zszq-trs/YLErpDAL/Modules/CalculationModule/CommissionCalcHelper.cs

using YLErp.DBModels.Enums;

namespace YLErp.Modules.CalculationModule
{
    /// <summary>
    /// 场内交易手续费计算帮助类
    /// </summary>
    public static class CommissionCalcHelper
    {
        /// <summary>
        /// 计算某交易日某合约商品期货交易的手续费，
        /// 因为手续费计算涉及到是否为平当日开仓，因此需要将当日的交易合并计算才准确
        /// </summary>
        public static Dictionary<int, double> GetCommissionForTrade(underlying_manager underlying, IEnumerable<ExchangeTrade> trades)
        {
            var CommissionDict = new Dictionary<int, double>();
            if (underlying == null)
            {
                return CommissionDict;
            }
            var variety = DataCacheProvider.GetVarietyDataSource().GetData(underlying.UnderlyingTypeId);
            return GetCommissionForFutureTrades(variety, trades);
        }

        /// <summary>
        /// 计算某交易日某合约商品期货交易的手续费，
        /// 因为手续费计算涉及到是否为平当日开仓，因此需要将当日的交易合并计算才准确
        /// </summary>
        public static Dictionary<int, double> GetCommissionForFutureTrades(Variety variety, IEnumerable<ExchangeTrade> trades)
        {
            var CommissionDict = new Dictionary<int, double>();

            if (variety == null)
            {
                return CommissionDict;
            }

            var todayOpenVolume = trades.Where(x => x.CommissionType == CommissionType.系统计算 && x.TradeSide.IndexOf("开仓") > 0).Sum(y => y.Notional);

            foreach (var trade in trades)
            {
                if (trade.CommissionType == CommissionType.不收取)
                {
                    continue;
                }

                if (trade.CommissionType == CommissionType.手动录入)
                {
                    CommissionDict[trade.id] = trade.Commission;
                    continue;
                }

                //老数据还是自动去算。
                if (trade.TradeSide.IndexOf("开仓") > 0)
                {
                    CommissionDict[trade.id] = GetRegularCommissionForFutureTrade(variety, trade.UnderlyingCode, trade.Notional, trade.TradeSinglePrice);
                }
                else
                {
                    if (trade.Notional <= todayOpenVolume)
                    {
                        CommissionDict[trade.id] = GetCloseTodayCommissionForFutrueTrade(variety, trade.UnderlyingCode, trade.Notional, trade.TradeSinglePrice);
                        todayOpenVolume -= trade.Notional;
                    }
                    else
                    {
                        CommissionDict[trade.id] = GetCloseTodayCommissionForFutrueTrade(variety, trade.UnderlyingCode, todayOpenVolume, trade.TradeSinglePrice)
                            + GetRegularCommissionForFutureTrade(variety, trade.UnderlyingCode, trade.Notional - todayOpenVolume, trade.TradeSinglePrice);
                    }
                }
            }

            return CommissionDict;
        }

        /// <summary>
        /// 计算通常的商品期货交易手续费
        /// </summary>
        private static double GetRegularCommissionForFutureTrade(Variety variety, string underlyingCode, double notional, double price)
        {
            //如果有平今仓手续费合约规则
            if (!string.IsNullOrWhiteSpace(variety.CloseTodayContractRule))
            {
                var contractMonthList = variety.CloseTodayContractRule.Split(new char[] { ',' }).Select(x => Int32.Parse(x));
                if (contractMonthList.Contains(int.Parse(underlyingCode.Substring(underlyingCode.Length - 2))))
                {
                    return variety.CloseTodayCommissionType == ConsCommissionType.Ratio
                        ? (variety.CloseTodayCommission ?? 0.0) * notional * price
                        : (variety.CloseTodayCommission ?? 0.0) * (int)(notional / variety.TradeUnitValue ?? 1.0);
                }
                else
                {
                    return variety.CommissionType == ConsCommissionType.Ratio
                    ? (variety.Commission ?? 0.0) * notional * price
                    : (variety.Commission ?? 0.0) * (int)(notional / variety.TradeUnitValue ?? 1.0);
                }
            }
            else
            {
                return variety.CommissionType == ConsCommissionType.Ratio
                    ? (variety.Commission ?? 0.0) * notional * price
                    : (variety.Commission ?? 0.0) * (int)(notional / variety.TradeUnitValue ?? 1.0);
            }
        }

        /// <summary>
        /// 计算场内期权交易的手续费，
        /// </summary>
        public static Dictionary<int, double> GetCommissionForOptionTrade(IEnumerable<ExchangeTrade> trades)
        {
            var CommissionDict = new Dictionary<int, double>();

            var umProvider = DataCacheProvider.GetUnderlyingDataSource();

            foreach (var trade in trades)
            {
                if (trade.CommissionType == CommissionType.不收取)
                {
                    CommissionDict[trade.id] = 0;
                    continue;
                }

                if (trade.CommissionType == CommissionType.手动录入)
                {
                    CommissionDict[trade.id] = trade.Commission;
                    continue;
                }

                var um = umProvider.GetData(trade.UnderlyingId);
                if (um == null)
                {
                    continue;
                }
                var variety = DataCacheProvider.GetVarietyDataSource().GetData(um.UnderlyingTypeId);
                if (variety == null)
                {
                    continue;
                }

                CommissionDict[trade.id] = GetRegularCommissionForOptionTrade(variety, trade.Notional, trade.TradeSinglePrice);
            }
            return CommissionDict;
        }

        /// <summary>
        /// 计算通常的场内期权交易手续费
        /// </summary>
        public static double GetRegularCommissionForOptionTrade(Variety variety, double notional, double price)
        {
            return variety.TradedOptionCommissionType == ConsCommissionType.Ratio
                ? (variety.TradedOptionCommission ?? 0.0) * notional * price
                : (variety.TradedOptionCommission ?? 0.0) * (int)(notional / variety.TradeUnitValue ?? 1.0);
        }

        /// <summary>
        /// 计算通常的场内期权交易手续费
        /// </summary>
        public static double GetRegularCommissionForOptionTrade(Variety variety, double notional, double price,double contractSize)
        {
            if (contractSize == 0)
            {
                contractSize = variety.TradeUnitValue ?? 1.0;
            }
            return variety.TradedOptionCommissionType == ConsCommissionType.Ratio
                ? (variety.TradedOptionCommission ?? 0.0) * notional * price
                : (variety.TradedOptionCommission ?? 0.0) * (notional / contractSize);
        }

        /// <summary>
        /// 计算平今仓的商品期货期权手续费
        /// </summary>
        private static double GetCloseTodayCommissionForFutrueTrade(Variety variety, string underlyingCode, double notional, double price)
        {
            //平今仓手续费类型缺失，或者为“正常”，则按正常手续费计算
            if (string.IsNullOrWhiteSpace(variety.CloseTodayCommissionType)
                || variety.CloseTodayCommissionType == ConsCommissionType.Regular)
            {
                return GetRegularCommissionForFutureTrade(variety, underlyingCode, notional, price);
            }
            else
            {
                //如果有平今仓手续费合约规则
                if (!string.IsNullOrWhiteSpace(variety.CloseTodayContractRule))
                {
                    var contractMonthList = variety.CloseTodayContractRule.Split(new char[] { ',' }).Select(x => Int32.Parse(x));
                    if (contractMonthList.Contains(Int32.Parse(underlyingCode.Substring(underlyingCode.Length - 2))))
                    {
                        return variety.CloseTodayCommissionType == ConsCommissionType.Ratio
                            ? (variety.CloseTodayCommission ?? 0.0) * notional * price
                            : (variety.CloseTodayCommission ?? 0.0) * (int)(notional / variety.TradeUnitValue ?? 1.0);
                    }
                    else
                    {
                        return GetRegularCommissionForFutureTrade(variety, underlyingCode, notional, price);
                    }
                }
                else //没有平今仓手续费合约规则，则统一按平今仓手续费类型计算
                {
                    return variety.CloseTodayCommissionType == ConsCommissionType.Ratio
                        ? (variety.CloseTodayCommission ?? 0.0) * notional * price
                        : (variety.CloseTodayCommission ?? 0.0) * (int)(notional / variety.TradeUnitValue ?? 1.0);
                }
            }
        }
    }
}