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

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

namespace YLErp.DBModels
{
    [Table("synthetic_underlying")]
    public class SyntheticUnderlying : DBModelWithOperator, IClonable<SyntheticUnderlying>
    {
        /// <summary>
        /// 名称
        /// </summary>
        [DisplayName("名称"), Required]
        public string Name { set; get; }

        /// <summary>
        /// 标的信息1
        /// </summary>
        [DisplayName("标的信息1")]
        public int? UnderlyingId1 { set; get; }

        /// <summary>
        /// 标的信息2
        /// </summary>
        [DisplayName("标的信息2")]
        public int? UnderlyingId2 { set; get; }

        /// <summary>
        /// 标的信息3
        /// </summary>
        [DisplayName("标的信息3")]
        public int? UnderlyingId3 { set; get; }

        /// <summary>
        /// 标的信息4
        /// </summary>
        [DisplayName("标的信息4")]
        public int? UnderlyingId4 { set; get; }

        /// <summary>
        /// 标的代码1
        /// </summary>
        [DisplayName("标的代码1")]
        public string UnderlyingCode1 { set; get; }

        /// <summary>
        /// 标的代码3
        /// </summary>
        [DisplayName("标的代码3")]
        public string UnderlyingCode2 { set; get; }

        /// <summary>
        /// 标的代码1
        /// </summary>
        [DisplayName("标的代码1")]
        public string UnderlyingCode3 { set; get; }

        /// <summary>
        /// 标的代码4
        /// </summary>
        [DisplayName("标的代码4")]
        public string UnderlyingCode4 { set; get; }

        /// <summary>
        /// 系数1
        /// </summary>
        [DisplayName("系数1")]
        public double? Coefficient1 { set; get; }

        /// <summary>
        /// 系数2
        /// </summary>
        [DisplayName("系数2")]
        public double? Coefficient2 { set; get; }

        /// <summary>
        /// 系数3
        /// </summary>
        [DisplayName("系数3")]
        public double? Coefficient3 { set; get; }

        /// <summary>
        /// 系数4
        /// </summary>
        [DisplayName("系数4")]
        public double? Coefficient4 { set; get; }

        /// <summary>
        /// 常数
        /// </summary> 
        public double? Constant { get; set; }

        /// <summary>
        /// 合约乘数
        /// </summary> 
        public double? ContractSize { get; set; }

        public bool IsEquals(SyntheticUnderlying su2)
        {
            if (ReferenceEquals(this, su2))
            {
                return true;
            }

            if (su2 is null)
            {
                return false;
            }

            string InnerTrim(string str)
            {
                return str?.Trim() ?? string.Empty;
            }

            return InnerTrim(UnderlyingCode1) == InnerTrim(su2.UnderlyingCode1)
                   && InnerTrim(UnderlyingCode2) == InnerTrim(su2.UnderlyingCode2)
                   && InnerTrim(UnderlyingCode3) == InnerTrim(su2.UnderlyingCode3)
                   && InnerTrim(UnderlyingCode4) == InnerTrim(su2.UnderlyingCode4)
                   && Math.Abs((Coefficient1 ?? 0) - su2.Coefficient1 ?? 0) < 1e-7
                   && Math.Abs((Coefficient2 ?? 0) - su2.Coefficient2 ?? 0) < 1e-7
                   && Math.Abs((Coefficient3 ?? 0) - su2.Coefficient3 ?? 0) < 1e-7
                   && Math.Abs((Coefficient4 ?? 0) - su2.Coefficient4 ?? 0) < 1e-7
                   && Math.Abs((Constant ?? 0) - su2.Constant ?? 0) < 1e-7;
        }

        public string UnderlyingTipsInfo
        {
            get
            {
                var tipsInfo = "";
                if (!string.IsNullOrWhiteSpace(UnderlyingCode1))
                {
                    tipsInfo += $"{Coefficient1}*{UnderlyingCode1}";
                }
                if (!string.IsNullOrWhiteSpace(UnderlyingCode2))
                {
                    tipsInfo += $"{(Coefficient2 >= 0 ? "+" : "-")}{Math.Abs(Coefficient2.Value)}*{UnderlyingCode2}";
                }
                if (!string.IsNullOrWhiteSpace(UnderlyingCode3))
                {
                    tipsInfo += $"{(Coefficient3 >= 0 ? "+" : "-")}{Math.Abs(Coefficient3.Value)}*{UnderlyingCode3}";
                }
                if (!string.IsNullOrWhiteSpace(UnderlyingCode4))
                {
                    tipsInfo += $"{(Coefficient4 >= 0 ? "+" : "-")}{Math.Abs(Coefficient4.Value)}*{UnderlyingCode4}";
                }

                if (Constant != null && Constant != 0)
                {
                    tipsInfo += $"{(Constant >= 0 ? "+" : "-")}{Math.Abs(Constant.Value)}";
                }

                return tipsInfo;
            }
        }

        /// <summary>
        /// 获取可用的标的代码
        /// </summary>
        public IEnumerable<string> GetUnderlyingCodes()
        {
            var arr = new string[] {
                UnderlyingCode1.TrimToNull(),
                UnderlyingCode2.TrimToNull(),
                UnderlyingCode3.TrimToNull(),
                UnderlyingCode4.TrimToNull(),
            };
            return arr.Where(n => !string.IsNullOrEmpty(n)).ToArray();
        }

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

        public SyntheticPriceModel GetSyntheticPriceModel()
        {
            var sulist = new List<UnderlyingPriceModel>();

            var model = new SyntheticPriceModel
            {
                SuList = sulist,
                Constant = Constant ?? 0
            };

            if (!string.IsNullOrWhiteSpace(UnderlyingCode1))
            {
                sulist.Add(new UnderlyingPriceModel { UnderlyingCode = UnderlyingCode1, Coefficient = Coefficient1 ?? 0 });
            }

            if (!string.IsNullOrWhiteSpace(UnderlyingCode2))
            {
                sulist.Add(new UnderlyingPriceModel { UnderlyingCode = UnderlyingCode2, Coefficient = Coefficient2 ?? 0 });
            }

            if (!string.IsNullOrWhiteSpace(UnderlyingCode3))
            {
                sulist.Add(new UnderlyingPriceModel { UnderlyingCode = UnderlyingCode3, Coefficient = Coefficient3 ?? 0 });
            }

            if (!string.IsNullOrWhiteSpace(UnderlyingCode4))
            {
                sulist.Add(new UnderlyingPriceModel { UnderlyingCode = UnderlyingCode4, Coefficient = Coefficient4 ?? 0 });
            }

            return model;
        }
    }

    /// <summary>
    /// 标的价格模型
    /// </summary>
    public class UnderlyingPriceModel
    {
        public string UnderlyingCode { get; set; }

        public double Price { get; set; }

        public double Coefficient { get; set; }
        public double? ContractSize { get; set; }
    }

    /// <summary>
    /// 合成价差期权价格结果Model
    /// </summary>
    public class SyntheticPriceModel
    {
        public double Constant { get; set; }

        public double Price { get; set; }

        public IEnumerable<UnderlyingPriceModel> SuList { get; set; }
    }
}