using BaseOUDAL;
using Newtonsoft.Json;

namespace YLErp.Modules.EodModule.SettlementModule
{
    public class FangDunSettlementServiceModel
    {
    }
    public class HandleTrade
    {
        public trade tradeModel { get; set; }
        public trade_asian_option trade_Asian_Option { get; set; }
        /// <summary>
        /// 合约编号  (交易编码)
        /// </summary>
        public string ordid { get; set; }
        /// <summary>
        /// 账户组  (期货子公司固定使用 10038801)
        /// </summary>
        public string groupid { get; set; }
        /// <summary>
        /// 子期权编号 (单腿编号)
        /// </summary>
        public string sub_ordid { get; set; }
        /// <summary>
        ///   生效起始日 (effective_date_to和effective_date_from都为开仓日期)
        /// </summary>

        public DateTime? effective_date_from
        {
            get; set;
        }
        /// <summary>
        /// 生效截止日(effective_date_to和effective_date_from都为开仓日期)
        /// </summary>
        public DateTime? effective_date_to
        {
            get; set;
        }

        /// <summary>
        /// SAC编号(客户编号)
        /// </summary>
        public string sac_ordid
        {
            get { return GetClientInfo(ClientId).Number; }

        }
        /// <summary>
        /// 合约名称(标的合约-Call/Put-到期日M-执行价K-亚式期权观察起始日OB  只有亚式期权为例子1，其余都为例子2 例1：C2203-Put-0117M-2692K-1217OB 例2：AU9999-Put-0321M-406K)
        /// </summary>
        public string ordname { get; set; }
        /// <summary>
        /// 合约类型区分(VNL 普通期权 BRR 障碍期权 ACL 多触碰点障碍期权 ASN 亚式期权 ESA 增强亚式期权 DGT 二元期权 STG 组合期权 PHX 凤凰期权 BIB 二元障碍期权 SNB 雪球期权 TRN 一触即发期权 UNK 未知类型 RAL 区间累计期权)
        /// </summary>
        public string contract_type_cls { get; set; }
        /// <summary>
        /// 多空区分(L 多头 S 空头)
        /// </summary>
        public string long_short_position_cls { get; set; }
        /// <summary>
        /// PUTCALL区分 看涨看跌  P 认沽  看跌  C 认购 看涨
        /// </summary>
        public string put_call_cls { get; set; }
        /// <summary>
        /// 结算方式区分  固定为现金C
        /// </summary>
        public string settlement_type_cls { get; set; }
        /// <summary>
        /// 行权类型区分 (1 欧式 2 美式)
        /// </summary>
        public string exercise_type_cls { get; set; }
        /// <summary>
        /// 合约行权价格(执行价格)
        /// </summary>
        public double? strike_price { get; set; }
        /// <summary>
        /// 合约结算币种 (固定为CNY)
        /// </summary>
        public string settlement_currency { get; set; }
        /// <summary>
        /// 合约计价币种 (固定为CNY)
        /// </summary>
        public string pricing_currency { get; set; }
        /// <summary>
        /// 合约开始日期(effective_date_to和effective_date_from都为开仓日期)
        /// </summary>
        public DateTime? start_date
        {
            get; set;
        }
        /// <summary>
        /// 合约到期日期(到期日期)
        /// </summary>
        public DateTime? maturity_date
        {
            get; set;
        }
        /// <summary>
        /// 期权费(成交金额)
        /// </summary>
        public double? premium_amt { get; set; }
        /// <summary>
        /// 期权费支付日 (权利金应付日)
        /// </summary>
        public DateTime? premium_date
        {
            get; set;
        }
        /// <summary>
        /// 参与率 
        /// </summary>
        public double? participation_rate { get; set; }
        /// <summary>
        /// Rate2 (默认为0)
        /// </summary>
        public double levelpercentage { get; set; }
        /// <summary>
        /// 交易日历区分 (默认是1)
        /// </summary>
        public string calendar_type_cls { get; set; }
        /// <summary>
        /// 交易对手名称 (客户名称)
        /// </summary>
        public string counterparty_name { get; set; }
        /// <summary>
        /// 交易对手SAC编号(SAC主协议编号)
        /// </summary>
        public string counterparty_sac_ordid
        {
            get { return GetClientInfo(ClientId).MainProtocolCode; }

        }
        /// <summary>
        /// 交易日变更规则区分(默认为：1 后移 Following)
        /// </summary>
        public string businessday_convention_cls { get; set; }
        /// <summary>
        /// 交易日变更规则区分(默认为：1 后移 Following)
        /// </summary>
        public string calcrules_cls { get; set; }
        /// <summary>
        /// 交易日计息规则区分	(默认为：4 工作日/240)
        /// </summary>
        public string single_multi_cls { get; set; }
        /// <summary>
        /// 标的权重计算区分	(	固定为1	)
        /// </summary>
        public string weight_calc_cls { get; set; }
        /// <summary>
        /// 产品类型说明	(	结构类型：普通期权、奇异期权	)
        /// </summary>
        public string additionalproduct_type { get; set; }
        /// <summary>
        /// 合约贴现率	(分红率 默认为，risk free rate)
        /// </summary>
        public double? dis_rate { get; set; }
        /// <summary>
        /// 标的证券代码	(标的代码（不带市场后缀）)
        /// </summary>
        public string underlying_stkcode { get; set; }
        /// <summary>
        /// 标的财汇交易市场	(根据交易市场在参考sheet区)
        /// </summary>
        public string underlying_caihua_trade_market { get { return GetUnderlyingCaihuaTradeMarketByVarietyId(UnderlyingCode); } }
        /// <summary>
        /// 财华证券类别区分0	(默认为：5.期货)
        /// </summary>
        public string caihua_setype0_cls { get; set; }
        /// <summary>
        /// 初始标的价格	(期初标的价格)
        /// </summary>
        public double? initial_spot { get; set; }
        /// <summary>
        /// 权重	(默认值等于1)
        /// </summary>
        public double? weight_rate { get; set; }
        /// <summary>
        /// 标的红利率	(分红率默认为dis_rate)
        /// </summary>
        public double? div_rate { get; set; }
        /// <summary>
        /// 标的波动率	(持仓波动率)
        /// </summary>
        public double? vol_rate { get; set; }
        /// <summary>
        /// 融资率	(分红率默认为dis_rate)
        /// </summary>
        public double? fund_rate { get; set; }
        /// <summary>
        /// 障碍类型区分	("DownIn  下限敲入 UpIn 上限敲入 DownOut 下限敲出  UpOut 上限敲出")
        /// </summary>
        public string barrier_type_cls { get { return GetBarrierType(barrierType); } }
        /// <summary>
        /// 障碍值	(障碍价格（仅限单障碍的情形）)
        /// </summary>
        public double? barrier_value { get; set; }
        /// <summary>
        /// 补偿率	(补偿金额（仅限单障碍的情形）)
        /// </summary>
        public double? rebate_rate { get; set; }
        /// <summary>
        /// 敲出价格	(敲出障碍价格)
        /// </summary>
        public double? knockout_price { get { return GetKIBarrier(IsMoneynessOption, KOBarrier, initial_spot); } }
        /// <summary>
        /// 敲入价格	(敲入障碍价格)
        /// </summary>
        public double? knockin_price { get { return GetKIBarrier(IsMoneynessOption, KIBarrier, initial_spot); } }
        /// <summary>
        /// 息票率	(票息率)
        /// </summary>
        public double? coupon_rate { get; set; }
        /// <summary>
        /// 观察日期LIST	(观察日期列表（需要列出具体日期及其对应的价格）)
        /// </summary>
        public string observationdate_list { get; set; }
        /// <summary>
        /// 观察开始日期	(观察日首日)
        /// </summary>
        public string observe_start_date
        {
            get
            {
                if (!string.IsNullOrWhiteSpace(observationdate_list))
                {
                    return GetObservationDateByObservationDateStr(observationdate_list).s.ToString("yyyyMMdd");
                }
                return null;
            }
        }
        /// <summary>
        /// 观察结束日期	(观察日尾日)
        /// </summary>
        public string observe_end_date
        {
            get
            {
                if (!string.IsNullOrWhiteSpace(observationdate_list))
                {
                    return GetObservationDateByObservationDateStr(observationdate_list).e.ToString("yyyyMMdd");
                }
                return null;
            }
        }
        /// <summary>
        /// 观察频率(观察频率:每日\每月)
        /// </summary>
        public string obsfreq { get; set; }
        /// <summary>
        /// 算数几何平均区分(根据亚式均价计算方式选择)
        /// </summary>
        public string avg_type_cls { get { return GetPayoffType(PayoffType); } }
        /// <summary>
        /// 连续离散平均区分(根据亚式均价计算方式选择)
        /// </summary>
        public string discrete_type_cls { get { return GetPayoffType(PayoffType); } }
        /// <summary>
        /// 剩余名义本金(持仓名义本金)
        /// </summary>
        public double? notional { get; set; }
        /// <summary>
        /// 预付金	(持仓预付金)
        /// </summary>
        public double? margin { get; set; }
        /// <summary>
        /// 亚式期权累积观察标的价格	(亚式均价)
        /// </summary>
        public double? accu_underlying_price_asian { get; set; }
        /// <summary>
        /// 亚式期权累计观察日计数	(亚式期权均价当前观察日个数)
        /// </summary>
        public double accu_past_count_asian { get; set; }
        /// <summary>
        /// 浮动盈亏 	(浮动盈亏)
        /// </summary>
        public double? float_profit_loss { get; set; }
        /// <summary>
        /// 实现盈亏 	(实现盈亏)
        /// </summary>
        public double? accu_profit_loss { get; set; }
        /// <summary>
        /// NPV	(pv)
        /// </summary>
        public double? npv { get; set; }
        /// <summary>
        /// Delta	(delta)
        /// </summary>
        public double delta { get; set; }
        /// <summary>
        /// Gamma	(gamma)
        /// </summary>
        public double? gamma { get; set; }
        /// <summary>
        /// Theta	(theta)
        /// </summary>
        public double? theta { get; set; }
        /// <summary>
        /// Vega	(vega)
        /// </summary>
        public double? vega { get; set; }
        /// <summary>
        /// Rho	(Rho)
        /// </summary>
        public double? rho { get; set; }
        /// <summary>
        /// 结算日期
        /// </summary>
        public string settle_date { get; set; }
        /// <summary>
        /// 标的品种，如玉米2205合约：C2205记为C
        /// </summary>
        public string product_code
        {
            get
            {
                if (!string.IsNullOrWhiteSpace(UnderlyingCode))
                {

                    return DataCacheProvider.GetVariety(UnderlyingCode).VarietyCode;
                }
                return "";
            }
        }
        /// <summary>
        /// 名义数量按期货合约报价单位记录（份额），如鸡蛋按照500kg
        /// </summary>
        public double? volume { get; set; }
        /// <summary>
        /// delta金额
        /// </summary>
        public double cashdelta { get; set; }
        /// <summary>
        /// 权利金单价
        /// </summary>
        public double? current_value { get; set; }
        /// <summary>
        /// 成交金额
        /// </summary>
        public double? market_value { get; set; }
        /// <summary>
        /// 当日盈亏
        /// </summary>
        public double? pnl { get; set; }
        /// <summary>
        /// 单腿期权：cashdelta*21.68%+vega*10%
        /// 多腿期权：多腿轧差后的cashdelta*21.68%+vega*10%
        /// </summary>
        public double? stress_test_value { get; set; }
        /// <summary>
        /// 与volume一致
        /// </summary>
        public double? underlying_stk_qty { get; set; }
        public string UnderlyingCode { get; set; }
        /// <summary>
        /// 合约乘数
        /// </summary>
        public double? underlying_multiplier
        {
            get
            {
                if (!string.IsNullOrWhiteSpace(UnderlyingCode))
                {

                    return DataCacheProvider.GetUnderlyingDataSource().GetData(UnderlyingCode)?.ContractSize;
                }
                return 0;
            }
        }
        /// <summary>
        /// 权利金单价，与current_value一致
        /// </summary>
        public double? underlying_royalty_price { get; set; }
        public string IsMoneynessOption { get; set; }
        public int ClientId { get; internal set; }
        public string barrierType { get; internal set; }
        public double? KOBarrier { get; internal set; }
        public double? KIBarrier { get; internal set; }
        public string PayoffType { get; internal set; }
        public int? effective_date_fromToInt
        {
            get; set;
        }
        public int? effective_date_toToInt
        {
            get; set;
        }
        public int? start_dateToInt
        {
            get; set;
        }
        public int? maturity_dateToInt
        {
            get; set;
        }
        public int? premium_dateToInt
        {
            get; set;
        }
        public string TradeType { get; internal set; }
        public int TraderId { get; internal set; }
        /// <summary>
        /// 获取观察日列表
        /// </summary>
        /// <param name="ObservationDateStr"></param>
        /// <returns></returns>
        public (DateTime s, DateTime e) GetObservationDateByObservationDateStr(string ObservationDateStr)
        {
            var list = JsonConvert.DeserializeObject<List<ObservationDate>>(ObservationDateStr);

            var startDate = list.OrderBy(l => l.DateTime).FirstOrDefault().DateTime;
            var endDate = list.OrderBy(l => l.DateTime).LastOrDefault().DateTime;
            return ((startDate), (endDate));
        }
        public Client GetClientInfo(int ClientId)
        {
            var clientdb = new ClientDBContext();
            return clientdb.client.First(l => l.id == ClientId);
        }
        /// <summary>
        /// 根据障碍类型 获取 简称
        /// </summary>
        /// <param name="barrierType"></param>
        /// <returns></returns>
        public string GetBarrierType(string barrierType)
        {
            if (string.IsNullOrEmpty(barrierType)) return "";
            var barrierTypeStr = "";
            switch (barrierType)
            {
                case "上升敲出":
                    barrierTypeStr = "UpOut";
                    break;
                case "下降敲出":
                    barrierTypeStr = "DownOut";
                    break;
                case "上升敲入":
                    barrierTypeStr = "UpIn";
                    break;
                case "下降敲入":
                    barrierTypeStr = "DownIn";
                    break;
            }
            return barrierTypeStr;
        }
        /// <summary>
        /// 交易类型 转换简称
        /// </summary>
        /// <param name="t"></param>
        /// <returns></returns>
        public string GetTradeTypeAbbreviation(trade t)
        {
            var strType = "";
            switch (t.TradeType)
            {
                case "香草期权":
                    strType = "VNL";
                    break;
                case "障碍期权":
                    if (t.trade_barrier_option.BarrierType.Contains("双障碍敲"))
                    {
                        //二元障碍期权
                        strType = "BIB";
                    }
                    else
                    {
                        strType = "BRR";
                    }
                    break;
                case "多触碰点障碍期权": //todo
                    strType = "ACL";
                    break;
                case "亚式期权":
                    strType = "ASN";
                    break;
                case "二元期权":
                    if (t.ExerciseMode == "European")
                    {
                        strType = "DGT";
                    }
                    else
                    {
                        //一触即发期权
                        strType = "TRN";
                    }
                    break;
                case "结构化交易":
                    strType = "STG";
                    break;
                case "凤凰期权":
                    strType = "PHX";
                    break;
                case "雪球期权":
                    strType = "SNB";
                    break;

                case "区间累计期权":
                    strType = "RAL";
                    break;
                default:
                    strType = "UNK";
                    break;
            }
            return strType;

        }

        /// <summary>
        /// 获取交易市场
        /// </summary>
        /// <param name="underlyingCode"></param>
        /// <returns></returns>
        public string GetUnderlyingCaihuaTradeMarketByVarietyId(string underlyingcode)
        {
            if (string.IsNullOrWhiteSpace(underlyingcode)) return "";
            return DataCacheProvider.GetVariety(underlyingcode)?.TradingMarket.ToString();

        }
        /// <summary>
        /// 敲入敲入障碍价格
        /// </summary>
        /// <param name="isMoneynessOption"></param>
        /// <param name="kiBarrier"></param>
        /// <param name="spotPrice"></param>
        /// <returns></returns>
        public double? GetKIBarrier(string isMoneynessOption, double? Barrier, double? spotPrice)
        {
            if (isMoneynessOption == "是")
            {
                return (Barrier * spotPrice);
            }
            else
            {
                return (Barrier);
            }
        }
        public string GetPayoffType(string payoffType)
        {
            var strType = "";
            switch (payoffType)
            {
                case "ArithmeticAverage":
                    strType = "Arithmetic";
                    break;
                case "GeometricAverage":
                    strType = "Geometric";
                    break;
                case "DiscreteArithmeticAverage":
                    strType = "Discrete";
                    break;
                case "EnhancedArithmeticAverage":
                    strType = "Contonuous";
                    break;
            }
            return strType;
        }
    }
    public class ResponseTrade
    {
        /// <summary>
        /// 合约编号  (交易编码)
        /// </summary>
        public string ordid { get; set; }
        /// <summary>
        /// 账户组  (期货子公司固定使用 10038801)
        /// </summary>
        public string groupid { get; set; }
        /// <summary>
        /// 子期权编号 (单腿编号)
        /// </summary>
        public string sub_ordid { get; set; }
        /// <summary>
        ///   生效起始日 (effective_date_to和effective_date_from都为开仓日期)
        /// </summary>
        public int? effective_date_from { get; set; }
        /// <summary>
        /// 生效截止日(effective_date_to和effective_date_from都为开仓日期)
        /// </summary>
        public int? effective_date_to { get; set; }
        /// <summary>
        /// SAC编号(客户编号)
        /// </summary>
        public string sac_ordid { get; set; }
        /// <summary>
        /// 合约名称(标的合约-Call/Put-到期日M-执行价K-亚式期权观察起始日OB  只有亚式期权为例子1，其余都为例子2 例1：C2203-Put-0117M-2692K-1217OB 例2：AU9999-Put-0321M-406K)
        /// </summary>
        public string ordname { get; set; }
        /// <summary>
        /// 合约类型区分(VNL 普通期权 BRR 障碍期权 ACL 多触碰点障碍期权 ASN 亚式期权 DGT 二元期权 STG 组合期权 PHX 凤凰期权 BIB 二元障碍期权 SNB 雪球期权 TRN 一触即发期权 UNK 未知类型 RAL 区间累计期权)
        /// </summary>
        public string contract_type_cls { get; set; }
        /// <summary>
        /// 多空区分(L 多头 S 空头)
        /// </summary>
        public string long_short_position_cls { get; set; }
        /// <summary>
        /// PUTCALL区分 看涨看跌  P 认沽  看跌  C 认购 看涨
        /// </summary>
        public string put_call_cls { get; set; }
        /// <summary>
        /// 结算方式区分  固定为现金C
        /// </summary>
        public string settlement_type_cls { get; set; }
        /// <summary>
        /// 行权类型区分 (1 欧式 2 美式)
        /// </summary>
        public string exercise_type_cls { get; set; }
        /// <summary>
        /// 合约行权价格(执行价格)
        /// </summary>
        public double? strike_price { get; set; }
        /// <summary>
        /// 合约结算币种 (固定为CNY)
        /// </summary>
        public string settlement_currency { get; set; }
        /// <summary>
        /// 合约计价币种 (固定为CNY)
        /// </summary>
        public string pricing_currency { get; set; }
        /// <summary>
        /// 合约开始日期(effective_date_to和effective_date_from都为开仓日期)
        /// </summary>
        public int? start_date { get; set; }
        /// <summary>
        /// 合约到期日期(到期日期)
        /// </summary>
        public int? maturity_date { get; set; }
        /// <summary>
        /// 期权费(成交金额)
        /// </summary>
        public double? premium_amt { get; set; }
        /// <summary>
        /// 期权费支付日 (权利金应付日)
        /// </summary>
        public int? premium_date { get; set; }
        /// <summary>
        /// 参与率 
        /// </summary>
        public double? participation_rate { get; set; }
        /// <summary>
        /// Rate2 (默认为0)
        /// </summary>
        public double levelpercentage { get; set; }
        /// <summary>
        /// 交易日历区分 (默认是1)
        /// </summary>
        public string calendar_type_cls { get; set; }
        /// <summary>
        /// 交易对手名称 (客户名称)
        /// </summary>
        public string counterparty_name { get; set; }
        /// <summary>
        /// 交易对手SAC编号(SAC主协议编号)
        /// </summary>
        public string counterparty_sac_ordid
        { get; set; }
        /// <summary>
        /// 交易日变更规则区分(默认为：1 后移 Following)
        /// </summary>
        public string businessday_convention_cls { get; set; }
        /// <summary>
        /// 交易日变更规则区分(默认为：1 后移 Following)
        /// </summary>
        public string calcrules_cls { get; set; }
        /// <summary>
        /// 交易日计息规则区分	(默认为：4 工作日/240)
        /// </summary>
        public string single_multi_cls { get; set; }
        /// <summary>
        /// 标的权重计算区分	(	固定为1	)
        /// </summary>
        public string weight_calc_cls { get; set; }
        /// <summary>
        /// 产品类型说明	(	结构类型：普通期权、奇异期权	)
        /// </summary>
        public string additionalproduct_type { get; set; }
        /// <summary>
        /// 合约贴现率	(分红率 默认为，risk free rate)
        /// </summary>
        public double? dis_rate { get; set; }
        /// <summary>
        /// 标的证券代码	(标的代码（不带市场后缀）)
        /// </summary>
        public string underlying_stkcode { get; set; }
        /// <summary>
        /// 标的财汇交易市场	(根据交易市场在参考sheet区)
        /// </summary>
        public string underlying_caihua_trade_market { get; set; }
        /// <summary>
        /// 财华证券类别区分0	(默认为：5.期货)
        /// </summary>
        public string caihua_setype0_cls { get; set; }
        /// <summary>
        /// 初始标的价格	(期初标的价格)
        /// </summary>
        public double? initial_spot { get; set; }
        /// <summary>
        /// 权重	(默认值等于1)
        /// </summary>
        public double? weight_rate { get; set; }
        /// <summary>
        /// 标的红利率	(分红率默认为dis_rate)
        /// </summary>
        public double? div_rate { get; set; }
        /// <summary>
        /// 标的波动率	(持仓波动率)
        /// </summary>
        public double? vol_rate { get; set; }
        /// <summary>
        /// 融资率	(分红率默认为dis_rate)
        /// </summary>
        public double? fund_rate { get; set; }
        /// <summary>
        /// 障碍类型区分	("DownIn  下限敲入 UpIn 上限敲入 DownOut 下限敲出  UpOut 上限敲出")
        /// </summary>
        public string barrier_type_cls { get; set; }
        /// <summary>
        /// 障碍值	(障碍价格（仅限单障碍的情形）)
        /// </summary>
        public double? barrier_value { get; set; }
        /// <summary>
        /// 补偿率	(补偿金额（仅限单障碍的情形）)
        /// </summary>
        public double? rebate_rate { get; set; }
        /// <summary>
        /// 敲出价格	(敲出障碍价格)
        /// </summary>
        public double? knockout_price { get; set; }
        /// <summary>
        /// 敲入价格	(敲入障碍价格)
        /// </summary>
        public double? knockin_price { get; set; }
        /// <summary>
        /// 息票率	(票息率)
        /// </summary>
        public double? coupon_rate { get; set; }
        /// <summary>
        /// 观察日期LIST	(观察日期列表（需要列出具体日期及其对应的价格）)
        /// </summary>
        public string observationdate_list { get; set; }
        /// <summary>
        /// 观察开始日期	(观察日首日)
        /// </summary>
        public string observe_start_date
        { get; set; }
        /// <summary>
        /// 观察结束日期	(观察日尾日)
        /// </summary>
        public string observe_end_date
        { get; set; }
        /// <summary>
        /// 观察频率(观察频率:每日\每月)
        /// </summary>
        public string obsfreq { get; set; }
        /// <summary>
        /// 算数几何平均区分(根据亚式均价计算方式选择)
        /// </summary>
        public string avg_type_cls { get; set; }
        /// <summary>
        /// 连续离散平均区分(根据亚式均价计算方式选择)
        /// </summary>
        public string discrete_type_cls { get; set; }
        /// <summary>
        /// 剩余名义本金(持仓名义本金)
        /// </summary>
        public double? notional { get; set; }
        /// <summary>
        /// 预付金	(持仓预付金)
        /// </summary>
        public double? margin { get; set; }
        /// <summary>
        /// 亚式期权累积观察标的价格	(亚式均价)
        /// </summary>
        public double? accu_underlying_price_asian { get; set; }
        /// <summary>
        /// 亚式期权累计观察日计数	(亚式期权均价当前观察日个数)
        /// </summary>
        public double accu_past_count_asian { get; set; }
        /// <summary>
        /// 浮动盈亏 	(浮动盈亏)
        /// </summary>
        public double? float_profit_loss { get; set; }
        /// <summary>
        /// 实现盈亏 	(实现盈亏)
        /// </summary>
        public double? accu_profit_loss { get; set; }
        /// <summary>
        /// NPV	(pv)
        /// </summary>
        public double? npv { get; set; }
        /// <summary>
        /// Delta	(delta)
        /// </summary>
        public double? delta { get; set; }
        /// <summary>
        /// Gamma	(gamma)
        /// </summary>
        public double? gamma { get; set; }
        /// <summary>
        /// Theta	(theta)
        /// </summary>
        public double? theta { get; set; }
        /// <summary>
        /// Vega	(vega)
        /// </summary>
        public double? vega { get; set; }
        /// <summary>
        /// Rho	(Rho)
        /// </summary>
        public double? rho { get; set; }
        /// <summary>
        /// 结算日期
        /// </summary>
        public string settle_date { get; set; }
        /// <summary>
        /// 标的品种，如玉米2205合约：C2205记为C
        /// </summary>
        public string product_code { get; set; }
        /// <summary>
        /// 名义数量按期货合约报价单位记录（份额），如鸡蛋按照500kg
        /// </summary>
        public double? volume { get; set; }
        /// <summary>
        /// delta金额
        /// </summary>
        public double? cashdelta { get; set; }
        /// <summary>
        /// 权利金单价
        /// </summary>
        public double? current_value { get; set; }
        /// <summary>
        /// 成交金额
        /// </summary>
        public double? market_value { get; set; }
        /// <summary>
        /// 当日盈亏
        /// </summary>
        public double? pnl { get; set; }
        /// <summary>
        /// 单腿期权：cashdelta*21.68%+vega*10%
        /// 多腿期权：多腿轧差后的cashdelta*21.68%+vega*10%
        /// </summary>
        public double? stress_test_value { get; set; }
        /// <summary>
        /// 与volume一致
        /// </summary>
        public double? underlying_stk_qty { get; set; }
        public string UnderlyingCode { get; set; }
        /// <summary>
        /// 合约乘数
        /// </summary>
        public double? underlying_multiplier { get; set; }
        /// <summary>
        /// 权利金单价，与current_value一致
        /// </summary>
        public double? underlying_royalty_price { get; set; }
    }
    public class ObservationDate
    {
        public DateTime DateTime { get; set; }
        public double Price { get; set; }
    }
}