namespace YLErp.Modules.PricingModule
{
    public class VueTemplateModel
    {
        public string structureType { get; set; }
        public List<pricingTemplateData> datas { get; set; }
    }

    public class pricingTemplateData
    {
        public OtcOptionTradeFull trade { get; set; }
    }

    public class HistoricalBacktestReq
    {
        /// <summary>
        /// 模板Id
        /// </summary>
        public string encryptId { get; set; }
        /// <summary>
        /// 维度
        /// </summary>
        public string[] Range { get; set; }
        /// <summary>
        /// 指标
        /// </summary>
        public string[] Index { get; set; }
    }

    /// <summary>
    /// 上传价格序列模型
    /// </summary>
    public class HistoricalBacktestPriceModel
    {
        /// <summary>
        /// 标的名称
        /// </summary>
        public string UnderlyingName { get; set; }
        /// <summary>
        /// 标的代码
        /// </summary>
        public string UnderlyingCode { get; set; }
        /// <summary>
        /// 时间序列
        /// </summary>
        public DateTime TimeSeries { get; set; }
        /// <summary>
        /// 标的价格
        /// </summary>
        public double Price { get; set; }
    }

    /// <summary>
    /// 回测结果模型
    /// </summary>
    public class HistoricalBacktestRes : HistoricalBacktestPriceModel
    {
        public HistoricalBacktestRes() { }

        public HistoricalBacktestRes(HistoricalBacktestPriceModel priceObj)
        {
            this.UnderlyingName = priceObj.UnderlyingName;
            this.UnderlyingCode = priceObj.UnderlyingCode;
            this.TimeSeries = priceObj.TimeSeries;
            this.ValueDate = priceObj.TimeSeries.Date.ToString("yyyy-MM-dd");
            this.Price = priceObj.Price;
        }

        /// <summary>
        /// 估值日期
        /// </summary>
        public string ValueDate { get; set; }
        /// <summary>
        /// 
        /// </summary>
        public double delta { get; set; }
        /// <summary>
        /// 
        /// </summary>
        public double deltaCash { get; set; }
        /// <summary>
        /// 
        /// </summary>
        public double deltaInLots { get; set; }
        /// <summary>
        /// 
        /// </summary>
        public double gamma { get; set; }
        /// <summary>
        /// 
        /// </summary>
        public double vega { get; set; }
        /// <summary>
        /// 
        /// </summary>
        public double rho { get; set; }
        /// <summary>
        /// 
        /// </summary>
        public double theta { get; set; }
    }
}