hjhan
e90f2d9fc2
ImportSwapTradesFromZip标记[Obsolete]且全仓零调用,其私有依赖链GetDbfFiles→GetDbfDatas→GetSwapFlowData_SZ/_SH→ConvertDateTime仅被它触达,连同DotNetDBF/SharpZipLib两个using一并删除;Excel导入路径(ImportSwapTradesFromExcel)不受影响。TradeBase.HTStatus全仓无读无写,属性删除后EF不再映射该列(数据库列残留留给DBA评估)。 dotnet build 0错误
1198 lines
35 KiB
C#
1198 lines
35 KiB
C#
using Newtonsoft.Json;
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using System.ComponentModel.DataAnnotations.Schema;
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using YLErp.Commons;
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using YLErp.DBModels.Attributes;
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using YLErp.DBModels.Enums;
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using YLErp.DBModels.Helpers;
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using YLErp.Enums;
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using YLErp.Helpers;
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using YLErp.Models;
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namespace YLErp.DBModels
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{
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/// <summary>
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/// 这个类做为Trade表基础类
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/// 不要添加NotMapped属性
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/// 可以添加属性转换方法
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/// </summary>
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public class OtcTradeBase : DBModelBase, IDBModelWithCreator
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{
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[DisplayName("结构类型")]
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[TradeAuditChangeMsg]
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[DataChange]
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public string TradeType
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{
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get => tradeType;
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set => tradeType = value ?? "";
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}
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/// <summary>
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/// 交易本身的对冲波动率
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/// </summary>
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[DisplayName("对冲波动率")]
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[DataChange]
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public double? TradeSavedVol { get; set; }
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/// <summary>
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/// 创建人ID
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/// </summary>
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[DisplayName("操作人")]
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public int? CreatorId { set; get; }
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/// <summary>
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/// 创建人名称
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/// </summary>
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[DisplayName("操作人")]
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public string CreatorName { set; get; }
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[DisplayName("创建时间")]
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[DataChange(true)]
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public DateTime? CreateDate { get; set; }
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/// <summary>
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/// 匹配的交易
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/// </summary>
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public string PairTrade
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{
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get => pairTrade;
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set => pairTrade = value ?? "";
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}
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//[DisplayName("修改记录")]
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//[TradeAuditExclude]
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//public string ChangeMsg
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//{
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// get => changeMsg;
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// set => changeMsg = value ?? "";
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//}
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/// <summary>
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/// 单份 期权价格
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/// </summary>
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[DisplayName("权利金"), TradeAuditChangeMsg]
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[DataChange]
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public double? TradeSinglePrice { get; set; }
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[DisplayName("组信息")]
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public int? GroupId { get; set; }
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[DisplayName("组名")]
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public string GroupName
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{
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get => groupName;
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set => groupName = value ?? "";
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}
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[DisplayName("平滑过渡天数"), TradeAuditChangeMsg]
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[DataChange]
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public int? NumOfSmoothingDays { get; set; }
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[DisplayName("结构化交易父ID")]
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public int ParentTradeId { get; set; }
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[DisplayName("目标波动率"), TradeAuditChangeMsg]
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[DataChange]
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public double? TradeCloseVolatility { get; set; }
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[DisplayName("成交波动率"), TradeAuditChangeMsg]
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[DataChange]
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public double? TradeOpenVolatility { get; set; }
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/// <summary>
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/// 平仓/执行 到期日期
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/// </summary>
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[DisplayName("平仓/执行日期")]
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public DateTime? UnWindDate { get; set; }
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[DisplayName("平仓份额")]
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public double? UnWindNotional { get; set; }
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/// <summary>
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/// 1代表开仓已复核
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/// 2代表平仓已复核
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/// 3代表行权已复核
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/// 0代表待复核
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/// </summary>
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[TradeAuditExclude]
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[DataChange(true)]
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public int? CheckStatus { get; set; }
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[TradeAuditExclude]
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[DataChange(true)]
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public int? CheckTradeUpdate { get; set; }
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private double? originalStockEqvNotional;
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private string tradeType;
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private string pairTrade;
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private string groupName;
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private string tradeUnit;
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/// <summary>
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/// 期权标的期初价格
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/// </summary>
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[NotMapped]
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public double? InitialSpotPrice
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{
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get => SpotPrice;
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set => SpotPrice = value;
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}
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[DisplayName("相对行权价"), TradeAuditChangeMsg]
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[DataChange]
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public string IsMoneynessOption { get; set; }
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/// <summary>
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/// 该字段显示的是交易的最新数量，和TradeOriginalAmount的差别在于部分平仓时，需要减掉已部分平仓部分数据
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/// </summary>
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[DisplayName("持仓数量"), TradeAuditChangeMsg]
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[DataChange]
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public double TradeAmount { get; set; }
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/// <summary>
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/// 关联varity表的冗余字段
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/// 这个字段没啥用处，需要删掉
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/// </summary>
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[DisplayName("交易单位")]
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[TradeAuditExclude]
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[DataChange(true)]
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public string TradeUnit
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{
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get => tradeUnit;
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set => tradeUnit = value ?? "";
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}
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/// <summary>
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/// 名义本金
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/// <para> 远期 掉期 基差价差 名义本金 取 最大</para>
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/// </summary>
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[DisplayName("名义本金"), TradeAuditChangeMsg]
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[DataChange]
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public double StockEqvNotional { get; set; }
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[DisplayName("最大名义本金(组合标的)")]
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[DataChange]
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/// <summary>
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/// 最大名义本金(组合标的)
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/// </summary>
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public double? StockEqvNotionalMax { get; set; }
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/// <summary>
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/// 有效名义本金
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/// </summary>
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[DisplayName("有效名义本金"), TradeAuditChangeMsg]
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[DataChange]
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public double StockEqvNotionalReal { get; set; }
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[DisplayName("波动率类型"), TradeAuditExclude]
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[DataChange(true)]
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public string VolType { get; set; }
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/// <summary>
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/// 标的资产类型 期货期权都是CommodityFutures，股票是Stock,远期是 期货期权都是CommodityFutures
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/// </summary>
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[DisplayName("标的资产类型")]
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[TradeAuditExclude]
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[DataChange(true)]
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public string UnderlyingInstrumentType { get; set; }
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/// <summary>
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/// 之前是行权日，后名字改为到期日
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/// </summary>
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[DisplayName("到期日期"), TradeAuditChangeMsg]
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[DataChange]
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public DateTime? ExerciseDate { get; set; }
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[DisplayName("交易员")]
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[TradeAuditChangeMsg]
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[DataChange]
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public string TraderName { get; set; }
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[DisplayName("交易员")]
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public int TraderId { get; set; }
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[DataChange]
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[DisplayName("波动率")]
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public double? Vol { get; set; }
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/// <summary>
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/// 目前东证专有 vol pv - midvol pv 数据库存在 TradeMeta
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/// </summary>
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[NotMapped]
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public double? Day1Pnl { get; set; }
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/// <summary>
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/// 目前东证专有 数据库存在 TradeMeta
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/// </summary>
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[NotMapped]
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public double? MidVol { get; set; }
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/// <summary>
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/// 汇率
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/// </summary>
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[NotMapped]
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public double? ExchangeRate { get; set; }
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[DisplayName("执行价格"), TradeAuditChangeMsg]
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[DataChange]
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public double? Strike { get; set; }
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[DisplayName("标的代码")]
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[DataChange(true)]
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public int UnderlyingId { get; set; }
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[DisplayName("基差挂钩标的代码")]
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[DataChange(true)]
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public int? BasisUnderlyingId { get; set; }
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[DisplayName("基差挂钩标的代码")]
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public string BasisUnderlyingCode { get; set; }
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[DisplayName("基差")]
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public double? BasisGap { get; set; }
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/// <summary>
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/// 场内期权代码才有，对应exchangelistoption表
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/// 3.9版本场内期权交易迁移到exchange_trade表
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/// </summary>
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[NotMapped]
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public string ExchangeOptionCode { get; set; }
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//也是不应该要的冗余字段
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[DisplayName("簿记账户")]
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[TradeAuditChangeMsg]
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public string AssetBookName { get; set; }
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[DisplayName("簿记账户")]
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public int AssetId { get; set; }
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/// <summary>
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/// 该字段显示的是交易的最新份额，和OriginalNotional的差别在于部分平仓时，需要减掉已部分平仓部分数据
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/// </summary>
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[DisplayName("持仓份额"), TradeAuditChangeMsg]
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[DataChange]
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public double Notional { get; set; }
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/// <summary>
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/// 看涨看跌
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/// </summary>
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[DisplayName("看涨看跌"), TradeAuditChangeMsg]
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[DataChange]
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public string OptionType { get; set; }
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[DisplayName("定价模型")]
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public string PricingModel { get; set; }
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/// <summary>
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/// 行权方式
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/// </summary>
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[DisplayName("行权方式")]
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[DataChange]
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public string ExerciseMode { get; set; }
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[DisplayName("无风险利率")]
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[DataChange]
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public double? NoRiskRate { get; set; }
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/// <summary>
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/// 商品期货期权标的期初价格
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/// </summary>
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[DisplayName("标的价格"), TradeAuditChangeMsg]
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[DataChange]
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public double? SpotPrice { get; set; }
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/// <summary>
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/// 交易编号
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/// </summary>
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[DisplayName("交易编号")]
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public string TradeNumber { get; set; }
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///// <summary>
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///// 合同编号
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///// </summary>
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//[DisplayName("合同编号")]
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//public string ContractNo { get; set; }
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/// <summary>
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/// 客户信息
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/// </summary>
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[DisplayName("客户名称")]
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public int ClientId { get; set; }
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/// <summary>
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/// 客户名称
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/// </summary>
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[DisplayName("客户名称")]
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[TradeAuditChangeMsg]
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[DataChange]
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public string ClientName { get; set; }
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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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[TradeAuditChangeMsg]
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[DataChange]
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public string UnderlyingCode { get; set; }
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/// <summary>
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/// 标的类型,
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/// 没什么用，等待删除
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/// </summary>
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[DisplayName("标的类型")]
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[TradeAuditExclude]
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[DataChange(true)]
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public string UnderlyingAssetClass { get; set; }
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/// <summary>
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/// 成交日期
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/// </summary>
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[DisplayName("成交日期"), TradeAuditChangeMsg]
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[DataChange]
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public DateTime? TradeDate { get; set; }
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/// <summary>
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/// 买卖方向
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/// </summary>
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[DisplayName("买卖方向")]
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[TradeAuditChangeMsg]
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[DataChange]
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public string BuySell { get; set; }
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/// <summary>
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/// 开始日期 目前没什么用
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/// </summary>
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[DisplayName("开始日期")]
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public DateTime? StartDate { get; set; }
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/// <summary>
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/// 标的到期日(也没什么意义的一个字段吧,反而和ExerciseDate混淆，导致交易确认书等取错字段)
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/// </summary>
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[DisplayName("标的到期日"), TradeAuditExclude]
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[DataChange(true)]
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public DateTime? MaturityDate { get; set; }
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/// <summary>
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/// 仅用于自定义交易存储观察日列表的Json字符串
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/// </summary>
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[DisplayName("观察日")]
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public string ObservationDateStr { get; set; }
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private double? _tradePrice;
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/// <summary>
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/// 交易价格
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/// <para>远期：代表交易员资金方向，存储的数据和页面填写的一致，正代表交易员收，负代表交易员支付，不需要再考虑买卖方向</para>
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/// <para>期权：代表期权价值，如果需要判断是交易员收取还是支付，需要配合买卖方向处理</para>
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/// </summary>
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[DisplayName("成交总额"), TradeAuditChangeMsg]
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[DataChange]
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public double? TradePrice
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{
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set => _tradePrice = OtcFormatHelper.GetTradePriceDouble(value ?? 0);
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get => _tradePrice;
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}
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[NotMapped]
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public double? AccurateTradePrice { get; set; }
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/// <summary>
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/// 交易状态
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/// </summary>
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[DisplayName("交易状态")]
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public string TradeStatus { get; set; }
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[TradeAuditExclude]
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[DataChange(true)]
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public string ProcessStatus { get; set; }
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[TradeAuditExclude]
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[DataChange(true)]
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public int ProcessOrderId { get; set; }
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/// <summary>
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/// 审批流程分支
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/// </summary>
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[TradeAuditExclude]
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[DataChange(true)]
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public int ProcessOrderBranch { get; set; }
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[TradeAuditExclude]
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[DataChange(true)]
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public DateTime? ProcessOptDate { get; set; }
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/// <summary>
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/// 结算方式(0：收盘价，1：结算价，2：参考价)
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/// </summary>
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[DisplayName("收益结算")]
|
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public SettlementTypeEnum SettlementType { get; set; }
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/// <summary>
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/// 是否有效_validstate
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/// </summary>
|
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[DisplayName("是否有效")]
|
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public string ValidState { get; set; }
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||
|
||
[DisplayName("备注"), TradeAuditChangeMsg]
|
||
public string Comments { get; set; }
|
||
|
||
[TradeAuditExclude]
|
||
[DataChange(true)]
|
||
public int? SentMailCount { get; set; }
|
||
|
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/// <summary>
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/// 期货手数,期权期货一致
|
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/// </summary>
|
||
[DisplayName("手数")]
|
||
[TradeAuditExclude]
|
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[DataChange(true)]
|
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public double? Lots { get; set; }
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|
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///// <summary>
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///// 结算收益(已经去掉了权利金，且以交易员方向看的)
|
||
///// </summary>
|
||
//[DisplayName("结算收益")]
|
||
//[TradeAuditExclude]
|
||
//public double? NetSettlement { get; set; }
|
||
|
||
[DisplayName("是否存在部分平仓")]
|
||
[TradeAuditExclude]
|
||
[DataChange(true)]
|
||
public int? HasPartialUnWind { get; set; }
|
||
|
||
[DisplayName("成交份额")]
|
||
[TradeAuditExclude]
|
||
[DataChange(true)]
|
||
public double? OriginalNotional { get; set; }
|
||
|
||
/// <summary>
|
||
/// 交易来源
|
||
/// </summary>
|
||
[DisplayName("交易来源")]
|
||
[TradeAuditExclude]
|
||
[DataChange(true)]
|
||
public string TradeSource { get; set; }
|
||
|
||
/// <summary>
|
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/// 期初名义本金
|
||
/// </summary>
|
||
[DisplayName("期初名义本金")]
|
||
[TradeAuditExclude]
|
||
[DataChange(true)]
|
||
public double? OriginalStockEqvNotional
|
||
{
|
||
get => originalStockEqvNotional;
|
||
set => originalStockEqvNotional = Math.Abs(value ?? 0);
|
||
}
|
||
|
||
/// <summary>
|
||
/// 支持多标的组合名义本金取最大值
|
||
/// 必须增加这个字段了,(OriginalStockEqvNotional会用于计算但有些公司在多标的名义本金的处理上有差异)
|
||
/// </summary>
|
||
[TradeAuditExclude]
|
||
[DataChange(true)]
|
||
public double? OriginalStockEqvNotionalV2 => PS.Config.ErpElement.UseStockEqvNotionalMax && StockEqvNotionalMax > 0
|
||
? StockEqvNotionalMax : originalStockEqvNotional;
|
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|
||
/// <summary>
|
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/// 是否通过期权费率设置权利金
|
||
/// </summary>
|
||
[DisplayName("成交方式")]
|
||
public bool? IsUsePremiumRate { get; set; }
|
||
|
||
/// <summary>
|
||
/// 是否为总额成交方式,默认false
|
||
/// </summary>
|
||
[DisplayName("总额成交")]
|
||
public bool IsTradePricePayType { get; set; }
|
||
|
||
/// <summary>
|
||
/// 是否为期权年化,默认false
|
||
/// </summary>
|
||
[DisplayName("期权年化")]
|
||
[DataChange]
|
||
public bool IsAnnualized { get; set; }
|
||
|
||
[DisplayName("年化系数")]
|
||
[DataChange]
|
||
public double? AnnualizeFactor { get; set; }
|
||
|
||
/// <summary>
|
||
/// 分红率
|
||
/// </summary>
|
||
[DisplayName("分红率")]
|
||
[DataChange]
|
||
public double? DividendRate { get; set; }
|
||
|
||
private double _participationRate = 1;
|
||
/// <summary>
|
||
/// 参与率
|
||
/// </summary>
|
||
[DisplayName("参与率")]
|
||
[DataChange]
|
||
public double? ParticipationRate
|
||
{
|
||
get => _participationRate;
|
||
set
|
||
{
|
||
if (value == null || value == 0)
|
||
{
|
||
_participationRate = 1;
|
||
}
|
||
else
|
||
{
|
||
_participationRate = value.Value;
|
||
}
|
||
}
|
||
}
|
||
|
||
/// <summary>
|
||
/// 保底收益率
|
||
/// </summary>
|
||
[DisplayName("单笔保底收益")]
|
||
[DataChange]
|
||
public double? PrincipalRate { get; set; }
|
||
|
||
[DisplayName("保底收益总额")]
|
||
[TradeAuditChangeMsg]
|
||
[DataChange]
|
||
public double? OriginalPrincipalSum { get; set; }
|
||
|
||
[DisplayName("保底收益")]
|
||
[DataChange]
|
||
public double? PrincipalRateWrite { get; set; }
|
||
|
||
[DisplayName("保底收益")]
|
||
[DataChange]
|
||
public double? SinglePrincipalWrite { get; set; }
|
||
|
||
|
||
/// <summary>
|
||
/// 结算日期 -- 互换交易历史数据 SettlementDate 为 null
|
||
/// </summary>
|
||
[DisplayName("结算日期")]
|
||
public DateTime? SettlementDate { get; set; }
|
||
|
||
/// <summary>
|
||
/// 结算标识（0：正常结算，1：延期结算）
|
||
/// </summary>
|
||
[DisplayName("结算标识")]
|
||
public int SettlementFlag { get; set; }
|
||
|
||
[NotMapped]
|
||
public string SettlementFlagStr
|
||
{
|
||
get
|
||
{
|
||
return SettlementFlag == 1 ? "是" : "否";
|
||
}
|
||
}
|
||
|
||
/// <summary>
|
||
/// 结算标识修改时间
|
||
/// </summary>
|
||
[DisplayName("结算标识修改时间")]
|
||
public DateTime? SettlementFlagDate { get; set; }
|
||
|
||
/// <summary>
|
||
/// 结算标识修改人
|
||
/// </summary>
|
||
[DisplayName("结算标识修改人")]
|
||
public int? SettlementFlagOptId { get; set; }
|
||
[NotMapped]
|
||
public string SettlementFlagOptName { get; set; }
|
||
|
||
/// <summary>
|
||
/// 计算标识(0:全部,1:IgnoreMargin(忽略预付金计算使用初始预付金))
|
||
/// </summary>
|
||
public int CalcFlag { get; set; }
|
||
|
||
[DisplayName("是否单笔交易确认书")]
|
||
public int? IsSingleContract { get; set; }
|
||
|
||
[DisplayName("权利金应付日"), TradeAuditChangeMsg]
|
||
[DataChange]
|
||
public DateTime? PremiumPayDate { get; set; }
|
||
|
||
//[DisplayName("交易指令"), TradeAuditChangeMsg]
|
||
//[DataChange]
|
||
//public string TradeInstruction { get; set; }
|
||
|
||
[DisplayName("期权费率"), TradeAuditChangeMsg]
|
||
[DataChange]
|
||
public double? PremiumRate { get; set; }
|
||
|
||
//删除UnderlyingAssetName
|
||
|
||
[DisplayName("标的名称"), TradeAuditExclude]
|
||
[DataChange(true)]
|
||
public string UnderlyingAssetName { get; set; }
|
||
|
||
[DisplayName("标的品种")]
|
||
[NotMapped]
|
||
public string UnderlyingVariety { get; set; }
|
||
|
||
[DisplayName("协议版本号")]
|
||
public string ContractVersion { get; set; }
|
||
|
||
[DisplayName("标的到期价格")]
|
||
public double? FinalPrice { get; set; }
|
||
|
||
[DisplayName("对手方角色")]
|
||
public string OpponentRole { get; set; }
|
||
|
||
/// <summary>
|
||
/// 存续天数(默认为0,和银行业务有关时用到)
|
||
/// </summary>
|
||
[DisplayName("存续天数")]
|
||
public short? DurationDays { get; set; }
|
||
|
||
private string _structureType;
|
||
/// <summary>
|
||
/// 期权结构类型
|
||
/// </summary>
|
||
[DisplayName("期权结构类型")]
|
||
[DataChange]
|
||
public string StructureType
|
||
{
|
||
get => _structureType;
|
||
set => _structureType = string.IsNullOrWhiteSpace(value) ? null : value;
|
||
}
|
||
|
||
/// <summary>
|
||
/// 初始预付金
|
||
/// </summary>
|
||
[DisplayName("初始预付金")]
|
||
[DataChange]
|
||
public double? InitialMargin { get; set; }
|
||
|
||
/// <summary>
|
||
/// 结构说明
|
||
/// </summary>
|
||
[DisplayName("结构说明")]
|
||
[TradeAuditExclude]
|
||
public string StructureIntroduction { get; set; }
|
||
|
||
/// <summary>
|
||
/// 预付金模板
|
||
/// </summary>
|
||
[DisplayName("预付金模板")]
|
||
[TradeAuditExclude]
|
||
public string MarginTemplateName { get; set; }
|
||
|
||
/// <summary>
|
||
/// 预付金算法
|
||
/// </summary>
|
||
[DisplayName("预付金算法")]
|
||
[TradeAuditChangeMsg]
|
||
public MarginTypeEnum MarginType { get; set; }
|
||
|
||
/// <summary>
|
||
/// 预付金率（固定及按浮动盈亏算时的初始预付金率）
|
||
/// </summary>
|
||
[DisplayName("预付金率")]
|
||
[TradeAuditChangeMsg]
|
||
public double MarginRate { get; set; }
|
||
|
||
/// <summary>
|
||
/// 持仓预付金率（固定预付金率算法的时候会用到）
|
||
/// </summary>
|
||
[DisplayName("持仓预付金率")]
|
||
[TradeAuditChangeMsg]
|
||
public double PositionMarginRate { get; set; }
|
||
|
||
/// <summary>
|
||
/// 计价货币
|
||
/// </summary>
|
||
[DisplayName("计价货币")]
|
||
[TradeAuditChangeMsg]
|
||
public string QuoteCurrency { get; set; }
|
||
|
||
/// <summary>
|
||
/// 结算货币
|
||
/// </summary>
|
||
[DisplayName("结算货币")]
|
||
[TradeAuditChangeMsg]
|
||
public string SettlementCurrency { get; set; }
|
||
|
||
/// <summary>
|
||
/// 是否为组合交易
|
||
/// 0：非分组交易
|
||
/// 1：分组交易父亲交易
|
||
/// 2：分组交易子交易
|
||
/// </summary>
|
||
public int IsGroup { get; set; }
|
||
|
||
/// <summary>
|
||
/// 扩展字段，以json格式存储
|
||
/// </summary>
|
||
public string ExtendInfo { get; set; }
|
||
|
||
/// <summary>
|
||
/// 是否夜盘
|
||
/// </summary>
|
||
[DisplayName("是否夜盘")]
|
||
public bool IsNight { get; set; }
|
||
|
||
/// <summary>
|
||
/// 自定义结构扩展字段缓存
|
||
/// </summary>
|
||
private string _extendInfoCache;
|
||
private List<ExtendInfoModel> _propertys;
|
||
/// <summary>
|
||
/// 自定义结构扩展字段
|
||
/// </summary>
|
||
[NotMapped]
|
||
public List<ExtendInfoModel> Propertys
|
||
{
|
||
get
|
||
{
|
||
if (string.IsNullOrWhiteSpace(ExtendInfo))
|
||
{
|
||
_propertys = new List<ExtendInfoModel>();
|
||
}
|
||
else if (ExtendInfo != _extendInfoCache)
|
||
{
|
||
try
|
||
{
|
||
_extendInfoCache = ExtendInfo;
|
||
_propertys = JsonConvert.DeserializeObject<List<ExtendInfoModel>>(ExtendInfo);
|
||
}
|
||
catch { _propertys = new List<ExtendInfoModel>(); }
|
||
}
|
||
return _propertys;
|
||
}
|
||
}
|
||
|
||
/// <summary>
|
||
/// 扩展字段看涨看跌属性
|
||
/// </summary>
|
||
[NotMapped]
|
||
public string ExtendOptionTypeInfo { get; set; }
|
||
|
||
/// <summary>
|
||
/// 累计id
|
||
/// </summary>
|
||
[NotMapped]
|
||
public string AccumulatorOptionId { get; set; }
|
||
|
||
/// <summary>
|
||
/// 操作人ID
|
||
/// </summary>
|
||
[DisplayName("操作人")]
|
||
[TradeAuditExclude]
|
||
public int OptId { get; set; }
|
||
|
||
/// <summary>
|
||
/// 操作人名称
|
||
/// </summary>
|
||
[DisplayName("操作人")]
|
||
[TradeAuditExclude]
|
||
public string OptName { get; set; }
|
||
|
||
/// <summary>
|
||
/// 操作时间
|
||
/// </summary>
|
||
[DisplayName("操作时间")]
|
||
[TradeAuditExclude]
|
||
[DataChange(true)]
|
||
public DateTime? OptDate { get; set; }
|
||
|
||
/// <summary>
|
||
/// 是否走审批 分组了结时用
|
||
/// </summary>
|
||
[DisplayName("是否走审批")]
|
||
[TradeAuditExclude]
|
||
[DataChange(true)]
|
||
public bool IsApproval { get; set; }
|
||
|
||
/// <summary>
|
||
/// 是否自动簿记
|
||
/// </summary>
|
||
[DisplayName("是否走审批")]
|
||
public bool? IsAutoGenerate { get; set; }
|
||
/// <summary>
|
||
/// 用来标记该交易在修改时是否应提示操作人员注意
|
||
/// </summary>
|
||
[NotMapped]
|
||
public bool Warning => DividendDate >= TradeDate;
|
||
|
||
public DateTime DividendDate { get; set; } = new DateTime(2000, 1, 1);
|
||
|
||
/// <summary>
|
||
/// 成交份额和数量的乘积因子(份额=数量*CountRatio)
|
||
/// 这个字段赋值主要用于交易列表中成交(持仓)数量的计算
|
||
/// </summary>
|
||
public int? CountRatio { get; set; }
|
||
|
||
[NotMapped]
|
||
public string CallPut => TradeHelper.GetCallPut(OptionType);
|
||
|
||
/// <summary>
|
||
/// 是否是期初价格状态 ： 是
|
||
/// </summary>
|
||
[NotMapped]
|
||
public bool IsMoneynessOptionData => (IsOption() || TradeType == "结构化交易" || TradeType == "远期" || TradeType == "自定义交易") && IsMoneynessOption == "是";
|
||
|
||
public override string ToString()
|
||
{
|
||
return $"{id},{UnderlyingCode},{TradeType}";
|
||
}
|
||
|
||
/// <summary>
|
||
/// 是否期权
|
||
/// </summary>
|
||
public bool IsOption()
|
||
{
|
||
var tradeTypeName = TradeType ?? "";
|
||
return tradeTypeName.IndexOf("期权") >= 0 || tradeTypeName.EndsWith("结构");
|
||
}
|
||
|
||
public string GetSettlementTypeDesc()
|
||
{
|
||
return EnumHelper.GetDescriptionByName(SettlementType);
|
||
}
|
||
|
||
public string GetExerciseModeCn()
|
||
{
|
||
return TradeHelper.GetExerciseModeCn(ExerciseMode);
|
||
}
|
||
|
||
public string GetStrikeString()
|
||
{
|
||
return (IsMoneynessOptionData ? (SpotPrice ?? 0) * (Strike ?? 0) : (Strike ?? 0)).OtcFormatUmPrice();
|
||
}
|
||
|
||
public string GetTradeSinglePriceString()
|
||
{
|
||
if (IsUsePremiumRate == true)
|
||
{
|
||
return (PremiumRate ?? 0).OtcFormat(OtcFormatFlag.premiumRateP);
|
||
}
|
||
else
|
||
{
|
||
return (TradeSinglePrice ?? 0).OtcFormat(OtcFormatFlag.tradeSinglePrice);
|
||
}
|
||
}
|
||
|
||
Dictionary<string, string> _metaDic;
|
||
|
||
/// <summary>
|
||
/// 扩展元数据字典(特别增加这个字段为了这个类的扩展性)
|
||
/// 以后不要轻易动这个字段了,前端和模板经常用到
|
||
/// </summary>
|
||
[NotMapped]
|
||
public Dictionary<string, string> MetaDic
|
||
{
|
||
get => _metaDic ??= new Dictionary<string, string>(StringComparer.OrdinalIgnoreCase);
|
||
set => _metaDic = value;
|
||
}
|
||
|
||
private string _tradeExtendJson;
|
||
/// <summary>
|
||
/// 奇异信息
|
||
/// <para>使用时应调用GetExtendObj方法</para>
|
||
/// </summary>
|
||
[NotMapped]
|
||
public string TradeExtendJson
|
||
{
|
||
get { return _tradeExtendJson; }
|
||
set
|
||
{
|
||
if (_tradeExtendJson != value)
|
||
{
|
||
_tradeExtendJson = value;
|
||
_extendInfo = null;
|
||
}
|
||
}
|
||
}
|
||
|
||
private TradeExtendBase _extendInfo = null;
|
||
public T GetExtendObj<T>() where T : TradeExtendBase, new()
|
||
{
|
||
if (_extendInfo == null && string.IsNullOrWhiteSpace(this.TradeExtendJson))
|
||
{
|
||
_extendInfo = JsonHelper.ToObject<T>(this.TradeExtendJson);
|
||
}
|
||
|
||
return (T)_extendInfo;
|
||
}
|
||
|
||
/// <summary>
|
||
/// 交易类型综合描述(也是个必须的基础属性)
|
||
/// </summary>
|
||
[NotMapped]
|
||
public string TradeMultipleType
|
||
{
|
||
get
|
||
{
|
||
if (TradeType == "自定义交易")
|
||
{
|
||
return (string.IsNullOrEmpty(StructureType) ? TradeType : StructureType) + (OptionType ?? "");
|
||
}
|
||
|
||
if (string.IsNullOrEmpty(TradeType) || TradeType == "自定义交易" || TradeType == "雪球期权" || TradeType == "凤凰期权")
|
||
{
|
||
return TradeType;
|
||
}
|
||
|
||
if (TradeType == "收益互换")
|
||
{
|
||
return TradeType + (OptionType ?? "");
|
||
}
|
||
|
||
if (TradeType == "远期" && !string.IsNullOrWhiteSpace(OptionType))
|
||
{
|
||
return (string.IsNullOrEmpty(StructureType) ? TradeType : StructureType) + (OptionType == "看涨" ? "多头" : "空头");
|
||
}
|
||
|
||
if (TradeType == "结构化交易" || TradeType == "组合交易")
|
||
{
|
||
return StructureType;
|
||
}
|
||
|
||
if (PS.Config.Is瑞达 && TradeType == "香草期权")
|
||
{
|
||
return TradeHelper.GetExerciseModeCn(ExerciseMode) + OptionType;
|
||
}
|
||
|
||
return TradeHelper.GetExerciseModeCn(ExerciseMode) + TradeType.Replace("期权", string.Empty) + OptionType;
|
||
}
|
||
|
||
}
|
||
|
||
public bool HasUnderlying()
|
||
{
|
||
return TradeType != "现金流交易";
|
||
}
|
||
|
||
/// <summary>
|
||
/// 设置交易的完全了结状态(更新交易了结日期,交易状态，持仓份额，持仓名义本金)，一般在savecash之后调用
|
||
/// </summary>
|
||
/// <param name="unwindDate">了结日期</param>
|
||
/// <param name="closedStatus">了结状态</param>
|
||
public void SetFullClosedStatus(DateTime unwindDate, string closedStatus)
|
||
{
|
||
UnWindDate = unwindDate;
|
||
TradeStatus = closedStatus;
|
||
Notional = 0;
|
||
TradeAmount = 0;
|
||
StockEqvNotional = 0;
|
||
}
|
||
|
||
/// <summary>
|
||
/// 持仓保底收益总额
|
||
/// </summary>
|
||
public double PrincipalSum() => OriginalStockEqvNotional == 0 ? 0 : (OriginalPrincipalSum * StockEqvNotional / OriginalStockEqvNotional) ?? 0;
|
||
|
||
|
||
/// <summary>
|
||
/// 采集价格字符串
|
||
/// </summary>
|
||
[NotMapped]
|
||
public string Fixing { get; set; }
|
||
}
|
||
|
||
/// <summary>
|
||
/// 用作trade表模型的基类
|
||
/// </summary>
|
||
public abstract class OtcTrade : OtcTradeBase
|
||
{
|
||
[NotMapped]
|
||
public TradeSaveExt SaveExt { get; set; }
|
||
|
||
public abstract IEnumerable<OtcTrade> GetSubTrades();
|
||
|
||
public abstract T Get<T>() where T : TradeExtendBase;
|
||
|
||
public abstract void Set<T>(T data) where T : TradeExtendBase;
|
||
}
|
||
|
||
/// <summary>
|
||
/// 成交数量方式枚举
|
||
/// </summary>
|
||
public enum TradingNotionalFlag
|
||
{
|
||
None = 0,
|
||
|
||
/// <summary>
|
||
/// 实际名义本金
|
||
/// </summary>
|
||
StockEqvNotionalReal,
|
||
|
||
/// <summary>
|
||
/// 名义本金
|
||
/// </summary>
|
||
StockEqvNotional,
|
||
|
||
/// <summary>
|
||
/// 交易份额
|
||
/// </summary>
|
||
Notional,
|
||
|
||
/// <summary>
|
||
/// 交易数量
|
||
/// </summary>
|
||
TradeAmount
|
||
}
|
||
|
||
/// <summary>
|
||
/// 成交权利金枚举
|
||
/// </summary>
|
||
public enum TradingPremiumFlag
|
||
{
|
||
None = 0,
|
||
|
||
/// <summary>
|
||
/// 权利金总额
|
||
/// </summary>
|
||
TradePrice,
|
||
|
||
/// <summary>
|
||
/// 权利金单价
|
||
/// </summary>
|
||
TradeSinglePrice,
|
||
|
||
/// <summary>
|
||
/// 权利金费率
|
||
/// </summary>
|
||
PremiumRate,
|
||
|
||
/// <summary>
|
||
/// 全部是0
|
||
/// </summary>
|
||
AllZero
|
||
}
|
||
|
||
/// <summary>
|
||
/// 保存时用的扩展数据
|
||
/// </summary>
|
||
public class TradeSaveExt
|
||
{
|
||
/// <summary>
|
||
/// 数量处理方式枚举
|
||
/// </summary>
|
||
public TradingNotionalFlag NotionalFlag { get; set; }
|
||
|
||
/// <summary>
|
||
/// 期权费处理方式枚举
|
||
/// </summary>
|
||
public TradingPremiumFlag PremiumFlag { get; set; }
|
||
|
||
/// <summary>
|
||
/// 最大标的价格(适用于组合标的)
|
||
/// </summary>
|
||
public double? MaxSpotPrice { get; set; }
|
||
}
|
||
|
||
/// <summary>
|
||
///
|
||
/// </summary>
|
||
public class OtcTradeDto : OtcTradeBase
|
||
{
|
||
/// <summary>
|
||
/// 最新标的价格
|
||
/// </summary>
|
||
public double? UnderlyingPrice { get; set; }
|
||
|
||
/// <summary>
|
||
/// 成交溢价
|
||
/// </summary>
|
||
public double? TradePremium { get; set; } = 0;
|
||
|
||
/// <summary>
|
||
/// 销售提成
|
||
/// </summary>
|
||
public TradeSalesCommissionInfo SalesCommission { get; set; }
|
||
}
|
||
|
||
/// <summary>
|
||
/// 交易扩展基类
|
||
/// </summary>
|
||
public class TradeExtendBase : DBModelWithOperator
|
||
{
|
||
[TradeAuditExclude]
|
||
[DataChange(true)]
|
||
public override int id { get; set; }
|
||
|
||
/// <summary>
|
||
/// 交易信息
|
||
/// </summary>
|
||
[DisplayName("交易信息")]
|
||
[TradeAuditExclude]
|
||
[DataChange(true)]
|
||
public virtual int TradeId { get; set; }
|
||
}
|
||
|
||
public class ExtendInfoModel
|
||
{
|
||
/// <summary>
|
||
/// 更新时间
|
||
/// <para>用于标记Dto是否需要更新</para>
|
||
/// </summary>
|
||
[JsonIgnore]
|
||
public DateTime changeTime = DateTime.MinValue;
|
||
private string _name;
|
||
/// <summary>
|
||
/// 字段名
|
||
/// </summary>
|
||
public string name
|
||
{
|
||
get => _name;
|
||
set
|
||
{
|
||
_name = value;
|
||
changeTime = DateTime.Now;
|
||
}
|
||
}
|
||
private string _value;
|
||
/// <summary>
|
||
/// 字段值
|
||
/// </summary>
|
||
public string value
|
||
{
|
||
get => _value;
|
||
set
|
||
{
|
||
_value = value;
|
||
changeTime = DateTime.Now;
|
||
}
|
||
}
|
||
}
|
||
|
||
public class ExtendInfoDto : ExtendInfoModel
|
||
{
|
||
/// <summary>
|
||
/// 字段配置信息
|
||
/// </summary>
|
||
public Structure_Details CustomInfo { get; private set; }
|
||
|
||
/// <summary>
|
||
/// 设置字段配置信息
|
||
/// </summary>
|
||
/// <param name="detailInfo"></param>
|
||
public void SetCustomInfo(Structure_Details detailInfo)
|
||
{
|
||
if (detailInfo?.ColumnType == StructureColumnTypeEnum.COMBO_BOX_SINGLE)
|
||
{
|
||
var options = detailInfo.ColumnOptions.Split(',');
|
||
if (!options.Contains(value))
|
||
{
|
||
detailInfo = null;
|
||
}
|
||
}
|
||
CustomInfo =
|
||
detailInfo
|
||
?? new Structure_Details()
|
||
{
|
||
ColumnType = StructureColumnTypeEnum.TEXT,
|
||
ColumnName = name,
|
||
ColumnDefaultValue = value
|
||
};
|
||
}
|
||
|
||
public ExtendInfoDto(ExtendInfoModel obj)
|
||
{
|
||
name = obj.name;
|
||
value = obj.value;
|
||
}
|
||
}
|
||
}
|