594 lines
16 KiB
C#
594 lines
16 KiB
C#
using System.ComponentModel.DataAnnotations;
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using System.ComponentModel.DataAnnotations.Schema;
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using YLErp.Commons;
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namespace YLErp.DBModels
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{
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[Table("trade_cash")]
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public class trade_cash : TradeExtendBase, IClonable<trade_cash>
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{
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public trade_cash()
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{
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if (this.id == 0 || this.CreateTime == null)
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{
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this.CreateTime = DateTime.Now;
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}
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}
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/// <summary>
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/// 事件发生日
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/// <para>事件发生日和结算日不相同时,该字段应被赋值,其他场景该字段为Null</para>
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/// <para>开仓时该字段存实际开仓日(非操作日期)</para>
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/// <para>了结时该字段存实际了结日(非操作日期)</para>
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/// <para>如遇节假日则国君为前一个交易日,其他为下一个交易日</para>
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/// </summary>
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[DisplayName("事件记录时间")]
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public DateTime? HappenedDate { set; get; }
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private double? _barrierPrice;
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/// <summary>
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/// 敲出障碍价格(仅当该笔流水为敲出流水的时候，这个字段才有值不为null)
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/// </summary>
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[DisplayName("敲出障碍价格")]
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public double? BarrierPrice
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{
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set { _barrierPrice = value.FormatValue(2); }
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get { return _barrierPrice; }
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}
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/// <summary>
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/// 该字段标记的无效并不是真的无效
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/// 在复核和结算环节都会用到无效的记录
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/// </summary>
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[DisplayName("是否有效")]
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public string ValidState { get; set; }
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/// <summary>
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/// 该字段标记该记录是否已被从系统中删除
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/// 只有证券业报送时,会使用到已删除的数据
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/// </summary>
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public bool IsDeleted { get; set; }
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public static string LogClass = "现金交割交易";
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/// <summary>
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/// 期权类型
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/// </summary>
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[NotMapped]
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[DisplayName("期权类型")]
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public string OptionType { get; set; }
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/// <summary>
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/// 行权价类型
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/// </summary>
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[NotMapped]
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[DisplayName("行权价类型")]
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public string StrikeType { get; set; }
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/// <summary>
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/// 主交易Id
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/// </summary>
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public int ParentTradeId { get; set; }
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/// <summary>
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/// 分组主交易资金记录id
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/// </summary>
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public int ParentTradeCashId { get; set; }
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/// <summary>
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/// 交割方式
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/// </summary>
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[DisplayName("交割方式")]
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public string ExceciseType { set; get; }
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/// <summary>
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/// 操作类型
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/// </summary>
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[DisplayName("操作类型"), Required]
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public string Action { set; get; }
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/// <summary>
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/// 买卖方向
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/// </summary>
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[DisplayName("买卖方向")]
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public string TradeType { set; get; }
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/// <summary>
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/// 交易表对应的交易类型
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/// </summary>
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[NotMapped]
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public string Trade_TradeType { get; set; }
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/// <summary>
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/// 看涨看跌
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/// </summary>
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[DisplayName("看涨看跌")]
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public string CallPut { set; get; }
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/// <summary>
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/// 行权价
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/// </summary>
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[DisplayName("行权价")]
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public double? Strike { set; get; }
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[DisplayName("行权价")]
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[NotMapped]
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public string StrikeString { get; set; }
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/// <summary>
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/// 目前组合交易考虑只有两个行权价
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/// </summary>
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[DisplayName("行权价")]
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[NotMapped]
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public double? StrikeTwo { get; set; }
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[DisplayName("行权价")]
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[NotMapped]
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public string StrikeTwoString { get; set; }
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/// <summary>
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/// 份额
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/// </summary>
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[DisplayName("份额")]
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public double Notional { set; get; }
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/// <summary>
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/// 当前行权份额占原始份额的比例
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/// 平仓时当前总持仓份额占原始份额的比例
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/// </summary>
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[NotMapped]
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public double NotionalPercent { get; set; }
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/// <summary>
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/// 数量
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/// </summary>
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[DisplayName("数量")]
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public double? TradeAmount { get; set; }
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private double _amount;
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/// <summary>
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/// 交割金额（包含额外金额，不包含权利金）
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/// </summary>
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[DisplayName("交割金额")]
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public double Amount
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{
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set { _amount = value.FormatValue(2); }
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get { return _amount; }
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}
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/// <summary>
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/// 计价交割金额
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/// </summary>
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[DisplayName("计价交割金额")]
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public double? QuoteAmount { get; set; }
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[NotMapped]
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public double MinusAmount
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{
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get { return (-Amount); }
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}
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/// <summary>
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/// 实现盈亏（包含额外金额，包含权利金）
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/// 盯市报告用到 double
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/// </summary>
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[NotMapped]
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public string WinLoss { get; set; }
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/// <summary>
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/// 计价盈亏 -- 互换提前终止详情页用到--国君
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/// </summary>
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[NotMapped]
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public string QuoteWinloss { get; set; }
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[NotMapped]
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public double WinLossDouble
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{
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get
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{
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double.TryParse(WinLoss, out var temp);
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return temp;
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}
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}
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/// <summary>
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/// 期末价格(包含亚式的执行均价)
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/// </summary>
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[DisplayName("期末价格")]
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public double? FinalPrice { get; set; }
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/// <summary>
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/// 期末现价
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/// </summary>
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[DisplayName("期末现价")]
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public double? SpotPrice { get; set; }
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/// <summary>
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/// 平仓类型
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/// </summary>
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[DisplayName("平仓类型")]
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public string UnwindType { set; get; }
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/// <summary>
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/// 平仓方式 0名义本金，1数量
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/// </summary>
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[DisplayName("平仓方式")]
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public int? UnwindMethod { set; get; }
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/// <summary>
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/// 平仓方式名称
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/// </summary>
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[NotMapped]
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public string UnwindMethodName
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{
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get
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{
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string[] methodName = new string[] { "名义本金", "数量" };
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return methodName[UnwindMethod ?? 0];
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}
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}
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/// <summary>
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/// 平仓总额
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/// </summary>
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[DisplayName("平仓费总额")]
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[NotMapped]
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public string UnwindFee
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{
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get; set;
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}
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[DisplayName("平仓单价检查")]
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[NotMapped]
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public double? UnwindPriceCheck { get; set; }
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/// <summary>
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/// 平仓单价费率
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/// </summary>
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[DisplayName("平仓单价检查")]
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[NotMapped]
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public double? UnwindPricePercentRateCheck { get; set; }
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/// <summary>
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/// 平仓单价
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/// </summary>
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[DisplayName("平仓单价")]
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public double? UnwindPrice { get; set; }
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[DisplayName("期权价值")]
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[NotMapped]
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public double? SinglePV { get; set; }
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[DisplayName("期权价值")]
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[NotMapped]
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public double? SinglePVPercentRate { get; set; }
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/// <summary>
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/// 期权平仓价格/行权收益
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/// 盯市报告用到
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/// </summary>
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[NotMapped]
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public double SingleWinPrice { get; set; }
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[NotMapped]
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public string SingleWinPriceString { get; set; }
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/// <summary>
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/// 期权平仓价格/行权收益 比例
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/// </summary>
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[NotMapped]
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public double SingleWinPricePercent { get; set; }
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/// <summary>
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/// 平仓份额
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/// </summary>
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[DisplayName("平仓份额")]
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public double? UnwindNotional { get; set; }
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/// <summary>
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/// 平仓数量
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/// </summary>
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[DisplayName("平仓数量")]
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public double? UnwindTradeAmount { get; set; }
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/// <summary>
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/// 平仓行权互换票息操作的初始名义本金占比（该字段用于算实现盈亏用到）当到期互换和票息，该字段设置为0
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/// </summary>
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[DisplayName("平仓比例")]
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public double? UnwindPercentRate { get; set; }
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/// <summary>
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/// 平仓行权互换票息操作的初始名义本金占比
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/// </summary>
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[DisplayName("平仓比例")]
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public double? NotionalPercentRate { get; set; }
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/// <summary>
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/// 平仓单价比例
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/// </summary>
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[DisplayName("平仓单价")]
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public double? UnwindPricePercentRate { get; set; }
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/// <summary>
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/// 平仓行权份额
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/// 盯市报告用到
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/// </summary>
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[NotMapped]
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public string ActionNotional { get; set; }
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/// <summary>
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/// 平仓行权数量
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/// 盯市报告用到
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/// </summary>
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[NotMapped]
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public double ActionTradeAmount { get; set; }
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/// <summary>
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/// 平仓行权虚拟数量
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/// 盯市报告用到
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/// </summary>
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[NotMapped]
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public double ActionTradeAmountV { get; set; }
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/// <summary>
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/// 名义本金
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/// </summary>
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[DisplayName("持仓名义本金")]
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[NotMapped]
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public double StockEqvNotional { get; set; }
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/// <summary>
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/// 平仓名义本金
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/// </summary>
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//[NotMapped]
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[DisplayName("平仓名义本金")]
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public double? UnwindStockEqvNotional { get; set; }
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[DisplayName("成交名义本金")]
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[NotMapped]
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public double OriginalStockEqvNotional { get; set; }
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private double? _extraAmount;
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[DisplayName("额外金额")]
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public double? ExtraAmount
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{
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get { return _extraAmount; }
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set { _extraAmount = value.FormatValue(2); }
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}
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[DisplayName("默认金额")]
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[NotMapped]
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[DisplayFormat(DataFormatString = "{0:F2}", ApplyFormatInEditMode = true)]
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public double InitialAmount { get; set; }
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[DisplayName("平仓波动率")]
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public double? UnwindVol { get; set; }
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[DisplayName("波动率类型")]
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public string VolType { get; set; }
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[DisplayName("客户名称")]
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[NotMapped]
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public string ClientName { get; set; }
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[NotMapped]
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public string TraderName { get; set; }
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[DisplayName("标的代码")]
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[NotMapped]
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public string UnderlyingCode { get; set; }
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[DisplayName("标的名")]
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[NotMapped]
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public string UnderlyingName { get; set; }
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[NotMapped]
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public string UnderlyingInstrumentType { get; set; }
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[NotMapped]
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public bool IsMoneynessOptionData { get; set; }
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[NotMapped]
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public bool IsMoneynessOption { get; set; }
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[DisplayName("期初价格")]
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[NotMapped]
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public double InitialSpotPrice { get; set; }
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[DisplayName("有效行权价")]
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[NotMapped]
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public double ValidStrike { get; set; }
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[DisplayName("是否可以执行")]
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[NotMapped]
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public bool IsPossibleExec { get; set; }
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[DisplayName("行权费率(‱)")]
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[NotMapped]
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public double? ExerciseCostRatio { get; set; }
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/// <summary>
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/// 资金结算日
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/// <para>资金发生日和结算日不相同时,该字段应被赋值为结算日</para>
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/// </summary>
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[DisplayName("操作时间")]
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public DateTime ValueDate { set; get; }
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/// <summary>
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/// 交易溢价
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/// </summary>
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[DisplayName("了结溢价")]
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public double TradePremium { get; set; }
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/// <summary>
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/// 返还预付金
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/// </summary>
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[DisplayName("返还预付金")]
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public double AdvanceMoney { get; set; }
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/// <summary>
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/// 起始日期
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/// </summary>
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[NotMapped]
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public DateTime StartDate { get; set; }
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[NotMapped]
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public string ValueDateString
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{
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get
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{
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if (HappenedDate != null)
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{
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return HappenedDate.Value.ToString("yyyy-MM-dd");
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}
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else if (ValueDate != DateTime.MinValue)
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{
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return ValueDate.ToString("yyyy-MM-dd");
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}
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else
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{
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return "";
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}
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}
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}
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public string Status { set; get; }
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/// <summary>
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/// 结算日
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/// </summary>
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[DisplayName("结算日")]
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public DateTime? SettleDate { get; set; }
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/// <summary>
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/// 备注
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/// </summary>
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[DisplayName("备注")]
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public string Comments { get; set; }
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/// <summary>
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/// 行权方式
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/// </summary>
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[DisplayName("行权方式")]
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public string ExerciseWay { get; set; }
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/// <summary>
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/// 了结编号
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/// </summary>
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[DisplayName("了结编号")]
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public string Number { get; set; }
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[DisplayName("看涨看跌")]
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[NotMapped]
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public string CallPutDesc
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{
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get
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{
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if (CallPut == "Call")
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{
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return "看涨";
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}
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return "看跌";
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}
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}
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[NotMapped]
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public string TradeNumber { get; set; }
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[NotMapped]
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public double? OriginalNotional { get; set; }
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[NotMapped]
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public double? TradeOriginalAmount { get; set; }
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[NotMapped]
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public int? UnderlyingId { get; set; }
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[DisplayName("计划期限")]
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[NotMapped]
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public double? DurationDays { get; set; }
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/// <summary>
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/// 期权类型
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/// </summary>
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[NotMapped]
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public string BondType { get; set; }
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/// <summary>
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/// 交易确认日
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/// <para>财务确认入账日期</para>
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/// <para>财务汇总页面赋值</para>
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/// </summary>
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public DateTime ConfirmDate { get; set; }
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/// <summary>
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/// 是否最终了结操作
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/// 代表只有交易完全了结了，该值才会为true
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/// </summary>
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public bool IsLastAction { get; set; }
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public double? CurrencyRate { get; set; }
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/// <summary>
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/// 是否通过期权费率设置权利金
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/// </summary>
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[NotMapped]
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public bool? IsUsePremiumRate { get; set; }
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/// <summary>
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/// 是否通过名义本金方式平仓
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/// </summary>
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[NotMapped]
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public bool? IsUnwindStockEqvNotional { get; set; }
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/// <summary>
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/// 是否总额成交方式
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/// </summary>
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[NotMapped]
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public bool? IsTradePricePayType { get; set; }
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/// <summary>
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/// 是否到期执行操作
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/// </summary>
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[NotMapped]
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public bool? IsExpire { get; set; }
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[NotMapped]
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public double? ParticipationRate { get; set; }
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|
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[NotMapped]
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|
public double? PrincipalSum { get; set; }
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|
[NotMapped]
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|
public double? OriginalPrincipalSum { get; set; }
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[NotMapped]
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|
public double? AnnualizeFactor { get; set; }
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|
|
/// <summary>
|
|
/// 东证字段 平仓价格和用Mid Vol计算的PV差
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|
/// </summary>
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|
[NotMapped]
|
|
public double? Day1Pnl { get; set; }
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[NotMapped]
|
|
public string BuySell { get; set; }
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|
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[NotMapped]
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|
public trade_cash_swap trade_cash_swap { get; set; } = new trade_cash_swap();
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|
|
|
public trade_cash Clone()
|
|
{
|
|
return (trade_cash)MemberwiseClone();
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|
}
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|
|
|
/// <summary>
|
|
/// 创建时间
|
|
/// </summary>
|
|
public DateTime? CreateTime { get; set; }
|
|
}
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|
|
|
[NotMapped]
|
|
public class TradeCashDto : trade_cash
|
|
{
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|
|
|
}
|
|
}
|