583 lines
16 KiB
C#
583 lines
16 KiB
C#
using System.ComponentModel.DataAnnotations;
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using System.ComponentModel.DataAnnotations.Schema;
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using YLErp.Commons;
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namespace YLErp.DBModels
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{
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[Table("underlying_manager")]
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[Serializable]
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public partial class underlying_manager : DBModelWithOperator, IUnderlyingBasic, IDataTraceV2, IClonable<underlying_manager>
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{
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public static string LogClass = "标的管理";
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public const string Status_Working = "正常运行";
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public const string Status_Suspension = "停牌";
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public const string Status_Delisting = "退市";
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/// <summary>
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/// 是否主合约，需要在下拉框中显示
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/// </summary>
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[NotMapped]
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public bool IsMainContract { get; set; }
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[NotMapped]
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public int? order { get; set; }
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/// <summary>
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/// 波动率变化(百分比数值)
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/// </summary>
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[DisplayName("Span波动率变动")]
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public string VolatilityRate { get; set; }
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/// <summary>
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/// 涨跌停板幅度
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/// </summary>
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[DisplayName("Span涨跌幅度")]
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public string UpDownLimit { get; set; }
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/// <summary>
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/// 1为启用，其它不用
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/// </summary>
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[DisplayName("启用状态")]
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public string LaunchState { get; set; }
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[DisplayName(" ")]
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public string UnderlyingInstrumentType { get; set; }
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[DisplayName("股票收益率")]
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public double? DividendRate { get; set; }
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[DisplayName("最后更新时间")]
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public DateTime? LastUpdateTime { get; set; }
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[DisplayName("市场码")]
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public string MarketCode { get; set; }
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[DisplayName("品种")]
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public string CommodityCode { get; set; }
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/// <summary>
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/// 预付金比例(百分比数值)
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/// </summary>
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[DisplayName("预付金比例")]
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public double? MarginRate { get; set; }
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[DisplayName("上一个交易日的收盘价")]
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public double? PrevClosePrice { get; set; }
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/// <summary>
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/// 市场
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/// </summary>
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[DisplayName("市场")]
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public string MarketName { set; get; }
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/// <summary>
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/// 标的资产码
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/// </summary>
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[DisplayName("标的资产码"), Required]
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public string UnderlyingCode { set; get; }
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/// <summary>
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/// 标的品种类型
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/// </summary>
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[DisplayName("品种类型")]
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public string UnderlyingType { set; get; }
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/// <summary>
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/// 标的资产到期日
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/// </summary>
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[DisplayName("到期日")]
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public DateTime? MaturityDate { set; get; }
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/// <summary>
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/// 中金远期标的交割日
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/// </summary>
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[DisplayName("交割日")]
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public DateTime? CloseDate { set; get; }
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/// <summary>
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/// 标的资产状态 Live ,Matured
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/// </summary>
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[DisplayName("资产状态")]
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public string UnderlyingState { set; get; }
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public string GetUnderlyingStateDesc()
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{
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switch (UnderlyingState?.ToLowerInvariant())
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{
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case "live": return "正常";
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case "matured": return "已过期";
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default: return UnderlyingState;
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}
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}
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/// <summary>
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/// 是否为连续合约
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/// </summary>
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public bool IsVirtualContract()
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{
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return (UnderlyingCode + "").EndsWith("00");
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}
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/// <summary>
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/// 交易代码
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/// </summary>
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[DisplayName("交易代码")]
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public string TradeCode { set; get; }
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/// <summary>
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/// 描述
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/// </summary>
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[DisplayName("描述")]
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public string UnderlyingDesc { set; get; }
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/// <summary>
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/// 标的名
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/// </summary>
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[DisplayName("标的名称")]
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public string UnderlyingName { set; get; }
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/// <summary>
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/// 标的英文名
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/// </summary>
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[NotMapped]
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[DisplayName("标的英文名")]
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public string UnderlyingEnName { set; get; }
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/// <summary>
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///
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/// </summary>
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[DisplayName("资产品种类型")]
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public int UnderlyingTypeId { set; get; }
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/// <summary>
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/// 标的资产状态 正常运行 停牌 退市
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/// </summary>
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[DisplayName("运行状态")]
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public string UnderlyingStatus { set; get; }
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/// <summary>
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/// 板块性质1
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/// </summary>
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public int Block1 { get; set; }
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/// <summary>
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/// 板块性质2
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/// </summary>
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public int Block2 { get; set; }
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/// <summary>
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/// 板块性质3
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/// </summary>
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public int Block3 { get; set; }
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/// <summary>
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/// 板块性质4
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/// </summary>
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public int Block4 { get; set; }
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/// <summary>
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/// 板块性质5
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/// </summary>
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public int Block5 { get; set; }
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//-------------
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//2020/5/14 新增字段TradeUnit和QuoteUnit
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//--------------
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/// <summary>
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/// 交易单位
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/// </summary>
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public string TradeUnit { get; set; }
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/// <summary>
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/// 交易单位
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/// <para>kg:千克</para>
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/// </summary>
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public string TradeUnitString
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{
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get
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{
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switch (TradeUnit ?? "")
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{
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case "kg":
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return "千克";
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default:
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return TradeUnit;
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}
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}
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}
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public string QuoteUnit { get; set; }
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/// <summary>
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/// 报价单位
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/// <para>500千克:半吨</para>
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/// <para>kg:千克</para>
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/// </summary>
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public string QuoteUnitString
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{
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get
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{
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switch (QuoteUnit ?? "")
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{
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case "500千克":
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return "半吨";
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case "kg":
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return "千克";
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default:
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return QuoteUnit;
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}
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}
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}
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/// <summary>
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/// 合约乘数(这个不要随意修改以保证TradeLotsCalc能够正确计算)
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/// </summary>
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[DisplayName("合约乘数")]
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public double ContractSize { get; set; }
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/// <summary>
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/// 最小价格变动单位
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/// </summary>
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public double PriceTick { get; set; }
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/// <summary>
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/// 上市日期
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/// </summary>
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[DisplayName("上市日期")]
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public DateTime? OpenDate { get; set; }
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/// <summary>
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/// 标的价格,即时价格 SpotPrice
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/// </summary>
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[DisplayName("标的价格")]
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public double? Price { get; set; }
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/// <summary>
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/// 组合数据(JSON数据:[{code,weight}...])
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/// </summary>
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public string SubData { get; set; }
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/// <summary>
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/// 价格涨幅阈值
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/// </summary>
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public double PriceIncreaseRate { get; set; }
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/// <summary>
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/// 价格跌幅阈值
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/// </summary>
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public double PriceDecreaseRate { get; set; }
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/// <summary>
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/// DeltaS/S
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/// <para>用于计算PFE(潜在风险暴露)是使用的值,是协会通用要求,目前仅长江用到,</para>
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/// <para>该值不存在时:股指取Span预付金率;其他取</para>
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/// </summary>
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[DisplayName("DeltaS/S")]
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public double? DeltaS_S{get;set;}
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public string ExJson { get; set; }
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/// <summary>
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/// 基础点差
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/// </summary>
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[DisplayName("基础点差")]
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public double Spread { get; set; }
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/// <summary>
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/// 撮合点差
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/// </summary>
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[DisplayName("撮合点差")]
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public double SpreadM { get; set; }
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/// <summary>
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/// 最小数量
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/// </summary>
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[DisplayName("最小数量")]
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public int VolumeMin { get; set; }
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/// <summary>
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/// 最大数量
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/// </summary>
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[DisplayName("最大数量")]
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public int VolumeMax { get; set; }
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/// <summary>
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/// 步进数量
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/// </summary>
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[DisplayName("步进数量")]
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public int VolumeStep { get; set; }
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/// <summary>
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/// 限制数量
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/// </summary>
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[DisplayName("限制数量")]
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public int VolumeLimit { get; set; }
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public string UnderlyingPinYin { get; set; }
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/// <summary>
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/// 聚源内部id
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/// </summary>
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public long? InnerCode { get; set; }
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/// <summary>
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/// 债券增值税
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/// </summary>
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[Column("value_added_tax")]
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[DisplayName("增值税率")]
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public decimal? ValueAddedTax { get; set; }
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public override string ToString()
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{
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return $"{UnderlyingCode}--{UnderlyingName}--{id}--{UnderlyingInstrumentType}";
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}
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public string GetDataTraceKeyId()
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{
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return id.ToString();
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}
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public string GetDataTraceKeyInfo()
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{
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return "标的资产:" + UnderlyingCode;
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}
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}
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public partial class underlying_manager : IComparable<underlying_manager>
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{
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public int CompareTo(underlying_manager other)
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{
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if (other.UnderlyingState == "Matured" && UnderlyingState != "Matured")
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{
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return -1;
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}
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if (other.UnderlyingState == UnderlyingState)
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{
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return id - other.id;
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}
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return 1;
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}
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public const string 除权中 = "除权中";
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/// <summary>
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/// 新增标的时默认价格，行情服务应该修改这个价格，如果找不到就一直是这个数字
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/// </summary>
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public const double DefaultSpotPrice = 999999;
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/// <summary>
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/// 标的状态
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/// </summary>
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public static readonly List<string> UnderlyingStates = new List<string> { "Live", "Matured" };
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public static readonly List<string> UnderlyingStatusList = new List<string> { "正常运行", "停牌", "退市" };
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[DisplayName("资产类型")]
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[NotMapped]
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public string UnderlyingInstrumentTypeCn => ConsGlobal.InstrumentType.GetDesc(UnderlyingInstrumentType);
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/// <summary>
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/// 品种
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/// </summary>
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[NotMapped]
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public Variety Variety { get; set; }
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/// <summary>
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/// 行权日
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/// </summary>
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[NotMapped]
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public DateTime? ExerciseDate { get; set; }
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/// <summary>
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/// 报价日
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/// </summary>
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[NotMapped]
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public DateTime? QuotationDate { get; set; }
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private int countRatio = 1;
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/// <summary>
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/// 数量转为份额的乘积因子(notional=amount*ratio)
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/// 此属性的值必然大于0
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/// </summary>
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[NotMapped]
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public int CountRatio
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{
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get { return countRatio; }
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set { countRatio = value < 1 ? 1 : value; }
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}
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/// <summary>
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/// 拼音首字母
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/// </summary>
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[NotMapped]
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public string PinYinFirst { get; set; }
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public underlying_manager Clone()
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{
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return (underlying_manager)MemberwiseClone();
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}
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#region----UnderlyingInstrumentType类型判断----
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/// <summary>
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/// 标的是否是商品类型
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/// </summary>
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public bool IsCommodity()
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{
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return ConsGlobal.InstrumentType.IsCommodityFutures(UnderlyingInstrumentType)
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|| ConsGlobal.InstrumentType.IsCommoditySpot(UnderlyingInstrumentType);
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}
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/// <summary>
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/// 标的是否是商品现货
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/// </summary>
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public bool IsCommoditySpot()
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{
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return ConsGlobal.InstrumentType.IsCommoditySpot(UnderlyingInstrumentType);
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}
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/// <summary>
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/// 标的是否是商品期货
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/// </summary>
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public bool IsCommodityFutures()
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{
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return ConsGlobal.InstrumentType.IsCommodityFutures(UnderlyingInstrumentType);
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}
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/// <summary>
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/// 标的是否是股票类型
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/// </summary>
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public bool IsStock()
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{
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return ConsGlobal.InstrumentType.IsStock(UnderlyingInstrumentType);
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}
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/// <summary>
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/// 标的是否是股指类型
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/// </summary>
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public bool IsStockIndex()
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{
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return ConsGlobal.InstrumentType.IsStockIndex(UnderlyingInstrumentType);
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}
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/// <summary>
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/// 标的计算方式是否是股票(权益)类型
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/// </summary>
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public bool CalcTypeIsStock()
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{
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return ConsGlobal.InstrumentType.CalcTypeIsStock(UnderlyingInstrumentType);
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}
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/// <summary>
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/// 标的是否是股票指数期货类型
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/// </summary>
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public bool IsStockIF()
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{
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return ConsGlobal.InstrumentType.IsStockIF(UnderlyingInstrumentType);
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}
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/// <summary>
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/// 标的是否期货类型
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/// </summary>
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public bool IsFutures()
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{
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return ConsGlobal.InstrumentType.CalcTypeIsFutures(UnderlyingInstrumentType);
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}
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/// <summary>
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/// 标的是否债券类型
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/// </summary>
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public bool IsBond()
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{
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return ConsGlobal.InstrumentType.IsBond(UnderlyingInstrumentType);
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}
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public string GetMainType()
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{
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switch (UnderlyingInstrumentType)
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{
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case "Stock":
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case "StockIndex":
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case ConsGlobal.InstrumentType.FixingRepoRate:
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return "Stock";
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case "StockIF":
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case "CommodityFutures":
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return "CommodityFutures";
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case "CommoditySpot":
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return "CommoditySpot";
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case "Shibor":
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return "Stock";
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default:
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return UnderlyingInstrumentType;
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}
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}
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/// <summary>
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/// 标的是否是组合标的
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/// </summary>
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public bool IsSynthetic()
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{
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return CommodityCode == "组合标的";
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}
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/// <summary>
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/// 标的是否是组合标的
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/// </summary>
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public bool IsBasket()
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{
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return CommodityCode == "篮子标的";
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}
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/// <summary>
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/// 标的是否是合成标的(组合OR篮子)
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/// </summary>
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public bool IsCombined()
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{
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return CommodityCode == "组合标的" || CommodityCode == "篮子标的";
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}
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#endregion
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/// <summary>
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/// 获取价格涨跌幅度
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/// </summary>
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public double GetPriceChangePercent()
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{
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return Price.HasValue && PrevClosePrice.HasValue && Math.Abs(PrevClosePrice.Value) > 0.00001
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? OtcFormatHelper.FormatValue(Price.Value / PrevClosePrice.Value - 1, 4) : 0;
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}
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/// <summary>
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/// BBG Ticker
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/// </summary>
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[DisplayName("BBG Ticker")]
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public string BBGTicker { get; set; }
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/// <summary>
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/// 债券全名
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/// </summary>
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[NotMapped]
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public string UnderlyingFullName { get; set; }
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/// <summary>
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/// 标的发行量（亿）
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/// </summary>
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[NotMapped]
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public decimal? IssueSize { get; set; }
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/// <summary>
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/// 标的证券发行人
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/// </summary>
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[NotMapped]
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public string UnderlyingIssuer { get; set; }
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}
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[NotMapped]
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public class UnderlyingManagerDto : underlying_manager
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{
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public IEnumerable<HistoryData> HisDataList { get; set; }
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}
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}
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