张名锐
7d0eb16f64
- 在EodPnlCalculator中添加CalculateEodSwapRiskNewFields方法，实现新口径计算逻辑 - 创建EodSwapRiskNewFields和EodSwapRiskNewResponse模型类，支持新的展示字段 - 实现SearchEodSwapNewList查询方法，复用旧查询权限控制并计算新字段 - 添加index=3的新框架合约Tab页面，使用独立查询接口和列配置 - 前端JavaScript中实现colModelGridEodSwapNew列模型，替换旧字段并新增9个字段 - 完善导出功能支持新Tab的标准格式导出，保持与旧口径分离 - 更新测试用例验证新框架合约前端接线正确性
1019 lines
35 KiB
JavaScript
1019 lines
35 KiB
JavaScript
var queryurl = '/swaptrade2/EodPositionRiskQuery';
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var cloumnTargetName = "eodSwapPositionList";
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var eodSwapExportColumnNames = [];
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var eodSwapRiskNewExportColumnNames = [];
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$(function () {
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var PostData = {};
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$("#DateValueDate").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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maxDate: page.valueDate_eod
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});
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$("#DateValueDate").val(page.valueDate_eod);
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var colModelGrid = colModelGridEodPosition();
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if (page.tabIndex == 2) {
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queryurl = '/swaptrade2/EodSwapRiskQuery';
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$("#myTab li:first").removeClass("active");
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$("#myTab li:eq(1)").addClass("active");
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cloumnTargetName = "eodSwapList";
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colModelGrid = colModelGridEodSwap();
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eodSwapExportColumnNames = colModelGrid.filter(function (col) {
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return !col.optionHide;
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}).map(function (col) {
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return col.name;
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});
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} else if (page.tabIndex == 3) {
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// 新旧口径并行：独立 endpoint、列设置 key 与标准导出列，避免用户在新 Tab 调列后影响旧报表。
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queryurl = '/swaptrade2/EodSwapRiskNewQuery';
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$("#myTab li:first").removeClass("active");
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$("#myTab li:eq(2)").addClass("active");
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cloumnTargetName = "eodSwapRiskNewList";
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colModelGrid = colModelGridEodSwapNew();
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eodSwapRiskNewExportColumnNames = colModelGrid.filter(function (col) {
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return !col.optionHide;
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}).map(function (col) {
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return col.name;
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});
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}
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PostData.ValueDate = $("#DateValueDate").val();
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var grid = jQuery('#listGrid').jqGrid({
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url: queryurl,
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datatype: 'json',
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height: 'auto',
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width: '96%',
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multiselect: false,
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autowidth: false,
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shrinkToFit: false,
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jsonReader: { repeatitems: false },
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mtype: 'POST',
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postData: PostData,
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afterInsertRow: AfterInsertRow,
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onSelectRow: rowclick,
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colModel: colModelGrid,
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pager: jQuery('#pagerGrid'),
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pagerpos: 'left',
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rowNum: 25,
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rowList: [25, 50, 100, 200, 10000],
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// 两个框架合约 Tab 都需要承载后端返回的 DV 汇总；普通日终持仓维持原行为。
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footerrow: page.tabIndex == 2 || page.tabIndex == 3,
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loadComplete: gridComplete,
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onPaging: onJqgridPaging,
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grouping: true
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});
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function keyEnter(event) {
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try {
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var e = event ? event : (window.event ? window.event : null);
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if (e.keyCode == 13) {
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SearchClick(true);
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}
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} catch (e) {
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}
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}
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document.onkeydown = keyEnter;
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let underlyingCtrl = new tradeHelper.UnderlyingSelectCtrl('#UnderlyingId')
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.setFlag(tradeHelper.UnderlyingSelectFlag.OtcTrade);
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$(window).resize(function () {
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//如有频繁改变大小的需求，要增加延迟运行的逻辑;
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$("#listGrid").setGridWidth($("#main-wrapper").width() - 30);
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var newHeight = $(window).height() - 350;
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$("#listGrid").setGridHeight(newHeight);
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});
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});
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const GroupingFormat = main.numberFormat(2, { grouping: true });
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const ThreeDecimalGroupingFormat = main.numberFormat(3, { grouping: false });
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var i = 0;
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//日终持仓table
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function colModelGridEodPosition() {
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var colModelGrid = [{
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name: 'eodPosition.id',
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label: 'id',
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index: 'eodPosition.id',
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sortIndex: i++,
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width: 70,
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align: 'center',
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hidden: true,
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optionHide: true
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}, {
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name: 'eodPosition.EncryptId',
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label: 'EncryptId',
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index: 'eodPosition.EncryptId',
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sortIndex: i++,
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width: 70,
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align: 'center',
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hidden: true,
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optionHide: true
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}, {
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name: 'eodPosition.UnderlyingInstrumentType',
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label: 'UnderlyingInstrumentType',
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index: 'eodPosition.UnderlyingInstrumentType',
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sortIndex: i++,
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width: 70,
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align: 'center',
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hidden: true,
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optionHide: true
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}, {
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name: 'eodPosition.ValueDate',
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label: '交易日',
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index: 'eodPosition.ValueDate',
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width: 100,
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align: 'center',
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sortIndex: i++,
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formatter: 'date',
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sortable: true
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}, {
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name: 'ClientName',
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label: '交易对手方',
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index: 'ClientName',
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width: 150,
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sortIndex: i++,
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align: 'center',
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sortable: true
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}, {
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name: 'SwapTradeNo',
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label: '互换交易编码',
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index: 'SwapTradeNo',
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width: 150,
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align: 'center',
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sortIndex: i++,
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sortable: true
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}, {
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name: 'eodPosition.PositionIdPadding',
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label: '持仓编码',
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index: 'eodPosition.id',
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width: 150,
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align: 'center',
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sortIndex: i++,
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sortable: true
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}, {
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name: 'eodPosition.PositionType',
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label: '交易方向',
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index: 'eodPosition.PositionType',
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width: 90,
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align: 'center',
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formatter: TradeDirectionFormat,
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sortable: false
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}, {
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name: 'eodPosition.UnderlyingCode',
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label: '标的代码',
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index: 'eodPosition.UnderlyingCode',
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width: 150,
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align: 'center'
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}, {
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name: 'eodPosition.ContractSize',
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label: '合约乘数',
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index: 'eodPosition.ContractSize',
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width: 90,
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align: 'center',
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}, {
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name: 'eodPosition.PosiNetPrice',
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label: '期初价格',
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index: 'eodPosition.PosiNetPrice',
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width: 90,
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align: 'center',
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formatter: PriceFormat
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}, {
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name: 'eodPosition.PosiGrossPrice',
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label: '期初价格-不含费',
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index: 'eodPosition.PosiGrossPrice',
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width: 90,
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align: 'center',
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formatter: PriceFormat,
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}, {
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name: 'eodPosition.PosiQuantity',
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label: '名义数量',
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index: 'eodPosition.PosiQuantity',
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width: 100,
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align: 'center',
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formatter: otcformat.trading.notional,
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}, {
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name: 'eodPosition.PosiNotionalValue',
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label: '名义本金',
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index: 'eodPosition.PosiNotionalValue',
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width: 100,
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align: 'center',
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formatter: StockEqvNotionalFormat
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}, {
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name: 'eodPosition.PosiFeePending',
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label: '交易费用佣金',
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index: 'eodPosition.PosiFeePending',
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width: 90,
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align: 'center',
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formatter: StockEqvNotionalFormat
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}, {
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name: 'eodPosition.PosiStartDate',
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label: '起始日',
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index: 'eodPosition.PosiStartDate',
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width: 100,
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align: 'center',
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formatter: 'date',
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}, {
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name: 'eodPosition.PosiMatuirityDate',
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label: '到期日',
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index: 'eodPosition.PosiMatuirityDate',
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width: 100,
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align: 'center',
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formatter: 'date',
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}, {
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name: 'eodPosition.UnderlyingPrice',
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label: '盯市价格',
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index: 'eodPosition.UnderlyingPrice',
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width: 100,
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align: 'center',
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formatter: PriceFormat,
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}, {
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name: 'eodPosition.UnderlyingMarketValue',
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label: '标的市值',
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index: 'eodPosition.UnderlyingMarketValue',
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width: 100,
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align: 'center',
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formatter: StockEqvNotionalFormat,
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}, {
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name: 'eodPosition.TdPosiDividend',
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label: '当日浮动端分红',
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index: 'eodPosition.TdPosiDividend',
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width: 100,
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align: 'center',
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formatter: StockEqvNotionalFormat,
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}, {
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name: 'eodPosition.PosiMtmPnL',
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label: '浮动端待实现收益·盯市',
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index: 'eodPosition.PosiMtmPnL',
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width: 100,
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align: 'center',
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formatter: StockEqvNotionalFormat,
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}, {
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name: 'eodPosition.PosiDividendSum',
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label: '浮动端待实现收益·分红',
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index: 'eodPosition.PosiDividendSum',
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width: 100,
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align: 'center',
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formatter: StockEqvNotionalFormat,
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}, {
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name: 'eodPosition.PosiFeePending',
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label: '浮动端待实现收益·后付费用',
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index: 'eodPosition.PosiFeePending',
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width: 100,
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align: 'center',
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formatter: StockEqvNotionalFormat,
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}, {
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name: 'eodPosition.PosiProfitSum',
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label: '浮动端待实现收益',
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index: 'eodPosition.PosiProfitSum',
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width: 100,
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align: 'center',
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formatter: StockEqvNotionalFormat,
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}, {
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name: 'eodPosition.InterestDirection',
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label: '[利息]收支方向',
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index: 'eodPosition.InterestDirection',
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width: 100,
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align: 'center',
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formatter: DrictionFormat,
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}, {
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name: 'eodPosition.InterestMode',
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label: '计息基准类型',
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index: 'eodPosition.InterestMode',
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width: 100,
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align: 'center',
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formatter: InterestModeFormat,
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}, {
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name: 'eodPosition.InterestPrincipalFix',
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label: '计息基准固定值',
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index: 'eodPosition.InterestPrincipalFix',
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width: 100,
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align: 'center',
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formatter: StockEqvNotionalFormat,
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}, {
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name: 'eodPosition.InterestRateDefault',
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label: '互换利率（年化）',
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index: 'eodPosition.InterestRateDefault',
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width: 100,
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align: 'center',
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formatter: PercentFormat,
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}, {
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name: 'eodPosition.TdInterestPrincipal',
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label: '当日适用计息金额',
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index: 'eodPosition.TdInterestPrincipal',
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width: 100,
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align: 'center',
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formatter: StockEqvNotionalFormat,
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}, {
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name: 'eodPosition.TdInterestRate',
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label: '当日适用利率（年化）',
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index: 'eodPosition.TdInterestRate',
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width: 100,
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align: 'center',
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formatter: PercentFormat,
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}, {
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name: 'eodPosition.TdInterestIncome',
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label: '当日利率端新计利息',
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index: 'eodPosition.TdInterestIncome',
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width: 100,
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align: 'center',
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formatter: StockEqvNotionalFormat,
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}, {
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name: 'eodPosition.TdInterestFee',
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label: '当日利率端新增费用',
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index: 'eodPosition.TdInterestFee',
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width: 100,
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align: 'center',
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formatter: StockEqvNotionalFormat,
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}, {
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name: 'eodPosition.InterestIncomeSum',
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label: '利率端待实现收益-利息',
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index: 'eodPosition.InterestIncomeSum',
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width: 100,
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align: 'center',
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formatter: StockEqvNotionalFormat,
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}, {
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name: 'eodPosition.InterestFeeSum',
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label: '利率端待实现收益-其他费用',
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index: 'eodPosition.InterestFeeSum',
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width: 100,
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align: 'center',
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formatter: StockEqvNotionalFormat,
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}, {
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name: 'eodPosition.InterestProfitSum',
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label: '利率端待实现收益',
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index: 'eodPosition.InterestProfitSum',
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width: 100,
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align: 'center',
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formatter: StockEqvNotionalFormat,
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}, {
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name: 'eodPosition.SwapPositionValue',
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label: '互换持仓价值',
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index: 'eodPosition.SwapPositionValue',
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width: 100,
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align: 'center',
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formatter: StockEqvNotionalFormat,
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}, {
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name: 'eodPosition.TdCloseQty',
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label: '当日平仓数量',
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index: 'eodPosition.TdCloseQty',
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width: 100,
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align: 'center',
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formatter: otcformat.trading.notional,
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}, {
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name: 'eodPosition.TdChangedQty',
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label: '当日公司行为数量',
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index: 'eodPosition.TdChangedQty',
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width: 100,
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align: 'center',
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formatter: otcformat.trading.notional,
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}, {
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name: 'eodPosition.TdCloseMtmPnl',
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label: '当日浮动端平仓盈亏·盯市',
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index: 'eodPosition.TdCloseMtmPnl',
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width: 100,
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align: 'center',
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formatter: StockEqvNotionalFormat,
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}, {
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name: 'eodPosition.TdCloseDividend',
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label: '当日浮动端平仓盈亏·分红',
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index: 'eodPosition.TdCloseDividend',
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width: 100,
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align: 'center',
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formatter: StockEqvNotionalFormat,
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}, {
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name: 'eodPosition.TdCloseFee',
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label: '当日浮动端平仓盈亏·费用',
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index: 'eodPosition.TdCloseFee',
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width: 100,
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align: 'center',
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formatter: StockEqvNotionalFormat,
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}, {
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name: 'eodPosition.TdCloseInterest',
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label: '当日利率端平仓盈亏·利息',
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index: 'eodPosition.TdCloseInterest',
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width: 100,
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align: 'center',
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formatter: StockEqvNotionalFormat,
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}, {
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name: 'eodPosition.TdCloseInterestFee',
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label: '当日利率端平仓盈亏·其他费用',
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index: 'eodPosition.TdCloseInterestFee',
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width: 100,
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align: 'center',
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formatter: StockEqvNotionalFormat,
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}, {
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name: 'eodPosition.RealizedMtmPnL',
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label: '浮动端累计已实现盈亏·盯市',
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index: 'eodPosition.RealizedMtmPnL',
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width: 100,
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align: 'center',
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formatter: StockEqvNotionalFormat,
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}, {
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name: 'eodPosition.RealizedDividend',
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label: '浮动端累计已实现盈亏·分红',
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index: 'eodPosition.RealizedDividend',
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width: 100,
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align: 'center',
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formatter: StockEqvNotionalFormat,
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}, {
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name: 'eodPosition.RealizedFee',
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label: '浮动端累计已实现盈亏·费用',
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index: 'eodPosition.RealizedFee',
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width: 100,
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align: 'center',
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formatter: StockEqvNotionalFormat,
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}, {
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name: 'eodPosition.RealizedInterest',
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label: '利率端累计已实现盈亏·利息',
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index: 'eodPosition.RealizedInterest',
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width: 100,
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align: 'center',
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formatter: StockEqvNotionalFormat,
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}, {
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name: 'eodPosition.RealizedInterestFee',
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label: '利率端累计已实现盈亏·其他费用',
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index: 'eodPosition.RealizedInterestFee',
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width: 100,
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align: 'center',
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formatter: StockEqvNotionalFormat,
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}, {
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name: 'eodPosition.RealizedPnl',
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label: '已实现盈亏',
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index: 'eodPosition.RealizedPnl',
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width: 100,
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align: 'center',
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formatter: StockEqvNotionalFormat,
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}, {
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name: 'eodPosition.TdCurrency',
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label: '当日适用汇率',
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index: 'eodPosition.TdCurrency',
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width: 100,
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align: 'center',
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formatter: otcformat.trading.notional,
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}, {
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name: 'eodPosition.PosiStatus',
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label: '持仓状态',
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index: 'eodPosition.PosiStatus',
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width: 100,
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align: 'center',
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formatter: PosiStatusFormat,
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}, {
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name: 'SwapTradeTypeStr',
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label: '互换类型',
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index: 'SwapTradeTypeStr',
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width: 100,
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align: 'center',
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sortable: false
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}
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];
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return colModelGrid;
|
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}
|
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//框架合约table
|
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function colModelGridEodSwap() {
|
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//按需求《估值模块V1》2.2 分组定义排列列顺序，确保组内列连续（setGroupHeaders 要求）
|
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var colModelGrid = [{
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name: 'position.id',
|
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label: 'id',
|
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index: 'position.id',
|
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sortIndex: i++,
|
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width: 70,
|
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align: 'center',
|
|
hidden: true,
|
|
optionHide: true
|
|
}, {
|
|
name: 'position.EncryptId',
|
|
label: 'EncryptId',
|
|
index: 'position.EncryptId',
|
|
sortIndex: i++,
|
|
width: 70,
|
|
align: 'center',
|
|
hidden: true,
|
|
optionHide: true
|
|
},
|
|
//=== 基本信息 ===
|
|
{
|
|
name: 'position.ValueDate',
|
|
label: '交易日',
|
|
index: 'position.ValueDate',
|
|
width: 150,
|
|
align: 'center',
|
|
sortIndex: i++,
|
|
formatter: 'date',
|
|
sortable: true
|
|
}, {
|
|
name: 'AssetBookName',
|
|
label: '簿记账户',
|
|
index: 'AssetBookName',
|
|
width: 150,
|
|
align: 'center',
|
|
}, {
|
|
name: 'ClientName',
|
|
label: '交易对手方',
|
|
index: 'ClientName',
|
|
width: 150,
|
|
sortIndex: i++,
|
|
align: 'center',
|
|
sortable: true
|
|
}, {
|
|
name: 'SwapTradeNo',
|
|
label: '互换交易编码',
|
|
index: 'SwapTradeNo',
|
|
width: 150,
|
|
align: 'center',
|
|
sortIndex: i++,
|
|
sortable: true
|
|
}, {
|
|
name: 'StructureType',
|
|
label: '产品类型',
|
|
index: 'StructureType',
|
|
width: 90,
|
|
align: 'center',
|
|
}, {
|
|
name: 'SwapTradeTypeStr',
|
|
label: '互换类型',
|
|
index: 'SwapTradeTypeStr',
|
|
width: 100,
|
|
align: 'center',
|
|
sortable: false
|
|
}, {
|
|
name: 'UnderlyingType',
|
|
label: '标的类型',
|
|
index: 'UnderlyingType',
|
|
width: 100,
|
|
align: 'center',
|
|
sortable: false
|
|
},
|
|
//=== 名义本金 ===
|
|
{
|
|
name: 'position.NotionalValue',
|
|
label: '合约名义本金',
|
|
index: 'position.NotionalValue',
|
|
width: 150,
|
|
align: 'center',
|
|
formatter: StockEqvNotionalFormat
|
|
}, {
|
|
name: 'position.NotionalValueLong',
|
|
label: '合约多头名义本金',
|
|
index: 'position.NotionalValueLong',
|
|
width: 150,
|
|
align: 'center',
|
|
formatter: StockEqvNotionalFormat
|
|
}, {
|
|
name: 'position.NotionalValueShort',
|
|
label: '合约空头名义本金',
|
|
index: 'position.NotionalValueShort',
|
|
width: 150,
|
|
align: 'center',
|
|
formatter: StockEqvNotionalFormat
|
|
},
|
|
//=== 标的市值 ===
|
|
{
|
|
name: 'position.MarketValueLong',
|
|
label: '合约多头标的市值',
|
|
index: 'position.MarketValueLong',
|
|
width: 150,
|
|
align: 'center',
|
|
formatter: StockEqvNotionalFormat
|
|
}, {
|
|
name: 'position.MarketValueShort',
|
|
label: '合约空头标的市值',
|
|
index: 'position.MarketValueShort',
|
|
width: 150,
|
|
align: 'center',
|
|
formatter: StockEqvNotionalFormat
|
|
},
|
|
//=== 浮动端 ===
|
|
{
|
|
name: 'FloatingUnrealizedPnl',
|
|
label: '合约浮动端待实现收益',
|
|
index: 'FloatingUnrealizedPnl',
|
|
width: 150,
|
|
align: 'center',
|
|
formatter: StockEqvNotionalFormat,
|
|
}, {
|
|
name: 'PeriodAmount',
|
|
label: '期间付息/分红',
|
|
index: 'PeriodAmount',
|
|
width: 150,
|
|
align: 'center',
|
|
formatter: StockEqvNotionalFormat,
|
|
cellattr: function () {
|
|
return ' title="合约期间内的期间付息金额（无关乎派息支付日）"';
|
|
},
|
|
},
|
|
//=== 利息端 ===
|
|
{
|
|
name: 'position.InterestPnL',
|
|
label: '合约利息端待实现收益',
|
|
index: 'position.InterestPnL',
|
|
width: 150,
|
|
align: 'center',
|
|
formatter: otcformat.trading.notional,
|
|
},
|
|
//=== 保证金 ===
|
|
{
|
|
name: 'position.InitMarginGain',
|
|
label: '收取对手方初始保证金',
|
|
index: 'position.InitMarginGain',
|
|
width: 150,
|
|
align: 'center',
|
|
formatter: StockEqvNotionalFormat,
|
|
}, {
|
|
name: 'position.PostionMarginGain',
|
|
label: '收取对手方维持保证金',
|
|
index: 'position.PostionMarginGain',
|
|
width: 150,
|
|
align: 'center',
|
|
formatter: StockEqvNotionalFormat,
|
|
}, {
|
|
name: 'position.InitMarginLoss',
|
|
label: '支付初始保证金',
|
|
index: 'position.InitMarginLoss',
|
|
width: 150,
|
|
align: 'center',
|
|
formatter: StockEqvNotionalFormat,
|
|
}, {
|
|
name: 'position.PostionMarginLoss',
|
|
label: '支付维持保证金',
|
|
index: 'position.PostionMarginLoss',
|
|
width: 150,
|
|
align: 'center',
|
|
formatter: StockEqvNotionalFormat,
|
|
}, {
|
|
name: 'MarginInterestGain',
|
|
label: '收取对手方保证金利息',
|
|
index: 'MarginInterestGain',
|
|
width: 170,
|
|
align: 'center',
|
|
formatter: StockEqvNotionalFormat,
|
|
}, {
|
|
name: 'MarginInterestLoss',
|
|
label: '支付对手方保证金利息',
|
|
index: 'MarginInterestLoss',
|
|
width: 170,
|
|
align: 'center',
|
|
formatter: StockEqvNotionalFormat,
|
|
},
|
|
//=== 估值与实现收益 ===
|
|
{
|
|
name: 'position.dv01',
|
|
label: 'DV',
|
|
index: 'position.dv01',
|
|
width: 120,
|
|
align: 'center',
|
|
formatter: function (cellvalue, options, rowObject) {
|
|
if (Number.isNaN(cellvalue)) return "0";
|
|
var abs = Math.abs(Number(cellvalue));
|
|
if (abs < 0.0001) return "0";
|
|
return cellvalue.toLocaleString(undefined, { minimumFractionDigits: 2, maximumFractionDigits: 4 });
|
|
},
|
|
}, {
|
|
name: 'InterestPaymentMethod',
|
|
label: '付息方式',
|
|
index: 'InterestPaymentMethod',
|
|
width: 120,
|
|
align: 'center',
|
|
}, {
|
|
name: 'MaturityNettingValuation',
|
|
label: '合约估值（到期轧差口径）',
|
|
index: 'MaturityNettingValuation',
|
|
width: 190,
|
|
align: 'center',
|
|
formatter: NullableStockEqvNotionalFormat,
|
|
}, {
|
|
name: 'PeriodPaymentValuation',
|
|
label: '合约估值（期间支付派息口径）',
|
|
index: 'PeriodPaymentValuation',
|
|
width: 210,
|
|
align: 'center',
|
|
formatter: NullableStockEqvNotionalFormat,
|
|
}, {
|
|
name: 'position.RealizedPnL',
|
|
label: '合约已实现收益',
|
|
index: 'position.RealizedPnL',
|
|
width: 150,
|
|
align: 'center',
|
|
formatter: StockEqvNotionalFormat,
|
|
}
|
|
|
|
];
|
|
return colModelGrid;
|
|
}
|
|
|
|
// EQD-7084 新框架合约：复用旧列定义，只替换新口径字段并追加新增列。
|
|
function colModelGridEodSwapNew() {
|
|
var colModelGrid = colModelGridEodSwap().map(function (col) {
|
|
return Object.assign({}, col);
|
|
});
|
|
|
|
// 替换后仍保留旧字段 index：后端沿用旧查询处理排序，NewFields 只是显示用的计算字段。
|
|
function replaceColumn(oldName, newName) {
|
|
var column = colModelGrid.find(function (col) { return col.name === oldName; });
|
|
if (column) {
|
|
column.name = newName;
|
|
// 新字段在服务端计算，沿用旧列的数据库排序字段，保持分页/排序请求有效。
|
|
column.index = oldName;
|
|
}
|
|
}
|
|
|
|
function newColumn(name, label, formatter, index) {
|
|
return {
|
|
name: name,
|
|
label: label,
|
|
index: index || name,
|
|
width: 150,
|
|
align: 'center',
|
|
formatter: formatter,
|
|
sortable: false
|
|
};
|
|
}
|
|
|
|
// 插入点必须在原“名义本金”前，使新需求字段与旧字段的业务阅读顺序、标准导出顺序一致。
|
|
var contractInfoIndex = colModelGrid.findIndex(function (col) {
|
|
return col.name === 'position.NotionalValue';
|
|
});
|
|
colModelGrid.splice(contractInfoIndex, 0,
|
|
newColumn('NewFields.UnderlyingDirection', '标的多空（浮动端）'),
|
|
newColumn('NewFields.UnderlyingCode', '标的代码'),
|
|
newColumn('NewFields.InitialPrice', '期初价格', InitialPriceFormat),
|
|
newColumn('NewFields.NotionalQuantity', '名义数量', otcformat.trading.notional),
|
|
newColumn('NewFields.ContractStartDate', '合约起始日', 'date'),
|
|
newColumn('NewFields.ContractMaturityDate', '合约到期日', 'date'),
|
|
newColumn('NewFields.InterestBenchmark', '利息端基准'),
|
|
newColumn('NewFields.InterestRatePrice', '利率端价格', PercentFormat),
|
|
newColumn('NewFields.OpeningClosingFee', '开平仓费用', StockEqvNotionalFormat));
|
|
|
|
replaceColumn('FloatingUnrealizedPnl', 'NewFields.FloatingUnrealizedPnl');
|
|
replaceColumn('position.InterestPnL', 'NewFields.OrdinaryInterestPnl');
|
|
replaceColumn('MarginInterestGain', 'NewFields.MarginInterestGain');
|
|
replaceColumn('MarginInterestLoss', 'NewFields.MarginInterestLoss');
|
|
replaceColumn('MaturityNettingValuation', 'NewFields.MaturityNettingValuation');
|
|
replaceColumn('PeriodPaymentValuation', 'NewFields.PeriodPaymentValuation');
|
|
return colModelGrid;
|
|
}
|
|
|
|
//框架合约分组配置（对应需求《估值模块V1》2.2 字段定义）
|
|
//columns 使用 colModel.name；组内列在 colModel 中必须连续
|
|
var eodSwapGroupConfig = [
|
|
{ title: '基本信息', columns: ['position.ValueDate', 'AssetBookName', 'ClientName', 'SwapTradeNo', 'StructureType', 'SwapTradeTypeStr', 'UnderlyingType'] },
|
|
{ title: '名义本金', columns: ['position.NotionalValue', 'position.NotionalValueLong', 'position.NotionalValueShort'] },
|
|
{ title: '标的市值', columns: ['position.MarketValueLong', 'position.MarketValueShort'] },
|
|
{ title: '浮动端', columns: ['FloatingUnrealizedPnl', 'PeriodAmount'] },
|
|
{ title: '利息端', columns: ['position.InterestPnL'] },
|
|
{ title: '保证金', columns: ['position.InitMarginGain', 'position.PostionMarginGain', 'position.InitMarginLoss', 'position.PostionMarginLoss', 'MarginInterestGain', 'MarginInterestLoss'] },
|
|
{ title: '估值与实现收益', columns: ['position.dv01', 'InterestPaymentMethod', 'MaturityNettingValuation', 'PeriodPaymentValuation', 'position.RealizedPnL'] }
|
|
];
|
|
|
|
// 新 Tab 页面不渲染可折叠分组表头（产品已要求取消界面分组）；
|
|
// 此配置只服务“导出标准格式”，因此必须与旧 Tab 分开维护而不能删除。
|
|
var eodSwapRiskNewGroupConfig = [
|
|
{ title: '基本信息', columns: ['position.ValueDate', 'AssetBookName', 'ClientName', 'SwapTradeNo', 'StructureType', 'SwapTradeTypeStr', 'UnderlyingType'] },
|
|
{ title: '新增字段', columns: ['NewFields.UnderlyingDirection', 'NewFields.UnderlyingCode', 'NewFields.InitialPrice', 'NewFields.NotionalQuantity', 'NewFields.ContractStartDate', 'NewFields.ContractMaturityDate', 'NewFields.InterestBenchmark', 'NewFields.InterestRatePrice', 'NewFields.OpeningClosingFee'] },
|
|
{ title: '名义本金', columns: ['position.NotionalValue', 'position.NotionalValueLong', 'position.NotionalValueShort'] },
|
|
{ title: '标的市值', columns: ['position.MarketValueLong', 'position.MarketValueShort'] },
|
|
{ title: '浮动端', columns: ['NewFields.FloatingUnrealizedPnl', 'PeriodAmount'] },
|
|
{ title: '利息端', columns: ['NewFields.OrdinaryInterestPnl'] },
|
|
{ title: '保证金', columns: ['position.InitMarginGain', 'position.PostionMarginGain', 'position.InitMarginLoss', 'position.PostionMarginLoss', 'NewFields.MarginInterestGain', 'NewFields.MarginInterestLoss'] },
|
|
{ title: '估值与实现收益', columns: ['position.dv01', 'InterestPaymentMethod', 'NewFields.MaturityNettingValuation', 'NewFields.PeriodPaymentValuation', 'position.RealizedPnL'] }
|
|
];
|
|
|
|
|
|
function gridComplete() {
|
|
var jgrid = $(this);
|
|
if (arguments[0].Sum) {
|
|
jgrid.footerData("set", { 'position.dv01': arguments[0].Sum["DV"] });
|
|
}
|
|
// 两个框架合约 Tab 均保留 DV footer 与列设置；界面使用普通单层表头。
|
|
if (page.tabIndex == 2 || page.tabIndex == 3) {
|
|
var defer = main.setcolumnChooser(jgrid, cloumnTargetName);
|
|
$.when(defer).done(function () {
|
|
jgrid.jqGrid('setLabel', 'PeriodAmount', null, null, {
|
|
title: '合约期间内的期间付息金额（无关乎派息支付日）'
|
|
});
|
|
});
|
|
} else {
|
|
main.setcolumnChooser(jgrid, page.configcolumn_data);
|
|
}
|
|
$(window).resize();
|
|
}
|
|
|
|
function rowdblclick(rowid) {
|
|
var rowData = $(this).getRowData(rowid);
|
|
if (rowData.id > 0) {
|
|
starttradeView(rowData.EncryptTradeId);
|
|
}
|
|
}
|
|
|
|
function starttradeView(id) {
|
|
var srcurl = "/swaptrade2/tradeView/?enid=" + id + "&isFromPositionReport=false&isOnlyCloseButton=true";
|
|
main.open("查看交易", srcurl);
|
|
}
|
|
|
|
function exportVisibleColumns() {
|
|
var jgrid = jQuery('#listGrid');
|
|
var dateStr = $("#DateValueDate").val() || '';
|
|
var tabName = page.tabIndex == 2
|
|
? '框架合约（旧口径）'
|
|
: page.tabIndex == 3 ? '框架合约' : '日终持仓';
|
|
var fileName = '日终持仓风险_互换_' + tabName + (dateStr ? '_' + dateStr : '');
|
|
if (page.tabIndex != 2 && page.tabIndex != 3) {
|
|
main.exportVisibleColumnsToExcel(jgrid, fileName, null);
|
|
return;
|
|
}
|
|
|
|
// 虽然新 Tab 不展示分组表头，标准格式导出仍按需求输出分组标题和固定列顺序。
|
|
var groupConfig = page.tabIndex == 3 ? eodSwapRiskNewGroupConfig : eodSwapGroupConfig;
|
|
var standardColumnNames = page.tabIndex == 3
|
|
? eodSwapRiskNewExportColumnNames
|
|
: eodSwapExportColumnNames;
|
|
|
|
layer.open({
|
|
type: 1,
|
|
title: '选择导出方式',
|
|
shadeClose: false,
|
|
shade: 0.4,
|
|
area: ['300px', '200px'],
|
|
content: '<div style="padding:20px">' +
|
|
'<p><input class="btn btn-primary js-export-eod-swap-standard" type="button" value="导出标准格式"></p>' +
|
|
'<p><input class="btn btn-primary js-export-eod-swap-visible" type="button" value="导出界面上全部数据"></p>' +
|
|
'</div>',
|
|
success: function (layero, index) {
|
|
layero.find('.js-export-eod-swap-standard').on('click', function () {
|
|
exportEodSwapRows(jgrid, fileName, groupConfig, standardColumnNames);
|
|
layer.close(index);
|
|
});
|
|
layero.find('.js-export-eod-swap-visible').on('click', function () {
|
|
exportEodSwapRows(jgrid, fileName, null, getVisibleEodSwapBusinessColumnNames(jgrid));
|
|
layer.close(index);
|
|
});
|
|
}
|
|
});
|
|
}
|
|
|
|
function getVisibleEodSwapBusinessColumnNames(jgrid) {
|
|
var colModel = jgrid.jqGrid('getGridParam', 'colModel') || [];
|
|
return colModel.filter(function (col) {
|
|
return col.hidden !== true && !col.optionHide && col.name !== 'cb' && col.name !== 'rn';
|
|
}).map(function (col) {
|
|
return col.name;
|
|
});
|
|
}
|
|
|
|
function exportEodSwapRows(jgrid, fileName, groupConfig, exportColumnNames) {
|
|
var exportPostData = $.extend({}, GetPostData(), {
|
|
page: 1,
|
|
rows: 0,
|
|
sidx: jgrid.jqGrid('getGridParam', 'sortname'),
|
|
sord: jgrid.jqGrid('getGridParam', 'sortorder')
|
|
});
|
|
$.ajax({
|
|
url: queryurl,
|
|
type: 'POST',
|
|
dataType: 'json',
|
|
traditional: true,
|
|
data: exportPostData
|
|
}).done(function (result) {
|
|
main.exportVisibleColumnsToExcel(jgrid, fileName, groupConfig, result && result.rows ? result.rows : [], exportColumnNames);
|
|
}).fail(function () {
|
|
main.message && main.message('导出失败，无法获取筛选后的全部数据');
|
|
});
|
|
}
|
|
//---------------------------Formatter---------------------------------
|
|
function PriceFormat(cellValue, options, rowObject) {
|
|
// 净价、全价可在配置中独立维护；只有期初净价读取 netPrice，其余价格列保持全价口径。
|
|
var columnName = options && options.colModel && (options.colModel.name || options.colModel.index);
|
|
var precisionField = columnName === 'eodPosition.PosiNetPrice' ? 'netPrice' : 'grossPrice';
|
|
return swapPricePrecision.format(
|
|
cellValue,
|
|
rowObject && rowObject.eodPosition && rowObject.eodPosition.UnderlyingInstrumentType,
|
|
precisionField);
|
|
}
|
|
|
|
function RealizedPnlFormat(cellValue, options, rowObject) {
|
|
return otcformat.trading.tradePrice(cellValue);
|
|
}
|
|
|
|
function StockEqvNotionalFormat(cellValue, options, rowObject) {
|
|
return otcformat.trading.StockEqvNotional(cellValue);
|
|
}
|
|
function InitialPriceFormat(cellValue, options, rowObject) {
|
|
// 类型来自 NewFields（不再是旧 eodPosition 嵌套对象），以便债券按全价精度、非债券按普通价格精度展示。
|
|
var instrumentType = rowObject
|
|
&& rowObject.NewFields
|
|
&& rowObject.NewFields.UnderlyingInstrumentType;
|
|
return swapPricePrecision.format(cellValue, instrumentType, 'grossPrice');
|
|
}
|
|
function NullableStockEqvNotionalFormat(cellValue, options, rowObject) {
|
|
if (cellValue === null || cellValue === undefined || cellValue === '') {
|
|
return '';
|
|
}
|
|
return StockEqvNotionalFormat(cellValue, options, rowObject);
|
|
}
|
|
function PosiStatusFormat(cellValue, options, rowObject) {
|
|
return cellValue == 1 ? "已平" : "正常";
|
|
}
|
|
function TradeDirectionFormat(cellValue, options, rowObject) {
|
|
var eodPosition = rowObject && rowObject.eodPosition;
|
|
if (!eodPosition) {
|
|
return "";
|
|
}
|
|
|
|
var posiDirection = Number(eodPosition.PosiDirection);
|
|
var positionType = Number(eodPosition.PositionType);
|
|
if (posiDirection === 2) {
|
|
positionType = positionType === 1 ? 2 : positionType === 2 ? 1 : 0;
|
|
} else if (posiDirection !== 1) {
|
|
return "";
|
|
}
|
|
|
|
return positionType === 1 ? "多头" : positionType === 2 ? "空头" : "";
|
|
}
|
|
function DrictionFormat(cellValue, options, rowObject) {
|
|
if (cellValue == 1) {
|
|
return "收取";
|
|
}
|
|
if (cellValue == 2) {
|
|
return "支付";
|
|
}
|
|
return "";
|
|
}
|
|
function InterestModeFormat(cellValue, options, rowObject) {
|
|
switch (cellValue) {
|
|
case 1: return "固定值";
|
|
case 2: return "框架合约名义本金规模";
|
|
case 3: return "持仓名义本金";
|
|
case 4: return "持仓市值";
|
|
case 5: return "初始预付金";
|
|
case 6: return "追加预付金";
|
|
default: return "";
|
|
}
|
|
}
|
|
|
|
function PercentFormat(cellValue, options, rowObject) {
|
|
if (cellValue) {
|
|
var num = new Number(cellValue) * 100;
|
|
return num.toFixed(2) + "%";
|
|
} else {
|
|
return "0.00%";
|
|
}
|
|
}
|
|
function SwapTimeAndRateFormat(cellValue, options, rowObject) {
|
|
if (cellValue != null && cellValue.indexOf(";") > 0) {
|
|
var spCellValue = cellValue.split(";")[1];
|
|
if (spCellValue != null && spCellValue.indexOf(",") > 0) {
|
|
return PercentFormat(spCellValue.split(",")[0]);
|
|
} else {
|
|
return PercentFormat(spCellValue);
|
|
}
|
|
}
|
|
return PercentFormat(cellValue);
|
|
}
|
|
|
|
//---------------------------------------------------------------------------------
|
|
|
|
function rowclick(id) { }
|
|
|
|
function exportTrade() {
|
|
var jgrid = jQuery('#listGrid');
|
|
var postData = GetPostData();
|
|
var ids = jgrid.jqGrid('getGridParam', 'selarrrow');
|
|
if (ids.length > 0) {
|
|
postData.TradeIds = ids;
|
|
}
|
|
downLoadFile("/swaptrade/DownloadEodPositionRisks?" + $.param(postData, true));
|
|
}
|
|
|
|
function downLoadFile(downloadUrlStr) {
|
|
window.open(downloadUrlStr);
|
|
}
|
|
|
|
function GetPostData() {
|
|
var postData = {};
|
|
postData.ValueDate = $("#DateValueDate").val();
|
|
postData.TradeNumber = $("#TradeNumber").val();
|
|
postData.BookIds = $("#BookId").val();
|
|
postData.AssetIdGroupList = $("#GroupId").val();
|
|
postData.UnderlyingIds = $("#UnderlyingId").val();
|
|
postData.ClientIds = $("#ClientId").val();
|
|
return postData;
|
|
}
|
|
|
|
function SearchClick(isSearchclick) {
|
|
var listGrid = $('#listGrid');
|
|
listGrid.appendPostData(GetPostData());
|
|
if (typeof (isSearchclick) != "undefined" && isSearchclick) {
|
|
//点击搜索时默认第一页
|
|
listGrid.jqGrid('setGridParam',
|
|
{
|
|
page: 1
|
|
});
|
|
}
|
|
listGrid.trigger('reloadGrid');
|
|
}
|
|
|
|
function showcolumnChooser() {
|
|
var jgrid = jQuery('#listGrid');
|
|
main.showcolumnChooser(jgrid, cloumnTargetName, page.configcolumn_data);
|
|
}
|