282 lines
11 KiB
JavaScript
282 lines
11 KiB
JavaScript
// 查询自定义结构
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function queryStructure() {
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var name = $("#UserDefineStructure :selected").text();
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main.post("/UserDefinedStructure/QueryUserDefinedStructure", { structureName: name }).done(function (res) {
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if (res != null) {
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$("#StructureName").val(res.StructureName);
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$("#StructureCode").val(res.StructureCode);
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$("#PricingMethod").val(res.PricingMethod);
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$("#userDefinedFields").empty();
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var li = "";
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var selectId = "";
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for (var i = 0; i < res.Fields.length; ++i) {
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selectId = "fieldDefSelect" + res.Fields[i].FieldName;
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li = "";
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li += "<li><input type='text' style='width:35%' value='"
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li += res.Fields[i].FieldDisplayName;
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li += "'/><input type='text' style='width:35%' value='";
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li += res.Fields[i].FieldName;
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li += "'/><select id='";
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li += selectId;
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li += "' style='width:20%'><option value='Bool'>Bool</option><option value='Double'>Double</option><option value='String'>String</option><option value='Date'>Date</option></select>";
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li += "<a href='#' class='delete'><span class='glyphicon glyphicon-remove'></span></a>";
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li += "</li>";
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$("#userDefinedFields").append(li);
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$("#" + selectId).get(0).selectedIndex = res.Fields[i].FieldType;
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}
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// 设置payoff源代码的显示
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$("#PayoffDescription").text(res.PayoffDescription);
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editor.getDoc().setValue(res.PayoffDescription);
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editor.refresh();
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$("#PriceDistribution").val(res.PriceDistribution);
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$(".delete").click(function () {
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$(this).parent().remove();
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});
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// 刷新“定价测试”区域的自定义字段
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refreshNewFieldInPricingTest(res.Fields);
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$("#StructureName").attr("disabled", true);
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}
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});
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}
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// 新建一个结构
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function createStructure() {
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$("#StructureName").attr("disabled", false);
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$("#StructureName").val("");
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$("#StructureCode").val("");
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$("#PricingMethod").val("无");
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$("#userDefinedFields").empty();
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var sampleCode = "\
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/// \n\
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/// 预处理蒙特卡洛模拟的参数，以获得更高的模拟效率。\n\
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/// 默认仅生成每一个观察日对应的时间序列\n\
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/// \n\
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/// valueDate: 估值日期\n\
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/// r: 无风险利率\n\
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public override float[] PrepareMC(Date valueDate, double r)\n\
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{\n\
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return base.PrepareMC(valueDate, r);\n\
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}\n\
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\n\
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/// \n\
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/// 蒙特卡洛模拟中对单一价格路径的处理函数\n\
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/// \n\
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/// st: 价格序列\n\
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/// r: 无风险利率\n\
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public override float DiscountedPayoffForOnePath(float[] st, float r)\n\
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{\n\
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return (float)0.0;\n\
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}";
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editor.getDoc().setValue(sampleCode);
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editor.refresh();
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}
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// 结构定义新增字段
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function addNewField() {
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var li = "<li><input type='text' style='width:35%'/><input type='text' style='width:35%'/>";
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li += "<select style='width:20%'><option value='Bool'>Bool</option><option value='Double'>Double</option><option value='String'>String</option><option value='Date'>Date</option></select>";
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li += "<a href='#' class='delete'><span class='glyphicon glyphicon-remove'></span></a></li>"
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$("#userDefinedFields").append(li);
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$(".delete").click(function () {
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$(this).parent().remove();
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});
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}
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// 从当前页面获取自定义结构信息
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function getCurrentStructure() {
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var structure = {};
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structure.StructureName = $("#StructureName").val();
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structure.StructureCode = $("#StructureCode").val();
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structure.PricingMethod = $("#PricingMethod option:selected").val();
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structure.FieldDefinitions = getUserDefinedFields();
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structure.PayoffDescription = editor.getDoc().getValue();
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structure.PriceDistribution = $("#PriceDistribution option:selected").val();
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return structure;
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}
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// 保存自定义结构
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function saveStructure() {
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var structure = getCurrentStructure();
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var saveNew = !$("#StructureName").prop("disabled");
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main.post("/UserDefinedStructure/SaveUserDefinedStructure", { req: structure, saveNew: saveNew }).done(function (res) {
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window.location.reload();
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});
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}
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// 删除自定义结构
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function deleteStructure() {
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var name = $("#StructureName").val();
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main.confirm("确认删除" + name + "吗？",
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function () {
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main.post("/UserDefinedStructure/DeleteStructureByName", { name: $("#StructureName").val() }).done(function (res) {
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window.location.reload();
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});
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}
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);
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}
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// 获取自定义字段列表
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function getUserDefinedFields() {
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var fields = [];
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$("#userDefinedFields").find("li").each(function () {
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var field = {};
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field.FieldDisplayName = $(this).find("input").eq(0).val();
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field.FieldName = $(this).find("input").eq(1).val();
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field.FieldType = $(this).find("select").val();
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fields.push(field);
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});
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return JSON.stringify(fields);
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}
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// 在定价测试中刷新结构字段
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function refreshFields() {
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//var name = $("#UserDefineStructure :selected").text();
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var name = $("#StructureName").val();
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main.post("/UserDefinedStructure/QueryUserDefinedStructure", { structureName: name }).done(function (res) {
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refreshNewFieldInPricingTest(res.Fields);
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});
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}
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// 在定价测试中刷新结构字段
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function refreshNewFieldInPricingTest(fields) {
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$("#divTestOptionFields").empty();
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var html = "";
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var inputId = "";
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for (var i = 0; i < fields.length; ++i) {
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inputId = "Test" + fields[i].FieldName;
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html += "<div class='search-group'><label class='search-label'>";
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html += fields[i].FieldDisplayName;
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html += "</label>";
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if (fields[i].FieldType == 3) {
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html += "<input id='";
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html += inputId;
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html += "' class='search-input datepicker' type='text'></div>";
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} else if (fields[i].FieldType == 0) {
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html += "<select id='"
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html += inputId;
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html += "'><option value='true'>是</option><option value='false'>否</option></select></div>";
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} else {
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html += "<input id='";
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html += inputId;
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html += "' class='search-input' type='text'></div>";
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}
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}
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$("#divTestOptionFields").append(html);
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ResetDatePicker();
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}
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// 编译自定义的结构
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function compileSourceCode() {
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var structure = getCurrentStructure();
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main.post("/UserDefinedStructure/CompileUserDefineSourceCode", { req: structure }).done(function (res) {
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});
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}
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// 试定价
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function calcStructure() {
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var structure = getCurrentStructure();
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var request = {};
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request.req = structure;
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request.baseFieldStr = getBaseFieldsForPricingTest();
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request.customizedFieldStr = getCustomizedFieldsForPricingTest(structure.FieldDefinitions);
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request.valueDate = "2020-07-28";
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request.spot = 1;
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request.r = 0.05;
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request.q = 0.05;
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request.vol = 0.25;
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request.calcGreeks = $("#checkBoxCalcGreeks").is(":checked");
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main.post("/UserDefinedStructure/PricingTestUserDefineSourceCode", request).done(function (res) {
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$("#resultPv").text(isNaN(res.Pv) ? "0.00" : res.Pv.toFixed(2));
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$("#resultDelta").text(isNaN(res.Delta) ? "0.00" : res.Delta.toFixed(2));
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$("#resultGamma").text(isNaN(res.Gamma) ? "0.00" : res.Gamma.toFixed(2));
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$("#resultVega").text(isNaN(res.Vega) ? "0.00" : res.Vega.toFixed(2));
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$("#resultTheta").text(isNaN(res.Theta) ? "0.00" : res.Theta.toFixed(2));
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$("#resultRho").text(isNaN(res.Rho) ? "0.00" : res.Rho.toFixed(2));
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});
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}
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// 为试定价获取基础字段
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function getBaseFieldsForPricingTest() {
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var fields = {};
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fields.StartDate = $("#TestStartDate").val();
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fields.MaturityDate = $("#TestMaturityDate").val();
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fields.ObservationDateStr = $("#setObservationDatesBtn").data("observationdates");
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return JSON.stringify(fields);
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}
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// 为试定价获取自定义字段
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function getCustomizedFieldsForPricingTest(defStr) {
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var fields = [];
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var fieldDefs = JSON.parse(defStr);
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fieldDefs.forEach(function (val, i) {
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var field = {};
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field.Name = val.FieldName;
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field.Type = val.FieldType;
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field.Value = $("#Test" + val.FieldName).val();
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fields.push(field);
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});
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return JSON.stringify(fields);
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}
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// 发布结构
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function publishStructure() {
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var structure = getCurrentStructure();
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main.post("/UserDefinedStructure/PublishUserDefinedStructure", { req: structure }).done(function (res) {
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window.location.reload();
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});
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}
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// 设置观察日
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function setObservationDates(thisobj, title1 = "", title2 = "", isTitle1Percent = false, isTitle2Percent = false, defaultTitle1Value = 0, defaultTitle2Value = 0) {
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var startTime = $("#TestStartDate").val();
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var endTime = $("#TestMaturityDate").val();
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if (main.isEmpty(startTime)) {
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main.message("请输入成交日期");
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return false;
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}
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if (main.isEmpty(endTime)) {
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main.message("请输入到期日期");
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return false;
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}
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var observationDates = $(thisobj).data("observationdates");
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var observationNum = $(thisobj).data("observationnum");
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var observationUnit = $(thisobj).data("observationunit");
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var observationHolidayType = $(thisobj).data("observationholidaytype");
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var alignEnd = true;
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var btnId = $(thisobj).attr('id');
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sessionStorage.setItem(btnId + "_observationdates", observationDates);
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layer.open({
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type: 2,
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title: "设置自定义观察日",
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shadeClose: false,
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shade: 0.4,
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area: ['500px', '560px'],
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content: "/trade/tradeObservationDates?observationNum=" + observationNum + "&observationUnit=" + observationUnit + "&observationHolidayType=" + observationHolidayType + "&startTime=" + startTime + "&endTime=" + endTime + "&alignEnd=" + alignEnd + "&btnId=" + btnId + "&title1=" + title1 + "&title2=" + title2 + "&isTitle1Percent=" + isTitle1Percent + "&isTitle2Percent=" + isTitle2Percent + "&defaultTitle1Value=" + defaultTitle1Value + "&defaultTitle2Value=" + defaultTitle2Value
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});
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}
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// 设置观察日窗口返回的函数
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function getObservationDatesSetting(observationNum, observationUnit, observationHolidayType, observationDates, alignEnd, btnId) {
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$("#" + btnId).data("observationdates", observationDates);
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$("#" + btnId).data("observationnum", observationNum);
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$("#" + btnId).data("observationunit", observationUnit);
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$("#" + btnId).data("observationholidaytype", observationHolidayType);
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$("#" + btnId).data("alignend", alignEnd);
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}
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// 重置页面上所有日期控件
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function ResetDatePicker() {
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$(".datepicker").datepicker({
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changeMonth: true,
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changeYear: true,
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showButtonPanel: true,
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showOtherMonths: true,
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selectOtherMonths: true
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});
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}; |