279 lines
14 KiB
JavaScript
279 lines
14 KiB
JavaScript
//定价格式化(来自配置)
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const inputFormatPercent = Object.freeze({ precision: 2, append: '%' });
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const inputFormatPercentNegative = Object.freeze({ precision: 2, append: '%', negative: true });
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const inputFormatNegative = Object.freeze({ precision: 2, negative: true });
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const MarginRuleTypeEnum = {
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无预付金: "0",
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按固定利率: "1",
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按浮动盈亏: "2",
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类香草预付金规则: "3",
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自动赎回买入预付金规则: "4",
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触发条件预付金规则1: "5",
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触发条件预付金规则2: "6",
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保底预付金规则: "7",
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含赔付预付金计算规则: "8",
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触发条件预付金规则3: "9",
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交易所基本规则: "10",
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标准SPAN: "11",
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买入自动赎回规则1: "12",
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卖出自动赎回规则1: "13",
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区间追保结构: "15",
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默认预付金规则: "99"
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};
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const UnderlyingSeperateTypeEnum = {
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None: "0",//不区分
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CustomStock: "1",//按自定义权益分类
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CustomInstrumentType: "2"//按资产类型分类
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};
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const vue = new Vue({
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el: '#marginTemplateV2Form',
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data: {
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isAdd: page.isAdd,
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marginTemplate: page.marginTemplate,
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latestValueDate: page.marginTemplate.LatestValueDate
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},
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created: function () {
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this.changeRuleType(true);
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},
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methods: {
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changeRuleType(isInitial) {
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switch (this.marginTemplate.RuleType.toString()) {
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case MarginRuleTypeEnum.无预付金:
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this.marginTemplate.UnderlyingSeperateType = UnderlyingSeperateTypeEnum.None;
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this.marginTemplate.Comments = "预付金占用为零。";
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break;
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case MarginRuleTypeEnum.按固定利率:
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this.marginTemplate.Comments = "预付金占用为成交/实时名义本金的固定比例。";
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break;
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case MarginRuleTypeEnum.按浮动盈亏:
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this.marginTemplate.UnderlyingSeperateType = UnderlyingSeperateTypeEnum.None;
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this.marginTemplate.Comments = "预付金占用为成交/实时名义本金的固定比例，加上对手方交易浮动亏损，扣除对手方交易浮动盈利。";
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break;
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case MarginRuleTypeEnum.类香草预付金规则:
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this.marginTemplate.UnderlyingSeperateType = UnderlyingSeperateTypeEnum.None;
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this.marginTemplate.Comments = "预付金占用为为成交/实时名义本金的浮动比例，加上对手方交易浮动亏损。浮动比例依据标的涨跌停情况判断。";
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break;
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case MarginRuleTypeEnum.自动赎回买入预付金规则:
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this.marginTemplate.UnderlyingSeperateType = UnderlyingSeperateTypeEnum.None;
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this.marginTemplate.Comments = "预付金占用为n+2（≤N）个票息之和，N为合约期内敲出观察日总数，n为当前经过的敲出观察日个数（当n+2＞N时，n = N - 2）。";
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break;
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case MarginRuleTypeEnum.触发条件预付金规则1:
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this.marginTemplate.UnderlyingSeperateType = UnderlyingSeperateTypeEnum.None;
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this.marginTemplate.Comments = "预付金占用为成交名义本金的固定比例，加标的跌幅的市值（跌幅达到一定条件触发）";
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break;
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case MarginRuleTypeEnum.触发条件预付金规则2:
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this.marginTemplate.UnderlyingSeperateType = UnderlyingSeperateTypeEnum.None;
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this.marginTemplate.Comments = "预付金占用为成交/实时名义本金的固定比例，加标的跌幅的市值（跌幅达到一定条件触发）";
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break;
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case MarginRuleTypeEnum.触发条件预付金规则3:
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this.marginTemplate.UnderlyingSeperateType = UnderlyingSeperateTypeEnum.None;
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this.marginTemplate.Comments = "预付金占用为成交/实时名义本金的固定比例，加上对手方分段式交易浮动亏损（涨跌幅达到一定条件触发）";
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break;
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case MarginRuleTypeEnum.保底预付金规则:
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this.marginTemplate.UnderlyingSeperateType = UnderlyingSeperateTypeEnum.None;
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this.marginTemplate.Comments = "预付金占用为对手方最大亏损金额。";
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break;
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case MarginRuleTypeEnum.含赔付预付金计算规则:
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this.marginTemplate.UnderlyingSeperateType = UnderlyingSeperateTypeEnum.None;
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this.marginTemplate.Comments = "预付金占用为对手方最大赔付金额。";
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break;
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case MarginRuleTypeEnum.交易所基本规则:
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this.marginTemplate.UnderlyingSeperateType = UnderlyingSeperateTypeEnum.None;
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this.marginTemplate.Comments = "交易所基本规则";
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break;
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case MarginRuleTypeEnum.标准SPAN:
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this.marginTemplate.Comments = "计算标的价格和波动率上涨下跌4个场景下的对手方最大亏损";
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break;
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case MarginRuleTypeEnum.买入自动赎回规则1:
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this.marginTemplate.UnderlyingSeperateType = UnderlyingSeperateTypeEnum.None;
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this.marginTemplate.Comments = "Min（x*首次票息金额+y*Max(0，Pv），合约期间全部票息金额）；\n若勾选了“取与保底金额孰小”，则还要与取较小的一个；\n保底金额 =ABS（执行价格 - 保底价格）* ABS（交易数量）。";
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break;
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case MarginRuleTypeEnum.卖出自动赎回规则1:
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this.marginTemplate.Comments = "名义本金*Max（x,y-0.5*虚值比例）+ Flag*Max(0,PV)；\n其中虚值比例 = max（0, P - 执行价）/期初价格，当计算日为成交日时，Flag = 0，P = 期初价格，当计算日不为成交日时，Flag = 1，P = 标的现价；\n若勾选了“取与保底金额孰小”，则取较小的一个；\n保底金额 =ABS（执行价格 - 保底价格）* ABS（交易数量）。";
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break;
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case MarginRuleTypeEnum.区间追保结构:
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this.marginTemplate.Comments = "预付金占用为名义本金的固定比例。按利率债期限（<5y/5y-10y/10y-30y/>30y）分别设置初始预付金率x、维持预付金率y，支持再按标的资产类型（利率债/信用债/其它债券/股票/股指等全部资产类型）分组；以期初净价为基准，按（x-y）逐档推算预警线/平仓线，标的价格触及档位线时触发追保或平仓。";
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break;
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case MarginRuleTypeEnum.默认预付金规则:
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this.marginTemplate.Comments = "考虑了14种场景下的Span算法与Delta算法比较的通用预付金规则，该规则可以调整Span涨跌幅度";
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break;
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default:
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this.marginTemplate.Comments = "";
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break;
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}
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this.changeUnderlyingSeperateType(isInitial);
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},
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changeUnderlyingSeperateType(isInitial) {
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if (isInitial && this.marginTemplate.Details.length >= 1) {
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return;
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}
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if (this.marginTemplate.UnderlyingSeperateType == UnderlyingSeperateTypeEnum.None) {
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this.marginTemplate.UnderlyingSeperateComments = "无论挂钩标的代码为何，都采用同一套参数";
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} else if (this.marginTemplate.UnderlyingSeperateType == UnderlyingSeperateTypeEnum.CustomInstrumentType) {
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this.marginTemplate.UnderlyingSeperateComments = "按标的的资产类型分类：在每组参数中选择适用的资产类型（利率债/信用债/其它债券/股票/股指/商品期货等全部资产类型），按标的资产类型匹配对应参数组的初始预付金率x、维持预付金率y。";
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} else {
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this.marginTemplate.UnderlyingSeperateComments = "把所有标的根据代码所属区间段自动分为4类:\n【1-指数】沪深指数；\n【2-个股/ETF-核准制发行】主板股票、非科创版ETF；\n【3-个股/ETF-非核准制发行】科创版股票、科创版ETF、创业板股票；\n【4-其他】所有不满足以上分类的。";
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}
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let that = this
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new Promise((reslove) => {
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that.marginTemplate.Details = [];
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reslove();
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}).then(() => {
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var needDetailRules = [];
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needDetailRules.push(MarginRuleTypeEnum.按固定利率);
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needDetailRules.push(MarginRuleTypeEnum.按浮动盈亏);
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needDetailRules.push(MarginRuleTypeEnum.类香草预付金规则);
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needDetailRules.push(MarginRuleTypeEnum.触发条件预付金规则1);
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needDetailRules.push(MarginRuleTypeEnum.触发条件预付金规则2);
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needDetailRules.push(MarginRuleTypeEnum.触发条件预付金规则3);
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needDetailRules.push(MarginRuleTypeEnum.标准SPAN);
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needDetailRules.push(MarginRuleTypeEnum.买入自动赎回规则1);
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needDetailRules.push(MarginRuleTypeEnum.卖出自动赎回规则1);
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needDetailRules.push(MarginRuleTypeEnum.区间追保结构);
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needDetailRules.push(MarginRuleTypeEnum.默认预付金规则);
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if (needDetailRules.indexOf(that.marginTemplate.RuleType.toString()) >= 0) {
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new Promise((reslove) => {
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that.marginTemplate.Details.push(_.cloneDeep(page.detail));
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reslove();
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}).then(() => {
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SetAceDropDown();
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})
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}
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})
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},
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saveMarginTemplateV2(isForClient) {
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if (!this.marginTemplate.Name) {
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main.message("模板名称不能为空");
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return;
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}
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this.marginTemplate.TradeTypes = $("#tradeTypes").val().join(",");
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this.marginTemplate.IsDefault = true;
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this.marginTemplate.IsForClient = isForClient;
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this.marginTemplate.BuySellType = this.sum($("#BuySellType").val());
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this.marginTemplate.MarginScenarios = this.sum($("#MarginScenarios").val());
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var that = this;
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this.marginTemplate.Details.forEach((detail, index) => {
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if (that.marginTemplate.UnderlyingSeperateType == 0) {
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detail.UnderlyingType = 15;
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}
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else {
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detail.UnderlyingType = that.sum($("#UnderlyingType" + index).val());
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}
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detail.SpanConfigJson = JSON.stringify(detail.SpanConfig);
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});
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main.post("/margin_template_v2/saveMarginTemplateV2", { marginTemplate: this.marginTemplate }).done(function (resp) {
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try {
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window.parent.reloadmargin_template();
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(parent || window).layer.closeAll();
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} catch (e) { }
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});
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},
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setTemplateDetail(detail) {
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vueDetail.backupDetail = _.cloneDeep(detail);
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detail.ValueDate = new moment(detail.ValueDate).format("YYYY-MM-DD");
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detail.UsePositionStockEqvNotional = false;
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vueDetail.detail = detail;
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vueDetail.isAdd = false;
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vueDetail.ruleType = vue.marginTemplate.RuleType;
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$("#myModal").modal("show");
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},
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addDetail() {
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let that = this
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new Promise((reslove) => {
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that.marginTemplate.Details.push(_.cloneDeep(page.detail));
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reslove();
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}).then(() => {
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SetAceDropDown();
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})
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},
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deleteDetail(index) {
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this.marginTemplate.Details.splice(index, 1);
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},
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sum(items) {
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var total = 0;
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if (items) {
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for (var index = 0; index < items.length; index++) {
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total = total + parseFloat(items[index]);
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}
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}
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return total;
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}
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},
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mounted: function () {
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/*console.log(this.marginTemplate.Details);*/
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},
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components: {
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'vue-datepicker': FastVue.vueDatePicker(),
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'vue-number-input': FastVue.vueNumberInput()
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}
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});
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$(function () {
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$(".datepicker").change(function () {
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var dateVal = $(this).val();
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if (!dateVal) return;
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dateVal = dateVal.replace(/\D/g, '').padStart(4, '0');
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switch (dateVal.length) {
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case 4:
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dateVal = new Date().getFullYear() + dateVal; break;
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case 6:
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dateVal = '20' + dateVal; break;
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case 8: break;
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default:
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dateVal = dateVal.length > 8 ? dateVal.substring(0, 8) : ''; break;
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}
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if (dateVal) {
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dateVal = moment(dateVal).format('YYYY-MM-DD');
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!/^\d+/.test(dateVal) && (dateVal = '');
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}
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$(this).datepicker("setDate", dateVal);
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});
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SetAceDropDown();
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});
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var vueDetail = new Vue({
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el: "#myModal",
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data: {
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detail: {},
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backupDetail: {},
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isAdd: true,
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ruleType: 0,
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},
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created: function () {
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},
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methods: {
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closeModal: function () {
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if (!this.isAdd) {
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Vue.set(vue.marginTemplate.Details, vue.marginTemplate.Details.indexOf(this.detail), this.backupDetail);
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}
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$('#myModal').modal('hide');
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},
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saveModal: function () {
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if (this.isAdd) {
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if (vue.latestValueDate && vue.latestValueDate >= this.detail.ValueDate) {
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main.message("生效日期需要大于已设置生效日");
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return;
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}
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vue.marginTemplate.Details.push(this.detail);
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vue.latestValueDate = this.detail.ValueDate;
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}
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Vue.set(vue.marginTemplate.Details, vue.marginTemplate.Details.indexOf(this.detail), this.detail);
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$('#myModal').modal('hide');
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}
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},
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components: {
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'vue-datepicker': FastVue.vueDatePicker(),
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'vue-number-input': FastVue.vueNumberInput()
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}
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}); |