从山证v2.3.0拷贝
This commit is contained in:
吴方海
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namespace YLErp.Modules.ExcelAddinModule.Model
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{
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public class TradeQueryReq
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{
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/// <summary>
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/// 将交易合并为持仓
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/// </summary>
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public bool MergeTrade { get; set; }
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/// <summary>
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/// Api版本
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/// </summary>
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public int ApiVersion { get; set; }
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/// <summary>
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/// 估值日期
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/// <para>为空时使用当前系统估值日期</para>
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/// </summary>
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public DateTime? ValueDate { get; set; }
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/// <summary>
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/// 交易日期_开始
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/// </summary>
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public DateTime TradeDateStart { get; set; }
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/// <summary>
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/// 交易日期_结束
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/// </summary>
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public DateTime TradeDateEnd { get; set; }
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/// <summary>
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/// 交易类型
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/// </summary>
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public string TradeTypes { get; set; }
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/// <summary>
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/// 执行日期_开始
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/// </summary>
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public DateTime ExerciseDateStart { get; set; }
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/// <summary>
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/// 执行日期_结束
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/// </summary>
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public DateTime ExerciseDateEnd { get; set; }
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/// <summary>
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/// 交易状态
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/// </summary>
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public string TradeStatusStr { get; set; }
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/// <summary>
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/// 簿记账户
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/// </summary>
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public string AssetBookNameStr { get; set; }
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/// <summary>
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/// 交易编号
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/// </summary>
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public string TradeNumberStr { get; set; }
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/// <summary>
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/// 标的代码
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/// </summary>
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public string UnderlyingCodeStr { get; set; }
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/// <summary>
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/// 交易方向
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/// </summary>
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public string BuySellStr { get; set; }
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/// <summary>
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/// 期权类型
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/// </summary>
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public string OptionTypeStr { get; set; }
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/// <summary>
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/// 行权方式
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/// </summary>
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public string ExerciseModeStr { get; set; }
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/// <summary>
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/// 交易对手
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/// </summary>
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public string ClientNameStr { get; set; }
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/// <summary>
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/// 交易员
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/// </summary>
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public string TraderNameStr { get; set; }
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/// <summary>
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/// 开始日期_开始
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/// </summary>
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public DateTime StartDateStart { get; set; }
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/// <summary>
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/// 开始日期_结束
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/// </summary>
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public DateTime StartDateEnd { get; set; }
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/// <summary>
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/// 均价起算日_开始
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/// </summary>
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public DateTime AveragingPeriodStartDateStart { get; set; }
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/// <summary>
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/// 均价起算日_结束
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/// </summary>
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public DateTime AveragingPeriodStartDateEnd { get; set; }
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/// <summary>
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/// PayoffType
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/// </summary>
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public string PayoffTypeStr { get; set; }
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/// <summary>
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/// StrikeType
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/// </summary>
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public string StrikeTypeStr { get; set; }
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/// <summary>
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/// 场内期权代码
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/// </summary>
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public string ExchangeOptionCodeStr { get; set; }
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}
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}
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@@ -0,0 +1,253 @@
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namespace YLErp.Modules.ExcelAddinModule
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{
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/// <summary>
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/// 主要是给Excel用
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/// <para>接口响应Trade结构</para>
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/// </summary>
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public class Trade_Simplify
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{
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private trade trade;
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/// <summary>
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/// 交易编号
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/// </summary>
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public string TradeNumber { get { return trade.TradeNumber; } set { trade.TradeNumber = value; } }
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/// <summary>
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/// 客户名称
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/// </summary>
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public string ClientName { get { return trade.ClientName; } set { trade.ClientName = value; } }
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/// <summary>
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/// 标的代码
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/// </summary>
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public string UnderlyingCode { get { return trade.UnderlyingCode; } set { trade.UnderlyingCode = value; } }
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/// <summary>
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/// 标的品种
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/// </summary>
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public string UnderlyingAssetClass { get { return trade.UnderlyingAssetClass; } set { trade.UnderlyingAssetClass = value; } }
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/// <summary>
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/// 交易日期
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/// </summary>
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public DateTime? TradeDate { get { return trade.TradeDate; } set { trade.TradeDate = value; } }
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/// <summary>
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/// 买/卖
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/// </summary>
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public string BuySell { get { return trade.BuySell; } set { trade.BuySell = value; } }
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/// <summary>
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/// 开始日
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/// </summary>
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public DateTime? StartDate { get { return trade.StartDate; } set { trade.StartDate = value; } }
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/// <summary>
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/// 期权到期日
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/// </summary>
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public DateTime? ExerciseDate { get { return trade.ExerciseDate; } set { trade.ExerciseDate = value; } }
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/// <summary>
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/// 标的到期日
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/// </summary>
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public DateTime? MaturityDate { get { return trade.MaturityDate; } set { trade.MaturityDate = value; } }
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/// <summary>
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/// 单份期权价格
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/// </summary>
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public double? TradeSinglePrice { get { return trade.TradeSinglePrice; } set { trade.TradeSinglePrice = value; } }
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/// <summary>
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/// 交易价格
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/// </summary>
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public double? TradePrice { get { return trade.TradePrice; } set { trade.TradePrice = value; } }
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/// <summary>
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/// 交易状态
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/// </summary>
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public string TradeStatus { get { return trade.TradeStatus; } set { trade.TradeStatus = value; } }
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/// <summary>
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/// 平仓/执行日期
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/// </summary>
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public DateTime? UnWindDate { get { return trade.UnWindDate; } set { trade.UnWindDate = value; } }
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/// <summary>
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/// 操作者Id
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/// </summary>
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public int? OptId { get { return trade.OptId; } set { trade.OptId = value ?? 0; } }
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/// <summary>
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/// 操作者名称
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/// </summary>
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public string OptName { get { return trade.OptName; } set { trade.OptName = value; } }
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/// <summary>
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/// 操作时间
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/// </summary>
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public DateTime? OptDate { get { return trade.OptDate; } set { trade.OptDate = value; } }
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/// <summary>
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/// 有效状态
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/// </summary>
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public string ValidState { get { return trade.ValidState; } set { trade.ValidState = value; } }
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/// <summary>
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/// 现货价格
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/// </summary>
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public double? SpotPrice { get { return trade.SpotPrice; } set { trade.SpotPrice = value; } }
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/// <summary>
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/// 行权
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/// </summary>
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public string ExerciseMode { get { return trade.ExerciseMode; } set { trade.ExerciseMode = value; } }
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/// <summary>
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/// 涨/跌
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/// </summary>
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public string OptionType { get { return trade.OptionType; } set { trade.OptionType = value; } }
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/// <summary>
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/// 存续份额
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/// </summary>
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public double CurNotional { get { return trade.CurNotional; } set { trade.CurNotional = value; } }
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/// <summary>
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/// 成交份额
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/// </summary>
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public double OriginalNotional { get { return trade.OriginalNotional ?? 0; } set { trade.OriginalNotional = value; } }
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/// <summary>
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/// 前一日收盘份额
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/// </summary>
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public double LastDayNotional { get { return trade.LastDayNotional; } set { trade.LastDayNotional = value; } }
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/// <summary>
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/// 资产账簿名称
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/// </summary>
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public string AssetBookName { get { return trade.AssetBookName; } set { trade.AssetBookName = value; } }
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/// <summary>
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/// 行权价
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/// </summary>
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public double? Strike { get { return trade.Strike; } set { trade.Strike = value; } }
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/// <summary>
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/// 交易员名称
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/// </summary>
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public string TraderName { get { return trade.TraderName; } set { trade.TraderName = value; } }
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/// <summary>
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/// 交易类型
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/// </summary>
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public string TradeType { get { return trade.TradeType; } set { trade.TradeType = value; } }
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/// <summary>
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/// 标的资产类型
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/// </summary>
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public string UnderlyingInstrumentType { get { return trade.UnderlyingInstrumentType; } set { trade.UnderlyingInstrumentType = value; } }
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/// <summary>
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/// 名义本金
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/// </summary>
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public double? StockEqvNotionalReal { get { return trade.StockEqvNotionalReal; } set { trade.StockEqvNotionalReal = value ?? 0; } }
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/// <summary>
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/// 交易单位
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/// </summary>
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public string TradeUnit { get { return trade.TradeUnit; } set { trade.TradeUnit = value; } }
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/// <summary>
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/// 交易数量
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/// </summary>
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public double? TradeAmount { get { return trade.TradeAmount; } set { trade.TradeAmount = value ?? 0; } }
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/// <summary>
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/// 成交数量
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/// </summary>
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public double? TradeOriginalAmount { get { return trade.TradeOriginalAmount; } set { trade.TradeOriginalAmount = value ?? 0; } }
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/// <summary>
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/// 交易手数
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/// </summary>
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public double? Lots { get { return trade.Lots; } set { trade.Lots = value ?? 0; } }
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/// <summary>
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/// 平仓Vol
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/// </summary>
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public double? TradeCloseVolatility { get { return trade.TradeCloseVolatility; } set { trade.TradeCloseVolatility = value; } }
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/// <summary>
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/// 开仓Vol
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/// </summary>
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public double? TradeOpenVolatility { get { return trade.TradeOpenVolatility; } set { trade.TradeOpenVolatility = value; } }
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/// <summary>
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/// 平滑天数
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/// </summary>
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public int? NumOfSmoothingDays { get { return trade.NumOfSmoothingDays; } set { trade.NumOfSmoothingDays = value; } }
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/// <summary>
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/// 持仓波动率
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/// </summary>
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public double? Vol { get { return trade.Vol; } set { trade.Vol = value; } }
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/// <summary>
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/// 交易所代码
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/// </summary>
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public string ExchangeOptionCode { get { return trade.ExchangeOptionCode; } set { trade.ExchangeOptionCode = value; } }
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/// <summary>
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/// 亚式期权
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/// </summary>
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public trade_asian_option trade_asian_option { get { return TradeType == "亚式期权" ? trade.trade_asian_option : null; } set { trade.trade_asian_option = value; } }
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/// <summary>
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/// 彩虹期权
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/// </summary>
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public trade_rainbow_option trade_rainbow_option { get { return TradeType == "彩虹期权" ? trade.trade_rainbow_option : null; } set { trade.trade_rainbow_option = value; } }
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/// <summary>
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/// 障碍期权
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/// </summary>
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public trade_barrier_option trade_barrier_option { get { return TradeType == "障碍期权" ? trade.trade_barrier_option : null; } set { trade.trade_barrier_option = value; } }
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/// <summary>
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/// 二元期权
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/// </summary>
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public trade_binary_option trade_binary_option { get { return TradeType == "二元期权" ? trade.trade_binary_option : null; } set { trade.trade_binary_option = value; } }
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///// <summary>
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///// 香草期权(Excel可能会用到所以改成一个对象)
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///// </summary>
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//public object trade_vanilla_option { get { return TradeType == "香草期权" ? new object() : null; } }
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///// <summary>
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///// 合成价差期权(Excel可能会用到所以改成一个对象)
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///// </summary>
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//public object trade_synthetic_spread_option { get { return TradeType == "合成价差期权" ? new object() : null; } }
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public trade_double_sharkfin_option trade_double_sharkfin_option { get { return TradeType == "双鲨期权" ? trade.trade_double_sharkfin_option : null; } set { trade.trade_double_sharkfin_option = value; } }
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public trade_autocall trade_autocall { get { return TradeType == "凤凰期权" ? trade.trade_autocall : null; } set { trade.trade_autocall = value; } }
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public trade_snowball trade_snowball { get { return TradeType == "雪球期权" ? trade.trade_snowball : null; } set { trade.trade_snowball = value; } }
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public trade_rangeaccrual trade_rangeaccrual { get { return TradeType == "区间累积期权" ? trade.trade_rangeaccrual : null; } set { trade.trade_rangeaccrual = value; } }
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public trade_airbag trade_airbag { get { return TradeType == "气囊结构" ? trade.trade_airbag : null; } set { trade.trade_airbag = value; } }
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public trade_underlying_enhance trade_underlying_enhance { get { return TradeType == "收益增强结构" ? trade.trade_underlying_enhance : null; } set { trade.trade_underlying_enhance = value; } }
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public trade_accumulator_option trade_accumulator_option { get { return TradeType == "累计期权" ? trade.trade_accumulator_option : null; } set { trade.trade_accumulator_option = value; } }
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public trade_forward trade_Forward { get { return TradeType == "远期" ? trade.trade_forward : null; } set { trade.trade_forward = value; } }
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/// <summary>
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/// 资金情况
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/// </summary>
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public trade_cash trade_cash { get { return trade.trade_cash; } set { trade.trade_cash = value; } }
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/// <summary>
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/// 对冲波动率
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/// </summary>
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public double? TradeSavedVol { get { return trade.TradeSavedVol; } set { trade.TradeSavedVol = value; } }
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/// <summary>
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/// 昨收对冲波动率
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/// </summary>
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public double? YesterDayTradeSavedVol { get { return trade.YesterDayTradeSavedVol; } set { trade.YesterDayTradeSavedVol = value; } }
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/// <summary>
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/// 行权价类型
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/// </summary>
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public string IsMoneynessOption { get { return trade.IsMoneynessOption; } set { trade.IsMoneynessOption = value; } }
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/// <summary>
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/// 参与率
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/// </summary>
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public double ParticipationRate { get { return trade.ParticipationRate ?? 1; } set { trade.ParticipationRate = value; } }
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/// <summary>
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/// 保底收益率
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/// </summary>
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public double? PrincipalRate { get { return trade.PrincipalRate; } set { trade.PrincipalRate = value; } }
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/// <summary>
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/// 无风险利率
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/// </summary>
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public double? NoRiskRate { get { return trade.NoRiskRate; } set { trade.NoRiskRate = value; } }
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/// <summary>
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/// 分红率
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/// </summary>
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public double? DividendRate { get { return trade.DividendRate; } set { trade.DividendRate = value; } }
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/// <summary>
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/// 是否年化
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/// </summary>
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public bool IsAnnualized { get { return trade.IsAnnualized; } set { trade.IsAnnualized = value; } }
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/// <summary>
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/// 年化系数
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/// </summary>
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public double AnnualizeFactor { get { return trade.AnnualizeFactor ?? 1; } set { trade.AnnualizeFactor = value; } }
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/// <summary>
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/// 备注
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/// </summary>
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public string Comments { get { return trade.Comments; } set { trade.Comments = value; } }
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public Dictionary<string, string> MetaDic { get { return trade.MetaDic; } set { trade.MetaDic = value; } }
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public Trade_Simplify() : this(new trade()) { }
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public Trade_Simplify(trade trade) { this.trade = trade; }
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public static implicit operator Trade_Simplify(trade trade)
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{
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return new Trade_Simplify(trade);
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}
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}
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}
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@@ -0,0 +1,147 @@
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namespace YLErp.Modules.ExcelAddinModule
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{
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public class UnderlyingManagerInfo
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{
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/// <summary>
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/// 合约代码UnderlyingCode,(场内期权则是场内期权代码 Exchange_list_option表中对应contractcode)
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/// </summary>
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public string Code { get; set; }
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/// <summary>
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/// 合约名称(场内期权忽略) UnderlyingName
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/// </summary>
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public string Name { get; set; }
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/// <summary>
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/// 交易所代码(MarketCode)
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/// </summary>
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public string Exchange { get; set; }
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/// <summary>
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/// 产品种类 CommodityCode(场内期权忽略)
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/// </summary>
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public string Product_Class { get; set; }
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/// <summary>
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/// 场内期权字段--场内期权的标的代码，其它忽略
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/// </summary>
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public string Underlying_Code { get; set; }
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/// <summary>
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/// 上市日期
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/// </summary>
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public DateTime? Create_Date { get; set; }
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/// <summary>
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/// 到期日期
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/// </summary>
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public DateTime? Expire_Date { get; set; }
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/// <summary>
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/// 合约乘数
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/// </summary>
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public double Multiple { get; set; }
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/// <summary>
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/// 行权价(场内期权产品用，其它 0)
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/// </summary>
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public double Strike { get; set; }
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/// <summary>
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/// 最小变动价位 来自品种表
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/// </summary>
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public double Price_Tick { get; set; }
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/// <summary>
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/// 多头预付金率,MarginRate
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/// </summary>
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public double Long_Margin_Ratio { get; set; }
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/// <summary>
|
||||
/// 空投预付金率,MarginRate
|
||||
/// </summary>
|
||||
public double Short_Margin_Ratio { get; set; }
|
||||
|
||||
/// <summary>
|
||||
/// 交易产品类型
|
||||
/// </summary>
|
||||
public ContractTypeEnum Contract_Type { get; set; }
|
||||
|
||||
/// <summary>
|
||||
/// 期权类型
|
||||
/// </summary>
|
||||
public OptionTypeEnum OptionType { get; set; }
|
||||
}
|
||||
|
||||
public enum ContractTypeEnum
|
||||
{
|
||||
None = 0,
|
||||
|
||||
/// <summary>
|
||||
/// 现货
|
||||
/// </summary>
|
||||
Spot = 1,
|
||||
|
||||
/// <summary>
|
||||
/// 期货
|
||||
/// </summary>
|
||||
Futures = 2,
|
||||
|
||||
/// <summary>
|
||||
/// 证券
|
||||
/// </summary>
|
||||
Stocks = 3,
|
||||
|
||||
/// <summary>
|
||||
/// 期货期权
|
||||
/// </summary>
|
||||
Options = 4,
|
||||
|
||||
/// <summary>
|
||||
/// 股票期权
|
||||
/// </summary>
|
||||
StockOptions = 5,
|
||||
|
||||
/// <summary>
|
||||
/// 现货期权
|
||||
/// </summary>
|
||||
SpotOption = 6,
|
||||
|
||||
/// <summary>
|
||||
/// 期转现
|
||||
/// </summary>
|
||||
FutuToSpot = 7,
|
||||
|
||||
/// <summary>
|
||||
/// 组合
|
||||
/// </summary>
|
||||
Combination = 8,
|
||||
|
||||
/// <summary>
|
||||
/// 外汇远期
|
||||
/// </summary>
|
||||
FxForward = 9,
|
||||
|
||||
/// <summary>
|
||||
/// 金交所递延
|
||||
/// </summary>
|
||||
SGE_DEFER = 10,
|
||||
|
||||
/// <summary>
|
||||
/// 金交所远期
|
||||
/// </summary>
|
||||
SGE_FOWARD = 11,
|
||||
|
||||
/// <summary>
|
||||
/// 金交所现货
|
||||
/// </summary>
|
||||
SGE_SPOT = 12,
|
||||
}
|
||||
|
||||
public enum OptionTypeEnum
|
||||
{
|
||||
None = 0,
|
||||
Call = 1,
|
||||
Put = 2
|
||||
}
|
||||
}
|
||||
Reference in New Issue
Block a user