zszq-trs/YLErpDAL/Modules/ClientModule/ClientPositionModel.cs

namespace YLErp.Modules.ClientModule
{
    /// <summary>
    /// 客户持仓模型
    /// </summary>
    public class ClientPositionModel
    {
        /// <summary>
        /// 客户ID
        /// </summary>
        public int ClientId { get; set; }

        /// <summary>
        /// 客户编号
        /// </summary>
        public string ClientNumber { get; set; }

        /// <summary>
        /// 交易编号
        /// </summary>
        public string TradeNumber { get; set; }
        /// <summary>
        /// 交易方向
        /// </summary>
        public string BuySell { get; set; }
        /// <summary>
        /// 交易日期
        /// </summary>
        public DateTime? TradeDate { get; set; }
        /// <summary>
        /// 到期日期
        /// </summary>
        public DateTime? ExerciseDate { get; set; }
        /// <summary>
        /// 行权模式(American|European)
        /// </summary>
        public string ExerciseMode { get; set; }
        /// <summary>
        /// 看涨看跌(Call|Put)
        /// </summary>
        public string CallPut { get; set; }
        /// <summary>
        /// 期权类型
        /// </summary>
        public string TradeType { get; set; }
        /// <summary>
        /// 期权结构类型
        /// </summary>
        public string StructureType { get; set; }
        /// <summary>
        /// 标的代码
        /// </summary>
        public string UnderlyingCode { get; set; }

        /// <summary>
        /// 标的名称
        /// </summary>
        public string UnderlyingName { get; set; }

        /// <summary>
        /// 期初标的价格
        /// </summary>
        public double InitialSpotPrice { get; set; }
        /// <summary>
        /// 执行价格
        /// </summary>
        public double Strike { get; set; }
        /// <summary>
        /// 成交波动率
        /// </summary>
        public double TradeOpenVolatility { get; set; }
        /// <summary>
        /// 权利金（单价）
        /// </summary>
        public double TradeSinglePrice { get; set; }
        /// <summary>
        /// 成交数量
        /// </summary>
        public double TradeOriginalAmount { get; set; }
        /// <summary>
        /// 交易总额
        /// </summary>
        public double TradePrice { get; set; }
        /// <summary>
        /// 名义本金
        /// </summary>
        public double OriginalStockEqvNotional { get; set; }

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

        /// <summary>
        /// 持仓波动率
        /// </summary>
        public double? Vol { get; set; }
        /// <summary>
        /// 期权现价（单价）
        /// </summary>
        public double CurrentPrice { get; set; }
        /// <summary>
        /// 持仓数量
        /// </summary>
        public double TradeAmount { get; set; }
        /// <summary>
        /// 持仓市值
        /// </summary>
        public double? RoundedPv { get; set; }
        /// <summary>
        /// 持仓盈亏
        /// </summary>
        public double? RoundedPnl { get; set; }
        /// <summary>
        /// Delta手数
        /// </summary>
        public double DeltaLots { get; set; }
        /// <summary>
        /// Gamma手数
        /// </summary>
        public double GammaLots { get; set; }
        /// <summary>
        /// Delta
        /// </summary>
        public double? Delta { get; set; }
        /// <summary>
        /// Gamma
        /// </summary>
        public double? Gamma { get; set; }
        /// <summary>
        /// Vega
        /// </summary>
        public double? Vega { get; set; }
        /// <summary>
        /// Theta
        /// </summary>
        public double? Theta { get; set; }
        /// <summary>
        /// Rho
        /// </summary>
        public double? Rho { get; set; }

        //======================================

        public int TradeId { get; set; }

        internal double? Pv { get; set; }

        /// <summary>
        /// 持仓份额
        /// </summary>
        public double Notional { get; set; }

        /// <summary>
        /// 成交份额
        /// </summary>
        public double OriginalNotional { get; set; }

        internal string InstrumentType { get; set; }

        /// <summary>
        /// 参与率
        /// </summary>
        public double ParticipationRate { get; set; }

        internal double PrincipalSum { get; set; }

        internal double AnnualizeFactor { get; set; }

        //============20191113===================

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

        /// <summary>
        /// 交易状态
        /// </summary>
        internal string TradeStatusProxy
        {
            set { TradeStatus = DBModels.Helpers.TradeHelper.GetTradeStatus(value); }
        }

        /// <summary>
        /// 交易状态
        /// </summary>
        public DBModels.Enums.EnumTradeStatus TradeStatus { get; set; }

        /// <summary>
        /// 平仓波动率
        /// </summary>
        public double TradeCloseVolatility { get; set; }

        /// <summary>
        /// 平仓价(多次平仓取均价)(用于V2)
        /// </summary>
        public double? UnwindPrice { get; set; }

        /// <summary>
        /// 平仓标的价(多次平仓取均价)(用于V2)
        /// </summary>
        public double? FinalPrice { get; set; }

        //============奇异期权要素===================

        public trade_barrier_option BarrierOption { get; set; }

        public trade_asian_option AsianOption { get; set; }

        public trade_snowball SnowballOption { get; set; }

        public trade_binary_option BinaryOption { get; set; }

        public trade_double_sharkfin_option DoubleSharkfinOption { get; set; }

        public trade_rangeaccrual RangeaccrualOption { get; set; }

        public trade_underlying_enhance UnderlyingEnhanceOption { get; set; }

        public trade_airbag AirbagOption { get; set; }

        public trade_autocall AutocallOption { get; set; }

        public trade_forward Forward { get; set; }

        public trade_swap Swap { get; set; }

        public trade_cashflow CashFlow { get; set; }

        public trade_accumulator_option AccumulatorOption { get; set; }

        public trade_custom CustomOption { get; set; }

        /// <summary>
        /// 组合标的
        /// </summary>
        public SyntheticPriceModel Synthetic { get; set; }

        //============20200618===================

        /// <summary>
        /// 对冲波动率
        /// </summary>
        public double? HedgeVol { get; set; }

        //============20200717===================

        /// <summary>
        /// 平仓日期(多次平仓取最后一次)(用于V2)
        /// </summary>
        public DateTime? UnwindDate { get; set; }

        //============20201119===================

        /// <summary>
        /// 组合交易ID
        /// </summary>
        public int ParentTradeId { get; set; }

        /// <summary>
        /// 是否名义本金方式
        /// </summary>
        public bool IsUsePremiumRate { get; set; }

        /// <summary>
        /// 是否总额成交
        /// </summary>
        public bool IsUseTotalPremium { get; set; }

        /// <summary>
        /// 是否相对行权价
        /// </summary>
        public bool IsMoneynessOption { get; set; }

        /// <summary>
        /// 簿记账户
        /// </summary>
        public string AssetBookName { get; set; }

        //============20211210===================

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

        /// <summary>
        /// 维持预付金
        /// </summary>
        public double KeepMargin { get; set; }

        /// <summary>
        /// 初始预付金
        /// </summary>
        public double InitMargin { get; set; }

        /// <summary>
        /// 持仓结算标的价格
        /// </summary>
        public double? PosiSettlePrice { get; set; }

        Dictionary<string, string> _metaDic;

        /// <summary>
        /// 元数据字典
        /// </summary>
        public Dictionary<string, string> MetaDic
        {
            get => _metaDic ?? (_metaDic = new Dictionary<string, string>(StringComparer.OrdinalIgnoreCase));
            set => _metaDic = value;
        }
    }
}