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

using System.ComponentModel.DataAnnotations.Schema;

namespace YLErp.DBModels
{
    public class EodPnl : DBModelWithOperator
    {
        ///// <summary>
        ///// 簿记账户信息
        ///// </summary>
        //[DisplayName("簿记账户信息")]
        //[Required]
        //public int BookId { get; set; }

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

        /// <summary>
        /// 交易信息
        /// </summary>
        [DisplayName("交易信息")]
        public int TradeId { get; set; }

        ///// <summary>
        ///// 资产代码
        ///// </summary>
        //[DisplayName("资产代码")]
        //public string AssetCode { get; set; }

        ///// <summary>
        ///// 持仓类型
        ///// </summary>
        //[DisplayName("持仓类型")]
        //public string PositionType { get; set; }

        ///// <summary>
        ///// 结构类型
        ///// </summary>
        //[DisplayName("结构类型")]
        //public string TradeType { get; set; }

        ///// <summary>
        ///// 份额
        ///// </summary>
        //[DisplayName("份额")]
        //public double Notional { get; set; }

        ///// <summary>
        ///// 昨日价值
        ///// </summary>
        //[DisplayName("昨日价值")]
        //public double LastPv { get; set; }

        ///// <summary>
        ///// PV
        ///// </summary>
        //public double Pv { get => _pv; set => _pv = NumberHelper.Normalize(value); }

        ///// <summary>
        ///// 四舍五入处理后的持仓市值
        ///// </summary>
        //public double RoundedPv { get => _roundedPv; set => _roundedPv = NumberHelper.Normalize(value); }

        ///// <summary>
        ///// 当日价值
        ///// </summary>
        //[DisplayName("当日价值")]
        //public double DailyPnL { get => _dailyPnL; set => _dailyPnL = NumberHelper.Normalize(value); }

        ///// <summary>
        ///// 总盈亏
        ///// </summary>
        //[DisplayName("总盈亏")]
        //public double TotalPnL { get => _totalPnL; set => _totalPnL = NumberHelper.Normalize(value); }

        ///// <summary>
        ///// 持仓盈亏
        ///// </summary>
        //[DisplayName("持仓盈亏")]
        //public double PositionPnl { get => _positionPnl; set => _positionPnl = NumberHelper.Normalize(value); }

        ///// <summary>
        ///// 四舍五入处理后的持仓盈亏
        ///// </summary>
        //[DisplayName("持仓盈亏")]
        //public double RoundedPositionPnl { get => _roundedPositionPnl; set => _roundedPositionPnl = NumberHelper.Normalize(value); }

        ///// <summary>
        ///// RealizedPnL
        ///// </summary>
        //[DisplayName("RealizedPnL")]
        //public double RealizedPnL { get => realizedPnL; set => realizedPnL = NumberHelper.Normalize(value); }

        /// <summary>
        /// 
        /// </summary>
        [DisplayName("PnLPrice")]
        public double PnLPrice { get; set; }

        /// <summary>
        /// 
        /// </summary>
        [DisplayName("PnLDelta")]
        public double PnLDelta { get; set; }

        /// <summary>
        /// 
        /// </summary>
        [DisplayName("PnLGamma")]
        public double PnLGamma { get; set; }

        /// <summary>
        /// 
        /// </summary>
        [DisplayName("PnLVega")]
        public double PnLVega { get; set; }

        /// <summary>
        /// 
        /// </summary>
        [DisplayName("PnLTheta")]
        public double PnLTheta { get; set; }

        /// <summary>
        /// 
        /// </summary>
        [DisplayName("PnLRho")]
        public double PnLRho { get; set; }

        /// <summary>
        /// Psi 为分红率(q)的变化所产生的 PnL
        /// </summary>
        public double PnLPsi { get; set; }

        /// <summary>
        /// 
        /// </summary>
        [DisplayName("PnLPriceResidual")]
        public double PnLPriceResidual { get; set; }

        /// <summary>
        /// 
        /// </summary>
        [DisplayName("PnLVolResidual")]
        public double PnLVolResidual { get; set; }

        /// <summary>
        /// 
        /// </summary>
        [DisplayName("PnLPriceVolCross")]
        public double PnLPriceVolCross { get; set; }

        /// <summary>
        /// 
        /// </summary>
        [DisplayName("PnLVol")]
        public double PnLVol { get; set; }

        /// <summary>
        /// 未归因盈亏
        /// </summary>
        [DisplayName("未归因盈亏")]
        public double UnexplainedPnL { get; set; }

        /// <summary>
        /// 已归因盈亏
        /// </summary>
        [DisplayName("已归因盈亏")]
        public double ExplainedPnL { get; set; }

        ///// <summary>
        ///// 交易编号(准备删除)
        ///// </summary>
        //[DisplayName("交易编号")]
        //public string TradeNumber { get; set; }

        /// <summary>
        /// 对冲交易唯一编码
        /// </summary>
        [DisplayName("对冲交易唯一编码")]
        public string HedgeUniqueCode { get; set; }

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

        ///// <summary>
        ///// 标的代码
        ///// </summary>
        //[DisplayName("标的代码")]
        //public string UnderlyingCode { get; set; }

        ///// <summary>
        ///// 成本
        ///// </summary>
        //[DisplayName("标的代码")]
        //public double Cost { get; set; }

        ///// <summary>
        ///// 手续费
        ///// </summary>
        //[DisplayName("手续费")]
        //public double Commission { get; set; }

        ///// <summary>
        ///// 场内期权合约号
        ///// </summary>
        //[DisplayName("场内期权合约号")]
        //public string ExchangeOptionCode { get; set; }

        public override string ToString()
        {
            var tid = TradeId > 0 ? TradeId.ToString() : HedgeUniqueCode;

            return $"{ValueDate:yyyy-MM-dd},{tid}";
        }

        public EodPnl Clone()
        {
            return (EodPnl)MemberwiseClone();
        }
    }

    [Table("eod_pnl")]
    public class eod_pnl : EodPnl
    {

    }

    [Table("eod_pnl_hedgevol")]
    public class eod_pnl_hedgevol : EodPnl
    {

    }

    [Table("eod_pnl_extend")]
    public class eod_pnl_extend : EodPnl
    {

    }

    [Table("eod_pnl_extend_s")]
    public class eod_pnl_extend_s : EodPnl
    {

    }

    [Table("eod_pnl_openvol")]
    public class eod_pnl_openvol : EodPnl
    {

    }

    [Table("eod_pnl_s")]
    public class eod_pnl_s : EodPnl
    {

    }

    [Table("eod_pnl_hedgevol_s")]
    public class eod_pnl_hedgevol_s : EodPnl
    {

    }

    [Table("eod_pnl_openvol_s")]
    public class eod_pnl_openvol_s : EodPnl
    {

    }
}