zszq-trs/Framework/YLErp.Core/DBModels/SwapFlowEvent.cs

using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using System.ComponentModel;
using System.ComponentModel.DataAnnotations.Schema;
using YLErp.Helpers;
using Newtonsoft.Json;
using YLErp.Models;

namespace YLErp.DBModels
{
    [Table("swap_flow_event")]
    public class swap_flow_event: DBModelBaseV2
    {
        /// <summary>
        /// 事件日期
        /// </summary>
        [DisplayName("事件日期")]
        [DataChange]
        public DateTime EventDate { get; set; }
        /// <summary>
        /// 互换交易id
        /// </summary>
        [DisplayName("互换交易id")]
        [DataChange]
        public int SwapTradeId { get; set; }
        /// <summary>
        /// 互换交易编码
        /// </summary>
        [DisplayName("互换交易编码")]
        [DataChange]
        public string SwapTradeNo { get; set; }
        /// <summary>
        /// 持仓编码
        /// </summary>
        [NotMapped]
        public string SwapPositionIdPadding
        {
            get
            {
                return PositionId.ToString().PadLeft(8, '0');
            }
        }
        /// <summary>
        /// 平仓事件 1：开仓，2：平仓,3：互换，4：自动互换
        /// </summary>
        [DisplayName("平仓事件")]
        [DataChange]
        public int EventType { get; set; }
        [NotMapped]
        public string EventTypeStr
        {
            get
            {
                switch (EventType)
                {
                    case 1:return "开仓";
                    case 2: return "平仓";
                    case 3: return "互换";
                    case 4: return "自动互换";
                    default:return "";
                }
            }
        }
        /// <summary>
        /// 事件原因
        /// </summary>
        [DisplayName("事件原因")]
        [DataChange]
        public string EventReason { get; set; }
        /// <summary>
        /// 浮动端收支方向 1：收取，2：支付
        /// </summary>
        [DisplayName("浮动端收支方向")]
        [DataChange]
        public int PayDirection { get; set; }

        [NotMapped]
        public string PayDirectionStr
        {
            get
            {
                if (PayDirection == 1)
                {
                    return "收取";
                }
                else if (PayDirection == 2)
                {
                    return "支付";
                }
                else return "";
            }
        }
        /// <summary>
        /// 浮动端多空方向 1：多，2：空
        /// </summary>
        [DisplayName("浮动端多空方向")]
        [DataChange]
        public int PositionType { get; set; }
        [NotMapped]
        public string PositionTypeStr
        {
            get
            {
                if (PositionType == 1)
                {
                    return "B";
                }
                else if (PositionType == 2)
                {
                    return "S";
                }
                else return "";
            }
        }
        /// <summary>
        /// 标的代码
        /// </summary>
        [DisplayName("标的代码")]
        [DataChange]

        public string UnderlyingCode { get; set; }
        /// <summary>
        /// 到期日
        /// </summary>
        [DisplayName("到期日")]
        [DataChange]
        public DateTime? MatuirityDate { get; set; }

        /// <summary>
        /// 成交数量
        /// </summary>
        [DisplayName("成交数量")]
        [DataChange]
        public decimal Quantity { get; set; }

        /// <summary>
        /// 剩余持仓数量
        /// </summary>
        public decimal? PositionQty { get; set; }
        /// <summary>
        /// 乘积因子
        /// </summary>
        [DisplayName("乘积因子")]
        [DataChange]
        public decimal CountRatio { get; set; }
        /// <summary>
        /// 合约乘数
        /// </summary>
        [DisplayName("合约乘数")]
        [DataChange]
        public decimal ContractSize { get; set; }

        /// <summary>
        /// 期初标的价格
        /// </summary>
        [NotMapped]
        public decimal PosiNetPrice { get; set; }

        /// <summary>
        /// 期初标的价格不含费
        /// </summary>
        [NotMapped]
        public decimal PosiGrossPrice { get; set; }
        /// <summary>
        /// 成交金额
        /// </summary>
        [DisplayName("成交金额")]
        [DataChange]
        public decimal TradingAmount { get; set; }

        /// <summary>
        /// 成交均价
        /// </summary>
        [DisplayName("成交均价")]
        [DataChange]
        public decimal TradingAmountAvg { get; set; }
        /// <summary>
        /// 含费均价
        /// </summary>
        [DisplayName("含费均价")]
        [DataChange]
        public decimal TradingAmountFeeAvg { get; set; }
        /// <summary>
        /// 交易费用佣金
        /// </summary>
        [DisplayName("交易费用佣金")]
        [DataChange]
        public decimal TradingFee { get; set; }
        /// <summary>
        /// 待结算后付交易费用佣金
        /// </summary>
        [DisplayName("待结算后付交易费用佣金")]
        [DataChange]
        public decimal TradingFeePending { get; set; }

        /// <summary>
        /// 待结算分红收益
        /// </summary>
        [DisplayName("待结算分红收益")]
        [DataChange]
        public decimal DividendPending { get; set; }

        /// <summary>
        /// 浮动端平仓盈亏·盯市
        /// </summary>
        [DisplayName("浮动端平仓盈亏·盯市")]
        [DataChange]
        public decimal MarkClosePnl { get; set; }
        /// <summary>
        /// 浮动端平仓盈亏·分红
        /// </summary>
        [DisplayName("浮动端平仓盈亏·分红")]
        [DataChange]
        public decimal DividendIn { get; set; }
        /// <summary>
        /// 浮动端平仓盈亏·费用
        /// </summary>
        [DisplayName("浮动端平仓盈亏·费用")]
        [DataChange]
        public decimal CloseFee { get; set; }

        /// <summary>
        /// 平仓前 交易佣金+后付费用
        /// </summary>
        [NotMapped]
        public decimal BeforeCloseFee { get; set; }
        /// <summary>
        /// 基础费率（仅前端展示，不存库）
        /// </summary>
        [NotMapped]
        public decimal PosiTradingFeeUnit { get; set; }
        /// <summary>
        /// 基础费率模式 0=百分比 1=单位数量（仅前端展示，不存库）
        /// </summary>
        [NotMapped]
        public int PosiFeeType { get; set; }
        /// <summary>
        /// 持仓腿id 
        /// </summary>
        [DisplayName("持仓腿id")]
        [DataChange]
        public long PositionId { get; set; }

        /// <summary>
        /// 数据状态  0：废弃，1：等待流水开平仓完成，100：完成
        /// </summary>
        [DisplayName("数据状态")]
        [DataChange]
        public int DataState { get; set; }
        /// <summary>
        /// 资金记录id
        /// </summary>
        [DisplayName("资金记录id")]
        [DataChange]
        public int ClientCashId { get; set; }

        /// <summary>
        /// 利息端收支方向
        /// </summary>
        [DisplayName("收支方向")]
        [DataChange]
        public int InterestDirection { get; set; }
        [NotMapped]
        public string InterestDirectionStr
        {
            get
            {
                if (InterestDirection == 1)
                {
                    return "收取";
                }
                else if (InterestDirection == 2)
                {
                    return "支付";
                }
                else return "";
            }
        }
        /// <summary>
        /// 计息方式	1：固定值，2：合约名义本金规模，5：初始预付金，6：追加预付金，9：标的期初全价
        /// </summary>
        [DisplayName("计息方式")]
        [DataChange]
        public int InterestMode { get; set; }
        /// <summary>
        /// 标的资产类型
        /// </summary>
        public string UnderlyingInstrumentType { get; set; }
        [NotMapped]
        public string InterestModeStr
        {
            get
            {
                if (InterestMode==0)
                {
                    return string.Empty;
                }
                return ((InterestModeEnum)InterestMode).ToString();
            }
        }
        /// <summary>
        /// 利息端计息基准
        /// </summary>
        [DisplayName("计息基准")]
        [DataChange]
        public decimal InterestPrincipal { get; set; }
        /// <summary>
        /// 利息端计息利率
        /// </summary>
        [DisplayName("计息利率")]
        [DataChange]
        public decimal InterestRate { get; set; }
        /// <summary>
        /// 互换间隔
        /// </summary>
        [DisplayName("互换间隔")]
        [DataChange]
        public string InterestSwapInterval { get; set; }
        /// <summary>
        /// 利息端利息金额
        /// </summary>
        [DisplayName("利息金额")]
        [DataChange]
        public decimal InterestAmount { get; set; }

        /// <summary>
        /// 当日新计利息
        /// </summary>
        [NotMapped]
        public decimal TdInterestAmount { get; set; }
        /// <summary>
        /// 利息端计息费用
        /// </summary>
        [DisplayName("计息费用")]
        [DataChange]
        public decimal InterestFee { get; set; }
        /// <summary>
        /// 利息端利息端平仓盈亏
        /// </summary>
        [DisplayName("利息端平仓盈亏")]
        [DataChange]
        public decimal InterestClosePnL { get; set; }

        public long? EventId { get; set; }
        public int? ClientId { get; set; }
        public decimal? FloatRate { get; set; }

        /// <summary>
        /// 支付日
        /// </summary>
        public DateTime? PayDate { get; set; }
        /// <summary>
        /// 成交净价含费
        /// </summary>
        public decimal? TradingAmountNetFeeAvg { get; set; }
        /// <summary>
        /// 成交净价不含费
        /// </summary>
        public decimal? TradingAmountNetAvg { get; set; }

        public DateTime? UnwindDate { get; set; }
        /// <summary>
        /// 操作记录
        /// </summary>
        public string OptLog { get; set; }
        /// <summary>
        /// 互换观察日集合
        /// </summary>
        [NotMapped]
        public List<IntervalModel> SwapIntervalList
        {
            get
            {
                if (string.IsNullOrEmpty(InterestSwapInterval))
                {
                    return new List<IntervalModel>();
                }

                return JsonConvert.DeserializeObject<List<IntervalModel>>(InterestSwapInterval);
            }
        }
        /// <summary>
        /// 浮动端平仓盈亏
        /// </summary>

        [NotMapped]
        public decimal FloatPnlSum
        {
            get
            {
                return MarkClosePnl + TradingFee + TradingFeePending + DividendIn;
            }
        }
        /// <summary>
        /// 成交收益率
        /// </summary>
        [NotMapped]
        public decimal? InitYtm { get; set; }

    }
}