using System.ComponentModel;

namespace YLErp.BLL.Hedge
{
    /// <summary>
    /// 对冲交易盈亏
    /// </summary>
    public class HedgePnl
    {
        [DisplayName("估值日")]
        public DateTime ValueDate { get; set; }

        [DisplayName("簿记账户信息")]
        public int BookId { get; set; }

        [DisplayName("结构类型")]
        public string TradeType { get; set; }

        [DisplayName("持仓类型")]
        public string PositionType { get; set; }

        [DisplayName("看涨看跌")]
        public string CallPut { get; set; }

        [DisplayName("买入卖出")]
        public string BuySell { get; set; }

        [DisplayName("标的ID")]
        public int UnderlyingId { get; set; }

        [DisplayName("标的代码")]
        public string UnderlyingCode { get; set; }

        [DisplayName("对冲交易唯一编码")]
        public string HedgeUniqueCode { get; set; }

        [DisplayName("份额")]
        public double Notional { get; set; }

        [DisplayName("是否有新增交易")]
        public bool HasNewTrade { get; set; }

        [DisplayName("昨日价值")]
        public double LastPv { get; set; }

        [DisplayName("当日价值")]
        public double Pv { get; set; }

        [DisplayName("时间价值")]
        public double TimeValue { get; set; }

        [DisplayName("当日盈亏")]
        public double DailyPnL { get; set; }

        [DisplayName("已实现盈亏")]
        public double RealizedPnL { get; set; }

        [DisplayName("总盈亏")]
        public double TotalPnl { get; set; }

        [DisplayName("昨日总盈亏")]
        public double LastTotalPnl { get; set; }

        [DisplayName("成本")]
        public double Cost { get; set; }

        /// <summary>
        /// 当日成本
        /// </summary>
        public double TdCost { get; set; }

        [DisplayName("手续费")]
        public double Commission { get; set; }

        [DisplayName("场内期权合约号")]
        public string ExchangeOptionCode { get; set; }

        [DisplayName("行权价")]
        public double Strike { get; set; }

        [DisplayName("结算价格")]
        public double SettlePrice { get; set; }

        [DisplayName("信用风险敞口")]
        public int CreditExposure { get; set; }
        /// <summary>
        /// 场内期权价格(20200927新增)
        /// </summary>
        public double? ExOptionPrice { get; set; }

        #region 风险参数 场内期权使用

        [DisplayName("Delta")]
        public double Delta { get; set; }

        /// <summary>
        /// T+1日Delta
        /// </summary>
        public double? DeltaT1 { get; set; }

        [DisplayName("SA_Delta")]
        public double SA_Delta { get; set; }

        [DisplayName("Gamma")]
        public double Gamma { get; set; }

        [DisplayName("Vega")]
        public double Vega { get; set; }

        [DisplayName("Delta")]
        public double DeltaCash { get; set; }

        [DisplayName("Delta")]
        public double GammaCash { get; set; }

        [DisplayName("可对冲Delta")]
        public double DeltaInLots { get; set; }

        [DisplayName("可对冲Gamma手数")]
        public double GammaInLots { get; set; }

        [DisplayName("Theta")]
        public double Theta { get; set; }

        [DisplayName("Rho")]
        public double Rho { get; set; }

        [DisplayName("DdeltaDt")]
        public double DdeltaDt { get; set; }

        [DisplayName("DdeltaDvol")]
        public double DdeltaDvol { get; set; }

        [DisplayName("DvegaDt")]
        public double DvegaDt { get; set; }

        [DisplayName("DvegaDvol")]
        public double DvegaDvol { get; set; }

        [DisplayName("Vol")]
        public double Vol { get; set; }

        [DisplayName("手数")]
        public double Lots { get; set; }

        #endregion

        /// <summary>
        /// 行权日(20190328新增)
        /// </summary>
        public DateTime? ExerciseDate { get; set; }
        [DisplayName("持仓盈亏")]
        public double PositionPnl { get; internal set; }

        public override string ToString()
        {
            return string.IsNullOrWhiteSpace(HedgeUniqueCode) ?
                $"{TradeType}-{UnderlyingCode}-{Notional}-HasNewTrade:{HasNewTrade}" : HedgeUniqueCode;
        }
    }
}