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

using System.ComponentModel.DataAnnotations;
using System.ComponentModel.DataAnnotations.Schema;

namespace YLErp.DBModels
{
    [Table("intraday_trade_position")]
    public class intraday_trade_position : DBModelWithOperator
    {
        public static string LogClass = "交易持仓表";

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

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

        /// <summary>
        /// 交易方向
        /// </summary>
        [DisplayName("交易方向")]
        [Required]
        public string BuySell { get; set; }

        /// <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")]
        [Required]
        public int TradeId { get; set; }

        /// <summary>
        /// 结构类型
        /// </summary>
        [DisplayName("结构类型")]

        public string TradeType { get; set; }

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

        /// <summary>
        /// 昨日价值
        /// </summary>
        [DisplayName("昨日价值")]

        public decimal LastPv { get; set; }

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

        public decimal Pv { get; set; }

        /// <summary>
        /// 四舍五入处理后的持仓市值
        /// </summary>
        public decimal RoundedPv { get; set; }

        /// <summary>
        /// 当日价值
        /// </summary>
        [DisplayName("当日价值")]

        public decimal DailyPnL { get; set; }

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

        /// <summary>
        /// 持仓盈亏
        /// </summary>
        [DisplayName("持仓盈亏")]
        public double PositionPnL { get; set; }

        /// <summary>
        /// 四舍五入处理后的持仓盈亏
        /// </summary>
        public double RoundedPositionPnl { get; set; }

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

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

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

        [DisplayName("成本")]
        public double Cost { get; set; }

        //为了解决mysql insert时使用NAN代替null
        double _Notional;
        [DisplayName("名义本金")]
        public double Notional
        {
            get { return _Notional; }
            set
            {
                if (double.IsNaN(value))
                {
                    _Notional = 0;
                }
                else
                {
                    _Notional = value;
                }
            }
        }

        [DisplayName("预付金")]
        public double Margin { get; set; }

        /// <summary>
        /// 持仓实现金额（目前指持仓时的票息和互换金额）
        /// </summary>
        [DisplayName("持仓实现盈亏")]
        public double PositionRelizedAmount { get; set; }

        /// <summary>
        /// 交易状态
        /// </summary>
        [DisplayName("交易状态")]
        public string TradeStatus { get; set; }

        /// <summary>
        /// 昨日实际价值
        /// </summary>
        [DisplayName("昨日实际价值")]

        public double ActualLastPv { get; set; }

        /// <summary>
        /// 当日实际价值
        /// </summary>
        [DisplayName("当日实际价值")]

        public double ActualPv { get; set; }

        /// <summary>
        /// 当日实际浮动盈亏
        /// </summary>
        [DisplayName("当日实际浮动盈亏")]

        public double ActualDailyPnL { get; set; }

        /// <summary>
        /// 实际总盈亏
        /// </summary>
        [DisplayName("实际总盈亏")]
        public double ActualTotalPnL { get; set; }

        [NotMapped]
        public double RealizedPnL { 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>
        /// 交易所代码
        /// </summary>
        public string ExchangeOptionCode { get; set; }

        /// <summary>
        /// 主交易ID
        /// </summary>
        [DisplayName("主交易ID")]
        public int ParentTradeId { get; set; }

        [DisplayName("收益互换初始预付金")]
        public double SwapInitMargin { get; set; }

        [DisplayName("收益互换交易盈亏")]
        public double SwapWinLoss { get; set; }

        [DisplayName("互换容忍金额")]
        public double SwapUnMargin { get; set; }

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