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

using System.ComponentModel.DataAnnotations;
using System.ComponentModel.DataAnnotations.Schema;
using YLErp.DBModels.Enums;
using YLErp.Helpers;

namespace YLErp.DBModels
{
    public class EodTradeRisk : DBModelWithOperator
    {
        /// <summary>
        /// 估值日
        /// </summary>
        [DisplayName("估值日")]
        [Required]
        public DateTime ValueDate { get; set; }

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

        /// <summary>
        /// exposure = underlying code
        /// </summary>
        public string Exposure { get; set; }

        /// <summary>
        /// 簿记账户
        /// </summary>
        [DisplayName("簿记账户")]
        public virtual int BookId { get; set; }

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

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

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

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

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

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

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

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

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

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

        /// <summary>
        /// 持仓波动率
        /// </summary>
        [DisplayName("持仓波动率")]
        public virtual double Vol { get; set; }

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

        /// <summary>
        /// 其他风险指标(JSON格式)
        /// </summary>
        public string OtherRisks { get; set; }

        /// <summary>
        /// 信用风险敞口
        /// </summary>
        [DisplayName("信用风险敞口")]
        public virtual double CreditExposure { get; set; }

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

        public override string ToString()
        {
            return TradeId > 0 ? TradeId.ToString() : HedgeUniqueCode;
        }
    }

    /// <summary>
    /// 其他风险指标
    /// </summary>
    public class OtherRisks
    {
        public string CrossGamma { get; set; }
    }

    [Table("eod_trade_risk")]
    public partial class eod_trade_risk : EodTradeRisk
    {

    }

    [Table("eod_trade_risk_hedgevol")]
    public class eod_trade_risk_hedgevol : EodTradeRisk
    {

    }

    [Table("eod_trade_risk_extend")]
    public class eod_trade_risk_extend : EodTradeRisk
    {

    }

    [Table("eod_trade_risk_extend_s")]
    public class eod_trade_risk_extend_s : EodTradeRisk
    {

    }

    [Table("eod_trade_risk_openvol")]
    public class eod_trade_risk_openvol : EodTradeRisk
    {

    }

    [Table("eod_trade_risk_s")]
    public partial class eod_trade_risk_s : EodTradeRisk
    {

    }

    [Table("eod_trade_risk_hedgevol_s")]
    public class eod_trade_risk_hedgevol_s : EodTradeRisk
    {

    }

    [Table("eod_trade_risk_openvol_s")]
    public class eod_trade_risk_openvol_s : EodTradeRisk
    {

    }

    [Table("eod_trade_risk_manual")]
    public class eod_trade_risk_manual : DBModelWithOperator, IDataTrace
    {
        [NotMapped]
        public string TradeNumber { get; set; }

        /// <summary>
        /// 预付金
        /// </summary>
        [DisplayName("预付金")]
        public double? Margin { get; set; }

        public double? Spv1 { get; set; }

        public double? Spv2 { get; set; }

        public double? Spv3 { get; set; }

        [NotMapped]
        public bool IsPVAndAllGreek => Pv != null && Delta != null && Gamma != null && Vega != null && Theta != null && Rho != null;

        [DisplayName("波动率类型")]
        public string VolType { get; set; }

        /// <summary>
        /// 价格类型(0：收盘价，1：结算价，2：参考价)
        /// </summary>
        [DisplayName("价格类型")]
        public SettlementTypeEnum SettlementType { get; set; }

        [NotMapped]
        public string SettlementTypeDesc => EnumHelper.GetDescriptionByName(SettlementType);

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

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

        /// <summary>
        /// exposure = underlying code
        /// </summary>
        public string Exposure { get; set; }

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

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

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

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

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

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

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

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

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

        /// <summary>
        /// 持仓波动率
        /// </summary>
        [DisplayName("持仓波动率")]
        public double? Vol { get; set; }

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

        /// <summary>
        /// 其他风险指标(JSON格式)
        /// </summary>
        public string OtherRisks { get; set; }

        public string GetDataTraceKeyInfo()
        {
            return "自定义风险";
        }
    }
}