zszq-trs/YLErpDAL/Modules/ReportModule/SettlementReportModule/EodPositionReportModel.cs

using YLErp.DBModels.Helpers;
using YLErp.Model;

namespace YLErp.Modules.ReportModule
{
    /// <summary>
    /// 日终持仓报告模型
    /// </summary>
    public class EodPositionReportModel : EodPositionModelBase
    {
        public int CountRatio => DataCacheProvider.GetUnderlyingDataSource().GetCountRatio(trade.UnderlyingCode);

        public string ExerciseModeCn => trade?.ExerciseModeCn;

        public double UnderlyingPriceValue => (UnderlyingPrice ?? 0).OtcFormatValue(OtcFormatFlag.umprice);

        public double ExercisePrice => (trade?.Strike ?? 0).OtcFormatValue(OtcFormatFlag.umprice);

        public string TradeDate => trade != null && trade.TradeDate != null ? trade.TradeDate.Value.ToString("yyyy-MM-dd") : "";

        public string ExerciseDate => trade != null && trade.ExerciseDate != null ? trade.ExerciseDate.Value.ToString("yyyy-MM-dd") : "";

        public string SettlementDate => trade != null && trade.SettlementDate != null ? trade.SettlementDate.Value.ToString("yyyy-MM-dd") : "";

        public string Notional => (trade?.Notional ?? 0).OtcFormatNotional();

        public string EnhancedPrice => trade.MetaDic.ContainsKey("增强价格") ? trade.MetaDic["增强价格"] : "";
        public double TradeAmount => OtcFormatExtensions.OtcFormatValue(PS.Config.IsUseDisplayNotional ? trade.TradeAmount * CountRatio: trade.TradeAmount, OtcFormatFlag.notional);

        public double TradeAmountV
        {
            get
            {
                if (trade != null)
                {
                    var CountRatio = DataCacheProvider.GetUnderlyingDataSource().GetCountRatio(trade.UnderlyingCode);
                    if (trade.TradeType == "累计期权")
                    {
                        return trade.TradeAmount / CountRatio;
                    }
                    var annRate = trade.ParticipationRate * trade.AnnualizeFactor;
                    var amount = trade.TradeAmount / (annRate ?? 1) / CountRatio;
                    return PS.Config.IsUseDisplayNotional ? amount * CountRatio : amount;
                }
                else
                {
                    return 0;
                }
            }
        }

        public double TradePrice
        {
            get
            {
                if (trade == null)
                {
                    return 0;
                }

                double result;
                if (trade.TradeType != "远期")
                {
                    result = (trade.TradePrice == null ? 0 : trade.TradePrice.Value) * ("卖出".Equals(trade.BuySell) ? -1 : 1);
                }
                else
                {
                    result = (trade.TradePrice == null ? 0 : trade.TradePrice.Value) * (-1);//持仓明细导出
                }
                return double.Parse(result.OtcFormatMoney(grouping: false));
            }
        }

        public string CurrentPriceString
        {
            get
            {
                if (trade != null)
                {
                    if (trade.IsUsePremiumRate == true)
                    {
                        var premiumRate = TradeHelper.GetPremiumRateByTradePrice(PvDouble, trade.StockEqvNotional, trade.ParticipationRate
                            , PS.Config.ErpElement.IsPVIncludePrincipal ? trade.PrincipalSum() : 0, trade.AnnualizeFactor, trade.BuySell, trade.TradeType, false);
                        return premiumRate.OtcFormat(OtcFormatFlag.premiumRateP);
                    }
                    else
                    {
                        if (trade.TradeType == "远期")
                        {
                            return (trade.Notional > 0 ? (PvDouble ?? 0) / trade.Notional : 0).OtcFormat(OtcFormatFlag.tradeSinglePrice);
                        }
                        else
                        {
                            var singlePrice = TradeHelper.GetTradeSinglePriceByTradePrice(PvDouble, trade.Notional
                                , PS.Config.ErpElement.IsPVIncludePrincipal ? trade.PrincipalSum() : 0, trade.BuySell, trade.TradeType, false);
                            return singlePrice.OtcFormat(OtcFormatFlag.tradeSinglePrice);
                        }
                    }
                }
                return "0";
            }
        }

        public string Pv { get; set; }

        public string Pnl { get; set; }

        public double? PvDouble { get; set; }

        public double? PnlDouble { get; set; }

        public double StockEqvNotional => trade != null ? trade.StockEqvNotional : 0;

        public double OriginalStockEqvNotional => trade != null ? trade.OriginalStockEqvNotionalV2 ?? (Math.Abs((trade.SpotPrice ?? 0) * (trade.OriginalNotional ?? 0))) : 0;

        public double InitialSpotPrice => trade != null ? trade.SpotPrice ?? 0 : 0;

        public double Strike => trade != null ? ((trade.IsMoneynessOptionData ? trade.Strike * trade.SpotPrice : trade.Strike) ?? 0) : 0;

        public string StrikeString => Strike.OtcFormatUmPrice();

        public double TradeSinglePrice => trade != null ? trade.TradeSinglePrice == null ? 0 : trade.TradeSinglePrice.Value : 0;

        public string TradeSinglePriceString
        {
            get
            {
                if (trade == null)
                {
                    return "0";
                }
                else if (trade.IsUsePremiumRate == true)
                {
                    return (trade.PremiumRate ?? 0).OtcFormat(OtcFormatFlag.premiumRateP);
                }
                else
                {
                    return (trade.TradeSinglePrice ?? 0).OtcFormat(OtcFormatFlag.tradeSinglePrice);
                }
            }
        }

        public string TradeMultipleType
        {
            get
            {
                return trade?.TradeMultipleType;
            }
        }

        public double TradeOriginalAmount
        {
            get
            {
                if (trade != null && trade.OriginalNotional.HasValue)
                {
                    var CountRatio = DataCacheProvider.GetUnderlyingDataSource().GetCountRatio(trade.UnderlyingCode);
                    var amount = trade.OriginalNotional.Value / CountRatio;
                    return OtcFormatExtensions.OtcFormatValue(PS.Config.IsUseDisplayNotional ? amount * CountRatio : amount, OtcFormatFlag.notional);

                }
                else
                {
                    return 0;
                }
            }
        }

        public double TradeOriginalAmountV
        {
            get
            {
                if (trade != null && trade.OriginalNotional.HasValue)
                {
                    double amount = 0;
                    var CountRatio = DataCacheProvider.GetUnderlyingDataSource().GetCountRatio(trade.UnderlyingCode);
                    if (trade.TradeType == "累计期权")
                    {
                        amount = trade.OriginalNotional.Value / CountRatio;
                    }
                    if (trade.SpotPrice.HasValue)
                    {
                        amount = trade.OriginalStockEqvNotional.Value / trade.SpotPrice.Value / CountRatio;
                    }
                    var annRate = trade.ParticipationRate * trade.AnnualizeFactor;
                    amount = trade.OriginalNotional.Value / (annRate ?? 1) / CountRatio; 
                    
                    return PS.Config.IsUseDisplayNotional ? amount * CountRatio : amount;
                }
                else
                {
                    return 0;
                }
            }
        }

        /// <summary>
        /// 年化系数
        /// </summary>
        public string AnnualizeFactor { get; set; }

        public string ParticipationRate { get; set; }

        public string PrincipalRate { get; set; }

        public string NoRiskRate { get; set; }

        /// <summary>
        /// 持仓波动率数值
        /// </summary>
        public double VolValue { get; set; }

        /// <summary>
        /// 持仓波动率
        /// </summary>
        public string Vol { get; set; }

        /// <summary>
        /// 开仓波动率数值
        /// </summary>
        public double TradeOpenVolatilityValue { get; set; }

        /// <summary>
        /// 开仓波动率
        /// </summary>
        public string TradeOpenVolatility { get; set; }

        public string DeltaOriginal { get; set; }

        public double DeltaOriginalValue => NumberHelper.ToDouble(DeltaOriginal);

        public string DeltaCashOriginal
        { get; set; }

        public string Delta { get; set; }

        public double DeltaValue => NumberHelper.ToDouble(Delta);

        public string GammaOriginal { get; set; }

        public double GammaOriginalValue => NumberHelper.ToDouble(GammaOriginal);

        public string Gamma { get; set; }

        public double GammaValue => NumberHelper.ToDouble(Gamma);

        public string GammaCashOriginal
        { get; set; }

        public string Theta { get; set; }

        public double ThetaValue => NumberHelper.ToDouble(Theta);

        public string Vega { get; set; }

        public double VegaValue => NumberHelper.ToDouble(Vega);

        public string Rho { get; set; }

        public double RhoValue => NumberHelper.ToDouble(Rho);

        /// <summary>
        /// 完整的标的代码：代码+点号+市场代码
        /// </summary>
        public string UnderlyingCodeFull =>
            string.IsNullOrEmpty(UnderlyingCode) || string.IsNullOrEmpty(MarketCode) ? UnderlyingCode : UnderlyingCode + "." + MarketCode;

        /// <summary>
        /// 结算标识（0：正常结算，1：延期结算）
        /// </summary>
        public int SettlementFlag { get; set; }

        public string SettlementFlagStr
        {
            get
            {
                return SettlementFlag == 1 ? "是" : "否";
            }
        }


        /// <summary>
        /// 宏源 A/B团队
        /// </summary>
        public string UserGroup { get; set; }

        public string UserGroupStr
        {
            get
            {
                if (!string.IsNullOrWhiteSpace(UserGroup) && PS.Config.Is宏源)
                {
                    return UserGroup == "A" ? "A团队" : "B团队";
                }
                else
                {
                    return null;
                }
            }
        }
    }
}