65 lines
1.6 KiB
C#
65 lines
1.6 KiB
C#
using System.ComponentModel.DataAnnotations.Schema;
|
|
|
|
namespace YLErp.DBModels
|
|
{
|
|
[Table("trade_volatility")]
|
|
public class TradeVolatility : TradeExtendBase, IDataTraceV2, IClonable<TradeVolatility>
|
|
{
|
|
/// <summary>
|
|
/// 持仓波动率
|
|
/// </summary>
|
|
[DisplayName("持仓波动率")]
|
|
public double? TradePositionVolatility { get; set; }
|
|
|
|
/// <summary>
|
|
/// 目标波动率
|
|
/// </summary>
|
|
[DisplayName("目标波动率")]
|
|
public double? TradeCloseVolatility { get; set; }
|
|
|
|
/// <summary>
|
|
/// 平滑天数
|
|
/// </summary>
|
|
[DisplayName("平滑天数")]
|
|
public int? NumOfSmoothingDays { get; set; }
|
|
|
|
/// <summary>
|
|
/// 操作系统日
|
|
/// </summary>
|
|
[DisplayName("操作系统日")]
|
|
public DateTime ValueDate { get; set; }
|
|
|
|
/// <summary>
|
|
/// 是否是新增交易时添加的波动率记录
|
|
/// </summary>
|
|
public bool IsFromTradeAdd { get; set; }
|
|
|
|
public TradeVolatility Clone()
|
|
{
|
|
return (TradeVolatility)MemberwiseClone();
|
|
}
|
|
|
|
/// <summary>
|
|
/// 使用样例:OtcOptionTradingVolProvider
|
|
/// </summary>
|
|
public string GetDataTraceKeyId()
|
|
{
|
|
return TradeId.ToString();
|
|
}
|
|
|
|
public string GetDataTraceKeyInfo()
|
|
{
|
|
return "交易波动率";
|
|
}
|
|
}
|
|
|
|
[NotMapped]
|
|
public class TradeVolatilityDto : TradeVolatility
|
|
{
|
|
/// <summary>
|
|
/// 交易编号
|
|
/// </summary>
|
|
public string TradeNumber { get; set; }
|
|
}
|
|
}
|