479 lines
16 KiB
C#
479 lines
16 KiB
C#
using System;
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using System.Collections.Generic;
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using System.ComponentModel;
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using System.ComponentModel.DataAnnotations.Schema;
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using System.Linq;
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using System.Text;
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using System.Threading.Tasks;
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using YLErp.Helpers;
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namespace YLErp.DBModels
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{
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/// <summary>
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/// 互换合约日终持仓归档表
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/// </summary>
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[Table("eod_swap_position")]
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public class eod_swap_position: DBModelBaseV2
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{
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/// <summary>
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/// 持仓日期
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/// </summary>
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[DisplayName("持仓日期")]
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[DataChange]
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public DateTime ValueDate { get; set; }
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/// <summary>
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/// 客户编码
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/// </summary>
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[DisplayName("客户编码id")]
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[DataChange]
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public int ClientId { get; set; }
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/// <summary>
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/// 互换交易编码
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/// </summary>
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[DisplayName("互换交易编码id")]
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[DataChange]
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public int SwapTradeId { get; set; }
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/// <summary>
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/// 互换交易腿ID
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/// </summary>
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[DisplayName("互换交易腿ID")]
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[DataChange]
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public long PositionId { get; set; }
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/// <summary>
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///浮动端 收取方向 1：收取，2：支付
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/// </summary>
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[DisplayName("收取方向")]
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[DataChange]
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public int PosiDirection { get; set; }
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[NotMapped]
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public string PosiDirectionStr
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{
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get
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{
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if (PosiDirection == 1)
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{
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return "收取";
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}
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else if (PosiDirection == 2)
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{
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return "支付";
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}
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else return "";
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}
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}
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/// <summary>
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/// 多空方向 1：多头，2：空头
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/// </summary>
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[DisplayName("多空方向")]
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[DataChange]
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public int PositionType { get; set; }
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[NotMapped]
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public string PositionTypeStr
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{
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get
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{
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if (PositionType == 1)
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{
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return "B";
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}
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else if (PositionType == 2)
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{
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return "S";
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}
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else return "";
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}
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}
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/// <summary>
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/// 标的代码
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/// </summary>
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[DisplayName("标的代码")]
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[DataChange]
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public string UnderlyingCode { get; set; }
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/// <summary>
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/// 标的名称
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/// </summary>
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[NotMapped]
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public string UnderlyingName { get; set; }
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/// <summary>
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/// 合约乘数
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/// </summary>
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[DisplayName("合约乘数")]
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[DataChange]
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public decimal ContractSize { get; set; }
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/// <summary>
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/// 合约乘积因子
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/// </summary>
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[DisplayName("合约乘积因子")]
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[DataChange]
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public decimal CountRatio { get; set; }
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/// <summary>
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/// 期初标的价格
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/// </summary>
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[DisplayName("期初标的价格")]
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[DataChange]
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public decimal PosiNetPrice { get; set; }
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/// <summary>
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/// 期初标的价格-不含费
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/// </summary>
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[DisplayName("期初标的价格-不含费")]
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[DataChange]
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public decimal PosiGrossPrice { get; set; }
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/// 收益率
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/// <summary>
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/// 剩余持仓数量
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/// </summary>
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[DisplayName("剩余持仓数量")]
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[DataChange]
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public decimal PosiQuantity { get; set; }
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/// <summary>
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/// 当前剩余的名义本金
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/// </summary>
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[DisplayName("当前剩余的名义本金")]
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[DataChange]
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public decimal PosiNotionalValue { get; set; }
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/// <summary>
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/// 开仓佣金交易费用
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/// </summary>
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[DisplayName("开仓佣金交易费用")]
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[DataChange]
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public decimal PosiTradingFee { get; set; }
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/// <summary>
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/// 开仓起始日-首次开仓日
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/// </summary>
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[DisplayName("开仓起始日")]
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[DataChange]
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public DateTime PosiStartDate { get; set; }
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/// <summary>
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/// 开仓到期日
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/// </summary>
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[DisplayName("开仓到期日")]
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[DataChange]
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public DateTime? PosiMatuirityDate { get; set; }
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/// <summary>
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/// 标的盯市价格
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/// </summary>
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[DisplayName("标的盯市价格")]
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[DataChange]
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public decimal UnderlyingPrice { get; set; }
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/// <summary>
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/// 标的市值，空头持仓为负数,挂钩标的价格*持仓数量*合约乘数*（多空方向）
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/// </summary>
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[DisplayName("标的市值")]
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[DataChange]
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public decimal UnderlyingMarketValue { get; set; }
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/// <summary>
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/// 当日浮动端分红,当日事件流水中“分红收益”的加总* 收支方向
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/// </summary>
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[DisplayName("当日浮动端分红")]
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[DataChange]
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public decimal TdPosiDividend { get; set; }
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/// <summary>
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/// 浮动端盯市未实现,因标的价格变化导致的收益（盯市、未实现）
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/// </summary>
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[DisplayName("浮动端平仓盈亏·盯市未实现")]
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[DataChange]
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public decimal PosiMtmPnL { get; set; }
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/// <summary>
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/// 浮动端盯市未实现,因分红导致的分红收益（未实现）,日初的本字段值+当日浮动端分红-浮动端平仓盈亏·分红(当日实现）
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/// </summary>
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[DisplayName("浮动端平仓盈亏·分红未实现")]
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[DataChange]
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public decimal PosiDividendSum { get; set; }
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/// <summary>
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/// 后付的费用（未实现）
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/// </summary>
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[DisplayName("后付的费用（未实现）")]
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[DataChange]
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public decimal PosiFeePending { get; set; }
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/// <summary>
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/// 浮动端的所有待实现收益（当前浮动腿的价值）,浮动端待实现收益盯市+浮动端待实现收益分红
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/// </summary>
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[DisplayName("浮动端的所有待实现收益")]
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[DataChange]
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public decimal PosiProfitSum { get; set; }
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/// <summary>
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///利息端 收取方向 1：收取，2：支付
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/// </summary>
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[DisplayName("收取方向")]
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[DataChange]
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public int InterestDirection { get; set; }
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/// <summary>
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/// 计息基本类型 1：固定值，2：合约名义本金规模，3：持仓名义本金，4：持仓市值,5：初始预付金，6：追加预付金
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/// </summary>
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[DisplayName("计息基本类型")]
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[DataChange]
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public int InterestMode { get; set; }
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/// <summary>
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/// 计息方式 0：单利，1：复利
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/// </summary>
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public int InterestType { get; set; }
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/// <summary>
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/// 计息基数固定值
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/// </summary>
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[DisplayName("计息基数固定值")]
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[DataChange]
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public decimal InterestPrincipalFix { get; set; }
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/// <summary>
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/// 互换利率（年化）
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/// </summary>
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[DisplayName("互换利率（年化）")]
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[DataChange]
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public decimal InterestRateDefault { get; set; }
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/// <summary>
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/// 互换间隔
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/// </summary>
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[DisplayName("互换间隔")]
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[DataChange]
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public string InterestSwapInterval { get; set; }
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/// <summary>
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/// 待结算其他费用
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/// </summary>
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[DisplayName("待结算其他费用")]
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[DataChange]
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public decimal InterestFeePending { get; set; }
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/// <summary>
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/// 当前交易日适用的具体计息基准值
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/// </summary>
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[DisplayName("当前交易日适用的具体计息基准值")]
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[DataChange]
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public decimal TdInterestPrincipal { get; set; }
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/// <summary>
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/// 当前交易日适用的具体利率值
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/// </summary>
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[DisplayName("当前交易日适用的具体利率值")]
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[DataChange]
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public decimal TdInterestRate { get; set; }
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/// <summary>
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/// 当日利率端新计利息
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/// </summary>
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[DisplayName("当日利率端新计利息")]
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[DataChange]
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public decimal TdInterestIncome { get; set; }
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/// <summary>
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/// 当日利率端新增费用
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/// </summary>
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[DisplayName("当日利率端新增费用")]
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[DataChange]
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public decimal TdInterestFee { get; set; }
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/// <summary>
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/// 利率端待实现收益-利息
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/// </summary>
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[DisplayName("利率端待实现收益-利息")]
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[DataChange]
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public decimal InterestIncomeSum { get; set; }
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/// <summary>
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/// 利率端待实现收益-其他费用
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/// </summary>
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[DisplayName("利率端待实现收益-其他费用")]
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[DataChange]
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public decimal InterestFeeSum { get; set; }
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/// <summary>
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/// 利率端待实现收益
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/// </summary>
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[DisplayName("利率端待实现收益")]
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[DataChange]
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public decimal InterestProfitSum { get; set; }
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/// <summary>
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/// 浮动腿与利息腿的价值之和
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/// </summary>
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[DisplayName("互换持仓价值")]
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[DataChange]
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public decimal SwapPositionValue { get; set; }
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/// <summary>
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/// 当日平仓数量
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/// </summary>
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[DisplayName("当日平仓数量")]
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[DataChange]
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public decimal TdCloseQty { get; set; }
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/// <summary>
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/// 当日公司行为数量,因当日公司行为事件导致的数量变化
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/// </summary>
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[DisplayName("当日公司行为数量")]
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[DataChange]
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public decimal TdChangedQty { get; set; }
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/// <summary>
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/// 当日浮动端平仓盈亏·盯市
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/// </summary>
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[DisplayName("当日浮动端平仓盈亏·盯市")]
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[DataChange]
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public decimal TdCloseMtmPnl { get; set; }
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/// <summary>
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/// 当日浮动端平仓盈亏·分红
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/// </summary>
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[DisplayName("当日浮动端平仓盈亏·分红")]
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[DataChange]
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public decimal TdCloseDividend { get; set; }
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/// <summary>
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/// 当日浮动端平仓盈亏·费用
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/// </summary>
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[DisplayName("当日浮动端平仓盈亏·费用")]
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[DataChange]
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public decimal TdCloseFee { get; set; }
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/// <summary>
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/// 当日利率端平仓盈亏·利息
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/// </summary>
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[DisplayName("当日利率端平仓盈亏·利息")]
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[DataChange]
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public decimal TdCloseInterest { get; set; }
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/// <summary>
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/// 当日利率端平仓盈亏·其他费用
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/// </summary>
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[DisplayName("当日利率端平仓盈亏·其他费用")]
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[DataChange]
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public decimal TdCloseInterestFee { get; set; }
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/// <summary>
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/// 浮动端累计已实现盈亏·盯市
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/// </summary>
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[DisplayName("浮动端累计已实现盈亏·盯市")]
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[DataChange]
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public decimal RealizedMtmPnL { get; set; }
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/// <summary>
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/// 浮动端累计已实现盈亏·分红
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/// </summary>
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[DisplayName("浮动端累计已实现盈亏·分红")]
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[DataChange]
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public decimal RealizedDividend { get; set; }
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/// <summary>
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/// 浮动端累计已实现盈亏·费用
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/// </summary>
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[DisplayName("浮动端累计已实现盈亏·费用")]
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[DataChange]
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public decimal RealizedFee { get; set; }
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/// <summary>
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/// 利率端累计已实现盈亏·利息
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/// </summary>
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[DisplayName("利率端累计已实现盈亏·利息")]
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[DataChange]
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public decimal RealizedInterest { get; set; }
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/// <summary>
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/// 利率端累计已实现盈亏·其他费用
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/// </summary>
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[DisplayName("利率端累计已实现盈亏·其他费用")]
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[DataChange]
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public decimal RealizedInterestFee { get; set; }
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/// <summary>
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/// 持仓累计已实现盈亏
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/// </summary>
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[DisplayName("持仓累计已实现盈亏")]
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[DataChange]
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public decimal RealizedPnl { get; set; }
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/// <summary>
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/// 当日适用汇率
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/// </summary>
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[DisplayName("当日适用汇率")]
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[DataChange]
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public decimal TdCurrency { get; set; }
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/// <summary>
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/// 持仓状态 正常0/已平1
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/// </summary>
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[DisplayName("持仓状态")]
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[DataChange]
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public int PosiStatus { get; set; }
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/// <summary>
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/// 是否无效 有效false/无效true
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/// </summary>
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[DisplayName("是否无效")]
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[DataChange]
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public bool Invalid { get; set; }
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/// <summary>
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/// 浮动利率
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/// </summary>
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public decimal FloatRate { get; set; }
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/// <summary>
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/// 浮动利率标的
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/// </summary>
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public string FloatRateUnderlyingCode { get; set; }
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/// <summary>
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/// 是否年化
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/// </summary>
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public bool IsAnnualized { get; set; }
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/// <summary>
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/// 发生日期 预付金腿用
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/// </summary>
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public DateTime? HappenDate { get; set; }
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/// <summary>
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/// 币种
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/// </summary>
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public string Currency { get; set; }
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/// <summary>
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/// 标的资产类型
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/// </summary>
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public string UnderlyingInstrumentType { get; set; }
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/// <summary>
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/// 成交净价含费
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/// </summary>
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public decimal? PosiNetFeePrice { get; set; }
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/// <summary>
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/// 成交净价不含费
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/// </summary>
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public decimal? PosiNetNoFeePrice { get; set; }
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/// <summary>
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/// 虚拟交易费用
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/// </summary>
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public decimal VTradingFee { get; set; }
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/// <summary>
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/// 重置频率(天)
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/// </summary>
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public int? interest_rest_days { get; set; }
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/// <summary>
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/// 利率准则(-1前一营业日，0当前营业日)
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/// </summary>
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public int? interest_rule { get; set; }
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/// <summary>
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/// 基点价值DV01
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/// </summary>
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[DataChange]
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public decimal? dv01 { get; set; }
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/// <summary>
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/// 持仓编码
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/// </summary>
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[NotMapped]
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public string PositionIdPadding
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{
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get
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{
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return PositionId.ToString().PadLeft(8, '0');
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}
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}
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public eod_swap_position Clone()
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{
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return (eod_swap_position)MemberwiseClone();
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}
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}
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/// <summary>
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/// 合成持仓事件返回
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/// </summary>
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public class SwapPositionResponse
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{
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public eod_swap_position eodPosition { get; set; }
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public swap_position position { get; set; }
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public DateTime TradeDate { get; set; }
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public string SwapTradeNo { get; set; }
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public int ClientId { get; set; }
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public string ClientNumber { get; set; }
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public string ClientName { get; set; }
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public string SwapTradeTypeStr { 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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/// 权益收支方向
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/// </summary>
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public int InitialMarginDirection { get; set; }
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}
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}
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