654 lines
20 KiB
C#
654 lines
20 KiB
C#
using BaseOUDAL;
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using System;
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using System.Collections.Generic;
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using System.ComponentModel.DataAnnotations.Schema;
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using System.Linq;
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using System.Text.RegularExpressions;
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using YLErp.Commons;
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using YLErp.Models.Tag;
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namespace YLErp.Model
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{
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/// <summary>
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/// 财务汇总
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/// </summary>
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public abstract class FinancialSummaryModelBase
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{
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/// <summary>
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/// 交易份额
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/// <para>未完结:本期末持仓数量</para>
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/// <para>已完结:本次交易数量</para>
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/// </summary>
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public double? Notional { get; set; }
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/// <summary>
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/// 成交日
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/// </summary>
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public DateTime? TradeDate { get; set; }
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/// <summary>
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/// 清算日期
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/// </summary>
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public DateTime? ClearDate { get; set; }
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/// <summary>
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/// 买卖方向-交易所
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/// </summary>
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public string TradeDirection { get; set; }
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/// <summary>
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/// 标的代码
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/// </summary>
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public string UnderlyingCode { get; set; }
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/// <summary>
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/// 名义本金(期初价格)
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/// </summary>
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public double? StockEqvNotional { get; set; }
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/// <summary>
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/// 名义本金(执行价格)
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/// </summary>
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public double? StockEqvNotional2 { get; set; }
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/// <summary>
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/// 名义本金(期初价格:合成标的时取最大价格)
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/// </summary>
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public double? StockEqvNotional3 { get; set; }
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/// <summary>
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/// 交易总额
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/// </summary>
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public double? TradePrice { get; set; }
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/// <summary>
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/// 清算金额
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/// </summary>
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public double? ClearPrice { get; set; }
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/// <summary>
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/// 手续费
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/// </summary>
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public double? ServiceFee { get; set; }
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/// <summary>
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/// 存续名义本金
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/// </summary>
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public double? SurvivingNominalPrincipal { get; internal set; }
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}
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/// <summary>
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/// 财务汇总-场外期权
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/// <para>含远期和掉期</para>
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/// </summary>
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public class FinancialSummaryOptionModel : FinancialSummaryModelBase
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{
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/// <summary>
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/// 上期期末日期
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/// </summary>
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public DateTime PreLastDate { get; set; }
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/// <summary>
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/// 客户Id
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/// </summary>
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public int ClientId { get; set; }
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/// <summary>
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/// 对应的交易编号
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/// </summary>
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public int TradeId { get; set; }
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public double? NewTotalPnl { get; set; }
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/// <summary>
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/// 主交易编号
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/// </summary>
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public int ParentTradeId { get; set; }
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/// <summary>
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/// 对应的开仓时资金记录编号
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/// </summary>
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public int TradeOpenCashId { get; set; }
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/// <summary>
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/// 对应的资金记录编号
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/// </summary>
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public int TradeCloseCashId { get; set; }
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/// <summary>
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/// 合约乘数
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/// </summary>
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public double ContractSize { get; set; }
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/// <summary>
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/// 成交手数
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/// </summary>
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public double OriginalLots { get; set; }
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/// <summary>
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/// 交易手数
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/// </summary>
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public double Lots { get; set; }
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/// <summary>
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/// 持仓手数
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/// </summary>
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public double PositionLots { get; set; }
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/// <summary>
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/// 成交份额
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/// </summary>
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public double OriginalNotional { get; set; }
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/// <summary>
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/// 成交数量
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/// </summary>
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public double OriginalAmount { get; set; }
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/// <summary>
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/// 持仓数量
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/// </summary>
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public double PositionAmount { get; set; }
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/// <summary>
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/// 看涨看跌
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/// </summary>
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public string OptionType { get; set; }
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/// <summary>
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/// 客户名称-全称
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/// </summary>
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public string ClientFullName { get; set; }
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/// <summary>
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/// 交易编号
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/// </summary>
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public string TradeNumber { get; set; }
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/// <summary>
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/// 确认书编号
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/// </summary>
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public string ContractCode { get; set; }
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/// <summary>
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/// 结算确认书编号
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/// </summary>
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public string SettlementCode { get; set; }
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/// <summary>
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/// 状态
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/// <para>True:完结</para>
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/// <para>False:未完结</para>
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/// </summary>
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public bool Status { get; set; }
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public string StatusStr { get; set; }
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/// <summary>
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/// 客户名称-简称
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/// </summary>
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public string ClientShortName { get; set; }
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/// <summary>
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/// 到期日
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/// </summary>
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public DateTime? ExerciseDate { get; set; }
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/// <summary>
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/// 行权方式
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/// </summary>
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public string ExerciseMode { get; set; }
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/// <summary>
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/// 收益总额
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/// <para>
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/// 已完结:交易总额 + 清算金额
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/// 未完结:Null
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/// </para>
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/// </summary>
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public double? ConfirmPnl { get { return Status ? TradePrice.FormatValue(2) + ClearPrice.FormatValue(2) : null; } }
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public double? ConfirmTotlePnl { get; set; }
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/// <summary>
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/// 上期期末市值
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/// </summary>
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public double? LastPv { get; set; }
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private double? _lastTotalPnl = null;
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/// <summary>
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/// 上期期末累计浮动盈亏
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/// <para>上期期末市值=0:0</para>
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/// <para>上期期末市值!=0:
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/// 卖出:交易价格-上期期末市值
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/// 非卖出:交易价格+上期期末市值
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///
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/// 3.10版本财务汇总页面场外期权和远期交易中该字段算法改为Eod_Trade_Position表里的AccruedTotalPnl字段
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/// </para>
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/// </summary>
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public double? LastTotalPnl
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{
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get
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{
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if ((_lastTotalPnl == null && !PS.Config.Is广发商贸) || (PS.Config.Is广发商贸 && TradeDate <= PreLastDate))
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{ _lastTotalPnl = TradePrice.FormatValue(2) + LastPv.FormatValue(2); }
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return _lastTotalPnl;
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}
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set => _lastTotalPnl = value;
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}
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/// <summary>
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/// 本期期末市值
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/// </summary>
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public double? Pv { get; set; }
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public int CountRatio { get; set; }
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public double? _totalPnl = null;
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/// <summary>
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/// 本期期末累计浮动盈亏
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/// <para>本期期末市值=0:0</para>
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/// <para>本期期末市值!=0:
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/// 卖出:交易价格-本期期末市值
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/// 非卖出:交易价格+本期期末市值
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///
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/// 3.10版本财务汇总页面场外期权和远期交易中该字段算法改为Eod_Trade_Position表里的AccruedTotalPnl字段
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/// </para>
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/// </summary>
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public double? TotalPnl
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{
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get
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{
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if (_totalPnl == null)
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{
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_totalPnl = TradePrice.FormatValue(2) + Pv.FormatValue(2);
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}
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return Status ? 0 : _totalPnl;
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}
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set => _ = value;
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}
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/// <summary>
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/// 本期浮动盈亏
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/// <para>
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/// 未完结:本期期末累计浮动盈亏 - 上期期末累计浮动盈亏
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/// 已完结-光子:本期期末累计浮动盈亏 - 上期期末累计浮动盈亏
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/// 已完结:交易总额 + 清算金额 - 上期期末累计浮动盈亏
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/// </para>
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/// </summary>
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public double? Pnl
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{
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get
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{
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if (!Status || PS.Config.Is光大光子)//光子已完结和未完结计算逻辑一致;
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{
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return TotalPnl.FormatValue(2) - LastTotalPnl.FormatValue(2);
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}
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else
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{
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return ConfirmPnl.FormatValue(2) - LastTotalPnl.FormatValue(2);
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}
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}
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set => _ = value;
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}
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public double? GF_Pnl { get; set; }
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/// <summary>
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/// 期货盈亏
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/// </summary>
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public double? FuturePnl { get; set; }
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/// <summary>
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/// 费后总盈亏
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/// <para>
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/// 已完结:收益总额 + 期货盈亏 - 手续费
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/// 未完结:本期期末累计浮动盈亏 + 期货盈亏 - 手续费
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/// </para>
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/// </summary>
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public double? TotalPnlAfterExpense {
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get { return Status ? ConfirmPnl.FormatValue(2) + FuturePnl.FormatValue(2) - ServiceFee.FormatValue(2) : TotalPnl.FormatValue(2) + FuturePnl.FormatValue(2) - ServiceFee.FormatValue(2); }
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set => _ = value;
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}
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/// <summary>
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/// 可用资金（财务）
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/// </summary>
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public double AvailableCash { get; set; }
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/// <summary>
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/// 期末结存（财务）
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/// </summary>
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public double EndBalance { get; set; }
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/// <summary>
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/// 交易确认书状态
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/// </summary>
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public string TradeConfirmFileStatus { get; set; }
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/// <summary>
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/// 清算确认书状态
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/// </summary>
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public string ClearConfirmFileStatus { get; set; }
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/// <summary>
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/// 财务入账
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/// </summary>
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public double? FinancialEntry { get; set; }
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/// <summary>
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/// 交易确认日期-财务
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/// </summary>
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public DateTime? TradeConfirmDate { get; set; }
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/// <summary>
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/// 了结确认日期
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/// </summary>
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public DateTime? ClearConfirmDate { get; set; }
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/// <summary>
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/// 结构类型
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/// </summary>
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public string StructureType { get; set; }
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/// <summary>
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/// 交易数量
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/// </summary>
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public double TradeAmount { get; set; }
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public string UnderlyingInstrumentType{ get; set; }
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public string TradeType { get; set; }
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public string VarietyCode { get; set; }
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/// <summary>
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/// 客户标签
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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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/// 客户标签
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/// </summary>
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[NotMapped]
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public string OutputTags { get; set; }
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/// <summary>
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/// 簿记账户
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/// </summary>
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[NotMapped]
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public string AssetBookName { get; set; }
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/// <summary>
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/// 簿记账户id
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/// </summary>
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[NotMapped]
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public int AssetId { get; set; }
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public double DailyPnL { get; internal set; }
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public string ExchangeCode { get; internal set; }
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}
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/// <summary>
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/// 财务汇总-场内期权
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/// </summary>
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public class FinancialSummaryExchangeModel : FinancialSummaryModelBase
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{
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/// <summary>
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/// 交易所代码
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/// </summary>
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public string ExchangeOptionCode { get; set; }
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/// <summary>
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/// 期权类型
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/// </summary>
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public string OptionType { get; set; }
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/// <summary>
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/// 行权价
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/// </summary>
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public double? Strike { get; set; }
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/// <summary>
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/// 权利金单价
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/// </summary>
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public double? TradeSinglePrice
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{
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get
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{
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double? result = null;
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if (TradePrice != null && TradeUnit != null)
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{
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result = Math.Abs((TradePrice.FormatValue(2) / TradeUnit.FormatValue(2) / Notional.FormatValue(2)) ?? 0);
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}
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return result;
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}
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}
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/// <summary>
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/// 吨/手
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/// </summary>
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public double? TradeUnit { get; set; }
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/// <summary>
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/// 名义本金
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/// </summary>
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public new double? StockEqvNotional { get { return Strike.FormatValue(2) * Notional.FormatValue(2) * TradeUnit.FormatValue(2); } }
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/// <summary>
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/// 上期末日期
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/// </summary>
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public DateTime PreLastDate { get; set; }
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/// <summary>
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/// 上期期末报价
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/// </summary>
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public double? PrePotionLastPrice { get; set; }
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/// <summary>
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/// 上期浮动盈亏
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/// </summary>
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public double? PrePotionLastPnl
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{
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get
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{
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if (TradeDate > PreLastDate || !PrePotionLastPrice.HasValue)
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{ return null; }
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return (PrePotionLastPrice.FormatValue(2) - TradeSinglePrice.FormatValue(4)) * Notional.FormatValue(2) * TradeUnit.FormatValue(2);
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}
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}
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/// <summary>
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/// 本期末日期
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/// </summary>
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public DateTime PreDate { get; set; }
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/// <summary>
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/// 本期期末报价
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/// </summary>
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public double? PrePotionEndPrice { get; set; }
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/// <summary>
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/// 本期浮动盈亏
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/// </summary>
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public double? PrePotionEndPnl
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{
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get
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{
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if (TradeDate > PreDate || !PrePotionEndPrice.HasValue)
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{ return null; }
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double? price = TradeDate <= PreLastDate ? PrePotionLastPrice : TradeSinglePrice;
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return (PrePotionEndPrice.FormatValue(2) - price.FormatValue(4)) * Notional.FormatValue(2) * TradeUnit.FormatValue(2);
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}
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}
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/// <summary>
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/// 平仓买卖方向
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/// </summary>
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public string UnwindTradeDirection { get; set; }
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/// <summary>
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/// 平仓权利金单价
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/// </summary>
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public double? UnwindTradeSinglePrice { get { return ClearPrice.FormatValue(2) / UnwindNotional.FormatValue(2) / TradeUnit.FormatValue(2); } }
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/// <summary>
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/// 平仓成交量
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/// </summary>
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public double? UnwindNotional { get; set; }
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/// <summary>
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/// 平仓手续费
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/// </summary>
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public double? UnwindServiceFee { get; set; }
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/// <summary>
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/// 平仓对应初始权利金
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/// </summary>
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public double? UnwindOriginalTradePrice { get { return UnwindNotional.FormatValue(2) * TradeSinglePrice.FormatValue(4) * TradeUnit.FormatValue(2); } }
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/// <summary>
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/// 平仓本期浮动盈亏
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/// </summary>
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public double? UnwindEndPnl
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{
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get
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{
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double? price = TradeDate <= PreDate ? PrePotionEndPrice : TradeSinglePrice;
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return (UnwindTradeSinglePrice.FormatValue(2) - price.FormatValue(4)) * UnwindNotional.FormatValue(2) * TradeUnit.FormatValue(2);
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}
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}
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/// <summary>
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/// 平仓盈亏
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/// </summary>
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public double? UnwindPnl { get { return ClearPrice.FormatValue(2) - UnwindOriginalTradePrice.FormatValue(2); } }
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/// <summary>
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/// 期末持仓期末结算价
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/// </summary>
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public double? PositionEndSettlementPrice { get; set; }
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/// <summary>
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/// 持仓数(手)
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/// </summary>
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public double? PositionNotional { get; set; }
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/// <summary>
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/// 持仓期末市值
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/// </summary>
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public double? PositionEndPv { get { return PositionEndSettlementPrice.FormatValue(2) * PositionNotional.FormatValue(2) * TradeUnit.FormatValue(2); } }
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/// <summary>
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/// 持仓对应初始权利金
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/// </summary>
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public double? PositionOriginalTradePrice { get { return PositionNotional.FormatValue(2) * TradeUnit.FormatValue(2) * TradeSinglePrice.FormatValue(4); } }
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/// <summary>
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/// 持仓公允价值变动
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/// </summary>
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public double? PositionPvOffset
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{
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get
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{
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double? price = TradeDate <= PreDate ? PrePotionEndPrice : TradeSinglePrice;
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return (PositionEndSettlementPrice.FormatValue(2) - price.FormatValue(4)) * PositionNotional.FormatValue(2) * TradeUnit.FormatValue(2);
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}
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}
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/// <summary>
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/// 持仓名义本金
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/// </summary>
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public double? PositionStockEqvNotional { get { return Strike.FormatValue(2) * PositionNotional.FormatValue(2) * TradeUnit.FormatValue(2); } }
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/// <summary>
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/// 簿记账户
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|
/// </summary>
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|
public string AssetBookName { get; set; }
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}
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|
|
|
public class FinancialSummaryModelReq : BaseSearchReq
|
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{
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/// <summary>
|
|
/// 本期范围-开始
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|
/// </summary>
|
|
public DateTime CurrentPeriodDateStart { get; set; }
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/// <summary>
|
|
/// 本期范围-结束
|
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/// </summary>
|
|
public DateTime CurrentPeriodDateEnd { get; set; }
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|
|
|
public string SummaryType { get; set; }
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|
|
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public string ClientIds { get; set; }
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|
/// <summary>
|
|
/// 客户Id
|
|
/// </summary>
|
|
public List<int> ClientIdList
|
|
{
|
|
get
|
|
{
|
|
if (ClientIds == null || !Regex.IsMatch(ClientIds, @"^(\d+,?)+$"))
|
|
{ return new List<int>(); }
|
|
List<int> list = Array.ConvertAll(ClientIds.Split(','), O => int.Parse(O)).ToList();
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|
return list;
|
|
}
|
|
}
|
|
|
|
|
|
/// <summary>
|
|
/// 交易日期
|
|
/// </summary>
|
|
public string TradeNumber { get; set; }
|
|
/// <summary>
|
|
/// 确认书编号
|
|
/// </summary>
|
|
public string ContractCode { get; set; }
|
|
/// <summary>
|
|
/// 交易日期-开始
|
|
/// </summary>
|
|
public DateTime TradeDateStart { get; set; }
|
|
/// <summary>
|
|
/// 交易日期-结束
|
|
/// </summary>
|
|
public DateTime TradeDateEnd { get; set; }
|
|
/// <summary>
|
|
/// 到期日-开始
|
|
/// </summary>
|
|
public DateTime ExerciseDateStart { get; set; }
|
|
/// <summary>
|
|
/// 到期日-结束
|
|
/// </summary>
|
|
public DateTime ExerciseDateEnd { get; set; }
|
|
/// <summary>
|
|
/// 清算日期-开始
|
|
/// </summary>
|
|
public DateTime ClearDateStart { get; set; }
|
|
/// <summary>
|
|
/// 清算日期-结束
|
|
/// </summary>
|
|
public DateTime ClearDateEnd { get; set; }
|
|
/// <summary>
|
|
/// 交易确认日期-开始
|
|
/// </summary>
|
|
public DateTime TradeConfirmDateStart { get; set; }
|
|
/// <summary>
|
|
/// 交易确认日期-结束
|
|
/// </summary>
|
|
public DateTime TradeConfirmDateEnd { get; set; }
|
|
/// <summary>
|
|
/// 了结确认日期-开始
|
|
/// </summary>
|
|
public DateTime ClearConfirmDateStart { get; set; }
|
|
/// <summary>
|
|
/// 了结确认日期-结束
|
|
/// </summary>
|
|
public DateTime ClearConfirmDateEnd { get; set; }
|
|
/// <summary>
|
|
/// 期权类型
|
|
/// </summary>
|
|
public List<string> TradeTypeList { get; set; }
|
|
/// <summary>
|
|
/// 上期日期1
|
|
/// </summary>
|
|
public DateTime PreLastPartDate { get; set; }
|
|
/// <summary>
|
|
/// 上期日期2
|
|
/// </summary>
|
|
public DateTime LastPartDate { get; set; }
|
|
/// <summary>
|
|
/// 交易状态
|
|
/// </summary>
|
|
public string TradeStatus { get; set; }
|
|
/// <summary>
|
|
/// 开仓数据
|
|
/// <para>查询开仓数据时,一个交易编号只显示一条数据;</para>
|
|
/// </summary>
|
|
public bool IsOpen { get; set; }
|
|
|
|
public List<int> UserAssets { get; set; }
|
|
/// <summary>
|
|
/// 簿记账户组筛选
|
|
/// </summary>
|
|
public List<int> AssetIdGroupList { get; set; }
|
|
|
|
/// <summary>
|
|
/// 簿记账户信息
|
|
/// </summary>
|
|
public List<int> BookIds { get; set; }
|
|
|
|
public List<int> UserClients { get; set; }
|
|
|
|
public List<int> CurUserTradeIds { get; set; }
|
|
|
|
/// <summary>
|
|
/// 标签值
|
|
/// </summary>
|
|
public List<int> TagIds { get; set; }
|
|
|
|
/// <summary>
|
|
/// 客户标签值
|
|
/// </summary>
|
|
public List<int> ClientTagIds { get; set; }
|
|
|
|
/// <summary>
|
|
/// 品种代码
|
|
/// </summary>
|
|
public string VarietyCode { get; set; }
|
|
/// <summary>
|
|
/// 品种名称
|
|
/// </summary>
|
|
public string VarietyName { get; set; }
|
|
}
|
|
}
|