namespace YLErp.Modules.ExcelAddinModule { /// /// 主要是给Excel用 /// 接口响应Trade结构 /// public class Trade_Simplify { private trade trade; /// /// 交易编号 /// public string TradeNumber { get { return trade.TradeNumber; } set { trade.TradeNumber = value; } } /// /// 客户名称 /// public string ClientName { get { return trade.ClientName; } set { trade.ClientName = value; } } /// /// 标的代码 /// public string UnderlyingCode { get { return trade.UnderlyingCode; } set { trade.UnderlyingCode = value; } } /// /// 标的品种 /// public string UnderlyingAssetClass { get { return trade.UnderlyingAssetClass; } set { trade.UnderlyingAssetClass = value; } } /// /// 交易日期 /// public DateTime? TradeDate { get { return trade.TradeDate; } set { trade.TradeDate = value; } } /// /// 买/卖 /// public string BuySell { get { return trade.BuySell; } set { trade.BuySell = value; } } /// /// 开始日 /// public DateTime? StartDate { get { return trade.StartDate; } set { trade.StartDate = value; } } /// /// 期权到期日 /// public DateTime? ExerciseDate { get { return trade.ExerciseDate; } set { trade.ExerciseDate = value; } } /// /// 标的到期日 /// public DateTime? MaturityDate { get { return trade.MaturityDate; } set { trade.MaturityDate = value; } } /// /// 单份期权价格 /// public double? TradeSinglePrice { get { return trade.TradeSinglePrice; } set { trade.TradeSinglePrice = value; } } /// /// 交易价格 /// public double? TradePrice { get { return trade.TradePrice; } set { trade.TradePrice = value; } } /// /// 交易状态 /// public string TradeStatus { get { return trade.TradeStatus; } set { trade.TradeStatus = value; } } /// /// 平仓/执行日期 /// public DateTime? UnWindDate { get { return trade.UnWindDate; } set { trade.UnWindDate = value; } } /// /// 操作者Id /// public int? OptId { get { return trade.OptId; } set { trade.OptId = value ?? 0; } } /// /// 操作者名称 /// public string OptName { get { return trade.OptName; } set { trade.OptName = value; } } /// /// 操作时间 /// public DateTime? OptDate { get { return trade.OptDate; } set { trade.OptDate = value; } } /// /// 有效状态 /// public string ValidState { get { return trade.ValidState; } set { trade.ValidState = value; } } /// /// 现货价格 /// public double? SpotPrice { get { return trade.SpotPrice; } set { trade.SpotPrice = value; } } /// /// 行权 /// public string ExerciseMode { get { return trade.ExerciseMode; } set { trade.ExerciseMode = value; } } /// /// 涨/跌 /// public string OptionType { get { return trade.OptionType; } set { trade.OptionType = value; } } /// /// 存续份额 /// public double CurNotional { get { return trade.CurNotional; } set { trade.CurNotional = value; } } /// /// 成交份额 /// public double OriginalNotional { get { return trade.OriginalNotional ?? 0; } set { trade.OriginalNotional = value; } } /// /// 前一日收盘份额 /// public double LastDayNotional { get { return trade.LastDayNotional; } set { trade.LastDayNotional = value; } } /// /// 资产账簿名称 /// public string AssetBookName { get { return trade.AssetBookName; } set { trade.AssetBookName = value; } } /// /// 行权价 /// public double? Strike { get { return trade.Strike; } set { trade.Strike = value; } } /// /// 交易员名称 /// public string TraderName { get { return trade.TraderName; } set { trade.TraderName = value; } } /// /// 交易类型 /// public string TradeType { get { return trade.TradeType; } set { trade.TradeType = value; } } /// /// 标的资产类型 /// public string UnderlyingInstrumentType { get { return trade.UnderlyingInstrumentType; } set { trade.UnderlyingInstrumentType = value; } } /// /// 名义本金 /// public double? StockEqvNotionalReal { get { return trade.StockEqvNotionalReal; } set { trade.StockEqvNotionalReal = value ?? 0; } } /// /// 交易单位 /// public string TradeUnit { get { return trade.TradeUnit; } set { trade.TradeUnit = value; } } /// /// 交易数量 /// public double? TradeAmount { get { return trade.TradeAmount; } set { trade.TradeAmount = value ?? 0; } } /// /// 成交数量 /// public double? TradeOriginalAmount { get { return trade.TradeOriginalAmount; } set { trade.TradeOriginalAmount = value ?? 0; } } /// /// 交易手数 /// public double? Lots { get { return trade.Lots; } set { trade.Lots = value ?? 0; } } /// /// 平仓Vol /// public double? TradeCloseVolatility { get { return trade.TradeCloseVolatility; } set { trade.TradeCloseVolatility = value; } } /// /// 开仓Vol /// public double? TradeOpenVolatility { get { return trade.TradeOpenVolatility; } set { trade.TradeOpenVolatility = value; } } /// /// 平滑天数 /// public int? NumOfSmoothingDays { get { return trade.NumOfSmoothingDays; } set { trade.NumOfSmoothingDays = value; } } /// /// 持仓波动率 /// public double? Vol { get { return trade.Vol; } set { trade.Vol = value; } } /// /// 交易所代码 /// public string ExchangeOptionCode { get { return trade.ExchangeOptionCode; } set { trade.ExchangeOptionCode = value; } } /// /// 亚式期权 /// public trade_asian_option trade_asian_option { get { return TradeType == "亚式期权" ? trade.trade_asian_option : null; } set { trade.trade_asian_option = value; } } /// /// 彩虹期权 /// public trade_rainbow_option trade_rainbow_option { get { return TradeType == "彩虹期权" ? trade.trade_rainbow_option : null; } set { trade.trade_rainbow_option = value; } } /// /// 障碍期权 /// public trade_barrier_option trade_barrier_option { get { return TradeType == "障碍期权" ? trade.trade_barrier_option : null; } set { trade.trade_barrier_option = value; } } /// /// 二元期权 /// public trade_binary_option trade_binary_option { get { return TradeType == "二元期权" ? trade.trade_binary_option : null; } set { trade.trade_binary_option = value; } } ///// ///// 香草期权(Excel可能会用到所以改成一个对象) ///// //public object trade_vanilla_option { get { return TradeType == "香草期权" ? new object() : null; } } ///// ///// 合成价差期权(Excel可能会用到所以改成一个对象) ///// //public object trade_synthetic_spread_option { get { return TradeType == "合成价差期权" ? new object() : null; } } public trade_double_sharkfin_option trade_double_sharkfin_option { get { return TradeType == "双鲨期权" ? trade.trade_double_sharkfin_option : null; } set { trade.trade_double_sharkfin_option = value; } } public trade_autocall trade_autocall { get { return TradeType == "凤凰期权" ? trade.trade_autocall : null; } set { trade.trade_autocall = value; } } public trade_snowball trade_snowball { get { return TradeType == "雪球期权" ? trade.trade_snowball : null; } set { trade.trade_snowball = value; } } public trade_rangeaccrual trade_rangeaccrual { get { return TradeType == "区间累积期权" ? trade.trade_rangeaccrual : null; } set { trade.trade_rangeaccrual = value; } } public trade_airbag trade_airbag { get { return TradeType == "气囊结构" ? trade.trade_airbag : null; } set { trade.trade_airbag = value; } } public trade_underlying_enhance trade_underlying_enhance { get { return TradeType == "收益增强结构" ? trade.trade_underlying_enhance : null; } set { trade.trade_underlying_enhance = value; } } public trade_accumulator_option trade_accumulator_option { get { return TradeType == "累计期权" ? trade.trade_accumulator_option : null; } set { trade.trade_accumulator_option = value; } } public trade_forward trade_Forward { get { return TradeType == "远期" ? trade.trade_forward : null; } set { trade.trade_forward = value; } } /// /// 资金情况 /// public trade_cash trade_cash { get { return trade.trade_cash; } set { trade.trade_cash = value; } } /// /// 对冲波动率 /// public double? TradeSavedVol { get { return trade.TradeSavedVol; } set { trade.TradeSavedVol = value; } } /// /// 昨收对冲波动率 /// public double? YesterDayTradeSavedVol { get { return trade.YesterDayTradeSavedVol; } set { trade.YesterDayTradeSavedVol = value; } } /// /// 行权价类型 /// public string IsMoneynessOption { get { return trade.IsMoneynessOption; } set { trade.IsMoneynessOption = value; } } /// /// 参与率 /// public double ParticipationRate { get { return trade.ParticipationRate ?? 1; } set { trade.ParticipationRate = value; } } /// /// 保底收益率 /// public double? PrincipalRate { get { return trade.PrincipalRate; } set { trade.PrincipalRate = value; } } /// /// 无风险利率 /// public double? NoRiskRate { get { return trade.NoRiskRate; } set { trade.NoRiskRate = value; } } /// /// 分红率 /// public double? DividendRate { get { return trade.DividendRate; } set { trade.DividendRate = value; } } /// /// 是否年化 /// public bool IsAnnualized { get { return trade.IsAnnualized; } set { trade.IsAnnualized = value; } } /// /// 年化系数 /// public double AnnualizeFactor { get { return trade.AnnualizeFactor ?? 1; } set { trade.AnnualizeFactor = value; } } /// /// 备注 /// public string Comments { get { return trade.Comments; } set { trade.Comments = value; } } public Dictionary MetaDic { get { return trade.MetaDic; } set { trade.MetaDic = value; } } public Trade_Simplify() : this(new trade()) { } public Trade_Simplify(trade trade) { this.trade = trade; } public static implicit operator Trade_Simplify(trade trade) { return new Trade_Simplify(trade); } } }