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 +1,51 @@
+namespace YLErp.Modules.TradeModule.OrderModule
+{
+    partial class TradeSavePreHandler
+    {
+        private static void CheckSnowball(trade req)
+        {
+            var snowball = req.trade_snowball;
+
+            if (snowball.PrepaymentUsed)
+            {
+                if (snowball.SpreadStrikeAtMaturity1 == null)
+                {
+                    throw new ServiceException("敲入执行价格 必须填写");
+                }
+
+                snowball.KOObservationDates = snowball.KOObservationDates?.Trim(new[] { ' ', ';' });
+
+                if (string.IsNullOrWhiteSpace(snowball.KOObservationDates))
+                {
+                    throw new ServiceException("敲出观察频率 必须填写");
+                }
+
+                req.Strike = snowball.SpreadStrikeAtMaturity1;
+
+                snowball.IsAnnualized2 = false;
+                snowball.AnnualizeFactor2 = 1;
+                req.MetaDic[nameof(snowball.AnnualizeFactor2)] = "/";
+
+                snowball.KOPayoffType = KOPayoffTypeEnum.Rebate;
+                snowball.KIPayoffType = KIPayoffTypeEnum.Prepayment;
+            }
+            else
+            {
+                if (!snowball.IsAnnualized2 || !snowball.AnnualizeFactor2.HasValue)
+                {
+                    snowball.AnnualizeFactor2 = 1;
+                    req.MetaDic[nameof(snowball.AnnualizeFactor2)] = "/";
+                }
+
+                if (snowball.KIPayoffType == KIPayoffTypeEnum.None)
+                {
+                    req.Strike = req.IsMoneynessOptionData ? 1 : req.SpotPrice;
+                }
+                else
+                {
+                    req.Strike = snowball.SpreadStrikeAtMaturity1;
+                }
+            }
+        }
+    }
+}