@using Microsoft.AspNetCore.Html @using Newtonsoft.Json @{ var dailySummary = ViewBag.RiskLimitDailySummary; } @functions{ public HtmlString FixNumber(double number, int fixNumber = 2) { if (double.IsNaN(number)) { number = 0; } return new HtmlString(number.ToString($"N{fixNumber}")); } public HtmlString Fix0Number(double number) { return FixNumber(number, 0); } public HtmlString GetWarningStyle(double limitValue, double checkValue) { if ((limitValue * -1) > checkValue) { return new HtmlString("class='overstep'"); } if ((limitValue * -0.9) > checkValue) { return new HtmlString("class='danger'"); } if ((limitValue * -0.8) > checkValue) { return new HtmlString("class='warn'"); } return new HtmlString(""); } public HtmlString GetInput(double number, string typeStr, string inputEvent = "") { var numberStr = Fix0Number(number); string str = ""; return new HtmlString(str + "
" + numberStr + "
"); } }
@Html.SearchDate("SettlementDate", "结算日期:") @MyControls.SearchBtn() @MyControls.Btn("限额设置", "SetLimit()") @MyControls.Btn("导出", "Output()")
超出限额80%
超出限额90%
超出限额100%
@*css放到这里是为了使导出Excel时生效*@
结算日期:@ViewBag.ValueDate.ToString("yyyy-MM-dd")
@**@ @**@ @*期货预付金占用*@ @*期货客户权益*@ @*期货风险度*@ @*商品别*@ @*期权期初权利金*@ @*商品别*@ @*商品别*@ @*持仓市值_光子波动率_美式二叉树*@ @*持仓市值_光证波动率_美式二叉树*@ @*持仓市值_亏损限额*@ @*已完结盈亏*@ @*年盈亏_持仓盈亏_采用光子波动率*@ @*年盈亏_持仓盈亏_采用光证波动率*@ @*年盈亏_总盈亏_采用光子波动率*@ @*年盈亏_总盈亏_采用光证波动率*@ @*已完结盈亏*@ @*年盈亏_持仓盈亏_采用光子波动率*@ @*年盈亏_持仓盈亏_采用光证波动率*@ @*年盈亏_总盈亏_采用光子波动率*@ @*年盈亏_总盈亏_采用光证波动率*@ @*已完结盈亏*@ @*年盈亏_持仓盈亏_采用光子波动率*@ @*年盈亏_持仓盈亏_采用光证波动率*@ @*年盈亏_总盈亏_采用光子波动率*@ @*年盈亏_总盈亏_采用光证波动率*@ @*年盈亏_持仓盈亏_采用光子波动率_差异值*@ @*年盈亏_持仓盈亏_采用光证波动率_差异值*@ @*年盈亏_总盈亏_采用光子波动率_差异值*@ @*年盈亏_总盈亏_采用光证波动率_差异值*@ @*已完结盈亏*@ @*年盈亏_持仓盈亏*@ @*年盈亏_总盈亏*@ @*已完结盈亏_汇总*@ @*年盈亏_持仓盈亏_采用光子波动率_汇总*@ @*年盈亏_持仓盈亏_采用光证波动率_汇总*@ @*年盈亏_总盈亏_采用光子波动率_汇总*@ @*年盈亏_总盈亏_采用光证波动率_汇总*@ @*持仓市值_亏损限额*@ @*已完结盈亏*@ @*日盈亏_持仓盈亏_采用光子波动率*@ @*日盈亏_持仓盈亏_采用光证波动率*@ @*日盈亏_总盈亏_采用光子波动率*@ @*日盈亏_总盈亏_采用光证波动率*@ @*已完结盈亏*@ @*年盈亏_持仓盈亏_采用光子波动率*@ @*年盈亏_持仓盈亏_采用光证波动率*@ @*年盈亏_总盈亏_采用光子波动率*@ @*年盈亏_总盈亏_采用光证波动率*@ @*已完结盈亏*@ @*年盈亏_持仓盈亏_采用光子波动率*@ @*年盈亏_持仓盈亏_采用光证波动率*@ @*年盈亏_总盈亏_采用光子波动率*@ @*年盈亏_总盈亏_采用光证波动率*@ @*日盈亏_持仓盈亏_采用光子波动率_差异值*@ @*日盈亏_持仓盈亏_采用光证波动率_差异值*@ @*日盈亏_总盈亏_采用光子波动率_差异值*@ @*日盈亏_总盈亏_采用光证波动率_差异值*@ @*已完结盈亏*@ @*日盈亏_持仓盈亏*@ @*日盈亏_总盈亏*@ @*已完结盈亏_汇总*@ @*日盈亏_持仓盈亏_采用光子波动率_汇总*@ @*日盈亏_持仓盈亏_采用光证波动率_汇总*@ @*日盈亏_总盈亏_采用光子波动率_汇总*@ @*日盈亏_总盈亏_采用光证波动率_汇总*@ @*Delta金额_Delta限额*@ @*Delta金额_采用光子波动率*@ @*Delta金额_采用光证波动率*@ @*Gamma金额_Gamma限额*@ @*Gamma金额_采用光子波动率*@ @*Gamma金额_采用光证波动率*@ @*Delta金额_采用光子波动率*@ @*Delta金额_采用光证波动率*@ @*Gamma金额_采用光子波动率*@ @*Gamma金额_采用光证波动率*@ @*Delta金额_采用光子波动率*@ @*Delta金额_采用光证波动率*@ @*Gamma金额_采用光子波动率*@ @*Gamma金额_采用光证波动率*@ @*Delta金额_采用光子波动率_差异值*@ @*Delta金额_采用光证波动率_差异值*@ @*Gamma金额_采用光子波动率_差异值*@ @*Gamma金额_采用光证波动率_差异值*@
1 2 3 4 5 6 7 8 9 10 11 12 13 14





资金概况 期货预付金占用 期货客户权益 期货风险度 商品别 期权持仓名义本金 期权持仓市值 *单元:元
*币别:人民币
商品别采用光子波动率 采用光证波动率
@GetInput(dailySummary.HoldingDeposit, "text", "onchange=\"CalcDivide('#HoldingDeposit', '#Amount', '#Risk');\"")@GetInput(dailySummary.Amount, "text", "onchange=\"CalcDivide('#HoldingDeposit', '#Amount', '#Risk');\"")@FixNumber(dailySummary.Risk)场外期权@Fix0Number(dailySummary.OptionStockEqvNotional) @Fix0Number(dailySummary.PositionValue.Option.BaseValue) @Fix0Number(dailySummary.PositionValue.Option.AuxiliaryValue)
场内期权 @GetInput(dailySummary.ExchangeStockEqvNotional, "text", "onchange=\"CalcSum('#stockEqvNotional_option', '#stockEqvNotional_exchange', '#stockEqvNotional_summary');\"") @Fix0Number(dailySummary.PositionValue.Exchange.BaseValue) @Fix0Number(dailySummary.PositionValue.Exchange.AuxiliaryValue)
期权汇总 @Fix0Number(dailySummary.StockEqvNotional) @Fix0Number(dailySummary.PositionValue.Summary.BaseValue) @Fix0Number(dailySummary.PositionValue.Summary.AuxiliaryValue)
差异值@Fix0Number(dailySummary.PositionValue.DiffValue)
年盈亏概况 商品别 亏损限额 年盈亏
已完结盈亏 持仓盈亏 总盈亏
采用光子波动率 采用光证波动率 采用光子波动率 采用光证波动率
期权 场外期权@Fix0Number(dailySummary.YearPnl.LimitValue)@Fix0Number(dailySummary.YearPnl.Option.OptionEndPnl)@Fix0Number(dailySummary.YearPnl.Option.Position.Option.BaseValue)@Fix0Number(dailySummary.YearPnl.Option.Position.Option.AuxiliaryValue)@Fix0Number(dailySummary.YearPnl.Option.Total.Option.BaseValue)@Fix0Number(dailySummary.YearPnl.Option.Total.Option.AuxiliaryValue)
场内期权@Fix0Number(dailySummary.YearPnl.Option.ExchangeEndPnl)@Fix0Number(dailySummary.YearPnl.Option.Position.Exchange.BaseValue)@Fix0Number(dailySummary.YearPnl.Option.Position.Exchange.AuxiliaryValue)@Fix0Number(dailySummary.YearPnl.Option.Total.Exchange.BaseValue)@Fix0Number(dailySummary.YearPnl.Option.Total.Exchange.AuxiliaryValue)
期权汇总@Fix0Number(dailySummary.YearPnl.Option.EndPnl)@Fix0Number(dailySummary.YearPnl.Option.Position.Summary.BaseValue)@Fix0Number(dailySummary.YearPnl.Option.Position.Summary.AuxiliaryValue)@Fix0Number(dailySummary.YearPnl.Option.Total.Summary.BaseValue)@Fix0Number(dailySummary.YearPnl.Option.Total.Summary.AuxiliaryValue)
差异值@Fix0Number(dailySummary.YearPnl.Option.Position.DiffValue)差异值@Fix0Number(dailySummary.YearPnl.Option.Total.DiffValue)
期货避险@GetInput(dailySummary.YearPnl.Future.EndPnl, "text", "onchange=\"CalcSum('#YearPnlOption_EndPnl', '#YearPnlFuture_EndPnl', '#YearPnlSummary_EndPnl');\"")@GetInput(dailySummary.YearPnl.Future.Pnl, "text", "onchange=\"CalcSum('#YearPnlOptionPositionSummary_BaseValue', '#YearPnlFuture_Pnl', '#YearPnlSummaryOption_BaseValue');CalcSum('#YearPnlOptionPositionSummary_AuxiliaryValue', '#YearPnlFuture_Pnl', '#YearPnlSummaryOption_AuxiliaryValue');\"")@GetInput(dailySummary.YearPnl.Future.TotalPnl, "text", "onchange=\"CalcSum('#YearPnlOptionTotalSummary_BaseValue', '#YearPnlFuture_TotalPnl', '#YearPnlSummaryTotal_BaseValue');CalcSum('#YearPnlOptionTotalSummary_AuxiliaryValue', '#YearPnlFuture_TotalPnl', '#YearPnlSummaryTotal_AuxiliaryValue');\"")
合计@Fix0Number(dailySummary.YearPnl.Summary.EndPnl)@Fix0Number(dailySummary.YearPnl.Summary.Option.BaseValue)@Fix0Number(dailySummary.YearPnl.Summary.Option.AuxiliaryValue)@Fix0Number(dailySummary.YearPnl.Summary.Total.BaseValue)@Fix0Number(dailySummary.YearPnl.Summary.Total.AuxiliaryValue)
日盈亏概况 商品别 亏损限额 日盈亏
已完结盈亏 持仓盈亏 总盈亏
采用光子波动率 采用光证波动率 采用光子波动率 采用光证波动率
期权 场外期权@Fix0Number(dailySummary.DailyPnl.LimitValue)@Fix0Number(dailySummary.DailyPnl.Option.OptionEndPnl)@Fix0Number(dailySummary.DailyPnl.Option.Position.Option.BaseValue)@Fix0Number(dailySummary.DailyPnl.Option.Position.Option.AuxiliaryValue)@Fix0Number(dailySummary.DailyPnl.Option.Total.Option.BaseValue)@Fix0Number(dailySummary.DailyPnl.Option.Total.Option.AuxiliaryValue)
场内期权@Fix0Number(dailySummary.DailyPnl.Option.ExchangeEndPnl)@Fix0Number(dailySummary.DailyPnl.Option.Position.Exchange.BaseValue)@Fix0Number(dailySummary.DailyPnl.Option.Position.Exchange.AuxiliaryValue)@Fix0Number(dailySummary.DailyPnl.Option.Total.Exchange.BaseValue)@Fix0Number(dailySummary.DailyPnl.Option.Total.Exchange.AuxiliaryValue)
期权汇总@Fix0Number(dailySummary.DailyPnl.Option.EndPnl)@Fix0Number(dailySummary.DailyPnl.Option.Position.Summary.BaseValue)@Fix0Number(dailySummary.DailyPnl.Option.Position.Summary.AuxiliaryValue)@Fix0Number(dailySummary.DailyPnl.Option.Total.Summary.BaseValue)@Fix0Number(dailySummary.DailyPnl.Option.Total.Summary.AuxiliaryValue)
差异值@Fix0Number(dailySummary.DailyPnl.Option.Position.DiffValue)差异值@Fix0Number(dailySummary.DailyPnl.Option.Total.DiffValue)
期货避险@GetInput(dailySummary.DailyPnl.Future.EndPnl, "text", "onchange=\"CalcSum('#DailyPnlOption_EndPnl', '#DailyPnlFuture_EndPnl', '#DailyPnlSummary_EndPnl');\"")@GetInput(dailySummary.DailyPnl.Future.Pnl, "text", "onchange=\"CalcSum('#DailyPnlOptionPositionSummary_BaseValue', '#DailyPnlFuture_Pnl', '#DailyPnlSummaryOption_BaseValue');CalcSum('#DailyPnlOptionPositionSummary_AuxiliaryValue', '#DailyPnlFuture_Pnl', '#DailyPnlSummaryOption_AuxiliaryValue');\"")@GetInput(dailySummary.DailyPnl.Future.TotalPnl, "text", "onchange=\"CalcSum('#DailyPnlOptionTotalSummary_BaseValue', '#DailyPnlFuture_TotalPnl', '#DailyPnlSummaryTotal_BaseValue');CalcSum('#DailyPnlOptionTotalSummary_AuxiliaryValue', '#DailyPnlFuture_TotalPnl', '#DailyPnlSummaryTotal_AuxiliaryValue');\"")
合计@Fix0Number(dailySummary.DailyPnl.Summary.EndPnl)@Fix0Number(dailySummary.DailyPnl.Summary.Option.BaseValue)@Fix0Number(dailySummary.DailyPnl.Summary.Option.AuxiliaryValue) @Fix0Number(dailySummary.DailyPnl.Summary.Total.BaseValue) @Fix0Number(dailySummary.DailyPnl.Summary.Total.AuxiliaryValue)
风险概况 商品别 Delta限额 Delta金额 Gamma限额 Gamma金额
采用光子波动率 采用光证波动率 采用光子波动率 采用光证波动率
期权 场外期权@Fix0Number(dailySummary.DeltaCashLimit.LimitValue)@Fix0Number(dailySummary.DeltaCashLimit.Option.Option.BaseValue)@Fix0Number(dailySummary.DeltaCashLimit.Option.Option.AuxiliaryValue)@Fix0Number(dailySummary.GammaCashLimit.LimitValue)@Fix0Number(dailySummary.GammaCashLimit.Option.Option.BaseValue)@Fix0Number(dailySummary.GammaCashLimit.Option.Option.AuxiliaryValue)
场内期权@Fix0Number(dailySummary.DeltaCashLimit.Option.Exchange.BaseValue)@GetInput(dailySummary.DeltaCashLimit.Option.Exchange.AuxiliaryValue, "button", "onclick=\"$('#maskLayer').show()\" onchange=\"CalcAuxliary();CalcSub('#deltaCashExchange_BaseValue', '#deltaCashExchange_Auxiliary', '#daltaCashSummary_DiffValue');\"")@GetInput(dailySummary.GammaCashLimit.Option.Exchange.BaseValue, "text", "onchange=\"CalcSum('#gammaCashOption_Base', '#gammaCashExchange_BaseValue', '#gammaCashSummary_BaseValue');CalcSub('#gammaCashSummary_BaseValue', '#gammaCashSummary_Auxiliary', '#gammaCashSummary_DiffValue');CalcSum('#gammaCashSummary_BaseValue', '#gammaCashSummary_FutureValue', '#gammaCashSummary_OptionSummary');\"")@GetInput(dailySummary.GammaCashLimit.Option.Exchange.AuxiliaryValue, "text", "onchange=\"CalcSum('#gammaCashOption_Auxiliary', '#gammaCashExchange_Auxiliary', '#gammaCashSummary_Auxiliary');CalcSub('#gammaCashSummary_BaseValue', '#gammaCashSummary_Auxiliary', '#gammaCashSummary_DiffValue');CalcSum('#gammaCashSummary_Auxiliary', '#gammaCashSummary_FutureValue', '#gammaCashSummary_ExchangeSummary');\"")
期权汇总@Fix0Number(dailySummary.DeltaCashLimit.Option.Summary.BaseValue)@Fix0Number(dailySummary.DeltaCashLimit.Option.Summary.AuxiliaryValue)@Fix0Number(dailySummary.GammaCashLimit.Option.Summary.BaseValue)@Fix0Number(dailySummary.GammaCashLimit.Option.Summary.AuxiliaryValue)
差异值@Fix0Number(dailySummary.DeltaCashLimit.Option.DiffValue)差异值@Fix0Number(dailySummary.GammaCashLimit.Option.DiffValue)
期货避险 @Fix0Number(dailySummary.DeltaCashLimit.FutureValue) @GetInput(dailySummary.GammaCashLimit.FutureValue, "text", "onchange=\"CalcSum('#gammaCashSummary_BaseValue', '#gammaCashSummary_FutureValue', '#gammaCashSummary_OptionSummary');CalcSum('#gammaCashSummary_Auxiliary', '#gammaCashSummary_FutureValue', '#gammaCashSummary_ExchangeSummary');\"")
合计 @Fix0Number(dailySummary.DeltaCashLimit.Summary.BaseValue) @Fix0Number(dailySummary.DeltaCashLimit.Summary.AuxiliaryValue) @Fix0Number(dailySummary.GammaCashLimit.Summary.BaseValue) @Fix0Number(dailySummary.GammaCashLimit.Summary.AuxiliaryValue)