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

using YLErp.Models.Tag;

namespace YLErp.DBModels
{
    /// <summary>
    /// 
    /// </summary>
    public class OtcTradeDetail : OtcTradeDto
    {
        /// <summary>
        /// 期初交易数量
        /// </summary>
        public double? TradeOriginalAmount { get; set; }

        public string SyntheticUnderlyingTipsInfo { get; set; }

        //----------------------------------------

        public int TcId { get; set; }
        public int ParentTcId { get; set; }

        /// <summary>
        /// 了结日期
        /// </summary>
        public DateTime? TcValueDate { get; set; }

        /// <summary>
        /// 操作类型
        /// </summary>
        public string TcAction { get; set; }

        /// <summary>
        /// 行权方式
        /// </summary>
        public string TcExerciseWay { get; set; }

        /// <summary>
        /// 平仓数量
        /// </summary>
        public double? TcUnwindTradeAmount { get; set; }

        /// <summary>
        ///  平仓单价
        /// </summary>
        public double? TcUnwindPrice { get; set; }

        /// <summary>
        ///  平仓单价比例
        /// </summary>
        public double? TcUnwindPricePercent { get; set; }

        /// <summary>
        /// 平仓份额
        /// </summary>
        public double? TcUnwindNotional { get; set; }

        /// <summary>
        /// 平仓行权比例
        /// </summary>
        public double? TcUnwindPercent { get; set; }

        /// <summary>
        /// 期末价格(包含亚式的执行均价)
        /// </summary>
        public double? TcFinalPrice { get; set; }

        /// <summary>
        /// 交割金额（包含额外金额，不包含权利金）
        /// </summary>
        public double? TcAmount { get; set; }

        /// <summary>
        /// 行权份额
        /// </summary>
        public double? TcNotional { get; set; }

        /// <summary>
        /// 行权数量(其实可以和TcUnwindTradeAmount合并)
        /// </summary>
        public double? TcTradeAmount { get; set; }

        /// <summary>
        /// 实际行权价
        /// </summary>
        public double? ActualStrike { get; set; }

        /// <summary>
        /// 了结次数
        /// </summary>
        public int TcCount { get; set; }

        /// <summary>
        /// 持仓市值
        /// </summary>
        public double? PositionPv { get; set; }

        /// <summary>
        /// 持仓盈亏
        /// </summary>
        public double? PositionPnl { get; set; }

        private double? tcTradePrice;

        /// <summary>
        /// 了结部分成交金额
        /// </summary>
        public double? TcTradePrice
        {
            get
            {
                if (tcTradePrice != null)
                {
                    return tcTradePrice;
                }
                else if (TradeType == "远期")
                {
                    return (TradePrice ?? 0) * (TcUnwindPercent ?? 0) * (-1);
                }
                else
                {
                    return (TradePrice ?? 0) * (TcUnwindPercent ?? 0) * (BuySell == "买入" ? -1 : 1); ;
                }
            }
            set
            {
                tcTradePrice = value;
            }
        }

        private double? winloss;
        /// <summary>
        /// 实现盈亏(单条了结)
        /// </summary>
        public double? WinLoss
        {
            get
            {
                if (winloss != null)
                {
                    return winloss.Value;
                }
                return (TcAmount ?? 0) + (TcTradePrice ?? 0);
            }
            set => winloss = value;
        }
        /// <summary>
        /// 了结顺序
        /// </summary>
        public int TcSequence { get; set; } = 1;

        /// <summary>
        /// 了结溢价总额
        /// </summary>
        public double? TcTradePremium { get; set; }

        public bool IsLastAction { get; set; }

        /// <summary>
        /// 剩余交易日
        /// </summary>
        public int RestTradeDays { get; set; }

        /// <summary>
        /// 交易期限
        /// </summary>
        public int AllTradeDays { get; set; }

        public string GroupTradeType { get; set; }

        public string KnockInOutStatusObservation { get; set; }

        #region 导出全量字段模板用到，未进行赋值，会在生成文档时进行赋值

        /// <summary>
        /// 合约名称
        /// </summary>
        public string UnderlyingName { get; set; }

        /// <summary>
        /// 销售人员
        /// </summary>
        public string SalesName { get; set; }

        /// <summary>
        /// 权利金(存续)
        /// </summary>
        public double PositionSinglePv { get; set; }

        /// <summary>
        /// 当前持仓期权费总额
        /// </summary>
        public double PositionTradePrice { get; set; }

        /// <summary>
        /// 亚式_均价起算日
        /// </summary>
        public DateTime Asian_AveragingPeriodStartDate { get; set; }

        /// <summary>
        /// 亚式_均价计算
        /// </summary>
        public string Asian_PayoffType { get; set; }

        /// <summary>
        /// 亚式_行权价类型
        /// </summary>
        public string Asian_StrikeType { get; set; }

        /// <summary>
        /// 亚式_杠杆率
        /// </summary>
        public double Asian_StrikeGearingFactor { get; set; }

        /// <summary>
        /// 障碍_障碍类型
        /// </summary>
        public string Barrier_Type { get; set; }

        /// <summary>
        /// 障碍_障碍价格
        /// </summary>
        public double Barrier_Price { get; set; }

        /// <summary>
        /// 障碍_高障碍价格
        /// </summary>
        public double UpperBarrier_Price { get; set; }

        /// <summary>
        /// 障碍_补偿支付
        /// </summary>
        public string Barrier_RebateType { get; set; }

        /// <summary>
        /// 障碍_补偿金额
        /// </summary>
        public double Barrier_Rebate { get; set; }

        /// <summary>
        /// 障碍_高障碍补偿金额
        /// </summary>
        public double Barrier_RebateHigh { get; set; }

        /// <summary>
        /// 障碍_障碍偏移
        /// </summary>
        public string Barrier_Shift { get; set; }

        /// <summary>
        /// 障碍_观察方式
        /// </summary>
        public string Barrier_Discrete { get; set; }

        /// <summary>
        /// 二元_二元类型
        /// </summary>
        public string Binary_PayoffType { get; set; }

        /// <summary>
        /// 二元_补偿金额
        /// </summary>
        public double Binary_CashOrNothingAmount { get; set; }

        /// <summary>
        /// 二元_高障碍价格
        /// </summary>
        public double Binary_UpperBarrier { get; set; }

        /// <summary>
        /// 二元_高障碍补偿金额
        /// </summary>
        public double Binary_CashOrNothingAmountHigh { get; set; }

        /// <summary>
        /// 二元_观察方式
        /// </summary>
        public string Binary_MonitorType { get; set; }

        /// <summary>
        /// 二元_补偿支付
        /// </summary>
        public string Binary_RebateType { get; set; }

        #endregion


        /// <summary>
        /// 交易标签
        /// </summary>
        public List<TagDto> Tags { get; set; }

        /// <summary>
        /// 标签值导出
        /// </summary>
        public string OutputTags { get; set; }
    }
}