643 lines
20 KiB
C#
643 lines
20 KiB
C#
using System.ComponentModel.DataAnnotations.Schema;
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namespace YLErp.DBModels
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{
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/// <summary>
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/// 客户结算统计
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/// </summary>
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[Table("clientbalancedaily")]
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public class ClientBalanceDaily : DBModelWithOperator
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{
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[DisplayName("预付金")]
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public double? CashDeposit { get; set; }
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[DisplayName("授信额度")]
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public double? Credit { get; set; }
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/// <summary>
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/// 追保金额（所有欠缺金额）
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/// </summary>
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[DisplayName("追保金额")]
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public double? Margin { get; set; }
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[NotMapped]
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public double MarginAbs
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{
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get
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{
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return Math.Abs(Margin ?? 0);
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}
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}
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/// <summary>
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/// 客户信息
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/// </summary>
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[DisplayName("客户信息")]
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public int ClientId { get; set; }
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/// <summary>
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/// 客户名称
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/// </summary>
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[DisplayName("客户名称")]
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public string ClientName { get; set; }
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/// <summary>
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/// 客户编号
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/// </summary>
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[DisplayName("客户编号")]
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public string ClientNumber { get; set; }
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/// <summary>
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/// 结算日期
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/// </summary>
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[DisplayName("结算日期")]
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public DateTime? BalanceDate { get; set; }
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/// <summary>
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/// 上日资金余额
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/// </summary>
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[DisplayName("上日资金余额")]
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public double? LastDayRemainFund { get; set; }
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/// <summary>
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/// 上日资金余额（包含抵押品价值）
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/// </summary>
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[NotMapped]
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public double? LastDayRemainFundWithProduct
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{
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get
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{
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return LastDayRemainFund + TodayRemianFundProduct - CashInCashOutProductChange;
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}
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}
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/// <summary>
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/// 当日资金余额（不包含抵押品价值）
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/// </summary>
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[DisplayName("当日资金余额")]
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public double? ToDayRemainFund { get; set; }
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/// <summary>
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/// 当日资金余额（包含抵押品价值）
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/// </summary>
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[NotMapped]
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public double? ToDayRemainFundWithProduct
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{
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get
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{
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return ToDayRemainFund + TodayRemianFundProduct;
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}
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}
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/// <summary>
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/// 当日入金
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/// </summary>
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[DisplayName("当日入金")]
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public double? InFund { get; set; }
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/// <summary>
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/// 当日出金
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/// 为绝对值，不包含出金方向
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/// </summary>
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[DisplayName("当日出金")]
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public double? OutFund { get; set; }
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/// <summary>
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/// 其他收入
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/// </summary>
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[DisplayName("其他收入")]
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public double? InFundOther { get; set; }
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/// <summary>
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/// 其他支出
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/// </summary>
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[DisplayName("其他支出")]
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public double? OutFundOther { get; set; }
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/// <summary>
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/// 当日损益
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/// </summary>
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private double? _DayGainLoss;
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/// <summary>
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/// 当日损益
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/// </summary>
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[DisplayName("当日损益")]
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public double? DayGainLoss
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{
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set { _DayGainLoss = value; }
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get { return _DayGainLoss == null ? _DayGainLoss : Round(_DayGainLoss.Value, 2); }
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}
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/// <summary>
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/// 持仓盈亏
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/// </summary>
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private double? _PositionPnl;
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/// <summary>
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/// 持仓盈亏
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/// </summary>
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[DisplayName("持仓盈亏")]
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public double? PositionPnl
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{
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set { _PositionPnl = value; }
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get { return _PositionPnl == null ? _PositionPnl : Round(_PositionPnl.Value, 2); }
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}
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/// <summary>
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/// 四舍五入处理后的持仓盈亏
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/// </summary>
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public double? RoundedPositionPnl { get; set; }
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/// <summary>
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/// 期权空头浮动盈利=∑max(期权空头持仓*(期权合约成本价-期权合约现价), 0) 从客户角度看的
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/// </summary>
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public double? ClientSellPositionPnl { get; set; }
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/// <summary>
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/// 总盈亏
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/// </summary>
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private double? _TotalPnl;
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/// <summary>
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/// 总盈亏
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/// </summary>
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[DisplayName("总盈亏")]
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public double? TotalPnl
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{
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set { _TotalPnl = value; }
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get { return _TotalPnl == null ? _TotalPnl : Round(_TotalPnl.Value, 2); }
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}
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//每日盈亏
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[DisplayName("每日盈亏")]
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public double? DailyPnl { get; set; }
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[NotMapped]
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public double? RoundedDailyPnl { get; set; }
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/// <summary>
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/// 状态
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/// </summary>
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[DisplayName("状态")]
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public string State { get; set; }
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///// <summary>
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///// 确认人
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///// </summary>
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//[DisplayName("确认人")]
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//public int? ConfirmerId { get; set; }
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///// <summary>
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///// 确认人
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///// </summary>
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//[DisplayName("确认人")]
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//public string ConfirmerName { get; set; }
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///// <summary>
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///// 结算书
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///// </summary>
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//[DisplayName("结算书")]
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//public string ConfirmBookHtml { get; set; }
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[NotMapped]
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public double? Amount { get; set; }
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/// <summary>
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/// 期权费收支
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/// </summary>
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[DisplayName("期权费收支")]
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public double? OptionPremium { get; set; }
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/// <summary>
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/// 期权费收支(互换)
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/// </summary>
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[DisplayName("收益互换期权费")]
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public double? OptionPremiumSwap { get; set; }
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/// <summary>
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/// 结算收支
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/// </summary>
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[DisplayName("结算收支")]
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public double? SettlementBalance { get; set; }
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/// <summary>
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/// 当日平仓收益
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/// </summary>
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[DisplayName("当日平仓收益")]
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public double? UnwindBalance { get; set; }
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/// <summary>
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/// 当日行权收益
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/// </summary>
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[DisplayName("当日行权收益")]
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public double? ExerciseBalance { get; set; }
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/// <summary>
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/// 当日互换收益
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/// </summary>
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[DisplayName("当日互换收益")]
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public double? SwapBalance { get; set; }
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/// <summary>
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/// 净资金流入
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/// </summary>
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[DisplayName("净资金流入")]
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public double? NetFund { get; set; }
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/// <summary>
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/// 其他收支
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/// </summary>
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[DisplayName("其他收支")]
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public double? OtherFund { get; set; }
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/// <summary>
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/// 票息
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/// </summary>
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[DisplayName("票息")]
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public double? Coupon { get; set; }
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/// <summary>
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/// 预付金余额
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/// </summary>
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[DisplayName("预付金余额")]
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public double? MarginBalance { get; set; }
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/// <summary>
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/// 冻结权利金
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/// </summary>
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[DisplayName("冻结权利金")]
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public double? FrozenPremium { get; set; }
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/// <summary>
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/// 冻结出金
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/// </summary>
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[DisplayName("冻结出金")]
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public double? FrozenOutFund { get; set; }
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/// <summary>
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/// 冻结抵押品赎回
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/// </summary>
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[DisplayName("冻结抵押品赎回")]
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public double? FrozenRedeemFunds { get; set; }
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/// <summary>
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/// 冻结资金
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/// </summary>
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[DisplayName("冻结资金")]
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public double? FrozenBalance { get; set; }
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/// <summary>
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/// 应付到期权利金
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/// </summary>
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[DisplayName("应付到期权利金")]
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public double? CopeWithExpirePremium { get; set; }
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/// <summary>
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/// 应付存续权利金
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/// </summary>
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[DisplayName("应付存续权利金")]
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public double? CopeWithLastPremium { get; set; }
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/// <summary>
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/// 了结交易权利金
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/// </summary>
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[DisplayName("了结权利金")]
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public double? EndPremium { get; set; }
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/// <summary>
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/// 潜在行权盈余
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/// </summary>
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[DisplayName("潜在行权盈余")]
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public double? Pv { get; set; }
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/// <summary>
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/// 四舍五入处理后的持仓市值
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/// </summary>
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public double? RoundedPv { get; set; }
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/// <summary>
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/// 空头持仓市值
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/// </summary>
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[DisplayName("空头持仓市值")]
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public double? SellPv { get; set; }
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/// <summary>
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/// 当日该客户所有持仓的卖出期权权利金
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/// </summary>
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[DisplayName("权利金冻结")]
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public double? SellTradePrice { get; set; }
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/// <summary>
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/// 客户权益(现金+持仓市值+抵押品总价值)
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/// </summary>
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[NotMapped]
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public double? TotalAmount
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{
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get
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{
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return (ToDayRemainFund ?? 0) + (Pv ?? 0) + (TodayRemianFundProduct ?? 0) - (PrepaymentAmount ?? 0);
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}
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}
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/// <summary>
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/// 客户权益(现金+四舍五入处理后的持仓市值+抵押品总价值)
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/// </summary>
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[NotMapped]
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public double? RoundedTotalAmount
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{
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get
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{
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return (ToDayRemainFund ?? 0) + (RoundedPv ?? 0) + (TodayRemianFundProduct ?? 0) - (PrepaymentAmount ?? 0);
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}
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}
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/// <summary>
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/// 未了结名义成交金额
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/// </summary>
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[DisplayName("未了结名义成交金额")]
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public double? TotalNominal { get; set; }
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/// <summary>
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/// 应付预付金
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/// 负数代表客户应缴预付金，正数代表客户应收预付金
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/// </summary>
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[DisplayName("应付预付金")]
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public double? PayableMargin { get; set; }
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/// <summary>
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/// 互换应付预付金（要么为负，要么为零）
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/// </summary>
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[DisplayName("互换应付预付金")]
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public double? SwapPayableMargin { get; set; }
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/// <summary>
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/// 互换预付金容忍
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/// </summary>
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[DisplayName("互换预付金容忍")]
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public double? SwapUnPayableMargin { get; set; }
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/// <summary>
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/// Delta预付金
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/// 负数代表客户应缴预付金，正数代表客户应收预付金
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/// </summary>
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public double? DeltaMargin { get; set; }
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/// <summary>
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/// 应付预付金(结算报告客户角度，正数代表他要付钱，负数代表应收)
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/// </summary>
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public double MinusPayableMargin
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{
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get
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{
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return -PayableMargin ?? 0;
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}
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}
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/// <summary>
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/// 双向预付金（暂时只有国君用到该字段）
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/// </summary>
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public double? TwoSideMargin { get; set; }
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/// <summary>
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/// 本方角度预付金
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/// </summary>
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public double? MySideMargin { get; set; }
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/// <summary>
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/// 客户角度预付金
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/// </summary>
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public double? OtherSideMargin { get; set; }
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/// <summary>
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/// 是否是手动修改过的预付金占用
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/// </summary>
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public bool? IsPayableMarginManual { get; set; }
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/// <summary>
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/// 冻结预付金（绝对值）
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/// </summary>
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[DisplayName("冻结预付金")]
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public double? FrozenMarginMoney { get; set; }
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/// <summary>
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/// 可提取预付金
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/// </summary>
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[DisplayName("可提取预付金")]
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public double? AdvisableMargin { get; set; }
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/// <summary>
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/// 抵押品变化
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/// </summary>
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[DisplayName("抵押品变化")]
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public double? CashInCashOutProductChange { get; set; }
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/// <summary>
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/// 当日抵押品资金余额
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/// </summary>
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[DisplayName("当日抵押品资金余额")]
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public double? TodayRemianFundProduct { get; set; }
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//是否期权费授信
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[DisplayName("是否期权费授信")]
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public bool? IsTradeCredit
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{
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get; set;
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}
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/// <summary>
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/// 潜在行权盈余
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/// </summary>
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[DisplayName("潜在行权盈余")]
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public double? PotentialSurpluses { get; set; }
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/// <summary>
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/// 持仓期权费净额
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/// </summary>
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[DisplayName("持仓期权费净额")]
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public double? PositionPremiumNetCash { get; set; }
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/// <summary>
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/// 期初持仓交易净额
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/// </summary>
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[DisplayName("期初持仓交易净额")]
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public double? LastDayPositionPremiumNetCash { get; set; }
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/// <summary>
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/// 实现盈亏
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/// </summary>
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[DisplayName("实现盈亏")]
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public double? WinLoss { get; set; }
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/// <summary>
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/// 额外追保
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/// </summary>
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[DisplayName("额外追保")]
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public double? AdditionalMargin
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{
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get; set;
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}
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/// <summary>
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/// 可用名义本金规模
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/// </summary>
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public double? AvailableStockEqvNotional { get; set; }
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/// <summary>
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/// 潜在风险暴露
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/// </summary>
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public double? PFE { get; set; }
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/// <summary>
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/// 违约风险暴露
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/// </summary>
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public double? EAD { get; set; }
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//---------------------------------------
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// 总和
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//---------------------------------------
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/// <summary>
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/// 净资金流入总和
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/// </summary>
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public double? NetFundSum { get; set; }
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/// <summary>
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/// 入金总和
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/// </summary>
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public double? InFundSum { get; set; }
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/// <summary>
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/// 出金总和
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/// </summary>
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public double? OutFundSum { get; set; }
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/// <summary>
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/// 其他收支总和
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/// </summary>
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public double? OtherFundSum { get; set; }
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/// <summary>
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/// 期权费收支(权利金收支)总和
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/// </summary>
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public double? OptionPremiumSum { get; set; }
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/// <summary>
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/// 期权费收支(权利金收支)总和 -- 互换
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/// </summary>
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public double? OptionPremiumSwapSum { get; set; }
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/// <summary>
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/// 结算费支出（客户平仓行权收益）总和
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/// </summary>
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public double? SettlementBalanceSum { get; set; }
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/// <summary>
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/// 结算费支出（客户平仓收益）总和
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/// </summary>
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public double? UnwindBalanceSum { get; set; }
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/// <summary>
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/// 结算费支出（客户行权收益）总和
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/// </summary>
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public double? ExerciseBalanceSum { get; set; }
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public double? SwapBalanceSum { get; set; }
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/// <summary>
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/// 抵押品变化总和
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/// </summary>
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public double? CashInCashOutProductChangeSum { get; set; }
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/// <summary>
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/// 实现盈亏总和
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/// </summary>
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public double? WinLossSum { get; set; }
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/// <summary>
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/// 了结权利金总和
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/// </summary>
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public double? EndPremiumSum { get; set; }
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/// <summary>
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/// 票息总和
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/// </summary>
|
|
public double? CouponSum { get; set; }
|
|
|
|
public string FundJson { get; set; }
|
|
|
|
/// <summary>
|
|
/// 客户持仓交易预付金总和，客户买入为正，客户卖出为负
|
|
/// </summary>
|
|
public double? PrepaymentAmount { get; set; }
|
|
/// <summary>
|
|
/// 维保线
|
|
/// </summary>
|
|
public double? MaintenanceLine { get; set; }
|
|
/// <summary>
|
|
/// 追保入金
|
|
/// </summary>
|
|
public double? vm_in_fund { get; set; }
|
|
/// <summary>
|
|
/// 追保 入金累计
|
|
/// </summary>
|
|
public double? vm_in_fund_sum { get; set; }
|
|
/// <summary>
|
|
/// 追保 出金
|
|
/// </summary>
|
|
public double? vm_out_fund { get; set; }
|
|
/// <summary>
|
|
/// 追保 出金累计
|
|
/// </summary>
|
|
public double? vm_out_fund_sum { get; set; }
|
|
/// <summary>
|
|
/// 交易费用
|
|
/// </summary>
|
|
public double? trade_fee { get; set; }
|
|
public double? trade_fee_sum { get; set; }
|
|
/// <summary>
|
|
/// 利息盈亏
|
|
/// </summary>
|
|
public double? interest_pnl { get; set; }
|
|
public double? interest_pnl_sum { get; set; }
|
|
|
|
[NotMapped]
|
|
public FundObject FundObject { get; set; }
|
|
|
|
private static double Round(double value, int digit)
|
|
{
|
|
var num = Convert.ToDouble("1e-" + digit);
|
|
return Math.Round(value / num, 0, MidpointRounding.AwayFromZero) * num;
|
|
}
|
|
}
|
|
|
|
public class FundObject
|
|
{
|
|
public Dictionary<string, double> InFund { get; set; } = new Dictionary<string, double>();
|
|
public Dictionary<string, double> VmInFund { get; set; } = new Dictionary<string, double>();
|
|
|
|
/// <summary>
|
|
/// 出金为绝对值，不包含出金方向处理
|
|
/// </summary>
|
|
public Dictionary<string, double> OutFund { get; set; } = new Dictionary<string, double>();
|
|
public Dictionary<string, double> VmOutFund { get; set; } = new Dictionary<string, double>();
|
|
|
|
public Dictionary<string, double> NetFund { get; set; } = new Dictionary<string, double>();
|
|
|
|
public Dictionary<string, double> InFundOther { get; set; } = new Dictionary<string, double>();
|
|
|
|
public Dictionary<string, double> OutFundOther { get; set; } = new Dictionary<string, double>();
|
|
|
|
public Dictionary<string, double> OtherFund { get; set; } = new Dictionary<string, double>();
|
|
|
|
public Dictionary<string, double> InFundSum { get; set; } = new Dictionary<string, double>();
|
|
public Dictionary<string, double> VmInFundSum { get; set; } = new Dictionary<string, double>();
|
|
|
|
public Dictionary<string, double> OutFundSum { get; set; } = new Dictionary<string, double>();
|
|
public Dictionary<string, double> VmOutFundSum { get; set; } = new Dictionary<string, double>();
|
|
|
|
|
|
public Dictionary<string, double> NetFundSum { get; set; } = new Dictionary<string, double>();
|
|
|
|
public Dictionary<string, double> OtherFundSum { get; set; } = new Dictionary<string, double>();
|
|
|
|
public Dictionary<string, double> TodayRemainFund { get; set; } = new Dictionary<string, double>();
|
|
|
|
public Dictionary<string, double> LastDayRemainFund { get; set; } = new Dictionary<string, double>();
|
|
}
|
|
|
|
[NotMapped]
|
|
public class clientbalanceStatistics : ClientBalanceDaily
|
|
{
|
|
public double? CreditRatio { get; set; }
|
|
|
|
public double? AvailableFund { get; set; }
|
|
|
|
public static clientbalanceStatistics TransferFromClientbalancedaily(ClientBalanceDaily clientbalancedaily)
|
|
{
|
|
var clientbalanceStatistics = new clientbalanceStatistics
|
|
{
|
|
Amount = clientbalancedaily.Amount ?? 0,
|
|
CashDeposit = clientbalancedaily.CashDeposit ?? 0,
|
|
DayGainLoss = clientbalancedaily.DayGainLoss ?? 0,
|
|
LastDayRemainFund = clientbalancedaily.LastDayRemainFund ?? 0,
|
|
ToDayRemainFund = clientbalancedaily.ToDayRemainFund ?? 0,
|
|
InFund = clientbalancedaily.InFund ?? 0,
|
|
OutFund = clientbalancedaily.OutFund ?? 0,
|
|
OptionPremium = clientbalancedaily.OptionPremium ?? 0,
|
|
OptionPremiumSwap = clientbalancedaily.OptionPremiumSwap ?? 0,
|
|
SettlementBalance = clientbalancedaily.SettlementBalance ?? 0,
|
|
UnwindBalance = clientbalancedaily.UnwindBalance ?? 0,
|
|
ExerciseBalance = clientbalancedaily.ExerciseBalance ?? 0,
|
|
Coupon = clientbalancedaily.Coupon ?? 0,
|
|
SwapBalance = clientbalancedaily.SwapBalance ?? 0,
|
|
|
|
MarginBalance = clientbalancedaily.MarginBalance,
|
|
Pv = clientbalancedaily.Pv,
|
|
Credit = clientbalancedaily.Credit,
|
|
CreditRatio = 0,
|
|
Margin = clientbalancedaily.Margin,
|
|
TodayRemianFundProduct = clientbalancedaily.TodayRemianFundProduct,
|
|
CashInCashOutProductChange = clientbalancedaily.CashInCashOutProductChange
|
|
};
|
|
return clientbalanceStatistics;
|
|
}
|
|
}
|
|
}
|