zszq-trs/Framework/YLErp.Core/DBModels/SwapEvent.cs

using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.ComponentModel.DataAnnotations.Schema;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using YLErp.DBModels;
using YLErp.Helpers;

namespace YLErp.DBModels
{
    public class swap_event: DBModelBaseV2
    {
        /// <summary>
        /// 事件日期
        /// </summary>
        [DisplayName("事件日期")]
        [DataChange]
        public DateTime ValueDate { get; set; }
        /// <summary>
        /// 互换交易编号id
        /// </summary>
        [DisplayName("互换交易编号id")]
        [DataChange]
        public int SwapTradeId { get; set; }
        /// <summary>
        /// 事件类型 1：合成持仓,2：平仓，3：收益互换
        /// </summary>
        [DisplayName("平仓事件")]
        [DataChange]
        public int EventType { get; set; }
        /// <summary>
        /// 事件类型名称
        /// </summary>
        [NotMapped]
        public string EventTypeName { get { return ((SwapEventTypeEnum)EventType).ToString(); } }
        /// <summary>
        /// 事件原因
        /// </summary>
        [DisplayName("事件原因")]
        [DataChange]
        public string EventReason { get; set; }
        /// <summary>
        /// 事件数据json
        /// </summary>
        [DisplayName("事件数据")]
        [DataChange]
        public string EventData { get; set; }
        /// <summary>
        /// 是否无效
        /// </summary>
        [DisplayName("是否无效")]
        [DataChange]
        public bool Invalid { get; set; }
        /// <summary>
        /// 客户资金记录id
        /// </summary>
        [DisplayName("客户资金记录id")]
        [DataChange]
        public int ClientCashId { get; set; }
        /// <summary>
        /// 回退记录id
        /// </summary>
        [DisplayName("回退记录id")]
        [DataChange]
        public long BackId { get; set; }

        /// <summary>
        /// 展期信息
        /// </summary>
        [NotMapped]
        public ExtenstionData extenstionData { get; set; }
        /// <summary>
        /// 交易编码
        /// </summary>
        [NotMapped]
        public string SwapTradeNumber { get; set; }
        /// <summary>
        /// 平仓/互换/自动互换主干数据
        /// </summary>
        [NotMapped]
        public UnwindData unwindData { get; set; }
    }

    /// <summary>
    /// 公司行为事件快照。登记日先写入待生效快照，真实除权日补齐调整后数据；
    /// 已应用快照只允许追加回退事件，不覆盖原记录。
    /// ExDividendDate 是登记日，EffectiveDate 是 Q/P 真实切换日；GiveShareAmount
    /// 表示每 10 份增减数量，Split 表示独立拆/合股倍数（null 按 1）。Before/After
    /// 分别保存调整前后名义本金、价格、数量和待实现分红，CashFlowChange 保存现金变化。
    /// </summary>
    public class CorporateActionEventData
    {
        public int ExDividendInfoId { get; set; }
        public long PositionId { get; set; }
        public string UnderlyingCode { get; set; }
        public DateTime? ExDividendDate { get; set; }
        public DateTime? EffectiveDate { get; set; }
        public decimal GiveCashAmount { get; set; }
        public decimal GiveShareAmount { get; set; }
        public decimal? Split { get; set; }
        public decimal RationedSharesAmount { get; set; }
        public decimal RationedSharesPrice { get; set; }
        public decimal BeforeNotional { get; set; }
        public decimal BeforePrice { get; set; }
        public decimal BeforeQuantity { get; set; }
        public decimal AfterNotional { get; set; }
        public decimal AfterPrice { get; set; }
        public decimal AfterQuantity { get; set; }
        public decimal BeforePendingDividend { get; set; }
        public decimal AfterPendingDividend { get; set; }
        public decimal CashFlowChange { get; set; }
        public bool Applied { get; set; }
    }
    /// <summary>
    /// 展期信息
    /// </summary>
    public class ExtenstionData
    {
        /// <summary>
        /// 旧到期日
        /// </summary>
        public DateTime OldMaturityDate { get; set; }
        /// <summary>
        /// 新到期日
        /// </summary>
        public DateTime NewMaturityDate { get; set; }
    }

    public class UnwindData
    {
        public UnwindData()
        {
            FlowEvents = new List<swap_flow_event>();
            ClientCashIds = new List<int>();
        }
        public int SwapTradeId { get; set; }
        /// <summary>
        /// 平仓类型 1:数量 ，2：名义本金
        /// </summary>
        public int CloseType { get; set; }
        /// <summary>
        /// 平仓数量
        /// </summary>
        public decimal CloseQty { get; set; }
        /// <summary>
        /// 平仓比例
        /// </summary>
        public decimal ClosePercent { get; set; }
        /// <summary>
        /// 平仓名义本金
        /// </summary>
        public decimal CloseNotionalValue { get; set; }
        /// <summary>
        /// 开始日期
        /// </summary>
        public DateTime StartDate { get; set; }
        /// <summary>
        /// 交易日期
        /// </summary>
        public DateTime ValueDate { get; set; }
        /// <summary>
        /// 收益结算日期上限
        /// </summary>
        [NotMapped]
        public DateTime? MaxIncomeValueDate { get; set; }
        /// <summary>
        /// 平仓/互换日期
        /// </summary>
        public DateTime? UnwindDate { get; set; }
        /// <summary>
        /// 期初名义本金
        /// </summary>
        public decimal NotionalValue { get; set; }
        /// <summary>
        /// 期初持仓数量
        /// </summary>
        public decimal NotionalQty { get; set; }
        /// <summary>
        /// 持仓名义本金
        /// </summary>
        public decimal PosiNotionalValue { get; set; }
        /// <summary>
        /// 持仓数量
        /// </summary>
        public decimal PositionQty { get; set; }
        /// <summary>
        /// 年化天数
        /// </summary>
        public int AnnualDays { get; set; }
        /// <summary>
        /// 平仓方式
        /// </summary>
        public int CloseMethod { get; set; }
        /// <summary>
        /// 实现盈亏
        /// </summary>

        public decimal SwapRealizedPnL { get; set; }
        /// <summary>
        /// 预付金腿返息盈亏
        /// </summary>
        public decimal SwapMarginRebatePnl { get; set; }
        /// <summary>
        /// 预付金腿 返还预付金轧差
        /// </summary>
        public decimal SwapMarginAmount { get; set; }
        /// <summary>
        /// 平仓总额
        /// </summary>
        public decimal SwapCloseAmount { get; set; }
        /// <summary>
        /// 浮动端分红盈亏
        /// </summary>
        public decimal SwapDividendPnl { get; set; }
        /// <summary>
        /// 自动互换生成的客户资金记录ID集合
        /// </summary>
        public List<int> ClientCashIds { get; set; }
        /// <summary>
        /// 利息腿/浮动腿 集合，不序列化存储，只做查询
        /// </summary>
        public List<swap_flow_event> FlowEvents { get; set; }

        public string StructureType { get; set; }
        /// <summary>
        /// 支付日
        /// </summary>
        public DateTime? PayDate { get; set; }

        [NotMapped]
        public DateTime? TradeStartDate { get; set; }
    }
}