Files
zszq-trs/YLErpWeb/wwwroot/Scripts/app/swaptrade/unwindSwapTrade.js
T

436 lines
24 KiB
JavaScript

//otcformat禁止千分位分组
window.otcformat.options.disableGrouping = true;
const inputFormatSwapRate = Object.freeze({ precision: otcformat.trading.premiumRateP.precision, append: '%' });
const inputFormatTradePrice = Object.freeze({ precision: otcformat.trading.tradePrice.precision, append: '' });
const inputFormatTradeAmount = Object.freeze({ precision: otcformat.trading.notional.precision, append: '' });
const inputFormatEqvNotional = Object.freeze({ precision: otcformat.trading.StockEqvNotional.precision, append: '', negative: true });
const inputFormatMarginRate = Object.freeze({ precision: otcformat.trading.marginRateP.precision, append: '%' });
const inputFormatMarginRateNoPercent = Object.freeze({ precision: otcformat.trading.umpriceP.precision, append: '', percent: true });
let ValueDate = model.ValueDate;
const vue = new Vue({
el: '#vueDiv',
data: {
deal: model,
floatPosition: null,
interestList: [],
marginList: [],
initPosiNetPrice: 0,
multiplier: 1,
oriClosePercent: model.ClosePercent,
ratio: 1,
shortRatio: 1,
},
computed: {
maxUnwindDate() {
return ValueDate;
},
minStartDate() {
return this.deal.StartDate;
}
},
created() {
this.multiplier = this.deal.StructureType == '普通债券类收益互换' ? 100 : 1;
this.initDeal();
this.setUnwindDate();
},
methods: {
getPriceScale() {
return this.multiplier == 100 ? 0.01 : 1;
},
initDeal() {
var positions = model.FlowEvents.filter((item) => {
return item.UnderlyingCode;
});
this.floatPosition = positions[0];
this.initPosiNetPrice = this.floatPosition.PosiGrossPrice;
this.interestList = model.FlowEvents.filter((item) => {
return item.InterestMode == 1 || item.InterestMode == 2 || item.InterestMode == 7 || item.InterestMode == 8 || item.InterestMode == 9;
});
this.marginList = model.FlowEvents.filter((item) => {
return item.InterestMode == 5 || item.InterestMode == 6;
});
this.ratio = this.floatPosition.PayDirection == 1 ? -1 : 1;
this.shortRatio = this.floatPosition.PositionType == 1 ? 1 : -1;
this.TradeStartDate = model.TradeStartDate;
// 转换期末标的价格为百分比形式
if (this.floatPosition.TradingAmountAvg) {
this.floatPosition.TradingAmountAvg = this.floatPosition.TradingAmountAvg * this.multiplier;
}
},
IsBond(instType) {
return tradeHelper.IsBond(instType);
},
priceFormat(price) {
price = price * this.multiplier;
var pricef = otcformat.trading.umprice(price);
return pricef;
},
dataFormat() {
this.deal.NotionalValue = otcformat.trading.StockEqvNotional(parseFloat(this.deal.NotionalValue));
this.deal.PosiNotionalValue = otcformat.trading.StockEqvNotional(parseFloat(this.deal.PosiNotionalValue));
this.deal.CloseNotionalValue = otcformat.trading.StockEqvNotional(parseFloat(this.deal.CloseNotionalValue));
this.deal.NotionalQty = otcformat.trading.notional(this.deal.NotionalQty);
this.deal.PositionQty2 = otcformat.trading.notional(this.deal.PositionQty);
this.floatPosition.Quantity = otcformat.trading.notional(this.floatPosition.Quantity);
this.floatPosition.PositionQty = otcformat.trading.notional(this.floatPosition.PositionQty);
this.deal.CloseQty = otcformat.trading.notional(this.deal.CloseQty);
this.deal.ClosePercent = otcformat.fixed6(this.deal.ClosePercent);
this.deal.SwapCloseAmount = otcformat.trading.StockEqvNotional(this.deal.SwapCloseAmount);
//this.floatPosition.PosiNetPrice = otcformat.trading.tradeSinglePrice(this.floatPosition.PosiNetPrice);
//this.floatPosition.PosiGrossPrice = otcformat.trading.tradeSinglePrice(this.floatPosition.PosiGrossPrice);
this.floatPosition.TradingAmountAvg = otcformat.trading.tradeSinglePrice(this.floatPosition.TradingAmountAvg);
this.floatPosition.TradingFee = otcformat.trading.StockEqvNotional(this.floatPosition.TradingFee);
this.floatPosition.TradingFeePending = otcformat.trading.StockEqvNotional(this.floatPosition.TradingFeePending);
this.floatPosition.DividendIn = parseFloat(this.floatPosition.DividendIn).toFixed(2);
this.floatPosition.MarkClosePnl = otcformat.trading.StockEqvNotional(this.floatPosition.MarkClosePnl);
this.interestList.forEach(x => {
//x.Principal = otcformat.trading.StockEqvNotional(x.Principal);
//x.Rate = otcformat.fixed6(x.Rate);
x.InterestAmount = otcformat.trading.StockEqvNotional(x.InterestAmount);
x.InterestClosePnL = otcformat.trading.StockEqvNotional(x.InterestClosePnL);
//x.InterestStartDate = x.InterestStartDate ? x.InterestStartDate.substr(0, 10) : "";
//x.InterestEndDate = x.InterestEndDate ? x.InterestEndDate.substr(0, 10) : "";
});
this.marginList.forEach(x => {
x.InterestAmount = otcformat.trading.StockEqvNotional(x.InterestAmount);
x.InterestClosePnL = otcformat.trading.StockEqvNotional(x.InterestClosePnL);
});
},
setValueDate(e) {//修改平仓日期
if (e) {
this.deal.ValueDate = e;
}
//if (!isUseApproval) {
// this.getInterestList();
// this.refreshUnderlyingPrice();
//} else {
// this.dataFormat();
//}
},
setUnwindDate(e) {//修改平仓日期
if (e) {
this.deal.UnwindDate = e;
this.floatPosition.UnwindDate = e;
}
if (!isUseApproval) {
this.getInterestList();
//this.refreshUnderlyingPrice();
} else {
this.dataFormat();
}
},
changeCloseMethod() {//修改平仓类型
if (this.deal.CloseMethod == 1) {
this.deal.ClosePercent = this.oriClosePercent;
this.deal.CloseNotionalValue = otcformat.trading.StockEqvNotional(parseFloat(this.deal.PosiNotionalValue));
this.deal.CloseQty = this.deal.PositionQty;
} else {
this.deal.CloseQty = otcformat.trading.notional(parseFloat(this.deal.PositionQty) * parseFloat(this.deal.ClosePercent));
}
this.calcTradingFeePending();
this.getInterestList();
this.calcFloatClosePnl();
},
calcTradingFeePending() {
this.floatPosition.TradingFeePending = this.floatPosition.BeforeCloseFee * parseFloat(this.deal.ClosePercent);
},
changeCloseQty() {//修改平仓数量
if (parseFloat(this.deal.CloseQty) > parseFloat(this.deal.PositionQty)) {
main.message("平仓数量不能超过持仓数量");
return;
}
this.deal.ClosePercent = otcformat.fixed6(parseFloat(this.deal.CloseQty) / parseFloat(this.deal.PositionQty));
if (parseFloat(this.deal.CloseQty) == parseFloat(this.deal.PositionQty)) {
this.deal.CloseMethod = 1;
} else {
this.deal.CloseMethod = 2;
}
this.deal.CloseNotionalValue = otcformat.trading.StockEqvNotional(parseFloat(this.deal.ClosePercent) * parseFloat(this.deal.NotionalValue));
this.calcTradingFeePending();
this.getInterestList();
this.calcFloatClosePnl();
},
changeClosePercent() {//修改平仓比例
if (parseFloat(this.deal.ClosePercent) > this.oriClosePercent) {
main.message("平仓比例不能超过" + this.oriClosePercent * 100 + "%");
this.deal.ClosePercent = this.oriClosePercent;
return;
}
this.deal.CloseQty = otcformat.trading.notional(parseFloat(this.deal.PositionQty) * parseFloat(this.deal.ClosePercent));
this.deal.CloseNotionalValue = otcformat.trading.StockEqvNotional(parseFloat(this.deal.ClosePercent) * parseFloat(this.deal.NotionalValue));
if (parseFloat(this.deal.CloseNotionalValue) == parseFloat(this.deal.PosiNotionalValue)) {
this.floatPosition.CloseMethod = 1;
} else {
this.floatPosition.CloseMethod = 2;
}
this.calcTradingFeePending();
this.getInterestList();
this.calcFloatClosePnl();
},
changeCloseNotionalValue() {//修改平仓名义本金
if (parseFloat(this.deal.CloseNotionalValue) > parseFloat(this.deal.PosiNotionalValue)) {
main.message("平仓名义本金不能超过持仓名义本金");
this.deal.CloseNotionalValue = this.deal.PosiNotionalValue;
return;
}
this.deal.ClosePercent = otcformat.fixed6(parseFloat(this.deal.CloseNotionalValue) / parseFloat(this.deal.NotionalValue));
this.deal.CloseQty = otcformat.trading.notional(parseFloat(this.deal.PositionQty) * parseFloat(this.deal.ClosePercent));
this.calcTradingFeePending();
this.getInterestList();
this.calcFloatClosePnl();
},
changeUnderlyingPrice() {//修改标的价格
this.calcFloatClosePnl();
},
refreshUnderlyingPrice() {//刷新标的价格
var thisObj = this;
main.post("/underlying_manager/GetUnderlyingPriceByCode",
{ code: thisObj.floatPosition.UnderlyingCode, valuedate: thisObj.deal.ValueDate })
.done(function (res) {
res.obj = res.obj * thisObj.multiplier;
thisObj.floatPosition.TradingAmountAvg = otcformat.trading.tradeSinglePrice(res.obj);
thisObj.calcFloatClosePnl();
});
},
calcFloatClosePnl() {//计算浮动端平仓盈亏
var thisObj = this;
let floatRatio = thisObj.floatPosition.PayDirection == 1 ? 1 : -1;
let longRatio = thisObj.floatPosition.PositionType == 1 ? 1 : -1;
let TradingFee = thisObj.floatPosition.TradingFee == "" ? 0 : parseFloat(thisObj.floatPosition.TradingFee);
let TradingFeePending = thisObj.floatPosition.TradingFeePending == "" ? 0 : parseFloat(thisObj.floatPosition.TradingFeePending);
let scale = thisObj.getPriceScale();
thisObj.floatPosition.MarkClosePnl = Math.round(thisObj.deal.CloseQty * (thisObj.floatPosition.TradingAmountAvg * scale - thisObj.initPosiNetPrice) * floatRatio * longRatio * 10000) / 10000;
thisObj.floatPosition.MarkClosePnl = Number(thisObj.floatPosition.MarkClosePnl.toFixed(2));
thisObj.floatPosition.MarkClosePnl = thisObj.floatPosition.MarkClosePnl + (TradingFee + TradingFeePending) * floatRatio * -1;//当日盯市不要计算分红
thisObj.floatPosition.MarkClosePnl = otcformat.trading.StockEqvNotional(thisObj.floatPosition.MarkClosePnl);
thisObj.calcCloseAmount();
},
changeTradingFee() {//修改交易费用
this.calcFloatClosePnl();
},
changeInterestAmount(item) {//修改利息金额
let interestRatio = item.InterestDirection == 1 ? 1 : -1;
item.InterestClosePnL = otcformat.trading.StockEqvNotional(parseFloat(item.InterestAmount) * interestRatio + parseFloat(item.InterestFee) * interestRatio);
this.calcCloseAmount();
},
//calcClosePnL() {//计算浮动端平仓盈亏
// let pnl = parseFloat(this.floatPosition.ClosePnL) - parseFloat(this.floatPosition.TradingFee);
// this.floatPosition.ClosePnL = otcformat.trading.StockEqvNotional(pnl);
// this.calcCloseAmount();
//},
calcCloseAmount() {//计算平仓总额=浮动收取+利息收取-浮动支付-利息支付
let floatRatio = this.floatPosition.PayDirection == 1 ? 1 : -1;
let ratio = this.floatPosition.PositionType == 1 ? 1 : -1;
let thisObj = this;
let pnl = parseFloat(this.floatPosition.MarkClosePnl);
let TradingFee = thisObj.floatPosition.TradingFee == "" ? 0 : parseFloat(thisObj.floatPosition.TradingFee);
thisObj.deal.SwapCloseAmount = pnl;
thisObj.deal.SwapRealizedPnL = pnl;
thisObj.deal.SwapMarginRebatePnl = 0;
thisObj.deal.SwapMarginAmount = 0;
let scale = thisObj.getPriceScale();
thisObj.floatPosition.TradingAmount = parseFloat(thisObj.floatPosition.TradingAmountAvg) * parseFloat(thisObj.deal.CloseQty) * scale;
thisObj.floatPosition.CloseFee = TradingFee;
if (thisObj.deal.CloseQty == 0) {
thisObj.floatPosition.TradingAmountFeeAvg = 0;
} else {
thisObj.floatPosition.TradingAmountFeeAvg = parseFloat(thisObj.floatPosition.TradingAmountAvg) * scale + (TradingFee / thisObj.deal.CloseQty) * ratio;
}
this.interestList.forEach(x => {
/*let interestRatio = x.InterestDirection == 1 ? 1 : -1;*/
let interestAmount = parseFloat(x.InterestClosePnL);
thisObj.deal.SwapCloseAmount = parseFloat(thisObj.deal.SwapCloseAmount) + interestAmount;
thisObj.deal.SwapRealizedPnL = parseFloat(thisObj.deal.SwapRealizedPnL) + interestAmount;
});
this.marginList.forEach(x => {
let interestAmount = parseFloat(x.InterestClosePnL);
let interestRatio = x.InterestDirection == 1 ? -1 : 1;
thisObj.deal.SwapCloseAmount = parseFloat(thisObj.deal.SwapCloseAmount) + interestAmount;
thisObj.deal.SwapMarginRebatePnl = parseFloat(thisObj.deal.SwapMarginRebatePnl) + interestAmount;
thisObj.deal.SwapRealizedPnL = parseFloat(thisObj.deal.SwapRealizedPnL) + interestAmount;
thisObj.deal.SwapMarginAmount = parseFloat(thisObj.deal.SwapMarginAmount) + parseFloat(x.InterestPrincipal) * interestRatio;
});
thisObj.deal.SwapRealizedPnL = Number(thisObj.deal.SwapRealizedPnL.toFixed(2));
thisObj.deal.SwapCloseAmount = Number(thisObj.deal.SwapCloseAmount.toFixed(2));
thisObj.deal.SwapCloseAmount = otcformat.trading.StockEqvNotional(thisObj.deal.SwapCloseAmount);
thisObj.deal.SwapRealizedPnL = otcformat.trading.StockEqvNotional(thisObj.deal.SwapRealizedPnL);
thisObj.deal.SwapMarginRebatePnl = otcformat.trading.StockEqvNotional(thisObj.deal.SwapMarginRebatePnl);
thisObj.deal.SwapMarginAmount = otcformat.trading.StockEqvNotional(thisObj.deal.SwapMarginAmount);
},
getInterestList() {//根据平仓日期获取利息腿信息
var thisObj = this;
var postData = { valueDate: thisObj.deal.ValueDate, unwindDate: thisObj.deal.UnwindDate, tradeId: thisObj.deal.SwapTradeId, closePercent: thisObj.deal.ClosePercent, eventType: 2 }
main.post("/swaptrade2/GetUnwindInterestList", postData, { async: true }).done(function (resp) {
thisObj.interestList = resp.obj.filter((item) => {
return item.InterestMode == 1 || item.InterestMode == 2 || item.InterestMode == 7 || item.InterestMode == 8 || item.InterestMode == 9;
});
thisObj.marginList = resp.obj.filter((item) => {
return item.InterestMode == 5 || item.InterestMode == 6;
});
thisObj.calcCloseAmount();
thisObj.dataFormat();
thisObj.getDivindIn();
});
},
getDivindIn() {
var thisObj = this;
let ratio = this.floatPosition.PositionType == 1 ? 1 : -1;
let floatRatio = this.floatPosition.PayDirection == 1 ? 1 : -1;
var postData = { startDate: thisObj.TradeStartDate, endDate: thisObj.deal.UnwindDate, underlyingCode: thisObj.floatPosition.UnderlyingCode, tradeId: thisObj.deal.SwapTradeId, unwindDate: thisObj.deal.UnwindDate }
main.post("/BondPayment/GetBondPayMentInterest", postData, { async: false }).done(function (resp) {
let consumedDividend = Math.Abs(parseFloat(resp.obj.consumedDividend ?? 0));//保持和totalInterest同向
let consumedDividendInterest = consumedDividend / parseFloat(thisObj.deal.NotionalQty)
// 这里计算已经分红的利息,从totalInterest里扣除
let totalDividend = parseFloat(thisObj.deal.CloseQty) * (resp.obj.totalInterest - consumedDividendInterest) * ratio * floatRatio;
// 互换是全量消费,consumedDividend>0 表示分红已被当天互换消费,归0
// 现在可能做了纯分红的互换结算,所以不能直接归0
thisObj.floatPosition.DividendIn = parseFloat(totalDividend.toFixed(2));
var posiQty = parseFloat(thisObj.floatPosition.Quantity) - parseFloat(thisObj.deal.CloseQty);
thisObj.floatPosition.DividendPending = parseFloat((posiQty * resp.obj.totalInterest * ratio * floatRatio).toFixed(2));
thisObj.calcFloatClosePnl();
thisObj.dataFormat();
});
},
closeTrade() {//平仓
var thisObj = this;
if (main.isEmpty(thisObj.deal.ValueDate)) {
main.message("请输入平仓日期");
return;
}
if (thisObj.deal.CloseType == 1) {//数量平仓方式
if (parseFloat(thisObj.deal.CloseQty) > parseFloat(thisObj.deal.PositionQty)) {
main.message("平仓数量不能持仓数量");
return;
}
if (parseFloat(this.deal.CloseQty) <= 0) {
main.message("平仓数量不能小于或等于0");
return;
}
} else {
if (parseFloat(this.deal.ClosePercent) > 1) {
main.message("平仓比例不能超过100%");
return;
}
if (parseFloat(this.deal.CloseNotionalValue) > parseFloat(this.deal.PosiNotionalValue)) {
main.message("平仓名义本金不能超过持仓名义本金");
return;
}
}
if (thisObj.deal.ValueDate > thisObj.deal.UnwindDate) {
main.message("事件日期不能大于平仓日期");
return;
}
let reqObj = _.cloneDeep(thisObj.deal);
let marginCloneList = _.cloneDeep(thisObj.marginList);
reqObj.FlowEvents = _.cloneDeep(thisObj.interestList);
marginCloneList.forEach((item) => {
reqObj.FlowEvents.push(item);
})
thisObj.floatPosition.EventDate = thisObj.deal.ValueDate;
let floatPosition = _.cloneDeep(thisObj.floatPosition);
floatPosition.Quantity = reqObj.CloseQty;
floatPosition.TradingAmountAvg = floatPosition.TradingAmountAvg * thisObj.getPriceScale();
reqObj.FlowEvents.push(floatPosition);
var postData = { unwindData: reqObj };
var msg = "确认提交平仓?";
var postUrl = "/swaptrade2/SwapUnwindJson";
if (g_isShowReCheckClose) {
msg = "确认提交平仓审核?";
postUrl = "/swaptrade2/ApplyUnwind";
postData.eventType = 2;//互换3,平仓2
}
main.confirm(msg,
function () {
//重新计算百分比
var thisObj2 = thisObj;
main.post(postUrl, postData).done(function (res) {
if (res.success) {
thisObj2.closetrade_cashWindow();
}
else {
try {
thisObj2.closetrade_cashWindow();
} catch (e) {
}
}
});
});
},
getSumbitText: function () {
return g_isShowReCheckClose ? "审核提交" : "保存";
},
submitApproval(status) {
var pop = '';
if (status === 'pass') {
pop = "确认通过审批?";
}
if (status === 'reject') {
pop = "确认拒绝?";
}
let thisObj = this;
var confirmFunc = function (additionalProcessing) {
var pData = { tradeId: thisObj.deal.SwapTradeId, status: status, text: "" };
if (!main.isEmpty(additionalProcessing)) {
pData.additionalProcessing = additionalProcessing;
}
var thisObj2 = thisObj;
main.post("/processtradelog/UpdateTradeProcessLog", pData).done(
function (data) {
if (data.obj && data.obj.proccessType == "AdditionalProcessing") {
if (data.obj.type == "LackOfMoney") {
var htmlContent = `<div style="padding:10px">${data.obj.message}</div>`;
var lackMoneyConfirmLayer = main.open2("提示",
htmlContent,
{
area: ["430px", "175px"],
btn: ['交易特批', '取消'],
yes: function (index, layero) {
var layerIndex = lackMoneyConfirmLayer;
main.confirm("客户资金或授信不足,强制成交会导致本机构产生风险!要继续审批通过?", function () {
layer.close(layerIndex);
confirmFunc("LackOfMoney");
});
},
cancel: function (index, layero) {
if (window.parent && window.parent.reloadtrade) {
thisObj2.closetrade_cashWindow();
}
(parent || window).layer.closeAll();
}
});
}
return;
}
(parent || window).main.message(data.msg);
try { thisObj2.closetrade_cashWindow(); }
catch (e) { }
if (parent) {
parent.layer.closeAll();
}
});
}
main.confirm(pop, confirmFunc);
},
closetrade_cashWindow: function () {
layer.closeMe('reloadData');
},
closeCurrentWindow: function () {
try {
if (window.parent && window.parent.reload) window.parent.reload();
} catch (e) {
}
try {
var layer = window.parent.layer;
layer.close(layer.getFrameIndex(window.name));
} catch (e) {
}
}
},
components: {
'vue-datepicker': FastVue.vueDatePicker(),
'vue-number-input': FastVue.vueNumberInput(),
}
});