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

using System.ComponentModel.DataAnnotations.Schema;

namespace YLErp.DBModels
{
    /// <summary>
    /// 
    /// </summary>
    [Table("client_span")]
    public class ClientSpan : DBModelWithOperator
    {
        ///日终
        public const int SpanType_Eod = 0;

        ///实时
        public const int SpanType_RealTime = 1;

        /// <summary>
        /// 客户ID
        /// </summary>
        [DisplayName("客户ID")]
        public int ClientId { get; set; }

        /// <summary>
        /// 标的Id
        /// </summary>
        [NotMapped]
        public int? UnderlyingId { get; set; }

        [NotMapped]
        public IEnumerable<ClientPVJson> PVJsonList { get; set; }
        public string PVJsons { get; set; }
        /// <summary>
        /// 标的预付金率
        /// </summary>
        [NotMapped]
        public double? MaxMarginRate { get; set; }

        /// <summary>
        /// 品种Id
        /// </summary>
        [NotMapped]
        public int? VarietyId { get; set; }

        /// <summary>
        /// 份额
        /// </summary>
        [NotMapped]
        public double? Notional { get; set; }

        /// <summary>
        /// 名义本金
        /// </summary>
        [NotMapped]
        public double? StockEqvNotional { get; set; }

        /// <summary>
        /// 
        /// </summary>
        [DisplayName("ValueDate")]
        public DateTime? ValueDate { get; set; }

        private double? _spv1;
        /// <summary>
        /// 涨停波动率不变
        /// 海通：价格涨 + 波动率变大
        /// </summary>
        [DisplayName("涨停波动率不变")]
        public double? Spv1
        {
            set { _spv1 = (value == null || double.IsNaN(value.Value)) ? 0 : value; }
            get => _spv1;
        }
        private double? _spv2;
        /// <summary>
        /// 涨停波动率变
        /// 海通：价格涨 + 波动率不变
        /// </summary>
        [DisplayName("涨停波动率变")]
        public double? Spv2
        {
            set { _spv2 = (value == null || double.IsNaN(value.Value)) ? 0 : value; }
            get => _spv2;
        }
        private double? _spv3;
        /// <summary>
        /// 跌停波动率变
        /// 海通：价格涨 + 波动率变小
        /// </summary>
        [DisplayName("跌停波动率变")]
        public double? Spv3
        {
            set { _spv3 = (value == null || double.IsNaN(value.Value)) ? 0 : value; }
            get => _spv3;
        }
        private double? _spv4;
        /// <summary>
        /// 跌停波动率不变
        /// 海通：价格不变 + 波动率变大
        /// </summary>
        [DisplayName("跌停波动率不变")]
        public double? Spv4
        {
            set { _spv4 = (value == null || double.IsNaN(value.Value)) ? 0 : value; }
            get => _spv4;
        }
        private double? _spv5;

        /// <summary>
        /// 海通：价格不变 + 波动率变小
        /// </summary>
        public double? Spv5
        {
            set { _spv5 = (value == null || double.IsNaN(value.Value)) ? 0 : value; }
            get => _spv5;
        }
        private double? _spv6;

        /// <summary>
        /// 海通：价格跌 + 波动率变大
        /// </summary>
        public double? Spv6
        {
            set { _spv6 = (value == null || double.IsNaN(value.Value)) ? 0 : value; }
            get => _spv6;
        }
        private double? _spv7;

        /// <summary>
        /// 海通：价格跌 + 波动率不变
        /// </summary>
        public double? Spv7
        {
            set { _spv7 = (value == null || double.IsNaN(value.Value)) ? 0 : value; }
            get => _spv7;
        }
        private double? _spv8;

        /// <summary>
        /// 海通：价格跌 + 波动率变小
        /// </summary>
        public double? Spv8
        {
            set { _spv8 = (value == null || double.IsNaN(value.Value)) ? 0 : value; }
            get => _spv8;
        }


        private double? spv9;
        private double? spv10;
        private double? spv11;
        private double? spv12;
        private double? spv13;
        private double? spv14;

        public double? Spv9
        {
            get => spv9;
            set => spv9 = (value == null || double.IsNaN(value.Value)) ? 0 : value;
        }
        public double? Spv10
        {
            get => spv10;
            set => spv10 = (value == null || double.IsNaN(value.Value)) ? 0 : value;
        }
        public double? Spv11
        {
            get => spv11;
            set => spv11 = (value == null || double.IsNaN(value.Value)) ? 0 : value;
        }
        public double? Spv12
        {
            get => spv12;
            set => spv12 = (value == null || double.IsNaN(value.Value)) ? 0 : value;
        }
        public double? Spv13
        {
            get => spv13;
            set => spv13 = (value == null || double.IsNaN(value.Value)) ? 0 : value;
        }
        public double? Spv14
        {
            get => spv14;
            set => spv14 = (value == null || double.IsNaN(value.Value)) ? 0 : value;
        }
        public double? Spv15
        {
            get => spv15;
            set => spv15 = (value == null || double.IsNaN(value.Value)) ? 0 : value;
        }
        public double? Spv16
        {
            get => spv16;
            set => spv16 = (value == null || double.IsNaN(value.Value)) ? 0 : value;
        }
        public double? Spv17
        {
            get => spv17;
            set => spv17 = (value == null || double.IsNaN(value.Value)) ? 0 : value;
        }
        private double? _worstCastClientPayable;

        /// <summary>
        /// 最新概念：负数代表客户应缴预付金，正数代表客户应收预付金
        /// </summary>
        [DisplayName("WorstCastClientPayable")]

        public double? WorstCastClientPayable
        {
            set { _worstCastClientPayable = (value == null || double.IsNaN(value.Value)) ? 0 : value; }
            get => _worstCastClientPayable;
        }

        private double? _swapWorstCastClientPayable;

        /// <summary>
        /// 最新概念：负数代表客户应缴预付金，正数代表客户应收预付金
        /// </summary>
        [DisplayName("SwapWorstCastClientPayable")]

        public double? SwapWorstCastClientPayable
        {
            set { _swapWorstCastClientPayable = (value == null || double.IsNaN(value.Value)) ? 0 : value; }
            get => _swapWorstCastClientPayable;
        }

        private double? _swapInitMargin;

        /// <summary>
        /// 互换初始预付金
        /// </summary>
        [DisplayName("SwapInitMargin")]

        public double? SwapInitMargin
        {
            set { _swapInitMargin = (value == null || double.IsNaN(value.Value)) ? 0 : value; }
            get => _swapInitMargin;
        }

        private double? _swapWinLoss;

        /// <summary>
        /// 互换盈亏
        /// </summary>
        [DisplayName("SwapWinLoss")]

        public double? SwapWinLoss
        {
            set { _swapWinLoss = (value == null || double.IsNaN(value.Value)) ? 0 : value; }
            get => _swapWinLoss;
        }


        private double? _swapUnMargin;
        /// <summary>
        /// 互换无需追保部分(容忍额度)
        /// </summary>
        [DisplayName("SwapUnMargin")]

        public double? SwapUnMargin
        {
            set { _swapUnMargin = (value == null || double.IsNaN(value.Value)) ? 0 : value; }
            get => _swapUnMargin;
        }

        [NotMapped]
        public double? MaxSpotPrice { get; set; }
        /// <summary>
        /// 品种级别
        /// DeltaSell为客户角度卖出，且为客户角度看Delta
        /// </summary>
        [NotMapped]
        public double? DeltaSell { get; set; }
        /// <summary>
        /// 品种级别
        /// 客户方向买入正的delta之和
        /// </summary>
        [NotMapped]
        public double? DeltaBuy { get; set; }
        /// <summary>
        /// 品种级别
        /// 客户方向买入负的delta之和
        /// </summary>
        [NotMapped]
        public double? DeltaBuyMinus { get; set; }
        /// <summary>
        /// 品种级别Delta预付金
        /// 最终客户级别Delta预付金
        /// 负数代表客户应缴预付金(瑞达目前只有客户缴纳预付金这种方式)
        /// 国君也有deltamargin
        /// </summary>
        public double? DeltaMargin { get; set; }

        /// <summary>
        /// Delta Margin最终需要加上所有的Pv
        /// </summary>
        [NotMapped]
        public double? PvForDelta { get; set; }
        /// <summary>
        /// 浮盈浮亏
        /// </summary>
        [NotMapped]
        public double? PositionWinLoss { get; set; }

        private double? _twoSideMargin;

        /// <summary>
        /// 双向预付金（暂时只有国君用到了该字段）
        /// </summary>
        public double? TwoSideMargin
        {
            set { _twoSideMargin = (value == null || double.IsNaN(value.Value)) ? 0 : value; }
            get => _twoSideMargin;
        }
        private double? _mySideMargin;

        /// <summary>
        /// 本方角度预付金
        /// </summary>
        public double? MySideMargin
        {
            set { _mySideMargin = (value == null || double.IsNaN(value.Value)) ? 0 : value; }
            get => _mySideMargin;
        }
        private double? _otherSideMargin;

        /// <summary>
        /// 客户角度看的预付金
        /// </summary>
        public double? OtherSideMargin
        {
            set { _otherSideMargin = (value == null || double.IsNaN(value.Value)) ? 0 : value; }
            get => _otherSideMargin;
        }
        private double? _additionalWorstCastClientPayable;

        /// <summary>
        /// 额外追保
        /// </summary>
        [DisplayName("额外追保")]
        public double? AdditionalWorstCastClientPayable
        {
            set { _additionalWorstCastClientPayable = (value == null || double.IsNaN(value.Value)) ? 0 : value; }
            get => _additionalWorstCastClientPayable;
        }
        private double? _variationMargin;
        private double? spv15;
        private double? spv16;
        private double? spv17;

        /// <summary>
        /// 
        /// </summary>
        [DisplayName("VariationMargin")]

        public double? VariationMargin
        {
            set { _variationMargin = (value == null || double.IsNaN(value.Value)) ? 0 : value; }
            get => _variationMargin;
        }

        /// <summary>
        /// 
        /// </summary>
        public int SpanType { get; set; }

        /// <summary>
        /// 风险敞口（假设公司当天行权，客户需要支付的payoff）
        /// </summary>
        public double? RiskExposure { get; set; }

        /// <summary>
        /// 中金：IM
        /// </summary>
        public double? IM { get; set; }

        /// <summary>
        /// 中金：PFE
        /// </summary>
        public double? PFE { get; set; }

        /// <summary>
        /// 中金：VM
        /// </summary>
        public double? VM { get; set; }

        /// <summary>
        /// 中金：手续费
        /// </summary>
        public double? Commission { get; set; }

        /// <summary>
        /// 中金：抵扣额度
        /// </summary>
        public double? Deduct { get; set; }

        /// <summary>
        /// 中金：已占用PFE授信
        /// </summary>
        public double? PFEUsed { get; set; }

        /// <summary>
        /// 是否从人工修改过
        /// </summary>
        public bool ModifiedFlag { get; set; }

        /// <summary>
        /// 初始预付金 * 额外系数
        /// </summary>
        [NotMapped]
        public double? InitialMargin { get; set; }

        public void SetWorstCastClientPayableMin()
        {
            var worst = Spv1 ?? 0;

            if (Spv2.HasValue && worst > Spv2.Value)
            {
                worst = Spv2.Value;
            }

            if (Spv3.HasValue && worst > Spv3.Value)
            {
                worst = Spv3.Value;
            }

            if (Spv4.HasValue && worst > Spv4.Value)
            {
                worst = Spv4.Value;
            }

            if (Spv5.HasValue && worst > Spv5.Value)
            {
                worst = Spv5.Value;
            }

            if (Spv6.HasValue && worst > Spv6.Value)
            {
                worst = Spv6.Value;
            }

            if (Spv7.HasValue && worst > Spv7.Value)
            {
                worst = Spv7.Value;
            }

            if (Spv8.HasValue && worst > Spv8.Value)
            {
                worst = Spv8.Value;
            }

            if (Spv9.HasValue && worst > Spv9.Value)
            {
                worst = Spv9.Value;
            }

            if (Spv10.HasValue && worst > Spv10.Value)
            {
                worst = Spv10.Value;
            }

            if (Spv11.HasValue && worst > Spv11.Value)
            {
                worst = Spv11.Value;
            }

            if (Spv12.HasValue && worst > Spv12.Value)
            {
                worst = Spv12.Value;
            }

            if (Spv13.HasValue && worst > Spv13.Value)
            {
                worst = Spv13.Value;
            }

            if (Spv14.HasValue && worst > Spv14.Value)
            {
                worst = Spv14.Value;
            }
            if (Spv15.HasValue && worst > Spv15.Value)
            {
                worst = Spv15.Value;
            }
            if (Spv16.HasValue && worst > Spv16.Value)
            {
                worst = Spv16.Value;
            }
            if (Spv17.HasValue && worst > Spv17.Value)
            {
                worst = Spv17.Value;
            }
            WorstCastClientPayable = worst;
        }
    }
}