张名锐
13b9c2a451
- 提取互换事件检查条件为独立变量 hasSwapDealEvent - 添加对平仓、互换、自动互换事件类型的检查 - 将复杂条件判断重构为更清晰的逻辑结构 - 保持原有业务逻辑不变的情况下提高代码可读性
644 lines
21 KiB
C#
644 lines
21 KiB
C#
using System.ComponentModel;
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using System.ComponentModel.DataAnnotations.Schema;
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using YLErp.BLL;
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using YLErp.DBModels.Attributes;
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using YLErp.DBModels.Helpers;
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using YLErp.Helpers;
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using YLErp.Models;
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using YLErp.Models.Tag;
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namespace YLErp.DBModels
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{
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[DataChange]
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public partial class trade
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{
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/// <summary>
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/// 是否允许根据交易类型设置奇异期权或互换远期的扩展字段，默认true
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/// </summary>
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[Newtonsoft.Json.JsonIgnore, NotMapped]
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public bool EnableSetFieldsByTradeType { get; set; } = true;
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/// <summary>
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/// 计算ID(用于定价计算V2)
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/// </summary>
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[NotMapped]
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public string CalcId { get; set; }
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[NotMapped]
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public double? TTMDays { get; set; }
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[DisplayName("标的资产类型")]
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[NotMapped]
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public string UnderlyingInstrumentTypeCn => ConsGlobal.InstrumentType.GetDesc(UnderlyingInstrumentType);
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[DisplayName("行权方式")]
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[NotMapped, TradeAuditChangeMsg]
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public string ExerciseModeCn
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{
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get { return TradeType == "收益互换" ? "" : TradeHelper.GetExerciseModeCn(ExerciseMode); }
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}
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[NotMapped]
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public string ClientNumber { get; set; }
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/// <summary>
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/// 期权类型，例如：欧式香草看涨
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/// </summary>
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[DisplayName("期权类型")]
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[NotMapped]
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public string SummaryType
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{
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get
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{
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if (TradeType == "自定义交易")
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{
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return TradeType;
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}
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return ExerciseModeCn + (TradeType == "结构化交易" ? StructureType : TradeType?.Replace("期权", "")) + OptionType;
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}
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}
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/// <summary>
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/// 标的物的交易单位
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/// </summary>
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[NotMapped]
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public string QuoteUnitSingle { get; set; }
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[NotMapped]
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public string QuoteUnit { get; set; }
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[NotMapped]
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[DataChange]
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public trade_forward trade_forward { get; set; } = new trade_forward();
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[NotMapped]
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[DataChange]
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public trade_asian_option trade_asian_option { get; set; } = new trade_asian_option();
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[NotMapped]
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[DataChange]
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public trade_rainbow_option trade_rainbow_option { get; set; } = new trade_rainbow_option();
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[NotMapped]
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[DataChange]
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public trade_barrier_option trade_barrier_option { get; set; } = new trade_barrier_option();
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[NotMapped]
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[DataChange]
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public trade_risky_option trade_risky_option { get; set; } = new trade_risky_option();
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[NotMapped]
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[DataChange]
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public trade_binary_option trade_binary_option { get; set; } = new trade_binary_option();
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[NotMapped]
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[DataChange]
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public trade_spread_option trade_spread_option { get; set; } = new trade_spread_option();
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[NotMapped]
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[DataChange]
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public trade_double_sharkfin_option trade_double_sharkfin_option { get; set; } = new trade_double_sharkfin_option();
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[NotMapped]
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[DataChange]
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public trade_autocall trade_autocall { get; set; } = new trade_autocall();
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[NotMapped]
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[DataChange]
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public trade_snowball trade_snowball { get; set; } = new trade_snowball();
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[NotMapped]
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[DataChange]
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public trade_rangeaccrual trade_rangeaccrual { get; set; } = new trade_rangeaccrual();
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[NotMapped]
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[DataChange]
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public trade_airbag trade_airbag { get; set; } = new trade_airbag();
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[NotMapped]
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[DataChange]
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public trade_accumulator_option trade_accumulator_option { get; set; } = new trade_accumulator_option();
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[NotMapped]
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[DataChange]
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public trade_swap trade_swap { get; set; } = new trade_swap();
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[NotMapped]
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public List<trade_swap_detail> get_trade_swap_details { get; set; } = new List<trade_swap_detail>();
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[NotMapped]
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public List<trade_swap_detail> pay_trade_swap_details { get; set; } = new List<trade_swap_detail>();
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[NotMapped]
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[DataChange]
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public trade_underlying_enhance trade_underlying_enhance { get; set; } = new trade_underlying_enhance();
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[NotMapped]
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[DataChange]
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public trade_cashflow trade_cashflow { get; set; } = new trade_cashflow();
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[NotMapped]
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[DataChange]
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public trade_custom trade_custom { get; set; } = new trade_custom();
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[NotMapped]
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[DataChange]
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public trade_extend trade_extend { get; set; } = new trade_extend();
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/// <summary>
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/// 期初持仓
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/// </summary>
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[NotMapped]
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public List<swap_position> swap_positions { get; set; } = new List<swap_position>();
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/// <summary>
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/// 期初持仓
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/// </summary>
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[NotMapped]
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public List<eod_swap_position> inital_eod_swap_positions { get; set; } = new List<eod_swap_position>();
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/// <summary>
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/// 实时持仓
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/// </summary>
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[NotMapped]
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public List<eod_swap_position> eod_swap_positions { get; set; } = new List<eod_swap_position>();
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[NotMapped]
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public trade_initial_margin trade_Initial_Margin { get; set; } = new trade_initial_margin();
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/// <summary>
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/// 平仓互换事件
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/// </summary>
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[NotMapped]
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public List<swap_flow_event> swap_Flow_Events { get; set; } = new List<swap_flow_event>();
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/// <summary>
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/// 交易事件
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/// </summary>
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[NotMapped]
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public List<swap_event> swap_Events { get; set; } = new List<swap_event>();
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/// <summary>
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/// 框架合约估值
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/// </summary>
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[NotMapped]
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public List<eod_swap> eod_swaps { get; set; } = new List<eod_swap>();
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/// <summary>
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/// 资金记录
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/// </summary>
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[NotMapped]
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public List<ClientCashInCashOut> ClientCashInCashOutList { get; set; }=new List<ClientCashInCashOut>();
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/// <summary>
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/// 销售提成
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/// </summary>
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[NotMapped]
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[DataChange]
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[DisplayName("提成信息")]
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public TradeSalesCommissionInfo SalesCommission { get; set; }
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#region----权限控制----
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public bool CanEdit()
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{
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//确认成交
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return !(ConsTrade.TradeStatusAfterAndWithOutConfirmed.Contains(TradeStatus) || ConsTrade.审批中.Equals(TradeStatus) || HasPartialUnWind == 1 || (!PS.Config.TradeElement.IsAmendableAfterConfirm && TradeDate < valuedateBLL.ValueDate && ConsTrade.确认成交.Equals(TradeStatus)));
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}
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public bool SwapCanEdit()
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{
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var hasSwapDealEvent = swap_Events.Any(x =>
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!x.Invalid
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&& (x.EventType == (int)SwapEventTypeEnum.平仓
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|| x.EventType == (int)SwapEventTypeEnum.互换
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|| x.EventType == (int)SwapEventTypeEnum.自动互换));
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//确认成交
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return !(ConsTrade.TradeStatusAfterAndWithOutConfirmed.Contains(TradeStatus) || ConsTrade.审批中.Equals(TradeStatus) || UnWindDate.HasValue || hasSwapDealEvent || (!PS.Config.TradeElement.IsAmendableAfterConfirm && TradeDate < valuedateBLL.ValueDate && ConsTrade.确认成交.Equals(TradeStatus)));
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}
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public bool CanDelete()
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{
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return ConsTrade.新增待确认.Equals(TradeStatus) || ConsTrade.修改待确认.Equals(TradeStatus) || IsGroup == 1 && ConsTrade.已拒绝.Equals(TradeStatus) || (!PS.Config.IsGuoJun ? ConsTrade.确认成交.Equals(TradeStatus) : false);
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}
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public bool CanEditMaturityDate()
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{
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return (TradeStatus == ConsTrade.已到期 || TradeStatus == ConsTrade.已执行) && ExerciseDate == valuedateBLL.ValueDate;
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}
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public bool CanConfirm()
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{
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return (IsOption() || TradeType == "自定义交易" || TradeType == "收益互换" || TradeType == "现金流交易" || TradeType == "结构化产品" || IsGroup == 1) && ValidState != "InValid" && (TradeStatus == ConsTrade.新增待确认 || TradeStatus == ConsTrade.修改待确认);
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}
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public bool CanUnwind()
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{
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return (IsOption() || TradeType == "结构化交易" || TradeType == "远期" || TradeType == "现金流交易" || TradeType == "结构化产品") && TradeType != "场内期权" && ValidState != "InValid" && (TradeStatus == ConsTrade.确认成交 || TradeStatus == ConsTrade.提前终止拒绝);
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}
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public bool CanCustomizedTradeUnwind()
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{
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return TradeType == "自定义交易" && ValidState != "InValid" && (TradeStatus == ConsTrade.确认成交 || TradeStatus == ConsTrade.提前终止拒绝);
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}
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public bool CanSwapTradeUnwind()
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{
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return TradeType == "收益互换" && ValidState != "InValid" && (TradeStatus == ConsTrade.确认成交 || TradeStatus == ConsTrade.提前终止拒绝);
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}
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public bool CanExercise()
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{
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if ((IsOption() || TradeType == "结构化交易" || TradeType == "远期" || TradeType == "现金流交易") && TradeType != "场内期权" && TradeType != "区间累积期权" && ValidState != "InValid" && (ConsTrade.确认成交.Equals(TradeStatus) || ConsTrade.提前终止拒绝.Equals(TradeStatus)))
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{
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var sysDate = valuedateBLL.ValueDate;
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if (PS.Config.Company == Configuration.CompanyEnum.厦门象屿 && SettlementType == SettlementTypeEnum.ReferencePrice)
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{
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sysDate = Modules.SpecialModule.XiaMenXiangYuHelper.GetRefernceValueDate(sysDate);
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}
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return ExerciseMode == "American" && ExerciseDate >= sysDate;
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}
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return false;
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}
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public bool CanExerciseRecheck()
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{
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return (IsOption() || TradeType == "结构化交易" || TradeType == "远期") && TradeType != "场内期权" && ValidState != "InValid" && TradeStatus == ConsTrade.行权待复核;
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}
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//是否到期交易
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public bool CanExpire()
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{
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var sysDate = valuedateBLL.ValueDate;
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var canExpire = (IsOption() || TradeType == "自定义交易" || TradeType == "结构化交易" || TradeType == "远期") && TradeType != "场内期权" && TradeType != "区间累积期权" && ValidState != "InValid" && (ConsTrade.确认成交.Equals(TradeStatus) || ConsTrade.提前终止拒绝.Equals(TradeStatus));
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if (PS.Config.Company == Configuration.CompanyEnum.厦门象屿 && SettlementType == SettlementTypeEnum.ReferencePrice)
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{
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sysDate = Modules.SpecialModule.XiaMenXiangYuHelper.GetRefernceValueDate(sysDate);
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}
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return canExpire && ExerciseDate <= sysDate;
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}
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#endregion
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[NotMapped]
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public trade_cash trade_cash { get; set; }
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[NotMapped]
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[DisplayName("备注")]
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public string RemarkInfo
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{
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get
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{
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if (PS.Config.Is国泰君安)
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{
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return Comments;
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}
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return Comments;// + (string.IsNullOrWhiteSpace(Comments) ? "" : "<br/>") + ChangeMsg;
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}
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}
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[NotMapped]
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public eod_trade eod_trade { get; set; }
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public string GetDataTraceKeyId()
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{
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return id.ToString();
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}
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public trade Clone()
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{
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var td = (trade)MemberwiseClone();
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switch (td.TradeType)
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{
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case "亚式期权":
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td.trade_asian_option = td.trade_asian_option?.Clone();
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break;
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case "Risky期权":
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td.trade_risky_option = td.trade_risky_option?.Clone();
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break;
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case "二元期权":
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td.trade_binary_option = td.trade_binary_option?.Clone();
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break;
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case "雪球期权":
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td.trade_snowball = td.trade_snowball?.Clone();
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break;
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case "凤凰期权":
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td.trade_autocall = td.trade_autocall?.Clone();
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break;
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case "收益互换":
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td.trade_swap = td.trade_swap?.Clone();
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break;
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case "现金流交易":
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td.trade_cashflow = td.trade_cashflow?.Clone();
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break;
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default:
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break;
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}
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td.trade_cash = td.trade_cash?.Clone();
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return td;
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}
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/// <summary>
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/// 是否默认对象
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/// </summary>
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public bool IsDefault()
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{
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return this == Default;
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}
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public bool HasGeneratedConfirmBook()
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{
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if (string.IsNullOrWhiteSpace(TradeNumber))
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{
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return false;
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}
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var dbContext = new YLContext();
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var query = from td in dbContext.trade_contract_document
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join tr in dbContext.trade_contract_r
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on td.Code equals tr.ContractCode
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where (tr.TradeId == this.id || tr.TradeId == ParentTradeId) && tr.IsValid
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select td.Code;
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return query.Any();
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}
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public bool HasUnwindAction()
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{
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var dbContext = new YLContext();
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var childIds = dbContext.trade.Where(x => x.ParentTradeId == id && x.ValidState != "InValid").Select(x => x.id).ToList();
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var hasChildUnwindTradeCash = dbContext.trade_cash.Any(x => childIds.Contains(x.TradeId) && x.ValidState != "InValid" && x.Action != ClientCashInCashOut.系统操作_期权费);
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return dbContext.trade_cash_group_action.Any(x => x.TradeId == id) || hasChildUnwindTradeCash;
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}
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/// <summary>
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/// 是否专业版雪球
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/// </summary>
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/// <returns></returns>
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public bool IsSnowballSpecialist()
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{
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return TradeType == "雪球期权" && (trade_snowball?.PrepaymentUsed ?? false);
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}
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/// <summary>
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/// 专用于赋初始值和比较是否初始值
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/// </summary>
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public static readonly trade Default = new trade();
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/// <summary>
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/// 结算金额
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/// </summary>
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[NotMapped]
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public double? SettlementAmount { get; set; } = null;
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[NotMapped, TradeAuditChangeMsg]
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public DateTime? ActualExerciseDate { get; set; }
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[NotMapped]
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[DataChange]
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public trade_swap_GJ trade_swap_gj { get; set; } = new trade_swap_GJ();
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/// <summary>
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/// 交易标签
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/// </summary>
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[NotMapped]
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public List<TagDto> Tags { get; set; }
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/// <summary>
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/// 交易标签
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/// </summary>
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[NotMapped]
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public string OutputTags { get; set; }
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#region----object container----
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public override T Get<T>()
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{
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var type = typeof(T);
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if (type == typeof(trade_forward))
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{
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return this.trade_forward as T;
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}
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if (type == typeof(trade_asian_option))
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{
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return this.trade_asian_option as T;
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}
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if (type == typeof(trade_rainbow_option))
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{
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return this.trade_rainbow_option as T;
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}
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if (type == typeof(trade_risky_option))
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{
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return this.trade_risky_option as T;
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}
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if (type == typeof(trade_barrier_option))
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{
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return this.trade_barrier_option as T;
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}
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if (type == typeof(trade_binary_option))
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{
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return this.trade_binary_option as T;
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}
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if (type == typeof(trade_spread_option))
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{
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return this.trade_spread_option as T;
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}
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if (type == typeof(trade_double_sharkfin_option))
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{
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return this.trade_double_sharkfin_option as T;
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}
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if (type == typeof(trade_autocall))
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{
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return this.trade_autocall as T;
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}
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if (type == typeof(trade_snowball))
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{
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return this.trade_snowball as T;
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}
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if (type == typeof(trade_rangeaccrual))
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{
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return this.trade_rangeaccrual as T;
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}
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if (type == typeof(trade_airbag))
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{
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return this.trade_airbag as T;
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}
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if (type == typeof(trade_accumulator_option))
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{
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return this.trade_accumulator_option as T;
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}
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if (type == typeof(trade_swap))
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{
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return this.trade_swap as T;
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}
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if (type == typeof(trade_underlying_enhance))
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{
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return this.trade_underlying_enhance as T;
|
|
}
|
|
|
|
if (type == typeof(trade_cashflow))
|
|
{
|
|
return this.trade_cashflow as T;
|
|
}
|
|
|
|
if (type == typeof(trade_custom))
|
|
{
|
|
return this.trade_custom as T;
|
|
}
|
|
|
|
if (type == typeof(trade_cash))
|
|
{
|
|
return this.trade_cash as T;
|
|
}
|
|
|
|
throw new NotSupportedException();
|
|
}
|
|
|
|
public override void Set<T>(T data)
|
|
{
|
|
if (data is trade_forward forward)
|
|
{
|
|
this.trade_forward = forward;
|
|
}
|
|
|
|
if (data is trade_asian_option asian_Option)
|
|
{
|
|
this.trade_asian_option = asian_Option;
|
|
}
|
|
|
|
if (data is trade_risky_option risky_Option)
|
|
{
|
|
this.trade_risky_option = risky_Option;
|
|
}
|
|
|
|
if (data is trade_rainbow_option rainbow_Option)
|
|
{
|
|
this.trade_rainbow_option = rainbow_Option;
|
|
}
|
|
|
|
if (data is trade_barrier_option barrier_Option)
|
|
{
|
|
this.trade_barrier_option = barrier_Option;
|
|
}
|
|
|
|
if (data is trade_binary_option binary_Option)
|
|
{
|
|
this.trade_binary_option = binary_Option;
|
|
}
|
|
|
|
if (data is trade_spread_option spread_Option)
|
|
{
|
|
this.trade_spread_option = spread_Option;
|
|
}
|
|
|
|
if (data is trade_double_sharkfin_option dbshark)
|
|
{
|
|
this.trade_double_sharkfin_option = dbshark;
|
|
}
|
|
|
|
if (data is trade_autocall autocall)
|
|
{
|
|
this.trade_autocall = autocall;
|
|
}
|
|
|
|
if (data is trade_snowball snowball)
|
|
{
|
|
this.trade_snowball = snowball;
|
|
}
|
|
|
|
if (data is trade_rangeaccrual rangeaccrual)
|
|
{
|
|
this.trade_rangeaccrual = rangeaccrual;
|
|
}
|
|
|
|
if (data is trade_airbag airbag)
|
|
{
|
|
this.trade_airbag = airbag;
|
|
}
|
|
|
|
if (data is trade_accumulator_option accumulator_Option)
|
|
{
|
|
this.trade_accumulator_option = accumulator_Option;
|
|
}
|
|
|
|
if (data is trade_swap swap)
|
|
{
|
|
this.trade_swap = swap;
|
|
}
|
|
|
|
if (data is trade_underlying_enhance underlying_Enhance)
|
|
{
|
|
this.trade_underlying_enhance = underlying_Enhance;
|
|
}
|
|
|
|
if (data is trade_cashflow cashflow)
|
|
{
|
|
this.trade_cashflow = cashflow;
|
|
}
|
|
|
|
if (data is trade_custom custom)
|
|
{
|
|
this.trade_custom = custom;
|
|
}
|
|
|
|
if (data is trade_cash cash)
|
|
{
|
|
this.trade_cash = cash;
|
|
}
|
|
|
|
throw new NotSupportedException();
|
|
}
|
|
|
|
#endregion
|
|
}
|
|
|
|
[NotMapped]
|
|
public class tradeDto : trade
|
|
{
|
|
|
|
}
|
|
|
|
/// <summary>
|
|
/// 是否单独生成交易确认书
|
|
/// </summary>
|
|
public class EnumSingleContract
|
|
{
|
|
//单笔
|
|
public const int Single = 1;
|
|
//批量
|
|
public const int Batch = 0;
|
|
}
|
|
|
|
public class EnumTradeBuySell
|
|
{
|
|
//单笔
|
|
public const string Buy = "买入";
|
|
//批量
|
|
public const string Sell = "卖出";
|
|
}
|
|
|
|
[NotMapped]
|
|
public class trade_swap_GJ
|
|
{
|
|
public string LongShort { get; set; }
|
|
|
|
public double? OpenPrice { get; set; }
|
|
|
|
public double? OpenCurrencyRate { get; set; }
|
|
|
|
public double? TradeCommission { get; set; }
|
|
|
|
public double? PricingOriginalStockEqvNotional { get; set; }
|
|
|
|
public double? PricingStockEqvNotional { get; set; }
|
|
|
|
public string SwapTimeAndRate { get; set; }
|
|
|
|
|
|
}
|
|
}
|