210 lines
12 KiB
C#
210 lines
12 KiB
C#
//using System;
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//using System.Collections.Generic;
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//using System.Linq;
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//using YLErp.Configuration;
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//using YLErp.DBModels;
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//using YLErp.Model;
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//namespace YLErp.BLL.MarginCalculationBak
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//{
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// /// <summary>
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// ///
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// /// </summary>
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// public static class MarginDefault
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// {
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// /// <summary>
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// /// 计算日终保证金
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// /// </summary>
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// /// <param name="userId"></param>
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// /// <param name="userName"></param>
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// /// <param name="tradeList"></param>
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// /// <param name="settleDate"></param>
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// /// <param name="priceDict">如需要根据不同客户配置选取价格，应传null</param>
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// /// <param name="hasOptionInfo"></param>
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// /// <param name="isEodSettle"></param>
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// /// <param name="forSingleTrade"></param>
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// /// <param name="volType"></param>
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// /// <param name="forOtherSide"></param>
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// /// <returns></returns>
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// public static List<trade_span> RunMarginCalculation(int userId, string userName, List<trade> tradeList, DateTime settleDate, Dictionary<int, double> priceDict, bool hasOptionInfo = false, bool isEodSettle = false, bool forSingleTrade = true, string volType = "交易", bool forOtherSide = false)
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// {
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// switch (PS.Config.Company)
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// {
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// case CompanyEnum.国泰君安:
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// case CompanyEnum.上期资本:
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// case CompanyEnum.中财资本:
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// return GTJAMarginCalculation.Instance.RunMarginCalculation(userId, userName, tradeList, settleDate, priceDict, hasOptionInfo, isEodSettle, forSingleTrade, volType, forOtherSide);
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// case CompanyEnum.光大光子:
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// return GDGZMarginCalculation.Instance.RunMarginCalculation(userId, userName, tradeList, settleDate, priceDict, hasOptionInfo, isEodSettle, forSingleTrade, volType, forOtherSide);
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// case CompanyEnum.渤海:
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// case CompanyEnum.安粮:
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// return BHRSMarginCalculation.Instance.RunMarginCalculation(userId, userName, tradeList, settleDate, priceDict, hasOptionInfo, isEodSettle, forSingleTrade, volType, forOtherSide);
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// case CompanyEnum.申万:
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// return SYWGMarginCalculation.Instance.RunMarginCalculation(userId, userName, tradeList, settleDate, priceDict, hasOptionInfo, isEodSettle, forSingleTrade, volType, forOtherSide);
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// case CompanyEnum.格林大华:
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// return UniversalMarginCalculation.Instance.RunMarginCalculation(userId, userName, tradeList, settleDate, priceDict, hasOptionInfo, isEodSettle, forSingleTrade, volType, forOtherSide);
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// case CompanyEnum.方顿:
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// return FDMarginCalculation.Instance.RunMarginCalculation(userId, userName, tradeList, settleDate, priceDict, hasOptionInfo, isEodSettle, forSingleTrade, volType, forOtherSide);
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// case CompanyEnum.茂川资本:
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// return MaoChuanMarginCalculation.Instance.RunMarginCalculation(userId, userName, tradeList, settleDate, priceDict, hasOptionInfo, isEodSettle, forSingleTrade, volType, forOtherSide);
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// case CompanyEnum.宏源:
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// return HongYuanMarginCalculation.Instance.RunMarginCalculation(userId, userName, tradeList, settleDate, priceDict, hasOptionInfo, isEodSettle, forSingleTrade, volType, forOtherSide);
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// case CompanyEnum.伴兴:
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// return BXMarginCalculation.Instance.RunMarginCalculation(userId, userName, tradeList, settleDate, priceDict, hasOptionInfo, isEodSettle, forSingleTrade, volType, forOtherSide);
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// case CompanyEnum.海通:
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// return HaiTongMarginCalculation.Instance.RunMarginCalculation(userId, userName, tradeList, settleDate, priceDict, hasOptionInfo, isEodSettle, forSingleTrade, volType, forOtherSide);
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// case CompanyEnum.瑞达:
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// return RDMarginCalculation.Instance.RunMarginCalculation(userId, userName, tradeList, settleDate, priceDict, hasOptionInfo, isEodSettle, forSingleTrade, volType, forOtherSide);
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// default:
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// return GTJAMarginCalculation.Instance.RunMarginCalculation(userId, userName, tradeList, settleDate, priceDict, hasOptionInfo, isEodSettle, forSingleTrade, volType, forOtherSide);
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// }
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// }
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// public static bool CalcClientMargin(int userId, string userName, DateTime settleDate, List<trade_span> tradeSpans, List<trade_span> tradeSpansOtherSide, int SpanType = 0, List<int> RefreshClientIds = null, Dictionary<int, double> clientAdditionalMarginDic = null)
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// {
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// switch (PS.Config.Company)
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// {
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// case CompanyEnum.国泰君安:
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// return GTJAMarginCalculation.Instance.CalcClientMargin(userId, userName, settleDate, tradeSpans, tradeSpansOtherSide, SpanType, RefreshClientIds, false);
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// case CompanyEnum.光大光子:
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// return GDGZMarginCalculation.Instance.CalcClientMargin(userId, userName, settleDate, tradeSpans, tradeSpansOtherSide, SpanType, RefreshClientIds, false);
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// case CompanyEnum.渤海:
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// return BHRSMarginCalculation.Instance.CalcClientMargin(userId, userName, settleDate, tradeSpans, tradeSpansOtherSide, SpanType, RefreshClientIds, false);
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// case CompanyEnum.安粮:
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// return BHRSMarginCalculation.Instance.CalcClientMargin(userId, userName, settleDate, tradeSpans, tradeSpansOtherSide, SpanType, RefreshClientIds, false, clientAdditionalMarginDic);
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// case CompanyEnum.申万:
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// return SYWGMarginCalculation.Instance.CalcClientMargin(userId, userName, settleDate, tradeSpans, tradeSpansOtherSide, SpanType, RefreshClientIds, !PS.Config.ErpElement.TwoSideMargin);
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// case CompanyEnum.格林大华:
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// return UniversalMarginCalculation.Instance.CalcClientMargin(userId, userName, settleDate, tradeSpans, tradeSpansOtherSide, SpanType, RefreshClientIds, !PS.Config.ErpElement.TwoSideMargin);
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// case CompanyEnum.伴兴:
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// return BXMarginCalculation.Instance.CalcClientMargin(userId, userName, settleDate, tradeSpans, tradeSpansOtherSide, SpanType, RefreshClientIds, false);
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// case CompanyEnum.海通:
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// return HaiTongMarginCalculation.Instance.CalcClientMargin(userId, userName, settleDate, tradeSpans, tradeSpansOtherSide, SpanType, RefreshClientIds, false);
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// case CompanyEnum.瑞达:
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// return RDMarginCalculation.Instance.CalcClientMargin(userId, userName, settleDate, tradeSpans, tradeSpansOtherSide, SpanType, RefreshClientIds, false);
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// default:
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// return GTJAMarginCalculation.Instance.CalcClientMargin(userId, userName, settleDate, tradeSpans, tradeSpansOtherSide, SpanType, RefreshClientIds, false);
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// }
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// }
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// public static bool isMarginCalcNeedSpecial()
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// {
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// switch (YLErp.PS.Config.Company)
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// {
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// case CompanyEnum.渤海:
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// case CompanyEnum.安粮:
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// return BHRSMarginCalculation.Instance.MarginCalcNeedSpecial;
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// case CompanyEnum.国泰君安:
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// case CompanyEnum.申万:
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// case CompanyEnum.格林大华:
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// default:
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// return SYWGMarginCalculation.Instance.MarginCalcNeedSpecial;
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// }
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// }
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// public static double? GetInitialMarginRatio(trade trade)
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// {
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// switch (PS.Config.Company)
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// {
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// case CompanyEnum.方顿:
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// return FDMarginCalculation.Instance.GetInitialMarginRatio(trade);
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// default:
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// return 0;
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// }
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// }
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// public static double? GetPositionMarginRatio(trade trade)
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// {
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// switch (PS.Config.Company)
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// {
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// case CompanyEnum.方顿:
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// return FDMarginCalculation.Instance.GetPositionMarginRatio(trade);
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// default:
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// return 0;
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// }
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// }
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// public static double GetInitialMargin(trade trade, bool hasOptionInfo = false)
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// {
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// if (trade is null)
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// {
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// return 0;
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// }
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// switch (PS.Config.Company)
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// {
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// case CompanyEnum.方顿:
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// return FDMarginCalculation.Instance.GetInitialMargin(trade);
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// case CompanyEnum.光大光子:
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// return GDGZMarginCalculation.Instance.GetInitialMargin(trade);
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// default:
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// return GetTradeMargin(trade, (trade.SpotPrice ?? 0), true, hasOptionInfo);
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// }
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// }
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// /// <summary>
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// /// isInitialMargin为true: 为初始保证金
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// /// isInitialMargin为false: 为实时保证金
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// /// </summary>
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// public static double GetTradeMargin(trade trade, double price, bool isInitialMargin = false, bool hasOptionInfo = false)
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// {
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// if (trade.TradeType == "结构化交易")
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// {
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// var option = StructureOption_Code.StructureOptions.FirstOrDefault(o => o.Name == trade.StructureType || o.CnName == trade.StructureType);
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// //自由组合时不在变更StructureType字段值，保持原有结构化交易的内容;
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// if (option != null)
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// { trade.StructureType = option.CnName; }
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// }
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// double? tempInitialMargin = null;
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// if (!isInitialMargin && trade.CalcFlag == 1)
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// {
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// tempInitialMargin = trade.InitialMargin;
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// trade.InitialMargin = null;
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// }
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// try
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// {
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// switch (PS.Config.Company)
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// {
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// case CompanyEnum.国泰君安:
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// case CompanyEnum.上期资本:
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// case CompanyEnum.光大光子:
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// return GTJAMarginCalculation.Instance.GetTradeMargin(trade, price, isInitialMargin, hasOptionInfo);
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// case CompanyEnum.渤海:
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// return BHRSMarginCalculation.Instance.GetTradeMargin(trade, price, isInitialMargin, hasOptionInfo);
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// case CompanyEnum.安粮:
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// return BHRSMarginCalculation.Instance.GetTradeMargin(trade, price, isInitialMargin, hasOptionInfo);
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// case CompanyEnum.申万:
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// return SYWGMarginCalculation.Instance.GetTradeMargin(trade, price, isInitialMargin, hasOptionInfo);
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// case CompanyEnum.格林大华:
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// return UniversalMarginCalculation.Instance.GetTradeMargin(trade, price, isInitialMargin, hasOptionInfo);
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// case CompanyEnum.茂川资本:
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// return MaoChuanMarginCalculation.Instance.GetTradeMargin(trade, price, isInitialMargin, hasOptionInfo);
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// case CompanyEnum.宏源:
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// return HongYuanMarginCalculation.Instance.GetTradeMargin(trade, price, isInitialMargin, hasOptionInfo);
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// case CompanyEnum.伴兴:
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// return BXMarginCalculation.Instance.GetTradeMargin(trade, price, isInitialMargin, hasOptionInfo);
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// case CompanyEnum.海通:
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// return HaiTongMarginCalculation.Instance.GetTradeMargin(trade, price, isInitialMargin, hasOptionInfo);
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// case CompanyEnum.瑞达:
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// return RDMarginCalculation.Instance.GetTradeMargin(trade, price, isInitialMargin, hasOptionInfo);
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// default:
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// return GTJAMarginCalculation.Instance.GetTradeMargin(trade, price, isInitialMargin, hasOptionInfo);
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// }
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// }
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// finally
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// {
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// if (isInitialMargin && trade.CalcFlag == 1 && trade.InitialMargin == null)
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// {
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// trade.InitialMargin = tempInitialMargin;
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// }
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// }
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// }
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// }
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// public class MarginResult
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// {
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// public trade trade;
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// public double Margin;
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// }
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//}
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