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

using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.ComponentModel.DataAnnotations.Schema;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using YLErp.Helpers;

namespace YLErp.DBModels
{
    /// <summary>
    /// 互换合约日终持仓归档表
    /// </summary>
    [Table("eod_swap_position")]
    public class eod_swap_position: DBModelBaseV2
    {
        /// <summary>
        /// 持仓日期
        /// </summary>
        [DisplayName("持仓日期")]
        [DataChange]
        public DateTime ValueDate { get; set; }
        /// <summary>
        /// 客户编码 
        /// </summary>
        [DisplayName("客户编码id")]
        [DataChange]
        public int ClientId { get; set; }
        /// <summary>
        /// 互换交易编码 
        /// </summary>
        [DisplayName("互换交易编码id")]
        [DataChange]
        public int SwapTradeId { get; set; }
        /// <summary>
        /// 互换交易腿ID
        /// </summary>
        [DisplayName("互换交易腿ID")]
        [DataChange]
        public long PositionId { get; set; }
        /// <summary>
        ///浮动端 收取方向 1：收取，2：支付
        /// </summary>
        [DisplayName("收取方向")]
        [DataChange]
        public int PosiDirection { get; set; }

        [NotMapped]
        public string PosiDirectionStr
        {
            get
            {
                if (PosiDirection == 1)
                {
                    return "收取";
                }
                else if (PosiDirection == 2)
                {
                    return "支付";
                }
                else return "";
            }
        }
        /// <summary>
        /// 多空方向  1：多头，2：空头
        /// </summary>
        [DisplayName("多空方向")]
        [DataChange]
        public int PositionType { get; set; }
        [NotMapped]
        public string PositionTypeStr
        {
            get
            {
                if (PositionType == 1)
                {
                    return "B";
                }
                else if (PositionType == 2)
                {
                    return "S";
                }
                else return "";
            }
        }
        /// <summary>
        /// 标的代码
        /// </summary>
        [DisplayName("标的代码")]
        [DataChange]
        public string UnderlyingCode { get; set; }
        /// <summary>
        /// 标的名称
        /// </summary>
        [NotMapped]
        public string UnderlyingName { get; set; }
        /// <summary>
        /// 合约乘数
        /// </summary>
        [DisplayName("合约乘数")]
        [DataChange]
        public decimal ContractSize { get; set; }
        /// <summary>
        /// 合约乘积因子
        /// </summary>
        [DisplayName("合约乘积因子")]
        [DataChange]
        public decimal CountRatio { get; set; }
        /// <summary>
        /// 期初标的价格
        /// </summary>
        [DisplayName("期初标的价格")]
        [DataChange]
        public decimal PosiNetPrice { get; set; }
        /// <summary>
        /// 期初标的价格-不含费
        /// </summary>
        [DisplayName("期初标的价格-不含费")]
        [DataChange]
        public decimal PosiGrossPrice { get; set; }

        /// 收益率

        /// <summary>
        /// 剩余持仓数量
        /// </summary>
        [DisplayName("剩余持仓数量")]
        [DataChange]
        public decimal PosiQuantity { get; set; }

        /// <summary>
        /// 当前剩余的名义本金
        /// </summary>
        [DisplayName("当前剩余的名义本金")]
        [DataChange]
        public decimal PosiNotionalValue { get; set; }

        /// <summary>
        /// 开仓佣金交易费用
        /// </summary>
        [DisplayName("开仓佣金交易费用")]
        [DataChange]
        public decimal PosiTradingFee { get; set; }

        /// <summary>
        /// 开仓起始日-首次开仓日
        /// </summary>
        [DisplayName("开仓起始日")]
        [DataChange]
        public DateTime PosiStartDate { get; set; }
        /// <summary>
        /// 开仓到期日
        /// </summary>
        [DisplayName("开仓到期日")]
        [DataChange]
        public DateTime? PosiMatuirityDate { get; set; }

        /// <summary>
        /// 标的盯市价格
        /// </summary>
        [DisplayName("标的盯市价格")]
        [DataChange]
        public decimal UnderlyingPrice { get; set; }
        /// <summary>
        /// 标的市值，空头持仓为负数,挂钩标的价格*持仓数量*合约乘数*（多空方向）
        /// </summary>
        [DisplayName("标的市值")]
        [DataChange]
        public decimal UnderlyingMarketValue { get; set; }
        /// <summary>
        /// 当日浮动端分红,当日事件流水中“分红收益”的加总* 收支方向
        /// </summary>
        [DisplayName("当日浮动端分红")]
        [DataChange]
        public decimal TdPosiDividend { get; set; }
        /// <summary>
        /// 浮动端盯市未实现,因标的价格变化导致的收益（盯市、未实现）
        /// </summary>
        [DisplayName("浮动端平仓盈亏·盯市未实现")]
        [DataChange]
        public decimal PosiMtmPnL { get; set; }
        /// <summary>
        /// 浮动端盯市未实现,因分红导致的分红收益（未实现）,日初的本字段值+当日浮动端分红-浮动端平仓盈亏·分红(当日实现）
        /// </summary>
        [DisplayName("浮动端平仓盈亏·分红未实现")]
        [DataChange]
        public decimal PosiDividendSum { get; set; }
        /// <summary>
        /// 后付的费用（未实现）
        /// </summary>
        [DisplayName("后付的费用（未实现）")]
        [DataChange]
        public decimal PosiFeePending { get; set; }
        /// <summary>
        /// 浮动端的所有待实现收益（当前浮动腿的价值）,浮动端待实现收益盯市+浮动端待实现收益分红
        /// </summary>
        [DisplayName("浮动端的所有待实现收益")]
        [DataChange]
        public decimal PosiProfitSum { get; set; }
        /// <summary>
        ///利息端 收取方向 1：收取，2：支付
        /// </summary>
        [DisplayName("收取方向")]
        [DataChange]
        public int InterestDirection { get; set; }
        /// <summary>
        /// 计息基本类型	1：固定值，2：合约名义本金规模，5：初始预付金，6：追加预付金，9：标的期初全价
        /// </summary>
        [DisplayName("计息基本类型")]
        [DataChange]
        public int InterestMode { get; set; }
        /// <summary>
        /// 计息方式 0：单利，1：复利
        /// </summary>
        public int InterestType { get; set; }
        /// <summary>
        /// 计息基数固定值
        /// </summary>
        [DisplayName("计息基数固定值")]
        [DataChange]
        public decimal InterestPrincipalFix { get; set; }
        /// <summary>
        /// 互换利率（年化）
        /// </summary>
        [DisplayName("互换利率（年化）")]
        [DataChange]
        public decimal InterestRateDefault { get; set; }
        /// <summary>
        /// 互换间隔
        /// </summary>
        [DisplayName("互换间隔")]
        [DataChange]
        public string  InterestSwapInterval { get; set; }
        /// <summary>
        /// 待结算其他费用
        /// </summary>
        [DisplayName("待结算其他费用")]
        [DataChange]
        public decimal InterestFeePending { get; set; }
        /// <summary>
        /// 当前交易日适用的具体计息基准值
        /// </summary>
        [DisplayName("当前交易日适用的具体计息基准值")]
        [DataChange]
        public decimal TdInterestPrincipal { get; set; }
        /// <summary>
        /// 当前交易日适用的具体利率值
        /// </summary>
        [DisplayName("当前交易日适用的具体利率值")]
        [DataChange]
        public decimal TdInterestRate { get; set; }
        /// <summary>
        /// 当日利率端新计利息
        /// </summary>
        [DisplayName("当日利率端新计利息")]
        [DataChange]
        public decimal TdInterestIncome { get; set; }
        /// <summary>
        /// 当日利率端新增费用
        /// </summary>
        [DisplayName("当日利率端新增费用")]
        [DataChange]
        public decimal TdInterestFee { get; set; }
        /// <summary>
        /// 利率端待实现收益-利息
        /// </summary>
        [DisplayName("利率端待实现收益-利息")]
        [DataChange]
        public decimal InterestIncomeSum { get; set; }
        /// <summary>
        /// 利率端待实现收益-其他费用
        /// </summary>
        [DisplayName("利率端待实现收益-其他费用")]
        [DataChange]
        public decimal InterestFeeSum { get; set; }
        /// <summary>
        /// 利率端待实现收益
        /// </summary>
        [DisplayName("利率端待实现收益")]
        [DataChange]
        public decimal InterestProfitSum { get; set; }
        /// <summary>
        /// 浮动腿与利息腿的价值之和
        /// </summary>
        [DisplayName("互换持仓价值")]
        [DataChange]
        public decimal SwapPositionValue { get; set; }
        /// <summary>
        /// 当日平仓数量
        /// </summary>
        [DisplayName("当日平仓数量")]
        [DataChange]
        public decimal TdCloseQty { get; set; }
        /// <summary>
        /// 当日公司行为数量,因当日公司行为事件导致的数量变化
        /// </summary>
        [DisplayName("当日公司行为数量")]
        [DataChange]
        public decimal TdChangedQty { get; set; }
        /// <summary>
        /// 当日浮动端平仓盈亏·盯市
        /// </summary>
        [DisplayName("当日浮动端平仓盈亏·盯市")]
        [DataChange]
        public decimal TdCloseMtmPnl { get; set; }
        /// <summary>
        /// 当日浮动端平仓盈亏·分红
        /// </summary>
        [DisplayName("当日浮动端平仓盈亏·分红")]
        [DataChange]
        public decimal TdCloseDividend { get; set; }
        /// <summary>
        /// 当日浮动端平仓盈亏·费用
        /// </summary>
        [DisplayName("当日浮动端平仓盈亏·费用")]
        [DataChange]
        public decimal TdCloseFee { get; set; }
        /// <summary>
        /// 当日利率端平仓盈亏·利息
        /// </summary>
        [DisplayName("当日利率端平仓盈亏·利息")]
        [DataChange]
        public decimal TdCloseInterest { get; set; }
        /// <summary>
        /// 当日利率端平仓盈亏·其他费用
        /// </summary>
        [DisplayName("当日利率端平仓盈亏·其他费用")]
        [DataChange]
        public decimal TdCloseInterestFee { get; set; }
        /// <summary>
        /// 浮动端累计已实现盈亏·盯市
        /// </summary>
        [DisplayName("浮动端累计已实现盈亏·盯市")]
        [DataChange]
        public decimal RealizedMtmPnL { get; set; }

        /// <summary>
        /// 浮动端累计已实现盈亏·分红
        /// </summary>
        [DisplayName("浮动端累计已实现盈亏·分红")]
        [DataChange]
        public decimal RealizedDividend { get; set; }
        /// <summary>
        /// 浮动端累计已实现盈亏·费用
        /// </summary>
        [DisplayName("浮动端累计已实现盈亏·费用")]
        [DataChange]
        public decimal RealizedFee { get; set; }
        /// <summary>
        /// 利率端累计已实现盈亏·利息
        /// </summary>
        [DisplayName("利率端累计已实现盈亏·利息")]
        [DataChange]
        public decimal RealizedInterest { get; set; }
        /// <summary>
        /// 利率端累计已实现盈亏·其他费用
        /// </summary>
        [DisplayName("利率端累计已实现盈亏·其他费用")]
        [DataChange]

        public decimal RealizedInterestFee { get; set; }
        /// <summary>
        /// 持仓累计已实现盈亏
        /// </summary>
        [DisplayName("持仓累计已实现盈亏")]
        [DataChange]
        public decimal RealizedPnl { get; set; }
        /// <summary>
        /// 当日适用汇率
        /// </summary>
        [DisplayName("当日适用汇率")]
        [DataChange]
        public decimal TdCurrency { get; set; }
        /// <summary>
        /// 持仓状态 正常0/已平1
        /// </summary>
        [DisplayName("持仓状态")]
        [DataChange]
        public int PosiStatus { get; set; }
        /// <summary>
        /// 是否无效 有效false/无效true
        /// </summary>
        [DisplayName("是否无效")]
        [DataChange]
        public bool Invalid { get; set; }
        /// <summary>
        /// 浮动利率
        /// </summary>
        public decimal FloatRate { get; set; }
        /// <summary>
        /// 浮动利率标的
        /// </summary>
        public string FloatRateUnderlyingCode { get; set; }
        /// <summary>
        /// 是否年化
        /// </summary>
        public bool IsAnnualized { get; set; }

        /// <summary>
        /// 发生日期 预付金腿用
        /// </summary>
        public DateTime? HappenDate { get; set; }

        /// <summary>
        /// 币种
        /// </summary>
        public string Currency { get; set; }

        /// <summary>
        /// 标的资产类型
        /// </summary>
        public string UnderlyingInstrumentType { get; set; }
        /// <summary>
        /// 成交净价含费
        /// </summary>
        public decimal? PosiNetFeePrice { get; set; }
        /// <summary>
        /// 成交净价不含费
        /// </summary>
        public decimal? PosiNetNoFeePrice { get; set; }

        /// <summary>
        /// 虚拟交易费用
        /// </summary>
        public decimal VTradingFee { get; set; }
        /// <summary>
        /// 重置频率(天)
        /// </summary>
        public int? interest_rest_days { get; set; }
        /// <summary>
        /// 利率准则(-1前一营业日，0当前营业日)
        /// </summary>
        public int? interest_rule { get; set; }
        /// <summary>
        /// 基点价值DV01
        /// </summary>
        [DataChange]
        public decimal? dv01 { get; set; }
        /// <summary>
        /// 持仓编码
        /// </summary>
        [NotMapped]
        public string PositionIdPadding
        {
            get
            {
                return PositionId.ToString().PadLeft(8, '0');
            }
        }
        public eod_swap_position Clone()
        {
            return (eod_swap_position)MemberwiseClone();
        }
    }
    /// <summary>
    /// 合成持仓事件返回
    /// </summary>
    public class SwapPositionResponse
    {
        public eod_swap_position eodPosition { get; set; }
        public swap_position position { get; set; }
        public DateTime TradeDate { get; set; }
        public string SwapTradeNo { get; set; }
        public int ClientId { get; set; }
        public string ClientNumber { get; set; }
        public string ClientName { get; set; }
        public string SwapTradeTypeStr { get; set; }
        /// <summary>
        /// 结构类型
        /// </summary>
        public string StructureType { get; set; }
        /// <summary>
        /// 权益收支方向
        /// </summary>
        public int InitialMarginDirection { get; set; }
    }
}