538 lines
27 KiB
C#
538 lines
27 KiB
C#
using YLErp.BLL;
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using YLErp.BLL.Eod;
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using YLErp.Configuration;
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using YLErp.Modules.CalculationModule;
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namespace YLErp.Modules.TradeModule.OrderModule
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{
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/// <summary>
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/// 不要再合并3.9
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/// </summary>
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public class TradeTerminationAbstractService
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{
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/// <summary>
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///
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/// </summary>
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public static string GetAbstractInfoText(trade_cash tc, trade td, bool isUnwind, bool useHeader = false, bool derive = false)
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{
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var items = isUnwind ? GetUnwindAbstractInfoItems(tc, td).ToList() : GetExerciseAbstractInfoItems(tc, td).ToList();
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var bodyIndent = string.Empty;
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if (items.Any())
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{
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//var maxLen = items.Max(n => n.text.Length);
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//bodyIndent = new string(' ', maxLen + 1);
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//items = items.Select(n => (n.text == "#" ? bodyIndent : n.text.PadLeft(maxLen, ' '), n.value)).ToList();
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items = items.Select(n => (n.text == "#" ? new string(' ', 5) : n.text, n.value)).ToList();
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}
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var headIndent = bodyIndent.Length > 3 ? bodyIndent.Substring(0, bodyIndent.Length - 3) : string.Empty;
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var list = new List<(string text, string value)>();
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if (derive == true)
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{
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list = new List<(string text, string value)>() {
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(headIndent, PS.Config.CompanyName),
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(headIndent, "【场外了结记录摘要】"),
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(string.Empty, "####")
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};
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}
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else
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{
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list = new List<(string text, string value)>();
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}
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list.AddRange(items);
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return string.Join("\r\n", list.Select(
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n => string.IsNullOrEmpty(n.text) ? n.value : n.text.EndsWith(" ") ? n.text + n.value : n.text + "：" + n.value));
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}
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/// <summary>
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/// 生成平仓摘要
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/// </summary>
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public static IEnumerable<(string text, string value)> GetUnwindAbstractInfoItems(trade_cash tc, trade td)
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{
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if (td.TradeType == "远期")
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{
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return GetUnwindAbstractInfoItems_Forward(tc, td);
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}
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if (td.TradeType == "雪球期权")
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{
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return GetUnwindAbstractInfoItems_snowball(tc, td, true);
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}
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if (td.TradeType == "现金流交易")
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{
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return GetUnwindAbstractInfoItems_cashflow(tc, td);
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}
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var underlying = DataCacheProvider.GetUnderlyingDataSource().GetData(td.UnderlyingCode);
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var QuoteUnitString = " 元/" + (PS.Config.IsUseDisplayNotional ? underlying.QuoteUnitString : underlying.TradeUnitString);
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var IsUsePremiumRate = td.IsUsePremiumRate == true;
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var SpotPrice = underlying.UnderlyingInstrumentType == "CommodityFutures" ? td.SpotPrice : td.InitialSpotPrice;
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var strikeFmt = new Func<double?, string>(d => d.OtcFormatUmPrice(td.IsMoneynessOption == "是"));
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var premiumFmt = IsUsePremiumRate
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? new Func<double?, string>(d => OtcFormatExtensions.OtcFormat(d, OtcFormatFlag.premiumRateP))
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: new Func<double?, string>(d => OtcFormatExtensions.OtcFormat(d, OtcFormatFlag.tradeSinglePrice));
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var tradeAmount = td.TradeAmount.OtcFormatNotional() + (td.UnderlyingInstrumentType == "Stock"
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? " 股" : " " + td.QuoteUnitSingle);
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var tradeType = GetTradeType(td);
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var istrade_barrier = td.TradeType == "障碍期权";
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//如果是组合标的
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if (underlying.UnderlyingType == "组合标的")
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{
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if (!string.IsNullOrWhiteSpace(td.SyntheticUnderlyingTipsInfo))
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{
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td.UnderlyingCode = td.SyntheticUnderlyingTipsInfo;
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}
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else
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{
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td.UnderlyingCode = synthetic_underlyingBLL.GetUnderlyingTipsInfo(td.UnderlyingCode);
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}
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}
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var list = new List<(string, string)>();
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if (PS.Config.Is厦门象屿)
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{
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list.Add(("平仓信息", ""));
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}
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list.AddRange(new[]{
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("交易编号", td.TradeNumber),
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("开仓日期", td.TradeDate.OtcFormatDate()),
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("开仓方向", td.ClientName),
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("#", td.BuySell == "买入" ? "卖出" : "买入"),
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("期权类型",(PS.Config.Is光大光子 && td.TradeType=="自定义交易")?td.StructureIntroduction : tradeType),
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("标的代码",td.UnderlyingCode),
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});
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if (istrade_barrier)
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{
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list.Add(("观察频率", td.trade_barrier_option.ObservationDates ?? "每日观察"));
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list.Add(("报价单位", QuoteUnitString));
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list.Add(("障碍水平", strikeFmt(td.trade_barrier_option.BarrierPrice)));
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}
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var actualExerciseDate = td.ExerciseDate;
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if (td.MetaDic == null || td.MetaDic.Count == 0)
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{
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var exerciseDate = new TradeMetaService(OptUserInfo.SystemUser).GetTradeMeta(td.id, "ActualExerciseDate");
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if (!string.IsNullOrWhiteSpace(exerciseDate) && DateTime.TryParse(exerciseDate, out var tempDate))
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{
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actualExerciseDate = tempDate;
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}
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}
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list.Add(("执行价格", strikeFmt(td.Strike)));
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list.Add(("到期日期", actualExerciseDate.OtcFormatDate()));
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if (istrade_barrier)
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{
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list.Add(("补偿金额", IsUsePremiumRate ? premiumFmt(td.trade_barrier_option.RebateRate) : strikeFmt(td.trade_barrier_option.Rebate)));
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list.Add(("高障碍补偿金额", IsUsePremiumRate ? premiumFmt(td.trade_barrier_option.RebateHighRate) : strikeFmt(td.trade_barrier_option.RebateHigh)));
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list.Add(("补偿支付", td.trade_barrier_option.RebateTypeCn));
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}
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list.Add(("平仓日期", tc.ValueDate.OtcFormatDate()));
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bool ActualHasMinusValueOptions = valuedateBLL.SystemDate.UnwindSinglePriceAngle == 1 ? ConsTrade.HasMinusValueOptions.Contains(td.TradeType) : !ConsTrade.HasMinusValueOptions.Contains(td.TradeType);
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if (IsUsePremiumRate)
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{
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list.Add(("标的价格", td.SpotPrice.OtcFormatUmPrice() + " (开仓)"));
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list.Add((new string(' ', 5), tc.FinalPrice.OtcFormatUmPrice() + " (平仓)"));
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var premiumRate = td.PremiumRate * (valuedateBLL.SystemDate.UnwindSinglePriceAngle == 1 ? EodOperationBase.GetSign(td.BuySell) : 1);
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list.Add(("期权费率", premiumFmt(premiumRate) + " (开仓) "));
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//计算出交易员角度的值
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var unwindPricePercentRate = tc.UnwindPricePercentRate * (ActualHasMinusValueOptions ? 1 : EodOperationBase.GetSign(td.BuySell));
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//结算视角需要客户视角
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unwindPricePercentRate *= (valuedateBLL.SystemDate.UnwindSinglePriceAngle == 1 ? -1 : 1);
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list.Add((new string(' ', 5), premiumFmt(unwindPricePercentRate) + "（平仓）"));
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}
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else
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{
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using (var db = DbContextFactory.GetYLDbContext())
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{
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list.Add(("标的价格", td.SpotPrice.OtcFormatUmPrice() + " (开仓)"));
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list.Add((new string(' ', 5), tc.FinalPrice.OtcFormatUmPrice() + " (平仓)"));
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var openPrice = td.TradeSinglePrice * (valuedateBLL.SystemDate.UnwindSinglePriceAngle == 1 ? EodOperationBase.GetSign(td.BuySell) : 1);
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list.Add((" 权利金", premiumFmt(openPrice) + " (开仓) "));
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//计算出交易员角度的值
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var unwindPrice = tc.UnwindPrice * (ActualHasMinusValueOptions ? 1 : EodOperationBase.GetSign(td.BuySell));
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//结算视角需要客户视角
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unwindPrice *= (valuedateBLL.SystemDate.UnwindSinglePriceAngle == 1 ? -1 : 1);
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list.Add((new string(' ', 5), premiumFmt(unwindPrice) + "（平仓）"));
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}
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}
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var amount = tc.Amount * (valuedateBLL.SystemDate.UnwindAmountAngle == 1 ? -1 : EodOperationBase.GetSign(td.BuySell));
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if (IsUsePremiumRate)
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{
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list.AddRange(new[] {
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("平仓比例", tc.UnwindPercentRate.OtcFormatPercent()),
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("平仓总额", (amount).OtcFormatMoney()+"元"),
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("实现盈亏",(-TradeCalcHelper.CalcChildTradeSumWinLoss(td,tc,IsUsePremiumRate,underlying.CountRatio)).OtcFormatMoney()+" 元")
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});
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}
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else
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{
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list.AddRange(new[] {
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("平仓数量",(td.UnderlyingInstrumentType=="Stock"?tc.UnwindNotional.OtcFormatNotional()+"股":
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tc.UnwindTradeAmount.OtcFormatNotional(underlying.CountRatio,PS.Config.IsUseDisplayNotional)+ " " +(td.QuoteUnitSingle == "吨" &&PS.Config.IsUseDisplayNotional&& underlying.UnderlyingType == "鸡蛋" ? "半吨":td.QuoteUnitSingle) )),
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("平仓总额", (amount).OtcFormatMoney()+"元"),
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("实现盈亏",(-TradeCalcHelper.CalcChildTradeSumWinLoss(td,tc,IsUsePremiumRate,underlying.CountRatio)).OtcFormatMoney()+" 元")
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});
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}
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return list;
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}
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/// <summary>
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/// 生成行权摘要
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/// </summary>
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public static IEnumerable<(string text, string value)> GetExerciseAbstractInfoItems(trade_cash tc, trade td)
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{
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if (td.TradeType == "雪球期权")
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{
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return GetUnwindAbstractInfoItems_snowball(tc, td, false);
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}
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var underlying = DataCacheProvider.GetUnderlyingDataSource().GetData(td.UnderlyingCode);
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var IsUsePremiumRate = td.IsUsePremiumRate == true;
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var QuoteUnitString = "";
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if (underlying != null)
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{
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QuoteUnitString = " 元/" + (PS.Config.IsUseDisplayNotional ? underlying.QuoteUnitString : underlying.TradeUnitString);
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var SpotPrice = underlying.UnderlyingInstrumentType == "CommodityFutures" ? td.SpotPrice : td.InitialSpotPrice;
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}
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///行权价格式
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var strikeFmt = new Func<double?, string>(d => d.OtcFormatUmPrice(td.IsMoneynessOption == "是"));
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var premiumFmt = IsUsePremiumRate
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? new Func<double?, string>(d => OtcFormatExtensions.OtcFormat(d, OtcFormatFlag.premiumRateP))
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: new Func<double?, string>(d => OtcFormatExtensions.OtcFormat(d, OtcFormatFlag.tradeSinglePrice));
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var single = new Func<double?, string>(d => OtcFormatExtensions.OtcFormat(d, OtcFormatFlag.tradeSinglePrice));
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var tradeAmount = td.TradeAmount.OtcFormatNotional() + (td.UnderlyingInstrumentType == "Stock"
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? " 股" : " " + td.QuoteUnitSingle);
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var istrade_barrier = td.TradeType == "障碍期权";
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var actionName = "行权";
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//如果是组合标的
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if (underlying != null)
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{
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if (underlying.UnderlyingType == "组合标的")
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{
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if (!string.IsNullOrWhiteSpace(td.SyntheticUnderlyingTipsInfo))
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{
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td.UnderlyingCode = td.SyntheticUnderlyingTipsInfo;
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}
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else
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{
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td.UnderlyingCode = synthetic_underlyingBLL.GetUnderlyingTipsInfo(td.UnderlyingCode);
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}
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}
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}
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var list = new List<(string, string)>();
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if (PS.Config.Is厦门象屿)
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{
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list.Add(("行权信息", ""));
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}
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list.AddRange(new[] {
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("交易编号", td.TradeNumber),
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("开仓日期", td.TradeDate.OtcFormatDate()),
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("开仓方向", td.ClientName),
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("#", td.BuySell == "买入" ? "卖出" : "买入"),
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("期权类型", td.StructureType!=null?td.StructureType: GetTradeType(td)),
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("标的代码",td.UnderlyingCode),
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});
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if (istrade_barrier)
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{
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list.Add(("观察频率", td.trade_barrier_option.ObservationDates ?? "每日观察"));
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list.Add(("报价单位", QuoteUnitString));
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list.Add(("障碍水平", strikeFmt(td.trade_barrier_option.BarrierPrice)));
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}
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if (td.TradeType != "雪球期权" && td.TradeType != "凤凰期权")
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{
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list.Add(("执行价格", strikeFmt(td.Strike)));
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}
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list.Add(("到期日期", td.ExerciseDate.OtcFormatDate()));
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if (istrade_barrier)
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{
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tradeBLL.SetFieldsByTradeType(td);
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list.Add(("补偿金额", IsUsePremiumRate ? premiumFmt(td.trade_barrier_option.RebateRate) : premiumFmt(td.trade_barrier_option.Rebate)));
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list.Add(("高障碍补偿金额", IsUsePremiumRate ? premiumFmt(td.trade_barrier_option.RebateHighRate) : strikeFmt(td.trade_barrier_option.RebateHigh)));
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list.Add(("补偿支付", td.trade_barrier_option.RebateTypeCn));
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}
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if (IsUsePremiumRate)
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{
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list.Add(("期权费率", premiumFmt(td.PremiumRate) + " (开仓) "));
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}
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else
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{
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list.Add((" 权利金", premiumFmt(td.TradeSinglePrice ?? 0) + " (开仓) "));
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}
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list.Add(($"{actionName}日期", tc.ValueDate.ToString("yyyy-MM-dd")));
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if (td.UnderlyingInstrumentType == "CommodityFutures")
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{
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list.Add(("标的价格", td.SpotPrice.OtcFormatUmPrice() + " (开仓)"));
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list.Add((new string(' ', 5), (tc.FinalPrice ?? 0).OtcFormatUmPrice() + (PS.Config.Is厦门象屿 ? "(到期)" : "(行权)")));
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}
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else
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{
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list.Add(("标的价格", td.InitialSpotPrice.OtcFormatUmPrice() + " (开仓)"));
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list.Add((new string(' ', 5), tc.FinalPrice.OtcFormatUmPrice() + $" ({actionName})"));
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}
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var UnwindPrice = 0.00;
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if (tc.UnwindPrice == null)
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{
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UnwindPrice = 0.00;
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}
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else
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{
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UnwindPrice = Math.Abs(tc.UnwindPrice.Value);
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}
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if (underlying != null)
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{
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list.AddRange(new[] {
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($"{actionName}收益",single(UnwindPrice)+ " 元"),
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($"{actionName}数量",(tc.IsLastAction? tc.Notional / underlying.CountRatio: (tc.UnwindTradeAmount!=null?tc.UnwindTradeAmount:0.0000)).OtcFormatNotional(underlying.CountRatio,PS.Config.IsUseDisplayNotional)+ " " +(PS.Config.IsUseDisplayNotional ? underlying.QuoteUnitString : underlying.TradeUnitString)),
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($"{actionName}总额",(-tc.Amount).OtcFormatMoney()+ " 元"),
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});
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}
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list.Add(("实现盈亏", (-TradeCalcHelper.CalcChildTradeSumWinLoss(td, tc)).OtcFormatMoney() + " 元"));
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return list;
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}
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private static string GetTradeType(trade td)
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{
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var result = "";
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switch (td.StructureType ?? td.TradeType)
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{
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case "远期":
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case "掉期":
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result = (td.StructureType.TrimToNull() ?? td.TradeType) + (td.OptionType == "看涨" || td.OptionType == "多头" ? "多头" : "空头");
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break;
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case "二元期权":
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result = td.ExerciseMode == "American" ? td.ExerciseModeCn + td.TradeType.Replace("期权", "") + "期权" : td.ExerciseModeCn + td.TradeType.Replace("期权", "") + td.OptionType + "期权";
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break;
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case "雪球期权":
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result = "雪球 " + td.OptionType;
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break;
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case "双鲨期权":
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result = td.ExerciseModeCn + td.TradeType.Replace("期权", "") + td.OptionType + "期权";
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break;
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case "亚式期权":
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case "香草期权":
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case "障碍期权":
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case "合成价差期权":
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case "累计期权":
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if (td.ParentTradeId == 0)
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{
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result = PS.Config.Is瑞达 && td.TradeType == "香草期权" ? td.ExerciseModeCn + td.OptionType + "期权" : td.ExerciseModeCn + td.TradeType.Replace("期权", "") + td.OptionType + "期权";
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}
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else
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{
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var tradelists = DbContextFactory.GetYLDbContext().trade.Where(x => x.id == td.ParentTradeId).FirstOrDefault();
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result = tradelists?.StructureType ?? tradelists?.TradeType ?? td.StructureType ?? td.TradeType;
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}
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break;
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case "现金流交易":
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result = td.TradeType;
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break;
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default:
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result = td.TradeType;
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switch (td.TradeType)
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{
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case "结构化交易":
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result = td.StructureType;
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break;
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case "凤凰期权":
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case ConsGlobal.TradeType.CashFlow:
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case ConsGlobal.TradeType.Forward:
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case ConsGlobal.TradeType.PayoffSwap:
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break;
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case "自定义交易":
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result = td.StructureIntroduction.TrimToNull() ?? td.StructureType.TrimToNull() ?? td.TradeType;
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break;
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case "气囊结构":
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case "区间累积期权":
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case "收益增强结构":
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result = td.ExerciseModeCn + td.TradeType;
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break;
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default:
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result = td.ExerciseModeCn + td.TradeType.Replace("期权", "") + td.OptionType + "期权";
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break;
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}
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break;
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}
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return result;
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}
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/// <summary>
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/// 雪球期权生成交易摘要
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/// </summary>
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public static IEnumerable<(string text, string value)> GetUnwindAbstractInfoItems_snowball(trade_cash tc, trade td, bool isUnwind)
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{
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var snowball = td.trade_snowball;
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if (snowball == null)
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{
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throw new ServiceException("雪球期权扩展信息不存在,无法生成交易摘要");
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}
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var underlying = DataCacheProvider.GetUnderlyingDataSource().GetData(td.UnderlyingCode);
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var QuoteUnitString = " 元/" + (PS.Config.IsUseDisplayNotional ? underlying.QuoteUnitString : underlying.TradeUnitString);
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var IsUsePremiumRate = td.IsUsePremiumRate == true;
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var SpotPrice = underlying.UnderlyingInstrumentType == "CommodityFutures" ? td.SpotPrice : td.InitialSpotPrice;
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var strikeFmt = td.IsMoneynessOption == "是"
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? new Func<double?, string>(d => OtcFormatExtensions.OtcFormat(d, OtcFormatFlag.percent))
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: new Func<double?, string>(d => OtcFormatExtensions.OtcFormatFlex(d, 2, 4));
|
||
|
||
|
||
var premiumFmt = IsUsePremiumRate
|
||
? new Func<double?, string>(d => OtcFormatExtensions.OtcFormat(d, OtcFormatFlag.premiumRateP))
|
||
: new Func<double?, string>(d => OtcFormatExtensions.OtcFormat(d, OtcFormatFlag.tradeSinglePrice));
|
||
|
||
var tradeAmount = td.TradeAmount.OtcFormatNotional() + (td.UnderlyingInstrumentType == "Stock"
|
||
? " 股" : " " + td.QuoteUnitSingle);
|
||
|
||
var list = new List<(string, string)>();
|
||
|
||
var action = tc.Action.Substring(5, 2);
|
||
|
||
if (PS.Config.Is厦门象屿)
|
||
{
|
||
list.Add(($"{action}信息", ""));
|
||
}
|
||
|
||
list.AddRange(new[] {
|
||
("交易编号", td.TradeNumber),
|
||
("开仓日期", td.TradeDate.OtcFormatDate()),
|
||
("开仓方向", td.ClientName),
|
||
("#", td.BuySell == "买入" ? "卖出" : "买入"),
|
||
("期权类型", GetTradeType(td)),
|
||
("标的名称",td.UnderlyingAssetName),
|
||
("标的代码",td.UnderlyingCode),
|
||
("名义本金",OtcFormatExtensions.OtcFormat(td.StockEqvNotionalToShow, OtcFormatFlag.StockEqvNotional))
|
||
});
|
||
if (snowball.KORebate > 0)
|
||
{
|
||
list.Add((" 票息", snowball.KORebate.OtcFormatPercent()));
|
||
}
|
||
//var suffix = isUnwind ? " （平仓）" : "（行权）";
|
||
var action_2 = $"({action})";
|
||
list.Add(("期初价格", td.SpotPrice.OtcFormatUmPrice()));
|
||
|
||
if (!snowball.IsInitialKnockedIn)
|
||
{
|
||
list.Add(("敲入价格", strikeFmt(snowball.KIBarrier)));
|
||
}
|
||
else
|
||
{
|
||
list.Add(("初始敲入", "是"));
|
||
}
|
||
list.Add(("敲出价格", strikeFmt(snowball.KOBarrier)));
|
||
list.Add(("执行价格", strikeFmt(td.Strike)));
|
||
list.Add(("到期日期", td.ExerciseDate.OtcFormatDate()));
|
||
list.Add(("终止价格", tc.FinalPrice.OtcFormatUmPrice() + action_2));
|
||
list.Add(("终止日期", tc.ValueDate.OtcFormatDate()));
|
||
|
||
var amount = tc.Amount * (valuedateBLL.SystemDate.UnwindAmountAngle == 1 ? -1 : EodOperationBase.GetSign(td.BuySell));
|
||
list.Add(("结算金额", (amount).OtcFormatMoney() + "元"));
|
||
return list;
|
||
}
|
||
|
||
/// <summary>
|
||
/// 远期平仓摘要
|
||
/// </summary>
|
||
public static IEnumerable<(string text, string value)> GetUnwindAbstractInfoItems_Forward(trade_cash tc, trade td)
|
||
{
|
||
var snowball = td.trade_forward;
|
||
|
||
|
||
if (snowball == null)
|
||
{
|
||
throw new ServiceException("远期扩展信息不存在,无法生成交易摘要");
|
||
}
|
||
var underlying = DataCacheProvider.GetUnderlyingDataSource().GetData(td.UnderlyingCode);
|
||
var QuoteUnitString = " 元/" + (PS.Config.IsUseDisplayNotional ? underlying.QuoteUnitString : underlying.TradeUnitString);
|
||
var IsUsePremiumRate = td.IsUsePremiumRate == true;
|
||
var strikeFmt = new Func<double?, string>(d => d.OtcFormatUmPrice(td.IsMoneynessOption == "是"));
|
||
|
||
var premiumFmt = IsUsePremiumRate
|
||
? new Func<double?, string>(d => OtcFormatExtensions.OtcFormat(d, OtcFormatFlag.premiumRateP))
|
||
: new Func<double?, string>(d => OtcFormatExtensions.OtcFormat(d, OtcFormatFlag.tradeSinglePrice));
|
||
|
||
var tradeAmount = td.TradeAmount.OtcFormatNotional() + (td.UnderlyingInstrumentType == "Stock"
|
||
? " 股" : " " + td.QuoteUnitSingle);
|
||
|
||
var winloss = TradeCalcHelper.CalcWinLoss(tradeType: td.TradeType, buySell: td.BuySell, tradePrice: td.TradePrice ?? 0, tcUnwindPercent: tc.UnwindPercentRate ?? (tc.UnwindNotional / td.OriginalNotional) ?? 0, tcAmount: tc.Amount);
|
||
|
||
var list = new List<(string, string)>();
|
||
if (PS.Config.Is厦门象屿)
|
||
{
|
||
list.Add(("平仓信息", ""));
|
||
}
|
||
var actualExerciseDate = td.ExerciseDate;
|
||
if (td.MetaDic == null || td.MetaDic.Count == 0)
|
||
{
|
||
var exerciseDate = new TradeMetaService(OptUserInfo.SystemUser).GetTradeMeta(td.id, "ActualExerciseDate");
|
||
if (!string.IsNullOrWhiteSpace(exerciseDate) && DateTime.TryParse(exerciseDate, out var tempDate))
|
||
{
|
||
actualExerciseDate = tempDate;
|
||
}
|
||
}
|
||
list.AddRange(new[] {
|
||
("交易编号", td.TradeNumber),
|
||
("开仓日期", td.TradeDate.OtcFormatDate()),
|
||
("开仓方向", td.ClientName),
|
||
("#", td.BuySell == "买入" ? "卖出" : "买入"),
|
||
("结构类型", (td.StructureType.TrimToNull()??td.TradeType) + (td.OptionType == "看涨" ? "多头" : "空头")),
|
||
("标的代码",td.UnderlyingCode),
|
||
("执行价格",td.Strike.OtcFormatUmPrice(td.IsMoneynessOption == "是")),
|
||
("到期日期", actualExerciseDate.OtcFormatDate()),
|
||
("平仓日期", tc.ValueDate.OtcFormatDate()),
|
||
("标的价格", td.SpotPrice.OtcFormatUmPrice()),
|
||
(new string(' ', 5),tc.FinalPrice.OtcFormatUmPrice() + "（平仓）"),
|
||
("平仓数量",td.UnderlyingInstrumentType=="Stock"?tc.UnwindNotional.OtcFormatNotional()+"股":
|
||
tc.UnwindTradeAmount.OtcFormatNotional(underlying.CountRatio,PS.Config.IsUseDisplayNotional)+ " " +(td.QuoteUnitSingle == "吨" && underlying.UnderlyingType == "鸡蛋" ? "半吨":td.QuoteUnitSingle)),
|
||
("平仓总额", (-tc.Amount).OtcFormatMoney() + "元"), //客户角度，故为相反金额
|
||
("实现盈亏",(-winloss).OtcFormatMoney() + " 元")
|
||
});
|
||
return list;
|
||
}
|
||
|
||
/// <summary>
|
||
/// 现金流平仓摘要
|
||
/// </summary>
|
||
public static IEnumerable<(string text, string value)> GetUnwindAbstractInfoItems_cashflow(trade_cash tc, trade td)
|
||
{
|
||
var cashflow = td.trade_cashflow;
|
||
if (cashflow == null)
|
||
{
|
||
throw new ServiceException("现金流扩展信息不存在,无法生成交易摘要");
|
||
}
|
||
|
||
var list = new List<(string, string)>();
|
||
if (PS.Config.Is厦门象屿)
|
||
{
|
||
list.Add(("平仓信息", ""));
|
||
}
|
||
//客户角度，故为相反金额
|
||
var amount = tc.Amount * (valuedateBLL.SystemDate.UnwindAmountAngle == 1 ? -1 : EodOperationBase.GetSign(td.BuySell));
|
||
list.AddRange(new[] {
|
||
("交易编号", td.TradeNumber),
|
||
("开仓日期", td.TradeDate.OtcFormatDate()),
|
||
("开仓方向", td.ClientName),
|
||
("#", td.BuySell == "买入" ? "卖出" : "买入"),
|
||
("平仓日期", tc.ValueDate.OtcFormatDate()),
|
||
("名义本金",(tc.UnwindPercentRate * td.OriginalStockEqvNotional).OtcFormatNotional() + "元"),
|
||
("平仓总额", (amount).OtcFormatMoney() + "元"),
|
||
});
|
||
return list;
|
||
}
|
||
}
|
||
}
|