490 lines
16 KiB
C#
490 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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using YLErp.DBModels.Helpers;
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namespace YLErp.DBModels
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{
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[Table("variety")]
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[Serializable]
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public class Variety : DBModelWithOperator, IDataEntity, IDataTraceV2, IClonable<Variety>
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{
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public static string LogClass = "品种信息";
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/// <summary>
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/// 是否有场内期权
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/// </summary>
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[DisplayName("是否有场内期权")]
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public bool? HasFieldOptions { get; set; }
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[DisplayName("简称")]
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public string ShortName { get; set; }
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/// <summary>
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/// 数量单位，暂时取 QuoteUnit /后的字母，特别:500千克 鸡蛋，取吨,份数*2
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/// </summary>
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[NotMapped]
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public string QuoteUnitSingle
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{
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get { return VarietyHelper.GetQuoteUnitSingle(QuoteUnit); }
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}
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/// <summary>
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/// 交易单位，暂时取 TradeUnit 中去掉 数字 / 手 元 之后的部分,为了兼容 300元/点 和 20吨/手
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/// </summary>
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[NotMapped]
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public string TradeUnitSingle
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{
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get { return VarietyHelper.GetTradeUnitSingle(TradeUnit); }
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}
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/// <summary>
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/// 数量单位，暂时取 QuoteUnit /后的字母
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/// </summary>
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[NotMapped]
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public string QuoteUnitSingleOriginal
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{
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get { return VarietyHelper.GetQuoteUnitSingleOriginal(QuoteUnit); }
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}
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/// <summary>
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/// 份额对数量的系数，默认都为1，只是鸡蛋的时候为2
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/// TradeAmount = Notional / CountRatio
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/// </summary>
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[NotMapped]
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public int CountRatio
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{
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get { return VarietyHelper.GetCountRatio(QuoteUnit); }
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}
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/// <summary>
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/// 合约乘数
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/// 获取 TradeUnit 数字 开头的交易单位
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/// 手数(Lots)和份额（notional）的关系
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/// </summary>
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[DisplayName("交易单位")]
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[NotMapped]
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public double? TradeUnitValue
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{
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get { return VarietyHelper.GetTradeUnitValue(VarietyCode, TradeUnit); }
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}
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/// <summary>
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/// 品种代码(唯一)
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/// </summary>
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[DisplayName("品种代码"), Required]
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public string VarietyCode { set; get; }
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/// <summary>
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/// 品种名称
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/// </summary>
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[DisplayName("品种名称"), Required]
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public string VarietyName { set; get; }
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/// <summary>
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/// 品种英文名
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/// </summary>
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[NotMapped]
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[DisplayName("品种英文名")]
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public string VarietyEnName { set; get; }
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/// <summary>
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/// 品种类型
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/// </summary>
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[DisplayName("品种类型")]
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public string AssetType { set; get; }
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/// <summary>
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/// 大类
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/// </summary>
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[DisplayName("主类型")]
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public string MainCategory { set; get; }
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/// <summary>
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/// 大类
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/// </summary>
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[DisplayName("主类型")]
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[NotMapped]
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public string MainCategoryDesc
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{
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get
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{
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return ConsGlobal.MainCategory.GetDesc(MainCategory);
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}
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}
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[DisplayName("交易市场")]
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public int? TradingMarketId { get; set; }
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/// <summary>
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/// 交易市场
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/// </summary>
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[DisplayName("交易市场")]
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public string TradingMarket { set; get; }
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[NotMapped]
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[DisplayName("交易市场代码")]
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public string TradingMarketNo { get; set; }
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/// <summary>
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/// 交易单位
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/// </summary>
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[DisplayName("交易单位")]
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public string TradeUnit { set; get; }
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/// <summary>
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/// 报价单位
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/// </summary>
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[DisplayName("报价单位")]
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public string QuoteUnit { set; get; }
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/// <summary>
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/// 单位英文描述
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/// </summary>
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[NotMapped]
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[DisplayName("单位英文描述")]
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public string EnUnit { set; get; }
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/// <summary>
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/// 最小变动价位
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/// </summary>
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[DisplayName("最小变动价位")]
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public string MinPriceChange { set; get; }
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/// <summary>
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/// 涨停幅度
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/// </summary>
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[DisplayName("Span涨跌幅度")]
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public string UpLimit { set; get; }
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/// <summary>
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/// 跌停幅度
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/// </summary>
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[DisplayName("跌停幅度")]
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public string DownLimit { set; get; }
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/// <summary>
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/// 最低预付金
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/// </summary>
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[DisplayName("最低预付金")]
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public double? Margin { set; get; }
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/// <summary>
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/// 描述
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/// </summary>
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[DisplayName("描述")]
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public string Description { set; get; }
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/// <summary>
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/// 合约月份
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/// </summary>
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[DisplayName("合约月份")]
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public string ContractMonth { set; get; }
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/// <summary>
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/// 交易时间段
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/// </summary>
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[DisplayName("交易时间段")]
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public string TradeTimeSlot { set; get; }
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/// <summary>
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/// 交割类型
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/// </summary>
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[DisplayName("交割类型")]
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public string DeliveryType { set; get; }
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/// <summary>
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/// 交割地点
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/// </summary>
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[DisplayName("交割地点")]
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public string DeliveryPlace { set; get; }
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/// <summary>
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/// 交割等级
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/// </summary>
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[DisplayName("交割等级")]
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public string DeliveryGrade { set; get; }
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/// <summary>
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/// 最小交割单位
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/// </summary>
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[DisplayName("最小交割单位")]
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public string MiniDeliveryUnit { set; get; }
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/// <summary>
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/// 有无夜盘
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/// </summary>
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[DisplayName("有无夜盘")]
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public bool HasNightMarket { set; get; }
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[DisplayName("手续费类型")]
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public string CommissionType { get; set; }
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[DisplayName("手续费")]
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public double? Commission { get; set; }
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[DisplayName("交易所手续费")]
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public double? CommissionExchange { get; set; }
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[DisplayName("手续费偏离值")]
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public double? CommissionDeviation { get; set; }
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[DisplayName("平今仓手续费类型")]
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public string CloseTodayCommissionType { get; set; }
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[DisplayName("平今仓手续费")]
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public double? CloseTodayCommission { get; set; }
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[DisplayName("交易所平今仓手续费")]
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public double? CloseTodayCommissionExchange { get; set; }
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[DisplayName("平今仓手续费偏离值")]
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public double? CloseTodayCommissionDeviation { get; set; }
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[DisplayName("平今仓手续费合约规则")]
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public string CloseTodayContractRule { get; set; }
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[DisplayName("场内期权手续费类型")]
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public string TradedOptionCommissionType { get; set; }
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[DisplayName("场内期权手续费")]
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public double? TradedOptionCommission { get; set; }
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[DisplayName("交易所场内期权手续费")]
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public double? TradedOptionCommissionExchange { get; set; }
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[DisplayName("场内期权手续费偏离值")]
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public double? TradedOptionCommissionDeviation { get; set; }
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//[DisplayName("标的资产类型")]
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//public string UnderlyingInstrumentType { get; set; }
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/// <summary>
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/// 敞口限额
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/// </summary>
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[DisplayName("敞口限额")]
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public double? VarietyOpenLimit { get; set; }
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/// <summary>
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/// BBG Ticker
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/// </summary>
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[DisplayName("BBG Ticker")]
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public string BBGTicker { get; set; }
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/// <summary>
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/// 计价货币
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/// </summary>
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[DisplayName("计价货币")]
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public string QuoteCurrency { get; set; }
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/// <summary>
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/// 指数类型
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/// </summary>
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[DisplayName("指数类型")]
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public string IndexType { get; set; }
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/// <summary>
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/// 敞口金额是否为百分比格式
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/// </summary>
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[DisplayName("敞口金额是否为百分比格式")]
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public bool? IsVarietyOpenLimitPercent { set; get; }
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//[DisplayName("标的种类")]
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//[NotMapped]
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//public string UnderlyingInstrumentTypeName
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//{
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// get
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// {
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// switch (UnderlyingInstrumentType)
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// {
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// case ConsGlobal.InstrumentType.Stock: return "股票";
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// case ConsGlobal.InstrumentType.CommodityFutures: return "商品期货";
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// case ConsGlobal.InstrumentType.CommoditySpot: return "商品现货";
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// default: return "其它";
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// }
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// }
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//}
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public double UpLimitValue
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{
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get
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{
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return string.IsNullOrWhiteSpace(UpLimit) ? 0 : OtcFormatHelper.FormatValue(NumberHelper.ToDouble(UpLimit.Replace("%", string.Empty)) / 100, 8);
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}
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}
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public double DownLimitValue
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{
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get
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{
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return string.IsNullOrWhiteSpace(DownLimit) ? 0 : OtcFormatHelper.FormatValue(NumberHelper.ToDouble(DownLimit.Replace("%", string.Empty)) / 100, 8);
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}
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}
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[DisplayName("Span波动率变动")]
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public string VolatilityRate { get; set; }
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public double VolatilityRateValue
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{
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get
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{
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return string.IsNullOrWhiteSpace(VolatilityRate) ? 0 : OtcFormatHelper.FormatValue(NumberHelper.ToDouble(VolatilityRate.Replace("%", string.Empty)) / 100, 8);
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}
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}
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[NotMapped]
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/// <summary>
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/// 万分之一单位 手续费
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/// </summary>
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[DisplayName("手续费")]
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public string CommissionForTenThousandth
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{
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get
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{
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if (!Commission.HasValue) return null;
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return CommissionType == ConsCommissionType.Ratio ? $"{OtcFormatHelper.FormatValue(Commission.Value * 10000, 8)}‱" : Commission.Value.ToString();
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}
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}
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[NotMapped]
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/// <summary>
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/// 万分之一单位 场内期权手续费
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/// </summary>
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[DisplayName("场内期权手续费")]
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public string TradedOptionCommissionForTenThousandth
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{
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get
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{
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if (!TradedOptionCommission.HasValue) return null;
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return TradedOptionCommissionType == ConsCommissionType.Ratio
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? $"{OtcFormatHelper.FormatValue(TradedOptionCommission.Value * 10000, 8)}‱"
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: TradedOptionCommission.Value.ToString();
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}
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}
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[NotMapped]
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/// <summary>
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/// 万分之一单位 平今手续费
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/// </summary>
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[DisplayName("平今仓手续费")]
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public string CloseTodayCommissionForTenThousandth
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{
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get
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{
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if (!CloseTodayCommission.HasValue) return null;
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return CloseTodayCommissionType == ConsCommissionType.Ratio
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? $"{OtcFormatHelper.FormatValue(CloseTodayCommission.Value * 10000, 8)}‱"
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: $"{CloseTodayCommission.Value}";
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}
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}
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[NotMapped]
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/// <summary>
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/// 万分之一单位 手续费
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/// </summary>
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[DisplayName("交易所手续费")]
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public string CommissionExchangeForTenThousandth
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{
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get
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{
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if (!CommissionExchange.HasValue) return null;
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return CommissionType == ConsCommissionType.Ratio ? $"{OtcFormatHelper.FormatValue(CommissionExchange.Value * 10000, 8)}‱" : CommissionExchange.Value.ToString();
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}
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}
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[NotMapped]
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/// <summary>
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/// 万分之一单位 场内期权手续费
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/// </summary>
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[DisplayName("交易所场内期权手续费")]
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public string TradedOptionCommissionExchangeForTenThousandth
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{
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get
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{
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if (!TradedOptionCommissionExchange.HasValue) return null;
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return TradedOptionCommissionType == ConsCommissionType.Ratio
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? $"{OtcFormatHelper.FormatValue(TradedOptionCommissionExchange.Value * 10000, 8)}‱"
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: TradedOptionCommissionExchange.Value.ToString();
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}
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}
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[NotMapped]
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/// <summary>
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/// 万分之一单位 平今手续费
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/// </summary>
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[DisplayName("交易所平今仓手续费")]
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public string CloseTodayCommissionExchangeForTenThousandth
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{
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get
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{
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if (!CloseTodayCommissionExchange.HasValue) return null;
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return CloseTodayCommissionType == ConsCommissionType.Ratio
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? $"{OtcFormatHelper.FormatValue(CloseTodayCommissionExchange.Value * 10000, 8)}‱"
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: $"{CloseTodayCommissionExchange.Value}";
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}
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}
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[NotMapped]
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/// <summary>
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/// 万分之一单位 手续费
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/// </summary>
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[DisplayName("手续费偏离值")]
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public string CommissionDeviationForTenThousandth
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{
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get
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{
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if (!CommissionDeviation.HasValue) return null;
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return CommissionType == ConsCommissionType.Ratio ? $"{OtcFormatHelper.FormatValue(CommissionDeviation.Value * 10000, 8)}‱" : CommissionDeviation.Value.ToString();
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}
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}
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[NotMapped]
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/// <summary>
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/// 万分之一单位 场内期权手续费
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/// </summary>
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[DisplayName("场内期权手续费偏离值")]
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public string TradedOptionCommissionDeviationForTenThousandth
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{
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get
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{
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if (!TradedOptionCommissionDeviation.HasValue) return null;
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return TradedOptionCommissionType == ConsCommissionType.Ratio
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? $"{OtcFormatHelper.FormatValue(TradedOptionCommissionDeviation.Value * 10000, 8)}‱"
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: TradedOptionCommissionDeviation.Value.ToString();
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}
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}
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[NotMapped]
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/// <summary>
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/// 万分之一单位 平今手续费
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/// </summary>
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[DisplayName("平今仓手续费偏离值")]
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public string CloseTodayCommissionDeviationForTenThousandth
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{
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get
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{
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if (!CloseTodayCommissionDeviation.HasValue) return null;
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return CloseTodayCommissionType == ConsCommissionType.Ratio
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? $"{OtcFormatHelper.FormatValue(CloseTodayCommissionDeviation.Value * 10000, 8)}‱"
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: $"{CloseTodayCommissionDeviation.Value}";
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}
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}
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/// <summary>
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/// 波动率调整(风险计算用)
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/// </summary>
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public double VolatilityAdjust { get; set; }
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public Variety Clone()
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{
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return (Variety)MemberwiseClone();
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}
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public string GetDataTraceKeyId()
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{
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return id.ToString();
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}
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public string GetDataTraceKeyInfo()
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{
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return "标的品种:" + VarietyCode;
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}
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public override string ToString()
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{
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return id + "--" + VarietyCode;
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}
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}
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[NotMapped]
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public class VarietyDto : Variety
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{
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public IEnumerable<HistoryData> HisDataList { get; set; }
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}
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public class VarietyBasic
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{
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public string VarietyCode { get; set; }
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public double? TradeUnitValue { get; set; }
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public int CountRatio { get; set; }
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}
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}
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