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

using System.ComponentModel.DataAnnotations.Schema;
using YLErp.DBModels.Enums;

namespace YLErp.DBModels
{
    /// <summary>
    /// 场内交易
    /// </summary>
    [Table("exchange_trade")]
    public class ExchangeTrade : DBModelWithOperator, IDataTraceV2
    {
        /// <summary>
        /// 成交日期
        /// </summary>
        public DateTime TradeDate { get; set; }

        /// <summary>
        /// 交易编号
        /// </summary>
        public string TradeNumber { get; set; }

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

        /// <summary>
        /// 标的代码
        /// </summary>
        public string UnderlyingCode { get; set; }

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

        /// <summary>
        /// 买卖方向
        /// </summary>
        public string TradeSide { get; set; }

        /// <summary>
        /// 交易单份
        /// </summary>
        public double TradeSinglePrice { get; set; }

        /// <summary>
        /// 交易份额(手数*合约乘数)
        /// 比如鸡蛋合约乘数是10,则1手为10份
        /// </summary>
        public double Notional { get; set; }

        /// <summary>
        /// 交易数量(手数*合约乘数/乘积因子)
        /// 比如鸡蛋合约乘数是10,但交易单位为500kg每手,则1手为5吨的数量
        /// </summary>
        public double TradeAmount { get; set; }

        /// <summary>
        /// 交易手数
        /// </summary>
        public double TradeLots { get; set; }

        /// <summary>
        /// 簿记账户
        /// </summary>
        public int AssetBookId { get; set; }

        /// <summary>
        /// 交易员
        /// </summary>
        public int TraderId { get; set; }

        /// <summary>
        /// 交易员
        /// </summary>
        public string TraderName { get; set; }

        /// <summary>
        /// 标的资产类型
        /// </summary>
        public string InstrumentType { get; set; }

        /// <summary>
        /// 对冲账户
        /// </summary>
        public int ExchangeAccountId { get; set; }

        /// <summary>
        /// 对冲账户
        /// </summary>
        public string ExchangeAccountCode { get; set; }

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

        /// <summary>
        /// 手续费计算方式
        /// </summary>
        public CommissionType CommissionType { get; set; }

        /// <summary>
        /// 标的或场内期权到期日
        /// </summary>
        public DateTime? MaturityDate { get; set; }

        /// <summary>
        /// 期权代码
        /// </summary>
        public string OptionCode { get; set; }

        /// <summary>
        /// 看涨看跌
        /// </summary>
        public string OptionType { get; set; }

        /// <summary>
        /// 行权价
        /// </summary>
        public double? OptionStrike { get; set; }

        /// <summary>
        /// 行权方式
        /// </summary>
        public string ExerciseMode { get; set; }

        /// <summary>
        /// 是否有效
        /// </summary>
        public bool IsValid { get; set; } = true;

        /// <summary>
        /// 交易来源
        /// </summary>
        public string TradeSource { get; set; }

        /// <summary>
        /// 备注
        /// </summary>
        public string Comments { get; set; }

        /// <summary>
        /// 创建时间
        /// </summary>
        public DateTime CreateTime { get; set; }

        public override string ToString()
        {
            return $"{id},{UnderlyingCode},{TradeType}";
        }

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

        public string GetDataTraceKeyId()
        {
            return id.ToString();
        }

        public string GetDataTraceKeyInfo()
        {
            return $"场内交易:{TradeDate:yyyyMMdd}{OptionCode.TrimToNull() ?? UnderlyingCode}";
        }
    }

    /// <summary>
    /// 标的交易Dto
    /// </summary>
    [NotMapped]
    public class ExchangeTradeDto : ExchangeTrade
    {
        /// <summary>
        /// 簿记账户名称
        /// </summary>
        public string AssetBookName { get; set; }

        /// <summary>
        /// 标的代码
        /// </summary>
        public string UnderlyingName { get; set; }

        public int CountRatio { get; set; }


        public decimal SheetAmount
        {
            get
            {
                if (ConsTrade.BondTypeList.Contains(TradeType))
                {
                    return ((decimal)this.TradeAmount / 100);
                }
                return (decimal)this.TradeAmount;
            }
        }

        public decimal TradeSinglePriceForBond
        {
            get
            {
                if (ConsTrade.BondTypeList.Contains(TradeType))
                {
                    return ((decimal)this.TradeSinglePrice * 100);
                }
                return (decimal)this.TradeSinglePrice;
            }
        }
    }

    /// <summary>
    /// 标的交易持仓记录Dto
    /// </summary>
    [NotMapped]
    public class ExchangeTradePositionDto : DBModelBase
    {
        //需要展示的字段
        public int BookId { get; set; }

        public string TradeType { get; set; }

        public DateTime ValueDate { get; set; }

        public string UnderlyingCode { get; set; }

        public string UnderlyingName { get; set; }

        public string OptionCode { get; set; }

        public string AssetBookName { get; set; }

        //持仓手数，数量，名义本金，标的报价
        public double Position { get; set; }

        public double PositionCount { get; set; }

        public string PositionType { get; set; }

        public double PositionCost { get; set; }

        public string UnderlyingPrice { get; set; }

        public int CountRatio { get; set; }


        public double SheetAmount
        {
            get
            {
                if (ConsTrade.BondTypeList.Contains(TradeType))
                {
                    return PositionCount / 100;
                }
                return PositionCount;
            }
        }

    }
}