110 lines
3.0 KiB
C#
110 lines
3.0 KiB
C#
using YLErp.DBModels.Helpers;
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namespace YLErp.Modules.CalculationModule
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{
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/// <summary>
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/// 交易手数计算
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/// </summary>
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public static class TradeLotsCalc
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{
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/// <summary>
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/// 根据标的计算手数，返回null表示未获取到合约乘数
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/// </summary>
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public static double GetLots(string underlyingCode, double notional)
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{
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var underlying = DataCacheProvider.GetUnderlyingDataSource().GetData(underlyingCode);
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if (underlying == null)
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{
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return notional;
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}
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double contractSize;
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if (underlying.ContractSize > 0)
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{
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contractSize = underlying.ContractSize;
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}
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else if (underlying.IsStock())
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{
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contractSize = 100;
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}
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else
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{
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var variety = DataCacheProvider.GetVarietyDataSource().GetData(underlying?.UnderlyingTypeId ?? 0);
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if (variety == null)
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{
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return notional;
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}
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contractSize = variety.TradeUnitValue ?? 0;
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}
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if (contractSize < 1)
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{
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return notional;
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}
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return notional / contractSize;
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}
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public static double CalcDeltaInLots(double Delta, Variety variety, underlying_manager udm)
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{
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return Delta / GetTradeUnitValue(variety, udm);
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}
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public static double CalcGammaInLots(double gamma, Variety variety, underlying_manager udm)
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{
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return gamma / GetTradeUnitValue(variety, udm);
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}
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/// <summary>
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/// 获取标的的交易手数单位，一手多少
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/// </summary>
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public static double GetTradeUnitValue(Variety variety, underlying_manager udm)
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{
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if (udm is null)
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{
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if (variety != null)
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{
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var TradeUnit = VarietyHelper.GetTradeUnitValue(variety.VarietyCode, variety.TradeUnit);
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return TradeUnit > 0 ? TradeUnit.Value : 1;
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}
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return 1;
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}
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if (udm.ContractSize > 1)
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{
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return udm.ContractSize;
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}
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if (udm.IsStock())
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{
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return 100;
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}
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if (udm.IsSynthetic())
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{
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return udm.ContractSize < 1 ? 1 : udm.ContractSize;
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}
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if (udm.ContractSize > 0)
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{
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return udm.ContractSize;
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}
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if (variety == null)
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{
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variety = DataCacheProvider.GetVarietyDataSource().GetData(udm.UnderlyingTypeId);
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if (variety == null)
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{
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return 1;
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}
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}
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var TradeUnit2 = VarietyHelper.GetTradeUnitValue(variety.VarietyCode, variety.TradeUnit);
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return TradeUnit2 > 0 ? TradeUnit2.Value : 1;
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}
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}
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}
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