327 lines
18 KiB
JavaScript
327 lines
18 KiB
JavaScript
//otcformat禁止千分位分组
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window.otcformat.options.disableGrouping = true;
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const inputFormatSwapRate = Object.freeze({ precision: otcformat.trading.premiumRateP.precision, append: '%' });
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const inputFormatTradePrice = Object.freeze({ precision: otcformat.trading.tradePrice.precision, append: '' });
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const inputFormatTradeAmount = Object.freeze({ precision: otcformat.trading.notional.precision, append: '' });
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const inputFormatEqvNotional = Object.freeze({ precision: otcformat.trading.StockEqvNotional.precision, append: '', negative: true });
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const inputFormatDividend = Object.freeze({ precision: 2, append: '', negative: true });
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const inputFormatMarginRate = Object.freeze({ precision: otcformat.trading.marginRateP.precision, append: '%' });
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const inputFormatMarginRateNoPercent = Object.freeze({ precision: otcformat.trading.umpriceP.precision, append: '', percent: true });
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let ValueDate = model.ValueDate;
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const vue = new Vue({
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el: '#vueDiv',
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data: {
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deal: model,
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floatPosition: null,
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interestList: [],
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marginList: [],
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multiplier: 1,
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initPosiNetPrice: 0
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},
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computed: {
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maxUnwindDate() {
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return ValueDate;
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},
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minStartDate() {
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return this.deal.StartDate;
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}
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},
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created() {
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this.multiplier = this.deal.StructureType == '普通债券类收益互换' ? 100 : 1;
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this.initDeal();
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this.setValueDate();
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},
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methods: {
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getPriceScale() {
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return this.multiplier == 100 ? 0.01 : 1;
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},
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initDeal() {
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var positions = model.FlowEvents.filter((item) => {
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return item.UnderlyingCode;
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});
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this.floatPosition = positions[0];
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this.initPosiNetPrice = this.floatPosition.PosiNetPrice;
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// 互换标的价格固定为期初净价，与平仓不同不需要用户填写
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// 期初净价入库为相对价(如1.02)，需转换为界面百分比形态(102)，与平仓页保持一致
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this.floatPosition.TradingAmountAvg = this.initPosiNetPrice * this.multiplier;
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this.interestList = model.FlowEvents.filter((item) => {
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return item.InterestMode == 1 || item.InterestMode == 2 || item.InterestMode == 7 || item.InterestMode == 8 || item.InterestMode == 9;
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});
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this.marginList = model.FlowEvents.filter((item) => {
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return item.InterestMode == 5 || item.InterestMode == 6;
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});
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this.TradeStartDate = model.TradeStartDate;
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},
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IsBond(instType) {
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return tradeHelper.IsBond(instType);
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},
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priceFormat(price) {
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price = price * this.multiplier;
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var pricef = otcformat.trading.umprice(price);
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return pricef;
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},
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dataFormat() {
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this.deal.NotionalValue = otcformat.trading.StockEqvNotional(parseFloat(this.deal.NotionalValue));
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this.deal.PosiNotionalValue = otcformat.trading.StockEqvNotional(parseFloat(this.deal.PosiNotionalValue));
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this.deal.NotionalQty = otcformat.trading.notional(this.deal.NotionalQty);
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this.deal.PositionQty2 = otcformat.trading.notional(this.deal.PositionQty);
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this.floatPosition.Quantity = otcformat.trading.notional(this.floatPosition.Quantity);
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this.floatPosition.PositionQty = otcformat.trading.notional(this.floatPosition.PositionQty);
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this.deal.SwapCloseAmount = otcformat.trading.StockEqvNotional(this.deal.SwapCloseAmount);
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//this.floatPosition.PosiNetPrice = otcformat.trading.umprice(this.floatPosition.PosiNetPrice);
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//this.floatPosition.PosiGrossPrice = otcformat.trading.umprice(this.floatPosition.PosiGrossPrice);
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this.floatPosition.TradingFee = otcformat.trading.StockEqvNotional(this.floatPosition.TradingFee);
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this.floatPosition.DividendIn = parseFloat(this.floatPosition.DividendIn).toFixed(2);
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this.floatPosition.MarkClosePnl = otcformat.trading.StockEqvNotional(this.floatPosition.MarkClosePnl);
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this.interestList.forEach(x => {
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//x.Principal = otcformat.trading.StockEqvNotional(x.Principal);
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//x.Rate = otcformat.fixed6(x.Rate);
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x.InterestFee = otcformat.trading.StockEqvNotional(x.InterestFee);
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x.InterestAmount = otcformat.trading.StockEqvNotional(x.InterestAmount);
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x.InterestClosePnL = otcformat.trading.StockEqvNotional(x.InterestClosePnL);
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//x.InterestStartDate = x.InterestStartDate ? x.InterestStartDate.substr(0, 10) : "";
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//x.InterestEndDate = x.InterestEndDate ? x.InterestEndDate.substr(0, 10) : "";
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});
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this.marginList.forEach(x => {
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x.InterestFee = otcformat.trading.StockEqvNotional(x.InterestFee);
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x.InterestAmount = otcformat.trading.StockEqvNotional(x.InterestAmount);
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x.InterestClosePnL = otcformat.trading.StockEqvNotional(x.InterestClosePnL);
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});
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},
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setValueDate(e) {//修改平仓日期
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if (e) {
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this.deal.ValueDate = e;
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this.deal.UnwindDate = e;
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this.floatPosition.UnwindDate = e;
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}
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if (!isUseApproval) {
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this.getInterestList();
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} else {
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this.dataFormat();
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}
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},
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changeUnderlyingPrice() {//修改标的价格
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this.calcFloatClosePnl();
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},
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refreshUnderlyingPrice() {//刷新标的价格
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var thisObj = this;
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main.post("/underlying_manager/GetUnderlyingPriceByCode",
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{ code: thisObj.floatPosition.UnderlyingCode, valuedate: thisObj.deal.ValueDate })
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.done(function (res) {
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res.obj = res.obj * thisObj.multiplier;
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thisObj.floatPosition.TradingAmountAvg = otcformat.trading.tradeSinglePrice(res.obj);
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thisObj.calcFloatClosePnl();
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});
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},
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changeTradingFee() {//修改交易费用
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this.calcFloatClosePnl();
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},
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changeInterestAmount(item) {//修改利息金额
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let InterestFee = item.InterestFee == "" ? 0 : parseFloat(item.InterestFee);
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let interestRatio = item.InterestDirection == 1 ? 1 : -1;
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item.InterestClosePnL = otcformat.trading.StockEqvNotional(parseFloat(item.InterestAmount) * interestRatio + InterestFee * interestRatio);
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this.calcCloseAmount();
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},
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calcFloatClosePnl() {//计算浮动端平仓盈亏
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var thisObj = this;
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let floatRatio = thisObj.floatPosition.PayDirection == 1 ? 1 : -1;
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let TradingFee = thisObj.floatPosition.TradingFee == "" ? 0 : parseFloat(thisObj.floatPosition.TradingFee);
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let TradingFeePending = thisObj.floatPosition.TradingFeePending == "" ? 0 : parseFloat(thisObj.floatPosition.TradingFeePending);
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let DividendIn = thisObj.floatPosition.DividendIn == "" ? 0 : parseFloat(thisObj.floatPosition.DividendIn ?? 0);
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let scale = thisObj.getPriceScale();
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thisObj.floatPosition.MarkClosePnl = thisObj.deal.CloseNotionalValue * (thisObj.floatPosition.TradingAmountAvg * scale - thisObj.initPosiNetPrice) * floatRatio;
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thisObj.floatPosition.MarkClosePnl = thisObj.floatPosition.MarkClosePnl + TradingFee + TradingFeePending;//当日盯市不要计算分红
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thisObj.floatPosition.MarkClosePnl = otcformat.trading.StockEqvNotional(thisObj.floatPosition.MarkClosePnl);
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thisObj.calcCloseAmount();
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},
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//calcClosePnL() {//计算浮动端平仓盈亏
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// let pnl = parseFloat(this.floatPosition.ClosePnL) - parseFloat(this.floatPosition.TradingFee);
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// this.floatPosition.ClosePnL = otcformat.trading.StockEqvNotional(pnl);
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// this.calcCloseAmount();
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//},
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calcCloseAmount() {//计算平仓总额=浮动收取+利息收取-浮动支付-利息支付
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var floatRatio = this.floatPosition.PayDirection == 1 ? 1 : -1;
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var thisObj = this;
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let pnl = parseFloat(this.floatPosition.MarkClosePnl);
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let TradingFee = thisObj.floatPosition.TradingFee == "" ? 0 : parseFloat(thisObj.floatPosition.TradingFee);
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thisObj.deal.SwapCloseAmount = pnl;
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thisObj.deal.SwapRealizedPnL = pnl;
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thisObj.deal.SwapMarginRebatePnl = 0;
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thisObj.deal.SwapMarginAmount = 0;
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let scale = thisObj.getPriceScale();
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thisObj.floatPosition.TradingAmount = parseFloat(thisObj.floatPosition.TradingAmountAvg) * parseFloat(thisObj.deal.CloseNotionalValue) * scale;
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thisObj.floatPosition.CloseFee = TradingFee;
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if (thisObj.deal.CloseQty > 0) {
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thisObj.floatPosition.TradingAmountFeeAvg = parseFloat(thisObj.floatPosition.TradingAmountAvg) * scale + (TradingFee / thisObj.deal.CloseQty) * floatRatio;
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} else {
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thisObj.floatPosition.TradingAmountFeeAvg = parseFloat(thisObj.floatPosition.TradingAmountAvg) * scale;
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}
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this.interestList.forEach(x => {
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//let interestRatio = x.InterestDirection == 1 ? 1 : -1;
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let interestAmount = parseFloat(x.InterestClosePnL) ;
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thisObj.deal.SwapCloseAmount = parseFloat(thisObj.deal.SwapCloseAmount) + interestAmount;
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thisObj.deal.SwapRealizedPnL = parseFloat(thisObj.deal.SwapRealizedPnL) + interestAmount;
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});
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this.marginList.forEach(x => {
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let interestAmount = parseFloat(x.InterestClosePnL) ;
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thisObj.deal.SwapCloseAmount = parseFloat(thisObj.deal.SwapCloseAmount) + interestAmount;
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thisObj.deal.SwapMarginRebatePnl = parseFloat(thisObj.deal.SwapMarginRebatePnl) + interestAmount;
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thisObj.deal.SwapRealizedPnL = parseFloat(thisObj.deal.SwapRealizedPnL) + interestAmount;
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});
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thisObj.deal.SwapCloseAmount = otcformat.trading.StockEqvNotional(thisObj.deal.SwapCloseAmount);
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thisObj.deal.SwapRealizedPnL = otcformat.trading.StockEqvNotional(thisObj.deal.SwapRealizedPnL);
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thisObj.deal.SwapMarginRebatePnl = otcformat.trading.StockEqvNotional(thisObj.deal.SwapMarginRebatePnl);
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},
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getInterestList() {//根据平仓日期获取利息腿信息
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var thisObj = this;
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var postData = { ValueDate: thisObj.deal.ValueDate, unwindDate: thisObj.deal.UnwindDate, tradeId: thisObj.deal.SwapTradeId, closePercent: 1, eventType:3 }
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main.post("/swaptrade2/GetUnwindInterestList", postData, { async: true }).done(function (resp) {
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thisObj.interestList = resp.obj.filter((item) => {
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return item.InterestMode == 1 || item.InterestMode == 2 || item.InterestMode == 7 || item.InterestMode == 8 || item.InterestMode == 9;
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});
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thisObj.marginList = resp.obj.filter((item) => {
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return item.InterestMode == 5 || item.InterestMode == 6;
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});
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thisObj.calcCloseAmount();
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thisObj.dataFormat();
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thisObj.getDivindIn();
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});
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},
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getDivindIn() {
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var thisObj = this;
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let ratio = this.floatPosition.PositionType == 1 ? 1 : -1;
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let floatRatio = this.floatPosition.PayDirection == 1 ? 1 : -1;
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var postData = { startDate: thisObj.TradeStartDate, endDate: thisObj.deal.UnwindDate, underlyingCode: thisObj.floatPosition.UnderlyingCode, tradeId: thisObj.deal.SwapTradeId, unwindDate: thisObj.deal.UnwindDate }
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main.post("/BondPayment/GetBondPayMentInterest", postData, { async: false }).done(function (resp) {
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let totalDividend = parseFloat(thisObj.deal.PositionQty) * resp.obj.totalInterest * ratio * floatRatio;
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let consumedDividend = Math.abs(parseFloat(resp.obj.consumedDividend ?? 0));
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// 互换是全量消费，consumedDividend>0 表示分红已被当天互换消费，归0
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thisObj.floatPosition.DividendIn = Math.abs(consumedDividend) > 0 ? parseFloat((totalDividend - consumedDividend).toFixed(2)) : parseFloat(totalDividend.toFixed(2));
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thisObj.floatPosition.DividendPending = 0;
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thisObj.calcFloatClosePnl();
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thisObj.dataFormat();
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});
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},
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incomeTrade() {//互换
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var thisObj = this;
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if (main.isEmpty(thisObj.deal.ValueDate)) {
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main.message("请输入平仓日期");
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return;
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}
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let reqObj = _.cloneDeep(thisObj.deal);
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let marginCloneList = _.cloneDeep(thisObj.marginList);
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reqObj.FlowEvents = _.cloneDeep(thisObj.interestList);
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marginCloneList.forEach((item) => {
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reqObj.FlowEvents.push(item);
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})
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thisObj.floatPosition.EventDate = thisObj.deal.ValueDate;
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let floatPosition = _.cloneDeep(thisObj.floatPosition);
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floatPosition.Quantity = 0;
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floatPosition.TradingAmountAvg = floatPosition.TradingAmountAvg * thisObj.getPriceScale();
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reqObj.FlowEvents.push(floatPosition);
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var postData = { unwindData: reqObj };
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var msg = "确认提交收益结算？";
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var postUrl = "/swaptrade2/SwapIncomeJson";
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if (g_isShowReCheckClose) {
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msg = "确认提交收益结算审核？";
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postUrl = "/swaptrade2/ApplyUnwind";
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postData.eventType = 3;//互换3，平仓2
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}
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main.confirm(msg,
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function () {
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//重新计算百分比
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var thisObj2 = thisObj;
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main.post(postUrl, postData).done(function (res) {
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if (res.success) {
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thisObj2.closetrade_cashWindow();
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}
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else {
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try {
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thisObj2.closetrade_cashWindow();
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} catch (e) {
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}
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}
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});
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});
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},
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getSumbitText: function () {
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return g_isShowReCheckClose ? "审核提交" : "保存";
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},
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submitApproval(status) {
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var pop = '';
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if (status === 'pass') {
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pop = "确认通过审批？";
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}
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if (status === 'reject') {
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pop = "确认拒绝？";
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}
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let thisObj = this;
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var confirmFunc = function (additionalProcessing) {
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var pData = { tradeId: thisObj.deal.SwapTradeId, status: status, text: "" };
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if (!main.isEmpty(additionalProcessing)) {
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pData.additionalProcessing = additionalProcessing;
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}
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var thisObj2 = thisObj;
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main.post("/processtradelog/UpdateTradeProcessLog", pData).done(
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function (data) {
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if (data.obj && data.obj.proccessType == "AdditionalProcessing") {
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if (data.obj.type == "LackOfMoney") {
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var htmlContent = `<div style="padding:10px">${data.obj.message}</div>`;
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var lackMoneyConfirmLayer = main.open2("提示",
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htmlContent,
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{
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area: ["430px", "175px"],
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btn: ['交易特批', '取消'],
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yes: function (index, layero) {
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var layerIndex = lackMoneyConfirmLayer;
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main.confirm("客户资金或授信不足，强制成交会导致本机构产生风险！要继续审批通过？", function () {
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layer.close(layerIndex);
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confirmFunc("LackOfMoney");
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});
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},
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cancel: function (index, layero) {
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if (window.parent && window.parent.reloadtrade) {
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thisObj2.closetrade_cashWindow();
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}
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(parent || window).layer.closeAll();
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}
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});
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}
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return;
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}
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(parent || window).main.message(data.msg);
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try { thisObj2.closetrade_cashWindow(); }
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catch (e) { }
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if (parent) {
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parent.layer.closeAll();
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}
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});
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}
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main.confirm(pop, confirmFunc);
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},
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closetrade_cashWindow: function () {
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layer.closeMe('reloadData');
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},
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closeCurrentWindow: function () {
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try {
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if (window.parent && window.parent.reload) window.parent.reload();
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} catch (e) {
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}
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try {
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var layer = window.parent.layer;
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layer.close(layer.getFrameIndex(window.name));
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} catch (e) {
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}
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}
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},
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components: {
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'vue-datepicker': FastVue.vueDatePicker(),
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'vue-number-input': FastVue.vueNumberInput(),
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}
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});
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$(function () {
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$("#baseTable").width($("#floatTable").width());
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});
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