
+        /// 杠杆倍数
+        /// </summary>
+        public double? AccumulatorMultiplier { get; set; }
+
+        /// <summary>
+        /// 敲出是否终止	是|否
+        /// </summary>
+        public string AccumulatorEarlyTerminate { get; set; }
+
+        /// <summary>
+        /// 结算方式	现金结算(当日)|现金结算(期末)|实物交割
+        /// </summary>
+        public string AccumulatorSettlementMode { get; set; }
+
+        /// <summary>
+        /// 累计类型	子弹|空值
+        /// </summary>
+        public string AccumulatorAccumuType { get; set; }
+
+        #endregion
+
+        #region----敲入敲出观察----
+
+        /// <summary>
+        /// 观察频率	以逗号分隔的日期序列,适用于:障碍期权,
+        /// </summary>
+        public string ObservationDates { get; set; }
+
+        /// <summary>
+        /// 敲出观察频率	以逗号分隔的日期序列,适用于:障碍期权,
+        /// </summary>
+        public string KOObservationDates { get; set; }
+
+        /// <summary>
+        /// 敲入观察频率	以逗号分隔的日期序列,适用于:障碍期权,
+        /// </summary>
+        public string KIObservationDates { get; set; }
+
+        #endregion
+
+        #region----持仓信息----
+
+        /// <summary>
+        /// 持仓数量
+        /// </summary>
+        public double PositionTradeAmount { get; set; }
+
+        /// <summary>
+        /// 持仓市值
+        /// </summary>
+        public double PositionPv { get; set; }
+
+        /// <summary>
+        /// 持仓盈亏
+        /// </summary>
+        public double PositionPnl { get; set; }
+
+        /// <summary>
+        /// 持仓波动率(百分数)
+        /// </summary>
+        public string PositionVol { get; set; }
+
+        /// <summary>
+        /// 当日盈亏
+        /// </summary>
+        public double DailyPnl { get; set; }
+
+        #endregion
+
+        #region----风险信息----
+
+        /// <summary>
+        /// 持仓Delta
+        /// </summary>
+        public double Delta { get; set; }
+
+        public double DeltaInLots { get; set; }
+
+        /// <summary>
+        /// 持仓Gamma
+        /// </summary>
+        public double Gamma { get; set; }
+
+        /// <summary>
+        /// 持仓Vega
+        /// </summary>
+        public double Vega { get; set; }
+
+        /// <summary>
+        /// 持仓Theta
+        /// </summary>
+        public double Theta { get; set; }
+
+        /// <summary>
+        /// 持仓Rho
+        /// </summary>
+        public double Rho { get; set; }
+
+        /// <summary>
+        /// 
+        /// </summary>
+        public double DeltaCash { get; set; }
+
+        /// <summary>
+        /// 
+        /// </summary>
+        public double GammaCash { get; set; }
+
+        /// <summary>
+        /// 
+        /// </summary>
+        public double VegaCash { get; set; }
+
+        #endregion
+    }
+
+    /// <summary>
+    /// (日终清算)场内期权持仓数据字段
+    /// </summary>
+    public class EodExOptionPositionFields
+    {
+        public string OptionCode { get; set; }
+
+        public string UnderlyingCode { get; set; }
+
+        public string ExerciseMode { get; set; }
+
+        public string Strike { get; set; }
+
+        public string PositionType { get; set; }
+
+        public string PositionTradeAmount { get; set; }
+
+        public string PositionPv { get; set; }
+
+        public string PositionPnl { get; set; }
+
+        public string PositionVol { get; set; }
+    }
+
+    /// <summary>
+    /// (日终清算)收益互换持仓数据字段
+    /// </summary>
+    public class EodPayOffSwapPositionField : EodPositionField
+    {
+        /// <summary>
+        /// 结构类型
+        /// </summary>
+        public string StructureType { get; set; }
+
+        /// <summary>
+        /// 名义本金
+        /// </summary>
+        public double StockEqvNotional { get; set; }
+
+        /// <summary>
+        /// [收取]浮动收益(是|否)
+        /// </summary>
+        public string IsGetFloatingProfit { get; set; }
+
+        /// <summary>
+        /// [收取]标的代码
+        /// </summary>
+        public string GetUnderlyingCode { get; set; }
+
+        /// <summary>
+        /// [收取]多头空头(多头|空头)
+        /// </summary>
+        public string GetLongShort { get; set; }
+
+        /// <summary>
+        /// [收取]标的期初价格
+        /// </summary>
+        public double? GetSpotPrice { get; set; }
+
+        /// <summary>
+        /// [收取]交易费用
+        /// </summary>
+        public double? GetTradePrice { get; set; }
+
+        /// <summary>
+        /// [收取]初始预付金率(百分数)
+        /// </summary>
+        public string GetMarginRate { get; set; }
+
+        /// <summary>
+        /// [收取]固定收益
+        /// </summary>
+        public double? GetFixedProfit { get; set; }
+        /// <summary>
+        /// [支付]浮动收益(是|否)
+        /// </summary>
+        public string IsPayFloatingProfit { get; set; }
+        /// <summary>
+        /// [支付]标的代码
+        /// </summary>
+        public string PayUnderlyingCode { get; set; }
+        /// <summary>
+        /// [支付]多头空头(多头|空头)
+        /// </summary>
+        public string PayLongShort { get; set; }
+        /// <summary>
+        /// [支付]标的期初价格
+        /// </summary>
+        public double? PaySpotPrice { get; set; }
+        /// <summary>
+        /// [支付]交易费用
+        /// </summary>
+        public double? PayTradePrice { get; set; }
+        /// <summary>
+        /// [支付]固定收益
+        /// </summary>
+        public double? PayFixedProfit { get; set; }
+        /// <summary>
+        /// [支付]初始预付金率(百分数)
+        /// </summary>
+        public string PayMarginRate { get; set; }
+
+        //持仓信息
+
+        /// <summary>
+        /// 持仓名义本金
+        /// </summary>
+        public double PositionStockEqvNotional { get; set; }
+
+        /// <summary>
+        /// 持仓市值
+        /// </summary>
+        public double PositionPv { get; set; }
+
+        /// <summary>
+        /// 持仓盈亏
+        /// </summary>
+        public double PositionPnl { get; set; }
+
+        /// <summary>
+        /// 当日盈亏
+        /// </summary>
+        public double DailyPnl { get; set; }
+    }
+
+    /// <summary>
+    /// (日终清算)远期持仓数据字段
+    /// </summary>
+    public class EodForwardPositionField : EodPositionField
+    {
+        /// <summary>
+        /// 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>
+        /// 挂钩标的
+        /// </summary>
+        public string BasisUnderlyingCode { get; set; }
+
+        /// <summary>
+        /// 基差
+        /// </summary>
+        public double? BasisGap { get; set; }
+
+        /// <summary>
+        /// 交易方向(买入|卖出)
+        /// </summary>
+        public string TradeSide { get; set; }
+
+        /// <summary>
+        /// 多头空头(多头|空头)
+        /// </summary>
+        public string CallPut { get; set; }
+
+        /// <summary>
+        /// 成交数量
+        /// </summary>
+        public double TradeAmount { get; set; }
+
+        /// <summary>
+        /// 交割价格
+        /// </summary>
+        public double Strike { get; set; }
+
+        /// <summary>
+        /// 期初标的价格
+        /// </summary>
+        public double InitSpotPrice { get; set; }
+
+        /// <summary>
+        /// 开仓费用(每手单价)
+        /// </summary>
+        public double OpenFee { get; set; }
+
+        /// <summary>
+        /// 开仓总费用
+        /// </summary>
+        public double TotalFee { get; set; }
+
+        /// <summary>
+        /// 年化预付金成本率(百分数)
+        /// </summary>
+        public string AnnualMarginRate { get; set; }
+
+        /// <summary>
+        /// 年化仓储成本(单价)
+        /// </summary>
+        public double AnnualStoragePrice { get; set; }
+
+        /// <summary>
+        /// 无风险利率(百分数)
+        /// </summary>
+        public string NoRiskRate { get; set; }
+
+        /// <summary>
+        /// 均价结算设置
+        /// </summary>
+        public string ObservationDates { get; set; }
+
+        /// <summary>
+        /// 持仓数量
+        /// </summary>
+        public double PositionTradeAmount { get; set; }
+
+        /// <summary>
+        /// 持仓市值
+        /// </summary>
+        public double PositionPv { get; set; }
+
+        /// <summary>
+        /// 持仓盈亏
+        /// </summary>
+        public double PositionPnl { get; set; }
+
+        /// <summary>
+        /// 当日盈亏
+        /// </summary>
+        public double DailyPnl { get; set; }
+
+        public double CountRatio { get; set; }
+    }
+
+    public class ClientSettleBalancesSumInfo
+    {
+        public double WinLossSum { get; set; }
+
+        public double TdWinLossSum { get; set; }
+
+        public double PositionPnlSum { get; set; }
+    }
+
+}