zszq-trs/Framework/YLErp.Core/DBModels/SwapPosition.cs

using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using System.ComponentModel;
using System.ComponentModel.DataAnnotations.Schema;
using YLErp.Helpers;
using Newtonsoft.Json;
using YLErp.Models;
using Qdp.Pricing.Base.Interfaces;

namespace YLErp.DBModels
{
    /// <summary>
    /// 互换合约持仓表
    /// </summary>
    [Table("swap_position")]
    public class swap_position : DBModelBaseV2
    {
        /// <summary>
        /// 期初持仓id 
        /// </summary>
        [DisplayName("期初持仓id")]
        [DataChange]
        public long PositionId { get; set; }
        /// <summary>
        /// 交易id 
        /// </summary>
        [DisplayName("交易id")]
        [DataChange]
        public int SwapTradeId { get; set; }
        /// <summary>
        /// 收支方向	1：收取，2：支付
        /// </summary>
        [DisplayName("收支方向")]
        [DataChange]
        public int PosiDirection { get; set; }
        /// <summary>
        /// 多空方向  1：多头，2：空头
        /// </summary>
        [DisplayName("多空方向")]
        [DataChange]
        public int PositionType { get; set; }
        /// <summary>
        /// 标的代码
        /// </summary>
        [DisplayName("标的代码")]
        [DataChange]
        public string UnderlyingCode { get; set; }

        [NotMapped]
        public underlying_manager underlying { get; set; }
        /// <summary>
        /// 乘积因子 元/1吨
        /// </summary>
        [DisplayName("乘积因子")]
        [DataChange]
        public decimal CountRatio { get; set; } = 1;
        /// <summary>
        /// 合约乘数 20吨/1手
        /// </summary>
        [DisplayName("合约乘数")]
        [DataChange]
        public decimal ContractSize { get; set; } = 1;
        /// <summary>
        /// 期初标的价格
        /// </summary>
        [DisplayName("期初标的价格")]
        [DataChange]
        public decimal PosiNetPrice { get; set; }
        /// <summary>
        /// 期初标的价格不含费
        /// </summary>
        [DisplayName("期初标的价格-不含费")]
        [DataChange]
        public decimal PosiGrossPrice{get;set;}
        /// <summary>
        /// 成交净价含费
        /// </summary>
        [DisplayName("成交净价含费")]
        [DataChange]
        public decimal? PosiNetFeePrice { get; set; }
        /// <summary>
        /// 成交净价不含费
        /// </summary>
        [DisplayName("成交净价不含费")]
        [DataChange]
        public decimal? PosiNetNoFeePrice { get; set; }
        /// <summary>
        /// 期初名义本金
        /// </summary>
        [DisplayName("期初名义本金")]
        [DataChange]
        public decimal PosiNotionalValue { get; set; }
        /// <summary>
        /// 交易数量
        /// </summary>
        [DisplayName("交易数量")]
        [DataChange]
        public decimal PosiQuantity { get; set; }

        /// <summary>
        /// 交易费用
        /// </summary>
        [DisplayName("交易费用")]
        [DataChange]
        public decimal PosiTradingFee { get; set; }

        /// <summary>
        /// 单位交易费用
        /// </summary>
        [DataChange]
        public decimal PosiTradingFeeUnit { get; set; }
        /// <summary>
        /// 起始日
        /// </summary>
        [DisplayName("起始日")]
        [DataChange]
        public DateTime PosiStartDate { get; set; }
        /// <summary>
        /// 到期日
        /// </summary>
        [DisplayName("到期日")]
        [DataChange]
        public DateTime? PosiMatuirityDate { get; set; }
        /// <summary>
        /// 平仓部分分红收益 实时持仓用 累计
        /// </summary>
        [DisplayName("平仓部分分红收益")]
        [DataChange]
        public decimal PosiDividendIncome { get; set; }
        /// <summary>
        /// 交易费用(待结算) 实时持仓用 累计
        /// </summary>
        [DisplayName("交易费用(待结算)")]
        [DataChange]
        public decimal PosiTradingFeePending { get; set; }
        /// <summary>
        /// 收支方向	1：收取，2：支付
        /// </summary>
        [DisplayName("收支方向")]
        [DataChange]
        public int InterestDirection { get; set; }
        /// <summary>
        /// 计息利率(年化)
        /// </summary>
        [DisplayName("计息利率(年化)")]
        [DataChange]
        public decimal InterestRateDefault { get; set; }

        /// <summary>
        /// 浮动利率
        /// </summary>
        public decimal FloatRate { get; set; }
        /// <summary>
        /// 浮动利率标的
        /// </summary>
        public string FloatRateUnderlyingCode { get; set; }
        /// <summary>
        /// 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
        /// </summary>
        [DisplayName("计息基本类型")]
        [DataChange]
        public int InterestMode { get; set; }

        [NotMapped]
        public string InterestModeStr
        {
            get
            {
                return ((InterestModeEnum)InterestMode).ToString();
            }
        }
        /// <summary>
        /// 计息方式 0：单利，1：复利
        /// </summary>
        public int InterestType { get; set; }
        /// <summary>
        /// 计息基数（固定值时适用）
        /// </summary>
        [DisplayName("计息基数")]
        [DataChange]
        public decimal InterestPrincipalFix { get; set; }
        /// <summary>
        /// 互换间隔
        /// </summary>
        [DisplayName("互换间隔")]
        [DataChange]
        public string InterestSwapInterval { get; set; }
        /// <summary>
        /// 待结算其他费用 实时持仓用 累计
        /// </summary>
        [DisplayName("待结算其他费用")]
        [DataChange]
        public decimal InterestFeePending { get; set; }
        /// <summary>
        /// 利息金额 实时持仓用 累计
        /// </summary>
        [DisplayName("利息金额")]
        [DataChange]
        public decimal InterestAmount { get; set; }
        /// <summary>
        /// 是否期初
        /// </summary>
        [DisplayName("是否期初")]
        [DataChange]
        public bool IsInitial { get; set; }
        /// <summary>
        /// 是否年化
        /// </summary>
        public bool IsAnnualized { get; set; }

        /// <summary>
        /// 发生日期 预付金腿用
        /// </summary>
        public DateTime? HappenDate { get; set; }

        /// <summary>
        /// 币种
        /// </summary>
        public string Currency { get; set; }
        /// <summary>
        /// 持仓编号
        /// </summary>
        public string PosiNumber { get; set; }

        /// <summary>
        /// 标的资产类型
        /// </summary>
        public string UnderlyingInstrumentType { get; set; }
        /// <summary>
        /// 期初收益率
        /// </summary>
        public decimal? InitYtm { get; set; }
        /// <summary>
        /// 是否无效
        /// </summary>
        public bool Invalid { get; set; }
        /// <summary>
        /// 重置频率(天)
        /// </summary>
        public int? interest_rest_days { get; set; }
        /// <summary>
        /// 利率准则(-1前一营业日，0当前营业日)
        /// </summary>
        public int? interest_rule { get; set; }
        /// <summary>
        /// 利息端类别
        /// </summary>
        public string category_tag { get; set; }
        /// <summary>
        /// 互换观察日集合
        /// </summary>
        [NotMapped]
        public List<IntervalModel> SwapIntervalList
        {
            get
            {
                if (string.IsNullOrEmpty(InterestSwapInterval))
                {
                    return new List<IntervalModel>();
                }

                return JsonConvert.DeserializeObject< List<IntervalModel>>(InterestSwapInterval);
            }
        }
        /// <summary>
        /// 观察信息
        /// </summary>
        [NotMapped]
        public TradeObervation Obervation { get; set; }
        /// <summary>
        /// 持仓编码
        /// </summary>
        [NotMapped]
        public string PositionIdPadding
        {
            get
            {
                return PositionId.ToString().PadLeft(8, '0');
            }
        }
        public swap_position Clone()
        {
            return (swap_position)MemberwiseClone();
        }
    }
    
}