zszq-trs/Framework/YLErp.Core/DBModels/EodTradePosition.cs

using System.ComponentModel.DataAnnotations;
using System.ComponentModel.DataAnnotations.Schema;

namespace YLErp.DBModels
{
    [Table("eod_trade_position")]
    public class eod_trade_position : EodTradePosition
    {

    }

    [Table("eod_trade_position_hedgevol")]
    public class eod_trade_position_hedgevol : EodTradePosition
    {

    }

    [Table("eod_trade_position_extend")]
    public class eod_trade_position_extend : EodTradePosition
    {

    }

    [Table("eod_trade_position_extend_s")]
    public class eod_trade_position_extend_s : EodTradePosition
    {

    }

    [Table("eod_trade_position_openvol")]
    public class eod_trade_position_openvol : EodTradePosition
    {

    }

    [Table("eod_trade_position_s")]
    public class eod_trade_position_s : EodTradePosition
    {

    }

    [Table("eod_trade_position_hedgevol_s")]
    public class eod_trade_position_hedgevol_s : EodTradePosition
    {

    }

    [Table("eod_trade_position_openvol_s")]
    public class eod_trade_position_openvol_s : EodTradePosition
    {

    }

    public class TradePositionBase : DBModelWithOperator
    {
        private double _cost;

        /// <summary>
        /// 记录估值日期
        /// </summary>
        public DateTime ValueDate { get; set; }

        /// <summary>
        /// 对冲唯一编码
        /// </summary>
        public string HedgeUniqueCode { get; set; }

        /// <summary>
        /// 场内期权合约编号
        /// </summary>
        public string ExchangeOptionCode { get; set; }

        /// <summary>
        /// 交易类型
        /// </summary>
        [Required]
        public string TradeType { get; set; }

        /// <summary>
        /// 持仓类型
        /// </summary>
        public string PositionType { get; set; }

        /// <summary>
        /// 簿记账户信息Id
        /// </summary>
        [Required]
        public int BookId { get; set; }

        /// <summary>
        /// 标的代码Id
        /// </summary>
        public int UnderlyingId { get; set; }

        /// <summary>
        /// 标的代码
        /// </summary>
        // 与数据库结构不一致，先注释掉 [Required]
        public string UnderlyingCode { get; set; }

        /// <summary>
        /// 交易类型(买入、卖出、多头开仓、多头平仓、空头开仓、空头平仓)
        /// </summary>
        public string BuySell { get; set; }

        /// <summary>
        /// 持仓数量
        /// </summary>
        public double Amount { get; set; }

        /// <summary>
        /// 持仓成本
        /// </summary>
        public double Cost { get => _cost; set => _cost = NumberHelper.Normalize(value); }

        /// <summary>
        /// 手续费
        /// </summary>
        public double Commission { get; set; }
    }

    public class EodTradePosition : TradePositionBase
    {
        /// <summary>
        /// 客户ID
        /// </summary>
        public int ClientId { get; set; }

        /// <summary>
        /// 交易信息
        /// </summary>
        public int TradeId { get; set; }

        /// <summary>
        /// 昨日价值
        /// </summary>
        public double LastPv { get; set; }

        /// <summary>
        /// Pv
        /// </summary>
        public double Pv { get; set; }

        /// <summary>
        /// 四舍五入处理后的持仓市值
        /// </summary>
        public double RoundedPv { get; set; }

        /// <summary>
        /// 当日盈亏
        /// </summary>
        public double DailyPnL { get; set; }

        /// <summary>
        /// 持仓盈亏
        /// </summary>
        public double PositionPnL { get; set; }

        /// <summary>
        /// 平仓盈亏
        /// </summary>
        public double ClosedPnL { get; set; }

        /// <summary>
        /// 实现盈亏
        /// </summary>
        [NotMapped]
        public double RealizedPnL { get => ClosedPnL; set => ClosedPnL = value; }

        /// <summary>
        /// 四舍五入处理后的持仓盈亏
        /// </summary>
        public double RoundedPositionPnL { get; set; }

        /// <summary>
        /// 总盈亏
        /// </summary>
        [DisplayName("总盈亏")]
        public double TotalPnL { get; set; }

        /// <summary>
        /// 预付金
        /// </summary>
        public double Margin { get; set; }

        /// <summary>
        /// 持仓实现金额（目前指持仓时的票息和互换金额）
        /// </summary>
        [DisplayName("持仓实现盈亏")]
        public double PositionRelizedAmount { get; set; }

        /// <summary>
        /// 主交易ID(准备使用eodtrade表)
        /// </summary>
        public int ParentTradeId { get; set; }

        /// <summary>
        /// 期权结构类型(准备使用eodtrade表)
        /// </summary>
        public string StructureType { get; set; }

        /// <summary>
        /// 标的价格
        /// </summary>
        public double? UnderlyingPrice { get; set; }

        /// <summary>
        /// 收益互换初始预付金
        /// </summary>
        [DisplayName("收益互换初始预付金")]
        public double SwapInitMargin { get; set; }

        /// <summary>
        /// 收益互换交易盈亏
        /// </summary>
        [DisplayName("收益互换交易盈亏")]
        public double SwapWinLoss { get; set; }

        /// <summary>
        /// 收益互换预付金容忍金额
        /// </summary>
        [DisplayName("收益互换预付金容忍金额")]
        public double SwapUnMargin { get; set; }

        public override string ToString()
        {
            return $"tradeid:{TradeId}--{UnderlyingCode}--bookid:{BookId}--clientid:{ClientId}";
        }

        public EodTradePosition Clone()
        {
            return (EodTradePosition)MemberwiseClone();
        }
    }

    public class EodTradePositionAndRisk
    {
        public EodTradePositionAndRisk(EodTradePosition position, EodTradeRisk risk)
        {
            Risk = risk;

            Position = position ?? throw new ArgumentNullException(nameof(position));
        }

        public EodTradePosition Position { get; }

        public EodTradeRisk Risk { get;  }
    }
}