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#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3

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锦麟 王
2026-08-20 14:20:29 +08:00
parent 2e58ca2498
commit febd0ce02e
19 changed files with 1378 additions and 772 deletions
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Framework/YLErp.Core/DBModels/Client.cs
+7
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@@ -648,6 +648,13 @@ namespace YLErp.DBModels
[DataChange]
public int MarginOptionType { get; set; }
/// <summary>
/// 追保规则（0-合约维度盯市 1-客户维度盯市；NULL-未设置，按客户维度盯市/现状处理）
/// </summary>
[DisplayName("追保规则")]
[DataChange]
public int? MarginWatchRule { get; set; }
/// <summary>
/// 是否自动撤单（通道业务）
/// </summary>
Framework/YLErp.Core/DBModels/Consts/ConsMarginTerm.cs
+12
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@@ -1,3 +1,5 @@
using YLErp.Enums;
namespace YLErp.DBModels
{
/// <summary>
@@ -5,6 +7,16 @@ namespace YLErp.DBModels
/// </summary>
public static class ConsMarginTerm
{
/// <summary>
/// 允许配置期限档（SpanConfig.BondTerm）的标的资产类型标志位。
/// 区间追保结构"按资产类型分类"时，仅这些类型允许设置非空期限档；
/// 本期仅含 利率债（TBonds=1&lt;&lt;4=16），后续按资产分类扩展（转债ETF/科创债ETF 等）时在此补充。
/// </summary>
public static readonly UnderlyingTypeEnum[] TermTierEnabledUnderlyingTypes =
{
UnderlyingTypeEnum.TBonds
};
/// <summary>
/// 5年以下（同时也是兜底默认期限）
/// </summary>
Framework/YLErp.Core/DBModels/CreditTable.cs
+12
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@@ -25,6 +25,18 @@ namespace YLErp.DBModels
[DisplayName("授信额度")]
public double? Credit { get; set; }
/// <summary>
/// 原始授信值
/// </summary>
[DisplayName("原始授信值")]
public double? OriginalCredit { get; set; }
/// <summary>
/// 最大授信可用比例(0-1,NULL按1)
/// </summary>
[DisplayName("最大授信可用比例")]
public double? MaxCreditUseRatio { get; set; }
/// <summary>
/// PFE授信
/// </summary>
Framework/YLErp.Core/DBModels/margin_template_detail.cs
+46
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@@ -213,5 +213,51 @@ namespace YLErp.DBModels
/// 存于 SpanConfigJson 文本列，无需 DDL。
/// </summary>
public string BondTerm { get; set; }
/// <summary>
/// ETF 细分种类（预留给"按资产类型分类"扩展：转债ETF / 科创债ETF / 其他）。
/// 本期不落 UI、不参与取数匹配，仅为后续需求预留扩展键；
/// 届时服务端校验与取数匹配的分组键设计为可扩展元组 (BondTerm, EtfKind)。
/// 序列化沿用 JsonHelper（默认忽略 null），null 时不写入 SpanConfigJson，不影响存量 JSON 读写。
/// </summary>
public string EtfKind { get; set; }
/// <summary>
/// 指数细分种类（预留给"按资产类型分类"扩展，如中债指数相关细分）。
/// 本期不落 UI、不参与取数匹配，仅为后续需求预留扩展键。
/// 序列化沿用 JsonHelper（默认忽略 null），null 时不写入 SpanConfigJson，不影响存量 JSON 读写。
/// </summary>
public string IndexKind { get; set; }
/// <summary>预警线（小数，0.95=95%）</summary>
public double? WarnLine { get; set; }
/// <summary>平仓线（小数）</summary>
public double? CloseLine { get; set; }
/// <summary>多头方向追保区间（固定4层；第1层只用 Lower=上不封顶）</summary>
public List<SpanTierConfig> LongSpans { get; set; }
/// <summary>空头方向追保区间（固定4层；第1层只用 Upper）</summary>
public List<SpanTierConfig> ShortSpans { get; set; }
}
/// <summary>
/// 区间追保结构单层追保区间配置（规则15 客户原型全量手工录入）。
/// 区间边界 Lower/Upper 为"×期初净价的百分比"小数（0.95=95%）；
/// AmountRate 为追保金额比例，追保金额=AmountRate×期初全价×券面总额（债券）
/// 或 AmountRate×参考标的期初价格×参考标的名义份额（基金/债券指数）。
/// 多头方向 Lower 逐层严格递减、空头方向 Upper 逐层严格递增（服务端保存时校验）。
/// </summary>
public class SpanTierConfig
{
/// <summary>区间下边界（×期初净价的小数）；多头第1层仅用本字段（上不封顶）</summary>
public double? Lower { get; set; }
/// <summary>区间上边界（×期初净价的小数）；空头第1层仅用本字段（下不设限）</summary>
public double? Upper { get; set; }
/// <summary>追保金额比例（小数）；金额=AmountRate×期初全价×券面总额 / ×参考标的期初价格×名义份额</summary>
public double? AmountRate { get; set; }
}
}
Framework/YLErp.Core/Helpers/JsonHelper.cs
+17
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@@ -94,6 +94,23 @@ namespace System
return ToJson(obj, ignoreNullValue, camelCase);
}
/// <summary>
/// 序列化为可安全内嵌进 &lt;script&gt; 的 JSON：HTML 敏感字符（&lt; &gt; &amp; 等）以 \uXXXX 形式转义，
/// 供 Razor 页 @Html.Raw(obj.ToInlineJson()) 内联页面对象使用。
/// 背景：全局 AntiXssConverter（YLErpWeb Program.cs 注册）在 @Json.Serialize 渲染时把 &lt; &gt; 实体编码为 &amp;lt; &amp;gt;，
/// JS 侧拿到的是实体文本而非原值（如 SpanConfig.BondTerm "&lt;5y" 变 "&amp;lt;5y"），保存回写即脏数据。
/// </summary>
public static string ToInlineJson(this object obj, bool ignoreNullValue = false)
{
if (obj == null)
{
return "null";
}
var setting = ((JsonSerializerSettingsEx)(ignoreNullValue ? settings[(int)SerializeSetting.ignoreNull] : settings[(int)SerializeSetting.none])).Clone();
setting.StringEscapeHandling = StringEscapeHandling.EscapeHtml;
return JsonConvert.SerializeObject(obj, setting);
}
//---------------------------------------------------------------------------------
/// <summary>
YLErpDAL/BLL/EodSettlement/RealTimeClientBanlanceService.cs
+2 -1
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@@ -136,7 +136,8 @@ namespace YLErp.BLL.Eod
CreditRating = ratingStr,
//客户应付预付金（要么为负，要么为0）
//最新概念：负数代表客户应缴预付金，正数代表客户应收预付金
PayableMargin = clientSpan == null || clientSpan.WorstCastClientPayable == null ? 0 : clientSpan.WorstCastClientPayable.Value,
//合约维度盯市(MarginWatchRule==0)客户成交时已产生出入金，保证金不再计入占用(PayableMargin)，避免双重体现
PayableMargin = client.MarginWatchRule == 0 ? 0 : (clientSpan == null || clientSpan.WorstCastClientPayable == null ? 0 : clientSpan.WorstCastClientPayable.Value),
DeltaMargin = clientSpan == null ? 0d : (clientSpan.DeltaMargin ?? 0d),
//新增互换预付金
SwapPayableMargin = clientSpan == null || clientSpan.SwapWorstCastClientPayable == null ? 0 : clientSpan.SwapWorstCastClientPayable.Value,
YLErpDAL/Modules/ClientModule/ClientCreditService.cs
+2
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@@ -28,6 +28,8 @@ namespace YLErp.Modules.ClientModule
{
id = source.id,
Credit = source.Credit,
OriginalCredit = source.OriginalCredit,
MaxCreditUseRatio = source.MaxCreditUseRatio,
PFECredit = source.PFECredit,
IMCredit = source.IMCredit,
AuditCredit = source.AuditCredit,
YLErpDAL/Modules/ClientModule/CreditTableService.cs
+9
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@@ -21,6 +21,13 @@ namespace YLErp.Modules.ClientModule
throw new ServiceException("授信起始日不能早于授信到期日");
}
//原始授信值 × 最大授信可用比例(NULL按1) 折算出最终授信值；
//OriginalCredit 为空时不触碰 Credit，维持手工授信值（存量兼容）
if (req.OriginalCredit.HasValue)
{
req.Credit = req.OriginalCredit.Value * (req.MaxCreditUseRatio ?? 1);
}
if (req.Credit > req.AuditCredit)
{
throw new ServiceException("授信额度不能大于审批额度");
@@ -60,6 +67,8 @@ namespace YLErp.Modules.ClientModule
throw new ServiceException("数据已不存在");
}
updateComments = dbModel.Credit == req.Credit
&& dbModel.OriginalCredit == req.OriginalCredit
&& dbModel.MaxCreditUseRatio == req.MaxCreditUseRatio
&& dbModel.PFECredit == req.PFECredit
&& dbModel.IMCredit == req.IMCredit
&& dbModel.AuditCredit == req.AuditCredit
YLErpDAL/Modules/EodModule/SettlementModule/EodClientBalanceCalc.cs
+6 -1
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@@ -909,7 +909,12 @@ namespace YLErp.Modules.EodModule.SettlementModule
var clientSpan = clientSpanList == null || clientSpanList.Count == 0 ? null : clientSpanList.FirstOrDefault(t => t.ClientId == client.id && t.ValueDate == balanceDate && t.SpanType == ClientSpan.SpanType_Eod);
if (clientSpan != null)
{
PayableMargin += clientSpan.WorstCastClientPayable ?? 0d;
// 合约维度盯市(MarginWatchRule==0)客户成交时已产生出入金，保证金不再计入占用(PayableMargin)，避免双重体现；
// 客户维度盯市(null/1)维持现状，计入占用。存量客户为 null，行为不变。
if (client.MarginWatchRule != 0)
{
PayableMargin += clientSpan.WorstCastClientPayable ?? 0d;
}
DeltaMargin = clientSpan.DeltaMargin ?? 0d;
SwapPayableMargin = clientSpan.SwapWorstCastClientPayable ?? 0d;
SwapUnPayableMargin = clientSpan.SwapUnMargin ?? 0d;
YLErpDAL/Modules/MarginModule/MarginTemplateV2RateHelper.cs
+20 -3
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@@ -16,7 +16,7 @@ namespace YLErp.Modules.MarginModule
public static class MarginTemplateV2RateHelper
{
/// <summary>
/// 取数结果。率已统一换算为小数（如 0.1 表示 10%），调用方直接用。
/// 取数结果。率为小数（如 0.1 表示 10%，与数据库一致），调用方直接用。
/// </summary>
public class MarginRateResult
{
@@ -113,6 +113,14 @@ namespace YLErp.Modules.MarginModule
}
//5.标的资产类型匹配（仅当模板选了"按资产类型分类"）：精确标志位 → 通配行（None/All）兜底
//标的细分分类判定钩子：本期默认返回 null → 走下方原有标志位匹配/通配行兜底，行为与现状一致；
//后续需求（转债ETF/科创债ETF/中债指数等细分）实现判定规则后，此处按 (BondTerm, EtfKind) 元组匹配明细行。
var underlyingCategory = GetUnderlyingCategory(underlyingCode, underlyingInstrumentType);
if (underlyingCategory != null)
{
//TODO: 后续需求实现：按 (SpanConfig.BondTerm, SpanConfig.EtfKind) 元组匹配明细行，替代/补充下方标志位匹配
}
if (template.UnderlyingSeperateType == (int)UnderlyingSeperateTypeEnum.CustomInstrumentType
&& Enum.TryParse<UnderlyingTypeEnum>(underlyingInstrumentType, out var instrumentFlag))
{
@@ -142,11 +150,20 @@ namespace YLErp.Modules.MarginModule
}
/// <summary>
/// 模板页录入的百分数（如 10 表示 10%）换算为小数（0.1）
/// 标的细分分类判定钩子（转债ETF/科创债ETF/中债指数等）。
/// 本期默认返回 null → 走通配行兜底，行为与现状一致；后续需求按业务给的判定规则（代码段/标的维护字段）实现。
/// </summary>
private static string GetUnderlyingCategory(string underlyingCode, string underlyingInstrumentType)
{
return null;
}
/// <summary>
/// 明细率值换算：页面上 vue-number-input 以 % 展示，数据库存的就是小数（如 0.05 表示 5%），直接取用
/// </summary>
private static decimal? ToDecimalRate(double? ratio)
{
return ratio.HasValue ? (decimal)(ratio.Value / 100d) : (decimal?)null;
return ratio.HasValue ? (decimal)ratio.Value : (decimal?)null;
}
}
}
YLErpDAL/Modules/SwapModule/SwapTradeService.cs
+13
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@@ -1658,6 +1658,19 @@ namespace YLErp.Modules.SwapModule
}
}
}
// 合约维度盯市+无预付金腿：重建交易级(positionId=0)初始预付金记录（与 SwapTradeConfirm 一致，回退重补场景）。
// 有预付金腿的互换由上面 foreach 按腿重建，不在此重复生成。
var resetWatchClient = DataCacheProvider.GetClientDataSource().GetData(td.ClientId);
var hasPrepayLeg = swapPositions != null && swapPositions.Any(x => x.InterestMode == (int)InterestModeEnum.初始预付金 || x.InterestMode == (int)InterestModeEnum.追加预付金);
if (resetWatchClient != null && resetWatchClient.MarginWatchRule == 0 && !hasPrepayLeg)
{
var cashSvc = new ClientCashInCashOutService(this);
var initMargin = cashSvc.GetInitialMarginAmount(td);
if (initMargin > 0)
{
cashSvc.SaveSwapTradeClientCash(td, initMargin, happenDate, 0, ClientCashInCashOut.系统操作_应付预付金);
}
}
}
/// <summary>
/// 获取持仓腿信息
YLErpDAL/Modules/TradeModule/ClientCashInCashOutService.cs
+37
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@@ -9,6 +9,7 @@ using YLErp.Helpers;
using YLErp.Model;
using YLErp.Modules.CalculationModule;
using YLErp.Modules.ClientModule;
using YLErp.Modules.MarginModule;
using YLErp.Modules.TradeModule.DealModule;
namespace YLErp.Modules.TradeModule
@@ -185,6 +186,42 @@ namespace YLErp.Modules.TradeModule
}
DbContext.SaveChanges();
// 追保规则-合约维度盯市：非互换交易（期权等）成交确认时，按计算保证金生成初始预付金资金记录（入金）。
// 客户维度盯市（null/1）不生成出入金，保证金只进 clientbalancedaily.PayableMargin（占用），维持现状。
var marginClient = DataCacheProvider.GetClientDataSource().GetData(newtrade.ClientId);
if (marginClient != null && marginClient.MarginWatchRule == 0)
{
var initMargin = GetInitialMarginAmount(newtrade);
if (initMargin > 0)
{
SaveSwapTradeClientCash(newtrade, initMargin, newtrade.TradeDate ?? DateTime.Now, 0, ClientCashInCashOut.系统操作_应付预付金);
}
}
}
/// <summary>
/// 计算合约维度盯市客户成交时应生成的初始预付金金额：
/// 交易绑定了预付金模板V2 → 名义本金(StockEqvNotional) × 初始率x（"无预付金"规则算出0，不生成记录）；
/// 否则（老交易/期权）→ trade.InitialMargin。期权未放开V2绑定，恒走 InitialMargin。
/// </summary>
public double GetInitialMarginAmount(trade td)
{
if (td == null) return 0;
// 新交易（绑定了 V2 模板）→ 名义本金 × x
bool boundV2 = DbContext.trade_margin_template.AsNoTracking().Any(x => x.TradeId == td.id);
if (boundV2)
{
var valueDate = td.TradeDate ?? DateTime.Today;
var rate = MarginTemplateV2RateHelper.GetTradeMarginRate(td.id, td.UnderlyingCode, td.UnderlyingInstrumentType, valueDate, DbContext);
if (rate != null)
{
return Math.Abs((double)(rate.InitRate ?? 0m) * td.StockEqvNotional);
}
// 绑定了模板但取率失败（模板无效/规则不支持/明细无匹配）→ 兜底用 InitialMargin
}
// 老交易（未绑 V2）/期权 → trade.InitialMargin
return Math.Abs(td.InitialMargin ?? 0);
}
/// <summary>
YLErpDAL/Resources/clientEditConfig.js
+4 -1
View File
@@ -15,6 +15,7 @@
{ name: "SalesDepartmentId", label: "归属营业部", type: "select" },
{ name: "DefaultLoginName", label: "默认登录名", type: "text" },
{ name: "MarginOptionType", label: "追保方向", required: true, type: "select" },
{ name: "MarginWatchRule", label: "追保规则", required: true, type: "select" },
{ name: "Abbreviation", label: "客户简称", type: "text" },
{ name: "ProtocolSignVersion", label: "协议签署版本", type: "select", dictionaryKey: "协议签署版本" },
{ name: "AdminFullName", label: "管理人全称", type: "text" },
@@ -149,6 +150,7 @@
InstitutionalAttributes: ["国有", "民营", "外商", "其他"],
LicenseType: ["营业执照", "产品编号", "身份证"],
MarginOptionType: [{ text: "单向追保", value: 0 }, { text: "双向追保", value: 1 }, { text: "对手方单向追保", value: 2 }, { text: "其他", value: 3 }],
MarginWatchRule: [{ text: "合约维度盯市", value: 0 }, { text: "客户维度盯市", value: 1 }],
SamePeer: [{ text: "同业", value: 0 }, { text: "非同业", value: 1 }],
IsTradeCredit: [{ text: "否", value: 0 }, { text: "是", value: 1 }],
IsDocShowParentName: [{ text: "否", value: 0 }, { text: "是", value: 1 }],
@@ -173,7 +175,7 @@
},
defaults: {
ClientType: "机构", InstitutionalAttributes: "民营", LicenseType: "营业执照",
AccessRule: "2", MarginOptionType: "0",
AccessRule: "2", MarginOptionType: "0", MarginWatchRule: "1",
SamePeer: "1", IsTradeCredit: "1", IsDocShowParentName: "0", RiskPreference: "有限",
InvestmentExperience: "无", FundsSource: "1", BadFaithRecord: "1", DerivativesInvestmentVarieties: "1,2,3,4",
IsRealControl: "0", InvestmentTerm: "1", ExpectedReturn2: "5%-10%", IsIndustryConnectVariety: "1",
@@ -277,6 +279,7 @@
{ name: 'AgreementBookNo', label: '履约协议编号', hidden: false, sortable: false, align: 'left', width: '90' },
{ name: 'AgreementBookType', label: '履约协议类型', hidden: false, sortable: false, align: 'left', width: '90' },
{ name: 'MarginOptionType', label: '追保方向', hidden: false, sortable: false, align: 'left', width: '90' },
{ name: 'MarginWatchRule', label: '追保规则', hidden: false, sortable: false, align: 'left', width: '90' },
{ name: 'MainProtocolCode', label: '主协议编号', hidden: false, sortable: false, align: 'left', width: '150' },
{ name: 'SupProtocolCode', label: '补充协议编号', hidden: false, sortable: false, align: 'left', width: '150' },
{ name: 'ProductName', label: '产品名称', hidden: false, sortable: false, align: 'left', width: '150' },
YLErpWeb/Controllers/margin_template_v2Controller.cs
+114 -2
View File
@@ -299,12 +299,69 @@ namespace YLErp.Web.Controllers
}
}
//区间追保结构 + 按资产类型分类时，期限档仅允许"允许分期限档的资产类型"（本期仅利率债）配置，防止信用债等非分档类型误配期限档；
//该校验按行生效，与明细行数无关（单行明细同样拦截）；
//按严格掩码判定：行标的类型位必须全部落在可分档类型内（混合标志位如 利率债|信用债 配期限档同样拦截，与取数侧整行期限档过滤语义一致）；
//UnderlyingType 为空的通配行允许配期限档（取数侧期限档过滤在前、通配匹配在后，语义自洽）
if (marginTemplate.RuleType == (int)MarginRuleTypeEnum.区间追保结构
&& marginTemplate.UnderlyingSeperateType == (int)UnderlyingSeperateTypeEnum.CustomInstrumentType)
{
var enabledMask = ConsMarginTerm.TermTierEnabledUnderlyingTypes.Aggregate(UnderlyingTypeEnum.None, (a, t) => a | t);
foreach (var detail in marginTemplate.Details)
{
if (!string.IsNullOrEmpty(detail.SpanConfig?.BondTerm)
&& (detail.UnderlyingType & ~enabledMask) != UnderlyingTypeEnum.None)
{
throw new Exception("标的类型不允许配置期限档：" + UnderlyingTypeUtil.GetDesc(detail.UnderlyingType));
}
}
}
//区间追保结构：客户原型全量手工录入的预警线/平仓线与多空各4层追保区间校验。
//预警线/平仓线/两层区间全部为空视为未配置（兼容存量 x/y 过渡），任一值存在即按规则校验：
//数值非负；同层上下边界都有时上边界>下边界；单层部分填写报错提示完整填写
//（第1层边界特殊：多头第1层只需下边界Lower、空头第1层只需上边界Upper）；
//多头各层下边界逐层严格递减、空头各层上边界逐层严格递增（填了才比）。
if (marginTemplate.RuleType == (int)MarginRuleTypeEnum.区间追保结构)
{
for (var i = 0; i < marginTemplate.Details.Count; i++)
{
var cfg = marginTemplate.Details[i].SpanConfig;
if (cfg == null)
{
continue;
}
var longSpans = cfg.LongSpans ?? new List<SpanTierConfig>();
var shortSpans = cfg.ShortSpans ?? new List<SpanTierConfig>();
var hasAnyValue = cfg.WarnLine.HasValue || cfg.CloseLine.HasValue
|| longSpans.Any(t => t != null && (t.Lower.HasValue || t.Upper.HasValue || t.AmountRate.HasValue))
|| shortSpans.Any(t => t != null && (t.Lower.HasValue || t.Upper.HasValue || t.AmountRate.HasValue));
if (!hasAnyValue)
{
continue;
}
var label = "参数组" + (i + 1);
//区块化结构下利率债区块占连续4行（固定4档），报错带上期限档便于定位
if (!string.IsNullOrEmpty(cfg.BondTerm))
{
label += "（利率债期限档 " + cfg.BondTerm + "）";
}
if (cfg.WarnLine < 0 || cfg.CloseLine < 0)
{
throw new Exception(label + "：预警线/平仓线不能为负数");
}
ValidateSpanTiers(longSpans, true, label);
ValidateSpanTiers(shortSpans, false, label);
}
}
if (marginTemplate.Details.Count() > 1)
{
if (marginTemplate.RuleType == (int)MarginRuleTypeEnum.区间追保结构)
{
//区间追保结构：按 利率债期限档（SpanConfig.BondTerm）分组校验，同一期限档内标的类型不允许重复，不同期限档允许相同标的类型
foreach (var termGroup in marginTemplate.Details.GroupBy(x => x.SpanConfig?.BondTerm ?? ""))
//区间追保结构：按 (利率债期限档, ETF细分) 元组分组校验（EtfKind 为预留扩展键，本期无 UI 写入，等价于仅按期限档分组），
//同一分组内标的类型不允许重复，不同分组允许相同标的类型
foreach (var termGroup in marginTemplate.Details.GroupBy(x => (x.SpanConfig?.BondTerm ?? "", x.SpanConfig?.EtfKind ?? "")))
{
var termUnderlyingType = UnderlyingTypeEnum.None;
foreach (var detail in termGroup)
@@ -432,6 +489,61 @@ namespace YLErp.Web.Controllers
}
}
/// <summary>
/// 规则15 区间追保结构单方向（多头/空头）4层追保区间校验，报错文案风格与"存在重复的标的类型：xxx"一致。
/// isLong=true 多头：第1层只需下边界 Lower（上不封顶），各层 Lower 逐层严格递减；
/// isLong=false 空头：第1层只需上边界 Upper（下不设限），各层 Upper 逐层严格递增。
/// </summary>
private static void ValidateSpanTiers(List<SpanTierConfig> tiers, bool isLong, string label)
{
var direction = isLong ? "多头方向" : "空头方向";
double? prevBoundary = null;
for (var n = 0; n < tiers.Count; n++)
{
var tier = tiers[n];
if (tier == null)
{
continue;
}
var tierLabel = label + "：" + direction + "第" + (n + 1) + "层";
if (tier.Lower < 0 || tier.Upper < 0 || tier.AmountRate < 0)
{
throw new Exception(tierLabel + "追保区间不能为负数");
}
var hasAny = tier.Lower.HasValue || tier.Upper.HasValue || tier.AmountRate.HasValue;
if (!hasAny)
{
continue;
}
if (tier.Lower.HasValue && tier.Upper.HasValue && tier.Upper <= tier.Lower)
{
throw new Exception(tierLabel + "追保区间上边界必须大于下边界");
}
//第1层边界特殊：多头只需 Lower、空头只需 Upper；其余层 Lower/Upper/AmountRate 需完整填写
if (n == 0)
{
if ((isLong && !tier.Lower.HasValue) || (!isLong && !tier.Upper.HasValue) || !tier.AmountRate.HasValue)
{
throw new Exception(tierLabel + "请完整填写追保价格区间与追保金额");
}
}
else if (!tier.Lower.HasValue || !tier.Upper.HasValue || !tier.AmountRate.HasValue)
{
throw new Exception(tierLabel + "请完整填写追保价格区间与追保金额");
}
//逐层单调性：多头 Lower 逐层严格递减、空头 Upper 逐层严格递增（填了才比）
var boundary = isLong ? tier.Lower : tier.Upper;
if (boundary.HasValue)
{
if (prevBoundary.HasValue && (isLong ? boundary >= prevBoundary : boundary <= prevBoundary))
{
throw new Exception(tierLabel + (isLong ? "追保区间下边界须小于上一层的下边界" : "追保区间上边界须大于上一层的上边界"));
}
prevBoundary = boundary;
}
}
}
[HttpPost]
public JsonResult deleteEditmargin_template_v2(string enid)
{
YLErpWeb/Views/margin_template_v2/margin_template_v2ClientEdit.cshtml
+115 -232
View File
@@ -20,8 +20,10 @@
@section JS{
<script type="text/javascript">
const pageVue = @Json.Serialize(Model);
const page = @Json.Serialize(pageObj);
@*内联页面对象用 ToInlineJson（Newtonsoft + EscapeHtml，敏感字符 \uXXXX 转义）替代 @Json.Serialize：
全局 AntiXssConverter 会把 < > 实体编码为 &lt; &gt;，导致 SpanConfig.BondTerm 等字段回读后变脏值入库*@
const pageVue = @Html.Raw(JsonHelper.ToInlineJson(Model));
const page = @Html.Raw(JsonHelper.ToInlineJson(pageObj));
</script>
<script src="~/front/calendar?v=@(HtmlUtil.JsVersion)"></script>
@@ -154,8 +156,118 @@
</div>
<div class="col form-layout" style="height: 720px; overflow-y:auto;">
<template v-for="(detail,index) in marginTemplate.Details">
<template v-if="marginTemplate.RuleType == @((int)MarginRuleTypeEnum.区间追保结构)">
<div class="border detail">
<table class="table table-bordered" style="margin-bottom:0;">
<thead>
<tr>
<th v-if="marginTemplate.UnderlyingSeperateType == @((int)UnderlyingSeperateTypeEnum.CustomInstrumentType)">标的资产类型</th>
<th style="width:120px;">期限档位</th>
<th style="width:80px;">操作</th>
</tr>
</thead>
<tbody>
<tr v-for="row in ruleRangeDetailRows" v-bind:key="row.index">
<td v-if="marginTemplate.UnderlyingSeperateType == @((int)UnderlyingSeperateTypeEnum.CustomInstrumentType) && row.rowspan > 0" v-bind:rowspan="row.rowspan" style="vertical-align:middle;">
@*chosen 选中变化通过 jQuery trigger("change") 通知（chosen.jquery.js trigger_form_field_change），
Vue 的 v-on:change（原生监听）收不到，改由 JS 内 jQuery 委托监听（见 marginTemplateV2DefaultEdit.js 底部）*@
<select class="chosen-select" :id="'UnderlyingType'+row.index" multiple>
<option value="16" :selected="(row.detail.UnderlyingType & 16)>0?true:false">利率债</option>
<option value="32" :selected="(row.detail.UnderlyingType & 32)>0?true:false">信用债</option>
<option value="64" :selected="(row.detail.UnderlyingType & 64)>0?true:false">其它债券</option>
<option value="128" :selected="(row.detail.UnderlyingType & 128)>0?true:false">股票</option>
<option value="256" :selected="(row.detail.UnderlyingType & 256)>0?true:false">股指</option>
<option value="512" :selected="(row.detail.UnderlyingType & 512)>0?true:false">股指期货</option>
<option value="1024" :selected="(row.detail.UnderlyingType & 1024)>0?true:false">商品期货</option>
<option value="2048" :selected="(row.detail.UnderlyingType & 2048)>0?true:false">商品现货</option>
<option value="4096" :selected="(row.detail.UnderlyingType & 4096)>0?true:false">新三板挂牌股票</option>
<option value="8192" :selected="(row.detail.UnderlyingType & 8192)>0?true:false">香港股票</option>
<option value="16384" :selected="(row.detail.UnderlyingType & 16384)>0?true:false">香港股指</option>
<option value="32768" :selected="(row.detail.UnderlyingType & 32768)>0?true:false">基金及基金专户</option>
<option value="65536" :selected="(row.detail.UnderlyingType & 65536)>0?true:false">黄金期货</option>
<option value="131072" :selected="(row.detail.UnderlyingType & 131072)>0?true:false">国债期货</option>
<option value="262144" :selected="(row.detail.UnderlyingType & 262144)>0?true:false">其他期货</option>
<option value="524288" :selected="(row.detail.UnderlyingType & 524288)>0?true:false">黄金现货</option>
<option value="1048576" :selected="(row.detail.UnderlyingType & 1048576)>0?true:false">其他现货</option>
<option value="2097152" :selected="(row.detail.UnderlyingType & 2097152)>0?true:false">境外期货</option>
<option value="4194304" :selected="(row.detail.UnderlyingType & 4194304)>0?true:false">境外现货</option>
<option value="8388608" :selected="(row.detail.UnderlyingType & 8388608)>0?true:false">境外股票</option>
<option value="16777216" :selected="(row.detail.UnderlyingType & 16777216)>0?true:false">境外股指</option>
<option value="33554432" :selected="(row.detail.UnderlyingType & 33554432)>0?true:false">汇率</option>
<option value="67108864" :selected="(row.detail.UnderlyingType & 67108864)>0?true:false">Shibor</option>
<option value="134217728" :selected="(row.detail.UnderlyingType & 134217728)>0?true:false">银行间回购定盘</option>
<option value="268435456" :selected="(row.detail.UnderlyingType & 268435456)>0?true:false">利率收益率</option>
<option value="536870912" :selected="(row.detail.UnderlyingType & 536870912)>0?true:false">债券指数</option>
</select>
</td>
@*期限档由区块结构固定承载（纯利率债区块固定4档、其他区块为空=全部），只读展示不再下拉选择*@
<td>{{bondTermLabel(row.detail)}}</td>
<td v-if="row.rowspan > 0" v-bind:rowspan="row.rowspan" style="vertical-align:middle;"><button class="delBtn" type="button" v-on:click="deleteDetail(row.index)">- 刪除区块</button></td>
</tr>
</tbody>
</table>
</div>
@*规则15区间追保录入（客户原型全量手工录入，资产类型区块式）：纯利率债区块固定展开4个期限档、每档一套参数；其他资产类型区块一套参数、无期限档；x/y 字段保留兼容存量数据*@
<div v-for="blk in ruleRangeBlocks" v-bind:key="'spanblk'+blk.key" class="border" style="padding:6px 10px; margin-top:10px;">
<p style="margin:4px 0; font-weight:bold;">
参数组{{blk.no}}：<span v-if="marginTemplate.UnderlyingSeperateType == @((int)UnderlyingSeperateTypeEnum.CustomInstrumentType)">资产类型：{{underlyingTypeNames(blk.ut)}}</span><span v-if="blk.isTBond">（按期限分档：≤5y、(5y-10y]、(10y-30y]、&gt;30y，每个档位独立设置）</span>
</p>
<p style="margin:4px 0; color:#888;">存量 x/y 配置保留但不再展示，请按新区间结构录入。</p>
<div v-for="sec in blk.sections" v-bind:key="sec.key">
<p v-if="blk.isTBond" style="margin:8px 0 2px; font-weight:bold;">期限档位：{{sec.termLabel}}</p>
<template v-if="sec.detail && sec.detail.SpanConfig">
<p style="margin:4px 0;">
预警线：<vue-number-input v-model="sec.detail.SpanConfig.WarnLine" v-bind:format="inputFormatPercent"></vue-number-input>
　平仓线：<vue-number-input v-model="sec.detail.SpanConfig.CloseLine" v-bind:format="inputFormatPercent"></vue-number-input>
</p>
<p style="margin:4px 0;">多头方向（客户看多）</p>
<table class="table table-bordered" style="margin-bottom:6px;">
<thead>
<tr><th>追保价格区间</th><th>追保金额</th></tr>
</thead>
<tbody>
<tr v-for="(tier, ti) in sec.detail.SpanConfig.LongSpans" v-bind:key="'long'+ti">
<td>
<template v-if="ti === 0">
<vue-number-input v-model="tier.Lower" v-bind:format="inputFormatPercent"></vue-number-input> × {{spanText(sec.detail).priceInit}} ≤ {{spanText(sec.detail).priceCur}}
</template>
<template v-else>
<vue-number-input v-model="tier.Lower" v-bind:format="inputFormatPercent"></vue-number-input> × {{spanText(sec.detail).priceInit}} ≤ {{spanText(sec.detail).priceCur}} &lt; <vue-number-input v-model="tier.Upper" v-bind:format="inputFormatPercent"></vue-number-input> × {{spanText(sec.detail).priceInit}}
</template>
</td>
<td>
<vue-number-input v-model="tier.AmountRate" v-bind:format="inputFormatPercent"></vue-number-input> × {{spanText(sec.detail).amountBase}}
</td>
</tr>
</tbody>
</table>
<p style="margin:4px 0;">空头方向（客户看空）</p>
<table class="table table-bordered" style="margin-bottom:0;">
<thead>
<tr><th>追保价格区间</th><th>追保金额</th></tr>
</thead>
<tbody>
<tr v-for="(tier, ti) in sec.detail.SpanConfig.ShortSpans" v-bind:key="'short'+ti">
<td>
<template v-if="ti === 0">
{{spanText(sec.detail).priceCurShort1}} ≤ <vue-number-input v-model="tier.Upper" v-bind:format="inputFormatPercent"></vue-number-input> × {{spanText(sec.detail).priceInit}}
</template>
<template v-else>
<vue-number-input v-model="tier.Lower" v-bind:format="inputFormatPercent"></vue-number-input> × {{spanText(sec.detail).priceInit}} &lt; {{spanText(sec.detail).priceCur}} ≤ <vue-number-input v-model="tier.Upper" v-bind:format="inputFormatPercent"></vue-number-input> × {{spanText(sec.detail).priceInit}}
</template>
</td>
<td>
<vue-number-input v-model="tier.AmountRate" v-bind:format="inputFormatPercent"></vue-number-input> × {{spanText(sec.detail).amountBase}}
</td>
</tr>
</tbody>
</table>
</template>
</div>
</div>
</template>
<template v-for="(detail,index) in marginTemplate.Details">
<div class="border detail" v-show="marginTemplate.RuleType != @((int)MarginRuleTypeEnum.区间追保结构)">
<div class="row no-gutters">
<div class="col">
@if (PS.Config.Company == CompanyEnum.广发商贸)
@@ -202,58 +314,6 @@
</select>
</div>
</template>
<template v-if="marginTemplate.RuleType == @((int)MarginRuleTypeEnum.区间追保结构)">
<div class="form-group" v-if="detail.SpanConfig">
<label class="formlabel">利率债期限</label>
<select v-model="detail.SpanConfig.BondTerm">
<option value="">全部</option>
<option value="&lt;5y">&lt;5y</option>
<option value="5y-10y">5y-10y</option>
<option value="10y-30y">10y-30y</option>
<option value="&gt;30y">&gt;30y</option>
</select>
</div>
<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>
@@ -446,180 +506,3 @@
<button class="btn btn-primary" type="button" onclick="layer.closeMe()">关闭</button>
</div>
</form>
<div class="modal fade" id="myModal" data-backdrop="static">
<div class="modal-dialog">
<div class="modal-content">
<!-- 模态框头部 -->
<div class="modal-header">
<h4 class="modal-title">参数设置</h4>
<button type="button" class="close" v-on:click="closeModal()">&times;</button>
</div>
<!-- 模态框主体 -->
<div class="modal-body">
<div class="form-group">
<label class="formlabel">生效日期</label>
<vue-datepicker v-model="detail.ValueDate" class="text-box" v-bind:disabled="!isAdd"></vue-datepicker>
</div>
<template v-if="ruleType == @((int)MarginRuleTypeEnum.按固定利率) || ruleType == @((int)MarginRuleTypeEnum.按浮动盈亏)">
<div class="form-group">
<label class="formlabel">持仓预付金率</label>
<vue-number-input v-model="detail.MarginRatio2" v-bind:format="inputFormatPercent"></vue-number-input>
</div>
<div class="form-group">
<label class="formlabel">是否使用持仓名义本金</label>
<select v-model="detail.UsePositionStockEqvNotional">
<option value="false">否</option>
<option value="true">是</option>
</select>
</div>
</template>
<template v-if="ruleType == @((int)MarginRuleTypeEnum.区间追保结构)">
<div class="form-group" v-if="detail.SpanConfig">
<label class="formlabel">利率债期限</label>
<select v-model="detail.SpanConfig.BondTerm">
<option value="">全部</option>
<option value="&lt;5y">&lt;5y</option>
<option value="5y-10y">5y-10y</option>
<option value="10y-30y">10y-30y</option>
<option value="&gt;30y">&gt;30y</option>
</select>
</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="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>
<vue-number-input v-model="detail.MarginRatio1" v-bind:format="inputFormatPercent"></vue-number-input>
</div>
<div class="form-group">
<label class="formlabel">临时预付金率1</label>
<vue-number-input v-model="detail.MarginRatio2" v-bind:format="inputFormatPercent"></vue-number-input>
</div>
<div class="form-group">
<label class="formlabel">临时预付金率2</label>
<vue-number-input v-model="detail.MarginRatio3" v-bind:format="inputFormatPercent"></vue-number-input>
</div>
<div class="form-group">
<label class="formlabel">临时预付金率3</label>
<vue-number-input v-model="detail.MarginRatio4" v-bind:format="inputFormatPercent"></vue-number-input>
</div>
<div class="form-group">
<label class="formlabel">是否内含价值</label>
<select v-model="detail.IsIntrinsicValue">
<option value="false">否</option>
<option value="true">是</option>
</select>
</div>
<div class="form-group">
<label class="formlabel">组合预付金率</label>
<vue-number-input v-model="detail.GroupRatio" v-bind:format="inputFormatPercent"></vue-number-input>
</div>
<div class="form-group">
<label class="formlabel">总名义本金</label>
<vue-number-input v-model="detail.StockEqvNotional"></vue-number-input>
</div>
<div class="form-group">
<label class="formlabel">单一标的持仓名义本金</label>
<vue-number-input v-model="detail.SingleStockEqvNotional"></vue-number-input>
</div>
<div class="form-group">
<label class="formlabel">持仓标的分散程度</label>
<vue-number-input v-model="detail.PositionUnderlyingAmount"></vue-number-input>
</div>
</template>
<template v-if="ruleType == @((int)MarginRuleTypeEnum.触发条件预付金规则1) || ruleType == @((int)MarginRuleTypeEnum.触发条件预付金规则2)">
<div class="form-group">
<label class="formlabel">初始预付金率</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</label>
<vue-number-input v-model="detail.MarginRatio2" v-bind:format="inputFormatPercent"></vue-number-input>
</div>
<div class="form-group">
<label class="formlabel">触发追保跌幅</label>
<vue-number-input v-model="detail.RedeemPriceLimit" v-bind:format="inputFormatPercent"></vue-number-input>
</div>
<div class="form-group">
<label class="formlabel">是否使用行权价</label>
<select v-model="detail.IsUseStrike">
<option value="false">否</option>
<option value="true">是</option>
</select>
</div>
<div class="form-group">
<label class="formlabel">最大跌幅限制</label>
<vue-number-input v-model="detail.RedeemPriceMax" v-bind:format="inputFormatPercent"></vue-number-input>
</div>
<div class="form-group">
<label class="formlabel">持仓标的分散程度</label>
<vue-number-input v-model="detail.PositionUnderlyingAmount"></vue-number-input>
</div>
</template>
<template v-if="ruleType == @((int)MarginRuleTypeEnum.触发条件预付金规则3)">
<div class="form-group">
<label class="formlabel">预付金比率</label>
<vue-number-input v-model="detail.MarginRatio1" v-bind:format="inputFormatPercent"></vue-number-input>
</div>
<div class="form-group">
<label class="formlabel">持仓预付金比率</label>
<vue-number-input v-model="detail.MarginRatio3" v-bind:format="inputFormatPercent"></vue-number-input>
</div>
<div class="form-group">
<label class="formlabel">是否使用持仓名义本金</label>
<select v-model="detail.UsePositionStockEqvNotional">
<option value="false">否</option>
<option value="true">是</option>
</select>
</div>
<div class="form-group">
<label class="formlabel">涨跌幅类型</label>
<select v-model="detail.PriceLimitType">
<option value="0">跌幅</option>
<option value="1">涨幅</option>
</select>
</div>
<div class="form-group">
<label class="formlabel">触发追保比例</label>
<vue-number-input v-model="detail.RedeemPriceLimit" v-bind:format="inputFormatPercent"></vue-number-input>
</div>
<div class="form-group">
<label class="formlabel">是否使用行权价</label>
<select v-model="detail.IsUseStrike">
<option value="false">否</option>
<option value="true">是</option>
</select>
</div>
<div class="form-group">
<label class="formlabel">最大涨跌幅限制</label>
<vue-number-input v-model="detail.RedeemPriceMax" v-bind:format="inputFormatPercent"></vue-number-input>
</div>
<div class="form-group">
<label class="formlabel">追加比例</label>
<vue-number-input v-model="detail.MarginRatio2" v-bind:format="inputFormatPercent"></vue-number-input>
</div>
<div class="form-group">
<label class="formlabel">持仓标的分散程度</label>
<vue-number-input v-model="detail.PositionUnderlyingAmount"></vue-number-input>
</div>
</template>
</div>
<!-- 模态框底部 -->
<div class="modal-footer">
<button type="button" class="btn" v-on:click="saveModal()">保存</button>
</div>
</div>
</div>
</div>
YLErpWeb/Views/margin_template_v2/margin_template_v2DefaultEdit.cshtml
+115 -236
View File
@@ -19,8 +19,10 @@
@section JS{
<script type="text/javascript">
const pageVue = @Json.Serialize(Model);
const page = @Json.Serialize(pageObj);
@*内联页面对象用 ToInlineJson（Newtonsoft + EscapeHtml，敏感字符 \uXXXX 转义）替代 @Json.Serialize：
全局 AntiXssConverter 会把 < > 实体编码为 &lt; &gt;，导致 SpanConfig.BondTerm 等字段回读后变脏值入库*@
const pageVue = @Html.Raw(JsonHelper.ToInlineJson(Model));
const page = @Html.Raw(JsonHelper.ToInlineJson(pageObj));
page.marginTemplate.ValueDate = page.marginTemplate.ValueDate.substr(0, 10);
</script>
@@ -155,8 +157,118 @@
</div>
</div>
<div class="col form-layout" style="height: 720px; overflow-y:auto;">
<template v-for="(detail,index) in marginTemplate.Details">
<template v-if="marginTemplate.RuleType == @((int)MarginRuleTypeEnum.区间追保结构)">
<div class="border detail">
<table class="table table-bordered" style="margin-bottom:0;">
<thead>
<tr>
<th v-if="marginTemplate.UnderlyingSeperateType == @((int)UnderlyingSeperateTypeEnum.CustomInstrumentType)">标的资产类型</th>
<th style="width:120px;">期限档位</th>
<th style="width:80px;">操作</th>
</tr>
</thead>
<tbody>
<tr v-for="row in ruleRangeDetailRows" v-bind:key="row.index">
<td v-if="marginTemplate.UnderlyingSeperateType == @((int)UnderlyingSeperateTypeEnum.CustomInstrumentType) && row.rowspan > 0" v-bind:rowspan="row.rowspan" style="vertical-align:middle;">
@*chosen 选中变化通过 jQuery trigger("change") 通知（chosen.jquery.js trigger_form_field_change），
Vue 的 v-on:change（原生监听）收不到，改由 JS 内 jQuery 委托监听（见 marginTemplateV2DefaultEdit.js 底部）*@
<select class="chosen-select" :id="'UnderlyingType'+row.index" multiple>
<option value="16" :selected="(row.detail.UnderlyingType & 16)>0?true:false">利率债</option>
<option value="32" :selected="(row.detail.UnderlyingType & 32)>0?true:false">信用债</option>
<option value="64" :selected="(row.detail.UnderlyingType & 64)>0?true:false">其它债券</option>
<option value="128" :selected="(row.detail.UnderlyingType & 128)>0?true:false">股票</option>
<option value="256" :selected="(row.detail.UnderlyingType & 256)>0?true:false">股指</option>
<option value="512" :selected="(row.detail.UnderlyingType & 512)>0?true:false">股指期货</option>
<option value="1024" :selected="(row.detail.UnderlyingType & 1024)>0?true:false">商品期货</option>
<option value="2048" :selected="(row.detail.UnderlyingType & 2048)>0?true:false">商品现货</option>
<option value="4096" :selected="(row.detail.UnderlyingType & 4096)>0?true:false">新三板挂牌股票</option>
<option value="8192" :selected="(row.detail.UnderlyingType & 8192)>0?true:false">香港股票</option>
<option value="16384" :selected="(row.detail.UnderlyingType & 16384)>0?true:false">香港股指</option>
<option value="32768" :selected="(row.detail.UnderlyingType & 32768)>0?true:false">基金及基金专户</option>
<option value="65536" :selected="(row.detail.UnderlyingType & 65536)>0?true:false">黄金期货</option>
<option value="131072" :selected="(row.detail.UnderlyingType & 131072)>0?true:false">国债期货</option>
<option value="262144" :selected="(row.detail.UnderlyingType & 262144)>0?true:false">其他期货</option>
<option value="524288" :selected="(row.detail.UnderlyingType & 524288)>0?true:false">黄金现货</option>
<option value="1048576" :selected="(row.detail.UnderlyingType & 1048576)>0?true:false">其他现货</option>
<option value="2097152" :selected="(row.detail.UnderlyingType & 2097152)>0?true:false">境外期货</option>
<option value="4194304" :selected="(row.detail.UnderlyingType & 4194304)>0?true:false">境外现货</option>
<option value="8388608" :selected="(row.detail.UnderlyingType & 8388608)>0?true:false">境外股票</option>
<option value="16777216" :selected="(row.detail.UnderlyingType & 16777216)>0?true:false">境外股指</option>
<option value="33554432" :selected="(row.detail.UnderlyingType & 33554432)>0?true:false">汇率</option>
<option value="67108864" :selected="(row.detail.UnderlyingType & 67108864)>0?true:false">Shibor</option>
<option value="134217728" :selected="(row.detail.UnderlyingType & 134217728)>0?true:false">银行间回购定盘</option>
<option value="268435456" :selected="(row.detail.UnderlyingType & 268435456)>0?true:false">利率收益率</option>
<option value="536870912" :selected="(row.detail.UnderlyingType & 536870912)>0?true:false">债券指数</option>
</select>
</td>
@*期限档由区块结构固定承载（纯利率债区块固定4档、其他区块为空=全部），只读展示不再下拉选择*@
<td>{{bondTermLabel(row.detail)}}</td>
<td v-if="row.rowspan > 0" v-bind:rowspan="row.rowspan" style="vertical-align:middle;"><button class="delBtn" type="button" v-on:click="deleteDetail(row.index)">- 刪除区块</button></td>
</tr>
</tbody>
</table>
</div>
@*规则15区间追保录入（客户原型全量手工录入，资产类型区块式）：纯利率债区块固定展开4个期限档、每档一套参数；其他资产类型区块一套参数、无期限档；x/y 字段保留兼容存量数据*@
<div v-for="blk in ruleRangeBlocks" v-bind:key="'spanblk'+blk.key" class="border" style="padding:6px 10px; margin-top:10px;">
<p style="margin:4px 0; font-weight:bold;">
参数组{{blk.no}}：<span v-if="marginTemplate.UnderlyingSeperateType == @((int)UnderlyingSeperateTypeEnum.CustomInstrumentType)">资产类型：{{underlyingTypeNames(blk.ut)}}</span><span v-if="blk.isTBond">（按期限分档：≤5y、(5y-10y]、(10y-30y]、&gt;30y，每个档位独立设置）</span>
</p>
<p style="margin:4px 0; color:#888;">存量 x/y 配置保留但不再展示，请按新区间结构录入。</p>
<div v-for="sec in blk.sections" v-bind:key="sec.key">
<p v-if="blk.isTBond" style="margin:8px 0 2px; font-weight:bold;">期限档位：{{sec.termLabel}}</p>
<template v-if="sec.detail && sec.detail.SpanConfig">
<p style="margin:4px 0;">
预警线：<vue-number-input v-model="sec.detail.SpanConfig.WarnLine" v-bind:format="inputFormatPercent"></vue-number-input>
　平仓线：<vue-number-input v-model="sec.detail.SpanConfig.CloseLine" v-bind:format="inputFormatPercent"></vue-number-input>
</p>
<p style="margin:4px 0;">多头方向（客户看多）</p>
<table class="table table-bordered" style="margin-bottom:6px;">
<thead>
<tr><th>追保价格区间</th><th>追保金额</th></tr>
</thead>
<tbody>
<tr v-for="(tier, ti) in sec.detail.SpanConfig.LongSpans" v-bind:key="'long'+ti">
<td>
<template v-if="ti === 0">
<vue-number-input v-model="tier.Lower" v-bind:format="inputFormatPercent"></vue-number-input> × {{spanText(sec.detail).priceInit}} ≤ {{spanText(sec.detail).priceCur}}
</template>
<template v-else>
<vue-number-input v-model="tier.Lower" v-bind:format="inputFormatPercent"></vue-number-input> × {{spanText(sec.detail).priceInit}} ≤ {{spanText(sec.detail).priceCur}} &lt; <vue-number-input v-model="tier.Upper" v-bind:format="inputFormatPercent"></vue-number-input> × {{spanText(sec.detail).priceInit}}
</template>
</td>
<td>
<vue-number-input v-model="tier.AmountRate" v-bind:format="inputFormatPercent"></vue-number-input> × {{spanText(sec.detail).amountBase}}
</td>
</tr>
</tbody>
</table>
<p style="margin:4px 0;">空头方向（客户看空）</p>
<table class="table table-bordered" style="margin-bottom:0;">
<thead>
<tr><th>追保价格区间</th><th>追保金额</th></tr>
</thead>
<tbody>
<tr v-for="(tier, ti) in sec.detail.SpanConfig.ShortSpans" v-bind:key="'short'+ti">
<td>
<template v-if="ti === 0">
{{spanText(sec.detail).priceCurShort1}} ≤ <vue-number-input v-model="tier.Upper" v-bind:format="inputFormatPercent"></vue-number-input> × {{spanText(sec.detail).priceInit}}
</template>
<template v-else>
<vue-number-input v-model="tier.Lower" v-bind:format="inputFormatPercent"></vue-number-input> × {{spanText(sec.detail).priceInit}} &lt; {{spanText(sec.detail).priceCur}} ≤ <vue-number-input v-model="tier.Upper" v-bind:format="inputFormatPercent"></vue-number-input> × {{spanText(sec.detail).priceInit}}
</template>
</td>
<td>
<vue-number-input v-model="tier.AmountRate" v-bind:format="inputFormatPercent"></vue-number-input> × {{spanText(sec.detail).amountBase}}
</td>
</tr>
</tbody>
</table>
</template>
</div>
</div>
</template>
<template v-for="(detail,index) in marginTemplate.Details">
<div class="border detail" v-show="marginTemplate.RuleType != @((int)MarginRuleTypeEnum.区间追保结构)">
<div class="row no-gutters">
<div class="col">
<template v-if="marginTemplate.RuleType == @((int)MarginRuleTypeEnum.按固定利率) || marginTemplate.RuleType == @((int)MarginRuleTypeEnum.按浮动盈亏)">
@@ -182,58 +294,6 @@
</select>
</div>
</template>
<template v-if="marginTemplate.RuleType == @((int)MarginRuleTypeEnum.区间追保结构)">
<div class="form-group" v-if="detail.SpanConfig">
<label class="formlabel">利率债期限</label>
<select v-model="detail.SpanConfig.BondTerm">
<option value="">全部</option>
<option value="&lt;5y">&lt;5y</option>
<option value="5y-10y">5y-10y</option>
<option value="10y-30y">10y-30y</option>
<option value="&gt;30y">&gt;30y</option>
</select>
</div>
<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>
@@ -426,184 +486,3 @@
<button class="btn btn-primary" type="button" onclick="layer.closeMe()">关闭</button>
</div>
</form>
<div class="modal fade" id="myModal" data-backdrop="static">
<div class="modal-dialog">
<div class="modal-content">
<!-- 模态框头部 -->
<div class="modal-header">
<h4 class="modal-title">参数设置</h4>
<button type="button" class="close" v-on:click="closeModal()">&times;</button>
</div>
<!-- 模态框主体 -->
<div class="modal-body">
<div class="form-group">
<label class="formlabel">生效日期</label>
<vue-datepicker v-model="detail.ValueDate" class="text-box" v-bind:disabled="!isAdd"></vue-datepicker>
</div>
<template v-if="ruleType == @((int)MarginRuleTypeEnum.按固定利率) || ruleType == @((int)MarginRuleTypeEnum.按浮动盈亏)">
@*<div class="form-group">
<label class="formlabel">初始预付金率</label>
<vue-number-input v-model="detail.MarginRatio1" v-bind:format="inputFormatPercent"></vue-number-input>
</div>*@
<div class="form-group">
<label class="formlabel">持仓预付金率</label>
<vue-number-input v-model="detail.MarginRatio2" v-bind:format="inputFormatPercent"></vue-number-input>
</div>
<div class="form-group">
<label class="formlabel">是否使用持仓名义本金</label>
<select v-model="detail.UsePositionStockEqvNotional">
<option value="false">否</option>
<option value="true">是</option>
</select>
</div>
</template>
<template v-if="ruleType == @((int)MarginRuleTypeEnum.区间追保结构)">
<div class="form-group" v-if="detail.SpanConfig">
<label class="formlabel">利率债期限</label>
<select v-model="detail.SpanConfig.BondTerm">
<option value="">全部</option>
<option value="&lt;5y">&lt;5y</option>
<option value="5y-10y">5y-10y</option>
<option value="10y-30y">10y-30y</option>
<option value="&gt;30y">&gt;30y</option>
</select>
</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="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>
<vue-number-input v-model="detail.MarginRatio1" v-bind:format="inputFormatPercent"></vue-number-input>
</div>
<div class="form-group">
<label class="formlabel">临时预付金率1</label>
<vue-number-input v-model="detail.MarginRatio2" v-bind:format="inputFormatPercent"></vue-number-input>
</div>
<div class="form-group">
<label class="formlabel">临时预付金率2</label>
<vue-number-input v-model="detail.MarginRatio3" v-bind:format="inputFormatPercent"></vue-number-input>
</div>
<div class="form-group">
<label class="formlabel">临时预付金率3</label>
<vue-number-input v-model="detail.MarginRatio4" v-bind:format="inputFormatPercent"></vue-number-input>
</div>
<div class="form-group">
<label class="formlabel">是否内含价值</label>
<select v-model="detail.IsIntrinsicValue">
<option value="false">否</option>
<option value="true">是</option>
</select>
</div>
<div class="form-group">
<label class="formlabel">组合预付金率</label>
<vue-number-input v-model="detail.GroupRatio" v-bind:format="inputFormatPercent"></vue-number-input>
</div>
<div class="form-group">
<label class="formlabel">总名义本金</label>
<vue-number-input v-model="detail.StockEqvNotional"></vue-number-input>
</div>
<div class="form-group">
<label class="formlabel">单一标的持仓名义本金</label>
<vue-number-input v-model="detail.SingleStockEqvNotional"></vue-number-input>
</div>
<div class="form-group">
<label class="formlabel">持仓标的分散程度</label>
<vue-number-input v-model="detail.PositionUnderlyingAmount"></vue-number-input>
</div>
</template>
<template v-if="ruleType == @((int)MarginRuleTypeEnum.触发条件预付金规则1) || ruleType == @((int)MarginRuleTypeEnum.触发条件预付金规则2)">
<div class="form-group">
<label class="formlabel">初始预付金率</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</label>
<vue-number-input v-model="detail.MarginRatio2" v-bind:format="inputFormatPercent"></vue-number-input>
</div>
<div class="form-group">
<label class="formlabel">触发追保跌幅</label>
<vue-number-input v-model="detail.RedeemPriceLimit" v-bind:format="inputFormatPercent"></vue-number-input>
</div>
<div class="form-group">
<label class="formlabel">是否使用行权价</label>
<select v-model="detail.IsUseStrike">
<option value="false">否</option>
<option value="true">是</option>
</select>
</div>
<div class="form-group">
<label class="formlabel">最大跌幅限制</label>
<vue-number-input v-model="detail.RedeemPriceMax" v-bind:format="inputFormatPercent"></vue-number-input>
</div>
<div class="form-group">
<label class="formlabel">持仓标的分散程度</label>
<vue-number-input v-model="detail.PositionUnderlyingAmount"></vue-number-input>
</div>
</template>
<template v-if="ruleType == @((int)MarginRuleTypeEnum.触发条件预付金规则3)">
<div class="form-group">
<label class="formlabel">预付金比率</label>
<vue-number-input v-model="detail.MarginRatio1" v-bind:format="inputFormatPercent"></vue-number-input>
</div>
<div class="form-group">
<label class="formlabel">持仓预付金比率</label>
<vue-number-input v-model="detail.MarginRatio3" v-bind:format="inputFormatPercent"></vue-number-input>
</div>
<div class="form-group">
<label class="formlabel">是否使用持仓名义本金</label>
<select v-model="detail.UsePositionStockEqvNotional">
<option value="false">否</option>
<option value="true">是</option>
</select>
</div>
<div class="form-group">
<label class="formlabel">涨跌幅类型</label>
<select v-model="detail.PriceLimitType">
<option value="0">跌幅</option>
<option value="1">涨幅</option>
</select>
</div>
<div class="form-group">
<label class="formlabel">触发追保比例</label>
<vue-number-input v-model="detail.RedeemPriceLimit" v-bind:format="inputFormatPercent"></vue-number-input>
</div>
<div class="form-group">
<label class="formlabel">是否使用行权价</label>
<select v-model="detail.IsUseStrike">
<option value="false">否</option>
<option value="true">是</option>
</select>
</div>
<div class="form-group">
<label class="formlabel">最大涨跌幅限制</label>
<vue-number-input v-model="detail.RedeemPriceMax" v-bind:format="inputFormatPercent"></vue-number-input>
</div>
<div class="form-group">
<label class="formlabel">追加比例</label>
<vue-number-input v-model="detail.MarginRatio2" v-bind:format="inputFormatPercent"></vue-number-input>
</div>
<div class="form-group">
<label class="formlabel">持仓标的分散程度</label>
<vue-number-input v-model="detail.PositionUnderlyingAmount"></vue-number-input>
</div>
</template>
</div>
<!-- 模态框底部 -->
<div class="modal-footer">
<button type="button" class="btn" v-on:click="saveModal()">保存</button>
</div>
</div>
</div>
</div>
YLErpWeb/Views/margin_template_v2/margin_template_v2Edit.cshtml
+129 -181
View File
@@ -19,8 +19,10 @@
@section JS{
<script type="text/javascript">
const pageVue = @Json.Serialize(Model);
const page = @Json.Serialize(pageObj);
@*内联页面对象用 ToInlineJson（Newtonsoft + EscapeHtml，敏感字符 \uXXXX 转义）替代 @Json.Serialize：
全局 AntiXssConverter 会把 < > 实体编码为 &lt; &gt;，导致 SpanConfig.BondTerm 等字段回读后变脏值入库*@
const pageVue = @Html.Raw(JsonHelper.ToInlineJson(Model));
const page = @Html.Raw(JsonHelper.ToInlineJson(pageObj));
</script>
<script src="~/front/calendar?v=@(HtmlUtil.JsVersion)"></script>
@@ -115,11 +117,134 @@
<textarea class="text-box" rows="3" style="width: 320px; text-align:left;" v-model="marginTemplate.Comments" v-bind:title="marginTemplate.Comments" disabled>
</textarea>
</div>
<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) && marginTemplate.RuleType != @((int)MarginRuleTypeEnum.区间追保结构)">
<option value="@((int)UnderlyingSeperateTypeEnum.None)">不区分</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">
<label class="formlabel"></label>
<textarea class="text-box" rows="5" style="width: 320px; text-align:left;" v-model="marginTemplate.UnderlyingSeperateComments" v-bind:title="marginTemplate.UnderlyingSeperateComments" disabled>
</textarea>
</div>
</div>
</div>
<div class="col form-layout" style="height: 520px; overflow-y:auto;">
<template v-for="(detail,index) in marginTemplate.Details">
<template v-if="marginTemplate.RuleType == @((int)MarginRuleTypeEnum.区间追保结构)">
<div class="border detail">
<table class="table table-bordered" style="margin-bottom:0;">
<thead>
<tr>
<th v-if="marginTemplate.UnderlyingSeperateType == @((int)UnderlyingSeperateTypeEnum.CustomInstrumentType)">标的资产类型</th>
<th style="width:120px;">期限档位</th>
<th style="width:80px;">操作</th>
</tr>
</thead>
<tbody>
<tr v-for="row in ruleRangeDetailRows" v-bind:key="row.index">
<td v-if="marginTemplate.UnderlyingSeperateType == @((int)UnderlyingSeperateTypeEnum.CustomInstrumentType) && row.rowspan > 0" v-bind:rowspan="row.rowspan" style="vertical-align:middle;">
@*chosen 选中变化通过 jQuery trigger("change") 通知（chosen.jquery.js trigger_form_field_change），
Vue 的 v-on:change（原生监听）收不到，改由 JS 内 jQuery 委托监听（见 marginTemplateV2Edit.js 底部）*@
<select class="chosen-select" :id="'UnderlyingType'+row.index" multiple>
<option value="16" :selected="(row.detail.UnderlyingType & 16)>0?true:false">利率债</option>
<option value="32" :selected="(row.detail.UnderlyingType & 32)>0?true:false">信用债</option>
<option value="64" :selected="(row.detail.UnderlyingType & 64)>0?true:false">其它债券</option>
<option value="128" :selected="(row.detail.UnderlyingType & 128)>0?true:false">股票</option>
<option value="256" :selected="(row.detail.UnderlyingType & 256)>0?true:false">股指</option>
<option value="512" :selected="(row.detail.UnderlyingType & 512)>0?true:false">股指期货</option>
<option value="1024" :selected="(row.detail.UnderlyingType & 1024)>0?true:false">商品期货</option>
<option value="2048" :selected="(row.detail.UnderlyingType & 2048)>0?true:false">商品现货</option>
<option value="4096" :selected="(row.detail.UnderlyingType & 4096)>0?true:false">新三板挂牌股票</option>
<option value="8192" :selected="(row.detail.UnderlyingType & 8192)>0?true:false">香港股票</option>
<option value="16384" :selected="(row.detail.UnderlyingType & 16384)>0?true:false">香港股指</option>
<option value="32768" :selected="(row.detail.UnderlyingType & 32768)>0?true:false">基金及基金专户</option>
<option value="65536" :selected="(row.detail.UnderlyingType & 65536)>0?true:false">黄金期货</option>
<option value="131072" :selected="(row.detail.UnderlyingType & 131072)>0?true:false">国债期货</option>
<option value="262144" :selected="(row.detail.UnderlyingType & 262144)>0?true:false">其他期货</option>
<option value="524288" :selected="(row.detail.UnderlyingType & 524288)>0?true:false">黄金现货</option>
<option value="1048576" :selected="(row.detail.UnderlyingType & 1048576)>0?true:false">其他现货</option>
<option value="2097152" :selected="(row.detail.UnderlyingType & 2097152)>0?true:false">境外期货</option>
<option value="4194304" :selected="(row.detail.UnderlyingType & 4194304)>0?true:false">境外现货</option>
<option value="8388608" :selected="(row.detail.UnderlyingType & 8388608)>0?true:false">境外股票</option>
<option value="16777216" :selected="(row.detail.UnderlyingType & 16777216)>0?true:false">境外股指</option>
<option value="33554432" :selected="(row.detail.UnderlyingType & 33554432)>0?true:false">汇率</option>
<option value="67108864" :selected="(row.detail.UnderlyingType & 67108864)>0?true:false">Shibor</option>
<option value="134217728" :selected="(row.detail.UnderlyingType & 134217728)>0?true:false">银行间回购定盘</option>
<option value="268435456" :selected="(row.detail.UnderlyingType & 268435456)>0?true:false">利率收益率</option>
<option value="536870912" :selected="(row.detail.UnderlyingType & 536870912)>0?true:false">债券指数</option>
</select>
</td>
@*期限档由区块结构固定承载（纯利率债区块固定4档、其他区块为空=全部），只读展示不再下拉选择*@
<td>{{bondTermLabel(row.detail)}}</td>
<td v-if="row.rowspan > 0" v-bind:rowspan="row.rowspan" style="vertical-align:middle;"><button class="delBtn" type="button" v-on:click="deleteDetail(row.index)">- 刪除区块</button></td>
</tr>
</tbody>
</table>
</div>
@*规则15区间追保录入（客户原型全量手工录入，资产类型区块式）：纯利率债区块固定展开4个期限档、每档一套参数；其他资产类型区块一套参数、无期限档；x/y 字段保留兼容存量数据*@
<div v-for="blk in ruleRangeBlocks" v-bind:key="'spanblk'+blk.key" class="border" style="padding:6px 10px; margin-top:10px;">
<p style="margin:4px 0; font-weight:bold;">
参数组{{blk.no}}：<span v-if="marginTemplate.UnderlyingSeperateType == @((int)UnderlyingSeperateTypeEnum.CustomInstrumentType)">资产类型：{{underlyingTypeNames(blk.ut)}}</span><span v-if="blk.isTBond">（按期限分档：≤5y、(5y-10y]、(10y-30y]、&gt;30y，每个档位独立设置）</span>
</p>
<p style="margin:4px 0; color:#888;">存量 x/y 配置保留但不再展示，请按新区间结构录入。</p>
<div v-for="sec in blk.sections" v-bind:key="sec.key">
<p v-if="blk.isTBond" style="margin:8px 0 2px; font-weight:bold;">期限档位：{{sec.termLabel}}</p>
<template v-if="sec.detail && sec.detail.SpanConfig">
<p style="margin:4px 0;">
预警线：<vue-number-input v-model="sec.detail.SpanConfig.WarnLine" v-bind:format="inputFormatPercent"></vue-number-input>
　平仓线：<vue-number-input v-model="sec.detail.SpanConfig.CloseLine" v-bind:format="inputFormatPercent"></vue-number-input>
</p>
<p style="margin:4px 0;">多头方向（客户看多）</p>
<table class="table table-bordered" style="margin-bottom:6px;">
<thead>
<tr><th>追保价格区间</th><th>追保金额</th></tr>
</thead>
<tbody>
<tr v-for="(tier, ti) in sec.detail.SpanConfig.LongSpans" v-bind:key="'long'+ti">
<td>
<template v-if="ti === 0">
<vue-number-input v-model="tier.Lower" v-bind:format="inputFormatPercent"></vue-number-input> × {{spanText(sec.detail).priceInit}} ≤ {{spanText(sec.detail).priceCur}}
</template>
<template v-else>
<vue-number-input v-model="tier.Lower" v-bind:format="inputFormatPercent"></vue-number-input> × {{spanText(sec.detail).priceInit}} ≤ {{spanText(sec.detail).priceCur}} &lt; <vue-number-input v-model="tier.Upper" v-bind:format="inputFormatPercent"></vue-number-input> × {{spanText(sec.detail).priceInit}}
</template>
</td>
<td>
<vue-number-input v-model="tier.AmountRate" v-bind:format="inputFormatPercent"></vue-number-input> × {{spanText(sec.detail).amountBase}}
</td>
</tr>
</tbody>
</table>
<p style="margin:4px 0;">空头方向（客户看空）</p>
<table class="table table-bordered" style="margin-bottom:0;">
<thead>
<tr><th>追保价格区间</th><th>追保金额</th></tr>
</thead>
<tbody>
<tr v-for="(tier, ti) in sec.detail.SpanConfig.ShortSpans" v-bind:key="'short'+ti">
<td>
<template v-if="ti === 0">
{{spanText(sec.detail).priceCurShort1}} ≤ <vue-number-input v-model="tier.Upper" v-bind:format="inputFormatPercent"></vue-number-input> × {{spanText(sec.detail).priceInit}}
</template>
<template v-else>
<vue-number-input v-model="tier.Lower" v-bind:format="inputFormatPercent"></vue-number-input> × {{spanText(sec.detail).priceInit}} &lt; {{spanText(sec.detail).priceCur}} ≤ <vue-number-input v-model="tier.Upper" v-bind:format="inputFormatPercent"></vue-number-input> × {{spanText(sec.detail).priceInit}}
</template>
</td>
<td>
<vue-number-input v-model="tier.AmountRate" v-bind:format="inputFormatPercent"></vue-number-input> × {{spanText(sec.detail).amountBase}}
</td>
</tr>
</tbody>
</table>
</template>
</div>
</div>
</template>
<template v-for="(detail,index) in marginTemplate.Details">
<div class="border detail" v-show="marginTemplate.RuleType != @((int)MarginRuleTypeEnum.区间追保结构)">
<div class="row no-gutters">
<div class="col">
<template v-if="marginTemplate.RuleType == @((int)MarginRuleTypeEnum.按固定利率) || marginTemplate.RuleType == @((int)MarginRuleTypeEnum.按浮动盈亏)">
@@ -135,26 +260,6 @@
</select>
</div>
</template>
<template v-if="marginTemplate.RuleType == @((int)MarginRuleTypeEnum.区间追保结构)">
<div class="form-group" v-if="detail.SpanConfig">
<label class="formlabel">利率债期限</label>
<select v-model="detail.SpanConfig.BondTerm">
<option value="">全部</option>
<option value="&lt;5y">&lt;5y</option>
<option value="5y-10y">5y-10y</option>
<option value="10y-30y">10y-30y</option>
<option value="&gt;30y">&gt;30y</option>
</select>
</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>
@@ -292,6 +397,7 @@
</div>
</div>
</template>
<button class="addBtn" v-show="marginTemplate.RuleType == @((int)MarginRuleTypeEnum.区间追保结构)" v-on:click="addDetail()">+ 新增参数组</button>
</div>
</div>
<div class="form-buttons">
@@ -299,161 +405,3 @@
<button class="btn btn-primary" type="button" onclick="layer.closeMe()">关闭</button>
</div>
</form>
<div class="modal fade" id="myModal" data-backdrop="static">
<div class="modal-dialog">
<div class="modal-content">
<!-- 模态框头部 -->
<div class="modal-header">
<h4 class="modal-title">参数设置</h4>
<button type="button" class="close" v-on:click="closeModal()">&times;</button>
</div>
<!-- 模态框主体 -->
<div class="modal-body">
<div class="form-group">
<label class="formlabel">生效日期</label>
<vue-datepicker v-model="detail.ValueDate" class="text-box" v-bind:disabled="!isAdd"></vue-datepicker>
</div>
<template v-if="ruleType == @((int)MarginRuleTypeEnum.按固定利率) || ruleType == @((int)MarginRuleTypeEnum.按浮动盈亏)">
@*<div class="form-group">
<label class="formlabel">初始预付金率</label>
<vue-number-input v-model="detail.MarginRatio1" v-bind:format="inputFormatPercent"></vue-number-input>
</div>*@
<div class="form-group">
<label class="formlabel">持仓预付金率</label>
<vue-number-input v-model="detail.MarginRatio2" v-bind:format="inputFormatPercent"></vue-number-input>
</div>
<div class="form-group">
<label class="formlabel">是否使用持仓名义本金</label>
<select v-model="detail.UsePositionStockEqvNotional">
<option value="false">否</option>
<option value="true">是</option>
</select>
</div>
</template>
<template v-if="ruleType == @((int)MarginRuleTypeEnum.区间追保结构)">
<div class="form-group" v-if="detail.SpanConfig">
<label class="formlabel">利率债期限</label>
<select v-model="detail.SpanConfig.BondTerm">
<option value="">全部</option>
<option value="&lt;5y">&lt;5y</option>
<option value="5y-10y">5y-10y</option>
<option value="10y-30y">10y-30y</option>
<option value="&gt;30y">&gt;30y</option>
</select>
</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="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>
<vue-number-input v-model="detail.MarginRatio1" v-bind:format="inputFormatPercent"></vue-number-input>
</div>
<div class="form-group">
<label class="formlabel">临时预付金率1</label>
<vue-number-input v-model="detail.MarginRatio2" v-bind:format="inputFormatPercent"></vue-number-input>
</div>
<div class="form-group">
<label class="formlabel">临时预付金率2</label>
<vue-number-input v-model="detail.MarginRatio3" v-bind:format="inputFormatPercent"></vue-number-input>
</div>
<div class="form-group">
<label class="formlabel">临时预付金率3</label>
<vue-number-input v-model="detail.MarginRatio4" v-bind:format="inputFormatPercent"></vue-number-input>
</div>
<div class="form-group">
<label class="formlabel">是否内含价值</label>
<select v-model="detail.IsIntrinsicValue">
<option value="false">否</option>
<option value="true">是</option>
</select>
</div>
</template>
<template v-if="ruleType == @((int)MarginRuleTypeEnum.触发条件预付金规则1) || ruleType == @((int)MarginRuleTypeEnum.触发条件预付金规则2)">
<div class="form-group">
<label class="formlabel">预付金率</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</label>
<vue-number-input v-model="detail.MarginRatio2" v-bind:format="inputFormatPercent"></vue-number-input>
</div>
<div class="form-group">
<label class="formlabel">触发追保跌幅</label>
<vue-number-input v-model="detail.RedeemPriceLimit" v-bind:format="inputFormatPercent"></vue-number-input>
</div>
<div class="form-group">
<label class="formlabel">是否使用行权价</label>
<select v-model="detail.IsUseStrike">
<option value="false">否</option>
<option value="true">是</option>
</select>
</div>
<div class="form-group">
<label class="formlabel">最大跌幅限制</label>
<vue-number-input v-model="detail.RedeemPriceMax" v-bind:format="inputFormatPercent"></vue-number-input>
</div>
</template>
<template v-if="ruleType == @((int)MarginRuleTypeEnum.触发条件预付金规则3)">
<div class="form-group">
<label class="formlabel">预付金比率</label>
<vue-number-input v-model="detail.MarginRatio1" v-bind:format="inputFormatPercent"></vue-number-input>
</div>
<div class="form-group">
<label class="formlabel">持仓预付金比率</label>
<vue-number-input v-model="detail.MarginRatio3" v-bind:format="inputFormatPercent"></vue-number-input>
</div>
<div class="form-group">
<label class="formlabel">是否使用持仓名义本金</label>
<select v-model="detail.UsePositionStockEqvNotional">
<option value="false">否</option>
<option value="true">是</option>
</select>
</div>
<div class="form-group">
<label class="formlabel">涨跌幅类型</label>
<select v-model="detail.PriceLimitType">
<option value="0">跌幅</option>
<option value="1">涨幅</option>
</select>
</div>
<div class="form-group">
<label class="formlabel">触发追保比例</label>
<vue-number-input v-model="detail.RedeemPriceLimit" v-bind:format="inputFormatPercent"></vue-number-input>
</div>
<div class="form-group">
<label class="formlabel">是否使用行权价</label>
<select v-model="detail.IsUseStrike">
<option value="false">否</option>
<option value="true">是</option>
</select>
</div>
<div class="form-group">
<label class="formlabel">最大涨跌幅限制</label>
<vue-number-input v-model="detail.RedeemPriceMax" v-bind:format="inputFormatPercent"></vue-number-input>
</div>
<div class="form-group">
<label class="formlabel">追加比例</label>
<vue-number-input v-model="detail.MarginRatio2" v-bind:format="inputFormatPercent"></vue-number-input>
</div>
</template>
</div>
<!-- 模态框底部 -->
<div class="modal-footer">
<button type="button" class="btn" v-on:click="saveModal()">保存</button>
</div>
</div>
</div>
</div>
YLErpWeb/wwwroot/Scripts/app/marginTemplate/marginTemplateV2DefaultEdit.js
+338 -57
View File
@@ -28,16 +28,106 @@ const UnderlyingSeperateTypeEnum = {
CustomInstrumentType: "2"//按资产类型分类
};
//允许配置期限档（SpanConfig.BondTerm）的标的资产类型标志位掩码，
//与后端 ConsMarginTerm.TermTierEnabledUnderlyingTypes 保持一致（本期仅 利率债 TBonds=1<<4=16）
const TermTierEnabledUnderlyingMask = 16;
//利率债区块固定展开的4个期限档（[BondTerm值, 展示文案]），与 docx 原型 4.3.1 一致
const SpanBondTerms = [['<5y', '≤5y'], ['5y-10y', '(5y-10y]'], ['10y-30y', '(10y-30y]'], ['>30y', '>30y']];
//区块键自增序号（仅前端分组用，不持久化）
var spanBlockSeq = 0;
//标的资产类型标志位 -> 名称（与明细表格 chosen 选项一致，用于规则15录入区块标题）
const UnderlyingTypeNames = [
[16, "利率债"], [32, "信用债"], [64, "其它债券"], [128, "股票"], [256, "股指"], [512, "股指期货"],
[1024, "商品期货"], [2048, "商品现货"], [4096, "新三板挂牌股票"], [8192, "香港股票"], [16384, "香港股指"],
[32768, "基金及基金专户"], [65536, "黄金期货"], [131072, "国债期货"], [262144, "其他期货"], [524288, "黄金现货"],
[1048576, "其他现货"], [2097152, "境外期货"], [4194304, "境外现货"], [8388608, "境外股票"], [16777216, "境外股指"],
[33554432, "汇率"], [67108864, "Shibor"], [134217728, "银行间回购定盘"], [268435456, "利率收益率"], [536870912, "债券指数"]
];
const vue = new Vue({
el: '#marginTemplateV2Form',
data: {
isAdd: page.isAdd,
marginTemplate: page.marginTemplate,
latestValueDate: page.marginTemplate.LatestValueDate
marginTemplate: page.marginTemplate
},
created: function () {
//区间追保结构：加载时按 资产类型+期限 排序一次，再重建资产类型区块（利率债区块补齐固定4档），
//编辑过程中不再重排，避免 chosen/选择器失序
if (this.marginTemplate.RuleType == MarginRuleTypeEnum.区间追保结构 && this.marginTemplate.Details) {
var termOrder = ['', '<5y', '5y-10y', '10y-30y', '>30y'];
var that = this;
this.marginTemplate.Details.forEach(function (d) {
//兜底：历史数据可能没有 SpanConfig / 区间录入结构，补齐避免录入区块不渲染
that.ensureSpanDetail(d);
});
this.marginTemplate.Details.sort(function (a, b) {
var at = a.UnderlyingType || 0, bt = b.UnderlyingType || 0;
if (at !== bt) return at - bt;
var ai = termOrder.indexOf((a.SpanConfig && a.SpanConfig.BondTerm) || '');
var bi = termOrder.indexOf((b.SpanConfig && b.SpanConfig.BondTerm) || '');
return (ai < 0 ? termOrder.length : ai) - (bi < 0 ? termOrder.length : bi);
});
this.marginTemplate.Details = this.rebuildSpanBlocks(this.marginTemplate.Details);
}
this.changeRuleType(true);
},
computed: {
//区间追保结构：参数组按资产类型区块展示，相邻且区块键（_bk）相同的行合并（rowspan）。
//_bk 由 加载重建/新增/切换资产类型 时维护：利率债区块含固定4档行，其他区块单行。
ruleRangeDetailRows() {
var details = this.marginTemplate.Details || [];
var keyOf = function (d, i) {
return d._bk || ('idx_' + i);
};
var rows = [];
for (var i = 0; i < details.length; i++) {
var key = keyOf(details[i], i);
if (i > 0 && keyOf(details[i - 1], i - 1) === key) {
rows.push({ detail: details[i], index: i, rowspan: 0 });
continue;
}
var span = 1;
for (var j = i + 1; j < details.length; j++) {
if (keyOf(details[j], j) !== key) break;
span++;
}
rows.push({ detail: details[i], index: i, rowspan: span });
}
return rows;
},
//区间追保结构录入区块：每个资产类型区块一个；纯利率债（ut=16）区块固定展开4个期限档段（每段一条 detail），
//其他区块单段（BondTerm 为空）。段的 detail 缺失时模板侧 v-if 兜底不渲染该段
ruleRangeBlocks() {
if (this.marginTemplate.RuleType != MarginRuleTypeEnum.区间追保结构) return [];
var blocks = [];
var rows = this.ruleRangeDetailRows;
var details = this.marginTemplate.Details || [];
for (var i = 0; i < rows.length; i++) {
if (rows[i].rowspan <= 0) continue;
var head = rows[i];
var ut = head.detail.UnderlyingType || 0;
var isTBond = ut === 16;
var sections = [];
if (isTBond) {
for (var t = 0; t < SpanBondTerms.length; t++) {
var found = null;
for (var j = head.index; j < head.index + head.rowspan; j++) {
var bt = (details[j].SpanConfig && details[j].SpanConfig.BondTerm) || '';
if (bt === SpanBondTerms[t][0]) { found = details[j]; break; }
}
sections.push({ key: SpanBondTerms[t][0], termLabel: SpanBondTerms[t][1], detail: found });
}
} else {
sections.push({ key: 'single', termLabel: '', detail: head.detail });
}
blocks.push({ key: head.detail._bk || ('i' + head.index), no: blocks.length + 1, headIndex: head.index, ut: ut, isTBond: isTBond, sections: sections });
}
return blocks;
}
},
methods: {
changeRuleType(isInitial) {
switch (this.marginTemplate.RuleType.toString()) {
@@ -95,7 +185,7 @@ const vue = new Vue({
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。按利率债期限（<5y/5y-10y/10y-30y/>30y）分别设置初始预付金率x、维持预付金率y，支持再按标的资产类型（利率债/信用债/其它债券/股票/股指等全部资产类型）分组；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。";
this.marginTemplate.Comments = "预付金占用为名义本金的固定比例。按利率债期限（<5y/5y-10y/10y-30y/>30y）分别设置预警线/平仓线与多空各4层追保价格区间及追保金额比例，支持再按标的资产类型（利率债/信用债/其它债券/股票/股指等全部资产类型）分组；以期初净价为基准，标的价格落入录入的追保区间时按对应比例追保，触及预警线/平仓线时触发预警或平仓。";
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";
@@ -114,7 +204,7 @@ 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。";
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区间追保参数。";
} 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。";
}
@@ -138,7 +228,14 @@ const vue = new Vue({
needDetailRules.push(MarginRuleTypeEnum.默认预付金规则);
if (needDetailRules.indexOf(that.marginTemplate.RuleType.toString()) >= 0) {
new Promise((reslove) => {
that.marginTemplate.Details.push(_.cloneDeep(page.detail));
//规则15：新增的是"资产类型区块"（含区间录入结构与独立区块键）；其他规则维持原样
if (that.marginTemplate.RuleType == MarginRuleTypeEnum.区间追保结构) {
var d = that.newSpanDetail(0, '');
Vue.set(d, '_bk', 'bk_' + (++spanBlockSeq));
that.marginTemplate.Details.push(d);
} else {
that.marginTemplate.Details.push(_.cloneDeep(page.detail));
}
reslove();
}).then(() => {
SetAceDropDown();
@@ -161,11 +258,28 @@ const vue = new Vue({
if (that.marginTemplate.UnderlyingSeperateType == 0) {
detail.UnderlyingType = 15;
}
else {
detail.UnderlyingType = that.sum($("#UnderlyingType" + index).val());
}
detail.SpanConfigJson = JSON.stringify(detail.SpanConfig);
});
if (that.marginTemplate.UnderlyingSeperateType != 0) {
if (that.marginTemplate.RuleType == MarginRuleTypeEnum.区间追保结构) {
//区间追保结构表格：按区块取值——区块首行读选择器，被合并的档位行跟随本区块（区块内资产类型一致）
var groupValue = 0;
that.ruleRangeDetailRows.forEach((row) => {
if (row.rowspan > 0) {
var ut = $("#UnderlyingType" + row.index).val();
groupValue = ut ? that.sum(ut) : (row.detail.UnderlyingType || 0);
//与 onUnderlyingTypeChange 同口径兜底：含利率债（位16）时只能单选利率债
if ((groupValue & TermTierEnabledUnderlyingMask) > 0) groupValue = TermTierEnabledUnderlyingMask;
}
row.detail.UnderlyingType = groupValue;
});
}
else {
that.marginTemplate.Details.forEach((detail, index) => {
detail.UnderlyingType = that.sum($("#UnderlyingType" + index).val());
});
}
}
main.post("/margin_template_v2/saveMarginTemplateV2", { marginTemplate: this.marginTemplate }).done(function (resp) {
try {
window.parent.reloadmargin_template();
@@ -173,26 +287,223 @@ const vue = new Vue({
} catch (e) { }
});
},
setTemplateDetail(detail) {
vueDetail.backupDetail = _.cloneDeep(detail);
detail.ValueDate = new moment(detail.ValueDate).format("YYYY-MM-DD");
detail.UsePositionStockEqvNotional = false;
vueDetail.detail = detail;
vueDetail.isAdd = false;
vueDetail.ruleType = vue.marginTemplate.RuleType;
$("#myModal").modal("show");
},
addDetail() {
let that = this
new Promise((reslove) => {
that.marginTemplate.Details.push(_.cloneDeep(page.detail));
//规则15：新增参数组=新增一个资产类型区块（默认未选资产类型，单行；选成纯利率债时自动展开4档）
if (that.marginTemplate.RuleType == MarginRuleTypeEnum.区间追保结构) {
var d = that.newSpanDetail(0, '');
Vue.set(d, '_bk', 'bk_' + (++spanBlockSeq));
that.marginTemplate.Details.push(d);
} else {
that.marginTemplate.Details.push(_.cloneDeep(page.detail));
}
reslove();
}).then(() => {
SetAceDropDown();
that.refreshChosen();
})
},
deleteDetail(index) {
this.marginTemplate.Details.splice(index, 1);
//规则15：删除区块=删除该区块全部 detail 行（利率债区块4行、其他区块1行）
if (this.marginTemplate.RuleType == MarginRuleTypeEnum.区间追保结构) {
var rows = this.ruleRangeDetailRows;
for (var i = 0; i < rows.length; i++) {
if (rows[i].index === index) {
this.marginTemplate.Details.splice(index, Math.max(rows[i].rowspan, 1));
break;
}
}
} else {
this.marginTemplate.Details.splice(index, 1);
}
this.refreshChosen();
},
//资产类型 chosen 变更（区块级）：含利率债（位16）时强制单选利率债；
//纯利率债区块改为不含利率债时先弹确认（4档收缩为1条，其余3档录入数据将丢弃）；
//反向（非利率债 → 利率债展开4档）保留已有数据，无需确认
onUnderlyingTypeChange(index) {
var ut = this.sum($("#UnderlyingType" + index).val());
if ((ut & TermTierEnabledUnderlyingMask) > 0) ut = TermTierEnabledUnderlyingMask;
var rows = this.ruleRangeDetailRows;
var head = null;
for (var i = 0; i < rows.length; i++) {
if (rows[i].index === index) { head = rows[i]; break; }
}
if (!head) return;
if ((head.detail.UnderlyingType || 0) === TermTierEnabledUnderlyingMask && ut !== TermTierEnabledUnderlyingMask) {
var that = this;
main.confirm("该区块当前为利率债分档配置，改为其他资产类型后其余期限档的录入内容将被清除，确认修改？", function () {
that.applyUnderlyingTypeChange(index, ut);
}, function () {
//取消：Vue 数据未动，翻转一次 UnderlyingType 强制重渲染 select，再由 chosen 重读选中态回退为纯利率债
head.detail.UnderlyingType = 0;
Vue.nextTick(function () {
head.detail.UnderlyingType = TermTierEnabledUnderlyingMask;
that.refreshChosen();
});
});
return;
}
this.applyUnderlyingTypeChange(index, ut);
},
//区块资产类型变更的实际落地（onUnderlyingTypeChange 确认后调用）：
//ut=纯利率债 → 区块固定展开4个期限档 detail（保留已有档位行数据，缺档补新行）；
//否则 → 区块收敛为单条 detail（BondTerm 置空，保留首行数据）
applyUnderlyingTypeChange(index, ut) {
var rows = this.ruleRangeDetailRows;
var head = null;
for (var i = 0; i < rows.length; i++) {
if (rows[i].index === index) { head = rows[i]; break; }
}
if (!head) return;
var details = this.marginTemplate.Details;
var headDetail = head.detail;
var bk = headDetail._bk;
if (!bk) {
bk = 'bk_' + (++spanBlockSeq);
Vue.set(headDetail, '_bk', bk);
}
var oldCount = Math.max(head.rowspan, 1);
if (ut === TermTierEnabledUnderlyingMask) {
var byTerm = {};
details.slice(index, index + oldCount).forEach(function (r) {
var bt = (r.SpanConfig && r.SpanConfig.BondTerm) || '';
if (!byTerm[bt]) byTerm[bt] = r;
});
var merged = [];
for (var t = 0; t < SpanBondTerms.length; t++) {
var r = byTerm[SpanBondTerms[t][0]] || (t === 0 ? headDetail : null);
if (!r) r = this.newSpanDetail(TermTierEnabledUnderlyingMask, SpanBondTerms[t][0]);
r.UnderlyingType = TermTierEnabledUnderlyingMask;
r.SpanConfig.BondTerm = SpanBondTerms[t][0];
Vue.set(r, '_bk', bk);
merged.push(r);
}
details.splice.apply(details, [index, oldCount].concat(merged));
} else {
headDetail.UnderlyingType = ut;
if (headDetail.SpanConfig) headDetail.SpanConfig.BondTerm = '';
if (oldCount > 1) details.splice(index + 1, oldCount - 1);
}
this.refreshChosen();
},
//行合并重组/删除后重渲染：SetAceDropDown 只增强新出现的 select（已初始化的会跳过，见 MyJs.js:137-138），
//chosen:updated 让被 Vue 复用的 select 按最新 :selected 重读选中态，两者需同时执行
refreshChosen() {
Vue.nextTick(function () {
SetAceDropDown();
$('.chosen-select').trigger('chosen:updated');
});
},
//新建一条规则15 detail：克隆 page.detail 模板行，设置资产类型/期限档，并补齐区间录入结构
newSpanDetail(ut, bondTerm) {
var d = _.cloneDeep(page.detail);
d.UnderlyingType = ut;
this.ensureSpanDetail(d);
d.SpanConfig.BondTerm = bondTerm || '';
return d;
},
//存量回显重建资产类型区块（分配区块键 _bk）：连续的纯利率债行归为一个区块并按固定4档补齐（缺档补空行）；
//同档重复/异常档的利率债行、非利率债行均各自独立成块展示，不丢数据
rebuildSpanBlocks(details) {
var termValues = SpanBondTerms.map(function (t) { return t[0]; });
var result = [];
var that = this;
var i = 0;
while (i < details.length) {
var d = details[i];
var ut = d.UnderlyingType || 0;
if (ut === TermTierEnabledUnderlyingMask) {
var rows = [];
while (i < details.length && (details[i].UnderlyingType || 0) === TermTierEnabledUnderlyingMask) {
rows.push(details[i]);
i++;
}
var byTerm = {};
var anomalies = [];
rows.forEach(function (r) {
var bt = (r.SpanConfig && r.SpanConfig.BondTerm) || '';
if (termValues.indexOf(bt) >= 0 && !byTerm[bt]) byTerm[bt] = r; else anomalies.push(r);
});
var bk = 'bk_' + (++spanBlockSeq);
termValues.forEach(function (t) {
var r = byTerm[t];
if (!r) r = that.newSpanDetail(TermTierEnabledUnderlyingMask, t);
r.UnderlyingType = TermTierEnabledUnderlyingMask;
r.SpanConfig.BondTerm = t;
Vue.set(r, '_bk', bk);
result.push(r);
});
anomalies.forEach(function (r) {
Vue.set(r, '_bk', 'bk_' + (++spanBlockSeq));
result.push(r);
});
} else {
Vue.set(d, '_bk', 'bk_' + (++spanBlockSeq));
result.push(d);
i++;
}
}
return result;
},
underlyingTypeNames(mask) {
mask = parseInt(mask) || 0;
if (mask === 0) return "全部";
var names = [];
for (var i = 0; i < UnderlyingTypeNames.length; i++) {
if ((mask & UnderlyingTypeNames[i][0]) > 0) names.push(UnderlyingTypeNames[i][1]);
}
return names.length > 0 ? names.join("、") : "全部";
},
bondTermLabel(detail) {
var v = (detail.SpanConfig && detail.SpanConfig.BondTerm) || '';
var map = { '': '全部', '<5y': '≤5y', '5y-10y': '(5y-10y]', '10y-30y': '(10y-30y]', '>30y': '>30y' };
return map[v] !== undefined ? map[v] : v;
},
//规则15录入区块文案：按 detail 资产类型切换计价口径。
//债券类（利率债16/信用债32/其它债券64）及其他类型（默认债券口径）：期初净价/当前净价，金额=×期初全价×券面总额；
//基金及基金专户(32768)/债券指数(536870912)：参考标的期初净价/参考标的当前净价（空头第1层用"参考标的当前收盘价"），
//金额=×参考标的期初价格×参考标的名义份额。
spanText(detail) {
var ut = (detail && detail.UnderlyingType) || 0;
if ((ut & 32768) > 0 || (ut & 536870912) > 0) {
return {
priceInit: '参考标的期初净价',
priceCur: '参考标的当前净价',
priceCurShort1: '参考标的当前收盘价',
amountBase: '参考标的期初价格 × 参考标的名义份额'
};
}
return {
priceInit: '期初净价',
priceCur: '当前净价',
priceCurShort1: '当前净价',
amountBase: '期初全价 × 券面总额'
};
},
//4个空追保区间 tier（区间边界/金额比例均存小数，null=未填）
emptySpanTiers() {
var tiers = [];
for (var i = 0; i < 4; i++) tiers.push({ Lower: null, Upper: null, AmountRate: null });
return tiers;
},
//规则15：补齐区间录入结构——SpanConfig 缺省时补空对象，WarnLine/CloseLine 缺键时补 null，
//LongSpans/ShortSpans 非数组或为空时初始化为4个空 tier，tier 缺键补齐（全程 Vue.set 保证响应式，v-model 绑定点必须预先存在）
ensureSpanDetail(detail) {
if (!detail.SpanConfig) Vue.set(detail, 'SpanConfig', { BondTerm: '' });
var sc = detail.SpanConfig;
if (sc.WarnLine === undefined) Vue.set(sc, 'WarnLine', null);
if (sc.CloseLine === undefined) Vue.set(sc, 'CloseLine', null);
var that = this;
['LongSpans', 'ShortSpans'].forEach(function (key) {
if (!Array.isArray(sc[key]) || sc[key].length === 0) Vue.set(sc, key, that.emptySpanTiers());
for (var i = 0; i < 4; i++) {
if (!sc[key][i]) Vue.set(sc[key], i, { Lower: null, Upper: null, AmountRate: null });
if (sc[key][i].Lower === undefined) Vue.set(sc[key][i], 'Lower', null);
if (sc[key][i].Upper === undefined) Vue.set(sc[key][i], 'Upper', null);
if (sc[key][i].AmountRate === undefined) Vue.set(sc[key][i], 'AmountRate', null);
}
});
},
sum(items) {
var total = 0;
@@ -238,42 +549,12 @@ $(function () {
$(this).datepicker("setDate", dateVal);
});
//chosen 选中变化通过 jQuery trigger("change") 通知（chosen.jquery.js trigger_form_field_change），
//Vue 的 v-on:change（原生监听）收不到，这里用 jQuery 委托监听规则15区块的资产类型选择器
$(document).on('change', 'select.chosen-select[id^="UnderlyingType"]', function () {
var idx = parseInt(this.id.substring('UnderlyingType'.length));
if (!isNaN(idx)) vue.onUnderlyingTypeChange(idx);
});
SetAceDropDown();
});
var vueDetail = new Vue({
el: "#myModal",
data: {
detail: {},
backupDetail: {},
isAdd: true,
ruleType: 0,
},
created: function () {
},
methods: {
closeModal: function () {
if (!this.isAdd) {
Vue.set(vue.marginTemplate.Details, vue.marginTemplate.Details.indexOf(this.detail), this.backupDetail);
}
$('#myModal').modal('hide');
},
saveModal: function () {
if (this.isAdd) {
if (vue.latestValueDate && vue.latestValueDate >= this.detail.ValueDate) {
main.message("生效日期需要大于已设置生效日");
return;
}
vue.marginTemplate.Details.push(this.detail);
vue.latestValueDate = this.detail.ValueDate;
}
Vue.set(vue.marginTemplate.Details, vue.marginTemplate.Details.indexOf(this.detail), this.detail);
$('#myModal').modal('hide');
}
},
components: {
'vue-datepicker': FastVue.vueDatePicker(),
'vue-number-input': FastVue.vueNumberInput()
}
});
YLErpWeb/wwwroot/Scripts/app/marginTemplate/marginTemplateV2Edit.js
+380 -58
View File
@@ -24,66 +24,171 @@ const MarginRuleTypeEnum = {
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
};
//允许配置期限档（SpanConfig.BondTerm）的标的资产类型标志位掩码，
//与后端 ConsMarginTerm.TermTierEnabledUnderlyingTypes 保持一致（本期仅 利率债 TBonds=1<<4=16）
const TermTierEnabledUnderlyingMask = 16;
//利率债区块固定展开的4个期限档（[BondTerm值, 展示文案]），与 docx 原型 4.3.1 一致
const SpanBondTerms = [['<5y', '≤5y'], ['5y-10y', '(5y-10y]'], ['10y-30y', '(10y-30y]'], ['>30y', '>30y']];
//区块键自增序号（仅前端分组用，不持久化）
var spanBlockSeq = 0;
//标的资产类型标志位 -> 名称（与明细表格 chosen 选项一致，用于规则15录入区块标题）
const UnderlyingTypeNames = [
[16, "利率债"], [32, "信用债"], [64, "其它债券"], [128, "股票"], [256, "股指"], [512, "股指期货"],
[1024, "商品期货"], [2048, "商品现货"], [4096, "新三板挂牌股票"], [8192, "香港股票"], [16384, "香港股指"],
[32768, "基金及基金专户"], [65536, "黄金期货"], [131072, "国债期货"], [262144, "其他期货"], [524288, "黄金现货"],
[1048576, "其他现货"], [2097152, "境外期货"], [4194304, "境外现货"], [8388608, "境外股票"], [16777216, "境外股指"],
[33554432, "汇率"], [67108864, "Shibor"], [134217728, "银行间回购定盘"], [268435456, "利率收益率"], [536870912, "债券指数"]
];
const vue = new Vue({
el: '#marginTemplateV2Form',
data: {
isAdd: page.isAdd,
marginTemplate: page.marginTemplate,
latestValueDate: page.marginTemplate.LatestValueDate
marginTemplate: page.marginTemplate
},
created: function () {
//区间追保结构：加载时按 资产类型+期限 排序一次，再重建资产类型区块（利率债区块补齐固定4档），
//编辑过程中不再重排，避免 chosen/选择器失序
if (this.marginTemplate.RuleType == MarginRuleTypeEnum.区间追保结构 && this.marginTemplate.Details) {
var termOrder = ['', '<5y', '5y-10y', '10y-30y', '>30y'];
var that = this;
this.marginTemplate.Details.forEach(function (d) {
//兜底：历史数据可能没有 SpanConfig / 区间录入结构，补齐避免录入区块不渲染
that.ensureSpanDetail(d);
});
this.marginTemplate.Details.sort(function (a, b) {
var at = a.UnderlyingType || 0, bt = b.UnderlyingType || 0;
if (at !== bt) return at - bt;
var ai = termOrder.indexOf((a.SpanConfig && a.SpanConfig.BondTerm) || '');
var bi = termOrder.indexOf((b.SpanConfig && b.SpanConfig.BondTerm) || '');
return (ai < 0 ? termOrder.length : ai) - (bi < 0 ? termOrder.length : bi);
});
this.marginTemplate.Details = this.rebuildSpanBlocks(this.marginTemplate.Details);
}
this.changeRuleType(true);
},
computed: {
//区间追保结构：参数组按资产类型区块展示，相邻且区块键（_bk）相同的行合并（rowspan）。
//_bk 由 加载重建/新增/切换资产类型 时维护：利率债区块含固定4档行，其他区块单行。
ruleRangeDetailRows() {
var details = this.marginTemplate.Details || [];
var keyOf = function (d, i) {
return d._bk || ('idx_' + i);
};
var rows = [];
for (var i = 0; i < details.length; i++) {
var key = keyOf(details[i], i);
if (i > 0 && keyOf(details[i - 1], i - 1) === key) {
rows.push({ detail: details[i], index: i, rowspan: 0 });
continue;
}
var span = 1;
for (var j = i + 1; j < details.length; j++) {
if (keyOf(details[j], j) !== key) break;
span++;
}
rows.push({ detail: details[i], index: i, rowspan: span });
}
return rows;
},
//区间追保结构录入区块：每个资产类型区块一个；纯利率债（ut=16）区块固定展开4个期限档段（每段一条 detail），
//其他区块单段（BondTerm 为空）。段的 detail 缺失时模板侧 v-if 兜底不渲染该段
ruleRangeBlocks() {
if (this.marginTemplate.RuleType != MarginRuleTypeEnum.区间追保结构) return [];
var blocks = [];
var rows = this.ruleRangeDetailRows;
var details = this.marginTemplate.Details || [];
for (var i = 0; i < rows.length; i++) {
if (rows[i].rowspan <= 0) continue;
var head = rows[i];
var ut = head.detail.UnderlyingType || 0;
var isTBond = ut === 16;
var sections = [];
if (isTBond) {
for (var t = 0; t < SpanBondTerms.length; t++) {
var found = null;
for (var j = head.index; j < head.index + head.rowspan; j++) {
var bt = (details[j].SpanConfig && details[j].SpanConfig.BondTerm) || '';
if (bt === SpanBondTerms[t][0]) { found = details[j]; break; }
}
sections.push({ key: SpanBondTerms[t][0], termLabel: SpanBondTerms[t][1], detail: found });
}
} else {
sections.push({ key: 'single', termLabel: '', detail: head.detail });
}
blocks.push({ key: head.detail._bk || ('i' + head.index), no: blocks.length + 1, headIndex: head.index, ut: ut, isTBond: isTBond, sections: sections });
}
return blocks;
}
},
methods: {
changeRuleType(isInitial) {
this.marginTemplate.UnderlyingSeperateType = UnderlyingSeperateTypeEnum.None;
switch (this.marginTemplate.RuleType.toString()) {
case MarginRuleTypeEnum.无预付金:
this.marginTemplate.UnderlyingSeperateType = UnderlyingSeperateTypeEnum.None;
this.marginTemplate.Comments = "预付金占用为零。";
break;
case MarginRuleTypeEnum.按固定利率:
this.marginTemplate.Comments = "预付金占用为成交/实时名义本金的固定比例。";
break;
case MarginRuleTypeEnum.按浮动盈亏:
this.marginTemplate.UnderlyingSeperateType = UnderlyingSeperateTypeEnum.None;
this.marginTemplate.Comments = "预付金占用为成交/实时名义本金的固定比例，加上对手方交易浮动亏损，扣除对手方交易浮动盈利。";
break;
case MarginRuleTypeEnum.类香草预付金规则:
this.marginTemplate.UnderlyingSeperateType = UnderlyingSeperateTypeEnum.None;
this.marginTemplate.Comments = "预付金占用为为成交/实时名义本金的浮动比例，加上对手方交易浮动亏损。浮动比例依据标的涨跌停情况判断。";
break;
case MarginRuleTypeEnum.自动赎回买入预付金规则:
this.marginTemplate.UnderlyingSeperateType = UnderlyingSeperateTypeEnum.None;
this.marginTemplate.Comments = "预付金占用为n+2（≤N）个票息之和，N为合约期内敲出观察日总数，n为当前经过的敲出观察日个数（当n+2＞N时，n = N - 2）。";
break;
case MarginRuleTypeEnum.触发条件预付金规则1:
this.marginTemplate.UnderlyingSeperateType = UnderlyingSeperateTypeEnum.None;
this.marginTemplate.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）";
break;
case MarginRuleTypeEnum.触发条件预付金规则2:
this.marginTemplate.UnderlyingSeperateType = UnderlyingSeperateTypeEnum.None;
this.marginTemplate.Comments = "预付金占用为成交/实时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）";
break;
case MarginRuleTypeEnum.触发条件预付金规则3:
this.marginTemplate.UnderlyingSeperateType = UnderlyingSeperateTypeEnum.None;
this.marginTemplate.Comments = "预付金占用为成交/实时名义本金的固定比例，加上对手方分段式交易浮动亏损（涨跌幅达到一定条件触发）";
break;
case MarginRuleTypeEnum.保底预付金规则:
this.marginTemplate.UnderlyingSeperateType = UnderlyingSeperateTypeEnum.None;
this.marginTemplate.Comments = "预付金占用为对手方最大亏损金额。";
break;
case MarginRuleTypeEnum.含赔付预付金计算规则:
this.marginTemplate.UnderlyingSeperateType = UnderlyingSeperateTypeEnum.None;
this.marginTemplate.Comments = "预付金占用为对手方最大赔付金额。";
break;
case MarginRuleTypeEnum.交易所基本规则:
this.marginTemplate.UnderlyingSeperateType = UnderlyingSeperateTypeEnum.None;
this.marginTemplate.Comments = "交易所基本规则";
break;
case MarginRuleTypeEnum.标准SPAN:
this.marginTemplate.Comments = "计算标的价格和波动率上涨下跌4个场景下的对手方最大亏损";
break;
case MarginRuleTypeEnum.买入自动赎回规则1:
this.marginTemplate.UnderlyingSeperateType = UnderlyingSeperateTypeEnum.None;
this.marginTemplate.Comments = "Min（x*首次票息金额+y*Max(0，Pv），合约期间全部票息金额）；\n若勾选了“取与保底金额孰小”，则还要与取较小的一个；\n保底金额 =ABS（执行价格 - 保底价格）* ABS（交易数量）。";
break;
case MarginRuleTypeEnum.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。按利率债期限（<5y/5y-10y/10y-30y/>30y）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。";
this.marginTemplate.Comments = "预付金占用为名义本金的固定比例。按利率债期限（<5y/5y-10y/10y-30y/>30y）分别设置预警线/平仓线与多空各4层追保价格区间及追保金额比例，支持再按标的资产类型（利率债/信用债/其它债券/股票/股指等全部资产类型）分组；以期初净价为基准，标的价格落入录入的追保区间时按对应比例追保，触及预警线/平仓线时触发预警或平仓。";
break;
case MarginRuleTypeEnum.单独计算规则:
this.marginTemplate.UnderlyingSeperateType = UnderlyingSeperateTypeEnum.None;
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;
default:
@@ -97,6 +202,14 @@ const vue = new Vue({
return;
}
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区间追保参数。";
} 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。";
}
let that = this
new Promise((reslove) => {
that.marginTemplate.Details = [];
@@ -116,7 +229,14 @@ const vue = new Vue({
needDetailRules.push(MarginRuleTypeEnum.单独计算规则1);
if (needDetailRules.indexOf(that.marginTemplate.RuleType.toString()) >= 0) {
new Promise((reslove) => {
that.marginTemplate.Details.push(_.cloneDeep(page.detail));
//规则15：新增的是"资产类型区块"（含区间录入结构与独立区块键）；其他规则维持原样
if (that.marginTemplate.RuleType == MarginRuleTypeEnum.区间追保结构) {
var d = that.newSpanDetail(0, '');
Vue.set(d, '_bk', 'bk_' + (++spanBlockSeq));
that.marginTemplate.Details.push(d);
} else {
that.marginTemplate.Details.push(_.cloneDeep(page.detail));
}
reslove();
}).then(() => {
SetAceDropDown();
@@ -140,6 +260,37 @@ const vue = new Vue({
}
this.marginTemplate.TradeTypes = $("#tradeTypes").val().join(",");
this.marginTemplate.IsDefault = false;
var that = this;
this.marginTemplate.Details.forEach((detail, index) => {
if (that.marginTemplate.UnderlyingSeperateType == 0) {
detail.UnderlyingType = 15;//15 = UnderlyingTypeEnum.All：不区分时的惰性通配值，与后端枚举对齐
}
detail.SpanConfigJson = JSON.stringify(detail.SpanConfig);
});
if (that.marginTemplate.UnderlyingSeperateType != 0) {
if (that.marginTemplate.RuleType == MarginRuleTypeEnum.区间追保结构) {
//区间追保结构表格：按区块取值——区块首行读选择器，被合并的档位行跟随本区块（区块内资产类型一致）
var groupValue = 0;
that.ruleRangeDetailRows.forEach((row) => {
if (row.rowspan > 0) {
var ut = $("#UnderlyingType" + row.index).val();
groupValue = ut ? that.sum(ut) : (row.detail.UnderlyingType || 0);
//与 onUnderlyingTypeChange 同口径兜底：含利率债（位16）时只能单选利率债
if ((groupValue & TermTierEnabledUnderlyingMask) > 0) groupValue = TermTierEnabledUnderlyingMask;
}
row.detail.UnderlyingType = groupValue;
});
}
else {
that.marginTemplate.Details.forEach((detail, index) => {
//本页仅规则15 表格渲染资产类型选择器；其他规则下元素不存在时保持原值不回写，避免静默清零
var $el = $("#UnderlyingType" + index);
if ($el.length) {
detail.UnderlyingType = that.sum($el.val());
}
});
}
}
main.post("/margin_template_v2/saveMarginTemplateV2", { marginTemplate: this.marginTemplate }).done(function (resp) {
try {
window.parent.reloadmargin_template();
@@ -147,22 +298,223 @@ const vue = new Vue({
} catch (e) { }
});
},
setTemplateDetail(detail) {
vueDetail.backupDetail = _.cloneDeep(detail);
detail.ValueDate = new moment(detail.ValueDate).format("YYYY-MM-DD");
vueDetail.detail = detail;
vueDetail.isAdd = false;
vueDetail.ruleType = vue.marginTemplate.RuleType;
$("#myModal").modal("show");
},
addDetail() {
var detail = _.cloneDeep(page.detail);
detail.UsePositionStockEqvNotional = false;
detail.ValueDate = new moment(detail.ValueDate).format("YYYY-MM-DD");
vueDetail.detail = detail;
vueDetail.isAdd = true;
vueDetail.ruleType = vue.marginTemplate.RuleType;
$("#myModal").modal("show");
let that = this
new Promise((reslove) => {
//规则15：新增参数组=新增一个资产类型区块（默认未选资产类型，单行；选成纯利率债时自动展开4档）
if (that.marginTemplate.RuleType == MarginRuleTypeEnum.区间追保结构) {
var d = that.newSpanDetail(0, '');
Vue.set(d, '_bk', 'bk_' + (++spanBlockSeq));
that.marginTemplate.Details.push(d);
} else {
that.marginTemplate.Details.push(_.cloneDeep(page.detail));
}
reslove();
}).then(() => {
that.refreshChosen();
})
},
deleteDetail(index) {
//规则15：删除区块=删除该区块全部 detail 行（利率债区块4行、其他区块1行）
if (this.marginTemplate.RuleType == MarginRuleTypeEnum.区间追保结构) {
var rows = this.ruleRangeDetailRows;
for (var i = 0; i < rows.length; i++) {
if (rows[i].index === index) {
this.marginTemplate.Details.splice(index, Math.max(rows[i].rowspan, 1));
break;
}
}
} else {
this.marginTemplate.Details.splice(index, 1);
}
this.refreshChosen();
},
//资产类型 chosen 变更（区块级）：含利率债（位16）时强制单选利率债；
//纯利率债区块改为不含利率债时先弹确认（4档收缩为1条，其余3档录入数据将丢弃）；
//反向（非利率债 → 利率债展开4档）保留已有数据，无需确认
onUnderlyingTypeChange(index) {
var ut = this.sum($("#UnderlyingType" + index).val());
if ((ut & TermTierEnabledUnderlyingMask) > 0) ut = TermTierEnabledUnderlyingMask;
var rows = this.ruleRangeDetailRows;
var head = null;
for (var i = 0; i < rows.length; i++) {
if (rows[i].index === index) { head = rows[i]; break; }
}
if (!head) return;
if ((head.detail.UnderlyingType || 0) === TermTierEnabledUnderlyingMask && ut !== TermTierEnabledUnderlyingMask) {
var that = this;
main.confirm("该区块当前为利率债分档配置，改为其他资产类型后其余期限档的录入内容将被清除，确认修改？", function () {
that.applyUnderlyingTypeChange(index, ut);
}, function () {
//取消：Vue 数据未动，翻转一次 UnderlyingType 强制重渲染 select，再由 chosen 重读选中态回退为纯利率债
head.detail.UnderlyingType = 0;
Vue.nextTick(function () {
head.detail.UnderlyingType = TermTierEnabledUnderlyingMask;
that.refreshChosen();
});
});
return;
}
this.applyUnderlyingTypeChange(index, ut);
},
//区块资产类型变更的实际落地（onUnderlyingTypeChange 确认后调用）：
//ut=纯利率债 → 区块固定展开4个期限档 detail（保留已有档位行数据，缺档补新行）；
//否则 → 区块收敛为单条 detail（BondTerm 置空，保留首行数据）
applyUnderlyingTypeChange(index, ut) {
var rows = this.ruleRangeDetailRows;
var head = null;
for (var i = 0; i < rows.length; i++) {
if (rows[i].index === index) { head = rows[i]; break; }
}
if (!head) return;
var details = this.marginTemplate.Details;
var headDetail = head.detail;
var bk = headDetail._bk;
if (!bk) {
bk = 'bk_' + (++spanBlockSeq);
Vue.set(headDetail, '_bk', bk);
}
var oldCount = Math.max(head.rowspan, 1);
if (ut === TermTierEnabledUnderlyingMask) {
var byTerm = {};
details.slice(index, index + oldCount).forEach(function (r) {
var bt = (r.SpanConfig && r.SpanConfig.BondTerm) || '';
if (!byTerm[bt]) byTerm[bt] = r;
});
var merged = [];
for (var t = 0; t < SpanBondTerms.length; t++) {
var r = byTerm[SpanBondTerms[t][0]] || (t === 0 ? headDetail : null);
if (!r) r = this.newSpanDetail(TermTierEnabledUnderlyingMask, SpanBondTerms[t][0]);
r.UnderlyingType = TermTierEnabledUnderlyingMask;
r.SpanConfig.BondTerm = SpanBondTerms[t][0];
Vue.set(r, '_bk', bk);
merged.push(r);
}
details.splice.apply(details, [index, oldCount].concat(merged));
} else {
headDetail.UnderlyingType = ut;
if (headDetail.SpanConfig) headDetail.SpanConfig.BondTerm = '';
if (oldCount > 1) details.splice(index + 1, oldCount - 1);
}
this.refreshChosen();
},
//行合并重组/删除后重渲染：SetAceDropDown 只增强新出现的 select（已初始化的会跳过，见 MyJs.js:137-138），
//chosen:updated 让被 Vue 复用的 select 按最新 :selected 重读选中态，两者需同时执行
refreshChosen() {
Vue.nextTick(function () {
SetAceDropDown();
$('.chosen-select').trigger('chosen:updated');
});
},
//新建一条规则15 detail：克隆 page.detail 模板行，设置资产类型/期限档，并补齐区间录入结构
newSpanDetail(ut, bondTerm) {
var d = _.cloneDeep(page.detail);
d.UnderlyingType = ut;
this.ensureSpanDetail(d);
d.SpanConfig.BondTerm = bondTerm || '';
return d;
},
//存量回显重建资产类型区块（分配区块键 _bk）：连续的纯利率债行归为一个区块并按固定4档补齐（缺档补空行）；
//同档重复/异常档的利率债行、非利率债行均各自独立成块展示，不丢数据
rebuildSpanBlocks(details) {
var termValues = SpanBondTerms.map(function (t) { return t[0]; });
var result = [];
var that = this;
var i = 0;
while (i < details.length) {
var d = details[i];
var ut = d.UnderlyingType || 0;
if (ut === TermTierEnabledUnderlyingMask) {
var rows = [];
while (i < details.length && (details[i].UnderlyingType || 0) === TermTierEnabledUnderlyingMask) {
rows.push(details[i]);
i++;
}
var byTerm = {};
var anomalies = [];
rows.forEach(function (r) {
var bt = (r.SpanConfig && r.SpanConfig.BondTerm) || '';
if (termValues.indexOf(bt) >= 0 && !byTerm[bt]) byTerm[bt] = r; else anomalies.push(r);
});
var bk = 'bk_' + (++spanBlockSeq);
termValues.forEach(function (t) {
var r = byTerm[t];
if (!r) r = that.newSpanDetail(TermTierEnabledUnderlyingMask, t);
r.UnderlyingType = TermTierEnabledUnderlyingMask;
r.SpanConfig.BondTerm = t;
Vue.set(r, '_bk', bk);
result.push(r);
});
anomalies.forEach(function (r) {
Vue.set(r, '_bk', 'bk_' + (++spanBlockSeq));
result.push(r);
});
} else {
Vue.set(d, '_bk', 'bk_' + (++spanBlockSeq));
result.push(d);
i++;
}
}
return result;
},
underlyingTypeNames(mask) {
mask = parseInt(mask) || 0;
if (mask === 0) return "全部";
var names = [];
for (var i = 0; i < UnderlyingTypeNames.length; i++) {
if ((mask & UnderlyingTypeNames[i][0]) > 0) names.push(UnderlyingTypeNames[i][1]);
}
return names.length > 0 ? names.join("、") : "全部";
},
bondTermLabel(detail) {
var v = (detail.SpanConfig && detail.SpanConfig.BondTerm) || '';
var map = { '': '全部', '<5y': '≤5y', '5y-10y': '(5y-10y]', '10y-30y': '(10y-30y]', '>30y': '>30y' };
return map[v] !== undefined ? map[v] : v;
},
//规则15录入区块文案：按 detail 资产类型切换计价口径。
//债券类（利率债16/信用债32/其它债券64）及其他类型（默认债券口径）：期初净价/当前净价，金额=×期初全价×券面总额；
//基金及基金专户(32768)/债券指数(536870912)：参考标的期初净价/参考标的当前净价（空头第1层用"参考标的当前收盘价"），
//金额=×参考标的期初价格×参考标的名义份额。
spanText(detail) {
var ut = (detail && detail.UnderlyingType) || 0;
if ((ut & 32768) > 0 || (ut & 536870912) > 0) {
return {
priceInit: '参考标的期初净价',
priceCur: '参考标的当前净价',
priceCurShort1: '参考标的当前收盘价',
amountBase: '参考标的期初价格 × 参考标的名义份额'
};
}
return {
priceInit: '期初净价',
priceCur: '当前净价',
priceCurShort1: '当前净价',
amountBase: '期初全价 × 券面总额'
};
},
//4个空追保区间 tier（区间边界/金额比例均存小数，null=未填）
emptySpanTiers() {
var tiers = [];
for (var i = 0; i < 4; i++) tiers.push({ Lower: null, Upper: null, AmountRate: null });
return tiers;
},
//规则15：补齐区间录入结构——SpanConfig 缺省时补空对象，WarnLine/CloseLine 缺键时补 null，
//LongSpans/ShortSpans 非数组或为空时初始化为4个空 tier，tier 缺键补齐（全程 Vue.set 保证响应式，v-model 绑定点必须预先存在）
ensureSpanDetail(detail) {
if (!detail.SpanConfig) Vue.set(detail, 'SpanConfig', { BondTerm: '' });
var sc = detail.SpanConfig;
if (sc.WarnLine === undefined) Vue.set(sc, 'WarnLine', null);
if (sc.CloseLine === undefined) Vue.set(sc, 'CloseLine', null);
var that = this;
['LongSpans', 'ShortSpans'].forEach(function (key) {
if (!Array.isArray(sc[key]) || sc[key].length === 0) Vue.set(sc, key, that.emptySpanTiers());
for (var i = 0; i < 4; i++) {
if (!sc[key][i]) Vue.set(sc[key], i, { Lower: null, Upper: null, AmountRate: null });
if (sc[key][i].Lower === undefined) Vue.set(sc[key][i], 'Lower', null);
if (sc[key][i].Upper === undefined) Vue.set(sc[key][i], 'Upper', null);
if (sc[key][i].AmountRate === undefined) Vue.set(sc[key][i], 'AmountRate', null);
}
});
}
},
components: {
@@ -194,42 +546,12 @@ $(function () {
$(this).datepicker("setDate", dateVal);
});
//chosen 选中变化通过 jQuery trigger("change") 通知（chosen.jquery.js trigger_form_field_change），
//Vue 的 v-on:change（原生监听）收不到，这里用 jQuery 委托监听规则15区块的资产类型选择器
$(document).on('change', 'select.chosen-select[id^="UnderlyingType"]', function () {
var idx = parseInt(this.id.substring('UnderlyingType'.length));
if (!isNaN(idx)) vue.onUnderlyingTypeChange(idx);
});
SetAceDropDown();
});
var vueDetail = new Vue({
el: "#myModal",
data: {
detail: {},
backupDetail: {},
isAdd: true,
ruleType: 0,
},
created: function () {
},
methods: {
closeModal: function () {
if (!this.isAdd) {
Vue.set(vue.marginTemplate.Details, vue.marginTemplate.Details.indexOf(this.detail), this.backupDetail);
}
$('#myModal').modal('hide');
},
saveModal: function () {
if (this.isAdd) {
if (vue.latestValueDate && vue.latestValueDate >= this.detail.ValueDate) {
main.message("生效日期需要大于已设置生效日");
return;
}
vue.marginTemplate.Details.push(this.detail);
vue.latestValueDate = this.detail.ValueDate;
}
Vue.set(vue.marginTemplate.Details, vue.marginTemplate.Details.indexOf(this.detail), this.detail);
$('#myModal').modal('hide');
}
},
components: {
'vue-datepicker': FastVue.vueDatePicker(),
'vue-number-input': FastVue.vueNumberInput()
}
});