zszq-trs/YLErpDAL/Modules/ReportModule/SettlementReportModule/ClientDingShiReport_ZJ.cs

using YLErp.Helpers;
using YLErp.Model;

namespace YLErp.Modules.ReportModule.SettlementReportModule
{
    public class ClientDingShiReport_ZJ : DingShiReport
    {
        public SummaryReportModel summaryReportModel { get; set; }

        /// <summary>
        /// 持仓明细(收益互换)
        /// </summary>
        public List<PositionTradeModel> swap_position { get; set; }

        /// <summary>
        /// 今日交易(收益互换)
        /// </summary>
        public List<UnwindCashModel> today_swap { get; set; }

        /// <summary>
        /// 标的持仓
        /// </summary>
        public List<PositionUnderlyingModel> underlying_positon { get; set; }

        /// <summary>
        /// 平仓明细(收益互换)
        /// </summary>
        public List<UnwindCashModel> swap_unwind { get; set; }

        /// <summary>
        /// 资金明细
        /// </summary>
        public CashInCashOutModel cash_records { get; set; }
    }

    public class SummaryReportModel
    {
        public string QuotaCurrency { get; set; }

        public string SettlementCurrency { get; set; }

        public DateTime ReportDate { get; set; }

        public string ClientName { get; set; }
        /// <summary>
        /// 期末结存
        /// </summary>

        public double RemainCash { get; set; }

        public double SettleCash { get; set; }
        public double QuoteCash { get; set; }

        public double UnRealizedPnl { get; set; }

        public double PositionPv { get; set; }

        public double IM { get; set; }

        public double VM { get; set; }

        public double Deduct { get; set; }

        public double PFEUsed { get; set; }

        public double Credit { get; set; }

        public double PFECredit { get; set; }

        public double PayableFund { get; set; }

        public double AvailableFund { get; set; }

        public double Margin { get; set; }

        public double QuoteUnRealized { get; set; }
        public double QuoteCommission { get; set; }
        public double QuoteAnnualFee { get; set; }
        public double Commission { get; set; }
        public double AnnualFee { get; set; }

        public double MarginRequiement { get; set; }

        public double QuoteMarginRequiement { get; set; }

        public double CashQuotaLeft { get; set; }

        public double CurrencyRate { get; set; }

        public double TotalEquityAmount
        {
            get
            {
                return RemainCash + UnRealizedPnl;
            }
        }

        /// <summary>
        /// 持仓明细(收益互换)
        /// </summary>
        public List<TradeFlowModel> swap_flow { get; set; }

        public double Zero { get { return 0; } }
    }

    public class PositionTradeModel
    {
        //Trade ID	Contract	BBG Ticker	Trade Date	Buy/Sell	Number of Contracts	Contract Size	
        //Entry Price	MTM Price	MTM Date	Unwind lots	Unrealized PnL (RMB)	Commision (RMB)	Annualized Fee (RMB)

        public trade trade { get; set; }

        public string TradeNumber
        {
            get
            {
                return trade.TradeNumber;
            }
        }

        public string Contract
        {
            get
            {
                return trade.UnderlyingCode;
            }
        }

        public string UnderlyingCode { get { return trade.UnderlyingCode; } }
        public string BBGTicker { get; set; }

        public string BuySell { get; set; }

        public double ContractSize { get; set; }

        public DateTime? TradeDate
        {
            get
            {
                return trade.TradeDate;
            }
        }

        public double Amount { get; set; }

        public double SpotPrice
        {
            get
            {
                return trade.SpotPrice ?? 0;
            }
        }

        public double TodayPrice { get; set; }

        public DateTime PriceDate { get; set; }

        public double UnwindLots { get; set; }

        public double UnrealizedPnl { get; set; }

        public double Commision { get; set; }

        public double AnnualFee { get; set; }

        public double StlUnrealizedPnl { get; set; }

        public double StlCommision { get; set; }

        public double StlAnnualFee { get; set; }

    }

    public class TradeFlowModel
    {
        //{item.TradeNumber---}	{item.FlagExpd--}	{item.QuotaCurrency--}	{item.SettlementCurrency--}	{item.TradeDate--}	
        //{item.ExerciseDate--}	{item.MaturityDate--}	{item.BuySell--}	{item.PrmDate}	{item.PremCNY}	{item.TradeType--}	
        //{item.BBGTicker--}	{item.Amount--}	{item.RemainAmount--}	{item.ContractSize--}	{item.SpotPrice--}	{item.initRate--}	
        //{item.TodayPrice--}	{item.Rate}	{item.CommisionRate--}	{item.Commision--}	{item.AnnualRate--}	{item.AnnualFee--}	
        //{item.QuoteFloatFee--}	{item.FloatFee--}	{item.UnrealizedPnl--}	{item.RealizedPnl--}
        public string ClientName { get; set; }
        public int id { get; set; }

        public string FlowNumber
        { get; set; }

        public string FlagExpd { get; set; }

        public string QuoteCurrency { get; set; }

        public string SettlementCurrency { get; set; }

        public string Contract
        { get; set; }

        public string UnderlyingCode { get; set; }
        public string BBGTicker { get; set; }

        public string BuySell { get; set; }
        //item.PrmDateitem.PremCNY

        public DateTime? PrmDate { get; set; }

        public double? PremCNY { get; set; }

        public double? ContractSize { get; set; }

        public DateTime? TradeDate
        { get; set; }


        public DateTime? StartDate
        { get; set; }
        public DateTime? ExerciseDate
        { get; set; }

        public DateTime? CloseDate
        { get; set; }

        public double? Amount { get; set; }


        public double? RemainAmount { get; set; }

        public double? SpotPrice
        { get; set; }

        public double? TodayPrice { get; set; }

        public DateTime? PriceDate { get; set; }

        public double? UnwindLots { get; set; }

        public double? UnrealizedPnl { get; set; }

        public double? RealizedPnl { get; set; }

        public string CommisionRate { get; set; }

        public double? Commision { get; set; }

        public double? AnnualRate { get; set; }

        public double? AnnualFee { get; set; }

        public string TradeType { get; set; }

        public double? Rate { get; set; }

        public double? initRate { get; set; }

        public double? QuoteFloatFee { get; set; }

        public double? FloatFee { get; set; }

        public bool IsOpen { get; set; }

        public BoundSideEnum boundSide { get; set; }
        public string BoundSideDesc
        {
            get
            {
                return EnumHelper.GetDescriptionByName(boundSide);
            }
        }
        //簿记账户	合约编号	初始名义本金	佣金费率 * 2	实收佣金（结算）	实收年化手续费（结算）	剩余名义本金（结算）

        public string AssetName { get; set; }

        public double OriginStockEqvNotion { get; set; }

        public string TradeNumber { get; set; }

        public double CommisionSingleFee { get; set; }

        public double CommisionRateShow { get; set; }

        public double UnwindCommision { get; set; }

        public double UnwindAnnualFee { get; set; }

        public double RemainStockEqvNotion { get; set; }
    }

    public class PositionUnderlyingModel
    {
        //{item.TradeNumber}	{item.UnderlyingCode}	 {item.Amount} 	{item.ContractSize}	
        //item.TodayPrice}	{item.MaturityDate}	{item.CloseDate}	{item.QuoteCurrency}	
        //{item.Rate}	{item.QuoteFloatFee}	{item.FloatFee}	 {item.StockEqvNotional} 	
        //{item.QuoteUnrealized} 	 {item.UnrealizedPnl} 
        public string UnderlyingCode { get; set; }

        public string UnderlyingName { get; set; }

        public double Amount { get; set; }


        public double ContractSize { get; set; }

        public double TodayPrice { get; set; }


        public DateTime? MaturityDate { get; set; }

        public DateTime? CloseDate { get; set; }

        public string QuoteCurrency { get; set; }

        public double Rate { get; set; }

        public double QuoteFloatFee { get; set; }

        public double FloatFee { get; set; }

        public double StockEqvNotional { get; set; }

        public double QuoteUnrealized { get; set; }

        public double UnrealizedPnl { get; set; }
    }

    public class UnwindCashModel
    {
        //{item.TradeType}	{item.UnderlyingCode}	{item.Amount}	{item.ContractSize}	{item.SpotPrice}	{item.Rate}
        public trade trade { get; set; }

        public trade_cash tc { get; set; }

        public string flowNumber { get; set; }

        public string TradeNumber
        {
            get
            {
                return tc.Number;
            }
        }

        public string Contract
        {
            get
            {
                return trade.UnderlyingCode;
            }

        }

        public string BBGTicker { get; set; }

        public DateTime? TradeDate { get; set; }

        public string BuySell { get; set; }

        public double ContractSize { get; set; }

        public double Amount { get; set; }

        public double SpotPrice { get; set; }

        public double UnwindPrice { get; set; }

        public DateTime UnwindDate { get; set; }

        public DateTime? CloseDate { get; set; }

        public DateTime? ExerciseDate { get; set; }

        public double RealizedPnl { get; set; }

        public double Commision { get; set; }

        public double AnnualFee { get; set; }

        public string Action { get; set; }

        public string QuoteCurrency
        {
            get
            {
                return trade.QuoteCurrency;
            }
        }

        public string TradeType { get; set; }

        public string UnderlyingCode { get; set; }

        public double Rate { get; set; }
    }

    public class CashInCashOutModel
    {
        public List<Cash_Record> cashes { get; set; }

        public string SettlementCurrency { get; set; }
    }

    public class Cash_Record
    {
        public ClientCashInCashOutExtend cash { get; set; }

        public trade_cash tc { get; set; }

        public string ClientName { get; set; }

        public string flowNumber { get; set; }

        public string TradeNumber
        {
            get { return tc == null ? "" : tc.TradeNumber; }
        }

        public DateTime? ValueDate
        {
            get; set;
        }

        public double CashInFlow { get; set; }

        public string CashType { get; set; }

        public double CashMovement { get; set; }

        public double RealizedPnl { get; set; }

        public double Commision { get; set; }

        public double AnnualFee { get; set; }

        public double StlRealizedPnl { get; set; }

        public double StlCommision { get; set; }

        public double StlAnnualFee { get; set; }

        public double CurrencyRate { get; set; }

        public double EndBalance { get; set; }

        public DateTime? OptDate
        {
            get; set;
        }
    }

}