zszq-trs/YLErpDAL/Modules/TradeModule/TradeConverter.cs

namespace YLErp.Modules.TradeModule
{
    /// <summary>
    /// 交易数据转换
    /// </summary>
    public static class TradeConverter
    {
        /// <summary>
        /// 转换全要素期权数据
        /// </summary>
        public static trade ConvertOptionTrade(OtcOptionTradeFull tradeOption)
        {
            if (tradeOption is null)
            {
                throw new ArgumentNullException(nameof(tradeOption));
            }

            var td = new trade();

            YLAutoMapper.Map<OtcTradeBase, OtcTradeBase>(tradeOption, td);

            td.TTMDays = tradeOption.TTMDays;
            td.SalesCommission = tradeOption.SalesCommission;
            td.CalcId = tradeOption.CalcId;
            td.UnderlyingPrice = tradeOption.UnderlyingPrice;

            switch (td.TradeType == "结构化交易" ? td.StructureType : td.TradeType)
            {
                case "香草期权":
                case "合成价差期权":
                    break;
                case "障碍期权":
                    YLAutoMapper.Map(tradeOption, td.trade_barrier_option);
                    break;
                case "Risky期权":
                    YLAutoMapper.Map(tradeOption, td.trade_risky_option);
                    td.Strike = td.trade_risky_option.Strike1;
                    break;
                case "二元期权":
                    YLAutoMapper.Map(tradeOption, td.trade_binary_option);
                    break;
                case "亚式期权":
                    YLAutoMapper.Map(tradeOption, td.trade_asian_option);
                    break;
                case "彩虹期权":
                    YLAutoMapper.Map(tradeOption, td.trade_rainbow_option);
                    break;
                case "价差期权":
                    YLAutoMapper.Map(tradeOption, td.trade_spread_option);
                    break;
                case "双鲨期权":
                    YLAutoMapper.Map(tradeOption, td.trade_double_sharkfin_option);
                    break;
                case "区间累积期权":
                    YLAutoMapper.Map(tradeOption, td.trade_rangeaccrual);
                    break;
                case "凤凰期权":
                    YLAutoMapper.Map(tradeOption, td.trade_autocall);
                    break;
                case "雪球期权":
                    YLAutoMapper.Map(tradeOption, td.trade_snowball);
                    if(tradeOption.IsInitialKnockedIn)
                    {
                        td.trade_snowball.ObservationDates = null;
                        td.trade_snowball.KIBarrier = 0;
                        td.trade_snowball.KnockInOutDate = td.TradeDate;
                        td.trade_snowball.KnockInOutStatus = ConsTrade.KnockState.KnockedIn;
                    }
                    break;
                case "气囊结构":
                    YLAutoMapper.Map(tradeOption, td.trade_airbag);
                    break;
                case "收益增强结构":
                    YLAutoMapper.Map(tradeOption, td.trade_underlying_enhance);
                    break;
                case "累计期权":
                    YLAutoMapper.Map(tradeOption, td.trade_accumulator_option);
                    break;
                case "现金流交易":
                    YLAutoMapper.Map(tradeOption, td.trade_cashflow);
                    break;
                case "自定义交易":
                    YLAutoMapper.Map(tradeOption, td.trade_custom);
                    break;
            }

            return td;
        }

        /// <summary>
        /// 转换远期交易
        /// </summary>
        public static trade ConvertForward(OtcTradeForward tradeForward)
        {
            if (tradeForward is null)
            {
                throw new ArgumentNullException(nameof(tradeForward));
            }

            var td = new trade();

            YLAutoMapper.Map<OtcTradeBase, OtcTradeBase>(tradeForward, td);

            td.trade_forward = YLAutoMapper.Map<trade_forward>(tradeForward);

            td.SalesCommission = tradeForward.SalesCommission;

            return td;
        }

        /// <summary>
        /// 转换为全要素期权数据
        /// </summary>
        public static OtcOptionTradeFull ConvertToOptionTrade(trade td)
        {
            //TODO:缺少单元测试

            if (td is null)
            {
                throw new ArgumentNullException(nameof(td));
            }

            var tdFull = new OtcOptionTradeFull();

            YLAutoMapper.Map<OtcTradeBase, OtcTradeBase>(td, tdFull);

            tdFull.TTMDays = td.TTMDays;
            tdFull.SalesCommission = td.SalesCommission;

            switch (td.TradeType)
            {
                case "香草期权":
                case "合成价差期权":
                    break;
                case "障碍期权":
                    YLAutoMapper.Map(td.trade_barrier_option, tdFull);
                    break;
                case "Risky期权":
                    YLAutoMapper.Map(td.trade_risky_option, tdFull);
                    break;
                case "二元期权":
                    YLAutoMapper.Map(td.trade_binary_option, tdFull);
                    break;
                case "亚式期权":
                    YLAutoMapper.Map(td.trade_asian_option, tdFull);
                    break;
                case "彩虹期权":
                    YLAutoMapper.Map(td.trade_rainbow_option, tdFull);
                    break;
                case "价差期权":
                    YLAutoMapper.Map(td.trade_spread_option, tdFull);
                    break;
                case "双鲨期权":
                    YLAutoMapper.Map(td.trade_double_sharkfin_option, tdFull);
                    break;
                case "区间累积期权":
                    YLAutoMapper.Map(td.trade_rangeaccrual, tdFull);
                    break;
                case "凤凰期权":
                    YLAutoMapper.Map(td.trade_autocall, tdFull);
                    break;
                case "雪球期权":
                    YLAutoMapper.Map(td.trade_snowball, tdFull);
                    break;
                case "气囊结构":
                    YLAutoMapper.Map(td.trade_airbag, tdFull);
                    break;
                case "收益增强结构":
                    YLAutoMapper.Map(td.trade_underlying_enhance, tdFull);
                    break;
                case "现金流交易":
                    YLAutoMapper.Map(td.trade_cashflow, tdFull);
                    break;
            }

            return tdFull;
        }
    }
}