418 lines
12 KiB
C#
418 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 System.Text;
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using System.Threading.Tasks;
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using System.ComponentModel;
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using System.ComponentModel.DataAnnotations.Schema;
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using YLErp.Helpers;
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using Newtonsoft.Json;
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using YLErp.Models;
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namespace YLErp.DBModels
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{
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[Table("swap_flow_event")]
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public class swap_flow_event: DBModelBaseV2
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{
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/// <summary>
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/// 事件日期
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/// </summary>
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[DisplayName("事件日期")]
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[DataChange]
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public DateTime EventDate { get; set; }
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/// <summary>
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/// 互换交易id
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/// </summary>
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[DisplayName("互换交易id")]
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[DataChange]
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public int SwapTradeId { get; set; }
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/// <summary>
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/// 互换交易编码
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/// </summary>
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[DisplayName("互换交易编码")]
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[DataChange]
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public string SwapTradeNo { get; set; }
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/// <summary>
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/// 持仓编码
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/// </summary>
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[NotMapped]
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public string SwapPositionIdPadding
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{
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get
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{
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return PositionId.ToString().PadLeft(8, '0');
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}
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}
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/// <summary>
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/// 平仓事件 1：开仓，2：平仓,3：互换，4：自动互换
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/// </summary>
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[DisplayName("平仓事件")]
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[DataChange]
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public int EventType { get; set; }
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[NotMapped]
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public string EventTypeStr
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{
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get
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{
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switch (EventType)
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{
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case 1:return "开仓";
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case 2: return "平仓";
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case 3: return "互换";
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case 4: return "自动互换";
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default:return "";
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}
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}
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}
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/// <summary>
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/// 事件原因
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/// </summary>
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[DisplayName("事件原因")]
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[DataChange]
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public string EventReason { get; set; }
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/// <summary>
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/// 浮动端收支方向 1：收取，2：支付
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/// </summary>
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[DisplayName("浮动端收支方向")]
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[DataChange]
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public int PayDirection { get; set; }
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[NotMapped]
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public string PayDirectionStr
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{
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get
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{
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if (PayDirection == 1)
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{
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return "收取";
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}
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else if (PayDirection == 2)
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{
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return "支付";
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}
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else return "";
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}
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}
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/// <summary>
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/// 浮动端多空方向 1：多，2：空
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/// </summary>
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[DisplayName("浮动端多空方向")]
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[DataChange]
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public int PositionType { get; set; }
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[NotMapped]
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public string PositionTypeStr
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{
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get
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{
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if (PositionType == 1)
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{
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return "B";
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}
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else if (PositionType == 2)
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{
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return "S";
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}
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else return "";
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}
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}
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/// <summary>
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/// 标的代码
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/// </summary>
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[DisplayName("标的代码")]
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[DataChange]
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public string UnderlyingCode { get; set; }
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/// <summary>
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/// 到期日
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/// </summary>
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[DisplayName("到期日")]
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[DataChange]
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public DateTime? MatuirityDate { get; set; }
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/// <summary>
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/// 成交数量
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/// </summary>
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[DisplayName("成交数量")]
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[DataChange]
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public decimal Quantity { get; set; }
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/// <summary>
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/// 剩余持仓数量
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/// </summary>
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public decimal? PositionQty { get; set; }
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/// <summary>
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/// 乘积因子
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/// </summary>
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[DisplayName("乘积因子")]
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[DataChange]
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public decimal CountRatio { get; set; }
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/// <summary>
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/// 合约乘数
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/// </summary>
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[DisplayName("合约乘数")]
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[DataChange]
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public decimal ContractSize { get; set; }
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/// <summary>
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/// 期初标的价格
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/// </summary>
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[NotMapped]
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public decimal PosiNetPrice { get; set; }
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/// <summary>
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/// 期初标的价格不含费
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/// </summary>
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[NotMapped]
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public decimal PosiGrossPrice { get; set; }
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/// <summary>
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/// 成交金额
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/// </summary>
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[DisplayName("成交金额")]
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[DataChange]
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public decimal TradingAmount { get; set; }
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/// <summary>
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/// 成交均价
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/// </summary>
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[DisplayName("成交均价")]
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[DataChange]
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public decimal TradingAmountAvg { get; set; }
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/// <summary>
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/// 含费均价
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/// </summary>
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[DisplayName("含费均价")]
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[DataChange]
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public decimal TradingAmountFeeAvg { get; set; }
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/// <summary>
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/// 交易费用佣金
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/// </summary>
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[DisplayName("交易费用佣金")]
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[DataChange]
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public decimal TradingFee { get; set; }
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/// <summary>
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/// 待结算后付交易费用佣金
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/// </summary>
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[DisplayName("待结算后付交易费用佣金")]
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[DataChange]
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public decimal TradingFeePending { get; set; }
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/// <summary>
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/// 待结算分红收益
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/// </summary>
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[DisplayName("待结算分红收益")]
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[DataChange]
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public decimal DividendPending { get; set; }
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/// <summary>
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/// 浮动端平仓盈亏·盯市
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/// </summary>
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[DisplayName("浮动端平仓盈亏·盯市")]
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[DataChange]
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public decimal MarkClosePnl { get; set; }
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/// <summary>
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/// 浮动端平仓盈亏·分红
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/// </summary>
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[DisplayName("浮动端平仓盈亏·分红")]
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[DataChange]
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public decimal DividendIn { get; set; }
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/// <summary>
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/// 浮动端平仓盈亏·费用
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/// </summary>
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[DisplayName("浮动端平仓盈亏·费用")]
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[DataChange]
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public decimal CloseFee { get; set; }
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/// <summary>
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/// 平仓前 交易佣金+后付费用
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/// </summary>
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[NotMapped]
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public decimal BeforeCloseFee { get; set; }
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/// <summary>
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/// 基础费率（仅前端展示，不存库）
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/// </summary>
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[NotMapped]
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public decimal PosiTradingFeeUnit { get; set; }
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/// <summary>
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/// 基础费率模式 0=百分比 1=单位数量（仅前端展示，不存库）
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/// </summary>
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[NotMapped]
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public int PosiFeeType { get; set; }
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/// <summary>
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/// 持仓腿id
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/// </summary>
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[DisplayName("持仓腿id")]
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[DataChange]
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public long PositionId { get; set; }
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/// <summary>
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/// 数据状态 0：废弃，1：等待流水开平仓完成，100：完成
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/// </summary>
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[DisplayName("数据状态")]
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[DataChange]
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public int DataState { get; set; }
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/// <summary>
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/// 资金记录id
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/// </summary>
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[DisplayName("资金记录id")]
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[DataChange]
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public int ClientCashId { get; set; }
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/// <summary>
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/// 利息端收支方向
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/// </summary>
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[DisplayName("收支方向")]
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[DataChange]
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public int InterestDirection { get; set; }
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[NotMapped]
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public string InterestDirectionStr
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{
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get
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{
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if (InterestDirection == 1)
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{
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return "收取";
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}
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else if (InterestDirection == 2)
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{
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return "支付";
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}
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else return "";
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}
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}
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/// <summary>
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/// 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
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/// </summary>
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[DisplayName("计息方式")]
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[DataChange]
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public int InterestMode { get; set; }
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/// <summary>
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/// 标的资产类型
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/// </summary>
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public string UnderlyingInstrumentType { get; set; }
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[NotMapped]
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public string InterestModeStr
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{
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get
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{
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if (InterestMode==0)
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{
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return string.Empty;
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}
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return ((InterestModeEnum)InterestMode).ToString();
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}
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}
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/// <summary>
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/// 利息端计息基准
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/// </summary>
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[DisplayName("计息基准")]
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[DataChange]
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public decimal InterestPrincipal { get; set; }
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/// <summary>
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/// 利息端计息利率
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/// </summary>
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[DisplayName("计息利率")]
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[DataChange]
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public decimal InterestRate { get; set; }
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/// <summary>
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/// 互换间隔
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/// </summary>
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[DisplayName("互换间隔")]
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[DataChange]
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public string InterestSwapInterval { get; set; }
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/// <summary>
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/// 利息端利息金额
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/// </summary>
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[DisplayName("利息金额")]
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[DataChange]
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public decimal InterestAmount { get; set; }
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/// <summary>
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/// 当日新计利息
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/// </summary>
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[NotMapped]
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public decimal TdInterestAmount { get; set; }
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/// <summary>
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/// 利息端计息费用
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/// </summary>
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[DisplayName("计息费用")]
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[DataChange]
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public decimal InterestFee { get; set; }
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/// <summary>
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/// 利息端利息端平仓盈亏
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/// </summary>
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[DisplayName("利息端平仓盈亏")]
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[DataChange]
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public decimal InterestClosePnL { get; set; }
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public long? EventId { get; set; }
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public int? ClientId { get; set; }
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public decimal? FloatRate { get; set; }
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/// <summary>
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/// 支付日
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/// </summary>
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public DateTime? PayDate { get; set; }
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/// <summary>
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/// 成交净价含费
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/// </summary>
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public decimal? TradingAmountNetFeeAvg { get; set; }
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/// <summary>
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/// 成交净价不含费
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/// </summary>
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public decimal? TradingAmountNetAvg { get; set; }
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public DateTime? UnwindDate { get; set; }
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/// <summary>
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/// 操作记录
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/// </summary>
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public string OptLog { get; set; }
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/// <summary>
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/// 互换观察日集合
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/// </summary>
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[NotMapped]
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public List<IntervalModel> SwapIntervalList
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{
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get
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{
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if (string.IsNullOrEmpty(InterestSwapInterval))
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{
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return new List<IntervalModel>();
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}
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return JsonConvert.DeserializeObject<List<IntervalModel>>(InterestSwapInterval);
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}
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}
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/// <summary>
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/// 浮动端平仓盈亏
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/// </summary>
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[NotMapped]
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public decimal FloatPnlSum
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{
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get
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{
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return MarkClosePnl + TradingFee + TradingFeePending + DividendIn;
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}
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}
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/// <summary>
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/// 成交收益率
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/// </summary>
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[NotMapped]
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public decimal? InitYtm { get; set; }
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/// <summary>
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/// 期末标的结算收益率（EQD-6953 平仓）。普通债券类收益互换平仓时由债券计算器按
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/// 期末标的交割全价反算（估值日=平仓日 ValueDate），允许手工覆盖。
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/// 命名遵循《互换价格字段命名规范决策文档》时点维度：平仓/了结用 Exit（勿用 End/Close/Final）。
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/// [NotMapped]：不落 swap_flow_event 表列；仅随 UnwindData 序列化进 swap_event.EventData JSON，
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/// 由平仓待复核回显(GetSwapEvent)与结算确认书 Excel(TradeSettleBillGenerator) 消费。
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/// ⚠️ 存储口径为【展示态百分数】(如 6.3721 表示 6.3721%)，与同页期末交割全价(展示态)一致，
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/// 区别于录入页 trade.InitYtm 的存储态小数(0.063721)——两者载体不同、互不干扰，勿"顺手统一"。
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/// 精度：确认书导出固定 4 位小数不去零(ToString("0.0000"))；本字段保留 4 位(四舍五入)。
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/// </summary>
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[NotMapped]
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public decimal? ExitYtm { get; set; }
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}
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}
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