zszq-trs/YLErpDAL/Model/EodPnlTradePosition.cs

using BaseOUDAL;
using System.ComponentModel.DataAnnotations.Schema;
using System.Data;

namespace YLErp.Model
{
    [NotMapped]
    public class EodTradePositionTemp<T> where T : EodPnl
    {
        public T eodPnl { get; set; }
        public eod_trade eodTrade { get; set; }
        public double? TotalPnL { get; set; }
    }

    public class EodTradePositionReq : BaseSearchReq
    {
        #region -  公共属性  ------------------------------------------------------------

        /// <summary>
        /// 
        /// </summary> 
        public int id { get; set; }


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


        /// <summary>
        /// 簿记账户信息
        /// </summary> 
        public int? BookId { get; set; }


        /// <summary>
        /// 估值日
        /// </summary> 
        public DateTime? ValueDate { get; set; }
        public DateTime ValueDateStart { set; get; }
        public DateTime ValueDateEnd { set; get; }

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


        /// <summary>
        /// 资产类型（香草期权等）
        /// </summary> 
        public string AssetType { get; set; }


        /// <summary>
        /// 资产代码
        /// </summary> 
        public string AssetCode { get; set; }


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


        /// <summary>
        /// 结构类型
        /// </summary> 
        public string TradeType { get; set; }


        /// <summary>
        /// 名义本金
        /// </summary> 
        public double? Notional { get; set; }



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


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


        /// <summary>
        /// 当日价值
        /// </summary> 
        public double? DailyPnL { get; set; }



        /// <summary>
        /// 估值盈亏
        /// </summary> 
        public double? EstimatePnL { get; set; }


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


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


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


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


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

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


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


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


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


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


        /// <summary>
        /// 未归因盈亏
        /// </summary> 
        public double? UnexplainedPnL { get; set; }


        /// <summary>
        /// 已归因盈亏
        /// </summary> 
        public double? ExplainedPnL { get; set; }


        /// <summary>
        /// 操作人_optid
        /// </summary> 
        public int? OptId { get; set; }


        /// <summary>
        /// 操作人_optname
        /// </summary> 
        public string OptName { get; set; }


        /// <summary>
        /// 操作时间_createdate
        /// </summary> 
        public DateTime? OptDate { get; set; }
        public DateTime OptDateStart { set; get; }
        public DateTime OptDateEnd { set; get; }


        public string GroupStr { get; set; }

        public List<string> TradeTypesList
        {
            get
            {
                return (TradeTypes + "").Split(',').ToList();
            }
        }
        public string TradeTypes { get; set; }

        public double? Strike { get; set; }
        public DateTime? ExerciseDate { get; set; }
        public string ExerciseMode { get; set; }

        public string UnderlyingAssetClass { get; set; }

        public string UnderlyingCode { get; set; }

        public List<int> BookIdList
        {
            get
            {
                if (BookIds == null)
                {
                    BookIds = "";
                }

                return BookIds.Split(',').Select(c => Convert.ToInt32(c)).ToList();
            }
        }
        public string BookIds { get; set; }

        public string TraderIds { get; set; }

        public List<int> TraderIdList
        {
            get
            {
                if (TraderIds == null)
                {
                    TraderIds = "";
                }

                return TraderIds.Split(',').Select(c => Convert.ToInt32(c)).ToList();
            }
        }

        #endregion ----------------------------------------------------------------------
        /// <summary>
        /// 交易编码集合
        /// </summary>
        public List<string> TradeNumberList { get; set; }
        /// <summary>
        /// 簿记账户集合
        /// </summary>
        public List<string> AssetBookNameList { get; set; }
        /// <summary>
        /// 交易类型集合
        /// </summary>
        public List<string> TradeTypeList { get; set; }
        /// <summary>
        /// 交易方向集合
        /// </summary>
        public List<string> BuySellList { get; set; }
        /// <summary>
        /// 持仓类型集合
        /// </summary>
        public List<string> PositionTypeList { get; set; }
        /// <summary>
        /// 标的代码集合
        /// </summary>
        public List<string> UnderlyingCodeList { get; set; }
        /// <summary>
        /// 持仓数量范围开始
        /// </summary>
        public double? TradeAmountStart { get; set; }
        /// <summary>
        /// 持仓数量范围结束
        /// </summary>
        public double? TradeAmountEnd { get; set; }
        /// <summary>
        /// 持仓成本范围开始
        /// </summary>
        public double? CostStart { get; set; }
        /// <summary>
        /// 持仓成本范围结束
        /// </summary>
        public double? CostEnd { get; set; }
    }
}